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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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7
exchanges/kraken/kraken.go
View File

@@ -12,6 +12,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"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/websocket/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
@@ -154,7 +155,7 @@ func (k *Kraken) GetTicker(symbol string) (Ticker, error) {
// GetTickers supports fetching multiple tickers from Kraken
// pairList must be in the format pairs separated by commas
// ("LTCUSD,ETCUSD")
func (k *Kraken) GetTickers(pairList string) (Tickers, error) {
func (k *Kraken) GetTickers(pairList string) (map[string]Ticker, error) {
values := url.Values{}
values.Set("pair", pairList)
@@ -175,7 +176,7 @@ func (k *Kraken) GetTickers(pairList string) (Tickers, error) {
return nil, fmt.Errorf("%s error: %s", k.Name, resp.Error)
}
tickers := make(Tickers)
tickers := make(map[string]Ticker)
for i := range resp.Data {
tick := Ticker{}
@@ -763,7 +764,7 @@ func (k *Kraken) AddOrder(symbol, side, orderType string, volume, price, price2,
"volume": {strconv.FormatFloat(volume, 'f', -1, 64)},
}
if orderType == exchange.LimitOrderType.ToLower().ToString() || price > 0 {
if orderType == order.Limit.Lower() || price > 0 {
params.Set("price", strconv.FormatFloat(price, 'f', -1, 64))
}

27
exchanges/kraken/kraken_test.go
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"
)
@@ -244,7 +245,7 @@ func TestAddOrder(t *testing.T) {
t.Parallel()
args := AddOrderOptions{OrderFlags: "fcib"}
_, err := k.AddOrder("XXBTZUSD",
exchange.SellOrderSide.ToLower().ToString(), exchange.LimitOrderType.ToLower().ToString(),
order.Sell.Lower(), order.Limit.Lower(),
0.00000001, 0, 0, 0, &args)
if err == nil {
t.Error("AddOrder() Expected error")
@@ -387,8 +388,8 @@ func TestGetActiveOrders(t *testing.T) {
k.SetDefaults()
TestSetup(t)
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
var getOrdersRequest = order.GetOrdersRequest{
OrderType: order.AnyType,
}
_, err := k.GetActiveOrders(&getOrdersRequest)
@@ -404,8 +405,8 @@ func TestGetOrderHistory(t *testing.T) {
k.SetDefaults()
TestSetup(t)
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
var getOrdersRequest = order.GetOrdersRequest{
OrderType: order.AnyType,
}
_, err := k.GetOrderHistory(&getOrdersRequest)
@@ -431,13 +432,13 @@ 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.XBT,
Quote: currency.USD,
},
OrderSide: exchange.BuyOrderSide,
OrderType: exchange.LimitOrderType,
OrderSide: order.Buy,
OrderType: order.Limit,
Price: 1,
Amount: 1,
ClientID: "meowOrder",
@@ -461,7 +462,7 @@ 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",
@@ -488,7 +489,7 @@ 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",
@@ -504,8 +505,8 @@ 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))
}
}
@@ -526,7 +527,7 @@ func TestGetAccountInfo(t *testing.T) {
// TestModifyOrder wrapper test
func TestModifyOrder(t *testing.T) {
_, err := k.ModifyOrder(&exchange.ModifyOrder{})
_, err := k.ModifyOrder(&order.Modify{})
if err == nil {
t.Error("ModifyOrder() Expected error")
}

