Coinbase: Update exchange implementation (#1480)

* Slight enhance of Coinbase tests Continual enhance of Coinbase tests The revamp continues Oh jeez the Orderbook part's unfinished don't look Coinbase revamp, Orderbook still unfinished * Coinbase revamp; CreateReport is still WIP * More coinbase improvements; onto sandbox testing * Coinbase revamp continues * Coinbase revamp continues * Coinbasepro revamp is ceaseless * Coinbase revamp, starting on advanced trade API * Coinbase Advanced Trade Starts in Ernest V3 done, onto V2 Coinbase revamp nears completion Coinbase revamp nears completion Test commit should fail Coinbase revamp nears completion * Coinbase revamp stage wrapper * Coinbase wrapper coherence continues * Coinbase wrapper continues writhing * Coinbase wrapper & codebase cleanup * Coinbase updates & wrap progress * More Coinbase wrapper progress * Wrapper is wrapped, kinda * Test & type checking * Coinbase REST revamp finished * Post-merge fix * WS revamp begins * WS Main Revamp Done? * CB websocket tidying up * Coinbase WS wrapperupperer * Coinbase revamp done?? * Linter progress * Continued lint cleanup * Further lint cleanup * Increased lint coverage * Does this fix all sloppy reassigns & shadowing? * Undoing retry policy change * Documentation regeneration * Coinbase code improvements * Providing warning about known issue * Updating an error to new format * Making gocritic happy * Review adherence * Endpoints moved to V3 & nil pointer fixes * Removing seemingly superfluous constant * Glorious improvements * Removing unused error * Partial public endpoint addition * Slight improvements * Wrapper improvements; still a few errors left in other packages * A lil Coinbase progress * Json cleaning * Lint appeasement * Config repair * Config fix (real) * Little fix * New public endpoint incorporation * Additional fixes * Improvements & Appeasements * LineSaver * Additional fixes * Another fix * Fixing picked nits * Quick fixies * Lil fixes * Subscriptions: Add List.Enabled * CoinbasePro: Add subscription templating * fixup! CoinbasePro: Add subscription templating * fixup! CoinbasePro: Add subscription templating * Comment fix * Subsequent fixes * Issues hopefully fixed * Lint fix * Glorious fixes * Json formatting * ShazNits * (L/N)i(n/)t * Adding a test * Tiny test improvement * Template patch testing * Fixes * Further shaznits * Lint nit * JWT move and other fixes * Small nits * Shaznit, singular * Post-merge fix * Post-merge fixes * Typo fix * Some glorious nits * Required changes * Stop going * Alias attempt * Alias fix & test cleanup * Test fix * GetDepositAddress logic improvement * Status update: Fixed * Lint fix * Happy birthday to PR 1480 * Cleanups * Necessary nit corrections * Fixing sillybug * As per request * Programming progress * Order fixes * Further fixies * Test fix * Pre-merge fixes * More shaznits * Context * Sonic error handling * Import fix * Better Sonic error handling * Perfect Sonic error handling? * F purge * Coinbase improvements * API Update Conformity * Coinbase continuation * Coinbase order improvements * Coinbase order improvements * CreateOrderConfig improvements * Managing API updates * Coinbase API update progression * jwt rename * Comment link fix * Coinbase v2 cleanup * Post-merge fixes * Review fixes * GK's suggestions * Linter fix * Minor gbjk fixes * Nit fixes * Merge fix * Lint fixes * Coinbase rename stage 1 * Coinbase rename stage 2 * Coinbase rename stage 3 * Coinbase rename stage 4 * Coinbase rename final fix * Coinbase: PoC on converting to request structs * Applying requested changes * Many review fixes, handled * Thrashed by nits * More minor modifications * The last nit!? --------- Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
2026-05-19 15:10:05 +00:00 · 2025-09-16 13:37:00 +10:00
parent d957ddae62
commit fd9aaf00a2
78 changed files with 8850 additions and 3937 deletions
--- a/exchanges/order/order_test.go
+++ b/exchanges/order/order_test.go
@@ -38,7 +38,7 @@ func TestSubmitValidate(t *testing.T) {
 			Submit:      nil,
 		}, // nil struct
 		{
-			ExpectedErr: errExchangeNameUnset,
+			ExpectedErr: common.ErrExchangeNameNotSet,
 			Submit:      &Submit{},
 		}, // empty exchange
 		{
@@ -831,7 +831,7 @@ func TestStringToOrderType(t *testing.T) {
 		{"mMp", MarketMakerProtection, nil},
 		{"tWaP", TWAP, nil},
 		{"TWAP", TWAP, nil},
-		{"woahMan", UnknownType, errUnrecognisedOrderType},
+		{"woahMan", UnknownType, ErrUnrecognisedOrderType},
 		{"chase", Chase, nil},
 		{"MOVE_ORDER_STOP", TrailingStop, nil},
 		{"mOVe_OrdeR_StoP", TrailingStop, nil},
@@ -842,6 +842,8 @@ func TestStringToOrderType(t *testing.T) {
 		{"Take ProfIt", TakeProfit, nil},
 		{"TAKE PROFIT MARkEt", TakeProfitMarket, nil},
 		{"TAKE_PROFIT_MARkEt", TakeProfitMarket, nil},
+		{"brAcket", Bracket, nil},
+		{"TRIGGER_bracket", Bracket, nil},
 		{"optimal_limit", OptimalLimit, nil},
 		{"OPTIMAL_LIMIT", OptimalLimit, nil},
 	}
@@ -1135,7 +1137,7 @@ func TestValidationOnOrderTypes(t *testing.T) {

