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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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13
exchanges/bitfinex/bitfinex.go
View File

@@ -12,6 +12,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
@@ -362,10 +363,10 @@ func (b *Bitfinex) GetTradesV2(currencyPair string, timestampStart, timestampEnd
tempHistory.Amount = data[2].(float64)
tempHistory.Price = data[3].(float64)
tempHistory.Exchange = b.Name
tempHistory.Type = exchange.BuyOrderSide.ToString()
tempHistory.Type = order.Buy.String()
if tempHistory.Amount < 0 {
tempHistory.Type = exchange.SellOrderSide.ToString()
tempHistory.Type = order.Sell.String()
tempHistory.Amount *= -1
}
@@ -582,9 +583,9 @@ func (b *Bitfinex) NewOrder(currencyPair string, amount, price float64, buy bool
req["is_hidden"] = hidden
if buy {
req["side"] = exchange.BuyOrderSide.ToLower().ToString()
req["side"] = order.Buy.Lower()
} else {
req["side"] = exchange.SellOrderSide.ToLower().ToString()
req["side"] = order.Sell.Lower()
}
return response,
@@ -657,9 +658,9 @@ func (b *Bitfinex) ReplaceOrder(orderID int64, symbol string, amount, price floa
req["is_hidden"] = hidden
if buy {
req["side"] = exchange.BuyOrderSide.ToLower().ToString()
req["side"] = order.Buy.Lower()
} else {
req["side"] = exchange.SellOrderSide.ToLower().ToString()
req["side"] = order.Sell.Lower()
}
return response,

39
exchanges/bitfinex/bitfinex_test.go
View File

@@ -12,6 +12,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/sharedtestvalues"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
)
@@ -365,8 +366,12 @@ func TestNewOrder(t *testing.T) {
}
t.Parallel()
_, err := b.NewOrder("BTCUSD", 1, 2, true,
exchange.LimitOrderType.ToLower().ToString(), false)
_, err := b.NewOrder("BTCUSD",
1,
2,
true,
order.Limit.Lower(),
false)
if err == nil {
t.Error("NewOrder() Expected error")
}
@@ -384,8 +389,8 @@ func TestNewOrderMulti(t *testing.T) {
Amount: 1,
Price: 1,
Exchange: "bitfinex",
Side: exchange.BuyOrderSide.ToLower().ToString(),
Type: exchange.LimitOrderType.ToLower().ToString(),
Side: order.Buy.Lower(),
Type: order.Limit.Lower(),
},
}
@@ -438,7 +443,7 @@ func TestReplaceOrder(t *testing.T) {
t.Parallel()
_, err := b.ReplaceOrder(1337, "BTCUSD",
1, 1, true, exchange.LimitOrderType.ToLower().ToString(), false)
1, 1, true, order.Limit.Lower(), false)
if err == nil {
t.Error("ReplaceOrder() Expected error")
}
@@ -748,8 +753,8 @@ func TestGetActiveOrders(t *testing.T) {
b.SetDefaults()
TestSetup(t)
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
var getOrdersRequest = order.GetOrdersRequest{
OrderType: order.AnyType,
}
_, err := b.GetActiveOrders(&getOrdersRequest)
@@ -764,8 +769,8 @@ func TestGetOrderHistory(t *testing.T) {
b.SetDefaults()
TestSetup(t)
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
var getOrdersRequest = order.GetOrdersRequest{
OrderType: order.AnyType,
}
_, err := b.GetOrderHistory(&getOrdersRequest)
@@ -789,14 +794,14 @@ func TestSubmitOrder(t *testing.T) {
if areTestAPIKeysSet() && !canManipulateRealOrders {
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",
@@ -819,7 +824,7 @@ func TestCancelExchangeOrder(t *testing.T) {
currencyPair := currency.NewPair(currency.LTC, currency.BTC)
var orderCancellation = &exchange.OrderCancellation{
var orderCancellation = &order.Cancel{
OrderID: "1",
WalletAddress: "1F5zVDgNjorJ51oGebSvNCrSAHpwGkUdDB",
AccountID: "1",
@@ -845,7 +850,7 @@ func TestCancelAllExchangeOrdera(t *testing.T) {
currencyPair := currency.NewPair(currency.LTC, currency.BTC)
var orderCancellation = &exchange.OrderCancellation{
var orderCancellation = &order.Cancel{
OrderID: "1",
WalletAddress: "1F5zVDgNjorJ51oGebSvNCrSAHpwGkUdDB",
AccountID: "1",
@@ -861,13 +866,13 @@ func TestCancelAllExchangeOrdera(t *testing.T) {
t.Errorf("Could not cancel orders: %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))
}
}
func TestModifyOrder(t *testing.T) {
_, err := b.ModifyOrder(&exchange.ModifyOrder{})
_, err := b.ModifyOrder(&order.Modify{})
if err == nil {
t.Error("ModifyOrder() Expected error")
}

123
exchanges/bitfinex/bitfinex_wrapper.go
View File

@@ -14,6 +14,7 @@ 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"
@@ -189,7 +190,9 @@ func (b *Bitfinex) Start(wg *sync.WaitGroup) {
func (b *Bitfinex) Run() {
if b.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s.", b.GetName(), common.IsEnabled(b.Websocket.IsEnabled()))
"%s Websocket: %s.",
b.GetName(),
common.IsEnabled(b.Websocket.IsEnabled()))
b.PrintEnabledPairs()
}
@@ -326,14 +329,14 @@ func (b *Bitfinex) GetAccountInfo() (exchange.AccountInfo, error) {
{ID: "trading"},
}
for _, bal := range accountBalance {
for x := range accountBalance {
for i := range Accounts {
if Accounts[i].ID == bal.Type {
if Accounts[i].ID == accountBalance[x].Type {
Accounts[i].Currencies = append(Accounts[i].Currencies,
exchange.AccountCurrencyInfo{
CurrencyName: currency.NewCode(bal.Currency),
TotalValue: bal.Amount,
Hold: bal.Amount - bal.Available,
CurrencyName: currency.NewCode(accountBalance[x].Currency),
TotalValue: accountBalance[x].Amount,
Hold: accountBalance[x].Amount - accountBalance[x].Available,
})
}
}
@@ -356,30 +359,26 @@ func (b *Bitfinex) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]
}
// SubmitOrder submits a new order
func (b *Bitfinex) 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 (b *Bitfinex) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
var isBuying bool
if order.OrderSide == exchange.BuyOrderSide {
if s.OrderSide == order.Buy {
isBuying = true
}
b.appendOptionalDelimiter(&order.Pair)
response, err := b.NewOrder(order.Pair.String(),
order.Amount,
order.Price,
b.appendOptionalDelimiter(&s.Pair)
response, err := b.NewOrder(s.Pair.String(),
s.Amount,
s.Price,
isBuying,
order.OrderType.ToString(),
s.OrderType.String(),
false)
if response.OrderID > 0 {
submitOrderResponse.OrderID = fmt.Sprintf("%v", response.OrderID)
submitOrderResponse.OrderID = strconv.FormatInt(response.OrderID, 10)
}
if err == nil {
@@ -391,31 +390,29 @@ func (b *Bitfinex) SubmitOrder(order *exchange.OrderSubmission) (exchange.Submit
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bitfinex) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
func (b *Bitfinex) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Bitfinex) CancelOrder(order *exchange.OrderCancellation) error {
func (b *Bitfinex) CancelOrder(order *order.Cancel) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
}
_, err = b.CancelExistingOrder(orderIDInt)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *Bitfinex) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
func (b *Bitfinex) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
_, err := b.CancelAllExistingOrders()
return exchange.CancelAllOrdersResponse{}, err
return order.CancelAllResponse{}, err
}
// GetOrderInfo returns information on a current open order
func (b *Bitfinex) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
func (b *Bitfinex) GetOrderInfo(orderID string) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
@@ -454,7 +451,7 @@ func (b *Bitfinex) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoW
return "", errors.New("no withdrawID returned. Check order status")
}
return fmt.Sprintf("%v", resp[0].WithdrawalID), err
return strconv.FormatInt(resp[0].WithdrawalID, 10), err
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is submitted
@@ -511,26 +508,28 @@ func (b *Bitfinex) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error
}
// GetActiveOrders retrieves any orders that are active/open
func (b *Bitfinex) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
var orders []exchange.OrderDetail
func (b *Bitfinex) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
var orders []order.Detail
resp, err := b.GetOpenOrders()
if err != nil {
return nil, err
}
for i := range resp {
orderSide := exchange.OrderSide(strings.ToUpper(resp[i].Side))
orderSide := order.Side(strings.ToUpper(resp[i].Side))
timestamp, err := strconv.ParseInt(resp[i].Timestamp, 10, 64)
if err != nil {
log.Warnf(log.ExchangeSys, "Unable to convert timestamp '%v', leaving blank", resp[i].Timestamp)
log.Warnf(log.ExchangeSys,
"Unable to convert timestamp '%s', leaving blank",
resp[i].Timestamp)
}
orderDate := time.Unix(timestamp, 0)
orderDetail := exchange.OrderDetail{
orderDetail := order.Detail{
Amount: resp[i].OriginalAmount,
OrderDate: orderDate,
Exchange: b.Name,