118
exchanges/kraken/kraken_wrapper.go
View File

@@ -3,6 +3,7 @@ package kraken
import (
"errors"
"fmt"
"strconv"
"strings"
"sync"
"time"
@@ -12,6 +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"
@@ -203,7 +205,10 @@ func (k *Kraken) Run() {
err := k.UpdatePairs(enabledPairs, asset.Spot, true, true)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update currencies. Err: %s\n", k.Name, err)
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
k.Name,
err)
}
}
@@ -213,7 +218,10 @@ func (k *Kraken) Run() {
err := k.UpdateTradablePairs(forceUpdate)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", k.Name, err)
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
k.Name,
err)
}
}
@@ -238,7 +246,10 @@ func (k *Kraken) FetchTradablePairs(asset asset.Item) ([]string, error) {
if v.Quote[0] == 'Z' || v.Quote[0] == 'X' {
v.Quote = v.Quote[1:]
}
products = append(products, fmt.Sprintf("%v%v%v", v.Base, k.GetPairFormat(asset, false).Delimiter, v.Quote))
products = append(products, fmt.Sprintf("%v%v%v",
v.Base,
k.GetPairFormat(asset, false).Delimiter,
v.Quote))
}
return products, nil
}
@@ -268,12 +279,11 @@ func (k *Kraken) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Pri
}
for i := range pairs {
for curr, v := range tickers {
for c, t := range tickers {
pairFmt := k.FormatExchangeCurrency(pairs[i], assetType).String()
if !strings.EqualFold(pairFmt, curr) {
var altCurrency string
var ok bool
if altCurrency, ok = assetPairMap[curr]; !ok {
if !strings.EqualFold(pairFmt, c) {
altCurrency, ok := assetPairMap[c]
if !ok {
continue
}
if !strings.EqualFold(pairFmt, altCurrency) {
@@ -282,13 +292,13 @@ func (k *Kraken) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Pri
}
tickerPrice = ticker.Price{
Last: v.Last,
High: v.High,
Low: v.Low,
Bid: v.Bid,
Ask: v.Ask,
Volume: v.Volume,
Open: v.Open,
Last: t.Last,
High: t.High,
Low: t.Low,
Bid: t.Bid,
Ask: t.Ask,
Volume: t.Volume,
Open: t.Open,
Pair: pairs[i],
}
err = ticker.ProcessTicker(k.Name, &tickerPrice, assetType)
@@ -359,10 +369,10 @@ func (k *Kraken) GetAccountInfo() (exchange.AccountInfo, error) {
}
var balances []exchange.AccountCurrencyInfo
for key, data := range bal {
for key := range bal {
balances = append(balances, exchange.AccountCurrencyInfo{
CurrencyName: currency.NewCode(key),
TotalValue: data,
TotalValue: bal[key],
})
}
@@ -386,25 +396,20 @@ func (k *Kraken) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]ex
}
// SubmitOrder submits a new order
func (k *Kraken) 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 (k *Kraken) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
var args = AddOrderOptions{}
response, err := k.AddOrder(order.Pair.String(),
order.OrderSide.ToString(),
order.OrderType.ToString(),
order.Amount,
order.Price,
response, err := k.AddOrder(s.Pair.String(),
s.OrderSide.String(),
s.OrderType.String(),
s.Amount,
s.Price,
0,
0,
&args)
&AddOrderOptions{})
if len(response.TransactionIds) > 0 {
submitOrderResponse.OrderID = strings.Join(response.TransactionIds, ", ")
}
@@ -416,21 +421,21 @@ func (k *Kraken) SubmitOrder(order *exchange.OrderSubmission) (exchange.SubmitOr
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (k *Kraken) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
func (k *Kraken) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (k *Kraken) CancelOrder(order *exchange.OrderCancellation) error {
func (k *Kraken) CancelOrder(order *order.Cancel) error {
_, err := k.CancelExistingOrder(order.OrderID)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (k *Kraken) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
OrderStatus: make(map[string]string),
func (k *Kraken) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
var emptyOrderOptions OrderInfoOptions
openOrders, err := k.GetOpenOrders(emptyOrderOptions)
@@ -441,7 +446,7 @@ func (k *Kraken) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.Cancel
for orderID := range openOrders.Open {
_, err = k.CancelExistingOrder(orderID)
if err != nil {
cancelAllOrdersResponse.OrderStatus[orderID] = err.Error()
cancelAllOrdersResponse.Status[orderID] = err.Error()
}
}
@@ -449,8 +454,8 @@ func (k *Kraken) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.Cancel
}
// GetOrderInfo returns information on a current open order
func (k *Kraken) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
func (k *Kraken) GetOrderInfo(orderID string) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
@@ -506,20 +511,20 @@ func (k *Kraken) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error)
}
// GetActiveOrders retrieves any orders that are active/open
func (k *Kraken) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
func (k *Kraken) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
resp, err := k.GetOpenOrders(OrderInfoOptions{})
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
var orders []order.Detail
for i := range resp.Open {
symbol := currency.NewPairFromString(resp.Open[i].Description.Pair)
orderDate := time.Unix(int64(resp.Open[i].StartTime), 0)
side := exchange.OrderSide(strings.ToUpper(resp.Open[i].Description.Type))
orderType := exchange.OrderType(strings.ToUpper(resp.Open[i].Description.OrderType))
side := order.Side(strings.ToUpper(resp.Open[i].Description.Type))
orderType := order.Type(strings.ToUpper(resp.Open[i].Description.OrderType))
orders = append(orders, exchange.OrderDetail{
orders = append(orders, order.Detail{
ID: i,
Amount: resp.Open[i].Volume,
RemainingAmount: (resp.Open[i].Volume - resp.Open[i].VolumeExecuted),
@@ -533,22 +538,21 @@ func (k *Kraken) 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 (k *Kraken) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
func (k *Kraken) GetOrderHistory(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
req := GetClosedOrdersOptions{}
if getOrdersRequest.StartTicks.Unix() > 0 {
req.Start = fmt.Sprintf("%v", getOrdersRequest.StartTicks.Unix())
req.Start = strconv.FormatInt(getOrdersRequest.StartTicks.Unix(), 10)
}
if getOrdersRequest.EndTicks.Unix() > 0 {
req.End = fmt.Sprintf("%v", getOrdersRequest.EndTicks.Unix())
req.End = strconv.FormatInt(getOrdersRequest.EndTicks.Unix(), 10)
}
resp, err := k.GetClosedOrders(req)
@@ -556,14 +560,14 @@ func (k *Kraken) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([
return nil, err
}
var orders []exchange.OrderDetail
var orders []order.Detail
for i := range resp.Closed {
symbol := currency.NewPairFromString(resp.Closed[i].Description.Pair)
orderDate := time.Unix(int64(resp.Closed[i].StartTime), 0)
side := exchange.OrderSide(strings.ToUpper(resp.Closed[i].Description.Type))
orderType := exchange.OrderType(strings.ToUpper(resp.Closed[i].Description.OrderType))
side := order.Side(strings.ToUpper(resp.Closed[i].Description.Type))
orderType := order.Type(strings.ToUpper(resp.Closed[i].Description.OrderType))
orders = append(orders, exchange.OrderDetail{
orders = append(orders, order.Detail{
ID: i,
Amount: resp.Closed[i].Volume,
RemainingAmount: (resp.Closed[i].Volume - resp.Closed[i].VolumeExecuted),
@@ -577,8 +581,8 @@ func (k *Kraken) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([
})
}
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
order.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
order.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
return orders, nil
}