d0zingcat/gocryptotrader
1
0
Fork 0
mirror of https://github.com/d0zingcat/gocryptotrader.git synced 2026-05-21 07:26:48 +00:00
Code Issues Packages Projects Releases Wiki Activity

Engine QA - Order update (#372)

Browse Source 
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
Download Patch File Download Diff File Expand all files Collapse all files

30
exchanges/bithumb/bithumb_test.go
View File

@@ -7,6 +7,7 @@ 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"
)
// Please supply your own keys here for due diligence testing
@@ -308,9 +309,9 @@ func TestGetActiveOrders(t *testing.T) {
b.SetDefaults()
TestSetup(t)
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
OrderSide: exchange.SellOrderSide,
var getOrdersRequest = order.GetOrdersRequest{
OrderType: order.AnyType,
OrderSide: order.Sell,
}
_, err := b.GetActiveOrders(&getOrdersRequest)
@@ -325,8 +326,8 @@ 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)
@@ -351,13 +352,13 @@ 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{
Base: currency.BTC,
Quote: currency.LTC,
},
OrderSide: exchange.BuyOrderSide,
OrderType: exchange.LimitOrderType,
OrderSide: order.Buy,
OrderType: order.Limit,
Price: 1,
Amount: 1,
ClientID: "meowOrder",
@@ -380,7 +381,7 @@ 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",
@@ -406,7 +407,7 @@ func TestCancelAllExchangeOrders(t *testing.T) {
currencyPair := currency.NewPair(currency.LTC, currency.BTC)
var orderCancellation = &exchange.OrderCancellation{
var orderCancellation = &order.Cancel{
OrderID: "1",
WalletAddress: "1F5zVDgNjorJ51oGebSvNCrSAHpwGkUdDB",
AccountID: "1",
@@ -422,8 +423,8 @@ func TestCancelAllExchangeOrders(t *testing.T) {
t.Errorf("Could not cancel order: %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))
}
}
@@ -444,10 +445,11 @@ func TestGetAccountInfo(t *testing.T) {
func TestModifyOrder(t *testing.T) {
curr := currency.NewPairFromString("BTCUSD")
_, err := b.ModifyOrder(&exchange.ModifyOrder{OrderID: "1337",
_, err := b.ModifyOrder(&order.Modify{
OrderID: "1337",
Price: 100,
Amount: 1000,
OrderSide: exchange.SellOrderSide,
Side: order.Sell,
CurrencyPair: curr})
if err == nil {
t.Error("ModifyOrder() Expected error")

