d0zingcat/gocryptotrader
1
0
Fork 0
mirror of https://github.com/d0zingcat/gocryptotrader.git synced 2026-06-03 15:10:49 +00:00
Code Issues Packages Projects Releases Wiki Activity

BugFix: RPCServer cannot retrieve open orders/getOrder due to unset asset type (#634)

Browse Source 
* Fixes issue where getorders could not work due to unset asset type in rpcserver.go. Adds test. Also adds start and end date to the cli.

* A few fixes

* lint

* fixes oopsie that affected doopsie

* Ensures dates are set for all open order implementations. Adds new filter to ensure orders without dates are returned rather than filtered. Fixes up Binance OpenOrders implementation. Adds some extra typeconverts for binance

* Add updated time to Binance GetActiveOrders. Update rpcserver.go to only set the time if its not empty. Also addressed bad expected value

* Actually fixes things this time

* Improves recvWindow to process openOrders

* Adds asset type to getOrder as well

* Fixes tests

* Adds missing date fields

* Fixes default time, updates default errors

* Default start to last month, instead of last year
This commit is contained in:
Scott
2021-02-25 17:13:21 +11:00
committed by GitHub
parent e80091de35
commit 50bbdabf43
45 changed files with 2066 additions and 1618 deletions
Download Patch File Download Diff File Expand all files Collapse all files

4
exchanges/alphapoint/alphapoint_wrapper.go
View File

@@ -388,7 +388,7 @@ func (a *Alphapoint) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detai
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
return orders, nil
}
@@ -434,7 +434,7 @@ func (a *Alphapoint) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detai
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
return orders, nil
}

8
exchanges/asset/asset.go
View File

@@ -1,10 +1,15 @@
package asset
import (
"errors"
"fmt"
"strings"
)
var (
ErrNotSupported = errors.New("received unsupported asset type")
)
// Item stores the asset type
type Item string
@@ -101,7 +106,8 @@ func New(input string) (Item, error) {
return supported[i], nil
}
}
return "", fmt.Errorf("cannot create new asset: input %s mismatch to supported asset list %s",
return "", fmt.Errorf("%w %v, only supports %v",
ErrNotSupported,
input,
supported)
}

35
exchanges/binance/binance.go
View File

@@ -548,24 +548,22 @@ func (b *Binance) CancelExistingOrder(symbol currency.Pair, orderID int64, origC
// OpenOrders Current open orders. Get all open orders on a symbol.
// Careful when accessing this with no symbol: The number of requests counted against the rate limiter
// is significantly higher
func (b *Binance) OpenOrders(pair *currency.Pair) ([]QueryOrderData, error) {
func (b *Binance) OpenOrders(pair currency.Pair) ([]QueryOrderData, error) {
var resp []QueryOrderData
params := url.Values{}
var symbol string
if pair != nil {
var err error
symbol, err = b.FormatSymbol(*pair, asset.Spot)
var p string
var err error
if !pair.IsEmpty() {
p, err = b.FormatSymbol(pair, asset.Spot)
if err != nil {
return resp, err
return nil, err
}
params.Add("symbol", p)
} else {
// extend the receive window when all currencies to prevent "recvwindow" error
params.Set("recvWindow", "10000")
}
if symbol != "" {
params.Set("symbol", symbol)
}
if err := b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, openOrders, params, openOrdersLimit(symbol), &resp); err != nil {
if err := b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, openOrders, params, openOrdersLimit(p), &resp); err != nil {
return resp, err
}
@@ -675,6 +673,17 @@ func (b *Binance) SendAuthHTTPRequest(ePath exchange.URL, method, path string, p
params = url.Values{}
}
recvWindow := 5 * time.Second
if params.Get("recvWindow") != "" {
// convert recvWindow value into time.Duration
var recvWindowParam int64
recvWindowParam, err = convert.Int64FromString(params.Get("recvWindow"))
if err != nil {
return err
}
recvWindow = time.Duration(recvWindowParam) * time.Millisecond
} else {
params.Set("recvWindow", strconv.FormatInt(convert.RecvWindow(recvWindow), 10))
}
params.Set("recvWindow", strconv.FormatInt(convert.RecvWindow(recvWindow), 10))
params.Set("timestamp", strconv.FormatInt(time.Now().Unix()*1000, 10))
signature := params.Encode()

4
exchanges/binance/binance_cfutures.go
View File

@@ -1136,7 +1136,7 @@ func (b *Binance) FuturesOpenOrderData(symbol currency.Pair, orderID, origClient
func (b *Binance) GetFuturesAllOpenOrders(symbol currency.Pair, pair string) ([]FuturesOrderData, error) {
var resp []FuturesOrderData
params := url.Values{}
if symbol != (currency.Pair{}) {
if !symbol.IsEmpty() {
symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
if err != nil {
return resp, err
@@ -1153,7 +1153,7 @@ func (b *Binance) GetFuturesAllOpenOrders(symbol currency.Pair, pair string) ([]
func (b *Binance) GetAllFuturesOrders(symbol currency.Pair, pair string, startTime, endTime time.Time, orderID, limit int64) ([]FuturesOrderData, error) {
var resp []FuturesOrderData
params := url.Values{}
if symbol != (currency.Pair{}) {
if !symbol.IsEmpty() {
symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
if err != nil {
return resp, err

