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

@@ -8,6 +8,7 @@ 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"
)
var b BTCMarkets
@@ -85,7 +86,7 @@ func TestGetTrades(t *testing.T) {
func TestNewOrder(t *testing.T) {
t.Parallel()
_, err := b.NewOrder("AUD", "BTC", 0, 0, "Bid",
exchange.LimitOrderType.ToLower().ToString(), "testTest")
order.Limit.Lower(), "testTest")
if err == nil {
t.Error("NewOrder() Expected error")
}
@@ -294,8 +295,8 @@ 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)
@@ -310,8 +311,8 @@ func TestGetOrderHistory(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)},
}
@@ -338,14 +339,14 @@ 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",
@@ -368,7 +369,7 @@ 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",
@@ -394,7 +395,7 @@ 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",
@@ -410,13 +411,13 @@ 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

@@ -13,6 +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"
@@ -340,33 +341,29 @@ func (b *BTCMarkets) GetExchangeHistory(p currency.Pair, assetType asset.Item) (
}
// SubmitOrder submits a new order
func (b *BTCMarkets) 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 *BTCMarkets) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
if strings.EqualFold(order.OrderSide.ToString(), exchange.SellOrderSide.ToString()) {
order.OrderSide = exchange.AskOrderSide
if strings.EqualFold(s.OrderSide.String(), order.Sell.String()) {
s.OrderSide = order.Ask
}
if strings.EqualFold(order.OrderSide.ToString(), exchange.BuyOrderSide.ToString()) {
order.OrderSide = exchange.BuyOrderSide
if strings.EqualFold(s.OrderSide.String(), order.Buy.String()) {
s.OrderSide = order.Bid
}
response, err := b.NewOrder(order.Pair.Base.Upper().String(),
order.Pair.Quote.Upper().String(),
order.Price,
order.Amount,
order.OrderSide.ToString(),
order.OrderType.ToString(),
order.ClientID)
response, err := b.NewOrder(s.Pair.Base.Upper().String(),
s.Pair.Quote.Upper().String(),
s.Price,
s.Amount,
s.OrderSide.String(),
s.OrderType.String(),
s.ClientID)
if response > 0 {
submitOrderResponse.OrderID = fmt.Sprintf("%v", response)
submitOrderResponse.OrderID = strconv.FormatInt(response, 10)
}
if err == nil {
@@ -378,12 +375,12 @@ func (b *BTCMarkets) SubmitOrder(order *exchange.OrderSubmission) (exchange.Subm
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *BTCMarkets) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
func (b *BTCMarkets) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *BTCMarkets) CancelOrder(order *exchange.OrderCancellation) error {
func (b *BTCMarkets) CancelOrder(order *order.Cancel) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
@@ -394,9 +391,9 @@ func (b *BTCMarkets) CancelOrder(order *exchange.OrderCancellation) error {
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *BTCMarkets) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
OrderStatus: make(map[string]string),
func (b *BTCMarkets) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
openOrders, err := b.GetOpenOrders()
if err != nil {
@@ -416,7 +413,7 @@ func (b *BTCMarkets) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.Ca
for i := range orders {
if !orders[i].Success {
cancelAllOrdersResponse.OrderStatus[strconv.FormatInt(orders[i].ID, 10)] = orders[i].ErrorMessage
cancelAllOrdersResponse.Status[strconv.FormatInt(orders[i].ID, 10)] = orders[i].ErrorMessage
}
}
}
@@ -424,8 +421,8 @@ func (b *BTCMarkets) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.Ca
}
// GetOrderInfo returns information on a current open order
func (b *BTCMarkets) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var OrderDetail exchange.OrderDetail
