Wrong calculations for orders. C# about ccxt

[skuvv]

@ttodua
Exchange is Bitget
try this solution, credential are required.
DemoForDebug.zip

[ttodua]

can you please specifically hint which values do you think to be incorrect?
from very first line, i see the "size": 100 in raw response, but on second line, "size": 15 in parsed response. do you mean that? please also list other errors with specific values, so i can see them quickly.

[skuvv]

@ttodua
for this part of log:

On message: {"action":"snapshot","arg":{"instType":"SUSDT-FUTURES","channel":"orders","instId":"default"},"data":[{"accBaseVolume":"0","cTime":"1714234711855","clientOid":"240427191815_5","enterPointSource":"API","feeDetail":[{"feeCoin":"SUSDT","fee":"0"}],"force":"gtc","instId":"SXRPSUSDT","leverage":"10","marginCoin":"SUSDT","marginMode":"crossed","notionalUsd":"51.67","orderId":"1168150536860114952","orderType":"limit","posMode":"hedge_mode","posSide":"long","price":"0.5167","reduceOnly":"no","side":"buy","size":"100","status":"live","tradeSide":"open","uTime":"1714234711855"}],"ts":1714234711859}
Order[240427191815_5] exchangeOrderId: '1168150536860114952', status: 'open', price: '0,5167', size: '100', average: '', filled: '0', remain: '100'

On message: {"action":"snapshot","arg":{"instType":"SUSDT-FUTURES","channel":"orders","instId":"default"},"data":[{"accBaseVolume":"15","baseVolume":"15","cTime":"1714234711855","clientOid":"240427191815_5","enterPointSource":"API","feeDetail":[{"feeCoin":"SUSDT","fee":"-0.0015501"}],"fillFee":"-0.0015501","fillFeeCoin":"SUSDT","fillNotionalUsd":"7.7505","fillPrice":"0.5167","fillTime":"1714234729622","force":"gtc","instId":"SXRPSUSDT","leverage":"10","marginCoin":"SUSDT","marginMode":"crossed","notionalUsd":"51.67","orderId":"1168150536860114952","orderType":"limit","pnl":"0","posMode":"hedge_mode","posSide":"long","price":"0.5167","priceAvg":"0.5167","reduceOnly":"no","side":"buy","size":"100","status":"partially_filled","tradeId":"1168150611393327105","tradeScope":"M","tradeSide":"open","uTime":"1714234729622"}],"ts":1714234729648}
Order[240427191815_5] exchangeOrderId: '1168150536860114952', status: 'open', price: '0,5167', size: '15', average: '0,5167', filled: '15', remain: '0'
PartialFill, wrong remain here.
Remain should be 85 not 0.
Size=15 what is it? Why not 100? Where is order amount?

On message: {"action":"snapshot","arg":{"instType":"SUSDT-FUTURES","channel":"orders","instId":"default"},"data":[{"accBaseVolume":"15","cTime":"1714234711855","clientOid":"240427191815_5","enterPointSource":"API","feeDetail":[{"feeCoin":"SUSDT","fee":"-0.0015501"}],"force":"gtc","instId":"SXRPSUSDT","leverage":"10","marginCoin":"SUSDT","marginMode":"crossed","notionalUsd":"51.67","orderId":"1168150536860114952","orderType":"limit","posMode":"hedge_mode","posSide":"long","price":"0.5167","reduceOnly":"no","side":"buy","size":"100","status":"canceled","tradeSide":"open","uTime":"1714234743600"}],"ts":1714234743604}
Order[240427191815_5] exchangeOrderId: '1168150536860114952', status: 'canceled', price: '0,5167', size: '100', average: '3,4446666666666665', filled: '15', remain: '85'
Canceled, Wrong average here
average should be 0,5167 not 3,4446666666666665.

