Merge branch 'master' into engine

exchanges/binance/binance_websocket.go

@@ -250,7 +250,7 @@ func (b *Binance) WsHandleData() {
 
 					b.Websocket.DataHandler <- exchange.TradeData{
 						CurrencyPair: currency.NewPairFromString(trade.Symbol),
-						Timestamp:    time.Unix(0, trade.TimeStamp),
+						Timestamp:    time.Unix(0, trade.TimeStamp*int64(time.Millisecond)),
 						Price:        price,
 						Amount:       amount,
 						Exchange:     b.GetName(),

exchanges/bitmex/bitmex_websocket.go

@@ -379,7 +379,7 @@ func (b *Bitmex) processOrderbook(data []OrderBookL2, action string, currencyPai
 			var bids, asks []orderbook.Item
 
 			for _, orderbookItem := range data {
-				if orderbookItem.Side == exchange.SellOrderSide.ToString() {
+				if strings.EqualFold(orderbookItem.Side, exchange.SellOrderSide.ToString()) {
 					asks = append(asks, orderbook.Item{
 						Price:  orderbookItem.Price,
 						Amount: float64(orderbookItem.Size),

exchanges/huobi/huobi.go

@@ -39,6 +39,7 @@ const (
 	huobiTimestamp             = "common/timestamp"
 	huobiAccounts              = "account/accounts"
 	huobiAccountBalance        = "account/accounts/%s/balance"
+	huobiAggregatedBalance     = "subuser/aggregate-balance"
 	huobiOrderPlace            = "order/orders/place"
 	huobiOrderCancel           = "order/orders/%s/submitcancel"
 	huobiOrderCancelBatch      = "order/orders/batchcancel"
@@ -310,6 +311,29 @@ func (h *HUOBI) GetAccountBalance(accountID string) ([]AccountBalanceDetail, err
 	return result.AccountBalanceData.AccountBalanceDetails, err
 }
 
+// GetAggregatedBalance returns the balances of all the sub-account aggregated.
+func (h *HUOBI) GetAggregatedBalance() ([]AggregatedBalance, error) {
+	type response struct {
+		Response
+		AggregatedBalances []AggregatedBalance `json:"data"`
+	}
+
+	var result response
+
+	err := h.SendAuthenticatedHTTPRequest(
+		http.MethodGet,
+		huobiAggregatedBalance,
+		nil,
+		nil,
+		&result,
+	)
+
+	if result.ErrorMessage != "" {
+		return nil, errors.New(result.ErrorMessage)
+	}
+	return result.AggregatedBalances, err
+}
+
 // SpotNewOrder submits an order to Huobi
 func (h *HUOBI) SpotNewOrder(arg SpotNewOrderRequestParams) (int64, error) {
 	data := struct {

exchanges/huobi/huobi_test.go

@@ -211,6 +211,19 @@ func TestGetAccountBalance(t *testing.T) {
 	}
 }
 
+func TestGetAggregatedBalance(t *testing.T) {
+	t.Parallel()
+
+	if h.APIKey == "" || h.APISecret == "" || h.APIAuthPEMKey == "" {
+		t.Skip()
+	}
+
+	_, err := h.GetAggregatedBalance()
+	if err != nil {
+		t.Errorf("Test failed - Huobi GetAggregatedBalance: %s", err)
+	}
+}
+
 func TestSpotNewOrder(t *testing.T) {
 	t.Parallel()
 

exchanges/huobi/huobi_types.go

@@ -131,6 +131,12 @@ type AccountBalanceDetail struct {
 	Balance  float64 `json:"balance,string"`
 }
 
+// AggregatedBalance stores balances of all the sub-account
+type AggregatedBalance struct {
+	Currency string  `json:"currency"`
+	Balance  float64 `json:"balance,string"`
+}
+
 // CancelOrderBatch stores the cancel order batch data
 type CancelOrderBatch struct {
 	Success []string `json:"success"`

exchanges/huobihadax/huobihadax.go

@@ -35,6 +35,7 @@ const (
 	huobihadaxCurrencies            = "common/currencys"
 	huobihadaxTimestamp             = "common/timestamp"
 	huobihadaxAccounts              = "account/accounts"
+	huobihadaxAggregatedBalance     = "subuser/aggregate-balance"
 	huobihadaxAccountBalance        = "account/accounts/%s/balance"
 	huobihadaxOrderPlace            = "order/orders/place"
 	huobihadaxOrderCancel           = "order/orders/%s/submitcancel"
@@ -303,6 +304,28 @@ func (h *HUOBIHADAX) GetAccountBalance(accountID string) ([]AccountBalanceDetail
 	return result.AccountBalanceData.AccountBalanceDetails, err
 }
 
+// GetAggregatedBalance returns the balances of all the sub-account aggregated.
+func (h *HUOBIHADAX) GetAggregatedBalance() ([]AggregatedBalance, error) {
+	type response struct {
+		Response
+		AggregatedBalances []AggregatedBalance `json:"data"`
+	}
+
+	var result response
+
+	err := h.SendAuthenticatedHTTPRequest(
+		http.MethodGet,
+		huobihadaxAggregatedBalance,
+		url.Values{},
+		&result,
+	)
+
+	if result.ErrorMessage != "" {
+		return nil, errors.New(result.ErrorMessage)
+	}
+	return result.AggregatedBalances, err
+}
+
 // SpotNewOrder submits an order to Huobi
 func (h *HUOBIHADAX) SpotNewOrder(arg SpotNewOrderRequestParams) (int64, error) {
 	vals := make(map[string]string)

exchanges/huobihadax/huobihadax_test.go

@@ -256,6 +256,18 @@ func TestGetAccountBalance(t *testing.T) {
 	}
 }
 
+func TestGetAggregatedBalance(t *testing.T) {
+	t.Parallel()
+	if h.APIKey == "" || h.APISecret == "" || h.APIAuthPEMKey == "" {
+		t.Skip()
+	}
+
+	_, err := h.GetAggregatedBalance()
+	if err != nil {
+		t.Errorf("Test failed - Huobi GetAggregatedBalance: %s", err)
+	}
+}
+
 func TestSpotNewOrder(t *testing.T) {
 	t.Parallel()
 

exchanges/huobihadax/huobihadax_types.go

@@ -113,6 +113,12 @@ type AccountBalanceDetail struct {
 	Balance  float64 `json:"balance,string"`
 }
 
+// AggregatedBalance stores balances of all the sub-account
+type AggregatedBalance struct {
+	Currency string  `json:"currency"`
+	Balance  float64 `json:"balance,string"`
+}
+
 // CancelOrderBatch stores the cancel order batch data
 type CancelOrderBatch struct {
 	Success []string `json:"success"`

exchanges/okgroup/okgroup_websocket.go

@@ -456,7 +456,7 @@ func (o *OKGroup) wsProcessTrades(response *WebsocketDataResponse) {
 	for i := range response.Data {
 		instrument := currency.NewPairDelimiter(response.Data[i].InstrumentID, "-")
 		o.Websocket.DataHandler <- exchange.TradeData{
-			Amount:       response.Data[i].Qty,
+			Amount:       response.Data[i].Size,
 			AssetType:    o.GetAssetTypeFromTableName(response.Table),
 			CurrencyPair: instrument,
 			EventTime:    time.Now().Unix(),