d0zingcat/gocryptotrader
1
0
Fork 0
mirror of https://github.com/d0zingcat/gocryptotrader.git synced 2026-05-13 15:09:42 +00:00
Code Issues Packages Projects Releases Wiki Activity

exchanges/order: Add TimeInForce type (#1382)

Browse Source 
* 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
This commit is contained in:
Samuael A.
2025-05-23 02:07:09 +03:00
committed by GitHub
parent 8c678063b5
commit 640960aec1
46 changed files with 1201 additions and 1424 deletions
Download Patch File Download Diff File Expand all files Collapse all files

40
exchanges/deribit/deribit_wrapper.go
View File

@@ -585,7 +585,7 @@ func (d *Deribit) SubmitOrder(ctx context.Context, s *order.Submit) (*order.Subm
return nil, err
}
timeInForce := ""
if s.ImmediateOrCancel {
if s.TimeInForce.Is(order.ImmediateOrCancel) {
timeInForce = "immediate_or_cancel"
}
var data *PrivateTradeData
@@ -597,7 +597,7 @@ func (d *Deribit) SubmitOrder(ctx context.Context, s *order.Submit) (*order.Subm
Amount: s.Amount,
Price: s.Price,
TriggerPrice: s.TriggerPrice,
PostOnly: s.PostOnly,
PostOnly: s.TimeInForce.Is(order.PostOnly),
ReduceOnly: s.ReduceOnly,
}
switch {
@@ -649,7 +649,7 @@ func (d *Deribit) ModifyOrder(ctx context.Context, action *order.Modify) (*order
var err error
reqParam := &OrderBuyAndSellParams{
TriggerPrice: action.TriggerPrice,
PostOnly: action.PostOnly,
PostOnly: action.TimeInForce.Is(order.PostOnly),
Amount: action.Amount,
OrderID: action.OrderID,
Price: action.Price,
@@ -773,10 +773,15 @@ func (d *Deribit) GetOrderInfo(ctx context.Context, orderID string, _ currency.P
return nil, fmt.Errorf("%v: orderStatus %s not supported", d.Name, orderInfo.OrderState)
}
}
var tif order.TimeInForce
tif, err = timeInForceFromString(orderInfo.TimeInForce, orderInfo.PostOnly)
if err != nil {
return nil, err
}
return &order.Detail{
AssetType: assetType,
Exchange: d.Name,
PostOnly: orderInfo.PostOnly,
TimeInForce: tif,
Price: orderInfo.Price,
Amount: orderInfo.Amount,
ExecutedAmount: orderInfo.FilledAmount,
@@ -894,10 +899,15 @@ func (d *Deribit) GetActiveOrders(ctx context.Context, getOrdersRequest *order.M
if ordersData[y].OrderState != "open" {
continue
}
var tif order.TimeInForce
tif, err = timeInForceFromString(ordersData[y].TimeInForce, ordersData[y].PostOnly)
if err != nil {
return nil, err
}
resp = append(resp, order.Detail{
AssetType: getOrdersRequest.AssetType,
Exchange: d.Name,
PostOnly: ordersData[y].PostOnly,
Price: ordersData[y].Price,
Amount: ordersData[y].Amount,
ExecutedAmount: ordersData[y].FilledAmount,
@@ -909,6 +919,7 @@ func (d *Deribit) GetActiveOrders(ctx context.Context, getOrdersRequest *order.M
Side: orderSide,
Type: orderType,
Status: orderStatus,
TimeInForce: tif,
})
}
}
@@ -963,10 +974,15 @@ func (d *Deribit) GetOrderHistory(ctx context.Context, getOrdersRequest *order.M
return resp, fmt.Errorf("%v: orderStatus %s not supported", d.Name, ordersData[y].OrderState)
}
}
var tif order.TimeInForce
tif, err = timeInForceFromString(ordersData[y].TimeInForce, ordersData[y].PostOnly)
if err != nil {
return nil, err
}
resp = append(resp, order.Detail{
AssetType: getOrdersRequest.AssetType,
Exchange: d.Name,
PostOnly: ordersData[y].PostOnly,
Price: ordersData[y].Price,
Amount: ordersData[y].Amount,
ExecutedAmount: ordersData[y].FilledAmount,
@@ -978,6 +994,7 @@ func (d *Deribit) GetOrderHistory(ctx context.Context, getOrdersRequest *order.M
Side: orderSide,
Type: orderType,
Status: orderStatus,
TimeInForce: tif,
})
}
}
@@ -1555,3 +1572,14 @@ func (d *Deribit) formatPairString(assetType asset.Item, pair currency.Pair) str
}
return pair.String()
}
func timeInForceFromString(timeInForceString string, postOnly bool) (order.TimeInForce, error) {
tif, err := order.StringToTimeInForce(timeInForceString)
if err != nil {
return order.UnknownTIF, err
}
if postOnly {
tif |= order.PostOnly
}
return tif, nil
}