18
exchanges/binance/binance_test.go
View File

@@ -1268,16 +1268,18 @@ func TestQueryOrder(t *testing.T) {
func TestOpenOrders(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip()
}
_, err := b.OpenOrders(currency.Pair{})
if err != nil {
t.Error(err)
}
p := currency.NewPair(currency.BTC, currency.USDT)
_, err := b.OpenOrders(&p)
switch {
case areTestAPIKeysSet() && err != nil:
t.Error("OpenOrders() error", err)
case !areTestAPIKeysSet() && err == nil && !mockTests:
t.Error("OpenOrders() expecting an error when no keys are set")
case mockTests && err != nil:
t.Error("Mock OpenOrders() error", err)
_, err = b.OpenOrders(p)
if err != nil {
t.Error(err)
}
}

245
exchanges/binance/binance_wrapper.go
View File

@@ -189,7 +189,6 @@ func (b *Binance) SetDefaults() {
b.Websocket = stream.New()
b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in the supplied exchange configuration details and sets params
@@ -919,7 +918,7 @@ func (b *Binance) CancelAllOrders(req *order.Cancel) (order.CancelAllResponse, e
cancelAllOrdersResponse.Status = make(map[string]string)
switch req.AssetType {
case asset.Spot, asset.Margin:
openOrders, err := b.OpenOrders(&req.Pair)
openOrders, err := b.OpenOrders(req.Pair)
if err != nil {
return cancelAllOrdersResponse, err
}
@@ -1013,10 +1012,11 @@ func (b *Binance) GetOrderInfo(orderID string, pair currency.Pair, assetType ass
Pair: pair,
Cost: resp.CummulativeQuoteQty,
AssetType: assetType,
CloseTime: resp.UpdateTime,
Status: status,
Price: resp.Price,
ExecutedAmount: resp.ExecutedQty,
Date: resp.Time,
LastUpdated: resp.UpdateTime,
}, nil
case asset.CoinMarginedFutures:
orderData, err := b.GetAllFuturesOrders(pair, "", time.Time{}, time.Time{}, orderIDInt, 0)
@@ -1052,6 +1052,8 @@ func (b *Binance) GetOrderInfo(orderID string, pair currency.Pair, assetType ass
respData.Side = orderVars.Side
respData.Status = orderVars.Status
respData.Type = orderVars.OrderType
respData.Date = orderData[0].Time
respData.LastUpdated = orderData[0].UpdateTime
case asset.USDTMarginedFutures:
orderData, err := b.UAllAccountOrders(currency.Pair{}, 0, 0, time.Time{}, time.Time{})
if err != nil {
@@ -1086,6 +1088,8 @@ func (b *Binance) GetOrderInfo(orderID string, pair currency.Pair, assetType ass
respData.Side = orderVars.Side
respData.Status = orderVars.Status
respData.Type = orderVars.OrderType
respData.Date = orderData[0].Time
respData.LastUpdated = orderData[0].UpdateTime
default:
return respData, fmt.Errorf("assetType %s not supported", assetType)
}
@@ -1143,119 +1147,109 @@ func (b *Binance) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail,
if err := req.Validate(); err != nil {
return nil, err
}
addAll := len(req.Pairs) == 0
var orders []order.Detail
switch req.AssetType {
case asset.Spot, asset.Margin:
resp, err := b.OpenOrders(&currency.Pair{})
if err != nil {
return nil, err
}
for i := range resp {
pair, err := currency.NewPairFromString(resp[i].Symbol)
if err != nil {
return nil, err
}
if !addAll && !req.Pairs.Contains(pair, false) {
continue
}
orderSide := order.Side(strings.ToUpper(resp[i].Side))
orderType := order.Type(strings.ToUpper(resp[i].Type))
orders = append(orders, order.Detail{
Amount: resp[i].OrigQty,
Date: resp[i].Time,
Exchange: b.Name,
ID: strconv.FormatInt(resp[i].OrderID, 10),
Side: orderSide,
Type: orderType,
Price: resp[i].Price,
Status: order.Status(resp[i].Status),
Pair: pair,
AssetType: asset.Spot,
})
}
case asset.CoinMarginedFutures:
openOrders, err := b.GetFuturesAllOpenOrders(currency.Pair{}, "")
if err != nil {
return nil, err
}
for y := range openOrders {
pair, err := currency.NewPairFromString(openOrders[y].Symbol)
if err != nil {
return nil, err
}
if !addAll && !req.Pairs.Contains(pair, false) {
continue
}
var feeBuilder exchange.FeeBuilder
feeBuilder.Amount = openOrders[y].ExecutedQty
feeBuilder.PurchasePrice = openOrders[y].AvgPrice
feeBuilder.Pair = pair
fee, err := b.GetFee(&feeBuilder)
if err != nil {
return orders, err
}
orderVars := compatibleOrderVars(openOrders[y].Side, openOrders[y].Status, openOrders[y].OrderType)
orders = append(orders, order.Detail{
Price: openOrders[y].Price,
Amount: openOrders[y].OrigQty,
ExecutedAmount: openOrders[y].ExecutedQty,
RemainingAmount: openOrders[y].OrigQty - openOrders[y].ExecutedQty,
Fee: fee,
Exchange: b.Name,
ID: strconv.FormatInt(openOrders[y].OrderID, 10),
ClientOrderID: openOrders[y].ClientOrderID,
Type: orderVars.OrderType,
Side: orderVars.Side,
Status: orderVars.Status,
Pair: pair,
AssetType: asset.CoinMarginedFutures,
})
}
case asset.USDTMarginedFutures:
openOrders, err := b.UAllAccountOpenOrders(currency.Pair{})
if err != nil {
return nil, err
}
for y := range openOrders {
pair, err := currency.NewPairFromString(openOrders[y].Symbol)
if err != nil {
return nil, err
}
if !addAll && !req.Pairs.Contains(pair, false) {
continue
}
var feeBuilder exchange.FeeBuilder
feeBuilder.Amount = openOrders[y].ExecutedQty
feeBuilder.PurchasePrice = openOrders[y].AvgPrice
feeBuilder.Pair = pair
fee, err := b.GetFee(&feeBuilder)
if err != nil {
return orders, err
}
orderVars := compatibleOrderVars(openOrders[y].Side, openOrders[y].Status, openOrders[y].OrderType)
orders = append(orders, order.Detail{
Price: openOrders[y].Price,
Amount: openOrders[y].OrigQty,
ExecutedAmount: openOrders[y].ExecutedQty,
RemainingAmount: openOrders[y].OrigQty - openOrders[y].ExecutedQty,
Fee: fee,
Exchange: b.Name,
ID: strconv.FormatInt(openOrders[y].OrderID, 10),
ClientOrderID: openOrders[y].ClientOrderID,
Type: orderVars.OrderType,
Side: orderVars.Side,
Status: orderVars.Status,
Pair: pair,
AssetType: asset.USDTMarginedFutures,
})
}
default:
return orders, fmt.Errorf("assetType not supported")
if len(req.Pairs) == 0 || len(req.Pairs) >= 40 {
// sending an empty currency pair retrieves data for all currencies
req.Pairs = append(req.Pairs, currency.Pair{})
}
