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GateIO: Enhance order execution limits and currency pair details (#2018)
* refactor(gateio): enhance order execution limits and currency pair details * Update exchanges/gateio/gateio_wrapper.go Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com> * REEEEEHHHHHH * linter: fix * fix GetOpenInterest when a contract is delisted * add handling for delisting end time correctly * Update exchange/order/limits/limits_types.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchange/order/limits/limits_types.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/gateio/gateio_types.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/gateio/gateio_types.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: nits * gci: fix * linter: fix * gateio: Add launch and update tests (cherry-pick) * gk: nits + removed spot setting delisting as delisted because it is not a start time value * glorious: apply diff --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com> Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
This commit is contained in:
Ryan O'Hara-Reid
GitHub
@@ -2489,11 +2489,33 @@ func TestUpdateOrderExecutionLimits(t *testing.T) {
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require.ErrorIs(t, e.UpdateOrderExecutionLimits(t.Context(), a), asset.ErrNotSupported)
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default:
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require.NoError(t, e.UpdateOrderExecutionLimits(t.Context(), a), "UpdateOrderExecutionLimits must not error")
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pairs, err := e.CurrencyPairs.GetPairs(a, true)
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require.NoError(t, err, "GetPairs must not error")
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l, err := e.GetOrderExecutionLimits(a, pairs[0])
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require.NoError(t, err, "GetOrderExecutionLimits must not error")
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assert.Positive(t, l.MinimumBaseAmount, "MinimumBaseAmount should be positive")
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avail, err := e.GetAvailablePairs(a)
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require.NoError(t, err, "GetAvailablePairs must not error")
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for _, pair := range avail {
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l, err := e.GetOrderExecutionLimits(a, pair)
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require.NoErrorf(t, err, "GetOrderExecutionLimits must not error for %s", pair)
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require.NotNilf(t, l, "GetOrderExecutionLimits %s result cannot be nil", pair)
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assert.Equalf(t, a, l.Key.Asset, "asset should equal for %s", pair)
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assert.Truef(t, pair.Equal(l.Key.Pair()), "pair should equal for %s", pair)
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assert.Positivef(t, l.MinimumBaseAmount, "MinimumBaseAmount should be positive for %s", pair)
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assert.Positivef(t, l.AmountStepIncrementSize, "AmountStepIncrementSize should be positive for %s", pair)
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switch a {
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case asset.USDTMarginedFutures:
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assert.Positivef(t, l.MultiplierDecimal, "MultiplierDecimal should be positive for %s", pair)
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assert.NotZerof(t, l.Listed, "Listed should be populated for %s", pair)
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fallthrough
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case asset.CoinMarginedFutures:
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if !l.Delisted.IsZero() {
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assert.Truef(t, l.Delisted.After(l.Delisting), "Delisted should be after Delisting for %s", pair)
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}
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case asset.Spot:
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assert.Positivef(t, l.MinimumQuoteAmount, "MinimumQuoteAmount should be positive for %s", pair)
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assert.Positivef(t, l.QuoteStepIncrementSize, "QuoteStepIncrementSize should be positive for %s", pair)
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case asset.DeliveryFutures:
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assert.NotZerof(t, l.Expiry, "Expiry should be populated for %s", pair)
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}
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}
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}
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})
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}
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@@ -486,17 +486,25 @@ type CurrencyInfo struct {
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// CurrencyPairDetail represents a single currency pair detail.
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type CurrencyPairDetail struct {
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ID string `json:"id"`
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Base string `json:"base"`
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Quote string `json:"quote"`
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TradingFee types.Number `json:"fee"`
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MinBaseAmount types.Number `json:"min_base_amount"`
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MinQuoteAmount types.Number `json:"min_quote_amount"`
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AmountPrecision float64 `json:"amount_precision"` // Amount scale
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Precision float64 `json:"precision"` // Price scale
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TradeStatus string `json:"trade_status"`
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SellStart float64 `json:"sell_start"`
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BuyStart float64 `json:"buy_start"`
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ID currency.Pair `json:"id"`
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Base currency.Code `json:"base"`
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BaseName string `json:"base_name"`
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Quote currency.Code `json:"quote"`
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QuoteName string `json:"quote_name"`
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Fee types.Number `json:"fee"`
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MinBaseAmount types.Number `json:"min_base_amount"`
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MinQuoteAmount types.Number `json:"min_quote_amount"`
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MaxBaseAmount types.Number `json:"max_base_amount"`
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MaxQuoteAmount types.Number `json:"max_quote_amount"`
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AmountPrecision float64 `json:"amount_precision"`
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PricePrecision float64 `json:"precision"`
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TradeStatus string `json:"trade_status"` // e.g. "untradable", "buyable", "sellable", "tradable"
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SellStart types.Time `json:"sell_start"`
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BuyStart types.Time `json:"buy_start"`
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DelistingTime types.Time `json:"delisting_time"`
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Type string `json:"type"` // e.g. "normal", "pre-market"
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TradeURL string `json:"trade_url"`
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STTag bool `json:"st_tag"`
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}
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// Ticker holds detail ticker information for a currency pair
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@@ -641,49 +649,52 @@ type OrderbookOfLendingLoan struct {
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// FuturesContract represents futures contract detailed data.
