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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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25
exchanges/bitmex/bitmex_wrapper.go
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@@ -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)