diff --git a/exchanges/ftx/ftx.go b/exchanges/ftx/ftx.go index 208101a1..f34afe46 100644 --- a/exchanges/ftx/ftx.go +++ b/exchanges/ftx/ftx.go @@ -7,6 +7,7 @@ import ( "errors" "fmt" "io" + "math" "net/http" "net/url" "strconv" @@ -659,20 +660,25 @@ func (f *FTX) GetTriggerOrderHistory(marketName string, startTime, endTime time. } // Order places an order -func (f *FTX) Order(marketName, side, orderType, reduceOnly, ioc, postOnly, clientID string, price, size float64) (OrderData, error) { +func (f *FTX) Order( + marketName, side, orderType string, + reduceOnly, ioc, postOnly bool, + clientID string, + price, size float64, +) (OrderData, error) { req := make(map[string]interface{}) req["market"] = marketName req["side"] = side req["price"] = price req["type"] = orderType req["size"] = size - if reduceOnly != "" { + if reduceOnly { req["reduceOnly"] = reduceOnly } - if ioc != "" { + if ioc { req["ioc"] = ioc } - if postOnly != "" { + if postOnly { req["postOnly"] = postOnly } if clientID != "" { @@ -1235,15 +1241,19 @@ func (f *FTX) compatibleOrderVars(orderSide, orderStatus, orderType string, amou case strings.ToLower(order.Open.String()): resp.Status = order.Open case closedStatus: - if filledAmount != 0 && filledAmount != amount { - resp.Status = order.PartiallyCancelled - break - } - if filledAmount == 0 { + switch { + case filledAmount <= 0: + // Order is closed with a filled amount of 0, which means it's + // cancelled. resp.Status = order.Cancelled - break - } - if filledAmount == amount { + case math.Abs(filledAmount-amount) > 1e-6: + // Order is closed with filledAmount above 0, but not equal to the + // full amount, which means it's partially executed and then + // cancelled. + resp.Status = order.PartiallyCancelled + default: + // Order is closed and filledAmount == amount, which means it's + // fully executed. resp.Status = order.Filled } default: diff --git a/exchanges/ftx/ftx_test.go b/exchanges/ftx/ftx_test.go index e7ebcd50..244b74a2 100644 --- a/exchanges/ftx/ftx_test.go +++ b/exchanges/ftx/ftx_test.go @@ -540,7 +540,7 @@ func TestOrder(t *testing.T) { if !areTestAPIKeysSet() || !canManipulateRealOrders { t.Skip("skipping test, either api keys or canManipulateRealOrders isnt set correctly") } - _, err := f.Order(spotPair, order.Buy.Lower(), "limit", "", "", "", "", 0.0001, 500) + _, err := f.Order(spotPair, order.Buy.Lower(), "limit", false, false, false, "", 0.0001, 500) if err != nil { t.Error(err) } @@ -1149,183 +1149,6 @@ func TestGetHistoricCandlesExtended(t *testing.T) { } } -func TestParsingWSFillData(t *testing.T) { - t.Parallel() - data := []byte(`{ - "channel": "fills", - "data": { - "fee": 78.05799225, - "feeRate": 0.0014, - "future": "BTC-PERP", - "id": 7828307, - "liquidity": "taker", - "market": "BTC-PERP", - "orderId": 38065410, - "tradeId": 19129310, - "price": 3723.75, - "side": "buy", - "size": 14.973, - "time": "2019-05-07T16:40:58.358438+00:00", - "type": "order" - }, - "type": "update" - }`) - err := f.wsHandleData(data) - if err != nil { - t.Error(err) - } -} - -func TestParsingOrders(t *testing.T) { - t.Parallel() - data := []byte(`{ - "channel": "fills", - "data": { - "id": 24852229, - "clientId": null, - "market": "XRP-PERP", - "type": "limit", - "side": "buy", - "size": 42353.0, - "price": 0.2977, - "reduceOnly": false, - "ioc": false, - "postOnly": false, - "status": "closed", - "filledSize": 0.0, - "remainingSize": 0.0, - "avgFillPrice": 0.2978 - }, - "type": "update" - }`) - err := f.wsHandleData(data) - if err != nil { - t.Error(err) - } -} - -func TestParsingWSTradesData(t *testing.T) { - t.Parallel() - data := []byte(`{ - "channel": "trades", - "market": "BTC-PERP", - "type": "update", - "data": [ - { - "id": 44200173, - "price": 9761.0, - "size": 0.0008, - "side": "buy", - "liquidation": false, - "time": "2020-05-15T01:10:04.369194+00:00" - } - ] - }`) - err := f.wsHandleData(data) - if err != nil { - t.Error(err) - } -} - -func TestParsingWSTickerData(t *testing.T) { - t.Parallel() - data := []byte(`{ - "channel": "ticker", - "market": "BTC-PERP", - "type": "update", - "data": { - "bid": 9760.5, - "ask": 9761.0, - "bidSize": 3.36, - "askSize": 71.8484, - "last": 9761.0, - "time": 1589505004.4237103 - } - }`) - err := f.wsHandleData(data) - if err != nil { - t.Error(err) - } -} - -func TestParsingWSOrdersData(t *testing.T) { - t.Parallel() - data := []byte(`{ - "channel": "orders", - "data": { - "id": 24852229, - "clientId": null, - "market": "BTC-PERP", - "type": "limit", - "side": "buy", - "size": 42353.0, - "price": 0.2977, - "reduceOnly": false, - "ioc": false, - "postOnly": false, - "status": "closed", - "filledSize": 0.0, - "remainingSize": 0.0, - "avgFillPrice": 0.2978 - }, - "type": "update" - }`) - err := f.wsHandleData(data) - if err != nil { - t.Error(err) - } -} - -func TestParsingMarketsData(t *testing.T) { - t.Parallel() - data := []byte(`{"channel": "markets", - "type": "partial", - "data": { - "ADA-0626": { - "name": "ADA-0626", - "enabled": true, - "priceIncrement": 5e-06, - "sizeIncrement": 1.0, - "type": "future", - "baseCurrency": null, - "quoteCurrency": null, - "restricted": false, - "underlying": "ADA", - "future": { - "name": "ADA-0626", - "underlying": "ADA", - "description": "Cardano June 2020 Futures", - "type": "future", "expiry": "2020-06-26T003:00:00+00:00", - "perpetual": false, - "expired": false, - "enabled": true, - "postOnly": false, - "imfFactor": 