[skuvv]

for this log:

On message: {"action":"snapshot","arg":{"instType":"SUSDT-FUTURES","channel":"orders","instId":"default"},"data":[{"accBaseVolume":"0","cTime":"1714235406333","clientOid":"240427192949_8","enterPointSource":"API","feeDetail":[{"feeCoin":"SUSDT","fee":"0"}],"force":"gtc","instId":"SEOSSUSDT","leverage":"10","marginCoin":"SUSDT","marginMode":"crossed","notionalUsd":"80.7","orderId":"1168153449674219523","orderType":"limit","posMode":"hedge_mode","posSide":"long","price":"0.807","reduceOnly":"no","side":"buy","size":"100","status":"live","tradeSide":"open","uTime":"1714235406333"}],"ts":1714235406336}
Order[240427192949_8] exchangeOrderId: '1168153449674219523', status: 'open', price: '0,807', size: '100', average: '', filled: '0', remain: '100'
Size=100 ok, it's amount of placed order here.

On message: {"action":"snapshot","arg":{"instType":"SUSDT-FUTURES","channel":"orders","instId":"default"},"data":[{"accBaseVolume":"15","baseVolume":"15","cTime":"1714235406333","clientOid":"240427192949_8","enterPointSource":"API","feeDetail":[{"feeCoin":"SUSDT","fee":"-0.002421"}],"fillFee":"-0.002421","fillFeeCoin":"SUSDT","fillNotionalUsd":"12.105","fillPrice":"0.807","fillTime":"1714235421396","force":"gtc","instId":"SEOSSUSDT","leverage":"10","marginCoin":"SUSDT","marginMode":"crossed","notionalUsd":"80.7","orderId":"1168153449674219523","orderType":"limit","pnl":"0","posMode":"hedge_mode","posSide":"long","price":"0.807","priceAvg":"0.807","reduceOnly":"no","side":"buy","size":"100","status":"partially_filled","tradeId":"1168153512903782402","tradeScope":"M","tradeSide":"open","uTime":"1714235421396"}],"ts":1714235421404}
Order[240427192949_8] exchangeOrderId: '1168153449674219523', status: 'open', price: '0,807', size: '15', average: '0,807', filled: '15', remain: '0'
Remain should be 85 not 0.
Size=20 what is it? Why not 100? Where is order amount?

On message: {"action":"snapshot","arg":{"instType":"SUSDT-FUTURES","channel":"orders","instId":"default"},"data":[{"accBaseVolume":"35","baseVolume":"20","cTime":"1714235406333","clientOid":"240427192949_8","enterPointSource":"API","feeDetail":[{"feeCoin":"SUSDT","fee":"-0.005649"}],"fillFee":"-0.003228","fillFeeCoin":"SUSDT","fillNotionalUsd":"16.14","fillPrice":"0.807","fillTime":"1714235435736","force":"gtc","instId":"SEOSSUSDT","leverage":"10","marginCoin":"SUSDT","marginMode":"crossed","notionalUsd":"80.7","orderId":"1168153449674219523","orderType":"limit","pnl":"0","posMode":"hedge_mode","posSide":"long","price":"0.807","priceAvg":"0.807","reduceOnly":"no","side":"buy","size":"100","status":"partially_filled","tradeId":"1168153573050101762","tradeScope":"M","tradeSide":"open","uTime":"1714235435736"}],"ts":1714235435742}
Order[240427192949_8] exchangeOrderId: '1168153449674219523', status: 'open', price: '0,807', size: '20', average: '0,807', filled: '35', remain: '-15'
Remain should be 65 not -15.
Size=20 what is it?