var orders []order.Detail
for i := range req.Pairs {
switch req.AssetType {
case asset.Spot, asset.Margin:
resp, err := b.OpenOrders(req.Pairs[i])
if err != nil {
return nil, err
}
for x := range resp {
orderSide := order.Side(strings.ToUpper(resp[x].Side))
orderType := order.Type(strings.ToUpper(resp[x].Type))
orders = append(orders, order.Detail{
Amount: resp[x].OrigQty,
Date: resp[x].Time,
Exchange: b.Name,
ID: strconv.FormatInt(resp[x].OrderID, 10),
Side: orderSide,
Type: orderType,
Price: resp[x].Price,
Status: order.Status(resp[x].Status),
Pair: req.Pairs[i],
AssetType: asset.Spot,
LastUpdated: resp[x].UpdateTime,
})
}
case asset.CoinMarginedFutures:
openOrders, err := b.GetFuturesAllOpenOrders(req.Pairs[i], "")
if err != nil {
return nil, err
}
for y := range openOrders {
var feeBuilder exchange.FeeBuilder
feeBuilder.Amount = openOrders[y].ExecutedQty
feeBuilder.PurchasePrice = openOrders[y].AvgPrice
feeBuilder.Pair = req.Pairs[i]
fee, err := b.GetFee(&feeBuilder)
if err != nil {
return orders, err
}
orderVars := compatibleOrderVars(openOrders[y].Side, openOrders[y].Status, openOrders[y].OrderType)
orders = append(orders, order.Detail{
Price: openOrders[y].Price,
Amount: openOrders[y].OrigQty,
ExecutedAmount: openOrders[y].ExecutedQty,
RemainingAmount: openOrders[y].OrigQty - openOrders[y].ExecutedQty,
Fee: fee,
Exchange: b.Name,
ID: strconv.FormatInt(openOrders[y].OrderID, 10),
ClientOrderID: openOrders[y].ClientOrderID,
Type: orderVars.OrderType,
Side: orderVars.Side,
Status: orderVars.Status,
Pair: req.Pairs[i],
AssetType: asset.CoinMarginedFutures,
Date: openOrders[y].Time,
LastUpdated: openOrders[y].UpdateTime,
})
}
case asset.USDTMarginedFutures:
openOrders, err := b.UAllAccountOpenOrders(req.Pairs[i])
if err != nil {
return nil, err
}
for y := range openOrders {
var feeBuilder exchange.FeeBuilder
feeBuilder.Amount = openOrders[y].ExecutedQuantity
feeBuilder.PurchasePrice = openOrders[y].AveragePrice
feeBuilder.Pair = req.Pairs[i]
fee, err := b.GetFee(&feeBuilder)
if err != nil {
return orders, err
}
orderVars := compatibleOrderVars(openOrders[y].Side, openOrders[y].Status, openOrders[y].OrderType)
orders = append(orders, order.Detail{
Price: openOrders[y].Price,
Amount: openOrders[y].OriginalQuantity,
ExecutedAmount: openOrders[y].ExecutedQuantity,
RemainingAmount: openOrders[y].OriginalQuantity - openOrders[y].ExecutedQuantity,
Fee: fee,
Exchange: b.Name,
ID: strconv.FormatInt(openOrders[y].OrderID, 10),
ClientOrderID: openOrders[y].ClientOrderID,
Type: orderVars.OrderType,
Side: orderVars.Side,
Status: orderVars.Status,
Pair: req.Pairs[i],
AssetType: asset.USDTMarginedFutures,
Date: openOrders[y].Time,
LastUpdated: openOrders[y].UpdateTime,
})
}
default:
return orders, fmt.Errorf("assetType not supported")
}
}
order.FilterOrdersByCurrencies(&orders, req.Pairs)
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
return orders, nil
}
@@ -1291,7 +1285,6 @@ func (b *Binance) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail,
if err != nil {
return nil, err
}
orders = append(orders, order.Detail{
Amount: resp[i].OrigQty,
Date: resp[i].Time,
@@ -1310,18 +1303,18 @@ func (b *Binance) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail,
var orderHistory []FuturesOrderData
var err error
switch {
case !req.StartTicks.IsZero() && !req.EndTicks.IsZero() && req.OrderID == "":
if req.EndTicks.Before(req.StartTicks) {
case !req.StartTime.IsZero() && !req.EndTime.IsZero() && req.OrderID == "":
if req.EndTime.Before(req.StartTime) {
return nil, errors.New("endTime cannot be before startTime")
}
if time.Since(req.StartTicks) > time.Hour*24*30 {
if time.Since(req.StartTime) > time.Hour*24*30 {
return nil, fmt.Errorf("can only fetch orders 30 days out")
}
orderHistory, err = b.GetAllFuturesOrders(req.Pairs[i], "", req.StartTicks, req.EndTicks, 0, 0)
orderHistory, err = b.GetAllFuturesOrders(req.Pairs[i], "", req.StartTime, req.EndTime, 0, 0)
if err != nil {
return nil, err
}
case req.OrderID != "" && req.StartTicks.IsZero() && req.EndTicks.IsZero():
case req.OrderID != "" && req.StartTime.IsZero() && req.EndTime.IsZero():
fromID, err := strconv.ParseInt(req.OrderID, 10, 64)
if err != nil {
return nil, err
@@ -1357,6 +1350,7 @@ func (b *Binance) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail,
Status: orderVars.Status,
Pair: req.Pairs[i],
AssetType: asset.CoinMarginedFutures,
Date: orderHistory[y].Time,
})
}
}
@@ -1365,18 +1359,18 @@ func (b *Binance) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail,
var orderHistory []UFuturesOrderData
var err error
switch {
case !req.StartTicks.IsZero() && !req.EndTicks.IsZero() && req.OrderID == "":
if req.EndTicks.Before(req.StartTicks) {
case !req.StartTime.IsZero() && !req.EndTime.IsZero() && req.OrderID == "":
if req.EndTime.Before(req.StartTime) {
return nil, errors.New("endTime cannot be before startTime")
}
if time.Since(req.StartTicks) > time.Hour*24*7 {
if time.Since(req.StartTime) > time.Hour*24*7 {
return nil, fmt.Errorf("can only fetch orders 7 days out")
}
orderHistory, err = b.UAllAccountOrders(req.Pairs[i], 0, 0, req.StartTicks, req.EndTicks)
orderHistory, err = b.UAllAccountOrders(req.Pairs[i], 0, 0, req.StartTime, req.EndTime)
if err != nil {
return nil, err
}
case req.OrderID != "" && req.StartTicks.IsZero() && req.EndTicks.IsZero():
case req.OrderID != "" && req.StartTime.IsZero() && req.EndTime.IsZero():
fromID, err := strconv.ParseInt(req.OrderID, 10, 64)
if err != nil {
return nil, err
@@ -1412,6 +1406,7 @@ func (b *Binance) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail,
Status: orderVars.Status,
Pair: req.Pairs[i],
AssetType: asset.USDTMarginedFutures,
Date: orderHistory[y].Time,
})
}
}
@@ -1420,7 +1415,7 @@ func (b *Binance) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail,
}
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
return orders, nil
}

