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

@@ -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 you own test keys here to run better tests.
@@ -333,8 +334,8 @@ func TestGetActiveOrders(t *testing.T) {
b.SetDefaults()
TestSetup(t)
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
var getOrdersRequest = order.GetOrdersRequest{
OrderType: order.AnyType,
Currencies: []currency.Pair{currency.NewPair(currency.LTC,
currency.BTC)},
}
@@ -353,8 +354,8 @@ 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)
@@ -379,14 +380,14 @@ 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{
Delimiter: "-",
Base: currency.BTC,
Quote: currency.LTC,
},
OrderSide: exchange.BuyOrderSide,
OrderType: exchange.LimitOrderType,
OrderSide: order.Buy,
OrderType: order.Limit,
Price: 1,
Amount: 1,
ClientID: "meowOrder",
@@ -409,7 +410,7 @@ 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",
@@ -435,7 +436,7 @@ 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",
@@ -451,13 +452,13 @@ func TestCancelAllExchangeOrders(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")
}

View File

@@ -2,7 +2,6 @@ package bittrex
import (
"errors"
"fmt"
"strings"
"sync"
"time"
@@ -12,6 +11,7 @@ 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"
@@ -139,7 +139,10 @@ func (b *Bittrex) Run() {
err := b.UpdatePairs(currency.NewPairsFromStrings(enabledPairs), asset.Spot, true, true)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update currencies. Err: %s\n", b.Name, err)
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
b.Name,
err)
}
}
@@ -149,7 +152,10 @@ func (b *Bittrex) Run() {
err := b.UpdateTradablePairs(forceUpdate)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", b.Name, err)
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
b.Name,
err)
}
}
@@ -313,30 +319,29 @@ func (b *Bittrex) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]e
}
// SubmitOrder submits a new order
func (b *Bittrex) 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 *Bittrex) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
buy := order.OrderSide == exchange.BuyOrderSide
var response UUID
var err error
buy := s.OrderSide == order.Buy
if order.OrderType != exchange.LimitOrderType {
return submitOrderResponse, errors.New("limit order not supported on exchange")
if s.OrderType != order.Limit {
return submitOrderResponse,
errors.New("limit order not supported on exchange")
}
var response UUID
var err error
if buy {
response, err = b.PlaceBuyLimit(order.Pair.String(), order.Amount,
order.Price)
response, err = b.PlaceBuyLimit(s.Pair.String(),
s.Amount,
s.Price)
} else {
response, err = b.PlaceSellLimit(order.Pair.String(), order.Amount,
order.Price)
response, err = b.PlaceSellLimit(s.Pair.String(),
s.Amount,
s.Price)
}
if response.Result.ID != "" {
@@ -352,21 +357,21 @@ func (b *Bittrex) SubmitOrder(order *exchange.OrderSubmission) (exchange.SubmitO
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bittrex) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
func (b *Bittrex) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Bittrex) CancelOrder(order *exchange.OrderCancellation) error {
func (b *Bittrex) CancelOrder(order *order.Cancel) error {
_, err := b.CancelExistingOrder(order.OrderID)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *Bittrex) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
OrderStatus: make(map[string]string),
func (b *Bittrex) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
openOrders, err := b.GetOpenOrders("")
if err != nil {
@@ -376,7 +381,7 @@ func (b *Bittrex) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.Cance
for i := range openOrders.Result {
_, err := b.CancelExistingOrder(openOrders.Result[i].OrderUUID)
if err != nil {
cancelAllOrdersResponse.OrderStatus[openOrders.Result[i].OrderUUID] = err.Error()
cancelAllOrdersResponse.Status[openOrders.Result[i].OrderUUID] = err.Error()
}
}
@@ -384,8 +389,8 @@ func (b *Bittrex) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.Cance
}
// GetOrderInfo returns information on a current open order
func (b *Bittrex) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
func (b *Bittrex) GetOrderInfo(orderID string) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
@@ -403,7 +408,7 @@ func (b *Bittrex) GetDepositAddress(cryptocurrency currency.Code, _ string) (str
// submitted
func (b *Bittrex) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoWithdrawRequest) (string, error) {
uuid, err := b.Withdraw(withdrawRequest.Currency.String(), withdrawRequest.AddressTag, withdrawRequest.Address, withdrawRequest.Amount)
return fmt.Sprintf("%v", uuid), err
return uuid.Result.ID, err
}
// WithdrawFiatFunds returns a withdrawal ID when a
@@ -434,10 +439,10 @@ func (b *Bittrex) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error)
}
// GetActiveOrders retrieves any orders that are active/open
func (b *Bittrex) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
func (b *Bittrex) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
var currPair string
if len(getOrdersRequest.Currencies) == 1 {
currPair = getOrdersRequest.Currencies[0].String()
if len(req.Currencies) == 1 {
currPair = req.Currencies[0].String()
}
resp, err := b.GetOpenOrders(currPair)
@@ -445,19 +450,23 @@ func (b *Bittrex) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) (
return nil, err
}
var orders []exchange.OrderDetail
var orders []order.Detail
for i := range resp.Result {
orderDate, err := time.Parse(time.RFC3339, resp.Result[i].Opened)
if err != nil {
log.Warnf(log.ExchangeSys, "Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
b.Name, "GetActiveOrders", resp.Result[i].OrderUUID, resp.Result[i].Opened)
log.Warnf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
b.Name,
"GetActiveOrders",
resp.Result[i].OrderUUID,
resp.Result[i].Opened)
}
pair := currency.NewPairDelimiter(resp.Result[i].Exchange,
b.GetPairFormat(asset.Spot, false).Delimiter)
orderType := exchange.OrderType(strings.ToUpper(resp.Result[i].Type))
orderType := order.Type(strings.ToUpper(resp.Result[i].Type))
orders = append(orders, exchange.OrderDetail{
orders = append(orders, order.Detail{
Amount: resp.Result[i].Quantity,
RemainingAmount: resp.Result[i].QuantityRemaining,
Price: resp.Result[i].Price,
@@ -469,19 +478,18 @@ func (b *Bittrex) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) (
})
}
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
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *Bittrex) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
func (b *Bittrex) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
var currPair string
if len(getOrdersRequest.Currencies) == 1 {
currPair = getOrdersRequest.Currencies[0].String()
if len(req.Currencies) == 1 {
currPair = req.Currencies[0].String()
}
resp, err := b.GetOrderHistoryForCurrency(currPair)
@@ -489,19 +497,23 @@ func (b *Bittrex) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) (
return nil, err
}
var orders []exchange.OrderDetail
var orders []order.Detail
for i := range resp.Result {
orderDate, err := time.Parse(time.RFC3339, resp.Result[i].TimeStamp)
if err != nil {
log.Warnf(log.ExchangeSys, "Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
b.Name, "GetActiveOrders", resp.Result[i].OrderUUID, resp.Result[i].Opened)
log.Warnf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
b.Name,
"GetActiveOrders",
resp.Result[i].OrderUUID,
resp.Result[i].Opened)
}
pair := currency.NewPairDelimiter(resp.Result[i].Exchange,
b.GetPairFormat(asset.Spot, false).Delimiter)
orderType := exchange.OrderType(strings.ToUpper(resp.Result[i].Type))
orderType := order.Type(strings.ToUpper(resp.Result[i].Type))
orders = append(orders, exchange.OrderDetail{
orders = append(orders, order.Detail{
Amount: resp.Result[i].Quantity,
RemainingAmount: resp.Result[i].QuantityRemaining,
Price: resp.Result[i].Price,
@@ -514,10 +526,9 @@ func (b *Bittrex) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) (
})
}
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
}