4e-05, - "underlyingDescription": "Cardano", - "expiryDescription": "June 2020", - "moveStart": null, "positionLimitWeight": 10.0, - "group": "quarterly"}}}, - "action": "partial" - }`) - err := f.wsHandleData(data) - if err != nil { - t.Error(err) - } -} - -func TestParsingWSOBData(t *testing.T) { - data := []byte(`{"channel": "orderbook", "market": "BTC-PERP", "type": "partial", "data": {"time": 1589855831.4606245, "checksum": 225973019, "bids": [[9602.0, 3.2903], [9601.5, 3.11], [9601.0, 2.1356], [9600.5, 3.0991], [9600.0, 8.014], [9599.5, 4.1571], [9599.0, 79.1846], [9598.5, 3.099], [9598.0, 3.985], [9597.5, 3.999], [9597.0, 16.4335], [9596.5, 4.006], [9596.0, 3.2596], [9595.0, 6.334], [9594.0, 3.5685], [9593.0, 14.2717], [9592.5, 0.5], [9591.0, 2.181], [9590.5, 40.4246], [9590.0, 1.0], [9589.0, 1.357], [9588.5, 0.4738], [9587.5, 0.15], [9587.0, 16.811], [9586.5, 1.2], [9586.0, 0.2], [9585.5, 1.0], [9584.5, 0.002], [9584.0, 1.51], [9583.5, 0.01], [9583.0, 1.4], [9582.5, 0.1], [9582.0, 24.7921], [9581.0, 2.087], [9580.5, 2.0], [9580.0, 0.1], [9579.0, 1.1588], [9578.0, 0.9477], [9577.5, 22.216], [9576.0, 0.2], [9574.0, 22.0], [9573.5, 1.0], [9572.0, 0.203], [9570.0, 0.1026], [9565.5, 5.5332], [9565.0, 27.5243], [9563.5, 2.6], [9562.0, 0.0175], [9561.0, 2.0085], [9552.0, 1.6], [9550.5, 27.3399], [9550.0, 0.1046], [9548.0, 0.0175], [9544.0, 4.8197], [9542.5, 26.5754], [9542.0, 0.003], [9541.0, 0.0549], [9540.0, 0.1984], [9537.5, 0.0008], [9535.5, 0.0105], [9535.0, 1.514], [9534.5, 36.5858], [9532.5, 4.7798], [9531.0, 40.6564], [9525.0, 0.001], [9523.5, 1.6], [9522.0, 0.0894], [9521.0, 0.315], [9520.5, 5.4525], [9520.0, 0.07], [9518.0, 0.034], [9517.5, 4.0], [9513.0, 0.0175], [9512.5, 15.6016], [9512.0, 32.7882], [9511.5, 0.0482], [9510.5, 0.0482], [9510.0, 0.2999], [9509.0, 2.0], [9508.5, 0.0482], [9506.0, 0.0416], [9505.5, 0.0492], [9505.0, 0.2], [9502.5, 0.01], [9502.0, 0.01], [9501.5, 0.0592], [9501.0, 0.001], [9500.0, 3.4913], [9499.5, 39.8683], [9498.0, 4.6108], [9497.0, 0.0481], [9492.0, 41.3559], [9490.0, 1.1104], [9488.0, 0.0105], [9486.0, 5.4443], [9485.5, 0.0482], [9484.0, 4.0], [9482.0, 0.25], [9481.5, 2.0], [9481.0, 8.1572]], "asks": [[9602.5, 3.0], [9603.0, 2.8979], [9603.5, 54.49], [9604.0, 5.9982], [9604.5, 3.028], [9605.0, 4.657], [9606.5, 5.2512], [9607.0, 4.003], [9607.5, 4.011], [9608.0, 13.7505], [9608.5, 3.994], [9609.0, 2.974], [9609.5, 3.002], [9612.0, 10.298], [9612.5, 13.455], [9613.5, 3.013], [9614.0, 2.02], [9614.5, 3.359], [9615.0, 21.2429], [9616.0, 0.5], [9616.5, 0.01], [9617.0, 2.182], [9617.5, 23.0223], [9618.0, 0.0623], [9618.5, 1.5795], [9619.0, 0.3065], [9620.0, 3.9], [9621.0, 1.5], [9622.0, 1.5], [9622.5, 1.216], [9625.0, 1.0], [9625.5, 0.9477], [9626.0, 0.05], [9628.5, 1.1588], [9629.0, 1.4], [9630.0, 4.2332], [9630.5, 1.228], [9631.0, 1.5], [9631.5, 0.0104], [9632.5, 26.7529], [9633.0, 0.25], [9638.0, 1.0], [9640.0, 0.2], [9641.0, 1.001], [9642.0, 0.0175], [9643.0, 0.25], [9643.5, 1.6], [9644.0, 31.4166], [9646.5, 41.6609], [9649.5, 0.2], [9653.5, 1.5], [9656.5, 1.6], [9657.0, 0.2], [9658.0, 1.5], [9659.5, 4.7804], [9660.5, 43.3405], [9665.5, 40.6564], [9670.0, 0.1034], [9671.5, 4.9098], [9674.0, 0.25], [9678.0, 15.6016], [9678.5, 1.5], [9681.0, 34.9683], [9683.0, 0.2], [9683.5, 5.3845], [9684.5, 5.087], [9685.0, 0.1032], [9686.5, 0.0075], [9689.0, 1.6], [9691.0, 34.7472], [9692.0, 0.001], [9694.0, 0.5], [9695.0, 0.0109], [9696.5, 4.825], [9700.0, 1.0595], [9701.5, 2.0], [9702.0, 0.011], [9702.5, 0.01], [9706.0, 1.2], [9708.0, 0.0175], [9710.0, 39.153], [9712.0, 48.6163], [9712.5, 1.5], [9713.0, 8.1572], [9715.5, 0.5021], [9716.5, 2.0], [9719.0, 0.0245], [9721.0, 0.5], [9724.0, 0.251], [9726.0, 0.12], [9727.5, 0.5075], [9730.0, 0.015], [9732.0, 58.5394], [9733.0, 0.001], [9734.0, 20.0], [9743.0, 0.06], [9750.0, 9.5], [9755.0, 52.4404], [9757.0, 48.6121], [9764.0, 0.015]], "action": "partial"}}`) - err := f.wsHandleData(data) - if err != nil { - t.Error(err) - } - data = []byte(`{"channel": "orderbook", "market": "BTC-PERP", "type": "update", "data": {"time": 1589855831.5128105, "checksum": 365946911, "bids": [[9596.0, 4.2656], [9512.0, 32.7912]], "asks": [[9613.5, 4.012], [9702.0, 0.021]], "action": "update"}}`) - err = f.wsHandleData(data) - if err != nil { - t.Error(err) - } -} - func TestGetOTCQuoteStatus(t *testing.T) { t.Parallel() if !areTestAPIKeysSet() { @@ -1558,30 +1381,6 @@ func TestModifyTriggerOrder(t *testing.T) { } } -func TestParsingWSOBData2(t *testing.T) { - t.Parallel() - data := []byte(`{"channel": "orderbook", "market": "PRIVBEAR/USD", "type": "partial", "data": {"time": 1593498757.0915809, "checksum": 87356415, "bids": [[1389.5, 5.1019], [1384.5, 16.6318], [1371.5, 23.5531], [1365.5, 23.3001], [1354.0, 26.758], [1352.5, 24.6891], [1337.5, 30.3091], [1333.5, 24.9583], [1323.0, 30.9597], [1302.0, 40.9241], [1282.5, 38.0319], [1272.5, 39.1436], [1084.5, 1.8934], [1080.0, 2.0595], [1075.0, 2.0527], [1069.0, 1.8077], [1053.5, 1.855], [1.0, 2.0]], "asks": [[1403.5, 6.8077], [1407.5, 17.6482], [1417.0, 14.6401], [1418.5, 22.6664], [1426.0, 20.3936], [1430.5, 34.2797], [1435.0, 30.6073], [1443.0, 20.2036], [1471.5, 35.5789], [1494.5, 29.2815], [1505.0, 30.9842], [1511.5, 39.4325], [1799.5, 1.7529], [1810.5, 2.0379], [1813.5, 2.0423], [1817.5, 2.0393], [1821.0, 1.7148], [86347.5, 9e-05], [94982.5, 0.0001], [104480.0, 