ftx: add basic exchange order execution limits for lower bound (#725)

* ftx: add basic exchange order execution limits for lower bound

* ftx/binance: conform to standard logger output

* ftx: fix field from SizeIncrement -> MinProvideSize

* limits: fix whoopsie

* limit: add tests

* ftx: fix comment

exchanges/ftx/ftx.go

@@ -17,6 +17,7 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/common/crypto"
 	"github.com/thrasher-corp/gocryptotrader/currency"
 	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/order"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/request"
 )
@@ -1378,3 +1379,46 @@ func (f *FTX) SubaccountTransfer(coin currency.Code, source, destination string,
 	}
 	return &resp.Data, nil
 }
+
+// FetchExchangeLimits fetches spot order execution limits
+func (f *FTX) FetchExchangeLimits() ([]order.MinMaxLevel, error) {
+	data, err := f.GetMarkets()
+	if err != nil {
+		return nil, err
+	}
+
+	var limits []order.MinMaxLevel
+	for x := range data {
+		if !data[x].Enabled {
+			continue
+		}
+		var cp currency.Pair
+		var a asset.Item
+		switch data[x].MarketType {
+		case "future":
+			a = asset.Futures
+			cp, err = currency.NewPairFromString(data[x].Name)
+			if err != nil {
+				return nil, err
+			}
+		case "spot":
+			a = asset.Spot
+			cp, err = currency.NewPairFromStrings(data[x].BaseCurrency, data[x].QuoteCurrency)
+			if err != nil {
+				return nil, err
+			}
+		default:
+			return nil, fmt.Errorf("unhandled data type %s, cannot process exchange limit",
+				data[x].MarketType)
+		}
+
+		limits = append(limits, order.MinMaxLevel{
+			Pair:       cp,
+			Asset:      a,
+			StepPrice:  data[x].PriceIncrement,
+			StepAmount: data[x].SizeIncrement,
+			MinAmount:  data[x].MinProvideSize,
+		})
+	}
+	return limits, nil
+}

exchanges/ftx/ftx_test.go

@@ -1679,3 +1679,29 @@ func TestStakeRequest(t *testing.T) {
 		t.Error(err)
 	}
 }
+
+func TestUpdateOrderExecutionLimits(t *testing.T) {
+	err := f.UpdateOrderExecutionLimits("")
+	if err != nil {
+		t.Fatal(err)
+	}
+	cp := currency.NewPair(currency.BTC, currency.USD)
+	limit, err := f.GetOrderExecutionLimits(asset.Spot, cp)
+	if err != nil {
+		t.Fatal(err)
+	}
+
+	err = limit.Conforms(33000, 0.00001, order.Limit)
+	if !errors.Is(err, order.ErrAmountBelowMin) {
+		t.Fatalf("expected error %v but received %v",
+			order.ErrAmountBelowMin,
+			err)
+	}
+
+	err = limit.Conforms(33000, 0.0001, order.Limit)
+	if !errors.Is(err, nil) {
+		t.Fatalf("expected error %v but received %v",
+			nil,
+			err)
+	}
+}

exchanges/ftx/ftx_types.go

@@ -55,24 +55,27 @@ type LendingInfoData struct {
 
 // MarketData stores market data
 type MarketData struct {
-	Name           string  `json:"name"`
-	BaseCurrency   string  `json:"baseCurrency"`
-	QuoteCurrency  string  `json:"quoteCurrency"`
-	MarketType     string  `json:"type"`
-	Underlying     string  `json:"underlying"`
-	Change1h       float64 `json:"change1h"`
-	Change24h      float64 `json:"change24h"`
-	ChangeBod      float64 `json:"changeBod"`
-	QuoteVolume24h float64 `json:"quoteVolume24h"`
-	Enabled        bool    `json:"enabled"`
-	Ask            float64 `json:"ask"`
-	Bid            float64 `json:"bid"`
-	Last           float64 `json:"last"`
-	USDVolume24h   float64 `json:"volumeUSD24h"`
-	MinProvideSize float64 `json:"minProvideSize"`
-	PriceIncrement float64 `json:"priceIncrement"`
-	SizeIncrement  float64 `json:"sizeIncrement"`
-	Restricted     bool    `json:"restricted"`
+	Name                  string  `json:"name"`
+	BaseCurrency          string  `json:"baseCurrency"`
+	QuoteCurrency         string  `json:"quoteCurrency"`
+	MarketType            string  `json:"type"`
+	Underlying            string  `json:"underlying"`
+	Change1h              float64 `json:"change1h"`
+	Change24h             float64 `json:"change24h"`
+	ChangeBod             float64 `json:"changeBod"`
+	QuoteVolume24h        float64 `json:"quoteVolume24h"`
+	Enabled               bool    `json:"enabled"`
+	Ask                   float64 `json:"ask"`
+	Bid                   float64 `json:"bid"`
+	Last                  float64 `json:"last"`
+	USDVolume24h          float64 `json:"volumeUSD24h"`
+	MinProvideSize        float64 `json:"minProvideSize"`
+	PriceIncrement        float64 `json:"priceIncrement"`
+	SizeIncrement         float64 `json:"sizeIncrement"`
+	Restricted            bool    `json:"restricted"`
+	PostOnly              bool    `json:"postOnly"`
+	Price                 float64 `json:"price"`
+	HighLeverageFeeExempt bool    `json:"highLeverageFeeExempt"`
 }
 
 // OData stores orderdata in orderbook

exchanges/ftx/ftx_wrapper.go

@@ -218,11 +218,19 @@ func (f *FTX) Run() {
 		f.PrintEnabledPairs()
 	}
 
+	err := f.UpdateOrderExecutionLimits("")
+	if err != nil {
+		log.Errorf(log.ExchangeSys,
+			"%s failed to set exchange order execution limits. Err: %v",
+			f.Name,
+			err)
+	}
+
 	if !f.GetEnabledFeatures().AutoPairUpdates {
 		return
 	}
 
-	err := f.UpdateTradablePairs(false)
+	err = f.UpdateTradablePairs(false)
 	if err != nil {
 		log.Errorf(log.ExchangeSys,
 			"%s failed to update tradable pairs. Err: %s",
@@ -1113,3 +1121,12 @@ func (f *FTX) GetHistoricCandlesExtended(p currency.Pair, a asset.Item, start, e
 	ret.SortCandlesByTimestamp(false)
 	return ret, nil
 }
+
+// UpdateOrderExecutionLimits sets exchange executions for a required asset type
+func (f *FTX) UpdateOrderExecutionLimits(_ asset.Item) error {
+	limits, err := f.FetchExchangeLimits()
+	if err != nil {
+		return fmt.Errorf("cannot update exchange execution limits: %w", err)
+	}
+	return f.LoadLimits(limits)
+}