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

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* 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
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2
exchanges/hitbtc/hitbtc_test.go
View File

@@ -293,6 +293,7 @@ func TestGetActiveOrders(t *testing.T) {
Type: order.AnyType,
Pairs: []currency.Pair{currency.NewPair(currency.ETH, currency.BTC)},
AssetType: asset.Spot,
Side: order.AnySide,
}
_, err := h.GetActiveOrders(context.Background(), &getOrdersRequest)
@@ -308,6 +309,7 @@ func TestGetOrderHistory(t *testing.T) {
Type: order.AnyType,
AssetType: asset.Spot,
Pairs: []currency.Pair{currency.NewPair(currency.ETH, currency.BTC)},
Side: order.AnySide,
}
_, err := h.GetOrderHistory(context.Background(), &getOrdersRequest)

32
exchanges/hitbtc/hitbtc_wrapper.go
View File

@@ -723,8 +723,9 @@ func (h *HitBTC) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuild
}
// GetActiveOrders retrieves any orders that are active/open
func (h *HitBTC) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
func (h *HitBTC) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
@@ -734,7 +735,8 @@ func (h *HitBTC) GetActiveOrders(ctx context.Context, req *order.GetOrdersReques
var allOrders []OrderHistoryResponse
for i := range req.Pairs {
resp, err := h.GetOpenOrders(ctx, req.Pairs[i].String())
var resp []OrderHistoryResponse
resp, err = h.GetOpenOrders(ctx, req.Pairs[i].String())
if err != nil {
return nil, err
}
@@ -769,19 +771,14 @@ func (h *HitBTC) GetActiveOrders(ctx context.Context, req *order.GetOrdersReques
Pair: symbol,
}
}
err = order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", h.Name, err)
}
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
return req.Filter(h.Name, orders), nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (h *HitBTC) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
func (h *HitBTC) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
@@ -791,7 +788,8 @@ func (h *HitBTC) GetOrderHistory(ctx context.Context, req *order.GetOrdersReques
var allOrders []OrderHistoryResponse
for i := range req.Pairs {
resp, err := h.GetOrders(ctx, req.Pairs[i].String())
var resp []OrderHistoryResponse
resp, err = h.GetOrders(ctx, req.Pairs[i].String())
if err != nil {
return nil, err
}
@@ -838,13 +836,7 @@ func (h *HitBTC) 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", h.Name, err)
}
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
return req.Filter(h.Name, orders), nil
}
// AuthenticateWebsocket sends an authentication message to the websocket