Engine QA - Order update (#372)

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

View File

@@ -12,6 +12,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
)
const (
@@ -345,7 +346,7 @@ func (a *Alphapoint) WithdrawCoins(symbol, product, address string, amount float
}
func (a *Alphapoint) convertOrderTypeToOrderTypeNumber(orderType string) (orderTypeNumber int64) {
if orderType == exchange.MarketOrderType.ToString() {
if orderType == order.Market.String() {
orderTypeNumber = 1
}

View File

@@ -6,6 +6,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
)
const (
@@ -412,7 +413,7 @@ func TestCreateOrder(t *testing.T) {
return
}
_, err := a.CreateOrder("", "", exchange.LimitOrderType.ToString(), 0.01, 0)
_, err := a.CreateOrder("", "", order.Limit.String(), 0.01, 0)
if err == nil {
t.Error("GetUserInfo() Expected error")
}
@@ -494,8 +495,8 @@ func TestGetActiveOrders(t *testing.T) {
a := &Alphapoint{}
a.SetDefaults()
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
var getOrdersRequest = order.GetOrdersRequest{
OrderType: order.AnyType,
}
_, err := a.GetActiveOrders(&getOrdersRequest)
@@ -510,8 +511,8 @@ func TestGetOrderHistory(t *testing.T) {
a := &Alphapoint{}
a.SetDefaults()
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
var getOrdersRequest = order.GetOrdersRequest{
OrderType: order.AnyType,
}
_, err := a.GetOrderHistory(&getOrdersRequest)
@@ -537,14 +538,14 @@ func TestSubmitOrder(t *testing.T) {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
var orderSubmission = &exchange.OrderSubmission{
var orderSubmission = &order.Submit{
Pair: currency.Pair{
Delimiter: "_",
Base: currency.BTC,
Quote: currency.USD,
},
OrderSide: exchange.BuyOrderSide,
OrderType: exchange.LimitOrderType,
OrderSide: order.Buy,
OrderType: order.Limit,
Price: 1,
Amount: 1,
ClientID: "meowOrder",
@@ -573,7 +574,7 @@ func TestCancelExchangeOrder(t *testing.T) {
currencyPair := currency.NewPair(currency.BTC, currency.LTC)
var orderCancellation = &exchange.OrderCancellation{
var orderCancellation = &order.Cancel{
OrderID: "1",
WalletAddress: "1F5zVDgNjorJ51oGebSvNCrSAHpwGkUdDB",
AccountID: "1",
@@ -599,7 +600,7 @@ func TestCancelAllExchangeOrders(t *testing.T) {
currencyPair := currency.NewPair(currency.BTC, currency.LTC)
var orderCancellation = &exchange.OrderCancellation{
var orderCancellation = &order.Cancel{
OrderID: "1",
WalletAddress: "1F5zVDgNjorJ51oGebSvNCrSAHpwGkUdDB",
AccountID: "1",
@@ -615,8 +616,8 @@ func TestCancelAllExchangeOrders(t *testing.T) {
t.Errorf("Withdraw failed to be placed: %v", err)
}
if len(resp.OrderStatus) > 0 {
t.Errorf("%v orders failed to cancel", len(resp.OrderStatus))
if len(resp.Status) > 0 {
t.Errorf("%v orders failed to cancel", len(resp.Status))
}
}
@@ -624,7 +625,7 @@ func TestModifyOrder(t *testing.T) {
a := &Alphapoint{}
a.SetDefaults()
_, err := a.ModifyOrder(&exchange.ModifyOrder{})
_, err := a.ModifyOrder(&order.Modify{})
if err == nil {
t.Error("ModifyOrder() Expected error")
}

View File

@@ -1,6 +1,8 @@
package alphapoint
import exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
import (
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
)
// Response contains general responses from the exchange
type Response struct {
@@ -198,15 +200,15 @@ type WebsocketTicker struct {
}
// orderSideMap holds order type info based on Alphapoint data
var orderSideMap = map[int64]exchange.OrderSide{
1: exchange.BuyOrderSide,
2: exchange.SellOrderSide,
var orderSideMap = map[int64]order.Side{
1: order.Buy,
2: order.Sell,
}
// orderTypeMap holds order type info based on Alphapoint data
var orderTypeMap = map[int]exchange.OrderType{
1: exchange.MarketOrderType,
2: exchange.LimitOrderType,
3: exchange.StopOrderType,
6: exchange.TrailingStopOrderType,
var orderTypeMap = map[int]order.Type{
1: order.Market,
2: order.Limit,
3: order.Stop,
6: order.TrailingStop,
}

