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

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* 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
This commit is contained in:
Ryan O'Hara-Reid
2021-07-29 09:15:02 +10:00
committed by GitHub
parent a6e158ab0c
commit 9ea72f2193
7 changed files with 163 additions and 22 deletions
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13
exchanges/order/limits.go
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@@ -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,