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gctrpc/order manager: Add ModifyOrder endpoint (#724)

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* gctcli: modifyorder stubs

* gctcli: add ModifyOrderRequest and ModifyOrderResponse in rpc.proto

* gctcli: regenerate rpc.pb.go after the addition of ModifyOrder structs

* gctrpc: add ModifyOrder() and regenerate dependent files

* gctcli: modifyorder command now uses newly generated ModifyOrder() RPC

* exchanges/order/orders.go: use time.Time.Equal() instead of ==

* gctrpc: update ModifyOrderRequest and ModifyResponse and regenerate gRPC

* gctcli/commands: rework modifyorder

* engine: implement RPCServer.ModifyOrder

* engine: commit an initial version OrderManager.Modify(), still does not update state of managed orders

* engine: OrderManager.Modify now updates the inner state of managed orders, but introduces race conditions, needs fixes

* engine/order_manager.go: comply with golangci-lint

* gctcli: fix getOrderCommand.ArgsUsage

* gctcli: fix getModifyOrderCommand args and ArgsUsage

* engine: OrderManager.Modify() now correctly updates price of modified order

* engine: RPCServer.ModifyOrder now uses checkParams() as advised

* exchanges: (1) IBotExchange.ModifyOrder now returns a Modify struct, (2) all exchanges are updated to comply with that change

* exchanges/order: Detail.UpdateOrderFromModify also updates the ID

* engine/order_manager: add store.modifyExisting() and use it in OrderManager.Modify to update (on success) the state of the modified order

* exchanges: Bitfinex.ModifyOrder() now returns the ID in case of an error

* engine: OrdetManager.Modify() now emits an order event

* exchanges/bithumb: proper order.payment_currency key

* engine/order_manager: populate more Modify fields as they are needed by (some) exchanges, add comments

* engine: test OrderManager.Modify()

* engine: test store.modifyExisting()

* engine: write a docstring for store.modifyExisting

* engine: OrderManager.Modify() now also sets Modify.Price and Modify.Amount in case of zero values

* engine: TestOrderManager_Modify() now verify the effects of price and/or amount set to 0

* engine: OrderManger.Modify() now uses the commsManager to let observers know of errors

* engine: TestOrderManager_Modify() uses t.Fatal()

* engine: TestOrderManager_Modify() and TestStore_modifyOrder() supply t.Error() with proper messages

* exchanges/order_manager_test: fix a golangci-lint complaint

* engine/order_manager: fix an error comparison bug and simplify

* gctcli/commands: check if either price or amount is set, otherwise we would waste an API call
This commit is contained in:
Yordan Miladinov
2021-08-06 03:09:14 +03:00
committed by GitHub
parent 547d123984
commit 2da239735f
41 changed files with 1805 additions and 950 deletions
Download Patch File Download Diff File Expand all files Collapse all files

20
exchanges/bitmex/bitmex_wrapper.go
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@@ -575,27 +575,35 @@ func (b *Bitmex) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bitmex) ModifyOrder(action *order.Modify) (string, error) {
func (b *Bitmex) ModifyOrder(action *order.Modify) (order.Modify, error) {
if err := action.Validate(); err != nil {
return "", err
return order.Modify{}, err
}
var params OrderAmendParams
if math.Mod(action.Amount, 1) != 0 {
return "", errors.New("contract amount can not have decimals")
return order.Modify{}, errors.New("contract amount can not have decimals")
}
params.OrderID = action.ID
params.OrderQty = int32(action.Amount)
params.Price = action.Price
order, err := b.AmendOrder(&params)
o, err := b.AmendOrder(&params)
if err != nil {
return "", err
return order.Modify{}, err
}
return order.OrderID, nil
return order.Modify{
Exchange: action.Exchange,
AssetType: action.AssetType,
Pair: action.Pair,
ID: o.OrderID,
Price: action.Price,
Amount: float64(params.OrderQty),
}, nil
}
// CancelOrder cancels an order by its corresponding ID number