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/order/limits.go

@@ -98,6 +98,11 @@ func (e *ExecutionLimits) LoadLimits(levels []MinMaxLevel) error {
 	}
 
 	for x := range levels {
+		if !levels[x].Asset.IsValid() {
+			return fmt.Errorf("cannot load levels for '%s': %w",
+				levels[x].Asset,
+				asset.ErrNotSupported)
+		}
 		m1, ok := e.m[levels[x].Asset]
 		if !ok {
 			m1 = make(map[*currency.Item]map[*currency.Item]*Limits)
@@ -116,7 +121,9 @@ func (e *ExecutionLimits) LoadLimits(levels []MinMaxLevel) error {
 			m2[levels[x].Pair.Quote.Item] = limit
 		}
 
-		if levels[x].MinPrice > levels[x].MaxPrice {
+		if levels[x].MinPrice > 0 &&
+			levels[x].MaxPrice > 0 &&
+			levels[x].MinPrice > levels[x].MaxPrice {
 			return fmt.Errorf("%w for %s %s supplied min: %f max: %f",
 				errInvalidPriceLevels,
 				levels[x].Asset,
@@ -125,7 +132,9 @@ func (e *ExecutionLimits) LoadLimits(levels []MinMaxLevel) error {
 				levels[x].MaxPrice)
 		}
 
-		if levels[x].MinAmount > levels[x].MaxAmount {
+		if levels[x].MinAmount > 0 &&
+			levels[x].MaxAmount > 0 &&
+			levels[x].MinAmount > levels[x].MaxAmount {
 			return fmt.Errorf("%w for %s %s supplied min: %f max: %f",
 				errInvalidAmountLevels,
 				levels[x].Asset,

exchanges/order/limits_test.go

@@ -20,6 +20,22 @@ func TestLoadLimits(t *testing.T) {
 		t.Fatalf("expected error %v but received %v", errCannotLoadLimit, err)
 	}
 
+	invalidAsset := []MinMaxLevel{
+		{
+			Pair:      btcusd,
+			MinPrice:  100000,
+			MaxPrice:  1000000,
+			MinAmount: 1,
+			MaxAmount: 10,
+		},
+	}
+	err = e.LoadLimits(invalidAsset)
+	if !errors.Is(err, asset.ErrNotSupported) {
+		t.Fatalf("expected error %v but received %v",
+			asset.ErrNotSupported,
+			err)
+	}
+
 	newLimits := []MinMaxLevel{
 		{
 			Pair:      btcusd,
@@ -79,6 +95,32 @@ func TestLoadLimits(t *testing.T) {
 	if !errors.Is(err, nil) {
 		t.Fatalf("expected error %v but received %v", nil, err)
 	}
+
+	noCompare := []MinMaxLevel{
+		{
+			Pair:      btcusd,
+			Asset:     asset.Spot,
+			MinAmount: 10,
+		},
+	}
+
+	err = e.LoadLimits(noCompare)
+	if !errors.Is(err, nil) {
+		t.Fatalf("expected error %v but received %v", nil, err)
+	}
+
+	noCompare = []MinMaxLevel{
+		{
+			Pair:     btcusd,
+			Asset:    asset.Spot,
+			MinPrice: 10,
+		},
+	}
+
+	err = e.LoadLimits(noCompare)
+	if !errors.Is(err, nil) {
+		t.Fatalf("expected error %v but received %v", nil, err)
+	}
 }
 
 func TestGetOrderExecutionLimits(t *testing.T) {