 	getOrders.Side = AnySide
 	err = getOrders.Validate()
-	require.ErrorIs(t, err, errUnrecognisedOrderType)
+	require.ErrorIs(t, err, ErrUnrecognisedOrderType)

 	errTestError := errors.New("test error")
 	getOrders.Type = AnyType
@@ -1743,6 +1745,6 @@ func TestMarshalOrder(t *testing.T) {
 	}
 	j, err := json.Marshal(orderSubmit)
 	require.NoError(t, err, "Marshal must not error")
-	exp := []byte(`{"Exchange":"test","Type":4,"Side":"BUY","Pair":"BTC-USDT","AssetType":"spot","TimeInForce":"","ReduceOnly":false,"Leverage":0,"Price":1000,"Amount":1,"QuoteAmount":0,"TriggerPrice":0,"TriggerPriceType":0,"ClientID":"","ClientOrderID":"","AutoBorrow":false,"MarginType":"multi","RetrieveFees":false,"RetrieveFeeDelay":0,"RiskManagementModes":{"Mode":"","TakeProfit":{"Enabled":false,"TriggerPriceType":0,"Price":0,"LimitPrice":0,"OrderType":0},"StopLoss":{"Enabled":false,"TriggerPriceType":0,"Price":0,"LimitPrice":0,"OrderType":0},"StopEntry":{"Enabled":false,"TriggerPriceType":0,"Price":0,"LimitPrice":0,"OrderType":0}},"Hidden":false,"Iceberg":false,"TrackingMode":0,"TrackingValue":0}`)
+	exp := []byte(`{"Exchange":"test","Type":4,"Side":"BUY","Pair":"BTC-USDT","AssetType":"spot","TimeInForce":"","ReduceOnly":false,"Leverage":0,"Price":1000,"Amount":1,"QuoteAmount":0,"TriggerPrice":0,"TriggerPriceType":0,"ClientID":"","ClientOrderID":"","AutoBorrow":false,"MarginType":"multi","RetrieveFees":false,"RetrieveFeeDelay":0,"RiskManagementModes":{"Mode":"","TakeProfit":{"Enabled":false,"TriggerPriceType":0,"Price":0,"LimitPrice":0,"OrderType":0},"StopLoss":{"Enabled":false,"TriggerPriceType":0,"Price":0,"LimitPrice":0,"OrderType":0},"StopEntry":{"Enabled":false,"TriggerPriceType":0,"Price":0,"LimitPrice":0,"OrderType":0}},"Hidden":false,"Iceberg":false,"EndTime":"0001-01-01T00:00:00Z","StopDirection":false,"TrackingMode":0,"TrackingValue":0,"RFQDisabled":false}`)
 	assert.Equal(t, exp, j)
 }
--- a/exchanges/order/order_types.go
+++ b/exchanges/order/order_types.go
@@ -28,6 +28,7 @@ var (
 	ErrSubmitLeverageNotSupported = errors.New("leverage is not supported via order submission")
 	ErrClientOrderIDNotSupported  = errors.New("client order id not supported")
 	ErrUnsupportedOrderType       = errors.New("unsupported order type")
+	ErrUnsupportedStatusType      = errors.New("unsupported status type")
 	// ErrNoRates is returned when no margin rates are returned when they are expected
 	ErrNoRates         = errors.New("no rates")
 	ErrCannotLiquidate = errors.New("cannot liquidate position")
@@ -93,10 +94,18 @@ type Submit struct {
 	// Iceberg specifies whether or not only visible portions of orders are shown in iceberg orders
 	Iceberg bool