View File

@@ -2,7 +2,6 @@ package alphapoint
import (
"errors"
"fmt"
"strconv"
"time"
@@ -11,6 +10,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
@@ -200,23 +200,20 @@ func (a *Alphapoint) GetExchangeHistory(p currency.Pair, assetType asset.Item) (
// SubmitOrder submits a new order and returns a true value when
// successfully submitted
func (a *Alphapoint) SubmitOrder(order *exchange.OrderSubmission) (exchange.SubmitOrderResponse, error) {
var submitOrderResponse exchange.SubmitOrderResponse
if order == nil {
return submitOrderResponse, exchange.ErrOrderSubmissionIsNil
}
if err := order.Validate(); err != nil {
func (a *Alphapoint) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
response, err := a.CreateOrder(order.Pair.String(),
order.OrderSide.ToString(),
order.OrderSide.ToString(),
order.Amount, order.Price)
response, err := a.CreateOrder(s.Pair.String(),
s.OrderSide.String(),
s.OrderSide.String(),
s.Amount,
s.Price)
if response > 0 {
submitOrderResponse.OrderID = fmt.Sprintf("%v", response)
submitOrderResponse.OrderID = strconv.FormatInt(response, 10)
}
if err == nil {
@@ -228,25 +225,23 @@ func (a *Alphapoint) SubmitOrder(order *exchange.OrderSubmission) (exchange.Subm
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (a *Alphapoint) ModifyOrder(_ *exchange.ModifyOrder) (string, error) {
func (a *Alphapoint) ModifyOrder(_ *order.Modify) (string, error) {
return "", common.ErrNotYetImplemented
}
// CancelOrder cancels an order by its corresponding ID number
func (a *Alphapoint) CancelOrder(order *exchange.OrderCancellation) error {
func (a *Alphapoint) CancelOrder(order *order.Cancel) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
}
_, err = a.CancelExistingOrder(orderIDInt, order.AccountID)
return err
}
// CancelAllOrders cancels all orders for a given account
func (a *Alphapoint) CancelAllOrders(orderCancellation *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
return exchange.CancelAllOrdersResponse{},
func (a *Alphapoint) CancelAllOrders(orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
return order.CancelAllResponse{},
a.CancelAllExistingOrders(orderCancellation.AccountID)
}
@@ -311,84 +306,84 @@ func (a *Alphapoint) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, err
// GetActiveOrders retrieves any orders that are active/open
// This function is not concurrency safe due to orderSide/orderType maps
func (a *Alphapoint) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
func (a *Alphapoint) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
resp, err := a.GetOrders()
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
var orders []order.Detail
for x := range resp {
for _, order := range resp[x].OpenOrders {
if order.State != 1 {
for y := range resp[x].OpenOrders {
if resp[x].OpenOrders[y].State != 1 {
continue
}
orderDetail := exchange.OrderDetail{
Amount: order.QtyTotal,
orderDetail := order.Detail{
Amount: resp[x].OpenOrders[y].QtyTotal,
Exchange: a.Name,
AccountID: fmt.Sprintf("%v", order.AccountID),
ID: fmt.Sprintf("%v", order.ServerOrderID),
Price: order.Price,
RemainingAmount: order.QtyRemaining,
AccountID: strconv.FormatInt(int64(resp[x].OpenOrders[y].AccountID), 10),
ID: strconv.FormatInt(int64(resp[x].OpenOrders[y].ServerOrderID), 10),
Price: resp[x].OpenOrders[y].Price,
RemainingAmount: resp[x].OpenOrders[y].QtyRemaining,
}
orderDetail.OrderSide = orderSideMap[order.Side]
orderDetail.OrderDate = time.Unix(order.ReceiveTime, 0)
orderDetail.OrderType = orderTypeMap[order.OrderType]
orderDetail.OrderSide = orderSideMap[resp[x].OpenOrders[y].Side]
orderDetail.OrderDate = time.Unix(resp[x].OpenOrders[y].ReceiveTime, 0)
orderDetail.OrderType = orderTypeMap[resp[x].OpenOrders[y].OrderType]
if orderDetail.OrderType == "" {
orderDetail.OrderType = exchange.UnknownOrderType
orderDetail.OrderType = order.Unknown
}
orders = append(orders, orderDetail)
}
}
exchange.FilterOrdersByType(&orders, getOrdersRequest.OrderType)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks)
order.FilterOrdersByType(&orders, req.OrderType)
order.FilterOrdersBySide(&orders, req.OrderSide)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
return 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 (a *Alphapoint) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
func (a *Alphapoint) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
resp, err := a.GetOrders()
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
var orders []order.Detail
for x := range resp {
for _, order := range resp[x].OpenOrders {
if order.State == 1 {
for y := range resp[x].OpenOrders {
if resp[x].OpenOrders[y].State == 1 {
continue
}
orderDetail := exchange.OrderDetail{
Amount: order.QtyTotal,
AccountID: fmt.Sprintf("%v", order.AccountID),
orderDetail := order.Detail{
Amount: resp[x].OpenOrders[y].QtyTotal,
AccountID: strconv.FormatInt(int64(resp[x].OpenOrders[y].AccountID), 10),
Exchange: a.Name,
ID: fmt.Sprintf("%v", order.ServerOrderID),
Price: order.Price,
RemainingAmount: order.QtyRemaining,
ID: strconv.FormatInt(int64(resp[x].OpenOrders[y].ServerOrderID), 10),
Price: resp[x].OpenOrders[y].Price,
RemainingAmount: resp[x].OpenOrders[y].QtyRemaining,
}
orderDetail.OrderSide = orderSideMap[order.Side]
orderDetail.OrderDate = time.Unix(order.ReceiveTime, 0)
orderDetail.OrderType = orderTypeMap[order.OrderType]
orderDetail.OrderSide = orderSideMap[resp[x].OpenOrders[y].Side]
orderDetail.OrderDate = time.Unix(resp[x].OpenOrders[y].ReceiveTime, 0)
orderDetail.OrderType = orderTypeMap[resp[x].OpenOrders[y].OrderType]
if orderDetail.OrderType == "" {
orderDetail.OrderType = exchange.UnknownOrderType
orderDetail.OrderType = order.Unknown
}
orders = append(orders, orderDetail)
}
}
exchange.FilterOrdersByType(&orders, getOrdersRequest.OrderType)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks)
order.FilterOrdersByType(&orders, req.OrderType)
order.FilterOrdersBySide(&orders, req.OrderSide)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
return orders, nil
}