48
exchanges/binance/cfutures_types.go
View File

@@ -262,30 +262,30 @@ type FuturesOrderGetData struct {
// FuturesOrderData stores order data for futures
type FuturesOrderData struct {
AvgPrice float64 `json:"avgPrice,string"`
ClientOrderID string `json:"clientOrderId"`
CumBase string `json:"cumBase"`
ExecutedQty float64 `json:"executedQty,string"`
OrderID int64 `json:"orderId"`
OrigQty float64 `json:"origQty,string"`
OrigType string `json:"origType"`
Price float64 `json:"price,string"`
ReduceOnly bool `json:"reduceOnly"`
Side string `json:"side"`
PositionSide string `json:"positionSide"`
Status string `json:"status"`
StopPrice float64 `json:"stopPrice,string"`
ClosePosition bool `json:"closePosition"`
Symbol string `json:"symbol"`
Pair string `json:"pair"`
Time int64 `json:"time"`
TimeInForce string `json:"timeInForce"`
OrderType string `json:"type"`
ActivatePrice float64 `json:"activatePrice,string"`
PriceRate float64 `json:"priceRate,string"`
UpdateTime int64 `json:"updateTime"`
WorkingType string `json:"workingType"`
PriceProtect bool `json:"priceProtect"`
AvgPrice float64 `json:"avgPrice,string"`
ClientOrderID string `json:"clientOrderId"`
CumBase string `json:"cumBase"`
ExecutedQty float64 `json:"executedQty,string"`
OrderID int64 `json:"orderId"`
OrigQty float64 `json:"origQty,string"`
OrigType string `json:"origType"`
Price float64 `json:"price,string"`
ReduceOnly bool `json:"reduceOnly"`
Side string `json:"side"`
PositionSide string `json:"positionSide"`
Status string `json:"status"`
StopPrice float64 `json:"stopPrice,string"`
ClosePosition bool `json:"closePosition"`
Symbol string `json:"symbol"`
Pair string `json:"pair"`
Time time.Time `json:"time"`
TimeInForce string `json:"timeInForce"`
OrderType string `json:"type"`
ActivatePrice float64 `json:"activatePrice,string"`
PriceRate float64 `json:"priceRate,string"`
UpdateTime time.Time `json:"updateTime"`
WorkingType string `json:"workingType"`
PriceProtect bool `json:"priceProtect"`
}
// OrderVars stores side, status and type for any order/trade

