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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

30
exchanges/gemini/gemini_test.go
View File

@@ -1258,26 +1258,18 @@ func TestGetSymbolDetails(t *testing.T) {
}
}
func TestSetExchangeOrderExecutionLimits(t *testing.T) {
func TestUpdateOrderExecutionLimits(t *testing.T) {
t.Parallel()
err := e.UpdateOrderExecutionLimits(t.Context(), asset.Spot)
if err != nil {
t.Fatal(err)
}
err = e.UpdateOrderExecutionLimits(t.Context(), asset.Futures)
assert.ErrorIs(t, err, asset.ErrNotSupported)
availPairs, err := e.GetAvailablePairs(asset.Spot)
require.NoError(t, err)
for x := range availPairs {
var limit order.MinMaxLevel
limit, err = e.GetOrderExecutionLimits(asset.Spot, availPairs[x])
if err != nil {
t.Fatal(err, availPairs[x])
}
if limit == (order.MinMaxLevel{}) {
t.Fatal("exchange limit should be loaded")
}
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.MinimumBaseAmount, "MinimumBaseAmount should be positive")
})
}
}

13
exchanges/gemini/gemini_wrapper.go
View File

@@ -11,8 +11,10 @@ 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"
@@ -783,13 +785,13 @@ func (e *Exchange) GetFuturesContractDetails(context.Context, asset.Item) ([]fut
// UpdateOrderExecutionLimits sets exchange executions for a required asset type
func (e *Exchange) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error {
if a != asset.Spot {
return fmt.Errorf("%w %v", asset.ErrNotSupported, a)
return fmt.Errorf("%w %q", asset.ErrNotSupported, a)
}
details, err := e.GetSymbolDetails(ctx, "all")
if err != nil {
return fmt.Errorf("cannot update exchange execution limits: %w", err)
}
resp := make([]order.MinMaxLevel, 0, len(details))
resp := make([]limits.MinMaxLevel, 0, len(details))
for i := range details {
status := strings.ToLower(details[i].Status)
if status != "open" && status != "limit_only" {
@@ -799,15 +801,14 @@ func (e *Exchange) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item)
if err != nil {
return err
}
resp = append(resp, order.MinMaxLevel{
Pair: cp,
Asset: a,
resp = append(resp, limits.MinMaxLevel{
Key: key.NewExchangeAssetPair(e.Name, a, cp),
AmountStepIncrementSize: details[i].TickSize,
MinimumBaseAmount: details[i].MinOrderSize.Float64(),
QuoteStepIncrementSize: details[i].QuoteIncrement,
})
}
return e.LoadLimits(resp)
return limits.Load(resp)
}
// GetLatestFundingRates returns the latest funding rates data