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/common"
"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"
)
@@ -343,8 +344,8 @@ func TestFormatWithdrawPermissions(t *testing.T) {
func TestGetActiveOrders(t *testing.T) {
t.Parallel()
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
var getOrdersRequest = order.GetOrdersRequest{
OrderType: order.AnyType,
Currencies: []currency.Pair{
currency.NewPair(currency.LTC, currency.BTC),
},
@@ -363,8 +364,8 @@ func TestGetActiveOrders(t *testing.T) {
func TestGetOrderHistory(t *testing.T) {
t.Parallel()
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
var getOrdersRequest = order.GetOrdersRequest{
OrderType: order.AnyType,
Currencies: []currency.Pair{currency.NewPair(currency.LTC, currency.BTC)},
}
@@ -391,14 +392,14 @@ 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.LTC,
Quote: currency.BTC,
},
OrderSide: exchange.BuyOrderSide,
OrderType: exchange.LimitOrderType,
OrderSide: order.Buy,
OrderType: order.Limit,
Price: 10,
Amount: 1,
ClientID: "1234234",
@@ -421,7 +422,7 @@ func TestCancelExchangeOrder(t *testing.T) {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
var orderCancellation = &exchange.OrderCancellation{
var orderCancellation = &order.Cancel{
OrderID: "266029865",
}
@@ -444,7 +445,7 @@ 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",
@@ -461,14 +462,14 @@ 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) {
t.Parallel()
_, err := g.ModifyOrder(&exchange.ModifyOrder{})
_, err := g.ModifyOrder(&order.Modify{})
if err == nil {
t.Error("ModifyOrder() Expected error")
}

View File

@@ -16,6 +16,7 @@ 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/websocket/wshandler"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wsorderbook"
@@ -310,7 +311,7 @@ func (g *Gemini) wsProcessUpdate(result WsMarketUpdateResponse, pair currency.Pa
Amount: result.Events[i].Remaining,
Price: result.Events[i].Price,
}
if strings.EqualFold(result.Events[i].Side, exchange.AskOrderSide.ToString()) {
if strings.EqualFold(result.Events[i].Side, order.Ask.String()) {
asks = append(asks, item)
} else {
bids = append(bids, item)