54
exchanges/binance/type_convert.go
View File

@@ -211,6 +211,60 @@ func (a *QueryOrderData) UnmarshalJSON(data []byte) error {
return nil
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *FuturesOrderData) UnmarshalJSON(data []byte) error {
type Alias FuturesOrderData
aux := &struct {
Time binanceTime `json:"time"`
UpdateTime binanceTime `json:"updateTime"`
*Alias
}{
Alias: (*Alias)(a),
}
if err := json.Unmarshal(data, &aux); err != nil {
return err
}
a.Time = aux.Time.Time()
a.UpdateTime = aux.UpdateTime.Time()
return nil
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *UFuturesOrderData) UnmarshalJSON(data []byte) error {
type Alias UFuturesOrderData
aux := &struct {
Time binanceTime `json:"time"`
UpdateTime binanceTime `json:"updateTime"`
*Alias
}{
Alias: (*Alias)(a),
}
if err := json.Unmarshal(data, &aux); err != nil {
return err
}
a.Time = aux.Time.Time()
a.UpdateTime = aux.UpdateTime.Time()
return nil
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *UOrderData) UnmarshalJSON(data []byte) error {
type Alias UOrderData
aux := &struct {
Time binanceTime `json:"time"`
UpdateTime binanceTime `json:"updateTime"`
*Alias
}{
Alias: (*Alias)(a),
}
if err := json.Unmarshal(data, &aux); err != nil {
return err
}
a.Time = aux.Time.Time()
a.UpdateTime = aux.UpdateTime.Time()
return nil
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *Account) UnmarshalJSON(data []byte) error {
type Alias Account

95
exchanges/binance/ufutures_types.go
View File

@@ -1,5 +1,7 @@
package binance
import "time"
var (
validFuturesIntervals = []string{
"1m", "3m", "5m", "15m", "30m",
@@ -183,56 +185,57 @@ type UCompositeIndexInfoData struct {
// UOrderData stores order data
type UOrderData struct {
ClientOrderID string `json:"clientOrderId"`
CumQty float64 `json:"cumQty,string"`
CumQuote float64 `json:"cumQuote,string"`
ExecutedQty float64 `json:"executedQty,string"`
OrderID int64 `json:"orderId"`
AvgPrice float64 `json:"avgPrice,string"`
OrigQty float64 `json:"origQty,string"`
Price float64 `json:"price,string"`
ReduceOnly bool `json:"reduceOnly"`
Side string `json:"side"`
PositionSide string `json:"positionSide"`
Status string `json:"status"`
StopPrice float64 `json:"stopPrice,string"`
ClosePosition bool `json:"closePosition"`
Symbol string `json:"symbol"`
TimeInForce string `json:"timeInForce"`
OrderType string `json:"type"`
OrigType string `json:"origType"`
ActivatePrice float64 `json:"activatePrice,string"`
PriceRate float64 `json:"priceRate,string"`
UpdateTime int64 `json:"updateTime"`
WorkingType string `json:"workingType"`
Code int64 `json:"code"`
Msg string `json:"msg"`
ClientOrderID string `json:"clientOrderId"`
Time time.Time `json:"time"`
CumulativeQuantity float64 `json:"cumQty,string"`
CumulativeQuote float64 `json:"cumQuote,string"`
ExecutedQuantity float64 `json:"executedQty,string"`
OrderID int64 `json:"orderId"`
AveragePrice float64 `json:"avgPrice,string"`
OriginalQuantity float64 `json:"origQty,string"`
Price float64 `json:"price,string"`
ReduceOnly bool `json:"reduceOnly"`
Side string `json:"side"`
PositionSide string `json:"positionSide"`
Status string `json:"status"`
StopPrice float64 `json:"stopPrice,string"`
ClosePosition bool `json:"closePosition"`
Symbol string `json:"symbol"`
TimeInForce string `json:"timeInForce"`
OrderType string `json:"type"`
OriginalType string `json:"origType"`
ActivatePrice float64 `json:"activatePrice,string"`
PriceRate float64 `json:"priceRate,string"`
UpdateTime time.Time `json:"updateTime"`
WorkingType string `json:"workingType"`
Code int64 `json:"code"`
Message string `json:"msg"`
}
// UFuturesOrderData stores order data for ufutures
type UFuturesOrderData struct {
AvgPrice float64 `json:"avgPrice,string"`
ClientOrderID string `json:"clientOrderId"`
CumQuote string `json:"cumQuote"`
ExecutedQty float64 `json:"executedQty,string"`
OrderID int64 `json:"orderId"`
OrigQty float64 `json:"origQty,string"`
OrigType string `json:"origType"`
Price float64 `json:"price,string"`
ReduceOnly bool `json:"reduceOnly"`
Side string `json:"side"`
PositionSide string `json:"positionSide"`
Status string `json:"status"`
StopPrice float64 `json:"stopPrice,string"`
ClosePosition bool `json:"closePosition"`
Symbol string `json:"symbol"`
Time int64 `json:"time"`
TimeInForce string `json:"timeInForce"`
OrderType string `json:"type"`
ActivatePrice float64 `json:"activatePrice,string"`
PriceRate float64 `json:"priceRate,string"`
UpdateTime int64 `json:"updateTime"`
WorkingType string `json:"workingType"`
AvgPrice float64 `json:"avgPrice,string"`
ClientOrderID string `json:"clientOrderId"`
CumQuote string `json:"cumQuote"`
ExecutedQty float64 `json:"executedQty,string"`
OrderID int64 `json:"orderId"`
OrigQty float64 `json:"origQty,string"`
OrigType string `json:"origType"`
Price float64 `json:"price,string"`
ReduceOnly bool `json:"reduceOnly"`
Side string `json:"side"`
PositionSide string `json:"positionSide"`
Status string `json:"status"`
StopPrice float64 `json:"stopPrice,string"`
ClosePosition bool `json:"closePosition"`
Symbol string `json:"symbol"`
Time time.Time `json:"time"`
TimeInForce string `json:"timeInForce"`
OrderType string `json:"type"`
ActivatePrice float64 `json:"activatePrice,string"`
PriceRate float64 `json:"priceRate,string"`
UpdateTime time.Time `json:"updateTime"`
WorkingType string `json:"workingType"`
}
// UAccountBalanceV2Data stores account balance data for ufutures