On message: {"action":"snapshot","arg":{"instType":"SUSDT-FUTURES","channel":"orders","instId":"default"},"data":[{"accBaseVolume":"70","baseVolume":"35","cTime":"1714235406333","clientOid":"240427192949_8","enterPointSource":"API","feeDetail":[{"feeCoin":"SUSDT","fee":"-0.011298"}],"fillFee":"-0.005649","fillFeeCoin":"SUSDT","fillNotionalUsd":"28.245","fillPrice":"0.807","fillTime":"1714235447747","force":"gtc","instId":"SEOSSUSDT","leverage":"10","marginCoin":"SUSDT","marginMode":"crossed","notionalUsd":"80.7","orderId":"1168153449674219523","orderType":"limit","pnl":"0","posMode":"hedge_mode","posSide":"long","price":"0.807","priceAvg":"0.807","reduceOnly":"no","side":"buy","size":"100","status":"partially_filled","tradeId":"1168153623427887106","tradeScope":"M","tradeSide":"open","uTime":"1714235447747"}],"ts":1714235447754}
Order[240427192949_8] exchangeOrderId: '1168153449674219523', status: 'open', price: '0,807', size: '35', average: '0,807', filled: '70', remain: '-35'
Remain should be 30 not -35.
Size=35 what is it?

On message: {"action":"snapshot","arg":{"instType":"SUSDT-FUTURES","channel":"orders","instId":"default"},"data":[{"accBaseVolume":"100","baseVolume":"30","cTime":"1714235406333","clientOid":"240427192949_8","enterPointSource":"API","feeDetail":[{"feeCoin":"SUSDT","fee":"-0.01614"}],"fillFee":"-0.004842","fillFeeCoin":"SUSDT","fillNotionalUsd":"24.21","fillPrice":"0.807","fillTime":"1714235458879","force":"gtc","instId":"SEOSSUSDT","leverage":"10","marginCoin":"SUSDT","marginMode":"crossed","notionalUsd":"80.7","orderId":"1168153449674219523","orderType":"limit","pnl":"0","posMode":"hedge_mode","posSide":"long","price":"0.807","priceAvg":"0.807","reduceOnly":"no","side":"buy","size":"100","status":"filled","tradeId":"1168153670118879234","tradeScope":"M","tradeSide":"open","uTime":"1714235458879"}],"ts":1714235458887}
Order[240427192949_8] exchangeOrderId: '1168153449674219523', status: 'closed', price: '0,807', size: '30', average: '0,807', filled: '100', remain: '-70'
Remain should be 0 not -70.
Size=30 what is it?

[ttodua]

@skuvv for next times (would be good now too) please post the sample code you are running (i.e. .createOrder (which_symbol, .. what_amount, etc...)

[ttodua]

I'm checking this now, but with random symbol & amount

[ttodua]

please provide exact symbol / amounts, after thorough testing i couldn't detect the issue, so I want to know the exact details (maybe market-type differs)

[ttodua]

@skuvv
I've been checking this for a while, reading your logs manually trying to understand where is the problem, but i still can't reproduce.

I have tried all modes - cross-vs-isolated, Hedge-vs-OneWay modes...

from your last DemoDebug project the following log comes out:

Order[1171436898434584576] exchangeOrderId: '1171436898401030249', status: 'open', price: '0.838', size: '100', average: '', filled: '0', remain: '100'
Order[1171436898434584576] exchangeOrderId: '1171436898401030249', status: 'closed', price: '0.838', size: '100', average: '0.838', filled: '100', remain: '0'
Order[1171436948489408513] exchangeOrderId: '1171436948472631297', status: 'open', price: '', size: '15', average: '', filled: '0', remain: '15'
Order[1171436948489408513] exchangeOrderId: '1171436948472631297', status: 'closed', price: '0.835', size: '15', average: '0.835', filled: '15', remain: '0'
Order[1171436958786424832] exchangeOrderId: '1171436958769647623', status: 'open', price: '', size: '20', average: '', filled: '0', remain: '20'
Order[1171436958786424832] exchangeOrderId: '1171436958769647623', status: 'closed', price: '0.835', size: '20', average: '0.835', filled: '20', remain: '0'
Order[1171436968877920257] exchangeOrderId: '1171436968865337345', status: 'open', price: '', size: '35', average: '', filled: '0', remain: '35'
Order[1171436968877920257] exchangeOrderId: '1171436968865337345', status: 'closed', price: '0.835', size: '35', average: '0.835', filled: '35', remain: '0'
Order[1171436979032330240] exchangeOrderId: '1171436979015553031', status: 'open', price: '', size: '30', average: '', filled: '0', remain: '30'
Order[1171436979032330240] exchangeOrderId: '1171436979015553031', status: 'closed', price: '0.835', size: '30', average: '0.835', filled: '30', remain: '0'

does that look correct?

