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

@@ -1016,6 +1016,7 @@ func (f *FTX) GetOrderHistory(ctx context.Context, getOrdersRequest *order.GetOr
tempResp.ID = strconv.FormatInt(orderData[y].ID, 10)
tempResp.Amount = orderData[y].Size
tempResp.AssetType = assetType
tempResp.AverageExecutedPrice = orderData[y].AvgFillPrice
tempResp.ClientOrderID = orderData[y].ClientID
tempResp.Date = orderData[y].CreatedAt
tempResp.Exchange = f.Name
@@ -1080,6 +1081,7 @@ func (f *FTX) GetOrderHistory(ctx context.Context, getOrdersRequest *order.GetOr
tempResp.Side = orderVars.Side
tempResp.Type = orderVars.OrderType
tempResp.Fee = orderVars.Fee
tempResp.InferCostsAndTimes()
resp = append(resp, tempResp)
}
}