btcmarkets: update order submission (#908)

* btcm/order: update order submission

* btcmarkets: addr nits

* btcmarkets: reinstate new order test

exchanges/order/order_test.go

@@ -40,6 +40,17 @@ func TestValidate(t *testing.T) {
 			ExpectedErr: ErrSideIsInvalid,
 			Submit:      &Submit{Pair: testPair, AssetType: asset.Spot},
 		}, // valid pair but invalid order side
+		{
+			ExpectedErr: errTimeInForceConflict,
+			Submit: &Submit{
+				Pair:              testPair,
+				AssetType:         asset.Spot,
+				Side:              Ask,
+				Type:              Market,
+				ImmediateOrCancel: true,
+				FillOrKill:        true,
+			},
+		},
 		{
 			ExpectedErr: ErrTypeIsInvalid,
 			Submit: &Submit{Pair: testPair,
@@ -703,7 +714,7 @@ func TestUpdateOrderFromModify(t *testing.T) {
 		LimitPriceUpper:   0,
 		LimitPriceLower:   0,
 		TriggerPrice:      0,
-		TargetAmount:      0,
+		QuoteAmount:       0,
 		ExecutedAmount:    0,
 		RemainingAmount:   0,
 		Fee:               0,
@@ -739,7 +750,7 @@ func TestUpdateOrderFromModify(t *testing.T) {
 		LimitPriceUpper:   1,
 		LimitPriceLower:   1,
 		TriggerPrice:      1,
-		TargetAmount:      1,
+		QuoteAmount:       1,
 		ExecutedAmount:    1,
 		RemainingAmount:   1,
 		Fee:               1,
@@ -792,7 +803,7 @@ func TestUpdateOrderFromModify(t *testing.T) {
 	if od.TriggerPrice != 1 {
 		t.Error("Failed to update")
 	}
-	if od.TargetAmount != 1 {
+	if od.QuoteAmount != 1 {
 		t.Error("Failed to update")
 	}
 	if od.ExecutedAmount != 1 {
@@ -895,7 +906,7 @@ func TestUpdateOrderFromDetail(t *testing.T) {
 		LimitPriceUpper:   0,
 		LimitPriceLower:   0,
 		TriggerPrice:      0,
-		TargetAmount:      0,
+		QuoteAmount:       0,
 		ExecutedAmount:    0,
 		RemainingAmount:   0,
 		Fee:               0,
@@ -931,7 +942,7 @@ func TestUpdateOrderFromDetail(t *testing.T) {
 		LimitPriceUpper:   1,
 		LimitPriceLower:   1,
 		TriggerPrice:      1,
-		TargetAmount:      1,
+		QuoteAmount:       1,
 		ExecutedAmount:    1,
 		RemainingAmount:   1,
 		Fee:               1,
@@ -984,7 +995,7 @@ func TestUpdateOrderFromDetail(t *testing.T) {
 	if od.TriggerPrice != 1 {
 		t.Error("Failed to update")
 	}
-	if od.TargetAmount != 1 {
+	if od.QuoteAmount != 1 {
 		t.Error("Failed to update")
 	}
 	if od.ExecutedAmount != 1 {

exchanges/order/order_types.go

@@ -35,31 +35,36 @@ type Submit struct {
 	ReduceOnly        bool
 	Leverage          float64
 	Price             float64
-	Amount            float64
-	StopPrice         float64
-	LimitPriceUpper   float64
-	LimitPriceLower   float64
-	TriggerPrice      float64
-	TargetAmount      float64
-	ExecutedAmount    float64
-	RemainingAmount   float64
-	Fee               float64
-	Exchange          string
-	InternalOrderID   string
-	ID                string
-	AccountID         string
-	ClientID          string
-	ClientOrderID     string
-	WalletAddress     string
-	Offset            string
-	Type              Type
-	Side              Side
-	Status            Status
-	AssetType         asset.Item
-	Date              time.Time
-	LastUpdated       time.Time
-	Pair              currency.Pair
-	Trades            []TradeHistory
+
+	// Amount in base terms
+	Amount float64
+	// QuoteAmount is the max amount in quote currency when purchasing base.
+	// This is only used in Market orders.
+	QuoteAmount float64
+
+	StopPrice       float64
+	LimitPriceUpper float64
+	LimitPriceLower float64
+	TriggerPrice    float64
+	ExecutedAmount  float64
+	RemainingAmount float64
+	Fee             float64
+	Exchange        string
+	InternalOrderID string
+	ID              string
+	AccountID       string
+	ClientID        string
+	ClientOrderID   string
+	WalletAddress   string
+	Offset          string
+	Type            Type
+	Side            Side
+	Status          Status
+	AssetType       asset.Item
+	Date            time.Time
+	LastUpdated     time.Time
+	Pair            currency.Pair
+	Trades          []TradeHistory
 }
 