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type FuturesContract struct {
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Name string `json:"name"`
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Type string `json:"type"`
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QuantoMultiplier types.Number `json:"quanto_multiplier"`
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RefDiscountRate types.Number `json:"ref_discount_rate"`
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OrderPriceDeviate string `json:"order_price_deviate"`
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MaintenanceRate types.Number `json:"maintenance_rate"`
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MarkType string `json:"mark_type"`
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LastPrice types.Number `json:"last_price"`
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MarkPrice types.Number `json:"mark_price"`
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IndexPrice types.Number `json:"index_price"`
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FundingRateIndicative types.Number `json:"funding_rate_indicative"`
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MarkPriceRound types.Number `json:"mark_price_round"`
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FundingOffset int64 `json:"funding_offset"`
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InDelisting bool `json:"in_delisting"`
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RiskLimitBase string `json:"risk_limit_base"`
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InterestRate string `json:"interest_rate"`
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OrderPriceRound types.Number `json:"order_price_round"`
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OrderSizeMin int64 `json:"order_size_min"`
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RefRebateRate string `json:"ref_rebate_rate"`
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FundingInterval int64 `json:"funding_interval"`
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RiskLimitStep string `json:"risk_limit_step"`
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LeverageMin types.Number `json:"leverage_min"`
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LeverageMax types.Number `json:"leverage_max"`
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RiskLimitMax string `json:"risk_limit_max"`
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MakerFeeRate types.Number `json:"maker_fee_rate"`
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TakerFeeRate types.Number `json:"taker_fee_rate"`
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FundingRate types.Number `json:"funding_rate"`
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OrderSizeMax int64 `json:"order_size_max"`
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FundingNextApply types.Time `json:"funding_next_apply"`
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ConfigChangeTime types.Time `json:"config_change_time"`
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ShortUsers int64 `json:"short_users"`
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TradeSize int64 `json:"trade_size"`
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PositionSize int64 `json:"position_size"`
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LongUsers int64 `json:"long_users"`
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FundingImpactValue string `json:"funding_impact_value"`
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OrdersLimit int64 `json:"orders_limit"`
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TradeID int64 `json:"trade_id"`
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OrderbookID int64 `json:"orderbook_id"`
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EnableBonus bool `json:"enable_bonus"`
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EnableCredit bool `json:"enable_credit"`
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CreateTime types.Time `json:"create_time"`
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FundingCapRatio types.Number `json:"funding_cap_ratio"`
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VoucherLeverage types.Number `json:"voucher_leverage"`
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Name currency.Pair `json:"name"`
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Type string `json:"type"`
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QuantoMultiplier types.Number `json:"quanto_multiplier"`
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RefDiscountRate types.Number `json:"ref_discount_rate"`
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OrderPriceDeviate types.Number `json:"order_price_deviate"`
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MaintenanceRate types.Number `json:"maintenance_rate"`
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MarkType string `json:"mark_type"`
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LastPrice types.Number `json:"last_price"`
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MarkPrice types.Number `json:"mark_price"`
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IndexPrice types.Number `json:"index_price"`
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FundingRateIndicative types.Number `json:"funding_rate_indicative"`
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MarkPriceRound types.Number `json:"mark_price_round"`
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FundingOffset types.Number `json:"funding_offset"`
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Delisting bool `json:"in_delisting"`
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RiskLimitBase types.Number `json:"risk_limit_base"`
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InterestRate types.Number `json:"interest_rate"`
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OrderPriceRound types.Number `json:"order_price_round"`
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OrderSizeMin types.Number `json:"order_size_min"`
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RefRebateRate types.Number `json:"ref_rebate_rate"`
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FundingInterval int64 `json:"funding_interval"`
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RiskLimitStep types.Number `json:"risk_limit_step"`
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LeverageMin types.Number `json:"leverage_min"`
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LeverageMax types.Number `json:"leverage_max"`
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RiskLimitMax types.Number `json:"risk_limit_max"`
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MakerFeeRate types.Number `json:"maker_fee_rate"`
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TakerFeeRate types.Number `json:"taker_fee_rate"`
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FundingRate types.Number `json:"funding_rate"`
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OrderSizeMax types.Number `json:"order_size_max"`
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FundingNextApply types.Time `json:"funding_next_apply"`
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ShortUsers types.Number `json:"short_users"`
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ConfigChangeTime types.Time `json:"config_change_time"`
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TradeSize types.Number `json:"trade_size"`
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PositionSize types.Number `json:"position_size"`