0.0001], [114930.0, 0.00011], [126420.0, 0.00011], [139065.0, 0.00011], [152970.0, 0.00012], [168267.5, 0.00012], [185092.5, 0.00012], [223962.5, 0.00013], [246360.0, 0.00014], [270995.0, 0.00017], [1203602.5, 0.00013]], "action": "partial"}}`) - err := f.wsHandleData(data) - if err != nil { - t.Fatal(err) - } - data = []byte(`{"channel": "orderbook", "market": "DOGE-PERP", "type": "partial", "data": {"time": 1593395710.072698, "checksum": 2591057682, "bids": [[0.0023085, 507742.0], [0.002308, 7000.0], [0.0023075, 100000.0], [0.0023065, 324770.0], [0.002305, 46000.0], [0.0023035, 879600.0], [0.002303, 49000.0], [0.0023025, 1076421.0], [0.002296, 30511800.0], [0.002293, 3006300.0], [0.0022925, 1256349.0], [0.0022895, 11855700.0], [0.0022855, 1008960.0], [0.0022775, 1047578.0], [0.0022745, 3070200.0], [0.00227, 2939100.0], [0.002269, 1599711.0], [0.00226, 1671504.0], [0.00225, 1957119.0], [0.00224, 5225404.0], [0.0022395, 250.0], [0.002233, 2994000.0], [0.002229, 2336857.0], [0.002218, 2144227.0], [0.002205, 2101662.0], [0.0021985, 7406099.0], [0.0021915, 2470187.0], [0.0021775, 2690545.0], [0.0021755, 250.0], [0.002162, 2997201.0], [0.00215, 11464856.0], [0.002148, 16178857.0], [0.0021255, 11063510.0], [0.002119, 164239.0], [0.0020435, 19124572.0], [0.0020395, 18376430.0], [0.0020125, 1250.0], [0.0019655, 50.0], [0.001958, 97012.0], [0.001942, 50000.0], [0.001899, 50000.0], [0.001895, 1250.0], [0.001712, 2500.0], [0.0012075, 70190.0], [0.00112, 22321.0], [1.65e-05, 31889.0]], "asks": [[0.0023145, 359557.0], [0.0023155, 222497.0], [0.0023175, 40000.0], [0.002319, 879600.0], [0.0023195, 50000.0], [0.0023205, 1067334.0], [0.0023215, 45000.0], [0.002326, 33518100.0], [0.0023265, 1113997.0], [0.0023285, 1170756.0], [0.002331, 11855700.0], [0.002336, 1105442.0], [0.002344, 1244804.0], [0.002348, 3070200.0], [0.0023525, 1546561.0], [0.0023555, 2939100.0], [0.0023575, 2928000.0], [0.002362, 1509707.0], [0.0023725, 1786697.0], [0.002374, 5710.0], [0.0023795, 151098.0], [0.0023835, 1747428.0], [0.002385, 2994000.0], [0.002395, 1721532.0], [0.0024015, 5710.0], [0.002408, 2552142.0], [0.002422, 2188855.0], [0.002429, 5710.0], [0.0024295, 8441953.0], [0.002437, 2196750.0], [0.002445, 122574.0], [0.002454, 1974273.0], [0.0024565, 5710.0], [0.0024715, 2864643.0], [0.00248, 15238408.0], [0.002484, 5710.0], [0.002497, 16343646.0], [0.0025025, 12177084.0], [0.0025115, 5710.0], [0.002539, 5710.0], [0.002566, 16643688.0], [0.0025665, 5710.0], [0.002594, 5710.0], [0.002617, 50.0], [0.002623, 10.0], [0.0027685, 20825893.0], [0.003178, 50000.0], [0.003811, 68952.0], [0.0074, 41460.0]], "action": "partial"}}`) - err = f.wsHandleData(data) - if err != nil { - t.Error(err) - } - data = []byte(`{"channel": "orderbook", "market": "BTC-PERP", "type": "partial", "data": {"time": 1589855831.4606245, "checksum": 225973019, "bids": [[9602.0, 3.2903], [9601.5, 3.11], [9601.0, 2.1356], [9600.5, 3.0991], [9600.0, 8.014], [9599.5, 4.1571], [9599.0, 79.1846], [9598.5, 3.099], [9598.0, 3.985], [9597.5, 3.999], [9597.0, 16.4335], [9596.5, 4.006], [9596.0, 3.2596], [9595.0, 6.334], [9594.0, 3.5685], [9593.0, 14.2717], [9592.5, 0.5], [9591.0, 2.181], [9590.5, 40.4246], [9590.0, 1.0], [9589.0, 1.357], [9588.5, 0.4738], [9587.5, 0.15], [9587.0, 16.811], [9586.5, 1.2], [9586.0, 0.2], [9585.5, 1.0], [9584.5, 0.002], [9584.0, 1.51], [9583.5, 0.01], [9583.0, 1.4], [9582.5, 0.1], [9582.0, 24.7921], [9581.0, 2.087], [9580.5, 2.0], [9580.0, 0.1], [9579.0, 1.1588], [9578.0, 0.9477], [9577.5, 22.216], [9576.0, 0.2], [9574.0, 22.0], [9573.5, 1.0], [9572.0, 0.203], [9570.0, 0.1026], [9565.5, 5.5332], [9565.0, 27.5243], [9563.5, 2.6], [9562.0, 0.0175], [9561.0, 2.0085], [9552.0, 1.6], [9550.5, 27.3399], [9550.0, 0.1046], [9548.0, 0.0175], [9544.0, 4.8197], [9542.5, 26.5754], [9542.0, 0.003], [9541.0, 0.0549], [9540.0, 0.1984], [9537.5, 0.0008], [9535.5, 0.0105], [9535.0, 1.514], [9534.5, 36.5858], [9532.5, 4.7798], [9531.0, 40.6564], [9525.0, 0.001], [9523.5, 1.6], [9522.0, 0.0894], [9521.0, 0.315], [9520.5, 5.4525], [9520.0, 0.07], [9518.0, 0.034], [9517.5, 4.0], [9513.0, 0.0175], [9512.5, 15.6016], [9512.0, 32.7882], [9511.5, 0.0482], [9510.5, 0.0482], [9510.0, 0.2999], [9509.0, 2.0], [9508.5, 0.0482], [9506.0, 0.0416], [9505.5, 0.0492], [9505.0, 0.2], [9502.5, 0.01], [9502.0, 0.01], [9501.5, 0.0592], [9501.0, 0.001], [9500.0, 3.4913], [9499.5, 39.8683], [9498.0, 4.6108], [9497.0, 0.0481], [9492.0, 41.3559], [9490.0, 1.1104], [9488.0, 0.0105], [9486.0, 5.4443], [9485.5, 0.0482], [9484.0, 4.0], [9482.0, 0.25], [9481.5, 2.0], [9481.0, 8.1572]], "asks": [[9602.5, 3.0], [9603.0, 2.8979], [9603.5, 54.49], [9604.0, 5.9982], [9604.5, 3.028], [9605.0, 4.657], [9606.5, 5.2512], [9607.0, 4.003], [9607.5, 4.011], [9608.0, 13.7505], [9608.5, 3.994], [9609.0, 2.974], [9609.5, 3.002], [9612.0, 10.298], [9612.5, 13.455], [9613.5, 3.013], [9614.0, 2.02], [9614.5, 3.359], [9615.0, 21.2429], [9616.0, 0.5], [9616.5, 0.01], [9617.0, 2.182], [9617.5, 23.0223], [9618.0, 0.0623], [9618.5, 1.5795], [9619.0, 0.3065], [9620.0, 3.9], [9621.0, 1.5], [9622.0, 1.5], [9622.5, 1.216], [9625.0, 1.0], [9625.5, 0.9477], [9626.0, 0.05], [9628.5, 1.1588], [9629.0, 1.4], [9630.0, 4.2332], [9630.5, 1.228], [9631.0, 1.5], [9631.5, 0.0104], [9632.5, 26.7529], [9633.0, 0.25], [9638.0, 1.0], [9640.0, 0.2], [9641.0, 1.001], [9642.0, 0.0175], [9643.0, 0.25], [9643.5, 1.6], [9644.0, 31.4166], [9646.5, 