orders: add Filter() method to GetOrdersRequest and force FilteredOrders return type on wrapper functions (#1055)

* orders: filter options return on validate

* exchanges: force filter usage by wrapper return type and shift method functionality

* exchanges: update tests and fix err shadow

* exchanges: shadowland

* exchanges: more shadow land spookyness

* glorious: nits and ftx upgrade

* linter: fix

* orders: preserve unpopulated fields through filtering operation

* glorious: nits

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
This commit is contained in:
Ryan O'Hara-Reid
2022-10-24 13:28:32 +11:00
committed by GitHub
parent 4e135c9590
commit 558a70e87f
65 changed files with 705 additions and 617 deletions

View File

@@ -2794,6 +2794,8 @@ func TestGetActiveOrders(t *testing.T) {
var getOrdersRequestSpot = order.GetOrdersRequest{
Pairs: currency.Pairs{pair},
AssetType: asset.Spot,
Side: order.AnySide,
Type: order.AnyType,
}
_, err = b.GetActiveOrders(context.Background(), &getOrdersRequestSpot)
@@ -2804,6 +2806,8 @@ func TestGetActiveOrders(t *testing.T) {
var getOrdersRequestUMF = order.GetOrdersRequest{
Pairs: currency.Pairs{pair},
AssetType: asset.USDTMarginedFutures,
Side: order.AnySide,
Type: order.AnyType,
}
_, err = b.GetActiveOrders(context.Background(), &getOrdersRequestUMF)
@@ -2819,6 +2823,8 @@ func TestGetActiveOrders(t *testing.T) {
var getOrdersRequestCMF = order.GetOrdersRequest{
Pairs: currency.Pairs{pair1},
AssetType: asset.CoinMarginedFutures,
Side: order.AnySide,
Type: order.AnyType,
}
_, err = b.GetActiveOrders(context.Background(), &getOrdersRequestCMF)
@@ -2834,6 +2840,8 @@ func TestGetActiveOrders(t *testing.T) {
var getOrdersRequestFutures = order.GetOrdersRequest{
Pairs: currency.Pairs{pair2},
AssetType: asset.Futures,
Side: order.AnySide,
Type: order.AnyType,
}
_, err = b.GetActiveOrders(context.Background(), &getOrdersRequestFutures)
@@ -2849,6 +2857,8 @@ func TestGetActiveOrders(t *testing.T) {
var getOrdersRequestUSDC = order.GetOrdersRequest{
Pairs: currency.Pairs{pair3},
AssetType: asset.USDCMarginedFutures,
Side: order.AnySide,
Type: order.AnyType,
}
_, err = b.GetActiveOrders(context.Background(), &getOrdersRequestUSDC)
@@ -2871,6 +2881,8 @@ func TestGetOrderHistory(t *testing.T) {
var getOrdersRequestSpot = order.GetOrdersRequest{
Pairs: currency.Pairs{pair},
AssetType: asset.Spot,
Type: order.AnyType,
Side: order.AnySide,
}
_, err = b.GetOrderHistory(context.Background(), &getOrdersRequestSpot)
@@ -2881,6 +2893,8 @@ func TestGetOrderHistory(t *testing.T) {
var getOrdersRequestUMF = order.GetOrdersRequest{
Pairs: currency.Pairs{pair},
AssetType: asset.USDTMarginedFutures,
Type: order.AnyType,
Side: order.AnySide,
}
_, err = b.GetOrderHistory(context.Background(), &getOrdersRequestUMF)
@@ -2896,6 +2910,8 @@ func TestGetOrderHistory(t *testing.T) {
var getOrdersRequestCMF = order.GetOrdersRequest{
Pairs: currency.Pairs{pair1},
AssetType: asset.CoinMarginedFutures,
Type: order.AnyType,
Side: order.AnySide,
}
_, err = b.GetOrderHistory(context.Background(), &getOrdersRequestCMF)
@@ -2911,6 +2927,8 @@ func TestGetOrderHistory(t *testing.T) {
var getOrdersRequestFutures = order.GetOrdersRequest{
Pairs: currency.Pairs{pair2},
AssetType: asset.Futures,
Type: order.AnyType,
Side: order.AnySide,
}
_, err = b.GetOrderHistory(context.Background(), &getOrdersRequestFutures)
@@ -2926,6 +2944,8 @@ func TestGetOrderHistory(t *testing.T) {
var getOrdersRequestUSDC = order.GetOrdersRequest{
Pairs: currency.Pairs{pair3},
AssetType: asset.USDCMarginedFutures,
Type: order.AnyType,
Side: order.AnySide,
}
_, err = b.GetOrderHistory(context.Background(), &getOrdersRequestUSDC)

View File

@@ -1406,8 +1406,9 @@ func (by *Bybit) WithdrawFiatFundsToInternationalBank(ctx context.Context, withd
}
// GetActiveOrders retrieves any orders that are active/open
func (by *Bybit) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
func (by *Bybit) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
@@ -1557,20 +1558,14 @@ func (by *Bybit) GetActiveOrders(ctx context.Context, req *order.GetOrdersReques
default:
return orders, fmt.Errorf("%s %w", req.AssetType, asset.ErrNotSupported)
}
order.FilterOrdersByPairs(&orders, req.Pairs)
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersBySide(&orders, req.Side)
err := order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", by.Name, err)
}
return orders, nil
return req.Filter(by.Name, orders), nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (by *Bybit) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
func (by *Bybit) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
var orders []order.Detail
@@ -1735,14 +1730,7 @@ func (by *Bybit) GetOrderHistory(ctx context.Context, req *order.GetOrdersReques
default:
return orders, fmt.Errorf("%s %w", req.AssetType, asset.ErrNotSupported)
}
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersBySide(&orders, req.Side)
err := order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", by.Name, err)
}
return orders, nil
return req.Filter(by.Name, orders), nil
}
// GetFeeByType returns an estimate of fee based on the type of transaction