116
exchanges/bithumb/bithumb_wrapper.go
View File

@@ -5,7 +5,6 @@ import (
"fmt"
"math"
"strconv"
"strings"
"sync"
"time"
@@ -14,6 +13,7 @@ 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"
@@ -180,15 +180,16 @@ func (b *Bithumb) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Pr
pairs := b.GetEnabledPairs(assetType)
for i := range pairs {
curr := pairs[i].Base.String()
if _, ok := tickers[curr]; !ok {
t, ok := tickers[curr]
if !ok {
continue
}
tp := ticker.Price{
High: tickers[curr].MaxPrice,
Low: tickers[curr].MinPrice,
Volume: tickers[curr].UnitsTraded24Hr,
Open: tickers[curr].OpeningPrice,
Close: tickers[curr].ClosingPrice,
High: t.MaxPrice,
Low: t.MinPrice,
Volume: t.UnitsTraded24Hr,
Open: t.OpeningPrice,
Close: t.ClosingPrice,
Pair: pairs[i],
}
err = ticker.ProcessTicker(b.Name, &tp, assetType)
@@ -227,12 +228,20 @@ func (b *Bithumb) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderb
return orderBook, err
}
for _, bids := range orderbookNew.Data.Bids {
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: bids.Quantity, Price: bids.Price})
for i := range orderbookNew.Data.Bids {
orderBook.Bids = append(orderBook.Bids,
orderbook.Item{
Amount: orderbookNew.Data.Bids[i].Quantity,
Price: orderbookNew.Data.Bids[i].Price,
})
}
for _, asks := range orderbookNew.Data.Asks {
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: asks.Quantity, Price: asks.Price})
for i := range orderbookNew.Data.Asks {
orderBook.Asks = append(orderBook.Asks,
orderbook.Item{
Amount: orderbookNew.Data.Asks[i].Quantity,
Price: orderbookNew.Data.Asks[i].Price,
})
}
orderBook.Pair = p
@@ -293,30 +302,26 @@ func (b *Bithumb) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]e
// SubmitOrder submits a new order
// TODO: Fill this out to support limit orders
func (b *Bithumb) 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 *Bithumb) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
var orderID string
var err error
if order.OrderSide == exchange.BuyOrderSide {
if s.OrderSide == order.Buy {
var result MarketBuy
result, err = b.MarketBuyOrder(order.Pair.Base.String(), order.Amount)
result, err = b.MarketBuyOrder(s.Pair.Base.String(), s.Amount)
orderID = result.OrderID
} else if order.OrderSide == exchange.SellOrderSide {
} else if s.OrderSide == order.Sell {
var result MarketSell
result, err = b.MarketSellOrder(order.Pair.Base.String(), order.Amount)
result, err = b.MarketSellOrder(s.Pair.Base.String(), s.Amount)
orderID = result.OrderID
}
if orderID != "" {
submitOrderResponse.OrderID = fmt.Sprintf("%v", orderID)
submitOrderResponse.OrderID = orderID
}
if err == nil {
submitOrderResponse.IsOrderPlaced = true
@@ -326,10 +331,10 @@ func (b *Bithumb) SubmitOrder(order *exchange.OrderSubmission) (exchange.SubmitO
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bithumb) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
func (b *Bithumb) ModifyOrder(action *order.Modify) (string, error) {
order, err := b.ModifyTrade(action.OrderID,
action.CurrencyPair.Base.String(),
strings.ToLower(action.OrderSide.ToString()),
action.Side.Lower(),
action.Amount,
int64(action.Price))
@@ -341,23 +346,23 @@ func (b *Bithumb) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Bithumb) CancelOrder(order *exchange.OrderCancellation) error {
_, err := b.CancelTrade(order.Side.ToString(),
func (b *Bithumb) CancelOrder(order *order.Cancel) error {
_, err := b.CancelTrade(order.Side.String(),
order.OrderID,
order.CurrencyPair.Base.String())
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *Bithumb) CancelAllOrders(orderCancellation *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
OrderStatus: make(map[string]string),
func (b *Bithumb) CancelAllOrders(orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
var allOrders []OrderData
for _, currency := range b.GetEnabledPairs(asset.Spot) {
orders, err := b.GetOrders("",
orderCancellation.Side.ToString(),
orderCancellation.Side.String(),
"100",
"",
currency.Base.String())
@@ -368,11 +373,11 @@ func (b *Bithumb) CancelAllOrders(orderCancellation *exchange.OrderCancellation)
}
for i := range allOrders {
_, err := b.CancelTrade(orderCancellation.Side.ToString(),
_, err := b.CancelTrade(orderCancellation.Side.String(),
allOrders[i].OrderID,
orderCancellation.CurrencyPair.Base.String())
if err != nil {
cancelAllOrdersResponse.OrderStatus[allOrders[i].OrderID] = err.Error()
cancelAllOrdersResponse.Status[allOrders[i].OrderID] = err.Error()
}
}
@@ -380,8 +385,8 @@ func (b *Bithumb) CancelAllOrders(orderCancellation *exchange.OrderCancellation)
}
// GetOrderInfo returns information on a current open order
func (b *Bithumb) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
func (b *Bithumb) GetOrderInfo(orderID string) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
@@ -398,7 +403,10 @@ func (b *Bithumb) GetDepositAddress(cryptocurrency currency.Code, _ string) (str
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *Bithumb) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoWithdrawRequest) (string, error) {
_, err := b.WithdrawCrypto(withdrawRequest.Address, withdrawRequest.AddressTag, withdrawRequest.Currency.String(), withdrawRequest.Amount)
_, err := b.WithdrawCrypto(withdrawRequest.Address,
withdrawRequest.AddressTag,
withdrawRequest.Currency.String(),
withdrawRequest.Amount)
return "", err
}
@@ -445,8 +453,8 @@ func (b *Bithumb) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error)
}
// GetActiveOrders retrieves any orders that are active/open
func (b *Bithumb) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
var orders []exchange.OrderDetail
func (b *Bithumb) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
var orders []order.Detail
resp, err := b.GetOrders("", "", "1000", "", "")
if err != nil {
return nil, err
@@ -458,39 +466,38 @@ func (b *Bithumb) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) (
}
orderDate := time.Unix(resp.Data[i].OrderDate, 0)
orderDetail := exchange.OrderDetail{
orderDetail := order.Detail{
Amount: resp.Data[i].Units,
Exchange: b.Name,
ID: resp.Data[i].OrderID,
OrderDate: orderDate,
Price: resp.Data[i].Price,
RemainingAmount: resp.Data[i].UnitsRemaining,
Status: string(exchange.ActiveOrderStatus),
Status: order.Active,
CurrencyPair: currency.NewPairWithDelimiter(resp.Data[i].OrderCurrency,
resp.Data[i].PaymentCurrency,
b.GetPairFormat(asset.Spot, false).Delimiter),
}
if resp.Data[i].Type == "bid" {
orderDetail.OrderSide = exchange.BuyOrderSide
orderDetail.OrderSide = order.Buy
} else if resp.Data[i].Type == "ask" {
orderDetail.OrderSide = exchange.SellOrderSide
orderDetail.OrderSide = order.Sell
}
orders = append(orders, orderDetail)
}
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
order.FilterOrdersBySide(&orders, req.OrderSide)
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 *Bithumb) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
var orders []exchange.OrderDetail
func (b *Bithumb) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
var orders []order.Detail
resp, err := b.GetOrders("", "", "1000", "", "")
if err != nil {
return nil, err
@@ -502,7 +509,7 @@ func (b *Bithumb) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) (
}
orderDate := time.Unix(resp.Data[i].OrderDate, 0)
orderDetail := exchange.OrderDetail{
orderDetail := order.Detail{
Amount: resp.Data[i].Units,
Exchange: b.Name,
ID: resp.Data[i].OrderID,
@@ -515,18 +522,17 @@ func (b *Bithumb) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) (
}
if resp.Data[i].Type == "bid" {
orderDetail.OrderSide = exchange.BuyOrderSide
orderDetail.OrderSide = order.Buy
} else if resp.Data[i].Type == "ask" {
orderDetail.OrderSide = exchange.SellOrderSide
orderDetail.OrderSide = order.Sell
}
orders = append(orders, orderDetail)
}
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
order.FilterOrdersBySide(&orders, req.OrderSide)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByCurrencies(&orders, req.Currencies)
return orders, nil
}