41.6609], [9649.5, 0.2], [9653.5, 1.5], [9656.5, 1.6], [9657.0, 0.2], [9658.0, 1.5], [9659.5, 4.7804], [9660.5, 43.3405], [9665.5, 40.6564], [9670.0, 0.1034], [9671.5, 4.9098], [9674.0, 0.25], [9678.0, 15.6016], [9678.5, 1.5], [9681.0, 34.9683], [9683.0, 0.2], [9683.5, 5.3845], [9684.5, 5.087], [9685.0, 0.1032], [9686.5, 0.0075], [9689.0, 1.6], [9691.0, 34.7472], [9692.0, 0.001], [9694.0, 0.5], [9695.0, 0.0109], [9696.5, 4.825], [9700.0, 1.0595], [9701.5, 2.0], [9702.0, 0.011], [9702.5, 0.01], [9706.0, 1.2], [9708.0, 0.0175], [9710.0, 39.153], [9712.0, 48.6163], [9712.5, 1.5], [9713.0, 8.1572], [9715.5, 0.5021], [9716.5, 2.0], [9719.0, 0.0245], [9721.0, 0.5], [9724.0, 0.251], [9726.0, 0.12], [9727.5, 0.5075], [9730.0, 0.015], [9732.0, 58.5394], [9733.0, 0.001], [9734.0, 20.0], [9743.0, 0.06], [9750.0, 9.5], [9755.0, 52.4404], [9757.0, 48.6121], [9764.0, 0.015]], "action": "partial"}}`) - err = f.wsHandleData(data) - if err != nil { - t.Error(err) - } - data = []byte(`{"channel": "orderbook", "market": "BTC-PERP", "type": "update", "data": {"time": 1589855831.5128105, "checksum": 365946911, "bids": [[9596.0, 4.2656], [9512.0, 32.7912]], "asks": [[9613.5, 4.012], [9702.0, 0.021]], "action": "update"}}`) - err = f.wsHandleData(data) - if err != nil { - t.Error(err) - } -} - func TestGetSubaccounts(t *testing.T) { t.Parallel() if !areTestAPIKeysSet() { diff --git a/exchanges/ftx/ftx_types.go b/exchanges/ftx/ftx_types.go index a78c2a3e..718714d7 100644 --- a/exchanges/ftx/ftx_types.go +++ b/exchanges/ftx/ftx_types.go @@ -603,37 +603,42 @@ type WsOrderbookData struct { // WsOrders stores ws orders' data type WsOrders struct { - ID int64 `json:"id"` - ClientID string `json:"clientId"` - Market string `json:"market"` - OrderType string `json:"type"` - Side string `json:"side"` - Size float64 `json:"size"` - Price float64 `json:"price"` - ReduceOnly bool `json:"reduceOnly"` - IOC bool `json:"ioc"` - PostOnly bool `json:"postOnly"` - Status string `json:"status"` - FilledSize float64 `json:"filedSize"` - RemainingSize float64 `json:"remainingSize"` - AvgFillPrice float64 `json:"avgFillPrice"` + ID int64 `json:"id"` + ClientID string `json:"clientId"` + Market string `json:"market"` + OrderType string `json:"type"` + Side string `json:"side"` + Price float64 `json:"price"` + Size float64 `json:"size"` + Status string `json:"status"` + FilledSize float64 `json:"filledSize"` + RemainingSize float64 `json:"remainingSize"` + ReduceOnly bool `json:"reduceOnly"` + Liquidation bool `json:"liquidation"` + AvgFillPrice float64 `json:"avgFillPrice"` + PostOnly bool `json:"postOnly"` + IOC bool `json:"ioc"` + CreatedAt time.Time `json:"createdAt"` } // WsFills stores websocket fills' data type WsFills struct { - Fee float64 `json:"fee"` - FeeRate float64 `json:"feeRate"` - Future string `json:"future"` - ID int64 `json:"id"` - Liquidity string `json:"liquidity"` - Market string `json:"market"` - OrderID int64 `json:"orderId"` - TradeID int64 `json:"tradeId"` - Price float64 `json:"price"` - Side string `json:"side"` - Size float64 `json:"size"` - Time time.Time `json:"time"` - OrderType string `json:"orderType"` + ID int64 `json:"id"` + Market string `json:"market"` + Future string `json:"future"` + BaseCurrency string `json:"baseCurrency"` + QuoteCurrency string `json:"quoteCurrency"` + Type string `json:"type"` + Side string `json:"side"` + Price float64 `json:"price"` + Size float64 `json:"size"` + OrderID int64 `json:"orderId"` + Time time.Time `json:"time"` + TradeID int64 `json:"tradeId"` + FeeRate float64 `json:"feeRate"` + Fee float64 `json:"fee"` + FeeCurrency string `json:"feeCurrency"` + Liquidity string `json:"liquidity"` } // WsSub has the data used to subscribe to a channel @@ -678,7 +683,7 @@ type WsOrderDataStore struct { type WsFillsDataStore struct { Channel string `json:"channel"` MessageType string `json:"type"` - FillsData WsFills `json:"fills"` + FillsData WsFills `json:"data"` } // TimeInterval represents interval enum. diff --git a/exchanges/ftx/ftx_websocket.go b/exchanges/ftx/ftx_websocket.go index ec044fc8..eed2939c 100644 --- a/exchanges/ftx/ftx_websocket.go +++ b/exchanges/ftx/ftx_websocket.go @@ -335,24 +335,6 @@ func (f *FTX) wsHandleData(respRaw []byte) error { if err != nil { return err } - var oSide order.Side - oSide, err = order.StringToOrderSide(resultData.OrderData.Side) - if err != nil { - f.Websocket.DataHandler <- order.ClassificationError{ - Exchange: f.Name, - Err: err, - } - } - var resp order.Detail - resp.Side = oSide - resp.Amount = resultData.OrderData.Size - resp.AssetType = assetType - resp.ClientOrderID = resultData.OrderData.ClientID - resp.Exchange = f.Name - resp.ExecutedAmount = resultData.OrderData.FilledSize - resp.ID = strconv.FormatInt(resultData.OrderData.ID, 10) - resp.Pair = pair - resp.RemainingAmount = resultData.OrderData.Size - resultData.OrderData.FilledSize var orderVars OrderVars orderVars, err = f.compatibleOrderVars( resultData.OrderData.Side, @@ -364,10 +346,24 @@ func (f *FTX) wsHandleData(respRaw []byte) error { if err != nil { return err } - resp.Status = orderVars.Status - resp.Side = orderVars.Side + var resp order.Detail + resp.PostOnly = resultData.OrderData.PostOnly + resp.Price = resultData.OrderData.Price + resp.Amount = resultData.OrderData.Size + resp.AverageExecutedPrice = resultData.OrderData.AvgFillPrice + resp.ExecutedAmount = resultData.OrderData.FilledSize + resp.RemainingAmount = resultData.OrderData.Size - resultData.OrderData.FilledSize + resp.Cost = resp.AverageExecutedPrice * resp.Amount + // Fee: orderVars.Fee is incorrect. + resp.Exchange = f.Name + resp.ID = strconv.FormatInt(resultData.OrderData.ID, 10) + resp.ClientOrderID = resultData.OrderData.ClientID resp.Type = orderVars.OrderType - resp.Fee = orderVars.Fee + resp.Side = orderVars.Side + resp.Status = orderVars.Status + resp.AssetType = assetType + resp.Date = resultData.OrderData.CreatedAt + resp.Pair = pair f.Websocket.DataHandler <- &resp case wsFills: var resultData WsFillsDataStore diff --git a/exchanges/ftx/ftx_websocket_test.go b/exchanges/ftx/ftx_websocket_test.go new file mode 100644 index 00000000..c97b6cd4 --- /dev/null +++ b/exchanges/ftx/ftx_websocket_test.go @@ -0,0 +1,369 @@ +package ftx + +import ( + "testing" + "time" + + "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/stream" +) + +func parseRaw(t *testing.T, input string) interface{} { + t.Helper() + pairs := currency.Pairs{ + currency.Pair{ + Base: currency.BTC, + Quote: currency.USDT, + }, + } + x := FTX{ + exchange.Base{ + CurrencyPairs: currency.PairsManager{ + Pairs: map[asset.Item]*currency.PairStore{ + asset.Spot: { + Available: pairs, + Enabled: pairs, + ConfigFormat: ¤cy.PairFormat{ + Delimiter: "^", + Uppercase: true, + }, + }, + }, + }, + Websocket: &stream.Websocket{ + DataHandler: make(chan interface{}, 1), + }, + }, + } + + if err := x.wsHandleData([]byte(input)); err != nil { + t.Fatal(err) + } + return <-x.Websocket.DataHandler +} + +func TestFTX_wsHandleData_Details(t *testing.T) { + const inputPartiallyCancelled = `{ + "channel": "orders", + "type": "update", + "data": { + "id": 69350095302, + "clientId": "192ab87ae99970b79f624ef8bd783351", + "market": "BTC/USDT", + "type": "limit", + "side": "sell", + "price": 65536, + "size": 12, + "status": "closed", + "filledSize": 4, + "remainingSize": 8, + "reduceOnly": false, + "liquidation": false, + "avgFillPrice": 32768, + "postOnly": true, + "ioc": true, + "createdAt": "2021-08-08T10:35:02.649437+00:00" + } + }` + + p := parseRaw(t, inputPartiallyCancelled) + x, ok := p.(*order.Detail) + if !ok { + t.Fatalf("have %T, want order.Detail", p) + } + // "reduceOnly" and "liquidation" do not have corresponding fields in + // order.Detail. + if x.ID != "69350095302" || + x.ClientOrderID != "192ab87ae99970b79f624ef8bd783351" || + x.Pair.Base.Item.Symbol != "BTC" || + x.Pair.Quote.Item.Symbol != "USDT" || + x.Type != order.Limit || + x.Side != order.Sell || + x.Price != 65536 || + x.Amount != 12 || + x.Status != order.PartiallyCancelled || + x.ExecutedAmount != 4 || + x.RemainingAmount != 8 || + x.AverageExecutedPrice != 32768 || + !x.PostOnly || + !x.Date.Equal(time.Unix(1628418902, 649437000).UTC()) { + t.Error("parsed values do not match") + } + + const inputFilled = `{ + "channel": "orders", + "type": "update", + "data": { + "id": 69350095302, + "clientId": "192ab87ae99970b79f624ef8bd783351", + "market": "BTC/USDT", + "type": "limit", + "side": "sell", + "price": 65536, + "size": 12, + "status": "closed", + "filledSize": 12, + "remainingSize": 0, + "reduceOnly": false, + "liquidation": false, + "avgFillPrice": 32768, + "postOnly": true, + "ioc": true, + "createdAt": "2021-08-08T10:35:02.649437+00:00" + } + }` + if status := parseRaw(t, inputFilled).(*order.Detail).Status; status != order.Filled { + t.Errorf("have %s, want %s", status, order.Filled) + } + + const inputCancelled = `{ + "channel": "orders", + "type": "update", + "data": { + "id": 69350095302, + "clientId": "192ab87ae99970b79f624ef8bd783351", + "market": "BTC/USDT", + "type": "limit", + "side": "sell", + "price": 65536, + "size": 12, + "status": "closed", + "filledSize": 0, + "remainingSize": 12, + "reduceOnly": false, + "liquidation": false, + "avgFillPrice": 32768, + "postOnly": true, + "ioc": true, + "createdAt": "2021-08-08T10:35:02.649437+00:00" + } + }` + if status := parseRaw(t, inputCancelled).(*order.Detail).Status; status != order.Cancelled { + t.Errorf("have %s, want %s", status, order.Cancelled) + } +} + +func TestFTX_wsHandleData_wsFills(t *testing.T) { + const input = `{ + "channel": "fills", + "type": "update", + "data": { + "id": 1234567890, + "market": "MARKET", + "future": "FUTURE", + "baseCurrency": "BTC", + "quoteCurrency": "USDT", + "type": "order", + "side": "sell", + "price": 32768, + "size": 2, + "orderId": 23456789012, + "time": "2021-08-07T14:32:42.373010+00:00", + "tradeId": 3456789012, + "feeRate": 8, + "fee": 16, + "feeCurrency": "FTT", + "liquidity": "maker" + } + }` + p := parseRaw(t, input) + x, ok := p.