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Engine QA - Order update (#372)

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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
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29
exchanges/itbit/itbit_test.go
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 i ItBit
@@ -112,8 +113,8 @@ func TestGetFundingHistory(t *testing.T) {
}
func TestPlaceOrder(t *testing.T) {
_, err := i.PlaceOrder("1337", exchange.BuyOrderSide.ToLower().ToString(),
exchange.LimitOrderType.ToLower().ToString(), "USD", 1, 0.2, "banjo",
_, err := i.PlaceOrder("1337", order.Buy.Lower(),
order.Limit.Lower(), "USD", 1, 0.2, "banjo",
"sauce")
if err == nil {
t.Error("PlaceOrder() Expected error")
@@ -268,8 +269,8 @@ func TestGetActiveOrders(t *testing.T) {
i.SetDefaults()
TestSetup(t)
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
var getOrdersRequest = order.GetOrdersRequest{
OrderType: order.AnyType,
}
_, err := i.GetActiveOrders(&getOrdersRequest)
@@ -284,8 +285,8 @@ func TestGetOrderHistory(t *testing.T) {
i.SetDefaults()
TestSetup(t)
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
var getOrdersRequest = order.GetOrdersRequest{
OrderType: order.AnyType,
}
_, err := i.GetOrderHistory(&getOrdersRequest)
@@ -309,13 +310,13 @@ 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{
Base: currency.BTC,
Quote: currency.USD,
},
OrderSide: exchange.BuyOrderSide,
OrderType: exchange.LimitOrderType,
OrderSide: order.Buy,
OrderType: order.Limit,
Price: 1,
Amount: 1,
ClientID: "meowOrder",
@@ -338,7 +339,7 @@ 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",
@@ -365,7 +366,7 @@ 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",
@@ -381,8 +382,8 @@ 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))
}
}
@@ -396,7 +397,7 @@ func TestGetAccountInfo(t *testing.T) {
}
func TestModifyOrder(t *testing.T) {
_, err := i.ModifyOrder(&exchange.ModifyOrder{})
_, err := i.ModifyOrder(&order.Modify{})
if err == nil {
t.Error("ModifyOrder() Expected error")
}

130
exchanges/itbit/itbit_wrapper.go
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"
@@ -202,7 +203,11 @@ func (i *ItBit) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderboo
if err != nil {
return orderBook, err
}
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: amount, Price: price})
orderBook.Bids = append(orderBook.Bids,
orderbook.Item{
Amount: amount,
Price: price,
})
}
for x := range orderbookNew.Asks {
@@ -216,7 +221,11 @@ func (i *ItBit) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderboo
if err != nil {
return orderBook, err
}
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: amount, Price: price})
orderBook.Asks = append(orderBook.Asks,
orderbook.Item{
Amount: amount,
Price: price,
})
}
orderBook.Pair = p
@@ -248,8 +257,8 @@ func (i *ItBit) GetAccountInfo() (exchange.AccountInfo, error) {
var amounts = make(map[string]*balance)
for _, wallet := range wallets {
for _, cb := range wallet.Balances {
for x := range wallets {
for _, cb := range wallets[x].Balances {
if _, ok := amounts[cb.Currency]; !ok {
amounts[cb.Currency] = &balance{}
}
@@ -260,12 +269,11 @@ func (i *ItBit) GetAccountInfo() (exchange.AccountInfo, error) {
}
var fullBalance []exchange.AccountCurrencyInfo
for key, data := range amounts {
for key := range amounts {
fullBalance = append(fullBalance, exchange.AccountCurrencyInfo{
CurrencyName: currency.NewCode(key),
TotalValue: data.TotalValue,
Hold: data.Hold,
TotalValue: amounts[key].TotalValue,
Hold: amounts[key].Hold,
})
}
@@ -289,13 +297,9 @@ func (i *ItBit) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exc
}
// SubmitOrder submits a new order
func (i *ItBit) 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 (i *ItBit) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
@@ -306,11 +310,11 @@ func (i *ItBit) SubmitOrder(order *exchange.OrderSubmission) (exchange.SubmitOrd
}
// Determine what wallet ID to use if there is any actual available currency to make the trade!
