exchanges/order: Add TimeInForce type (#1382)

* Added TimeInForce type and updated related files

* Linter issue fix and minor coinbasepro type update

* Bitrex consts update

* added unit test and minor changes in bittrex

* Unit tests update

* Fix minor linter issues

* Update TestStringToTimeInForce unit test

* fix conflict with gateio timeInForce

* Update order tests

* Complete updating the order unit tests

* update kucoin and deribit wrapper to match the time in force change

* fix time-in-force related test errors

* linter issue fix

* time in force constants, functions and unit tests update

* shift tif policies to TimeInForce

* Update time-in-force, related functions, and unit tests

* fix linter issue and time-in-force processing

* added a good till crossing tif value

* order type fix and fix related tim-in-force entries

* update time-in-force unmarshaling and unit test

* fix time-in-force error in gateio

* linter issue fix

* update based on review comments

* add unit test and fix missing issues

* minor fix and added benchmark unit test

* change GTT to GTC for limit

* fix linter issue

* added time-in-force value to place order param

* fix minor issues based on review comment and move tif code to separate files

* update on exchanges linked to time-in-force

* resolve missing review comments

* minor linter issues fix

* added time-in-force handler and update timeInForce parametered endpoint

* minor fixes based on review

* nits fix

* update based on review

* linter fix

* rm getTimeInForce func and minor change to time-in-force

* minor change

* update based on review comments

* wrappers and time-in-force calling approach

* minor change

* update gateio string to timeInForce conversion and unit test

* updated order test unit tes functions

* minor fixes on unit tests

* nits fix based on feedback

* update TestDeriveCancel unit test assert messages

* update TestDeriveCancel unit test assert messages

* update timeInForceFromString method to return formatted error and update functions using it

* restructure and fix minor exchanges time-in-force handling issues

* replaced unused getTypeFromTimeInForce with inline switch-based order type check

* separated the repeated timeInForce conversion code to  a function

* update exchanges time-in-force handling based on review comments

* limter fix

* edded comment to validTimesInForce var

* added comment to gateio's timeInForceString func

* added goodTillCancel switch case to gateio timeInForceString func

exchanges/binance/binance.go

@@ -613,7 +613,7 @@ func (b *Binance) newOrder(ctx context.Context, api string, o *NewOrderRequest,
 		params.Set("price", strconv.FormatFloat(o.Price, 'f', -1, 64))
 	}
 	if o.TimeInForce != "" {
-		params.Set("timeInForce", string(o.TimeInForce))
+		params.Set("timeInForce", o.TimeInForce)
 	}
 
 	if o.NewClientOrderID != "" {

exchanges/binance/binance_cfutures.go

@@ -991,8 +991,8 @@ func (b *Binance) FuturesNewOrder(ctx context.Context, x *FuturesNewOrderRequest
 		params.Set("positionSide", x.PositionSide)
 	}
 	params.Set("type", x.OrderType)
-	if string(x.TimeInForce) != "" {
-		params.Set("timeInForce", string(x.TimeInForce))
+	if x.TimeInForce != "" {
+		params.Set("timeInForce", x.TimeInForce)
 	}
 	if x.ReduceOnly {
 		params.Set("reduceOnly", "true")

exchanges/binance/binance_test.go

@@ -865,7 +865,7 @@ func TestFuturesNewOrder(t *testing.T) {
 			Symbol:      currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"),
 			Side:        "BUY",
 			OrderType:   "LIMIT",
-			TimeInForce: BinanceRequestParamsTimeGTC,
+			TimeInForce: order.GoodTillCancel.String(),
 			Quantity:    1,
 			Price:       1,
 		},
@@ -1418,7 +1418,7 @@ func TestNewOrderTest(t *testing.T) {
 		TradeType:   BinanceRequestParamsOrderLimit,
 		Price:       0.0025,
 		Quantity:    100000,
-		TimeInForce: BinanceRequestParamsTimeGTC,
+		TimeInForce: order.GoodTillCancel.String(),
 	}
 
 	err := b.NewOrderTest(t.Context(), req)

exchanges/binance/binance_types.go

@@ -375,7 +375,7 @@ type NewOrderRequest struct {
 	TradeType RequestParamsOrderType
 	// TimeInForce specifies how long the order remains in effect.
 	// Examples are (Good Till Cancel (GTC), Immediate or Cancel (IOC) and Fill Or Kill (FOK))
-	TimeInForce RequestParamsTimeForceType
+	TimeInForce string
 	// Quantity is the total base qty spent or received in an order.
 	Quantity float64
 	// QuoteOrderQty is the total quote qty spent or received in a MARKET order.
@@ -486,20 +486,6 @@ type MarginAccountAsset struct {
 	NetAsset float64 `json:"netAsset,string"`
 }
 
-// RequestParamsTimeForceType Time in force
-type RequestParamsTimeForceType string
-
-var (
-	// BinanceRequestParamsTimeGTC GTC
-	BinanceRequestParamsTimeGTC = RequestParamsTimeForceType("GTC")
-
-	// BinanceRequestParamsTimeIOC IOC
-	BinanceRequestParamsTimeIOC = RequestParamsTimeForceType("IOC")
-
-	// BinanceRequestParamsTimeFOK FOK
-	BinanceRequestParamsTimeFOK = RequestParamsTimeForceType("FOK")
-)
-
 // RequestParamsOrderType trade order type
 type RequestParamsOrderType string
 

exchanges/binance/binance_wrapper.go

@@ -864,15 +864,15 @@ func (b *Binance) SubmitOrder(ctx context.Context, s *order.Submit) (*order.Subm
 		} else {
 			sideType = order.Sell.String()
 		}
-		timeInForce := BinanceRequestParamsTimeGTC
+		timeInForce := order.GoodTillCancel.String()
 		var requestParamsOrderType RequestParamsOrderType
 		switch s.Type {
 		case order.Market:
 			timeInForce = ""
 			requestParamsOrderType = BinanceRequestParamsOrderMarket
 		case order.Limit:
-			if s.ImmediateOrCancel {
-				timeInForce = BinanceRequestParamsTimeIOC
+			if s.TimeInForce.Is(order.ImmediateOrCancel) {
+				timeInForce = order.ImmediateOrCancel.String()
 			}
 			requestParamsOrderType = BinanceRequestParamsOrderLimit
 		default:
@@ -918,15 +918,11 @@ func (b *Binance) SubmitOrder(ctx context.Context, s *order.Submit) (*order.Subm
 			return nil, errors.New("invalid side")
 		}
 
-		var (
-			oType       string
-			timeInForce RequestParamsTimeForceType
-		)
-
+		var oType, timeInForce string
 		switch s.Type {
 		case order.Limit:
 			oType = cfuturesLimit
-			timeInForce = BinanceRequestParamsTimeGTC
+			timeInForce = order.GoodTillCancel.String()
 		case order.Market:
 			oType = cfuturesMarket
 		case order.Stop:

exchanges/binance/cfutures_types.go

@@ -213,7 +213,7 @@ type FuturesNewOrderRequest struct {
 	Side             string
 	PositionSide     string
 	OrderType        string
-	TimeInForce      RequestParamsTimeForceType
+	TimeInForce      string
 	NewClientOrderID string
 	ClosePosition    string
 	WorkingType      string