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Binance: Fix WorkingTime breaking executionReport (#1218)

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This new field was added in the 2022-12-05 updates.
It's not always in an execution report, but only if isWorking=true
This commit is contained in:
Gareth Kirwan
2023-06-06 02:26:13 +01:00
committed by GitHub
parent bfe0be0ff2
commit bb449c2085
3 changed files with 5 additions and 2 deletions
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4
exchanges/binance/binance_test.go
View File

@@ -2530,7 +2530,7 @@ func TestSetExchangeOrderExecutionLimits(t *testing.T) {
func TestWsOrderExecutionReport(t *testing.T) {
// cannot run in parallel due to inspecting the DataHandler result
payload := []byte(`{"stream":"jTfvpakT2yT0hVIo5gYWVihZhdM2PrBgJUZ5PyfZ4EVpCkx4Uoxk5timcrQc","data":{"e":"executionReport","E":1616627567900,"s":"BTCUSDT","c":"c4wyKsIhoAaittTYlIVLqk","S":"BUY","o":"LIMIT","f":"GTC","q":"0.00028400","p":"52789.10000000","P":"0.00000000","F":"0.00000000","g":-1,"C":"","x":"NEW","X":"NEW","r":"NONE","i":5340845958,"l":"0.00000000","z":"0.00000000","L":"0.00000000","n":"0","N":"BTC","T":1616627567900,"t":-1,"I":11388173160,"w":true,"m":false,"M":false,"O":1616627567900,"Z":"0.00000000","Y":"0.00000000","Q":"0.00000000"}}`)
payload := []byte(`{"stream":"jTfvpakT2yT0hVIo5gYWVihZhdM2PrBgJUZ5PyfZ4EVpCkx4Uoxk5timcrQc","data":{"e":"executionReport","E":1616627567900,"s":"BTCUSDT","c":"c4wyKsIhoAaittTYlIVLqk","S":"BUY","o":"LIMIT","f":"GTC","q":"0.00028400","p":"52789.10000000","P":"0.00000000","F":"0.00000000","g":-1,"C":"","x":"NEW","X":"NEW","r":"NONE","i":5340845958,"l":"0.00000000","z":"0.00000000","L":"0.00000000","n":"0","N":"BTC","T":1616627567900,"t":-1,"I":11388173160,"w":true,"m":false,"M":false,"O":1616627567900,"Z":"0.00000000","Y":"0.00000000","Q":"0.00000000","W":1616627567900}}`)
// this is a buy BTC order, normally commission is charged in BTC, vice versa.
expectedResult := order.Detail{
Price: 52789.1,
@@ -2573,7 +2573,7 @@ func TestWsOrderExecutionReport(t *testing.T) {
t.Fatalf("expected type order.Detail, found %T", res)
}
payload = []byte(`{"stream":"jTfvpakT2yT0hVIo5gYWVihZhdM2PrBgJUZ5PyfZ4EVpCkx4Uoxk5timcrQc","data":{"e":"executionReport","E":1616633041556,"s":"BTCUSDT","c":"YeULctvPAnHj5HXCQo9Mob","S":"BUY","o":"LIMIT","f":"GTC","q":"0.00028600","p":"52436.85000000","P":"0.00000000","F":"0.00000000","g":-1,"C":"","x":"TRADE","X":"FILLED","r":"NONE","i":5341783271,"l":"0.00028600","z":"0.00028600","L":"52436.85000000","n":"0.00000029","N":"BTC","T":1616633041555,"t":726946523,"I":11390206312,"w":false,"m":false,"M":true,"O":1616633041555,"Z":"14.99693910","Y":"14.99693910","Q":"0.00000000"}}`)
payload = []byte(`{"stream":"jTfvpakT2yT0hVIo5gYWVihZhdM2PrBgJUZ5PyfZ4EVpCkx4Uoxk5timcrQc","data":{"e":"executionReport","E":1616633041556,"s":"BTCUSDT","c":"YeULctvPAnHj5HXCQo9Mob","S":"BUY","o":"LIMIT","f":"GTC","q":"0.00028600","p":"52436.85000000","P":"0.00000000","F":"0.00000000","g":-1,"C":"","x":"TRADE","X":"FILLED","r":"NONE","i":5341783271,"l":"0.00028600","z":"0.00028600","L":"52436.85000000","n":"0.00000029","N":"BTC","T":1616633041555,"t":726946523,"I":11390206312,"w":false,"m":false,"M":true,"O":1616633041555,"Z":"14.99693910","Y":"14.99693910","Q":"0.00000000","W":1616633041555}}`)
err = b.wsHandleData(payload)
if err != nil {
t.Fatal(err)

1
exchanges/binance/binance_types.go
View File

@@ -842,6 +842,7 @@ type WsOrderUpdateData struct {
IsMaker bool `json:"m"`
Ignored2 bool `json:"M"` // See the comment for "I".
OrderCreationTime time.Time `json:"O"`
WorkingTime time.Time `json:"W"`
CumulativeQuoteTransactedQuantity float64 `json:"Z,string"`
LastQuoteAssetTransactedQuantity float64 `json:"Y,string"`
QuoteOrderQuantity float64 `json:"Q,string"`

2
exchanges/binance/type_convert.go
View File

@@ -386,6 +386,7 @@ func (a *wsOrderUpdate) UnmarshalJSON(data []byte) error {
EventTime binanceTime `json:"E"`
OrderCreationTime binanceTime `json:"O"`
TransactionTime binanceTime `json:"T"`
WorkingTime binanceTime `json:"W"`
*WsOrderUpdateData
} `json:"data"`
*Alias
@@ -399,6 +400,7 @@ func (a *wsOrderUpdate) UnmarshalJSON(data []byte) error {
a.Data.EventTime = aux.Data.EventTime.Time()
a.Data.OrderCreationTime = aux.Data.OrderCreationTime.Time()
a.Data.TransactionTime = aux.Data.TransactionTime.Time()
a.Data.WorkingTime = aux.Data.WorkingTime.Time()
return nil
}