func (b *BTCMarkets) GetOrderInfo(orderID string) (order.Detail, error) {
var OrderDetail order.Detail
o, err := strconv.ParseInt(orderID, 10, 64)
if err != nil {
@@ -446,14 +443,14 @@ func (b *BTCMarkets) GetOrderInfo(orderID string) (exchange.OrderDetail, error)
}
for i := range orders {
var side exchange.OrderSide
if strings.EqualFold(orders[i].OrderSide, exchange.AskOrderSide.ToString()) {
side = exchange.SellOrderSide
} else if strings.EqualFold(orders[i].OrderSide, exchange.BidOrderSide.ToString()) {
side = exchange.BuyOrderSide
var side order.Side
if strings.EqualFold(orders[i].OrderSide, order.Ask.String()) {
side = order.Sell
} else if strings.EqualFold(orders[i].OrderSide, order.Bid.String()) {
side = order.Buy
}
orderDate := time.Unix(int64(orders[i].CreationTime), 0)
orderType := exchange.OrderType(strings.ToUpper(orders[i].OrderType))
orderType := order.Type(strings.ToUpper(orders[i].OrderType))
OrderDetail.Amount = orders[i].Volume
OrderDetail.OrderDate = orderDate
@@ -463,7 +460,7 @@ func (b *BTCMarkets) GetOrderInfo(orderID string) (exchange.OrderDetail, error)
OrderDetail.OrderSide = side
OrderDetail.OrderType = orderType
OrderDetail.Price = orders[i].Price
OrderDetail.Status = orders[i].Status
OrderDetail.Status = order.Status(orders[i].Status)
OrderDetail.CurrencyPair = currency.NewPairWithDelimiter(orders[i].Instrument,
orders[i].Currency,
b.GetPairFormat(asset.Spot, false).Delimiter)
@@ -488,7 +485,11 @@ func (b *BTCMarkets) WithdrawFiatFunds(withdrawRequest *exchange.FiatWithdrawReq
if withdrawRequest.Currency != currency.AUD {
return "", errors.New("only AUD is supported for withdrawals")
}
return b.WithdrawAUD(withdrawRequest.BankAccountName, fmt.Sprintf("%v", withdrawRequest.BankAccountNumber), withdrawRequest.BankName, fmt.Sprintf("%v", withdrawRequest.BankCode), withdrawRequest.Amount)
return b.WithdrawAUD(withdrawRequest.BankAccountName,
strconv.FormatFloat(withdrawRequest.BankAccountNumber, 'f', -1, 64),
withdrawRequest.BankName,
strconv.FormatFloat(withdrawRequest.BankCode, 'f', -1, 64),
withdrawRequest.Amount)
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
@@ -512,24 +513,24 @@ func (b *BTCMarkets) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, err
}
// GetActiveOrders retrieves any orders that are active/open
func (b *BTCMarkets) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
func (b *BTCMarkets) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
resp, err := b.GetOpenOrders()
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
var orders []order.Detail
for i := range resp {
var side exchange.OrderSide
if strings.EqualFold(resp[i].OrderSide, exchange.AskOrderSide.ToString()) {
side = exchange.SellOrderSide
} else if strings.EqualFold(resp[i].OrderSide, exchange.BidOrderSide.ToString()) {
side = exchange.BuyOrderSide
var side order.Side
if strings.EqualFold(resp[i].OrderSide, order.Ask.String()) {
side = order.Sell
} else if strings.EqualFold(resp[i].OrderSide, order.Bid.String()) {
side = order.Buy
}
orderDate := time.Unix(int64(resp[i].CreationTime), 0)
orderType := exchange.OrderType(strings.ToUpper(resp[i].OrderType))
orderType := order.Type(strings.ToUpper(resp[i].OrderType))
openOrder := exchange.OrderDetail{
openOrder := order.Detail{
ID: strconv.FormatInt(resp[i].ID, 10),
Amount: resp[i].Volume,
Exchange: b.Name,
@@ -538,7 +539,7 @@ func (b *BTCMarkets) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest
OrderSide: side,
OrderType: orderType,
Price: resp[i].Price,
Status: resp[i].Status,
Status: order.Status(resp[i].Status),
CurrencyPair: currency.NewPairWithDelimiter(resp[i].Instrument,
resp[i].Currency,
b.GetPairFormat(asset.Spot, false).Delimiter),
