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Engine improvements

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This commit is contained in:
Adrian Gallagher
2019-06-10 20:02:09 +10:00
parent 04c7c4895f
commit f777e68716
88 changed files with 2037 additions and 1413 deletions
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16
exchanges/bitmex/bitmex_test.go
View File

@@ -516,12 +516,18 @@ func TestSubmitOrder(t *testing.T) {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
var p = currency.Pair{
Delimiter: "",
Base: currency.XBT,
Quote: currency.USD,
var orderSubmission = &exchange.OrderSubmission{
Pair: currency.Pair{
Base: currency.XBT,
Quote: currency.USD,
},
OrderSide: exchange.BuyOrderSide,
OrderType: exchange.LimitOrderType,
Price: 1,
Amount: 1,
ClientID: "meowOrder",
}
response, err := b.SubmitOrder(p, exchange.BuyOrderSide, exchange.LimitOrderType, 1, 1, "clientId")
response, err := b.SubmitOrder(orderSubmission)
if areTestAPIKeysSet() && (err != nil || !response.IsOrderPlaced) {
t.Errorf("Order failed to be placed: %v", err)
} else if !areTestAPIKeysSet() && err == nil {

25
exchanges/bitmex/bitmex_wrapper.go
View File

@@ -343,23 +343,30 @@ func (b *Bitmex) GetExchangeHistory(p currency.Pair, assetType assets.AssetType)
}
// SubmitOrder submits a new order
func (b *Bitmex) SubmitOrder(p currency.Pair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, _ string) (exchange.SubmitOrderResponse, error) {
func (b *Bitmex) SubmitOrder(order *exchange.OrderSubmission) (exchange.SubmitOrderResponse, error) {
var submitOrderResponse exchange.SubmitOrderResponse
if order == nil {
return submitOrderResponse, exchange.ErrOrderSubmissionIsNil
}
if math.Mod(amount, 1) != 0 {
if err := order.Validate(); err != nil {
return submitOrderResponse, err
}
if math.Mod(order.Amount, 1) != 0 {
return submitOrderResponse,
errors.New("contract amount can not have decimals")
errors.New("order contract amount can not have decimals")
}
var orderNewParams = OrderNewParams{
OrdType: side.ToString(),
Symbol: p.String(),
OrderQty: amount,
Side: side.ToString(),
OrdType: order.OrderSide.ToString(),
Symbol: order.Pair.String(),
OrderQty: order.Amount,
Side: order.OrderSide.ToString(),
}
if orderType == exchange.LimitOrderType {
orderNewParams.Price = price
if order.OrderType == exchange.LimitOrderType {
orderNewParams.Price = order.Price
}
response, err := b.CreateOrder(&orderNewParams)