From c38757a68990858aa989557d2cdfb8be1e7f932f Mon Sep 17 00:00:00 2001
From: Rocky Yang <martinyangrq@outlook.com>
Date: Tue, 17 Aug 2021 12:33:54 +0800
Subject: [PATCH] Binance websocket: Order Detail Execution Report (#750)

* * Binance websocket: set commission of order Detail

* * Binance websocket: set commissionAsset of order.Detail

* * Binance websocket: change CostAsset to type currency.Code

* * Binance websocket: call NewCode after checking CommissionAsset is not empty. This guarantees that NULL CommissionAsset is mapped to an empty order.Detail.CostAsset. Otherwise, reflect.DeepEqual will fail on test. Update TestWsOrderExecutionReport json message to BTC commission.

* * Binance websocket: binance websocket "ExecutionReport" only provides "trade" status (partially filled), so check that executed amount == total amount before change status to filled
---
 exchanges/binance/binance_test.go      | 5 ++++-
 exchanges/binance/binance_websocket.go | 9 +++++++++
 exchanges/order/order_types.go         | 1 +
 3 files changed, 14 insertions(+), 1 deletion(-)

diff --git a/exchanges/binance/binance_test.go b/exchanges/binance/binance_test.go
index 76e8a485..d2ed5262 100644
--- a/exchanges/binance/binance_test.go
+++ b/exchanges/binance/binance_test.go
@@ -2488,7 +2488,8 @@ 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":null,"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"}}`)
+	// this is a buy BTC order, normally commission is charged in BTC, vice versa.
 	expRes := order.Detail{
 		Price:           52789.1,
 		Amount:          0.00028400,
@@ -2502,6 +2503,8 @@ func TestWsOrderExecutionReport(t *testing.T) {
 		Pair:            currency.NewPair(currency.BTC, currency.USDT),
 		RemainingAmount: 0.000284,
 		Date:            time.Unix(0, 1616627567900*int64(time.Millisecond)),
+		Cost:            0,
+		CostAsset:       currency.BTC,
 	}
 	// empty the channel. otherwise mock_test will fail
 	for len(b.Websocket.DataHandler) > 0 {
diff --git a/exchanges/binance/binance_websocket.go b/exchanges/binance/binance_websocket.go
index d250e25d..446ecf42 100644
--- a/exchanges/binance/binance_websocket.go
+++ b/exchanges/binance/binance_websocket.go
@@ -234,6 +234,9 @@ func (b *Binance) wsHandleData(respRaw []byte) error {
 						Err:      err,
 					}
 				}
+				if oStatus == order.PartiallyFilled && data.Data.CumulativeFilledQuantity == data.Data.Quantity {
+					oStatus = order.Filled
+				}
 				var p currency.Pair
 				var a asset.Item
 				p, a, err = b.GetRequestFormattedPairAndAssetType(data.Data.Symbol)
@@ -244,6 +247,10 @@ func (b *Binance) wsHandleData(respRaw []byte) error {
 				if oStatus == order.Cancelled {
 					clientOrderID = data.Data.CancelledClientOrderID
 				}
+				var costAsset currency.Code
+				if data.Data.CommissionAsset != "" {
+					costAsset = currency.NewCode(data.Data.CommissionAsset)
+				}
 				b.Websocket.DataHandler <- &order.Detail{
 					Price:           data.Data.Price,
 					Amount:          data.Data.Quantity,
@@ -258,6 +265,8 @@ func (b *Binance) wsHandleData(respRaw []byte) error {
 					Date:            data.Data.OrderCreationTime,
 					Pair:            p,
 					ClientOrderID:   clientOrderID,
+					Cost:            data.Data.Commission,
+					CostAsset:       costAsset,
 				}
 				return nil
 			case "listStatus":
diff --git a/exchanges/order/order_types.go b/exchanges/order/order_types.go
index d3977c61..686f5ade 100644
--- a/exchanges/order/order_types.go
+++ b/exchanges/order/order_types.go
@@ -133,6 +133,7 @@ type Detail struct {
 	ExecutedAmount       float64
 	RemainingAmount      float64
 	Cost                 float64
+	CostAsset            currency.Code
 	Fee                  float64
 	Exchange             string
 	InternalOrderID      string