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"
"github.com/thrasher-corp/gocryptotrader/exchanges/sharedtestvalues"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
)
@@ -76,7 +77,7 @@ func TestSpotNewOrder(t *testing.T) {
Symbol: "btc_usdt",
Amount: 1.1,
Price: 10.1,
Type: exchange.SellOrderSide.ToLower().ToString(),
Type: order.Sell.Lower(),
})
if err != nil {
t.Errorf("Gateio SpotNewOrder: %s", err)
@@ -278,8 +279,8 @@ func TestGetActiveOrders(t *testing.T) {
g.SetDefaults()
TestSetup(t)
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
var getOrdersRequest = order.GetOrdersRequest{
OrderType: order.AnyType,
}
_, err := g.GetActiveOrders(&getOrdersRequest)
@@ -294,8 +295,8 @@ func TestGetOrderHistory(t *testing.T) {
g.SetDefaults()
TestSetup(t)
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
var getOrdersRequest = order.GetOrdersRequest{
OrderType: order.AnyType,
}
currPair := currency.NewPair(currency.LTC, currency.BTC)
@@ -324,14 +325,14 @@ func TestSubmitOrder(t *testing.T) {
t.Skip()
}
var orderSubmission = &exchange.OrderSubmission{
var orderSubmission = &order.Submit{
Pair: currency.Pair{
Delimiter: "_",
Base: currency.LTC,
Quote: currency.BTC,
},
OrderSide: exchange.BuyOrderSide,
OrderType: exchange.LimitOrderType,
OrderSide: order.Buy,
OrderType: order.Limit,
Price: 1,
Amount: 1,
ClientID: "meowOrder",
@@ -354,7 +355,7 @@ 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",
@@ -380,7 +381,7 @@ 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",
@@ -396,8 +397,8 @@ 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))
}
}
@@ -416,7 +417,7 @@ func TestGetAccountInfo(t *testing.T) {
}
func TestModifyOrder(t *testing.T) {
_, err := g.ModifyOrder(&exchange.ModifyOrder{})
_, err := g.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"
@@ -376,33 +377,29 @@ func (g *Gateio) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]ex
// SubmitOrder submits a new order
// TODO: support multiple order types (IOC)
func (g *Gateio) 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 (g *Gateio) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
var orderTypeFormat string
if order.OrderSide == exchange.BuyOrderSide {
orderTypeFormat = exchange.BuyOrderSide.ToLower().ToString()
if s.OrderSide == order.Buy {
orderTypeFormat = order.Buy.Lower()
} else {
orderTypeFormat = exchange.SellOrderSide.ToLower().ToString()
orderTypeFormat = order.Sell.Lower()
}
var spotNewOrderRequestParams = SpotNewOrderRequestParams{
Amount: order.Amount,
Price: order.Price,
Symbol: order.Pair.String(),
Amount: s.Amount,
Price: s.Price,
Symbol: s.Pair.String(),
Type: orderTypeFormat,
}
response, err := g.SpotNewOrder(spotNewOrderRequestParams)
if response.OrderNumber > 0 {
submitOrderResponse.OrderID = fmt.Sprintf("%v", response.OrderNumber)
submitOrderResponse.OrderID = strconv.FormatInt(response.OrderNumber, 10)
}
if err == nil {
@@ -414,27 +411,25 @@ func (g *Gateio) SubmitOrder(order *exchange.OrderSubmission) (exchange.SubmitOr
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (g *Gateio) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
func (g *Gateio) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (g *Gateio) CancelOrder(order *exchange.OrderCancellation) error {
func (g *Gateio) CancelOrder(order *order.Cancel) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
}
_, err = g.CancelExistingOrder(orderIDInt, g.FormatExchangeCurrency(order.CurrencyPair,
order.AssetType).String())
_, err = g.CancelExistingOrder(orderIDInt,
g.FormatExchangeCurrency(order.CurrencyPair, order.AssetType).String())
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (g *Gateio) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
OrderStatus: make(map[string]string),
func (g *Gateio) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
openOrders, err := g.GetOpenOrders("")
if err != nil {
@@ -449,7 +444,7 @@ func (g *Gateio) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.Cancel
for unique := range uniqueSymbols {
err = g.CancelAllExistingOrders(-1, unique)
if err != nil {
cancelAllOrdersResponse.OrderStatus[unique] = err.Error()
cancelAllOrdersResponse.Status[unique] = err.Error()
}
}
@@ -457,8 +452,8 @@ func (g *Gateio) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.Cancel
}
// GetOrderInfo returns information on a current open order
func (g *Gateio) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
