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

@@ -9,6 +9,7 @@ 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 to do better tests
@@ -150,8 +151,8 @@ func TestGetActiveOrders(t *testing.T) {
if !areTestAPIKeysSet() {
t.Skip("API keys not set, skipping test")
}
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
var getOrdersRequest = order.GetOrdersRequest{
OrderType: order.AnyType,
}
_, err := b.GetActiveOrders(&getOrdersRequest)
@@ -165,8 +166,8 @@ func TestGetOrderHistory(t *testing.T) {
if !areTestAPIKeysSet() {
t.Skip("API keys not set, skipping test")
}
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
var getOrdersRequest = order.GetOrdersRequest{
OrderType: order.AnyType,
}
_, err := b.GetOrderHistory(&getOrdersRequest)
if err != nil {
@@ -279,13 +280,13 @@ func TestSubmitOrder(t *testing.T) {
if !areTestAPIKeysSet() || !canManipulateRealOrders {
t.Skip("skipping test, either api keys or manipulaterealorders isnt set correctly")
}
var orderSubmission = &exchange.OrderSubmission{
var orderSubmission = &order.Submit{
Pair: currency.Pair{
Base: currency.BTC,
Quote: currency.USD,
},
OrderSide: exchange.SellOrderSide,
OrderType: exchange.LimitOrderType,
OrderSide: order.Buy,
OrderType: order.Limit,
Price: 100000,
Amount: 0.1,
ClientID: "meowOrder",
@@ -307,7 +308,7 @@ func TestCancelExchangeOrder(t *testing.T) {
currency.USD.String(),
"-")
var orderCancellation = &exchange.OrderCancellation{
var orderCancellation = &order.Cancel{
OrderID: "b334ecef-2b42-4998-b8a4-b6b14f6d2671",
WalletAddress: "1F5zVDgNjorJ51oGebSvNCrSAHpwGkUdDB",
AccountID: "1",
@@ -328,7 +329,7 @@ func TestCancelAllExchangeOrders(t *testing.T) {
currency.USD.String(),
"-")
var orderCancellation = &exchange.OrderCancellation{
var orderCancellation = &order.Cancel{
OrderID: "1",
WalletAddress: "1F5zVDgNjorJ51oGebSvNCrSAHpwGkUdDB",
AccountID: "1",
@@ -339,7 +340,7 @@ func TestCancelAllExchangeOrders(t *testing.T) {
if err != nil {
t.Errorf("Could not cancel orders: %v", err)
}
for k, v := range resp.OrderStatus {
for k, v := range resp.Status {
if strings.Contains(v, "Failed") {
t.Errorf("order id: %s failed to cancel: %v", k, v)
}

View File

@@ -11,8 +11,8 @@ import (
"github.com/gorilla/websocket"
"github.com/thrasher-corp/gocryptotrader/common"
"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/websocket/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
@@ -82,9 +82,9 @@ func (b *BTSE) WsHandleData() {
continue
}
for x := range tradeHistory.Data {
side := exchange.BuyOrderSide.ToString()
side := order.Buy.String()
if tradeHistory.Data[x].Gain == -1 {
side = exchange.SellOrderSide.ToString()
side = order.Sell.String()
}
b.Websocket.DataHandler <- wshandler.TradeData{
Timestamp: time.Unix(tradeHistory.Data[x].TransactionTime, 0),

