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

@@ -10,6 +10,7 @@ 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/sharedtestvalues"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
)
@@ -272,8 +273,8 @@ func TestGetActiveOrders(t *testing.T) {
l.SetDefaults()
TestSetup(t)
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
var getOrdersRequest = order.GetOrdersRequest{
OrderType: order.AnyType,
}
_, err := l.GetActiveOrders(&getOrdersRequest)
@@ -288,8 +289,8 @@ func TestGetOrderHistory(t *testing.T) {
l.SetDefaults()
TestSetup(t)
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
var getOrdersRequest = order.GetOrdersRequest{
OrderType: order.AnyType,
}
_, err := l.GetOrderHistory(&getOrdersRequest)
@@ -314,13 +315,13 @@ 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.EUR,
},
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 := l.ModifyOrder(&exchange.ModifyOrder{})
_, err := l.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"
@@ -324,21 +325,17 @@ func (l *LakeBTC) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]e
}
// SubmitOrder submits a new order
func (l *LakeBTC) 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 (l *LakeBTC) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
isBuyOrder := order.OrderSide == exchange.BuyOrderSide
response, err := l.Trade(isBuyOrder, order.Amount, order.Price,
order.Pair.Lower().String())
isBuyOrder := s.OrderSide == order.Buy
response, err := l.Trade(isBuyOrder, s.Amount, s.Price,
s.Pair.Lower().String())
if response.ID > 0 {
submitOrderResponse.OrderID = fmt.Sprintf("%v", response.ID)
submitOrderResponse.OrderID = strconv.FormatInt(response.ID, 10)
}
if err == nil {
submitOrderResponse.IsOrderPlaced = true
@@ -348,12 +345,12 @@ func (l *LakeBTC) SubmitOrder(order *exchange.OrderSubmission) (exchange.SubmitO
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (l *LakeBTC) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
func (l *LakeBTC) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (l *LakeBTC) CancelOrder(order *exchange.OrderCancellation) error {
func (l *LakeBTC) CancelOrder(order *order.Cancel) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
@@ -364,8 +361,8 @@ func (l *LakeBTC) CancelOrder(order *exchange.OrderCancellation) error {
}
// CancelAllOrders cancels all orders associated with a currency pair
func (l *LakeBTC) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
var cancelAllOrdersResponse exchange.CancelAllOrdersResponse
func (l *LakeBTC) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
var cancelAllOrdersResponse order.CancelAllResponse
openOrders, err := l.GetOpenOrders()
if err != nil {
return cancelAllOrdersResponse, err
@@ -381,8 +378,8 @@ func (l *LakeBTC) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.Cance
}
// GetOrderInfo returns information on a current open order
func (l *LakeBTC) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
func (l *LakeBTC) GetOrderInfo(orderID string) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
@@ -413,7 +410,7 @@ func (l *LakeBTC) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoWi
return "", err
}
return fmt.Sprintf("%v", resp.ID), nil
return strconv.FormatInt(resp.ID, 10), nil
}
// WithdrawFiatFunds returns a withdrawal ID when a
@@ -443,23 +440,23 @@ func (l *LakeBTC) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error)
}
// GetActiveOrders retrieves any orders that are active/open
func (l *LakeBTC) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
func (l *LakeBTC) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
resp, err := l.GetOpenOrders()
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
for _, order := range resp {
symbol := currency.NewPairDelimiter(order.Symbol,
var orders []order.Detail
for i := range resp {
symbol := currency.NewPairDelimiter(resp[i].Symbol,
l.GetPairFormat(asset.Spot, false).Delimiter)
orderDate := time.Unix(order.At, 0)
side := exchange.OrderSide(strings.ToUpper(order.Type))
orderDate := time.Unix(resp[i].At, 0)
side := order.Side(strings.ToUpper(resp[i].Type))
orders = append(orders, exchange.OrderDetail{
Amount: order.Amount,
ID: fmt.Sprintf("%v", order.ID),
Price: order.Price,
orders = append(orders, order.Detail{
Amount: resp[i].Amount,
ID: strconv.FormatInt(resp[i].ID, 10),
Price: resp[i].Price,
OrderSide: side,
OrderDate: orderDate,
CurrencyPair: symbol,
@@ -467,36 +464,36 @@ func (l *LakeBTC) 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 (l *LakeBTC) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
func (l *LakeBTC) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
resp, err := l.GetOrders([]int64{})
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
for _, order := range resp {
if order.State == "active" {
var orders []order.Detail
for i := range resp {
if resp[i].State == "active" {
continue
}
symbol := currency.NewPairDelimiter(order.Symbol,
symbol := currency.NewPairDelimiter(resp[i].Symbol,
l.GetPairFormat(asset.Spot, false).Delimiter)
orderDate := time.Unix(order.At, 0)
side := exchange.OrderSide(strings.ToUpper(order.Type))
orderDate := time.Unix(resp[i].At, 0)
side := order.Side(strings.ToUpper(resp[i].Type))
orders = append(orders, exchange.OrderDetail{
Amount: order.Amount,
ID: fmt.Sprintf("%v", order.ID),
Price: order.Price,
orders = append(orders, order.Detail{
Amount: resp[i].Amount,
ID: strconv.FormatInt(resp[i].ID, 10),
Price: resp[i].Price,
OrderSide: side,
OrderDate: orderDate,
CurrencyPair: symbol,
@@ -504,10 +501,9 @@ func (l *LakeBTC) 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
}