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LongUsers types.Number `json:"long_users"`
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FundingImpactValue types.Number `json:"funding_impact_value"`
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OrdersLimit types.Number `json:"orders_limit"`
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TradeID int64 `json:"trade_id"`
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OrderbookID int64 `json:"orderbook_id"`
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EnableBonus bool `json:"enable_bonus"`
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EnableCredit bool `json:"enable_credit"`
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CreateTime types.Time `json:"create_time"`
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FundingCapRatio types.Number `json:"funding_cap_ratio"`
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Status string `json:"status"`
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LaunchTime types.Time `json:"launch_time"`
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DelistingTime types.Time `json:"delisting_time"`
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DelistedTime types.Time `json:"delisted_time"`
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}
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// TradingHistoryItem represents futures trading history item.
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@@ -422,12 +422,7 @@ func (e *Exchange) FetchTradablePairs(ctx context.Context, a asset.Item) (curren
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if tradables[x].TradeStatus == "untradable" {
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continue
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}
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p := strings.ToUpper(tradables[x].ID)
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cp, err := currency.NewPairFromString(p)
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if err != nil {
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return nil, err
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}
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pairs = append(pairs, cp)
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pairs = append(pairs, currency.NewPair(tradables[x].Base, tradables[x].Quote))
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}
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return pairs, nil
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case asset.Margin, asset.CrossMargin:
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@@ -459,15 +454,10 @@ func (e *Exchange) FetchTradablePairs(ctx context.Context, a asset.Item) (curren
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}
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pairs := make([]currency.Pair, 0, len(contracts))
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for i := range contracts {
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if contracts[i].InDelisting {
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if !contracts[i].DelistedTime.Time().IsZero() && contracts[i].DelistedTime.Time().Before(time.Now()) {
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continue
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}
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p := strings.ToUpper(contracts[i].Name)
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cp, err := currency.NewPairFromString(p)
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if err != nil {
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return nil, err
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}
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pairs = append(pairs, cp)
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pairs = append(pairs, contracts[i].Name)
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}
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return slices.Clip(pairs), nil
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case asset.DeliveryFutures:
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@@ -1800,23 +1790,19 @@ func (e *Exchange) GetFuturesContractDetails(ctx context.Context, a asset.Item)
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}
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resp := make([]futures.Contract, len(contracts))
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for i := range contracts {
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name, err := currency.NewPairFromString(contracts[i].Name)
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if err != nil {
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return nil, err
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}
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contractSettlementType := futures.Linear
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switch {
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case name.Base.Equal(currency.BTC) && settle.Equal(currency.BTC):
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case contracts[i].Name.Base.Equal(currency.BTC) && settle.Equal(currency.BTC):
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contractSettlementType = futures.Inverse
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case !name.Base.Equal(settle) && !settle.Equal(currency.USDT):
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case !contracts[i].Name.Base.Equal(settle) && !settle.Equal(currency.USDT):
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contractSettlementType = futures.Quanto
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}
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c := futures.Contract{
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Exchange: e.Name,
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Name: name,
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Underlying: name,
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Name: contracts[i].Name,
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Underlying: contracts[i].Name,
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Asset: a,
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IsActive: !contracts[i].InDelisting,
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IsActive: contracts[i].DelistedTime.Time().IsZero() || contracts[i].DelistedTime.Time().After(time.Now()),
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Type: futures.Perpetual,
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SettlementType: contractSettlementType,
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SettlementCurrencies: currency.Currencies{settle},
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@@ -1904,10 +1890,6 @@ func (e *Exchange) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item)
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if pairsData[i].TradeStatus == "untradable" {
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continue
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}
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pair, err := e.MatchSymbolWithAvailablePairs(pairsData[i].ID, a, true)
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if err != nil {
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return err
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}
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// Minimum base amounts are not always provided this will default to
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// precision for base deployment. This can't be done for quote.
