d0zingcat/gocryptotrader
1
0
Fork 0
mirror of https://github.com/d0zingcat/gocryptotrader.git synced 2026-06-07 23:16:53 +00:00
Code Issues Packages Projects Releases Wiki Activity

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

Browse Source 
* 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
Download Patch File Download Diff File Expand all files Collapse all files

49
exchanges/binance/binance_wrapper.go
View File

@@ -1130,7 +1130,7 @@ func (b *Binance) GetOrderInfo(ctx context.Context, orderID string, pair currenc
orderSide := order.Side(resp.Side)
status, err := order.StringToOrderStatus(resp.Status)
if err != nil {
return respData, err
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
orderType := order.Limit
if resp.Type == "MARKET" {
@@ -1295,6 +1295,10 @@ func (b *Binance) GetActiveOrders(ctx context.Context, req *order.GetOrdersReque
for x := range resp {
orderSide := order.Side(strings.ToUpper(resp[x].Side))
orderType := order.Type(strings.ToUpper(resp[x].Type))
orderStatus, err := order.StringToOrderStatus(resp[i].Status)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
orders = append(orders, order.Detail{
Amount: resp[x].OrigQty,
Date: resp[x].Time,
@@ -1304,7 +1308,7 @@ func (b *Binance) GetActiveOrders(ctx context.Context, req *order.GetOrdersReque
Side: orderSide,
Type: orderType,
Price: resp[x].Price,
Status: order.Status(resp[x].Status),
Status: orderStatus,
Pair: req.Pairs[i],
AssetType: req.AssetType,
LastUpdated: resp[x].UpdateTime,
@@ -1411,22 +1415,39 @@ func (b *Binance) GetOrderHistory(ctx context.Context, req *order.GetOrdersReque
for i := range resp {
orderSide := order.Side(strings.ToUpper(resp[i].Side))
orderType := order.Type(strings.ToUpper(resp[i].Type))
orderStatus, err := order.StringToOrderStatus(resp[i].Status)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
// New orders are covered in GetOpenOrders
if resp[i].Status == "NEW" {
if orderStatus == order.New {
continue
}
orders = append(orders, order.Detail{
Amount: resp[i].OrigQty,
Date: resp[i].Time,
Exchange: b.Name,
ID: strconv.FormatInt(resp[i].OrderID, 10),
Side: orderSide,
Type: orderType,
Price: resp[i].Price,
Pair: req.Pairs[x],
Status: order.Status(resp[i].Status),
})
var cost float64
// For some historical orders cummulativeQuoteQty will be < 0,
// meaning the data is not available at this time.
if resp[i].CummulativeQuoteQty > 0 {
cost = resp[i].CummulativeQuoteQty
}
detail := order.Detail{
Amount: resp[i].OrigQty,
ExecutedAmount: resp[i].ExecutedQty,
RemainingAmount: resp[i].OrigQty - resp[i].ExecutedQty,
Cost: cost,
CostAsset: req.Pairs[x].Quote,
Date: resp[i].Time,
LastUpdated: resp[i].UpdateTime,
Exchange: b.Name,
ID: strconv.FormatInt(resp[i].OrderID, 10),
Side: orderSide,
Type: orderType,
Price: resp[i].Price,
Pair: req.Pairs[x],
Status: orderStatus,
}
detail.InferCostsAndTimes()
orders = append(orders, detail)
}
}
case asset.CoinMarginedFutures: