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Engine QA - Order update (#372)

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Engine QA - Order update
This commit is contained in:
Ryan O'Hara-Reid
2019-10-30 14:06:48 +11:00
committed by Adrian Gallagher
parent 242b02c382
commit 63a9e9fcb1
89 changed files with 3077 additions and 2876 deletions
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60
engine/orders.go
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@@ -8,7 +8,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/communications/base"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
@@ -18,13 +18,13 @@ var (
ErrOrdersAlreadyExists = errors.New("order already exists")
)
func (o *orderStore) Get() map[string][]exchange.OrderDetail {
func (o *orderStore) Get() map[string][]order.Detail {
o.m.Lock()
defer o.m.Unlock()
return o.Orders
}
func (o *orderStore) exists(order *exchange.OrderDetail) bool {
func (o *orderStore) exists(order *order.Detail) bool {
r, ok := o.Orders[order.Exchange]
if !ok {
return false
@@ -39,7 +39,7 @@ func (o *orderStore) exists(order *exchange.OrderDetail) bool {
return false
}
func (o *orderStore) Add(order *exchange.OrderDetail) error {
func (o *orderStore) Add(order *order.Detail) error {
o.m.Lock()
defer o.m.Unlock()
@@ -65,7 +65,7 @@ func (o *orderManager) Start() error {
log.Debugln(log.OrderBook, "Order manager starting...")
o.shutdown = make(chan struct{})
o.orderStore.Orders = make(map[string][]exchange.OrderDetail)
o.orderStore.Orders = make(map[string][]order.Detail)
go o.run()
return nil
}
@@ -100,7 +100,7 @@ func (o *orderManager) gracefulShutdown() {
for y := range v {
log.Debugf(log.OrderMgr, "order manager: Cancelling order ID %v [%v]",
v[y].ID, v[y])
err := o.Cancel(k, &exchange.OrderCancellation{
err := o.Cancel(k, &order.Cancel{
OrderID: v[y].ID,
})
if err != nil {
@@ -149,16 +149,16 @@ func (o *orderManager) run() {
func (o *orderManager) CancelAllOrders() {}
func (o *orderManager) Cancel(exchName string, order *exchange.OrderCancellation) error {
func (o *orderManager) Cancel(exchName string, cancel *order.Cancel) error {
if exchName == "" {
return errors.New("order exchange name is empty")
}
if order == nil {
if cancel == nil {
return errors.New("order cancel param is nil")
}
if order.OrderID == "" {
if cancel.OrderID == "" {
return errors.New("order id is empty")
}
@@ -167,32 +167,28 @@ func (o *orderManager) Cancel(exchName string, order *exchange.OrderCancellation
return errors.New("unable to get exchange by name")
}
if order.AssetType.String() != "" && !exch.GetAssetTypes().Contains(order.AssetType) {
if cancel.AssetType.String() != "" && !exch.GetAssetTypes().Contains(cancel.AssetType) {
return errors.New("order asset type not supported by exchange")
}
return exch.CancelOrder(order)
return exch.CancelOrder(cancel)
}
func (o *orderManager) Submit(exchName string, order *exchange.OrderSubmission) (*orderSubmitResponse, error) {
func (o *orderManager) Submit(exchName string, newOrder *order.Submit) (*orderSubmitResponse, error) {
if exchName == "" {
return nil, errors.New("order exchange name must be specified")
}
if order == nil {
return nil, exchange.ErrOrderSubmissionIsNil
}
if err := order.Validate(); err != nil {
if err := newOrder.Validate(); err != nil {
return nil, err
}
if o.cfg.EnforceLimitConfig {
if !o.cfg.AllowMarketOrders && order.OrderType == exchange.MarketOrderType {
if !o.cfg.AllowMarketOrders && newOrder.OrderType == order.Market {
return nil, errors.New("order market type is not allowed")
}
if o.cfg.LimitAmount > 0 && order.Amount > o.cfg.LimitAmount {
if o.cfg.LimitAmount > 0 && newOrder.Amount > o.cfg.LimitAmount {
return nil, errors.New("order limit exceeds allowed limit")
}
@@ -201,7 +197,7 @@ func (o *orderManager) Submit(exchName string, order *exchange.OrderSubmission)
return nil, errors.New("order exchange not found in allowed list")
}
if len(o.cfg.AllowedPairs) > 0 && !o.cfg.AllowedPairs.Contains(order.Pair, true) {
if len(o.cfg.AllowedPairs) > 0 && !o.cfg.AllowedPairs.Contains(newOrder.Pair, true) {
return nil, errors.New("order pair not found in allowed list")
}
}
@@ -213,10 +209,12 @@ func (o *orderManager) Submit(exchName string, order *exchange.OrderSubmission)
id, err := common.GetV4UUID()
if err != nil {
log.Warnf(log.OrderMgr, "Order manager: Unable to generate UUID. Err: %s\n", err)
log.Warnf(log.OrderMgr,
"Order manager: Unable to generate UUID. Err: %s\n",
err)
}
result, err := exch.SubmitOrder(order)
result, err := exch.SubmitOrder(newOrder)
if err != nil {
return nil, err
}
@@ -226,7 +224,15 @@ func (o *orderManager) Submit(exchName string, order *exchange.OrderSubmission)
}
msg := fmt.Sprintf("Order manager: Exchange %s submitted order ID=%v [Ours: %v] pair=%v price=%v amount=%v side=%v type=%v.",
exchName, result.OrderID, id.String(), order.Pair, order.Price, order.Amount, order.OrderSide, order.OrderType)
exchName,
result.OrderID,
id.String(),
newOrder.Pair,
newOrder.Price,
newOrder.Amount,
newOrder.OrderSide,
newOrder.OrderType)
log.Debugln(log.OrderMgr, msg)
Bot.CommsManager.PushEvent(base.Event{
Type: "order",
@@ -234,7 +240,7 @@ func (o *orderManager) Submit(exchName string, order *exchange.OrderSubmission)
})
return &orderSubmitResponse{
SubmitOrderResponse: exchange.SubmitOrderResponse{
SubmitResponse: order.SubmitResponse{
OrderID: result.OrderID,
},
OurOrderID: id.String(),
@@ -246,9 +252,9 @@ func (o *orderManager) processOrders() {
for x := range authExchanges {
log.Debugf(log.OrderMgr, "Order manager: Procesing orders for exchange %v.\n", authExchanges[x])
exch := GetExchangeByName(authExchanges[x])
req := exchange.GetOrdersRequest{
OrderSide: exchange.AnyOrderSide,
OrderType: exchange.AnyOrderType,
req := order.GetOrdersRequest{
OrderSide: order.AnySide,
OrderType: order.AnyType,
}
result, err := exch.GetActiveOrders(&req)
if err != nil {