(WsFills) + if !ok { + t.Fatalf("have %T, want ftx.WsFills", p) + } + if x.ID != 1234567890 || + x.Market != "MARKET" || + x.Future != "FUTURE" || + x.BaseCurrency != "BTC" || + x.QuoteCurrency != "USDT" || + x.Type != "order" || + x.Side != "sell" || + x.Price != 32768 || + x.Size != 2 || + x.OrderID != 23456789012 || + !x.Time.Equal(time.Unix(1628346762, 373010000).UTC()) || + x.TradeID != 3456789012 || + x.FeeRate != 8 || + x.Fee != 16 || + x.FeeCurrency != "FTT" || + x.Liquidity != "maker" { + t.Error("parsed values do not match") + } +} + +func TestParsingOrders(t *testing.T) { + t.Parallel() + data := []byte(`{ + "channel": "fills", + "data": { + "id": 24852229, + "clientId": null, + "market": "XRP-PERP", + "type": "limit", + "side": "buy", + "size": 42353.0, + "price": 0.2977, + "reduceOnly": false, + "ioc": false, + "postOnly": false, + "status": "closed", + "filledSize": 0.0, + "remainingSize": 0.0, + "avgFillPrice": 0.2978 + }, + "type": "update" + }`) + err := f.wsHandleData(data) + if err != nil { + t.Error(err) + } +} + +func TestParsingWSTradesData(t *testing.T) { + t.Parallel() + data := []byte(`{ + "channel": "trades", + "market": "BTC-PERP", + "type": "update", + "data": [ + { + "id": 44200173, + "price": 9761.0, + "size": 0.0008, + "side": "buy", + "liquidation": false, + "time": "2020-05-15T01:10:04.369194+00:00" + } + ] + }`) + err := f.wsHandleData(data) + if err != nil { + t.Error(err) + } +} + +func TestParsingWSTickerData(t *testing.T) { + t.Parallel() + data := []byte(`{ + "channel": "ticker", + "market": "BTC-PERP", + "type": "update", + "data": { + "bid": 9760.5, + "ask": 9761.0, + "bidSize": 3.36, + "askSize": 71.8484, + "last": 9761.0, + "time": 1589505004.4237103 + } + }`) + err := f.wsHandleData(data) + if err != nil { + t.Error(err) + } +} + +func TestParsingWSOrdersData(t *testing.T) { + t.Parallel() + data := []byte(`{ + "channel": "orders", + "data": { + "id": 24852229, + "clientId": null, + "market": "BTC-PERP", + "type": "limit", + "side": "buy", + "size": 42353.0, + "price": 0.2977, + "reduceOnly": false, + "ioc": false, + "postOnly": false, + "status": "closed", + "filledSize": 0.0, + "remainingSize": 0.0, + "avgFillPrice": 0.2978 + }, + "type": "update" + }`) + err := f.wsHandleData(data) + if err != nil { + t.Error(err) + } +} + +func TestParsingMarketsData(t *testing.T) { + t.Parallel() + data := []byte(`{"channel": "markets", + "type": "partial", + "data": { + "ADA-0626": { + "name": "ADA-0626", + "enabled": true, + "priceIncrement": 5e-06, + "sizeIncrement": 1.0, + "type": "future", + "baseCurrency": null, + "quoteCurrency": null, + "restricted": false, + "underlying": "ADA", + "future": { + "name": "ADA-0626", + "underlying": "ADA", + "description": "Cardano June 2020 Futures", + "type": "future", "expiry": "2020-06-26T003:00:00+00:00", + "perpetual": false, + "expired": false, + "enabled": true, + "postOnly": false, + "imfFactor": 4e-05, + "underlyingDescription": "Cardano", + "expiryDescription": "June 2020", + "moveStart": null, "positionLimitWeight": 10.0, + "group": "quarterly"}}}, + "action": "partial" + }`) + err := f.wsHandleData(data) + if err != nil { + t.Error(err) + } +} + +func TestParsingWSOBData(t *testing.T) { + data := []byte(`{"channel": "orderbook", "market": "BTC-PERP", "type": "partial", "data": {"time": 1589855831.4606245, "checksum": 225973019, "bids": [[9602.0, 3.2903], [9601.5, 3.11], [9601.0, 2.1356], [9600.5, 3.0991], [9600.0, 8.014], [9599.5, 4.1571], [9599.0, 79.1846], [9598.5, 3.099], [9598.0, 3.985], [9597.5, 3.999], [9597.0, 16.4335], [9596.5, 4.006], [9596.0, 3.2596], [9595.0, 6.334], [9594.0, 3.5685], [9593.0, 14.2717], [9592.5, 0.5], [9591.0, 2.181], [9590.5, 40.4246], [9590.0, 1.0], [9589.0, 1.357], [9588.5, 0.4738], [9587.5, 0.15], [9587.0, 16.811], [9586.5, 1.2], [9586.0, 0.2], [9585.5, 1.0], [9584.5, 0.002], [9584.0, 1.51], [9583.5, 0.01], [9583.0, 1.4], [9582.5, 0.1], [9582.0, 24.7921], [9581.0, 2.087], [9580.5, 2.0], [9580.0, 0.1], [9579.0, 1.1588], [9578.0, 0.9477], [9577.5, 22.216], [9576.0, 0.2], [9574.0, 22.0], [9573.5, 1.0], [9572.0, 0.203], [9570.0, 0.1026], [9565.5, 5.5332], [9565.0, 27.5243], [9563.5, 2.6], [9562.0, 0.0175], [9561.0, 2.0085], [9552.0, 1.6], [9550.5, 27.3399], [9550.0, 0.1046], [9548.0, 0.0175], [9544.0, 4.8197], [9542.5, 26.5754], [9542.0, 0.003], [9541.0, 0.0549], [9540.0, 0.1984], [9537.5, 0.0008], [9535.5, 0.0105], [9535.0, 1.514], [9534.5, 36.5858], [9532.5, 4.7798], [9531.0, 40.6564], [9525.0, 0.001], [9523.5, 1.6], [9522.0, 0.0894], [9521.0, 0.315], [9520.5, 5.4525], [9520.0, 0.07], [9518.0, 0.034], [9517.5, 4.0], [9513.0, 0.0175], [9512.5, 15.6016], [9512.0, 32.7882], [9511.5, 0.0482], [9510.5, 0.0482], [9510.0, 0.2999], [9509.0, 2.0], [9508.5, 0.0482], [9506.0, 0.0416], [9505.5, 0.0492], [9505.0, 0.2], [9502.5, 0.01], [9502.0, 0.01], [9501.5, 0.0592], [9501.0, 0.001], [9500.0, 3.4913], [9499.5, 39.8683], [9498.0, 4.6108], [9497.0, 0.0481], [9492.0, 41.3559], [9490.0, 1.1104], [9488.0, 0.0105], [9486.0, 5.4443], [9485.5, 0.0482], [9484.0, 4.0], [9482.0, 0.25], [9481.5, 2.0], [9481.0, 8.1572]], "asks": [[9602.5, 3.0], [9603.0, 2.8979], [9603.5, 54.49], [9604.0, 5.9982], [9604.5, 3.028], [9605.0, 4.657], [9606.5, 5.2512], [9607.0, 4.003], [9607.5, 4.011], [9608.0, 13.7505], [9608.5, 3.994], [9609.0, 2.974], [9609.5, 3.002], [9612.0, 10.298], [9612.5, 13.455], [9613.5, 3.013], [9614.0, 2.02], [9614.5, 3.359], [9615.0, 21.2429], [9616.0, 0.5], [9616.5, 0.01], [9617.0, 2.182], [9617.5, 23.0223], [9618.0, 0.0623], [9618.5, 1.5795], [9619.0, 0.3065], [9620.0, 3.9], [9621.0, 1.5], [9622.0, 1.5], [9622.5, 1.216], [9625.0, 1.0], [9625.5, 0.9477], [9626.0, 0.05], [9628.5, 1.1588], [9629.0, 1.4], [9630.0, 4.2332], [9630.5, 1.228], [9631.0, 1.5], [9631.5, 0.0104], [9632.5, 26.7529], [9633.0, 0.25], [9638.0, 1.0], [9640.0, 0.2], [9641.0, 1.001], [9642.0, 0.0175], [9643.0, 0.25], [9643.5, 1.6], [9644.0, 31.4166], [9646.5, 41.6609], [9649.5, 0.2], [9653.5, 1.5], [9656.5, 1.6], [9657.0, 0.2], [9658.0, 1.5], [9659.5, 4.7804], [9660.5, 43.3405], [9665.5, 40.6564], [9670.0, 0.1034], [9671.5, 4.9098], [9674.0, 0.25], [9678.0, 15.6016], [9678.5, 