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/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"
@@ -319,33 +320,29 @@ func (a *ANX) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]excha
}
// SubmitOrder submits a new order
func (a *ANX) 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 *ANX) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
var isBuying bool
var limitPriceInSettlementCurrency float64
if order.OrderSide == exchange.BuyOrderSide {
if s.OrderSide == order.Buy {
isBuying = true
}
if order.OrderType == exchange.LimitOrderType {
limitPriceInSettlementCurrency = order.Price
if s.OrderType == order.Limit {
limitPriceInSettlementCurrency = s.Price
}
response, err := a.NewOrder(order.OrderType.ToString(),
response, err := a.NewOrder(s.OrderType.String(),
isBuying,
order.Pair.Base.String(),
order.Amount,
order.Pair.Quote.String(),
order.Amount,
s.Pair.Base.String(),
s.Amount,
s.Pair.Quote.String(),
s.Amount,
limitPriceInSettlementCurrency,
false,
"",
@@ -364,21 +361,21 @@ func (a *ANX) SubmitOrder(order *exchange.OrderSubmission) (exchange.SubmitOrder
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (a *ANX) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
func (a *ANX) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (a *ANX) CancelOrder(order *exchange.OrderCancellation) error {
func (a *ANX) CancelOrder(order *order.Cancel) error {
orderIDs := []string{order.OrderID}
_, err := a.CancelOrderByIDs(orderIDs)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (a *ANX) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
OrderStatus: make(map[string]string),
func (a *ANX) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
placedOrders, err := a.GetOrderList(true)
if err != nil {
@@ -397,7 +394,7 @@ func (a *ANX) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAll
for _, order := range resp.OrderCancellationResponses {
if order.Error != CancelRequestSubmitted {
cancelAllOrdersResponse.OrderStatus[order.UUID] = order.Error
cancelAllOrdersResponse.Status[order.UUID] = order.Error
}
}
@@ -405,8 +402,8 @@ func (a *ANX) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAll
}
// GetOrderInfo returns information on a current open order
func (a *ANX) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
func (a *ANX) GetOrderInfo(orderID string) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
@@ -450,18 +447,18 @@ func (a *ANX) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
}
// GetActiveOrders retrieves any orders that are active/open
func (a *ANX) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
func (a *ANX) GetActiveOrders(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
resp, err := a.GetOrderList(true)
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
var orders []order.Detail
for i := range resp {
orderDate := time.Unix(resp[i].Timestamp, 0)
orderType := exchange.OrderType(strings.ToUpper(resp[i].OrderType))
orderType := order.Type(strings.ToUpper(resp[i].OrderType))
orderDetail := exchange.OrderDetail{
orderDetail := order.Detail{
Amount: resp[i].TradedCurrencyAmount,
CurrencyPair: currency.NewPairWithDelimiter(resp[i].TradedCurrency,
resp[i].SettlementCurrency,
@@ -471,40 +468,40 @@ func (a *ANX) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]ex
ID: resp[i].OrderID,
OrderType: orderType,
Price: resp[i].SettlementCurrencyAmount,
Status: resp[i].OrderStatus,
Status: order.Status(resp[i].OrderStatus),
}
orders = append(orders, orderDetail)
}
exchange.FilterOrdersByType(&orders, getOrdersRequest.OrderType)
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
order.FilterOrdersByType(&orders, getOrdersRequest.OrderType)
order.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
order.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (a *ANX) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
func (a *ANX) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
resp, err := a.GetOrderList(false)
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
var orders []order.Detail
for i := range resp {
orderDate := time.Unix(resp[i].Timestamp, 0)
orderType := exchange.OrderType(strings.ToUpper(resp[i].OrderType))
orderType := order.Type(strings.ToUpper(resp[i].OrderType))
orderDetail := exchange.OrderDetail{
orderDetail := order.Detail{
Amount: resp[i].TradedCurrencyAmount,
OrderDate: orderDate,
Exchange: a.Name,
ID: resp[i].OrderID,
OrderType: orderType,
Price: resp[i].SettlementCurrencyAmount,
Status: resp[i].OrderStatus,
Status: order.Status(resp[i].OrderStatus),
CurrencyPair: currency.NewPairWithDelimiter(resp[i].TradedCurrency,
resp[i].SettlementCurrency,
a.GetPairFormat(asset.Spot, false).Delimiter),
@@ -513,10 +510,9 @@ func (a *ANX) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]ex
orders = append(orders, orderDetail)
}
exchange.FilterOrdersByType(&orders, getOrdersRequest.OrderType)
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
order.FilterOrdersByType(&orders, req.OrderType)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByCurrencies(&orders, req.Currencies)
return orders, nil
}