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

@@ -757,18 +757,24 @@ func (g *Gemini) GetOrderHistory(ctx context.Context, req *order.GetOrdersReques
side := order.Side(strings.ToUpper(trades[i].Type))
orderDate := time.Unix(trades[i].Timestamp, 0)
orders = append(orders, order.Detail{
Amount: trades[i].Amount,
ID: strconv.FormatInt(trades[i].OrderID, 10),
Exchange: g.Name,
Date: orderDate,
Side: side,
Fee: trades[i].FeeAmount,
Price: trades[i].Price,
Pair: currency.NewPairWithDelimiter(trades[i].BaseCurrency,
detail := order.Detail{
ID: strconv.FormatInt(trades[i].OrderID, 10),
Amount: trades[i].Amount,
ExecutedAmount: trades[i].Amount,
Exchange: g.Name,
Date: orderDate,
Side: side,
Fee: trades[i].FeeAmount,
Price: trades[i].Price,
AverageExecutedPrice: trades[i].Price,
Pair: currency.NewPairWithDelimiter(
trades[i].BaseCurrency,
trades[i].QuoteCurrency,
format.Delimiter),
})
format.Delimiter,
),
}
detail.InferCostsAndTimes()
orders = append(orders, detail)
}
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)