[ttodua]

what log do you get from that demodebug project? please share

[ttodua]

I suspect of something other issue, checking now.

[ttodua]

strange, i have reproduced eventually, but i had to run it few times in a row, and only in hedge mode

[ttodua]

I've converted this into other langs and the issue is also reproducible there too. seems implementational issue with bitget-only (fortunately) and not c# issue.
will post further updates

[ttodua]

found the reasons for issues, fixing it now and will push a PR in the next hour/s

[skuvv]

@skuvv I've been checking this for a while, reading your logs manually trying to understand where is the problem, but i still can't reproduce.

I have tried all modes - cross-vs-isolated, Hedge-vs-OneWay modes...

from your last DemoDebug project the following log comes out:

Order[1171436898434584576] exchangeOrderId: '1171436898401030249', status: 'open', price: '0.838', size: '100', average: '', filled: '0', remain: '100'
Order[1171436898434584576] exchangeOrderId: '1171436898401030249', status: 'closed', price: '0.838', size: '100', average: '0.838', filled: '100', remain: '0'
Order[1171436948489408513] exchangeOrderId: '1171436948472631297', status: 'open', price: '', size: '15', average: '', filled: '0', remain: '15'
Order[1171436948489408513] exchangeOrderId: '1171436948472631297', status: 'closed', price: '0.835', size: '15', average: '0.835', filled: '15', remain: '0'
Order[1171436958786424832] exchangeOrderId: '1171436958769647623', status: 'open', price: '', size: '20', average: '', filled: '0', remain: '20'
Order[1171436958786424832] exchangeOrderId: '1171436958769647623', status: 'closed', price: '0.835', size: '20', average: '0.835', filled: '20', remain: '0'
Order[1171436968877920257] exchangeOrderId: '1171436968865337345', status: 'open', price: '', size: '35', average: '', filled: '0', remain: '35'
Order[1171436968877920257] exchangeOrderId: '1171436968865337345', status: 'closed', price: '0.835', size: '35', average: '0.835', filled: '35', remain: '0'
Order[1171436979032330240] exchangeOrderId: '1171436979015553031', status: 'open', price: '', size: '30', average: '', filled: '0', remain: '30'
Order[1171436979032330240] exchangeOrderId: '1171436979015553031', status: 'closed', price: '0.835', size: '30', average: '0.835', filled: '30', remain: '0'

does that look correct?

This log is different, because the main order (qty=100) is filled before next chunk is sent.
I tried to sent opposite order to make partial fill on my first order.

[ttodua]

I've linked PR to this issue. once it's merged & this issue closed, in few hours thereafter update your ccxt and let us know.

[skuvv]

@ttodua @carlosmiei
Checked, not fixed:

