Kraken wsCancelAllOrders added, fix bugs in wsAddOrder, added new API endpoint CancelBatchOrders (#596)

* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* pull previous changes

* linter issues fix

* updated query_order exmple in gctscript, fixed params check

* removed orderPair unnecessary conversion

* added wsCancelAllOrders, fixed bugs

* fixed Kraken wsAddOrder method

* cleanup

* CancelBatchOrders implementation

* changed CancelBatchOrders signature

* fixed tests and wrappers

* btcmarkets_test fix

* cleanup

* cleanup

* changed CancelBatchOrders signature

* fmt

* Update configtest.json

* Update configtest.json

* rollback configtest

* refactored Kraken wsHandleData to allow tests

* removed unnecessary error test in TestWsAddOrderJSON

* dependencies updates

Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>

engine/fake_exchange_test.go

@@ -133,6 +133,9 @@ func (h *FakePassingExchange) SubmitOrder(_ *order.Submit) (order.SubmitResponse
 }
 func (h *FakePassingExchange) ModifyOrder(_ *order.Modify) (string, error) { return "", nil }
 func (h *FakePassingExchange) CancelOrder(_ *order.Cancel) error           { return nil }
+func (h *FakePassingExchange) CancelBatchOrders(_ []order.Cancel) (order.CancelBatchResponse, error) {
+	return order.CancelBatchResponse{}, nil
+}
 func (h *FakePassingExchange) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
 	return order.CancelAllResponse{}, nil
 }

engine/rpcserver.go

@@ -1020,9 +1020,65 @@ func (s *RPCServer) CancelOrder(_ context.Context, r *gctrpc.CancelOrderRequest)
 		Data: fmt.Sprintf("order %s cancelled", r.OrderId)}, nil
 }
 
+// CancelBatchOrders cancels an orders specified by exchange, currency pair and asset type
+func (s *RPCServer) CancelBatchOrders(_ context.Context, r *gctrpc.CancelBatchOrdersRequest) (*gctrpc.CancelBatchOrdersResponse, error) {
+	exch := s.GetExchangeByName(r.Exchange)
+	if exch == nil {
+		return nil, errExchangeNotLoaded
+	}
+
+	pair, err := currency.NewPairFromStrings(r.Pair.Base, r.Pair.Quote)
+	if err != nil {
+		return nil, err
+	}
+
+	assetType, err := asset.New(r.AssetType)
+	if err != nil {
+		return nil, err
+	}
+
+	status := make(map[string]string)
+	var request []order.Cancel
+	orders := strings.Split(r.OrdersId, ",")
+	for _, orderID := range orders {
+		status[orderID] = order.Cancelled.String()
+		request = append(request, order.Cancel{
+			AccountID:     r.AccountId,
+			ID:            orderID,
+			Side:          order.Side(r.Side),
+			WalletAddress: r.WalletAddress,
+			Pair:          pair,
+			AssetType:     assetType,
+		})
+	}
+
+	_, err = exch.CancelBatchOrders(request)
+	if err != nil {
+		return nil, err
+	}
+
+	return &gctrpc.CancelBatchOrdersResponse{
+		Orders: []*gctrpc.CancelBatchOrdersResponse_Orders{{
+			OrderStatus: status,
+		}},
+	}, nil
+}
+
 // CancelAllOrders cancels all orders, filterable by exchange
 func (s *RPCServer) CancelAllOrders(_ context.Context, r *gctrpc.CancelAllOrdersRequest) (*gctrpc.CancelAllOrdersResponse, error) {
-	return &gctrpc.CancelAllOrdersResponse{}, common.ErrNotYetImplemented
+	exch := s.GetExchangeByName(r.Exchange)
+	if exch == nil {
+		return &gctrpc.CancelAllOrdersResponse{}, errExchangeNotLoaded
+	}
+
+	resp, err := exch.CancelAllOrders(nil)
+	if err != nil {
+		return &gctrpc.CancelAllOrdersResponse{}, err
+	}
+
+	return &gctrpc.CancelAllOrdersResponse{
+		Count: resp.Count, // count of deleted orders
+	}, nil
 }
 
 // GetEvents returns the stored events list