4
exchanges/bitfinex/bitfinex_wrapper.go
View File

@@ -862,7 +862,7 @@ func (b *Bitfinex) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail,
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
}
@@ -930,7 +930,7 @@ func (b *Bitfinex) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail,
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
for i := range req.Pairs {
b.appendOptionalDelimiter(&req.Pairs[i])
}

4
exchanges/bithumb/bithumb_wrapper.go
View File

@@ -625,7 +625,7 @@ func (b *Bithumb) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail,
}
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
}
@@ -676,7 +676,7 @@ func (b *Bithumb) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail,
}
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
}

5
exchanges/bitmex/bitmex_wrapper.go
View File

@@ -719,6 +719,7 @@ func (b *Bitmex) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, e
}
orderDetail := order.Detail{
Date: resp[i].Timestamp,
Price: resp[i].Price,
Amount: float64(resp[i].OrderQty),
Exchange: b.Name,
@@ -736,7 +737,7 @@ func (b *Bitmex) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, e
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
}
@@ -786,7 +787,7 @@ func (b *Bitmex) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, e
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
}

4
exchanges/bitstamp/bitstamp_wrapper.go
View File

@@ -692,7 +692,7 @@ func (b *Bitstamp) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail,
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
}
@@ -775,7 +775,7 @@ func (b *Bitstamp) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail,
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
}

4
exchanges/bittrex/bittrex_test.go
View File

@@ -304,8 +304,8 @@ func TestGetFee(t *testing.T) {
// CryptocurrencyWithdrawalFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.CryptocurrencyWithdrawalFee
if resp, err := b.GetFee(feeBuilder); resp != float64(0.0005) || err != nil {
t.Errorf("Expected: %f, Received: %f", float64(0.0005), resp)
if resp, err := b.GetFee(feeBuilder); resp != float64(0.00015) || err != nil {
t.Errorf("Expected: %f, Received: %f", float64(0.00015), resp)
t.Error(err)
}

4
exchanges/bittrex/bittrex_wrapper.go
View File

@@ -630,7 +630,7 @@ func (b *Bittrex) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail,
}
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
}
@@ -699,7 +699,7 @@ func (b *Bittrex) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail,
}
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
}

2
exchanges/btcmarkets/btcmarkets_wrapper.go
View File

@@ -780,7 +780,7 @@ func (b *BTCMarkets) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detai
}
}
order.FilterOrdersByType(&resp, req.Type)
order.FilterOrdersByTickRange(&resp, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&resp, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&resp, req.Side)
return resp, nil
}

2
exchanges/btse/btse_wrapper.go
View File

@@ -821,7 +821,7 @@ func (b *BTSE) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, err
}
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}

4
exchanges/coinbasepro/coinbasepro_wrapper.go
View File

@@ -765,7 +765,7 @@ func (c *CoinbasePro) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Deta
}
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}
@@ -818,7 +818,7 @@ func (c *CoinbasePro) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Deta
}
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}

4
exchanges/coinut/coinut_wrapper.go
View File

@@ -928,7 +928,7 @@ func (c *COINUT) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, e
}
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}
@@ -1034,7 +1034,7 @@ func (c *COINUT) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, e
}
}
order.FilterOrdersByTickRange(&allOrders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&allOrders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&allOrders, req.Side)
return allOrders, nil
}

4
exchanges/exmo/exmo_wrapper.go
View File

@@ -601,7 +601,7 @@ func (e *EXMO) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, err
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}
@@ -652,7 +652,7 @@ func (e *EXMO) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, err
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}

6
exchanges/ftx/ftx_wrapper.go
View File

@@ -901,7 +901,7 @@ func (f *FTX) GetOrderHistory(getOrdersRequest *order.GetOrdersRequest) ([]order
}
orderData, err := f.FetchOrderHistory(formattedPair.String(),
getOrdersRequest.StartTicks, getOrdersRequest.EndTicks, "")
getOrdersRequest.StartTime, getOrdersRequest.EndTime, "")
if err != nil {
return resp, err
}
@@ -938,8 +938,8 @@ func (f *FTX) GetOrderHistory(getOrdersRequest *order.GetOrdersRequest) ([]order
resp = append(resp, tempResp)
}
triggerOrderData, err := f.GetTriggerOrderHistory(formattedPair.String(),
getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks,
getOrdersRequest.StartTime,
getOrdersRequest.EndTime,
strings.ToLower(getOrdersRequest.Side.String()),
strings.ToLower(getOrdersRequest.Type.String()),
"")

4
exchanges/gateio/gateio_wrapper.go
View File

@@ -752,7 +752,7 @@ func (g *Gateio) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, e
})
}
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}
@@ -798,7 +798,7 @@ func (g *Gateio) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, e
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}

