Binance: Websocket order update fixes (#709)

* Binance exchange:
- added missing ClientID
- fixed ID mapping (Ignored entry for JSON unmarshall)
- fixed wrongly spelled "CANCELED"

* Binance exchange:
- added missing ClientID
- fixed ID mapping (Ignored entry for JSON unmarshall)
- fixed wrongly spelled "CANCELED"

* Update go.mod

* fix formatting

* fixed switch assignment

* fixed trailing space

* fixed gci error message

* restored protobuf dependencz

* fixed review issues

* fixed go.mod file

Co-authored-by: Mark Dzulko <81071907+Mark-numus@users.noreply.github.com>

exchanges/binance/binance_test.go

@@ -4,6 +4,7 @@ import (
 	"encoding/json"
 	"errors"
 	"fmt"
+	"reflect"
 	"sync"
 	"testing"
 	"time"
@@ -2269,7 +2270,7 @@ func TestExecutionTypeToOrderStatus(t *testing.T) {
 	}
 	testCases := []TestCases{
 		{Case: "NEW", Result: order.New},
-		{Case: "CANCELLED", Result: order.Cancelled},
+		{Case: "CANCELED", Result: order.Cancelled},
 		{Case: "REJECTED", Result: order.Rejected},
 		{Case: "TRADE", Result: order.PartiallyFilled},
 		{Case: "EXPIRED", Result: order.Expired},
@@ -2490,12 +2491,40 @@ func TestSetExchangeOrderExecutionLimits(t *testing.T) {
 }
 
 func TestWsOrderExecutionReport(t *testing.T) {
-	t.Parallel()
+	// cannot run in parallel due to inspecting the DataHandler result
 	payload := []byte(`{"stream":"jTfvpakT2yT0hVIo5gYWVihZhdM2PrBgJUZ5PyfZ4EVpCkx4Uoxk5timcrQc","data":{"e":"executionReport","E":1616627567900,"s":"BTCUSDT","c":"c4wyKsIhoAaittTYlIVLqk","S":"BUY","o":"LIMIT","f":"GTC","q":"0.00028400","p":"52789.10000000","P":"0.00000000","F":"0.00000000","g":-1,"C":"","x":"NEW","X":"NEW","r":"NONE","i":5340845958,"l":"0.00000000","z":"0.00000000","L":"0.00000000","n":"0","N":null,"T":1616627567900,"t":-1,"I":11388173160,"w":true,"m":false,"M":false,"O":1616627567900,"Z":"0.00000000","Y":"0.00000000","Q":"0.00000000"}}`)
+	expRes := order.Detail{
+		Price:           52789.1,
+		Amount:          0.00028400,
+		Exchange:        "Binance",
+		ID:              "5340845958",
+		ClientID:        "c4wyKsIhoAaittTYlIVLqk",
+		Side:            order.Buy,
+		Type:            order.Limit,
+		Status:          order.New,
+		AssetType:       asset.Spot,
+		Pair:            currency.NewPair(currency.BTC, currency.USDT),
+		RemainingAmount: 0.000284,
+		Date:            time.Unix(0, 1616627567900*int64(time.Millisecond)),
+	}
+	// empty the channel. otherwise mock_test will fail
+	for len(b.Websocket.DataHandler) > 0 {
+		<-b.Websocket.DataHandler
+	}
+
 	err := b.wsHandleData(payload)
 	if err != nil {
 		t.Fatal(err)
 	}
+	res := <-b.Websocket.DataHandler
+	switch r := res.(type) {
+	case *order.Detail:
+		if !reflect.DeepEqual(expRes, *r) {
+			t.Errorf("Results do not match:\nexpected: %v\nreceived: %v", expRes, *r)
+		}
+	default:
+		t.Fatalf("expected type order.Detail, found %T", res)
+	}
 
 	payload = []byte(`{"stream":"jTfvpakT2yT0hVIo5gYWVihZhdM2PrBgJUZ5PyfZ4EVpCkx4Uoxk5timcrQc","data":{"e":"executionReport","E":1616633041556,"s":"BTCUSDT","c":"YeULctvPAnHj5HXCQo9Mob","S":"BUY","o":"LIMIT","f":"GTC","q":"0.00028600","p":"52436.85000000","P":"0.00000000","F":"0.00000000","g":-1,"C":"","x":"TRADE","X":"FILLED","r":"NONE","i":5341783271,"l":"0.00028600","z":"0.00028600","L":"52436.85000000","n":"0.00000029","N":"BTC","T":1616633041555,"t":726946523,"I":11390206312,"w":false,"m":false,"M":true,"O":1616633041555,"Z":"14.99693910","Y":"14.99693910","Q":"0.00000000"}}`)
 	err = b.wsHandleData(payload)

exchanges/binance/binance_types.go

@@ -736,7 +736,7 @@ type wsOrderUpdate struct {
 
 // WsOrderUpdateData defines websocket account order update data
 type WsOrderUpdateData struct {
-	ClientOrderID                     string    `json:"C"`
+	ClientOrderID                     string    `json:"c"`
 	EventTime                         time.Time `json:"E"`
 	IcebergQuantity                   float64   `json:"F,string"`
 	LastExecutedPrice                 float64   `json:"L,string"`
@@ -749,7 +749,7 @@ type WsOrderUpdateData struct {
 	OrderStatus                       string    `json:"X"`
 	LastQuoteAssetTransactedQuantity  float64   `json:"Y,string"`
 	CumulativeQuoteTransactedQuantity float64   `json:"Z,string"`
-	CancelledClientOrderID            string    `json:"c"`
+	CancelledClientOrderID            string    `json:"C"`
 	EventType                         string    `json:"e"`
 	TimeInForce                       string    `json:"f"`
 	OrderListID                       int64     `json:"g"`
@@ -763,6 +763,7 @@ type WsOrderUpdateData struct {
 	RejectionReason                   string    `json:"r"`
 	Symbol                            string    `json:"s"`
 	TradeID                           int64     `json:"t"`
+	Ignored                           int64     `json:"I"` // must be ignored explicitly, otherwise it overwrites 'i'
 	IsOnOrderBook                     bool      `json:"w"`
 	CurrentExecutionType              string    `json:"x"`
 	CumulativeFilledQuantity          float64   `json:"z,string"`

exchanges/binance/binance_websocket.go

@@ -253,6 +253,7 @@ func (b *Binance) wsHandleData(respRaw []byte) error {
 					AssetType:       a,
 					Date:            data.Data.OrderCreationTime,
 					Pair:            p,
+					ClientID:        data.Data.ClientOrderID,
 				}
 				return nil
 			case "listStatus":
@@ -421,7 +422,7 @@ func stringToOrderStatus(status string) (order.Status, error) {
 	switch status {
 	case "NEW":
 		return order.New, nil
-	case "CANCELLED":
+	case "CANCELED":
 		return order.Cancelled, nil
 	case "REJECTED":
 		return order.Rejected, nil