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@@ -1917,77 +1899,67 @@ func (e *Exchange) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item)
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}
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l = append(l, limits.MinMaxLevel{
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Key: key.NewExchangeAssetPair(e.Name, a, pair),
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QuoteStepIncrementSize: math.Pow10(-int(pairsData[i].Precision)),
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Key: key.NewExchangeAssetPair(e.Name, a, currency.NewPair(pairsData[i].Base, pairsData[i].Quote)),
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QuoteStepIncrementSize: math.Pow10(-int(pairsData[i].PricePrecision)),
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AmountStepIncrementSize: math.Pow10(-int(pairsData[i].AmountPrecision)),
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MinimumBaseAmount: minBaseAmount,
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MinimumQuoteAmount: pairsData[i].MinQuoteAmount.Float64(),
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Delisted: pairsData[i].DelistingTime.Time(),
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})
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}
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case asset.CoinMarginedFutures:
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btcContracts, err := e.GetAllFutureContracts(ctx, currency.BTC)
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case asset.USDTMarginedFutures, asset.CoinMarginedFutures:
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settlement := currency.USDT
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if a == asset.CoinMarginedFutures {
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settlement = currency.BTC
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}
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contractInfo, err := e.GetAllFutureContracts(ctx, settlement)
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if err != nil {
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return err
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}
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l = make([]limits.MinMaxLevel, 0, len(btcContracts))
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for x := range btcContracts {
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p := strings.ToUpper(btcContracts[x].Name)
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cp, err := currency.NewPairFromString(p)
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if err != nil {
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return err
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// MBABYDOGE price is 1e6 x spot price
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divCurrency := currency.NewCode("MBABYDOGE")
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l = make([]limits.MinMaxLevel, 0, len(contractInfo))
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for i := range contractInfo {
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priceDiv := 1.0
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if contractInfo[i].Name.Base.Equal(divCurrency) {
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priceDiv = 1e6
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}
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l = append(l, limits.MinMaxLevel{
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Key: key.NewExchangeAssetPair(e.Name, a, cp),
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MinimumBaseAmount: float64(btcContracts[x].OrderSizeMin),
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MaximumBaseAmount: float64(btcContracts[x].OrderSizeMax),
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PriceStepIncrementSize: btcContracts[x].OrderPriceRound.Float64(),
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AmountStepIncrementSize: 1,
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})
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}
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case asset.USDTMarginedFutures:
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usdtContracts, err := e.GetAllFutureContracts(ctx, currency.USDT)
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if err != nil {
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return err
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}
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l = make([]limits.MinMaxLevel, 0, len(usdtContracts))
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for x := range usdtContracts {
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p := strings.ToUpper(usdtContracts[x].Name)
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cp, err := currency.NewPairFromString(p)
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if err != nil {
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return err
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}
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l = append(l, limits.MinMaxLevel{
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Key: key.NewExchangeAssetPair(e.Name, a, cp),
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MinimumBaseAmount: float64(usdtContracts[x].OrderSizeMin),
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MaximumBaseAmount: float64(usdtContracts[x].OrderSizeMax),
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PriceStepIncrementSize: usdtContracts[x].OrderPriceRound.Float64(),
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AmountStepIncrementSize: 1,
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Key: key.NewExchangeAssetPair(e.Name, a, contractInfo[i].Name),
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MinimumBaseAmount: contractInfo[i].OrderSizeMin.Float64(),
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MaximumBaseAmount: contractInfo[i].OrderSizeMax.Float64(),
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PriceStepIncrementSize: contractInfo[i].OrderPriceRound.Float64(),
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AmountStepIncrementSize: 1, // 1 Contract
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MultiplierDecimal: contractInfo[i].QuantoMultiplier.Float64(),
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PriceDivisor: priceDiv,
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Delisting: contractInfo[i].DelistingTime.Time(),
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Delisted: contractInfo[i].DelistedTime.Time(),
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Listed: contractInfo[i].LaunchTime.Time(),
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})
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}
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case asset.DeliveryFutures:
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btcContracts, err := e.GetAllDeliveryContracts(ctx, currency.BTC)
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if err != nil {
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return err
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}
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usdtContracts, err := e.GetAllDeliveryContracts(ctx, currency.USDT)
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if err != nil {
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return err
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}
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btcContracts = append(btcContracts, usdtContracts...)