 // SubmitResponse is what is returned after submitting an order to an exchange
@@ -88,7 +93,7 @@ type Modify struct {
 	LimitPriceUpper   float64
 	LimitPriceLower   float64
 	TriggerPrice      float64
-	TargetAmount      float64
+	QuoteAmount       float64
 	ExecutedAmount    float64
 	RemainingAmount   float64
 	Fee               float64
@@ -129,7 +134,7 @@ type Detail struct {
 	LimitPriceLower      float64
 	TriggerPrice         float64
 	AverageExecutedPrice float64
-	TargetAmount         float64
+	QuoteAmount          float64
 	ExecutedAmount       float64
 	RemainingAmount      float64
 	Cost                 float64

exchanges/order/orders.go

@@ -13,6 +13,8 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/exchanges/validate"
 )
 
+var errTimeInForceConflict = errors.New("multiple time in force options applied")
+
 // Validate checks the supplied data and returns whether or not it's valid
 func (s *Submit) Validate(opt ...validate.Checker) error {
 	if s == nil {
@@ -38,8 +40,20 @@ func (s *Submit) Validate(opt ...validate.Checker) error {
 		return ErrTypeIsInvalid
 	}
 
-	if s.Amount <= 0 {
-		return fmt.Errorf("submit validation error %w, suppled: %.8f", ErrAmountIsInvalid, s.Amount)
+	if s.ImmediateOrCancel && s.FillOrKill {
+		return errTimeInForceConflict
+	}
+
+	if s.Amount == 0 && s.QuoteAmount == 0 {
+		return fmt.Errorf("submit validation error %w, amount and quote amount cannot be zero", ErrAmountIsInvalid)
+	}
+
+	if s.Amount < 0 {
+		return fmt.Errorf("submit validation error base %w, suppled: %v", ErrAmountIsInvalid, s.Amount)
+	}
+
+	if s.QuoteAmount < 0 {
+		return fmt.Errorf("submit validation error quote %w, suppled: %v", ErrAmountIsInvalid, s.QuoteAmount)
 	}
 
 	if s.Type == Limit && s.Price <= 0 {
@@ -92,8 +106,8 @@ func (d *Detail) UpdateOrderFromDetail(m *Detail) {
 		d.TriggerPrice = m.TriggerPrice
 		updated = true
 	}
-	if m.TargetAmount > 0 && m.TargetAmount != d.TargetAmount {
-		d.TargetAmount = m.TargetAmount
+	if m.QuoteAmount > 0 && m.QuoteAmount != d.QuoteAmount {
+		d.QuoteAmount = m.QuoteAmount
 		updated = true
 	}
 	if m.ExecutedAmount > 0 && m.ExecutedAmount != d.ExecutedAmount {
@@ -256,8 +270,8 @@ func (d *Detail) UpdateOrderFromModify(m *Modify) {
 		d.TriggerPrice = m.TriggerPrice
 		updated = true
 	}
-	if m.TargetAmount > 0 && m.TargetAmount != d.TargetAmount {
-		d.TargetAmount = m.TargetAmount
+	if m.QuoteAmount > 0 && m.QuoteAmount != d.QuoteAmount {
+		d.QuoteAmount = m.QuoteAmount
 		updated = true
 	}
 	if m.ExecutedAmount > 0 && m.ExecutedAmount != d.ExecutedAmount {