+	// EndTime is the moment which a good til date order is valid until
+	EndTime time.Time
+
+	// StopDirection is the direction from which the stop order will trigger
+	StopDirection StopDirection
 	// TrackingMode specifies the way trailing stop and chase orders follow the market price or ask/bid prices.
 	// See: https://www.okx.com/docs-v5/en/#order-book-trading-algo-trading-post-place-algo-order
 	TrackingMode  TrackingMode
 	TrackingValue float64
+
+	// RFQDisabled, when set, attempts to route the order to the exchange CLOB. Currently only supported by Coinbase
+	RFQDisabled bool
 }

 // SubmitResponse is what is returned after submitting an order to an exchange
@@ -375,6 +384,7 @@ const (
 	StopLimit        = Stop | Limit
 	StopMarket       = Stop | Market
 	TakeProfitMarket = TakeProfit | Market
+	Bracket          = Stop | TakeProfit
 )

 // order-type string representations
@@ -396,9 +406,31 @@ const (
 	orderOCO                   = "OCO"
 	orderOptimalLimit          = "OPTIMAL_LIMIT"
 	orderMarketMakerProtection = "MMP"
+	orderBracket               = "BRACKET"
 	orderAnyType               = "ANY"
 )

+// AllOrderTypes collects all order types for easy and consistent comparisons
+var AllOrderTypes = Limit |
+	Market |
+	Stop |
+	StopLimit |
+	StopMarket |
+	TakeProfit |
+	TakeProfitMarket |
+	TrailingStop |
+	IOS |
+	AnyType |
+	Liquidation |
+	Trigger |
+	OCO |
+	ConditionalStop |
+	TWAP |
+	Chase |
+	OptimalLimit |
+	MarketMakerProtection |
+	Bracket
+
 // Side enforces a standard for order sides across the code base
 type Side uint32

@@ -453,6 +485,17 @@ type ClassificationError struct {
 // MultiOrderRequest.
 type FilteredOrders []Detail

+// StopDirection is the direction from which the stop order will trigger; Up will have the order trigger
+// when the last trade price goes above the TriggerPrice; Down will have the order trigger when the
+// last trade price goes below the TriggerPrice
+type StopDirection bool
+
+// StopDirection types
+const (
+	StopUp   StopDirection = true
+	StopDown StopDirection = false
+)
+
 // RiskManagement represents a risk management detail information.
 type RiskManagement struct {
 	Enabled          bool
--- a/exchanges/order/orders.go
+++ b/exchanges/order/orders.go
@@ -40,12 +40,11 @@ var (
 	ErrAmountMustBeSet             = errors.New("amount must be set")
 	ErrClientOrderIDMustBeSet      = errors.New("client order ID must be set")
 	ErrUnknownSubmissionAmountType = errors.New("unknown submission amount type")
+	ErrUnrecognisedOrderType       = errors.New("unrecognised order type")
 )