6
exchanges/gemini/gemini_wrapper.go
View File

@@ -599,7 +599,7 @@ func (g *Gemini) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, e
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
@@ -624,7 +624,7 @@ func (g *Gemini) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, e
return nil, err
}
resp, err := g.GetTradeHistory(fpair.String(), req.StartTicks.Unix())
resp, err := g.GetTradeHistory(fpair.String(), req.StartTime.Unix())
if err != nil {
return nil, err
}
@@ -660,7 +660,7 @@ func (g *Gemini) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, e
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}

4
exchanges/hitbtc/hitbtc_wrapper.go
View File

@@ -719,7 +719,7 @@ func (h *HitBTC) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, e
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}
@@ -769,7 +769,7 @@ func (h *HitBTC) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, e
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}

8
exchanges/huobi/huobi_wrapper.go
View File

@@ -1384,7 +1384,7 @@ func (h *HUOBI) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, er
}
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
return orders, nil
}
@@ -1435,7 +1435,7 @@ func (h *HUOBI) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, er
for x := range req.Pairs {
var currentPage int64 = 0
for done := false; !done; {
orderHistory, err := h.GetSwapOrderHistory(req.Pairs[x], "all", "all", []order.Status{order.AnyStatus}, int64(req.EndTicks.Sub(req.StartTicks).Hours()/24), currentPage, 50)
orderHistory, err := h.GetSwapOrderHistory(req.Pairs[x], "all", "all", []order.Status{order.AnyStatus}, int64(req.EndTime.Sub(req.StartTime).Hours()/24), currentPage, 50)
if err != nil {
return orders, err
}
@@ -1479,7 +1479,7 @@ func (h *HUOBI) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, er
for x := range req.Pairs {
var currentPage int64 = 0
for done := false; !done; {
openOrders, err := h.FGetOrderHistory(req.Pairs[x], "", "all", "all", "limit", []order.Status{order.AnyStatus}, int64(req.EndTicks.Sub(req.StartTicks).Hours()/24), currentPage, 50)
openOrders, err := h.FGetOrderHistory(req.Pairs[x], "", "all", "all", "limit", []order.Status{order.AnyStatus}, int64(req.EndTime.Sub(req.StartTime).Hours()/24), currentPage, 50)
if err != nil {
return orders, err
}
@@ -1528,7 +1528,7 @@ func (h *HUOBI) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, er
}
}
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
return orders, nil
}

4
exchanges/itbit/itbit_wrapper.go
View File

@@ -553,7 +553,7 @@ func (i *ItBit) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, er
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
@@ -621,7 +621,7 @@ func (i *ItBit) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, er
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil

10
exchanges/kraken/kraken_wrapper.go
View File

@@ -1124,7 +1124,7 @@ func (k *Kraken) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, e
default:
return nil, fmt.Errorf("%s assetType not supported", req.AssetType)
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
@@ -1140,11 +1140,11 @@ func (k *Kraken) GetOrderHistory(getOrdersRequest *order.GetOrdersRequest) ([]or
switch getOrdersRequest.AssetType {
case asset.Spot:
req := GetClosedOrdersOptions{}
if getOrdersRequest.StartTicks.Unix() > 0 {
req.Start = strconv.FormatInt(getOrdersRequest.StartTicks.Unix(), 10)
if getOrdersRequest.StartTime.Unix() > 0 {
req.Start = strconv.FormatInt(getOrdersRequest.StartTime.Unix(), 10)
}
if getOrdersRequest.EndTicks.Unix() > 0 {
req.End = strconv.FormatInt(getOrdersRequest.EndTicks.Unix(), 10)
if getOrdersRequest.EndTime.Unix() > 0 {
req.End = strconv.FormatInt(getOrdersRequest.EndTime.Unix(), 10)
}
assetType := getOrdersRequest.AssetType

4
exchanges/lakebtc/lakebtc_wrapper.go
View File

@@ -582,7 +582,7 @@ func (l *LakeBTC) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail,
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
@@ -630,7 +630,7 @@ func (l *LakeBTC) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail,
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByCurrencies(&orders, req.Pairs)

8
exchanges/localbitcoins/localbitcoins_wrapper.go
View File

@@ -552,8 +552,8 @@ func (l *LocalBitcoins) GetActiveOrders(getOrdersRequest *order.GetOrdersRequest
})
}
order.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
order.FilterOrdersByTimeRange(&orders, getOrdersRequest.StartTime,
getOrdersRequest.EndTime)
order.FilterOrdersBySide(&orders, getOrdersRequest.Side)
return orders, nil
@@ -638,8 +638,8 @@ func (l *LocalBitcoins) GetOrderHistory(getOrdersRequest *order.GetOrdersRequest
})
}
order.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
order.FilterOrdersByTimeRange(&orders, getOrdersRequest.StartTime,
getOrdersRequest.EndTime)
order.FilterOrdersBySide(&orders, getOrdersRequest.Side)
return orders, nil