for _, i := range wallets {
for j := range i.Balances {
if i.Balances[j].Currency == order.Pair.Base.String() &&
i.Balances[j].AvailableBalance >= order.Amount {
wallet = i.ID
for i := range wallets {
for j := range wallets[i].Balances {
if wallets[i].Balances[j].Currency == s.Pair.Base.String() &&
wallets[i].Balances[j].AvailableBalance >= s.Amount {
wallet = wallets[i].ID
}
}
}
@@ -318,17 +322,17 @@ func (i *ItBit) SubmitOrder(order *exchange.OrderSubmission) (exchange.SubmitOrd
if wallet == "" {
return submitOrderResponse,
fmt.Errorf("no wallet found with currency: %s with amount >= %v",
order.Pair.Base,
order.Amount)
s.Pair.Base,
s.Amount)
}
response, err := i.PlaceOrder(wallet,
order.OrderSide.ToString(),
order.OrderType.ToString(),
order.Pair.Base.String(),
order.Amount,
order.Price,
order.Pair.String(),
s.OrderSide.String(),
s.OrderType.String(),
s.Pair.Base.String(),
s.Amount,
s.Price,
s.Pair.String(),
"")
if response.ID != "" {
submitOrderResponse.OrderID = response.ID
@@ -342,19 +346,19 @@ func (i *ItBit) SubmitOrder(order *exchange.OrderSubmission) (exchange.SubmitOrd
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (i *ItBit) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
func (i *ItBit) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (i *ItBit) CancelOrder(order *exchange.OrderCancellation) error {
func (i *ItBit) CancelOrder(order *order.Cancel) error {
return i.CancelExistingOrder(order.WalletAddress, order.OrderID)
}
// CancelAllOrders cancels all orders associated with a currency pair
func (i *ItBit) CancelAllOrders(orderCancellation *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
OrderStatus: make(map[string]string),
func (i *ItBit) CancelAllOrders(orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
openOrders, err := i.GetOrders(orderCancellation.WalletAddress, "", "open", 0, 0)
if err != nil {
@@ -364,7 +368,7 @@ func (i *ItBit) CancelAllOrders(orderCancellation *exchange.OrderCancellation) (
for j := range openOrders {
err = i.CancelExistingOrder(orderCancellation.WalletAddress, openOrders[j].ID)
if err != nil {
cancelAllOrdersResponse.OrderStatus[openOrders[j].ID] = err.Error()
cancelAllOrdersResponse.Status[openOrders[j].ID] = err.Error()
}
}
@@ -372,8 +376,8 @@ func (i *ItBit) CancelAllOrders(orderCancellation *exchange.OrderCancellation) (
}
// GetOrderInfo returns information on a current open order
func (i *ItBit) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
func (i *ItBit) GetOrderInfo(orderID string) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
@@ -418,33 +422,37 @@ func (i *ItBit) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
}
// GetActiveOrders retrieves any orders that are active/open
func (i *ItBit) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
func (i *ItBit) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
wallets, err := i.GetWallets(url.Values{})
if err != nil {
return nil, err
}
var allOrders []Order
for _, wallet := range wallets {
resp, err := i.GetOrders(wallet.ID, "", "open", 0, 0)
for x := range wallets {
resp, err := i.GetOrders(wallets[x].ID, "", "open", 0, 0)
if err != nil {
return nil, err
}
allOrders = append(allOrders, resp...)
}
var orders []exchange.OrderDetail
var orders []order.Detail
for j := range allOrders {
symbol := currency.NewPairDelimiter(allOrders[j].Instrument,
i.GetPairFormat(asset.Spot, false).Delimiter)
side := exchange.OrderSide(strings.ToUpper(allOrders[j].Side))
side := order.Side(strings.ToUpper(allOrders[j].Side))
orderDate, err := time.Parse(time.RFC3339, allOrders[j].CreatedTime)
if err != nil {
log.Warnf(log.ExchangeSys, "Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
i.Name, "GetActiveOrders", allOrders[j].ID, allOrders[j].CreatedTime)
log.Warnf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
i.Name,
"GetActiveOrders",
allOrders[j].ID,
allOrders[j].CreatedTime)
}
orders = append(orders, exchange.OrderDetail{
orders = append(orders, order.Detail{
ID: allOrders[j].ID,
OrderSide: side,
Amount: allOrders[j].Amount,
@@ -456,31 +464,30 @@ func (i *ItBit) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersBySide(&orders, req.OrderSide)
order.FilterOrdersByCurrencies(&orders, req.Currencies)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (i *ItBit) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
func (i *ItBit) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
wallets, err := i.GetWallets(url.Values{})
if err != nil {
return nil, err
}
var allOrders []Order
for _, wallet := range wallets {
resp, err := i.GetOrders(wallet.ID, "", "", 0, 0)
for x := range wallets {
resp, err := i.GetOrders(wallets[x].ID, "", "", 0, 0)
if err != nil {
return nil, err
}
allOrders = append(allOrders, resp...)
}
var orders []exchange.OrderDetail
var orders []order.Detail
for j := range allOrders {
if allOrders[j].Type == "open" {
continue
@@ -488,14 +495,18 @@ func (i *ItBit) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]
symbol := currency.NewPairDelimiter(allOrders[j].Instrument,
i.GetPairFormat(asset.Spot, false).Delimiter)
side := exchange.OrderSide(strings.ToUpper(allOrders[j].Side))
side := order.Side(strings.ToUpper(allOrders[j].Side))
orderDate, err := time.Parse(time.RFC3339, allOrders[j].CreatedTime)
if err != nil {
log.Warnf(log.ExchangeSys, "Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
i.Name, "GetActiveOrders", allOrders[j].ID, allOrders[j].CreatedTime)
log.Warnf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
i.Name,
"GetActiveOrders",
allOrders[j].ID,
allOrders[j].CreatedTime)
}
orders = append(orders, exchange.OrderDetail{
orders = append(orders, order.Detail{
ID: allOrders[j].ID,
OrderSide: side,
Amount: allOrders[j].Amount,
@@ -507,10 +518,9 @@ func (i *ItBit) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersBySide(&orders, req.OrderSide)
order.FilterOrdersByCurrencies(&orders, req.Currencies)
return orders, nil
}