View File

@@ -2,7 +2,6 @@ package gemini
import (
"errors"
"fmt"
"net/url"
"strconv"
"strings"
@@ -14,6 +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"
@@ -317,28 +317,25 @@ func (g *Gemini) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]ex
}
// SubmitOrder submits a new order
func (g *Gemini) 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 *Gemini) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
if order.OrderType != exchange.LimitOrderType {
return submitOrderResponse, errors.New("only limit orders are enabled through this exchange")
if s.OrderType != order.Limit {
return submitOrderResponse,
errors.New("only limit orders are enabled through this exchange")
}
response, err := g.NewOrder(
g.FormatExchangeCurrency(order.Pair, asset.Spot).String(),
order.Amount,
order.Price,
order.OrderSide.ToString(),
g.FormatExchangeCurrency(s.Pair, asset.Spot).String(),
s.Amount,
s.Price,
s.OrderSide.String(),
"exchange limit")
if response > 0 {
submitOrderResponse.OrderID = fmt.Sprintf("%v", response)
submitOrderResponse.OrderID = strconv.FormatInt(response, 10)
}
if err == nil {
submitOrderResponse.IsOrderPlaced = true
@@ -348,12 +345,12 @@ func (g *Gemini) SubmitOrder(order *exchange.OrderSubmission) (exchange.SubmitOr
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (g *Gemini) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
func (g *Gemini) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (g *Gemini) CancelOrder(order *exchange.OrderCancellation) error {
func (g *Gemini) CancelOrder(order *order.Cancel) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
@@ -364,9 +361,9 @@ func (g *Gemini) CancelOrder(order *exchange.OrderCancellation) error {
}
// CancelAllOrders cancels all orders associated with a currency pair
func (g *Gemini) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
OrderStatus: make(map[string]string),
func (g *Gemini) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
resp, err := g.CancelExistingOrders(false)
if err != nil {
@@ -374,15 +371,15 @@ func (g *Gemini) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.Cancel
}
for _, order := range resp.Details.CancelRejects {
cancelAllOrdersResponse.OrderStatus[order] = "Could not cancel order"
cancelAllOrdersResponse.Status[order] = "Could not cancel order"
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (g *Gemini) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
func (g *Gemini) GetOrderInfo(orderID string) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
@@ -436,30 +433,30 @@ func (g *Gemini) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error)
}
// GetActiveOrders retrieves any orders that are active/open
func (g *Gemini) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
func (g *Gemini) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
resp, err := g.GetOrders()
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
var orders []order.Detail
for i := range resp {
symbol := currency.NewPairDelimiter(resp[i].Symbol,
g.GetPairFormat(asset.Spot, false).Delimiter)
var orderType exchange.OrderType
var orderType order.Type
if resp[i].Type == "exchange limit" {
orderType = exchange.LimitOrderType
orderType = order.Limit
} else if resp[i].Type == "market buy" || resp[i].Type == "market sell" {
orderType = exchange.MarketOrderType
orderType = order.Market
}
side := exchange.OrderSide(strings.ToUpper(resp[i].Type))
side := order.Side(strings.ToUpper(resp[i].Type))
orderDate := time.Unix(resp[i].Timestamp, 0)
orders = append(orders, exchange.OrderDetail{
orders = append(orders, order.Detail{
Amount: resp[i].OriginalAmount,
RemainingAmount: resp[i].RemainingAmount,
ID: fmt.Sprintf("%v", resp[i].OrderID),
ID: strconv.FormatInt(resp[i].OrderID, 10),
ExecutedAmount: resp[i].ExecutedAmount,
Exchange: g.Name,
OrderType: orderType,
@@ -470,44 +467,44 @@ func (g *Gemini) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
exchange.FilterOrdersByType(&orders, getOrdersRequest.OrderType)
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersBySide(&orders, req.OrderSide)
order.FilterOrdersByType(&orders, req.OrderType)
order.FilterOrdersByCurrencies(&orders, req.Currencies)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (g *Gemini) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
if len(getOrdersRequest.Currencies) == 0 {
func (g *Gemini) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
if len(req.Currencies) == 0 {
return nil, errors.New("currency must be supplied")
}
var trades []TradeHistory
for _, currency := range getOrdersRequest.Currencies {
resp, err := g.GetTradeHistory(g.FormatExchangeCurrency(currency,
asset.Spot).String(), getOrdersRequest.StartTicks.Unix())
for j := range req.Currencies {
resp, err := g.GetTradeHistory(g.FormatExchangeCurrency(req.Currencies[j],
asset.Spot).String(),
req.StartTicks.Unix())
if err != nil {
return nil, err
}
for i := range resp {
resp[i].BaseCurrency = currency.Base.String()
resp[i].QuoteCurrency = currency.Quote.String()
resp[i].BaseCurrency = req.Currencies[j].Base.String()
resp[i].QuoteCurrency = req.Currencies[j].Quote.String()
trades = append(trades, resp[i])
}
}
var orders []exchange.OrderDetail
var orders []order.Detail
for i := range trades {
side := exchange.OrderSide(strings.ToUpper(trades[i].Type))
side := order.Side(strings.ToUpper(trades[i].Type))
orderDate := time.Unix(trades[i].Timestamp, 0)
orders = append(orders, exchange.OrderDetail{
orders = append(orders, order.Detail{
Amount: trades[i].Amount,
ID: fmt.Sprintf("%v", trades[i].OrderID),
ID: strconv.FormatInt(trades[i].OrderID, 10),
Exchange: g.Name,
OrderDate: orderDate,
OrderSide: side,
@@ -519,9 +516,8 @@ func (g *Gemini) 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
}