1.5], [9681.0, 34.9683], [9683.0, 0.2], [9683.5, 5.3845], [9684.5, 5.087], [9685.0, 0.1032], [9686.5, 0.0075], [9689.0, 1.6], [9691.0, 34.7472], [9692.0, 0.001], [9694.0, 0.5], [9695.0, 0.0109], [9696.5, 4.825], [9700.0, 1.0595], [9701.5, 2.0], [9702.0, 0.011], [9702.5, 0.01], [9706.0, 1.2], [9708.0, 0.0175], [9710.0, 39.153], [9712.0, 48.6163], [9712.5, 1.5], [9713.0, 8.1572], [9715.5, 0.5021], [9716.5, 2.0], [9719.0, 0.0245], [9721.0, 0.5], [9724.0, 0.251], [9726.0, 0.12], [9727.5, 0.5075], [9730.0, 0.015], [9732.0, 58.5394], [9733.0, 0.001], [9734.0, 20.0], [9743.0, 0.06], [9750.0, 9.5], [9755.0, 52.4404], [9757.0, 48.6121], [9764.0, 0.015]], "action": "partial"}}`) + err := f.wsHandleData(data) + if err != nil { + t.Error(err) + } + data = []byte(`{"channel": "orderbook", "market": "BTC-PERP", "type": "update", "data": {"time": 1589855831.5128105, "checksum": 365946911, "bids": [[9596.0, 4.2656], [9512.0, 32.7912]], "asks": [[9613.5, 4.012], [9702.0, 0.021]], "action": "update"}}`) + err = f.wsHandleData(data) + if err != nil { + t.Error(err) + } +} + +func TestParsingWSOBData2(t *testing.T) { + t.Parallel() + data := []byte(`{"channel": "orderbook", "market": "PRIVBEAR/USD", "type": "partial", "data": {"time": 1593498757.0915809, "checksum": 87356415, "bids": [[1389.5, 5.1019], [1384.5, 16.6318], [1371.5, 23.5531], [1365.5, 23.3001], [1354.0, 26.758], [1352.5, 24.6891], [1337.5, 30.3091], [1333.5, 24.9583], [1323.0, 30.9597], [1302.0, 40.9241], [1282.5, 38.0319], [1272.5, 39.1436], [1084.5, 1.8934], [1080.0, 2.0595], [1075.0, 2.0527], [1069.0, 1.8077], [1053.5, 1.855], [1.0, 2.0]], "asks": [[1403.5, 6.8077], [1407.5, 17.6482], [1417.0, 14.6401], [1418.5, 22.6664], [1426.0, 20.3936], [1430.5, 34.2797], [1435.0, 30.6073], [1443.0, 20.2036], [1471.5, 35.5789], [1494.5, 29.2815], [1505.0, 30.9842], [1511.5, 39.4325], [1799.5, 1.7529], [1810.5, 2.0379], [1813.5, 2.0423], [1817.5, 2.0393], [1821.0, 1.7148], [86347.5, 9e-05], [94982.5, 0.0001], [104480.0, 0.0001], [114930.0, 0.00011], [126420.0, 0.00011], [139065.0, 0.00011], [152970.0, 0.00012], [168267.5, 0.00012], [185092.5, 0.00012], [223962.5, 0.00013], [246360.0, 0.00014], [270995.0, 0.00017], [1203602.5, 0.00013]], "action": "partial"}}`) + err := f.wsHandleData(data) + if err != nil { + t.Fatal(err) + } + data = []byte(`{"channel": "orderbook", "market": "DOGE-PERP", "type": "partial", "data": {"time": 1593395710.072698, "checksum": 2591057682, "bids": [[0.0023085, 507742.0], [0.002308, 7000.0], [0.0023075, 100000.0], [0.0023065, 324770.0], [0.002305, 46000.0], [0.0023035, 879600.0], [0.002303, 49000.0], [0.0023025, 1076421.0], [0.002296, 30511800.0], [0.002293, 3006300.0], [0.0022925, 1256349.0], [0.0022895, 11855700.0], [0.0022855, 1008960.0], [0.0022775, 1047578.0], [0.0022745, 3070200.0], [0.00227, 2939100.0], [0.002269, 1599711.0], [0.00226, 1671504.0], [0.00225, 1957119.0], [0.00224, 5225404.0], [0.0022395, 250.0], [0.002233, 2994000.0], [0.002229, 2336857.0], [0.002218, 2144227.0], [0.002205, 2101662.0], [0.0021985, 7406099.0], [0.0021915, 2470187.0], [0.0021775, 2690545.0], [0.0021755, 250.0], [0.002162, 2997201.0], [0.00215, 11464856.0], [0.002148, 16178857.0], [0.0021255, 11063510.0], [0.002119, 164239.0], [0.0020435, 19124572.0], [0.0020395, 18376430.0], [0.0020125, 1250.0], [0.0019655, 50.0], [0.001958, 97012.0], [0.001942, 50000.0], [0.001899, 50000.0], [0.001895, 1250.0], [0.001712, 2500.0], [0.0012075, 70190.0], [0.00112, 22321.0], [1.65e-05, 31889.0]], "asks": [[0.0023145, 359557.0], [0.0023155, 222497.0], [0.0023175, 40000.0], [0.002319, 879600.0], [0.0023195, 50000.0], [0.0023205, 1067334.0], [0.0023215, 45000.0], [0.002326, 33518100.0], [0.0023265, 1113997.0], [0.0023285, 1170756.0], [0.002331, 11855700.0], [0.002336, 1105442.0], [0.002344, 1244804.0], [0.002348, 3070200.0], [0.0023525, 1546561.0], [0.0023555, 2939100.0], [0.0023575, 2928000.0], [0.002362, 1509707.0], [0.0023725, 1786697.0], [0.002374, 5710.0], [0.0023795, 151098.0], [0.0023835, 1747428.0], [0.002385, 2994000.0], [0.002395, 1721532.0], [0.0024015, 5710.0], [0.002408, 2552142.0], [0.002422, 2188855.0], [0.002429, 5710.0], [0.0024295, 8441953.0], [0.002437, 2196750.0], [0.002445, 122574.0], [0.002454, 1974273.0], [0.0024565, 5710.0], [0.0024715, 2864643.0], [0.00248, 15238408.0], [0.002484, 5710.0], [0.002497, 16343646.0], [0.0025025, 12177084.0], [0.0025115, 5710.0], [0.002539, 5710.0], [0.002566, 16643688.0], [0.0025665, 5710.0], [0.002594, 5710.0], [0.002617, 50.0], [0.002623, 10.0], [0.0027685, 20825893.0], [0.003178, 50000.0], [0.003811, 68952.0], [0.0074, 41460.0]], "action": "partial"}}`) + err = f.wsHandleData(data) + if err != nil { + t.Error(err) + } + data = []byte(`{"channel": "orderbook", "market": "BTC-PERP", "type": "partial", "data": {"time": 1589855831.4606245, "checksum": 225973019, "bids": [[9602.0, 3.2903], [9601.5, 3.11], [9601.0, 2.1356], [9600.5, 3.0991], [9600.0, 8.014], [9599.5, 4.1571], [9599.0, 79.1846], [9598.5, 3.099], [9598.0, 3.985], [9597.5, 3.999], [9597.0, 16.4335], [9596.5, 4.006], [9596.0, 3.2596], [9595.0, 6.334], [9594.0, 3.5685], [9593.0, 14.2717], [9592.5, 0.5], [9591.0, 2.181], [9590.5, 40.4246], [9590.0, 1.0], [9589.0, 1.357], [9588.5, 0.4738], [9587.5, 0.15], [9587.0, 16.811], [9586.5, 1.2], [9586.0, 0.2], [9585.5, 1.0], [9584.5, 0.002], [9584.0, 1.51], [9583.5, 0.01], [9583.0, 1.4], [9582.5, 0.1], [9582.0, 24.7921], [9581.0, 