CCXT Version:4.3.18
11 loaded
waiting
SXRP/SUSDT:SUSDT bid:0,5167 ask:0,5169
Order[1172738109620264974] exchangeOrderId: '1172738109586710553', status: 'open', price: '0,5168', size: '100', average: '', filled: '0', remain: '100'
Order[1172738125881581569] exchangeOrderId: '1172738125873192970', status: 'open', price: '', size: '15', average: '', filled: '0', remain: '15'
Order[1172738125881581569] exchangeOrderId: '1172738125873192970', status: 'closed', price: '0,5168', size: '15', average: '0,5168', filled: '15', remain: '0'
Order[1172738109620264974] exchangeOrderId: '1172738109586710553', status: 'open', price: '0,5168', size: '15', average: '0,5168', filled: '15', remain: '0' //remain should be 100-15=85
Order[1172738131590029328] exchangeOrderId: '1172738131590029317', status: 'open', price: '', size: '20', average: '', filled: '0', remain: '20'
Order[1172738131590029328] exchangeOrderId: '1172738131590029317', status: 'closed', price: '0,5168', size: '20', average: '0,5168', filled: '20', remain: '0'
Order[1172738109620264974] exchangeOrderId: '1172738109586710553', status: 'open', price: '0,5168', size: '20', average: '0,5168', filled: '35', remain: '-15' //remain should be 100-15-20=65
Order[1172738137164259330] exchangeOrderId: '1172738137164259329', status: 'open', price: '', size: '35', average: '', filled: '0', remain: '35'
Order[1172738137164259330] exchangeOrderId: '1172738137164259329', status: 'closed', price: '0,5168', size: '35', average: '0,5168', filled: '35', remain: '0'
Order[1172738109620264974] exchangeOrderId: '1172738109586710553', status: 'open', price: '0,5168', size: '35', average: '0,5168', filled: '70', remain: '-35' //remain should be 100-15-20-35=30
Order[1172738142985953299] exchangeOrderId: '1172738142985953292', status: 'open', price: '', size: '30', average: '', filled: '0', remain: '30'
Order[1172738142985953299] exchangeOrderId: '1172738142985953292', status: 'closed', price: '0,5168', size: '30', average: '0,5168', filled: '30', remain: '0'
Order[1172738109620264974] exchangeOrderId: '1172738109586710553', status: 'closed', price: '0,5168', size: '30', average: '0,5168', filled: '100', remain: '-70' //remain should be 100-15-20-35-30=0

[skuvv]

Found a clue

You use amount for calculations

        object amount = this.safeString(order, "baseVolume");

So your remaining in your case means = last filled - total filled. This is wrong.
I think amount should be 'size' here not 'baseVolume'

this code is skipped because amount is filled:

        if (isTrue(isTrue(getValue(market, "swap")) && isTrue((isEqual(amount, null)))))
        {
            amount = this.safeString(order, "size");
        }

[ttodua]

@skuvv I think there is some issue in package deployment, because the code you see is not of really updated version. I'll check this with my lead and let you know

[ttodua]

@skuvv please update now, the correct version is now released, I confirm

[skuvv]

tested again, not fixed:

CCXT Version:4.3.22
11 loaded
waiting
SXRP/SUSDT:SUSDT bid:0,5052 ask:0,5054
Order[1174342338436833282] exchangeOrderId: '1174342338432638977', status: 'open', price: '0,5053', size: '100', average: '', filled: '', remain: '' //size ok, remain empty
Order[1174342355235020802] exchangeOrderId: '1174342355230826499', status: 'open', price: '', size: '15', average: '', filled: '', remain: ''
Order[1174342355235020802] exchangeOrderId: '1174342355230826499', status: 'closed', price: '0,5053', size: '15', average: '0,5053', filled: '15', remain: '0'
Order[1174342338436833282] exchangeOrderId: '1174342338432638977', status: 'open', price: '0,5053', size: '100', average: '0,5053', filled: '15', remain: '85' //size and remain OK
Order[1174342361031548929] exchangeOrderId: '1174342361027354657', status: 'open', price: '', size: '20', average: '', filled: '', remain: ''
Order[1174342361031548929] exchangeOrderId: '1174342361027354657', status: 'closed', price: '0,5053', size: '20', average: '0,5053', filled: '20', remain: '0'
Order[1174342338436833282] exchangeOrderId: '1174342338432638977', status: 'open', price: '0,5053', size: '100', average: '0,5053', filled: '20', remain: '80' //size ok, remain Wrong, should be 100-15-20 = 65
Order[1174342370242240529] exchangeOrderId: '1174342370238046209', status: 'open', price: '', size: '35', average: '', filled: '', remain: ''
Order[1174342370242240529] exchangeOrderId: '1174342370238046209', status: 'closed', price: '0,5053', size: '35', average: '0,5053', filled: '35', remain: '0'
Order[1174342338436833282] exchangeOrderId: '1174342338432638977', status: 'open', price: '0,5053', size: '100', average: '0,5053', filled: '35', remain: '65' //size ok, remain Wrong, should be 100-15-20-35 = 30
Order[1174342376181374978] exchangeOrderId: '1174342376181374977', status: 'open', price: '', size: '30', average: '', filled: '', remain: ''
Order[1174342376181374978] exchangeOrderId: '1174342376181374977', status: 'closed', price: '0,5053', size: '30', average: '0,5053', filled: '30', remain: '0'
Order[1174342338436833282] exchangeOrderId: '1174342338432638977', status: 'closed', price: '0,5053', size: '100', average: '0,5053', filled: '30', remain: '70' //size ok, remain Wrong, should be 100-15-20-35-30 = 0

