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Exchanges: enrich order history with avg executed price, cost, and more (#792)

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* Exchanges: enrich order history with avg executed price, cost, and more

* Fix division by zero in order detail enrichment

* Remove DateCompleted from Bithumb OrderData and fix OrderDate parsing

* Fixes on order detail fields and rename EnrichOrderDetail to CalculateCostsAndAmounts

* BTSE order history populate name and id

* Calculate average executed price for market order or when order amount is zero

* Minor fixes on infer order amounts, costs, and times

* Attach InferAmountsCostsAndTimes to Order.Detail

* Binance: fix order status

* Always use order.StringToOrderStatus() and ensure order has at least one of executed/remaining amount set
This commit is contained in:
khcchiu
2021-10-26 08:22:30 +08:00
committed by GitHub
parent 6345014612
commit 8617b50ff6
33 changed files with 556 additions and 259 deletions
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2
exchanges/alphapoint/alphapoint_wrapper.go
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@@ -376,6 +376,7 @@ func (a *Alphapoint) GetActiveOrders(ctx context.Context, req *order.GetOrdersRe
orderDetail := order.Detail{
Amount: resp[x].OpenOrders[y].QtyTotal,
Exchange: a.Name,
ExecutedAmount: resp[x].OpenOrders[y].QtyTotal - resp[x].OpenOrders[y].QtyRemaining,
AccountID: strconv.FormatInt(int64(resp[x].OpenOrders[y].AccountID), 10),
ID: strconv.FormatInt(int64(resp[x].OpenOrders[y].ServerOrderID), 10),
Price: resp[x].OpenOrders[y].Price,
@@ -423,6 +424,7 @@ func (a *Alphapoint) GetOrderHistory(ctx context.Context, req *order.GetOrdersRe
Amount: resp[x].OpenOrders[y].QtyTotal,
AccountID: strconv.FormatInt(int64(resp[x].OpenOrders[y].AccountID), 10),
Exchange: a.Name,
ExecutedAmount: resp[x].OpenOrders[y].QtyTotal - resp[x].OpenOrders[y].QtyRemaining,
ID: strconv.FormatInt(int64(resp[x].OpenOrders[y].ServerOrderID), 10),
Price: resp[x].OpenOrders[y].Price,
RemainingAmount: resp[x].OpenOrders[y].QtyRemaining,