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

@@ -248,10 +248,10 @@ func TestGetActiveOrders(t *testing.T) {
t.Skip("skipping authenticated function for mock testing")
}
var getOrdersRequest = order.GetOrdersRequest{
Type: order.AnyType,
Pairs: []currency.Pair{currency.NewPair(currency.XRP,
currency.USDT)},
Type: order.AnyType,
Pairs: []currency.Pair{currency.NewPair(currency.XRP, currency.USDT)},
AssetType: asset.Spot,
Side: order.AnySide,
}
_, err := z.GetActiveOrders(context.Background(), &getOrdersRequest)
@@ -270,8 +270,7 @@ func TestGetOrderHistory(t *testing.T) {
Type: order.AnyType,
Side: order.Buy,
AssetType: asset.Spot,
Pairs: []currency.Pair{currency.NewPair(currency.LTC,
currency.BTC)},
Pairs: []currency.Pair{currency.NewPair(currency.LTC, currency.BTC)},
}
_, err := z.GetOrderHistory(context.Background(), &getOrdersRequest)

View File

@@ -702,19 +702,22 @@ func (z *ZB) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder)
// GetActiveOrders retrieves any orders that are active/open
// This function is not concurrency safe due to orderSide/orderType maps
func (z *ZB) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
func (z *ZB) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
var allOrders []Order
for x := range req.Pairs {
for i := int64(1); ; i++ {
fPair, err := z.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
var fPair currency.Pair
fPair, err = z.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
if err != nil {
return nil, err
}
resp, err := z.GetUnfinishedOrdersIgnoreTradeType(ctx,
var resp []Order
resp, err = z.GetUnfinishedOrdersIgnoreTradeType(ctx,
fPair.String(), i, 10)
if err != nil {
if strings.Contains(err.Error(), "3001") {
@@ -760,20 +763,15 @@ func (z *ZB) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) (
Pair: symbol,
}
}
err = order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", z.Name, err)
}
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
return req.Filter(z.Name, orders), nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
// This function is not concurrency safe due to orderSide/orderType maps
func (z *ZB) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
func (z *ZB) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
@@ -782,12 +780,11 @@ func (z *ZB) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) (
}
var allOrders []Order
var side int64
if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
for x := range req.Pairs {
for y := int64(1); ; y++ {
resp, err := z.wsGetOrdersIgnoreTradeType(ctx, req.Pairs[x], y, 10)
var resp *WsGetOrdersIgnoreTradeTypeResponse
resp, err = z.wsGetOrdersIgnoreTradeType(ctx, req.Pairs[x], y, 10)
if err != nil {
return nil, err
}
@@ -798,16 +795,19 @@ func (z *ZB) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) (
}
}
} else {
var side int64
if req.Side == order.Buy {
side = 1
}
for x := range req.Pairs {
for y := int64(1); ; y++ {
fPair, err := z.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
var fPair currency.Pair
fPair, err = z.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
if err != nil {
return nil, err
}
resp, err := z.GetOrders(ctx, fPair.String(), y, side)
var resp []Order
resp, err = z.GetOrders(ctx, fPair.String(), y, side)
if err != nil {
return nil, err
}
@@ -852,12 +852,7 @@ func (z *ZB) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) (
detail.InferCostsAndTimes()
orders[i] = detail
}
err = order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", z.Name, err)
}
return orders, nil
return req.Filter(z.Name, orders), nil
}
// ValidateCredentials validates current credentials used for wrapper