d0zingcat/gocryptotrader
1
0
Fork 0
mirror of https://github.com/d0zingcat/gocryptotrader.git synced 2026-05-31 07:26:44 +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

83
exchanges/bitmex/bitmex_wrapper.go
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"
@@ -345,12 +346,12 @@ func (b *Bitmex) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderbo
}
for _, ob := range orderbookNew {
if strings.EqualFold(ob.Side, exchange.SellOrderSide.ToString()) {
if strings.EqualFold(ob.Side, order.Sell.String()) {
orderBook.Asks = append(orderBook.Asks,
orderbook.Item{Amount: float64(ob.Size), Price: ob.Price})
continue
}
if strings.EqualFold(ob.Side, exchange.BuyOrderSide.ToString()) {
if strings.EqualFold(ob.Side, order.Buy.String()) {
orderBook.Bids = append(orderBook.Bids,
orderbook.Item{Amount: float64(ob.Size), Price: ob.Price})
continue
@@ -408,30 +409,26 @@ func (b *Bitmex) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]ex
}
// SubmitOrder submits a new order
func (b *Bitmex) 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 *Bitmex) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
if math.Mod(order.Amount, 1) != 0 {
if math.Mod(s.Amount, 1) != 0 {
return submitOrderResponse,
errors.New("order contract amount can not have decimals")
}
var orderNewParams = OrderNewParams{
OrdType: order.OrderSide.ToString(),
Symbol: order.Pair.String(),
OrderQty: order.Amount,
Side: order.OrderSide.ToString(),
OrdType: s.OrderSide.String(),
Symbol: s.Pair.String(),
OrderQty: s.Amount,
Side: s.OrderSide.String(),
}
if order.OrderType == exchange.LimitOrderType {
orderNewParams.Price = order.Price
if s.OrderType == order.Limit {
orderNewParams.Price = s.Price
}
response, err := b.CreateOrder(&orderNewParams)
@@ -448,7 +445,7 @@ func (b *Bitmex) SubmitOrder(order *exchange.OrderSubmission) (exchange.SubmitOr
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bitmex) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
func (b *Bitmex) ModifyOrder(action *order.Modify) (string, error) {
var params OrderAmendParams
if math.Mod(action.Amount, 1) != 0 {
@@ -468,19 +465,18 @@ func (b *Bitmex) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Bitmex) CancelOrder(order *exchange.OrderCancellation) error {
func (b *Bitmex) CancelOrder(order *order.Cancel) error {
var params = OrderCancelParams{
OrderID: order.OrderID,
}
_, err := b.CancelOrders(&params)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *Bitmex) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
OrderStatus: make(map[string]string),
func (b *Bitmex) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
var emptyParams OrderCancelAllParams
orders, err := b.CancelAllExistingOrders(emptyParams)
@@ -490,7 +486,7 @@ func (b *Bitmex) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.Cancel
for i := range orders {
if orders[i].OrdRejReason != "" {
cancelAllOrdersResponse.OrderStatus[orders[i].OrderID] = orders[i].OrdRejReason
cancelAllOrdersResponse.Status[orders[i].OrderID] = orders[i].OrdRejReason
}
}
@@ -498,8 +494,8 @@ func (b *Bitmex) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.Cancel
}
// GetOrderInfo returns information on a current open order
func (b *Bitmex) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
func (b *Bitmex) GetOrderInfo(orderID string) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
@@ -557,8 +553,8 @@ func (b *Bitmex) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error)
// GetActiveOrders retrieves any orders that are active/open
// This function is not concurrency safe due to orderSide/orderType maps
func (b *Bitmex) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
var orders []exchange.OrderDetail
func (b *Bitmex) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
var orders []order.Detail
params := OrdersRequest{}
params.Filter = "{\"open\":true}"
@@ -571,17 +567,17 @@ func (b *Bitmex) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([
orderSide := orderSideMap[resp[i].Side]
orderType := orderTypeMap[resp[i].OrdType]
if orderType == "" {
orderType = exchange.UnknownOrderType
orderType = order.Unknown
}
orderDetail := exchange.OrderDetail{
orderDetail := order.Detail{
Price: resp[i].Price,
Amount: float64(resp[i].OrderQty),
Exchange: b.Name,
ID: resp[i].OrderID,
OrderSide: orderSide,
OrderType: orderType,
Status: resp[i].OrdStatus,
Status: order.Status(resp[i].OrdStatus),
CurrencyPair: currency.NewPairWithDelimiter(resp[i].Symbol,
resp[i].SettlCurrency,
b.GetPairFormat(asset.PerpetualContract, false).Delimiter),
@@ -590,19 +586,18 @@ func (b *Bitmex) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([
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
// This function is not concurrency safe due to orderSide/orderType maps
func (b *Bitmex) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
var orders []exchange.OrderDetail
func (b *Bitmex) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
var orders []order.Detail
params := OrdersRequest{}
resp, err := b.GetOrders(&params)
if err != nil {
@@ -613,17 +608,17 @@ func (b *Bitmex) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([
orderSide := orderSideMap[resp[i].Side]
orderType := orderTypeMap[resp[i].OrdType]
if orderType == "" {
orderType = exchange.UnknownOrderType
orderType = order.Unknown
}
orderDetail := exchange.OrderDetail{
orderDetail := order.Detail{
Price: resp[i].Price,
Amount: float64(resp[i].OrderQty),
Exchange: b.Name,
ID: resp[i].OrderID,
OrderSide: orderSide,
OrderType: orderType,
Status: resp[i].OrdStatus,
Status: order.Status(resp[i].OrdStatus),
CurrencyPair: currency.NewPairWithDelimiter(resp[i].Symbol,
resp[i].SettlCurrency,
b.GetPairFormat(asset.PerpetualContract, false).Delimiter),
@@ -632,10 +627,10 @@ func (b *Bitmex) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([
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
}