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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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23
exchanges/bithumb/bithumb_types.go
View File

@@ -127,18 +127,17 @@ type Orders struct {
// OrderData contains all individual order details
type OrderData struct {
OrderID string `json:"order_id"`
OrderCurrency string `json:"order_currency"`
OrderDate int64 `json:"order_date"`
PaymentCurrency string `json:"payment_currency"`
Type string `json:"type"`
Status string `json:"status"`
Units float64 `json:"units,string"`
UnitsRemaining float64 `json:"units_remaining,string"`
Price float64 `json:"price,string"`
Fee float64 `json:"fee,string"`
Total float64 `json:"total,string"`
DateCompleted int64 `json:"date_completed"`
OrderID string `json:"order_id"`
OrderCurrency string `json:"order_currency"`
OrderDate bithumbTime `json:"order_date"`
PaymentCurrency string `json:"payment_currency"`
Type string `json:"type"`
Status string `json:"status"`
Units float64 `json:"units,string"`
UnitsRemaining float64 `json:"units_remaining,string"`
Price float64 `json:"price,string"`
Fee float64 `json:"fee,string"`
Total float64 `json:"total,string"`
}
// UserTransactions holds users full transaction list

11
exchanges/bithumb/bithumb_wrapper.go
View File

@@ -692,12 +692,12 @@ func (b *Bithumb) GetActiveOrders(ctx context.Context, req *order.GetOrdersReque
continue
}
orderDate := time.Unix(resp.Data[i].OrderDate, 0)
orderDetail := order.Detail{
Amount: resp.Data[i].Units,
Exchange: b.Name,
ExecutedAmount: resp.Data[i].Units - resp.Data[i].UnitsRemaining,
ID: resp.Data[i].OrderID,
Date: orderDate,
Date: resp.Data[i].OrderDate.Time(),
Price: resp.Data[i].Price,
RemainingAmount: resp.Data[i].UnitsRemaining,
Status: order.Active,
@@ -750,14 +750,14 @@ func (b *Bithumb) GetOrderHistory(ctx context.Context, req *order.GetOrdersReque
continue
}
orderDate := time.Unix(resp.Data[i].OrderDate, 0)
orderDetail := order.Detail{
Amount: resp.Data[i].Units,
ExecutedAmount: resp.Data[i].Units - resp.Data[i].UnitsRemaining,
RemainingAmount: resp.Data[i].UnitsRemaining,
Exchange: b.Name,
ID: resp.Data[i].OrderID,
Date: orderDate,
Date: resp.Data[i].OrderDate.Time(),
Price: resp.Data[i].Price,
RemainingAmount: resp.Data[i].UnitsRemaining,
Pair: currency.NewPairWithDelimiter(resp.Data[i].OrderCurrency,
resp.Data[i].PaymentCurrency,
format.Delimiter),
@@ -769,6 +769,7 @@ func (b *Bithumb) GetOrderHistory(ctx context.Context, req *order.GetOrdersReque
orderDetail.Side = order.Sell
}
orderDetail.InferCostsAndTimes()
orders = append(orders, orderDetail)
}
}