ID: fmt.Sprintf("%v", resp[i].OrderID),
ID: strconv.FormatInt(resp[i].OrderID, 10),
OrderSide: orderSide,
Price: resp[i].Price,
RemainingAmount: resp[i].RemainingAmount,
@@ -540,56 +539,56 @@ func (b *Bitfinex) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest)
switch {
case resp[i].IsLive:
orderDetail.Status = string(exchange.ActiveOrderStatus)
orderDetail.Status = order.Active
case resp[i].IsCancelled:
orderDetail.Status = string(exchange.CancelledOrderStatus)
orderDetail.Status = order.Cancelled
case resp[i].IsHidden:
orderDetail.Status = string(exchange.HiddenOrderStatus)
orderDetail.Status = order.Hidden
default:
orderDetail.Status = string(exchange.UnknownOrderStatus)
orderDetail.Status = order.UnknownStatus
}
// API docs discrepency. Example contains prefixed "exchange "
// Return type suggests “market” / “limit” / “stop” / “trailing-stop”
orderType := strings.Replace(resp[i].Type, "exchange ", "", 1)
if orderType == "trailing-stop" {
orderDetail.OrderType = exchange.TrailingStopOrderType
orderDetail.OrderType = order.TrailingStop
} else {
orderDetail.OrderType = exchange.OrderType(strings.ToUpper(orderType))
orderDetail.OrderType = order.Type(strings.ToUpper(orderType))
}
orders = append(orders, orderDetail)
}
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
exchange.FilterOrdersByType(&orders, getOrdersRequest.OrderType)
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks)
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
order.FilterOrdersBySide(&orders, req.OrderSide)
order.FilterOrdersByType(&orders, req.OrderType)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByCurrencies(&orders, req.Currencies)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *Bitfinex) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
var orders []exchange.OrderDetail
func (b *Bitfinex) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
var orders []order.Detail
resp, err := b.GetInactiveOrders()
if err != nil {
return nil, err
}
for i := range resp {
orderSide := exchange.OrderSide(strings.ToUpper(resp[i].Side))
orderSide := order.Side(strings.ToUpper(resp[i].Side))
timestamp, err := strconv.ParseInt(resp[i].Timestamp, 10, 64)
if err != nil {
log.Warnf(log.ExchangeSys, "Unable to convert timestamp '%v', leaving blank", resp[i].Timestamp)
}
orderDate := time.Unix(timestamp, 0)
orderDetail := exchange.OrderDetail{
orderDetail := order.Detail{
Amount: resp[i].OriginalAmount,
OrderDate: orderDate,
Exchange: b.Name,
ID: fmt.Sprintf("%v", resp[i].OrderID),
ID: strconv.FormatInt(resp[i].OrderID, 10),
OrderSide: orderSide,
Price: resp[i].Price,
RemainingAmount: resp[i].RemainingAmount,
@@ -599,34 +598,34 @@ func (b *Bitfinex) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest)
switch {
case resp[i].IsLive:
orderDetail.Status = string(exchange.ActiveOrderStatus)
orderDetail.Status = order.Active
case resp[i].IsCancelled:
orderDetail.Status = string(exchange.CancelledOrderStatus)
orderDetail.Status = order.Cancelled
case resp[i].IsHidden:
orderDetail.Status = string(exchange.HiddenOrderStatus)
orderDetail.Status = order.Hidden
default:
orderDetail.Status = string(exchange.UnknownOrderStatus)
orderDetail.Status = order.UnknownStatus
}
// API docs discrepency. Example contains prefixed "exchange "
// Return type suggests “market” / “limit” / “stop” / “trailing-stop”
orderType := strings.Replace(resp[i].Type, "exchange ", "", 1)
if orderType == "trailing-stop" {
orderDetail.OrderType = exchange.TrailingStopOrderType
orderDetail.OrderType = order.TrailingStop
} else {
orderDetail.OrderType = exchange.OrderType(strings.ToUpper(orderType))
orderDetail.OrderType = order.Type(strings.ToUpper(orderType))
}
orders = append(orders, orderDetail)
}
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
exchange.FilterOrdersByType(&orders, getOrdersRequest.OrderType)
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks)
for i := range getOrdersRequest.Currencies {
b.appendOptionalDelimiter(&getOrdersRequest.Currencies[i])
order.FilterOrdersBySide(&orders, req.OrderSide)
order.FilterOrdersByType(&orders, req.OrderType)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
for i := range req.Currencies {
b.appendOptionalDelimiter(&req.Currencies[i])
}
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
order.FilterOrdersByCurrencies(&orders, req.Currencies)
return orders, nil
}