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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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39
exchanges/gateio/gateio_wrapper.go
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@@ -605,7 +605,9 @@ func (g *Gateio) GetOrderInfo(ctx context.Context, orderID string, pair currency
orderDetail.ExecutedAmount = orders.Orders[x].FilledAmount
orderDetail.Amount = orders.Orders[x].InitialAmount
orderDetail.Date = time.Unix(orders.Orders[x].Timestamp, 0)
orderDetail.Status = order.Status(orders.Orders[x].Status)
if orderDetail.Status, err = order.StringToOrderStatus(orders.Orders[x].Status); err != nil {
log.Errorf(log.ExchangeSys, "%s %v", g.Name, err)
}
orderDetail.Price = orders.Orders[x].Rate
orderDetail.Pair, err = currency.NewPairDelimiter(orders.Orders[x].CurrencyPair,
format.Delimiter)
@@ -763,17 +765,22 @@ func (g *Gateio) GetActiveOrders(ctx context.Context, req *order.GetOrdersReques
return nil, err
}
side := order.Side(strings.ToUpper(resp.Orders[i].Type))
status, err := order.StringToOrderStatus(resp.Orders[i].Status)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", g.Name, err)
}
orderDate := time.Unix(resp.Orders[i].Timestamp, 0)
orders = append(orders, order.Detail{
ID: resp.Orders[i].OrderNumber,
Amount: resp.Orders[i].Amount,
Price: resp.Orders[i].Rate,
ExecutedAmount: resp.Orders[i].Amount - resp.Orders[i].FilledAmount,
RemainingAmount: resp.Orders[i].FilledAmount,
Price: resp.Orders[i].Rate,
Date: orderDate,
Side: side,
Exchange: g.Name,
Pair: symbol,
Status: order.Status(resp.Orders[i].Status),
Status: status,
})
}
}
@@ -805,22 +812,26 @@ func (g *Gateio) GetOrderHistory(ctx context.Context, req *order.GetOrdersReques
var orders []order.Detail
for i := range trades {
var symbol currency.Pair
symbol, err = currency.NewPairDelimiter(trades[i].Pair, format.Delimiter)
var pair currency.Pair
pair, err = currency.NewPairDelimiter(trades[i].Pair, format.Delimiter)
if err != nil {
return nil, err
}
side := order.Side(strings.ToUpper(trades[i].Type))
orderDate := time.Unix(trades[i].TimeUnix, 0)
orders = append(orders, order.Detail{
ID: strconv.FormatInt(trades[i].OrderID, 10),
Amount: trades[i].Amount,
Price: trades[i].Rate,
Date: orderDate,
Side: side,
Exchange: g.Name,
Pair: symbol,
})
detail := order.Detail{
ID: strconv.FormatInt(trades[i].OrderID, 10),
Amount: trades[i].Amount,
ExecutedAmount: trades[i].Amount,
Price: trades[i].Rate,
AverageExecutedPrice: trades[i].Rate,
Date: orderDate,
Side: side,
Exchange: g.Name,
Pair: pair,
}
detail.InferCostsAndTimes()
orders = append(orders, detail)
}
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)