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exchange/order/limits: Migrate to new package and integrate with exchanges (#1860)

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* move limits, transition to key gen

* rollout NewExchangePairAssetKey everywhere

* test improvements

* self-review fixes

* ok, lets go

* fix merge issue

* slower value func,assertify,drop IsValidPairString

* remove binance reference for backtesting test

* Redundant nil checks removed due to redundancy

* Update order_test.go

* Move limits back into /exchanges/

* puts limits in a different box again

* SHAZBERT SPECIAL SUGGESTIONS

* Update gateio_wrapper.go

* fixes all build issues

* Many niteroos!

* something has gone awry

* bugfix

* gk's everywhere nits

* lint

* extra lint

* re-remove IsValidPairString

* lint fix

* standardise test

* revert some bads

* dupe rm

* another revert 360 mcgee

* un-in-revertify

* Update exchange/order/limits/levels_test.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* fix

* Update exchanges/binance/binance_test.go

HERE'S HOPING GITHUB FORMATS THIS CORRECTLY!

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* update text

* rn func, same line err gk4202000

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
This commit is contained in:
Scott
2025-08-26 12:30:21 +10:00
committed by GitHub
parent fc0f262c42
commit 85403fe801
103 changed files with 1751 additions and 2168 deletions
Download Patch File Download Diff File Expand all files Collapse all files

50
exchanges/bitstamp/bitstamp_test.go
View File

@@ -241,42 +241,24 @@ func TestUpdateTradablePairs(t *testing.T) {
func TestUpdateOrderExecutionLimits(t *testing.T) {
t.Parallel()
type limitTest struct {
pair currency.Pair
step float64
min float64
}
tests := map[asset.Item][]limitTest{
asset.Spot: {
{currency.NewPair(currency.ETH, currency.USDT), 0.01, 20},
{currency.NewBTCUSDT(), 0.01, 20},
},
}
for assetItem, limitTests := range tests {
if err := e.UpdateOrderExecutionLimits(t.Context(), assetItem); err != nil {
t.Errorf("Error fetching %s pairs for test: %v", assetItem, err)
}
for _, limitTest := range limitTests {
limits, err := e.GetOrderExecutionLimits(assetItem, limitTest.pair)
if err != nil {
t.Errorf("Bitstamp GetOrderExecutionLimits() error during TestExecutionLimits; Asset: %s Pair: %s Err: %v", assetItem, limitTest.pair, err)
continue
}
assert.NotEmpty(t, limits.Pair, "Pair should not be empty")
assert.Positive(t, limits.PriceStepIncrementSize, "PriceStepIncrementSize should be positive")
assert.Positive(t, limits.AmountStepIncrementSize, "AmountStepIncrementSize should be positive")
assert.Positive(t, limits.MinimumQuoteAmount, "MinimumQuoteAmount should be positive")
for _, a := range e.GetAssetTypes(false) {
t.Run(a.String(), func(t *testing.T) {
t.Parallel()
require.NoError(t, e.UpdateOrderExecutionLimits(t.Context(), a), "UpdateOrderExecutionLimits must not error")
pairs, err := e.CurrencyPairs.GetPairs(a, false)
require.NoError(t, err, "GetPairs must not error")
l, err := e.GetOrderExecutionLimits(a, pairs[0])
require.NoError(t, err, "GetOrderExecutionLimits must not error")
assert.Positive(t, l.PriceStepIncrementSize, "PriceStepIncrementSize should not be zero")
assert.NotEmpty(t, l.Key.Pair(), "Pair should not be empty")
assert.Positive(t, l.PriceStepIncrementSize, "PriceStepIncrementSize should be positive")
assert.Positive(t, l.AmountStepIncrementSize, "AmountStepIncrementSize should be positive")
assert.Positive(t, l.MinimumQuoteAmount, "MinimumQuoteAmount should be positive")
if mockTests {
if got := limits.PriceStepIncrementSize; got != limitTest.step {
t.Errorf("Bitstamp UpdateOrderExecutionLimits wrong PriceStepIncrementSize; Asset: %s Pair: %s Expected: %v Got: %v", assetItem, limitTest.pair, limitTest.step, got)
}
if got := limits.MinimumQuoteAmount; got != limitTest.min {
t.Errorf("Bitstamp UpdateOrderExecutionLimits wrong MinAmount; Pair: %s Expected: %v Got: %v", limitTest.pair, limitTest.min, got)
}
assert.Equal(t, 0.01, l.PriceStepIncrementSize, "PriceStepIncrementSize should be 0.01")
assert.Equal(t, 20., l.MinimumQuoteAmount, "MinimumQuoteAmount should be 20")
}
}
})
}
}

11
exchanges/bitstamp/bitstamp_wrapper.go
View File

@@ -10,8 +10,10 @@ import (
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/key"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchange/order/limits"
"github.com/thrasher-corp/gocryptotrader/exchange/websocket"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
@@ -215,7 +217,7 @@ func (e *Exchange) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item)
if err != nil {
return err
}
limits := make([]order.MinMaxLevel, 0, len(symbols))
l := make([]limits.MinMaxLevel, 0, len(symbols))
for x, info := range symbols {
if symbols[x].Trading != "Enabled" {
continue
@@ -224,15 +226,14 @@ func (e *Exchange) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item)
if err != nil {
return err
}
limits = append(limits, order.MinMaxLevel{
Asset: a,
Pair: pair,
l = append(l, limits.MinMaxLevel{
Key: key.NewExchangeAssetPair(e.Name, a, pair),
PriceStepIncrementSize: math.Pow10(-info.CounterDecimals),
AmountStepIncrementSize: math.Pow10(-info.BaseDecimals),
MinimumQuoteAmount: info.MinimumOrder,
})
}
if err := e.LoadLimits(limits); err != nil {
if err := limits.Load(l); err != nil {
return fmt.Errorf("%s Error loading exchange limits: %v", e.Name, err)
}
return nil