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
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

View File

@@ -670,21 +670,26 @@ func (e *EXMO) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest)
var orders []order.Detail
for i := range allTrades {
symbol, err := currency.NewPairDelimiter(allTrades[i].Pair, "_")
pair, err := currency.NewPairDelimiter(allTrades[i].Pair, "_")
if err != nil {
return nil, err
}
orderDate := time.Unix(allTrades[i].Date, 0)
orderSide := order.Side(strings.ToUpper(allTrades[i].Type))
orders = append(orders, order.Detail{
ID: strconv.FormatInt(allTrades[i].TradeID, 10),
Amount: allTrades[i].Quantity,
Date: orderDate,
Price: allTrades[i].Price,
Side: orderSide,
Exchange: e.Name,
Pair: symbol,
})
detail := order.Detail{
ID: strconv.FormatInt(allTrades[i].TradeID, 10),
Amount: allTrades[i].Quantity,
ExecutedAmount: allTrades[i].Quantity,
Cost: allTrades[i].Amount,
CostAsset: pair.Quote,
Date: orderDate,
Price: allTrades[i].Price,
Side: orderSide,
Exchange: e.Name,
Pair: pair,
}
detail.InferCostsAndTimes()
orders = append(orders, detail)
}
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)