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

* 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

exchanges/bitmex/bitmex_types.go

@@ -291,18 +291,18 @@ type Order struct {
 	ClOrdID               string    `json:"clOrdID"`
 	ClOrdLinkID           string    `json:"clOrdLinkID"`
 	ContingencyType       string    `json:"contingencyType"`
-	CumQty                int64     `json:"cumQty"`
+	CumQty                float64   `json:"cumQty"`
 	Currency              string    `json:"currency"`
 	DisplayQuantity       int64     `json:"displayQty"`
 	ExDestination         string    `json:"exDestination"`
 	ExecInst              string    `json:"execInst"`
-	LeavesQty             int64     `json:"leavesQty"`
+	LeavesQty             float64   `json:"leavesQty"`
 	MultiLegReportingType string    `json:"multiLegReportingType"`
 	OrdRejReason          string    `json:"ordRejReason"`
 	OrdStatus             string    `json:"ordStatus"`
 	OrdType               int64     `json:"ordType,string"`
 	OrderID               string    `json:"orderID"`
-	OrderQty              int64     `json:"orderQty"`
+	OrderQty              float64   `json:"orderQty"`
 	PegOffsetValue        float64   `json:"pegOffsetValue"`
 	PegPriceType          string    `json:"pegPriceType"`
 	Price                 float64   `json:"price"`
@@ -316,7 +316,7 @@ type Order struct {
 	Text                  string    `json:"text"`
 	TimeInForce           string    `json:"timeInForce"`
 	Timestamp             time.Time `json:"timestamp"`
-	TransactTime          string    `json:"transactTime"`
+	TransactTime          time.Time `json:"transactTime"`
 	Triggered             string    `json:"triggered"`
 	WorkingIndicator      bool      `json:"workingIndicator"`
 }

exchanges/bitmex/bitmex_wrapper.go

@@ -748,20 +748,26 @@ func (b *Bitmex) GetActiveOrders(ctx context.Context, req *order.GetOrdersReques
 
 	for i := range resp {
 		orderSide := orderSideMap[resp[i].Side]
+		orderStatus, err := order.StringToOrderStatus(resp[i].OrdStatus)
+		if err != nil {
+			log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
+		}
 		orderType := orderTypeMap[resp[i].OrdType]
 		if orderType == "" {
 			orderType = order.UnknownType
 		}
 
 		orderDetail := order.Detail{
-			Date:     resp[i].Timestamp,
-			Price:    resp[i].Price,
-			Amount:   float64(resp[i].OrderQty),
-			Exchange: b.Name,
-			ID:       resp[i].OrderID,
-			Side:     orderSide,
-			Type:     orderType,
-			Status:   order.Status(resp[i].OrdStatus),
+			Date:            resp[i].Timestamp,
+			Price:           resp[i].Price,
+			Amount:          resp[i].OrderQty,
+			ExecutedAmount:  resp[i].CumQty,
+			RemainingAmount: resp[i].LeavesQty,
+			Exchange:        b.Name,
+			ID:              resp[i].OrderID,
+			Side:            orderSide,
+			Status:          orderStatus,
+			Type:            orderType,
 			Pair: currency.NewPairWithDelimiter(resp[i].Symbol,
 				resp[i].SettlCurrency,
 				format.Delimiter),
@@ -799,23 +805,32 @@ func (b *Bitmex) GetOrderHistory(ctx context.Context, req *order.GetOrdersReques
 
 	for i := range resp {
 		orderSide := orderSideMap[resp[i].Side]
+		orderStatus, err := order.StringToOrderStatus(resp[i].OrdStatus)
+		if err != nil {
+			log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
+		}
 		orderType := orderTypeMap[resp[i].OrdType]
 		if orderType == "" {
 			orderType = order.UnknownType
 		}
+		pair := currency.NewPairWithDelimiter(resp[i].Symbol, resp[i].SettlCurrency, format.Delimiter)
 
 		orderDetail := order.Detail{
-			Price:    resp[i].Price,
-			Amount:   float64(resp[i].OrderQty),
-			Exchange: b.Name,
-			ID:       resp[i].OrderID,
-			Side:     orderSide,
-			Type:     orderType,
-			Status:   order.Status(resp[i].OrdStatus),
-			Pair: currency.NewPairWithDelimiter(resp[i].Symbol,
-				resp[i].SettlCurrency,
-				format.Delimiter),
+			Price:                resp[i].Price,
+			AverageExecutedPrice: resp[i].AvgPx,
+			Amount:               resp[i].OrderQty,
+			ExecutedAmount:       resp[i].CumQty,
+			RemainingAmount:      resp[i].LeavesQty,
+			Date:                 resp[i].TransactTime,
+			CloseTime:            resp[i].Timestamp,
+			Exchange:             b.Name,
+			ID:                   resp[i].OrderID,
+			Side:                 orderSide,
+			Status:               orderStatus,
+			Type:                 orderType,
+			Pair:                 pair,
 		}
+		orderDetail.InferCostsAndTimes()
 
 		orders = append(orders, orderDetail)
 	}