func (g *Gateio) GetOrderInfo(orderID string) (order.Detail, error) {
var orderDetail order.Detail
orders, err := g.GetOpenOrders("")
if err != nil {
@@ -474,14 +469,14 @@ func (g *Gateio) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
orderDetail.ExecutedAmount = orders.Orders[x].FilledAmount
orderDetail.Amount = orders.Orders[x].InitialAmount
orderDetail.OrderDate = time.Unix(orders.Orders[x].Timestamp, 0)
orderDetail.Status = orders.Orders[x].Status
orderDetail.Status = order.Status(orders.Orders[x].Status)
orderDetail.Price = orders.Orders[x].Rate
orderDetail.CurrencyPair = currency.NewPairDelimiter(orders.Orders[x].CurrencyPair,
g.GetPairFormat(asset.Spot, false).Delimiter)
if strings.EqualFold(orders.Orders[x].Type, exchange.AskOrderSide.ToString()) {
orderDetail.OrderSide = exchange.AskOrderSide
} else if strings.EqualFold(orders.Orders[x].Type, exchange.BidOrderSide.ToString()) {
orderDetail.OrderSide = exchange.BuyOrderSide
if strings.EqualFold(orders.Orders[x].Type, order.Ask.String()) {
orderDetail.OrderSide = order.Ask
} else if strings.EqualFold(orders.Orders[x].Type, order.Bid.String()) {
orderDetail.OrderSide = order.Buy
}
return orderDetail, nil
}
@@ -495,21 +490,11 @@ func (g *Gateio) GetDepositAddress(cryptocurrency currency.Code, _ string) (stri
return "", err
}
// Waits for new generated address if not created yet, its variable per
// currency
if addr == gateioGenerateAddress {
time.Sleep(10 * time.Second)
addr, err = g.GetCryptoDepositAddress(cryptocurrency.String())
if err != nil {
return "", err
}
if addr == gateioGenerateAddress {
return "", errors.New("new deposit address is being generated, please retry again shortly")
}
return addr, nil
return "",
errors.New("new deposit address is being generated, please retry again shortly")
}
return addr, err
return addr, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
@@ -545,10 +530,10 @@ func (g *Gateio) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error)
}
// GetActiveOrders retrieves any orders that are active/open
func (g *Gateio) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
func (g *Gateio) 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 := g.GetOpenOrders(currPair)
@@ -556,7 +541,7 @@ func (g *Gateio) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([
return nil, err
}
var orders []exchange.OrderDetail
var orders []order.Detail
for i := range resp.Orders {
if resp.Orders[i].Status != "open" {
continue
@@ -564,10 +549,10 @@ func (g *Gateio) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([
symbol := currency.NewPairDelimiter(resp.Orders[i].CurrencyPair,
g.GetPairFormat(asset.Spot, false).Delimiter)
side := exchange.OrderSide(strings.ToUpper(resp.Orders[i].Type))
side := order.Side(strings.ToUpper(resp.Orders[i].Type))
orderDate := time.Unix(resp.Orders[i].Timestamp, 0)
orders = append(orders, exchange.OrderDetail{
orders = append(orders, order.Detail{
ID: resp.Orders[i].OrderNumber,
Amount: resp.Orders[i].Amount,
Price: resp.Orders[i].Rate,
@@ -576,20 +561,20 @@ func (g *Gateio) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([
OrderSide: side,
Exchange: g.Name,
CurrencyPair: symbol,
Status: resp.Orders[i].Status,
Status: order.Status(resp.Orders[i].Status),
})
}
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 (g *Gateio) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
func (g *Gateio) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
var trades []TradesResponse
for _, currency := range getOrdersRequest.Currencies {
for _, currency := range req.Currencies {
resp, err := g.GetTradeHistory(currency.String())
if err != nil {
return nil, err
@@ -597,13 +582,13 @@ func (g *Gateio) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([
trades = append(trades, resp.Trades...)
}
var orders []exchange.OrderDetail
var orders []order.Detail
for _, trade := range trades {
symbol := currency.NewPairDelimiter(trade.Pair,
g.GetPairFormat(asset.Spot, false).Delimiter)
side := exchange.OrderSide(strings.ToUpper(trade.Type))
side := order.Side(strings.ToUpper(trade.Type))
orderDate := time.Unix(trade.TimeUnix, 0)
orders = append(orders, exchange.OrderDetail{
orders = append(orders, order.Detail{
ID: strconv.FormatInt(trade.OrderID, 10),
Amount: trade.Amount,
Price: trade.Rate,
@@ -614,9 +599,8 @@ func (g *Gateio) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([
})
}
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
}