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"
@@ -233,7 +234,6 @@ func (b *BTSE) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Price
assetType).String())
if err != nil {
return tickerPrice, err
}
tickerPrice.Pair = p
@@ -337,23 +337,19 @@ func (b *BTSE) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exch
}
// SubmitOrder submits a new order
func (b *BTSE) SubmitOrder(order *exchange.OrderSubmission) (exchange.SubmitOrderResponse, error) {
var resp exchange.SubmitOrderResponse
if order == nil {
return resp, exchange.ErrOrderSubmissionIsNil
}
if err := order.Validate(); err != nil {
func (b *BTSE) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var resp order.SubmitResponse
if err := s.Validate(); err != nil {
return resp, err
}
r, err := b.CreateOrder(order.Amount,
order.Price,
order.OrderSide.ToString(),
order.OrderType.ToString(),
b.FormatExchangeCurrency(order.Pair, asset.Spot).String(),
r, err := b.CreateOrder(s.Amount,
s.Price,
s.OrderSide.String(),
s.OrderType.String(),
b.FormatExchangeCurrency(s.Pair, asset.Spot).String(),
goodTillCancel,
order.ClientID)
s.ClientID)
if err != nil {
return resp, err
}
@@ -368,12 +364,12 @@ func (b *BTSE) SubmitOrder(order *exchange.OrderSubmission) (exchange.SubmitOrde
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *BTSE) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
func (b *BTSE) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *BTSE) CancelOrder(order *exchange.OrderCancellation) error {
func (b *BTSE) CancelOrder(order *order.Cancel) error {
r, err := b.CancelExistingOrder(order.OrderID,
b.FormatExchangeCurrency(order.CurrencyPair,
asset.Spot).String())
@@ -394,14 +390,14 @@ func (b *BTSE) CancelOrder(order *exchange.OrderCancellation) error {
// CancelAllOrders cancels all orders associated with a currency pair
// If product ID is sent, all orders of that specified market will be cancelled
// If not specified, all orders of all markets will be cancelled
func (b *BTSE) CancelAllOrders(orderCancellation *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
var resp exchange.CancelAllOrdersResponse
func (b *BTSE) CancelAllOrders(orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
var resp order.CancelAllResponse
markets, err := b.GetMarkets()
if err != nil {
return resp, err
}
resp.OrderStatus = make(map[string]string)
resp.Status = make(map[string]string)
for x := range markets {
strPair := b.FormatExchangeCurrency(orderCancellation.CurrencyPair,
orderCancellation.AssetType).String()
@@ -421,7 +417,7 @@ func (b *BTSE) CancelAllOrders(orderCancellation *exchange.OrderCancellation) (e
if err != nil {
success = "Order Cancellation Failed"
}
resp.OrderStatus[orders[y].Order.ID] = success
resp.Status[orders[y].Order.ID] = success
}
}
}
@@ -429,13 +425,13 @@ func (b *BTSE) CancelAllOrders(orderCancellation *exchange.OrderCancellation) (e
}
// GetOrderInfo returns information on a current open order
func (b *BTSE) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
func (b *BTSE) GetOrderInfo(orderID string) (order.Detail, error) {
o, err := b.GetOrders("")
if err != nil {
return exchange.OrderDetail{}, err
return order.Detail{}, err
}
var od exchange.OrderDetail
var od order.Detail
if len(o) == 0 {
return od, errors.New("no orders found")
}
@@ -445,9 +441,9 @@ func (b *BTSE) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
continue
}
var side = exchange.BuyOrderSide
if strings.EqualFold(o[i].Side, exchange.AskOrderSide.ToString()) {
side = exchange.SellOrderSide
var side = order.Buy
if strings.EqualFold(o[i].Side, order.Ask.String()) {
side = order.Sell
}
od.CurrencyPair = currency.NewPairDelimiter(o[i].Symbol,
@@ -457,24 +453,26 @@ func (b *BTSE) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
od.ID = o[i].ID
od.OrderDate = parseOrderTime(o[i].CreatedAt)
od.OrderSide = side
od.OrderType = exchange.OrderType(strings.ToUpper(o[i].Type))
od.OrderType = order.Type(strings.ToUpper(o[i].Type))
od.Price = o[i].Price
od.Status = o[i].Status
od.Status = order.Status(o[i].Status)
fills, err := b.GetFills(orderID, "", "", "", "", "")
if err != nil {
return od, fmt.Errorf("unable to get order fills for orderID %s", orderID)
return od,
fmt.Errorf("unable to get order fills for orderID %s",
orderID)
}
for i := range fills {
createdAt, _ := time.Parse(time.RFC3339, fills[i].CreatedAt)
od.Trades = append(od.Trades, exchange.TradeHistory{
od.Trades = append(od.Trades, order.TradeHistory{
Timestamp: createdAt,
TID: fills[i].ID,
Price: fills[i].Price,
Amount: fills[i].Amount,
Exchange: b.Name,
Type: fills[i].Side,
Side: order.Side(fills[i].Side),
Fee: fills[i].Fee,
})
}
@@ -511,20 +509,20 @@ func (b *BTSE) GetWebsocket() (*wshandler.Websocket, error) {
}
// GetActiveOrders retrieves any orders that are active/open
func (b *BTSE) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
func (b *BTSE) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
resp, err := b.GetOrders("")
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
var orders []order.Detail
for i := range resp {
var side = exchange.BuyOrderSide
if strings.EqualFold(resp[i].Side, exchange.AskOrderSide.ToString()) {
side = exchange.SellOrderSide
var side = order.Buy
if strings.EqualFold(resp[i].Side, order.Ask.String()) {
side = order.Sell
}
openOrder := exchange.OrderDetail{
openOrder := order.Detail{
CurrencyPair: currency.NewPairDelimiter(resp[i].Symbol,
b.GetPairFormat(asset.Spot, false).Delimiter),
Exchange: b.Name,
@@ -532,43 +530,44 @@ func (b *BTSE) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]e
ID: resp[i].ID,
OrderDate: parseOrderTime(resp[i].CreatedAt),
OrderSide: side,
OrderType: exchange.OrderType(strings.ToUpper(resp[i].Type)),
OrderType: order.Type(strings.ToUpper(resp[i].Type)),
Price: resp[i].Price,
Status: resp[i].Status,
Status: order.Status(resp[i].Status),
}
fills, err := b.GetFills(resp[i].ID, "", "", "", "", "")
if err != nil {
log.Errorf(log.ExchangeSys,
"%s: Unable to get order fills for orderID %s", b.Name,
"%s: Unable to get order fills for orderID %s",
b.Name,
resp[i].ID)
continue
}
for i := range fills {
createdAt, _ := time.Parse(time.RFC3339, fills[i].CreatedAt)
openOrder.Trades = append(openOrder.Trades, exchange.TradeHistory{
openOrder.Trades = append(openOrder.Trades, order.TradeHistory{
Timestamp: createdAt,
TID: fills[i].ID,
Price: fills[i].Price,
Amount: fills[i].Amount,
Exchange: b.Name,
Type: fills[i].Side,
Side: order.Side(fills[i].Side),
Fee: fills[i].Fee,
})
}
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 *BTSE) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
func (b *BTSE) GetOrderHistory(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
return nil, common.ErrFunctionNotSupported
}