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

@@ -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
}