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l = make([]limits.MinMaxLevel, 0, len(btcContracts))
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for x := range btcContracts {
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p := strings.ToUpper(btcContracts[x].Name)
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cp, err := currency.NewPairFromString(p)
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for _, settlement := range []currency.Code{currency.BTC, currency.USDT} {
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contractInfo, err := e.GetAllDeliveryContracts(ctx, settlement)
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if err != nil {
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return err
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}
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l = append(l, limits.MinMaxLevel{
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Key: key.NewExchangeAssetPair(e.Name, a, cp),
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MinimumBaseAmount: float64(btcContracts[x].OrderSizeMin),
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MaximumBaseAmount: float64(btcContracts[x].OrderSizeMax),
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PriceStepIncrementSize: btcContracts[x].OrderPriceRound.Float64(),
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AmountStepIncrementSize: 1,
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})
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l = slices.Grow(l, len(contractInfo))
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for x := range contractInfo {
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p := strings.ToUpper(contractInfo[x].Name)
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cp, err := currency.NewPairFromString(p)
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if err != nil {
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return err
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}
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l = append(l, limits.MinMaxLevel{
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Key: key.NewExchangeAssetPair(e.Name, a, cp),
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MinimumBaseAmount: float64(contractInfo[x].OrderSizeMin),
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MaximumBaseAmount: float64(contractInfo[x].OrderSizeMax),
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PriceStepIncrementSize: contractInfo[x].OrderPriceRound.Float64(),
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AmountStepIncrementSize: 1,
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Expiry: contractInfo[x].ExpireTime.Time(),
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})
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}
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}
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case asset.Options:
|
||||
underlyings, err := e.GetAllOptionsUnderlyings(ctx)
|
||||
@@ -2142,14 +2114,10 @@ func (e *Exchange) GetLatestFundingRates(ctx context.Context, r *fundingrate.Lat
|
||||
}
|
||||
resp := make([]fundingrate.LatestRateResponse, 0, len(contracts))
|
||||
for i := range contracts {
|
||||
cp, err := currency.NewPairFromString(contracts[i].Name)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
if !pairs.Contains(cp, false) {
|
||||
if !pairs.Contains(contracts[i].Name, true) {
|
||||
continue
|
||||
}
|
||||
resp = append(resp, contractToFundingRate(e.Name, r.Asset, cp, &contracts[i], r.IncludePredictedRate))
|
||||
resp = append(resp, contractToFundingRate(e.Name, r.Asset, contracts[i].Name, &contracts[i], r.IncludePredictedRate))
|
||||
}
|
||||
|
||||
return slices.Clip(resp), nil
|
||||
@@ -2212,8 +2180,10 @@ func (e *Exchange) GetOpenInterest(ctx context.Context, keys ...key.PairAsset) (
|
||||
for _, c := range contracts {
|
||||
if p.IsEmpty() { // If not exactly one key provided
|
||||
p, err = e.MatchSymbolWithAvailablePairs(c.contractName(), a, true)
|
||||
if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
|
||||
errs = common.AppendError(errs, fmt.Errorf("%w from %s contract %s", err, a, c.contractName()))
|
||||
if err != nil {
|
||||
if err := common.ExcludeError(err, currency.ErrPairNotFound); err != nil {
|
||||
errs = common.AppendError(errs, fmt.Errorf("%w from %s contract %s", err, a, c.contractName()))
|
||||
}
|
||||
continue
|
||||
}
|
||||
if len(keys) == 0 { // No keys: All enabled pairs
|
||||
@@ -2257,7 +2227,7 @@ func (c *FuturesContract) openInterest() float64 {
|
||||
}
|
||||
|
||||
func (c *FuturesContract) contractName() string {
|
||||
return c.Name
|
||||
return c.Name.String()
|
||||
}
|
||||
|
||||
func (c *DeliveryContract) openInterest() float64 {
|
||||
|
||||
Reference in New Issue
Block a user