21
exchanges/order/order_test.go
View File

@@ -203,7 +203,7 @@ func TestFilterOrdersBySide(t *testing.T) {
}
}
func TestFilterOrdersByTickRange(t *testing.T) {
func TestFilterOrdersByTimeRange(t *testing.T) {
t.Parallel()
var orders = []Detail{
@@ -218,25 +218,31 @@ func TestFilterOrdersByTickRange(t *testing.T) {
},
}
FilterOrdersByTickRange(&orders, time.Unix(0, 0), time.Unix(0, 0))
FilterOrdersByTimeRange(&orders, time.Unix(0, 0), time.Unix(0, 0))
if len(orders) != 3 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 3, len(orders))
}
FilterOrdersByTickRange(&orders, time.Unix(100, 0), time.Unix(111, 0))
FilterOrdersByTimeRange(&orders, time.Unix(100, 0), time.Unix(111, 0))
if len(orders) != 3 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 3, len(orders))
}
FilterOrdersByTickRange(&orders, time.Unix(101, 0), time.Unix(111, 0))
FilterOrdersByTimeRange(&orders, time.Unix(101, 0), time.Unix(111, 0))
if len(orders) != 2 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 2, len(orders))
}
FilterOrdersByTickRange(&orders, time.Unix(200, 0), time.Unix(300, 0))
FilterOrdersByTimeRange(&orders, time.Unix(200, 0), time.Unix(300, 0))
if len(orders) != 0 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 0, len(orders))
}
orders = append(orders, Detail{})
// test for event no timestamp is set on an order, best to include it
FilterOrdersByTimeRange(&orders, time.Unix(200, 0), time.Unix(300, 0))
if len(orders) != 1 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 1, len(orders))
}
}
func TestFilterOrdersByCurrencies(t *testing.T) {
@@ -280,6 +286,11 @@ func TestFilterOrdersByCurrencies(t *testing.T) {
if len(orders) != 1 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 1, len(orders))
}
currencies = append(currencies, currency.Pair{})
FilterOrdersByCurrencies(&orders, currencies)
if len(orders) != 1 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 1, len(orders))
}
}
func TestSortOrdersByPrice(t *testing.T) {

10
exchanges/order/order_types.go
View File

@@ -205,11 +205,11 @@ type TradeHistory struct {
// GetOrdersRequest used for GetOrderHistory and GetOpenOrders wrapper functions
type GetOrdersRequest struct {
Type Type
Side Side
StartTicks time.Time
EndTicks time.Time
OrderID string
Type Type
Side Side
StartTime time.Time
EndTime time.Time
OrderID string
// Currencies Empty array = all currencies. Some endpoints only support
// singular currency enquiries
Pairs currency.Pairs

21
exchanges/order/orders.go
View File

@@ -427,20 +427,20 @@ func FilterOrdersByType(orders *[]Detail, orderType Type) {
*orders = filteredOrders
}
// FilterOrdersByTickRange removes any OrderDetails outside of the tick range
func FilterOrdersByTickRange(orders *[]Detail, startTicks, endTicks time.Time) {
if startTicks.IsZero() ||
endTicks.IsZero() ||
startTicks.Unix() == 0 ||
endTicks.Unix() == 0 ||
endTicks.Before(startTicks) {
// FilterOrdersByTimeRange removes any OrderDetails outside of the time range
func FilterOrdersByTimeRange(orders *[]Detail, startTime, endTime time.Time) {
if startTime.IsZero() ||
endTime.IsZero() ||
startTime.Unix() == 0 ||
endTime.Unix() == 0 ||
endTime.Before(startTime) {
return
}
var filteredOrders []Detail
for i := range *orders {
if (*orders)[i].Date.Unix() >= startTicks.Unix() &&
(*orders)[i].Date.Unix() <= endTicks.Unix() {
if ((*orders)[i].Date.Unix() >= startTime.Unix() && (*orders)[i].Date.Unix() <= endTime.Unix()) ||
(*orders)[i].Date.IsZero() {
filteredOrders = append(filteredOrders, (*orders)[i])
}
}
@@ -455,6 +455,9 @@ func FilterOrdersByCurrencies(orders *[]Detail, currencies []currency.Pair) {
if len(currencies) == 0 {
return
}
if len(currencies) == 1 && currencies[0].IsEmpty() {
return
}
var filteredOrders []Detail
for i := range *orders {

6
exchanges/poloniex/poloniex_wrapper.go
View File

@@ -767,7 +767,7 @@ func (p *Poloniex) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail,
}
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
order.FilterOrdersBySide(&orders, req.Side)
@@ -781,8 +781,8 @@ func (p *Poloniex) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail,
return nil, err
}
resp, err := p.GetAuthenticatedTradeHistory(req.StartTicks.Unix(),
req.EndTicks.Unix(),
resp, err := p.GetAuthenticatedTradeHistory(req.StartTime.Unix(),
req.EndTime.Unix(),
10000)
if err != nil {
return nil, err

4
exchanges/yobit/yobit_test.go
View File

@@ -347,8 +347,8 @@ func TestGetOrderHistory(t *testing.T) {
AssetType: asset.Spot,
Pairs: []currency.Pair{currency.NewPair(currency.LTC,
currency.BTC)},
StartTicks: time.Unix(0, 0),
EndTicks: time.Unix(math.MaxInt64, 0),
StartTime: time.Unix(0, 0),
EndTime: time.Unix(math.MaxInt64, 0),
}
_, err := y.GetOrderHistory(&getOrdersRequest)

6
exchanges/yobit/yobit_wrapper.go
View File

@@ -577,7 +577,7 @@ func (y *Yobit) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, er
}
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}
@@ -598,8 +598,8 @@ func (y *Yobit) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, er
resp, err := y.GetTradeHistory(0,
10000,
math.MaxInt64,
req.StartTicks.Unix(),
req.EndTicks.Unix(),
req.StartTime.Unix(),
req.EndTime.Unix(),
"DESC",
fpair.String())
if err != nil {

4
exchanges/zb/zb_wrapper.go
View File

@@ -724,7 +724,7 @@ func (z *ZB) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}
@@ -807,7 +807,7 @@ func (z *ZB) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
return orders, nil
}