[skuvv]

@ttodua
One thing is remaining - use "AccBaseVolume" instead of "BaseVolume". Look at API docs above.
Filled = 20 should be 35 here. 20 is latest fill.

[ttodua]

@skuvv I was confused with bitget api, and now I've pushed a fix that should solve it. please test out a new version (after you see the green build in https://app.travis-ci.com/github/ccxt/ccxt/builds, t will be released and update then) and let me know

[skuvv]

@ttodua
Almost done:

CCXT Version:4.3.30
11 loaded
waiting
SXRP/SUSDT:SUSDT bid:0.5216 ask:0.5218
Order[1177623369373884416] exchangeOrderId: '1177623369315164164', status: 'open', price: '0.5217', size: '100', average: '', filled: '0', remain: '100' //size ok, remain ok
Order[1177623386176266240] exchangeOrderId: '1177623386172071939', status: 'open', price: '', size: '15', average: '', filled: '0', remain: '15'
Order[1177623386176266240] exchangeOrderId: '1177623386172071939', status: 'closed', price: '0.5217', size: '15', average: '0.5217', filled: '15', remain: '0'
Order[1177623369373884416] exchangeOrderId: '1177623369315164164', status: 'open', price: '0.5217', size: '100', average: '0.5217', filled: '15', remain: '85'  //size ok, remain ok
Order[1177623392425779204] exchangeOrderId: '1177623392425779203', status: 'open', price: '', size: '20', average: '', filled: '0', remain: '20'
Order[1177623392425779204] exchangeOrderId: '1177623392425779203', status: 'closed', price: '0.5217', size: '20', average: '0.5217', filled: '20', remain: '0'
Order[1177623369373884416] exchangeOrderId: '1177623369315164164', status: 'open', price: '0.5217', size: '100', average: '0.5217', filled: '20', remain: '65'  //size ok, remain ok
Order[1177623398473965578] exchangeOrderId: '1177623398473965574', status: 'open', price: '', size: '35', average: '', filled: '0', remain: '35'
Order[1177623398473965578] exchangeOrderId: '1177623398473965574', status: 'closed', price: '0.5217', size: '35', average: '0.5217', filled: '35', remain: '0'
Order[1177623369373884416] exchangeOrderId: '1177623369315164164', status: 'open', price: '0.5217', size: '100', average: '0.5217', filled: '35', remain: '30'  //size ok, remain ok
Order[1177623404698312707] exchangeOrderId: '1177623404694118409', status: 'open', price: '', size: '30', average: '', filled: '0', remain: '30'
Order[1177623404698312707] exchangeOrderId: '1177623404694118409', status: 'closed', price: '0.5217', size: '30', average: '0.5217', filled: '30', remain: '0'
Order[1177623369373884416] exchangeOrderId: '1177623369315164164', status: 'closed', price: '0.5217', size: '100', average: '0.5217', filled: '30', remain: '70' //size ok, remain wrong, should be 0