@@ -546,7 +547,7 @@ func (b *BTCMarkets) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest
for j := range resp[i].Trades {
tradeDate := time.Unix(int64(resp[i].Trades[j].CreationTime), 0)
openOrder.Trades = append(openOrder.Trades, exchange.TradeHistory{
openOrder.Trades = append(openOrder.Trades, order.TradeHistory{
Amount: resp[i].Trades[j].Volume,
Exchange: b.Name,
Price: resp[i].Trades[j].Price,
@@ -560,24 +561,23 @@ func (b *BTCMarkets) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest
orders = append(orders, openOrder)
}
exchange.FilterOrdersByType(&orders, getOrdersRequest.OrderType)
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
order.FilterOrdersByType(&orders, req.OrderType)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersBySide(&orders, req.OrderSide)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *BTCMarkets) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
if len(getOrdersRequest.Currencies) == 0 {
func (b *BTCMarkets) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
if len(req.Currencies) == 0 {
return nil, errors.New("requires at least one currency pair to retrieve history")
}
var respOrders []Order
for _, currency := range getOrdersRequest.Currencies {
resp, err := b.GetOrders(currency.Base.String(),
currency.Quote.String(),
for i := range req.Currencies {
resp, err := b.GetOrders(req.Currencies[i].Base.String(),
req.Currencies[i].Quote.String(),
200,
0,
true)
@@ -587,18 +587,18 @@ func (b *BTCMarkets) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest
respOrders = append(respOrders, resp...)
}
var orders []exchange.OrderDetail
var orders []order.Detail
for i := range respOrders {
var side exchange.OrderSide
if strings.EqualFold(respOrders[i].OrderSide, exchange.AskOrderSide.ToString()) {
side = exchange.SellOrderSide
} else if strings.EqualFold(respOrders[i].OrderSide, exchange.BidOrderSide.ToString()) {
side = exchange.BuyOrderSide
var side order.Side
if strings.EqualFold(respOrders[i].OrderSide, order.Ask.String()) {
side = order.Sell
} else if strings.EqualFold(respOrders[i].OrderSide, order.Bid.String()) {
side = order.Buy
}
orderDate := time.Unix(int64(respOrders[i].CreationTime), 0)
orderType := exchange.OrderType(strings.ToUpper(respOrders[i].OrderType))
orderType := order.Type(strings.ToUpper(respOrders[i].OrderType))
openOrder := exchange.OrderDetail{
openOrder := order.Detail{
ID: strconv.FormatInt(respOrders[i].ID, 10),
Amount: respOrders[i].Volume,
Exchange: b.Name,
@@ -607,7 +607,7 @@ func (b *BTCMarkets) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest
OrderSide: side,
OrderType: orderType,
Price: respOrders[i].Price,
Status: respOrders[i].Status,
Status: order.Status(respOrders[i].Status),
CurrencyPair: currency.NewPairWithDelimiter(respOrders[i].Instrument,
respOrders[i].Currency,
b.GetPairFormat(asset.Spot, false).Delimiter),
@@ -615,7 +615,7 @@ func (b *BTCMarkets) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest
for j := range respOrders[i].Trades {
tradeDate := time.Unix(int64(respOrders[i].Trades[j].CreationTime), 0)
openOrder.Trades = append(openOrder.Trades, exchange.TradeHistory{
openOrder.Trades = append(openOrder.Trades, order.TradeHistory{
Amount: respOrders[i].Trades[j].Volume,
Exchange: b.Name,
Price: respOrders[i].Trades[j].Price,
@@ -628,9 +628,9 @@ func (b *BTCMarkets) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest
orders = append(orders, openOrder)
}
exchange.FilterOrdersByType(&orders, getOrdersRequest.OrderType)
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
order.FilterOrdersByType(&orders, req.OrderType)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersBySide(&orders, req.OrderSide)
return orders, nil
}