2.087], [9580.5, 2.0], [9580.0, 0.1], [9579.0, 1.1588], [9578.0, 0.9477], [9577.5, 22.216], [9576.0, 0.2], [9574.0, 22.0], [9573.5, 1.0], [9572.0, 0.203], [9570.0, 0.1026], [9565.5, 5.5332], [9565.0, 27.5243], [9563.5, 2.6], [9562.0, 0.0175], [9561.0, 2.0085], [9552.0, 1.6], [9550.5, 27.3399], [9550.0, 0.1046], [9548.0, 0.0175], [9544.0, 4.8197], [9542.5, 26.5754], [9542.0, 0.003], [9541.0, 0.0549], [9540.0, 0.1984], [9537.5, 0.0008], [9535.5, 0.0105], [9535.0, 1.514], [9534.5, 36.5858], [9532.5, 4.7798], [9531.0, 40.6564], [9525.0, 0.001], [9523.5, 1.6], [9522.0, 0.0894], [9521.0, 0.315], [9520.5, 5.4525], [9520.0, 0.07], [9518.0, 0.034], [9517.5, 4.0], [9513.0, 0.0175], [9512.5, 15.6016], [9512.0, 32.7882], [9511.5, 0.0482], [9510.5, 0.0482], [9510.0, 0.2999], [9509.0, 2.0], [9508.5, 0.0482], [9506.0, 0.0416], [9505.5, 0.0492], [9505.0, 0.2], [9502.5, 0.01], [9502.0, 0.01], [9501.5, 0.0592], [9501.0, 0.001], [9500.0, 3.4913], [9499.5, 39.8683], [9498.0, 4.6108], [9497.0, 0.0481], [9492.0, 41.3559], [9490.0, 1.1104], [9488.0, 0.0105], [9486.0, 5.4443], [9485.5, 0.0482], [9484.0, 4.0], [9482.0, 0.25], [9481.5, 2.0], [9481.0, 8.1572]], "asks": [[9602.5, 3.0], [9603.0, 2.8979], [9603.5, 54.49], [9604.0, 5.9982], [9604.5, 3.028], [9605.0, 4.657], [9606.5, 5.2512], [9607.0, 4.003], [9607.5, 4.011], [9608.0, 13.7505], [9608.5, 3.994], [9609.0, 2.974], [9609.5, 3.002], [9612.0, 10.298], [9612.5, 13.455], [9613.5, 3.013], [9614.0, 2.02], [9614.5, 3.359], [9615.0, 21.2429], [9616.0, 0.5], [9616.5, 0.01], [9617.0, 2.182], [9617.5, 23.0223], [9618.0, 0.0623], [9618.5, 1.5795], [9619.0, 0.3065], [9620.0, 3.9], [9621.0, 1.5], [9622.0, 1.5], [9622.5, 1.216], [9625.0, 1.0], [9625.5, 0.9477], [9626.0, 0.05], [9628.5, 1.1588], [9629.0, 1.4], [9630.0, 4.2332], [9630.5, 1.228], [9631.0, 1.5], [9631.5, 0.0104], [9632.5, 26.7529], [9633.0, 0.25], [9638.0, 1.0], [9640.0, 0.2], [9641.0, 1.001], [9642.0, 0.0175], [9643.0, 0.25], [9643.5, 1.6], [9644.0, 31.4166], [9646.5, 41.6609], [9649.5, 0.2], [9653.5, 1.5], [9656.5, 1.6], [9657.0, 0.2], [9658.0, 1.5], [9659.5, 4.7804], [9660.5, 43.3405], [9665.5, 40.6564], [9670.0, 0.1034], [9671.5, 4.9098], [9674.0, 0.25], [9678.0, 15.6016], [9678.5, 1.5], [9681.0, 34.9683], [9683.0, 0.2], [9683.5, 5.3845], [9684.5, 5.087], [9685.0, 0.1032], [9686.5, 0.0075], [9689.0, 1.6], [9691.0, 34.7472], [9692.0, 0.001], [9694.0, 0.5], [9695.0, 0.0109], [9696.5, 4.825], [9700.0, 1.0595], [9701.5, 2.0], [9702.0, 0.011], [9702.5, 0.01], [9706.0, 1.2], [9708.0, 0.0175], [9710.0, 39.153], [9712.0, 48.6163], [9712.5, 1.5], [9713.0, 8.1572], [9715.5, 0.5021], [9716.5, 2.0], [9719.0, 0.0245], [9721.0, 0.5], [9724.0, 0.251], [9726.0, 0.12], [9727.5, 0.5075], [9730.0, 0.015], [9732.0, 58.5394], [9733.0, 0.001], [9734.0, 20.0], [9743.0, 0.06], [9750.0, 9.5], [9755.0, 52.4404], [9757.0, 48.6121], [9764.0, 0.015]], "action": "partial"}}`) + err = f.wsHandleData(data) + if err != nil { + t.Error(err) + } + data = []byte(`{"channel": "orderbook", "market": "BTC-PERP", "type": "update", "data": {"time": 1589855831.5128105, "checksum": 365946911, "bids": [[9596.0, 4.2656], [9512.0, 32.7912]], "asks": [[9613.5, 4.012], [9702.0, 0.021]], "action": "update"}}`) + err = f.wsHandleData(data) + if err != nil { + t.Error(err) + } +} diff --git a/exchanges/ftx/ftx_wrapper.go b/exchanges/ftx/ftx_wrapper.go index 359ec115..5ba22b11 100644 --- a/exchanges/ftx/ftx_wrapper.go +++ b/exchanges/ftx/ftx_wrapper.go @@ -578,9 +578,9 @@ func (f *FTX) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) { tempResp, err := f.Order(fPair.String(), s.Side.Lower(), s.Type.Lower(), - "", - "", - "", + s.ReduceOnly, + s.ImmediateOrCancel, + s.PostOnly, s.ClientOrderID, s.Price, s.Amount) diff --git a/exchanges/order/order_types.go b/exchanges/order/order_types.go index 133ba0d9..d3977c61 100644 --- a/exchanges/order/order_types.go +++ b/exchanges/order/order_types.go @@ -118,37 +118,38 @@ type ModifyResponse struct { // Each exchange has their own requirements, so not all fields // are required to be populated type Detail struct { - ImmediateOrCancel bool - HiddenOrder bool - FillOrKill bool - PostOnly bool - Leverage float64 - Price float64 - Amount float64 - LimitPriceUpper float64 - LimitPriceLower float64 - TriggerPrice float64 - TargetAmount float64 - ExecutedAmount float64 - RemainingAmount float64 - Cost float64 - Fee float64 - Exchange string - InternalOrderID string - ID string - ClientOrderID string - AccountID string - ClientID string - WalletAddress string - Type Type - Side Side - Status Status - AssetType asset.Item - Date time.Time - CloseTime time.Time - LastUpdated time.Time - Pair currency.Pair - Trades []TradeHistory + ImmediateOrCancel bool + HiddenOrder bool + FillOrKill bool + PostOnly bool + Leverage float64 + Price float64 + Amount float64 + LimitPriceUpper float64 + LimitPriceLower float64 + TriggerPrice float64 + AverageExecutedPrice float64 + TargetAmount float64 + ExecutedAmount float64 + RemainingAmount float64 + Cost float64 + Fee float64 + Exchange string + InternalOrderID string + ID string + ClientOrderID string + AccountID string + ClientID string + WalletAddress string + Type Type + Side Side + Status Status + AssetType asset.Item + Date time.Time + CloseTime time.Time + LastUpdated time.Time + Pair currency.Pair + Trades []TradeHistory } // Filter contains all properties an order can be filtered for