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

@@ -390,9 +390,9 @@ func (g *Gateio) GetOpenOrders(ctx context.Context, symbol string) (OpenOrdersRe
}
// GetTradeHistory retrieves all orders with an optional symbol filter
func (g *Gateio) GetTradeHistory(ctx context.Context, symbol string) (TradHistoryResponse, error) {
func (g *Gateio) GetTradeHistory(ctx context.Context, symbol string) (TradeHistoryResponse, error) {
var params string
var result TradHistoryResponse
var result TradeHistoryResponse
params = fmt.Sprintf("currencyPair=%s", symbol)
err := g.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodPost, gateioTradeHistory, params, &result)

View File

@@ -301,6 +301,7 @@ func TestGetActiveOrders(t *testing.T) {
var getOrdersRequest = order.GetOrdersRequest{
Type: order.AnyType,
AssetType: asset.Spot,
Side: order.AnySide,
}
_, err := g.GetActiveOrders(context.Background(), &getOrdersRequest)
@@ -315,6 +316,7 @@ func TestGetOrderHistory(t *testing.T) {
var getOrdersRequest = order.GetOrdersRequest{
Type: order.AnyType,
AssetType: asset.Spot,
Side: order.AnySide,
}
currPair := currency.NewPair(currency.LTC, currency.BTC)

View File

@@ -147,8 +147,8 @@ type OpenOrder struct {
Type string `json:"type"`
}
// TradHistoryResponse The full response for retrieving all user trade history
type TradHistoryResponse struct {
// TradeHistoryResponse The full response for retrieving all user trade history
type TradeHistoryResponse struct {
Code int `json:"code,omitempty"`
Elapsed string `json:"elapsed,omitempty"`
Message string `json:"message"`

View File

@@ -718,15 +718,17 @@ func (g *Gateio) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuild
}
// GetActiveOrders retrieves any orders that are active/open
func (g *Gateio) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
func (g *Gateio) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
var orders []order.Detail
var currPair string
if len(req.Pairs) == 1 {
fPair, err := g.FormatExchangeCurrency(req.Pairs[0], asset.Spot)
var fPair currency.Pair
fPair, err = g.FormatExchangeCurrency(req.Pairs[0], asset.Spot)
if err != nil {
return nil, err
}
@@ -734,7 +736,8 @@ func (g *Gateio) GetActiveOrders(ctx context.Context, req *order.GetOrdersReques
}
if g.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
for i := 0; ; i += 100 {
resp, err := g.wsGetOrderInfo(req.Type.String(), i, 100)
var resp *WebSocketOrderQueryResult
resp, err = g.wsGetOrderInfo(req.Type.String(), i, 100)
if err != nil {
return orders, err
}
@@ -748,7 +751,8 @@ func (g *Gateio) GetActiveOrders(ctx context.Context, req *order.GetOrdersReques
if resp.WebSocketOrderQueryRecords[j].OrderType == 1 {
orderType = order.Limit
}
p, err := currency.NewPairFromString(resp.WebSocketOrderQueryRecords[j].Market)
var p currency.Pair
p, err = currency.NewPairFromString(resp.WebSocketOrderQueryRecords[j].Market)
if err != nil {
return nil, err
}
@@ -772,12 +776,14 @@ func (g *Gateio) GetActiveOrders(ctx context.Context, req *order.GetOrdersReques
}
}
} else {
resp, err := g.GetOpenOrders(ctx, currPair)
var resp OpenOrdersResponse
resp, err = g.GetOpenOrders(ctx, currPair)
if err != nil {
return nil, err
}
format, err := g.GetPairFormat(asset.Spot, false)
var format currency.PairFormat
format, err = g.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
@@ -797,7 +803,8 @@ func (g *Gateio) GetActiveOrders(ctx context.Context, req *order.GetOrdersReques
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", g.Name, err)
}
status, err := order.StringToOrderStatus(resp.Orders[i].Status)
var status order.Status
status, err = order.StringToOrderStatus(resp.Orders[i].Status)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", g.Name, err)
}
@@ -816,24 +823,21 @@ func (g *Gateio) GetActiveOrders(ctx context.Context, req *order.GetOrdersReques
})
}
}
err := order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", g.Name, err)
}
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
return req.Filter(g.Name, orders), nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (g *Gateio) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
func (g *Gateio) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
var trades []TradesResponse
for i := range req.Pairs {
resp, err := g.GetTradeHistory(ctx, req.Pairs[i].String())
var resp TradeHistoryResponse
resp, err = g.GetTradeHistory(ctx, req.Pairs[i].String())
if err != nil {
return nil, err
}
@@ -872,13 +876,7 @@ func (g *Gateio) GetOrderHistory(ctx context.Context, req *order.GetOrdersReques
detail.InferCostsAndTimes()
orders[i] = detail
}
err = order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", g.Name, err)
}
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
return req.Filter(g.Name, orders), nil
}
// AuthenticateWebsocket sends an authentication message to the websocket