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"
)
const (
@@ -269,8 +270,8 @@ func TestGetActiveOrders(t *testing.T) {
e.SetDefaults()
TestSetup(t)
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
var getOrdersRequest = order.GetOrdersRequest{
OrderType: order.AnyType,
}
_, err := e.GetActiveOrders(&getOrdersRequest)
@@ -285,8 +286,8 @@ func TestGetOrderHistory(t *testing.T) {
e.SetDefaults()
TestSetup(t)
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
var getOrdersRequest = order.GetOrdersRequest{
OrderType: order.AnyType,
}
currPair := currency.NewPair(currency.BTC, currency.USD)
currPair.Delimiter = "_"
@@ -313,14 +314,14 @@ 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.USD,
},
OrderSide: exchange.BuyOrderSide,
OrderType: exchange.LimitOrderType,
OrderSide: order.Buy,
OrderType: order.Limit,
Price: 1,
Amount: 1,
ClientID: "meowOrder",
@@ -343,7 +344,7 @@ 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",
@@ -369,7 +370,7 @@ 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",
@@ -385,13 +386,13 @@ 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 := e.ModifyOrder(&exchange.ModifyOrder{})
_, err := e.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"
@@ -227,7 +228,8 @@ func (e *EXMO) FetchOrderbook(p currency.Pair, assetType asset.Item) (orderbook.
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (e *EXMO) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
var orderBook orderbook.Base
pairsCollated, err := e.FormatExchangeCurrencies(e.GetEnabledPairs(assetType), assetType)
pairsCollated, err := e.FormatExchangeCurrencies(e.GetEnabledPairs(assetType),
assetType)
if err != nil {
return orderBook, err
}
@@ -249,7 +251,8 @@ func (e *EXMO) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderbook
z := data.Ask[y]
price, _ := strconv.ParseFloat(z[0], 64)
amount, _ := strconv.ParseFloat(z[1], 64)
obItems = append(obItems, orderbook.Item{Price: price, Amount: amount})
obItems = append(obItems,
orderbook.Item{Price: price, Amount: amount})
}
orderBook.Asks = obItems
@@ -258,7 +261,8 @@ func (e *EXMO) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderbook
z := data.Bid[y]
price, _ := strconv.ParseFloat(z[0], 64)
amount, _ := strconv.ParseFloat(z[1], 64)
obItems = append(obItems, orderbook.Item{Price: price, Amount: amount})
obItems = append(obItems,
orderbook.Item{Price: price, Amount: amount})
}
orderBook.Bids = obItems
@@ -319,31 +323,30 @@ func (e *EXMO) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exch
}
// SubmitOrder submits a new order
func (e *EXMO) 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 (e *EXMO) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
var oT string
switch order.OrderType {
case exchange.LimitOrderType:
switch s.OrderType {
case order.Limit:
return submitOrderResponse, errors.New("unsupported order type")
case exchange.MarketOrderType:
oT = "market_buy"
if order.OrderSide == exchange.SellOrderSide {
case order.Market:
if s.OrderSide == order.Sell {
oT = "market_sell"
} else {
oT = "market_buy"
}
}
response, err := e.CreateOrder(order.Pair.String(), oT, order.Price,
order.Amount)
response, err := e.CreateOrder(s.Pair.String(),
oT,
s.Price,
s.Amount)
if response > 0 {
submitOrderResponse.OrderID = fmt.Sprintf("%v", response)
submitOrderResponse.OrderID = strconv.FormatInt(response, 10)
}
if err == nil {
@@ -355,12 +358,12 @@ func (e *EXMO) SubmitOrder(order *exchange.OrderSubmission) (exchange.SubmitOrde
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (e *EXMO) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
func (e *EXMO) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (e *EXMO) CancelOrder(order *exchange.OrderCancellation) error {
func (e *EXMO) CancelOrder(order *order.Cancel) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
@@ -370,9 +373,9 @@ func (e *EXMO) CancelOrder(order *exchange.OrderCancellation) error {
}
// CancelAllOrders cancels all orders associated with a currency pair
func (e *EXMO) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
OrderStatus: make(map[string]string),
func (e *EXMO) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
openOrders, err := e.GetOpenOrders()
@@ -383,7 +386,7 @@ func (e *EXMO) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAl
for _, order := range openOrders {
err = e.CancelExistingOrder(order.OrderID)
if err != nil {
cancelAllOrdersResponse.OrderStatus[strconv.FormatInt(order.OrderID, 10)] = err.Error()
cancelAllOrdersResponse.Status[strconv.FormatInt(order.OrderID, 10)] = err.Error()
}
}
@@ -391,8 +394,8 @@ func (e *EXMO) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAl
}
// GetOrderInfo returns information on a current open order
func (e *EXMO) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
func (e *EXMO) GetOrderInfo(orderID string) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
@@ -419,7 +422,7 @@ func (e *EXMO) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoWithd
withdrawRequest.AddressTag,
withdrawRequest.Amount)
return fmt.Sprintf("%v", resp), err
return strconv.FormatInt(resp, 10), err
}
// WithdrawFiatFunds returns a withdrawal ID when a
@@ -449,43 +452,42 @@ func (e *EXMO) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
}
// GetActiveOrders retrieves any orders that are active/open
func (e *EXMO) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
func (e *EXMO) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
resp, err := e.GetOpenOrders()
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
for _, order := range resp {
symbol := currency.NewPairDelimiter(order.Pair, "_")
orderDate := time.Unix(order.Created, 0)
orderSide := exchange.OrderSide(strings.ToUpper(order.Type))
orders = append(orders, exchange.OrderDetail{
ID: fmt.Sprintf("%v", order.OrderID),
Amount: order.Quantity,
var orders []order.Detail
for i := range resp {
symbol := currency.NewPairDelimiter(resp[i].Pair, "_")
orderDate := time.Unix(resp[i].Created, 0)
orderSide := order.Side(strings.ToUpper(resp[i].Type))
orders = append(orders, order.Detail{
ID: strconv.FormatInt(resp[i].OrderID, 10),
Amount: resp[i].Quantity,
OrderDate: orderDate,
Price: order.Price,
Price: resp[i].Price,
OrderSide: orderSide,
Exchange: e.Name,
CurrencyPair: symbol,
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
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 (e *EXMO) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
if len(getOrdersRequest.Currencies) == 0 {
func (e *EXMO) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
if len(req.Currencies) == 0 {
return nil, errors.New("currency must be supplied")
}
var allTrades []UserTrades
for _, currency := range getOrdersRequest.Currencies {
for _, currency := range req.Currencies {
resp, err := e.GetUserTrades(e.FormatExchangeCurrency(currency, asset.Spot).String(), "", "10000")
if err != nil {
return nil, err
@@ -495,25 +497,24 @@ func (e *EXMO) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]e
}
}
var orders []exchange.OrderDetail
for _, order := range allTrades {
symbol := currency.NewPairDelimiter(order.Pair, "_")
orderDate := time.Unix(order.Date, 0)
orderSide := exchange.OrderSide(strings.ToUpper(order.Type))
orders = append(orders, exchange.OrderDetail{
ID: fmt.Sprintf("%v", order.TradeID),
Amount: order.Quantity,
var orders []order.Detail
for i := range allTrades {
symbol := currency.NewPairDelimiter(allTrades[i].Pair, "_")
orderDate := time.Unix(allTrades[i].Date, 0)
orderSide := order.Side(strings.ToUpper(allTrades[i].Type))
orders = append(orders, order.Detail{
ID: strconv.FormatInt(allTrades[i].TradeID, 10),
Amount: allTrades[i].Quantity,
OrderDate: orderDate,
Price: order.Price,
Price: allTrades[i].Price,
OrderSide: orderSide,
Exchange: e.Name,
CurrencyPair: symbol,
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersBySide(&orders, req.OrderSide)
return orders, nil
}