 var (
-	errUnrecognisedOrderType    = errors.New("unrecognised order type")
 	errUnrecognisedOrderStatus  = errors.New("unrecognised order status")
-	errExchangeNameUnset        = errors.New("exchange name unset")
 	errOrderSubmitIsNil         = errors.New("order submit is nil")
 	errOrderSubmitResponseIsNil = errors.New("order submit response is nil")
 	errOrderDetailIsNil         = errors.New("order detail is nil")
@@ -64,7 +63,7 @@ func (s *Submit) Validate(requirements protocol.TradingRequirements, opt ...vali
 	}

 	if s.Exchange == "" {
-		return errExchangeNameUnset
+		return common.ErrExchangeNameNotSet
 	}

 	if s.Pair.IsEmpty() {
@@ -83,7 +82,7 @@ func (s *Submit) Validate(requirements protocol.TradingRequirements, opt ...vali
 		return fmt.Errorf("%w %v", ErrSideIsInvalid, s.Side)
 	}

-	if s.Type != Market && s.Type != Limit {
+	if AllOrderTypes&s.Type != s.Type || s.Type == UnknownType {
 		return ErrTypeIsInvalid
 	}

@@ -697,6 +696,8 @@ func (t Type) String() string {
 		return orderTrigger
 	case OCO:
 		return orderOCO
+	case Bracket:
+		return orderBracket
 	case OptimalLimit:
 		return orderOptimalLimit
 	case MarketMakerProtection:
@@ -1136,8 +1137,10 @@ func StringToOrderType(oType string) (Type, error) {
 		return TakeProfit, nil
 	case orderLiquidation:
 		return Liquidation, nil
+	case orderBracket, "TRIGGER_BRACKET":
+		return Bracket, nil
 	default:
-		return UnknownType, fmt.Errorf("'%v' %w", oType, errUnrecognisedOrderType)
+		return UnknownType, fmt.Errorf("'%v' %w", oType, ErrUnrecognisedOrderType)
 	}
 }

@@ -1263,7 +1266,7 @@ func (g *MultiOrderRequest) Validate(opt ...validate.Checker) error {
 	}

 	if g.Type == UnknownType {
-		return errUnrecognisedOrderType
+		return ErrUnrecognisedOrderType
 	}

 	var errs error
--- a/exchanges/order/timeinforce.go
+++ b/exchanges/order/timeinforce.go
@@ -13,7 +13,7 @@ var (
 )

 // TimeInForce enforces a standard for time-in-force values across the code base.
-type TimeInForce uint8
+type TimeInForce uint16

 // TimeInForce types
 const (
@@ -25,8 +25,9 @@ const (
 	FillOrKill
 	ImmediateOrCancel
 	PostOnly
+	StopOrReduce

-	supportedTimeInForceFlag = GoodTillCancel | GoodTillDay | GoodTillTime | GoodTillCrossing | FillOrKill | ImmediateOrCancel | PostOnly
+	supportedTimeInForceFlag = GoodTillCancel | GoodTillDay | GoodTillTime | GoodTillCrossing | FillOrKill | ImmediateOrCancel | PostOnly | StopOrReduce
 )

 // time-in-force string representations
@@ -38,6 +39,7 @@ const (
 	fokStr      = "FOK"
 	iocStr      = "IOC"
 	postonlyStr = "POSTONLY"
+	sorStr      = "SOR"
 )

 // Is checks to see if the enum contains the flag
@@ -64,6 +66,8 @@ func StringToTimeInForce(timeInForce string) (TimeInForce, error) {
 		result = FillOrKill
 	case "POC", "POST_ONLY", "PENDINGORCANCEL", postonlyStr:
 		result = PostOnly
+	case "STOPORREDUCE", "STOP_OR_REDUCE", sorStr:
+		result = StopOrReduce
 	}
 	if result == UnknownTIF && timeInForce != "" {
 		return UnknownTIF, fmt.Errorf("%w: tif=%s", ErrInvalidTimeInForce, timeInForce)
@@ -111,6 +115,9 @@ func (t TimeInForce) String() string {
 	if t.Is(PostOnly) {
 		tifStrings = append(tifStrings, postonlyStr)
 	}
+	if t.Is(StopOrReduce) {
+		tifStrings = append(tifStrings, sorStr)
+	}
 	if len(tifStrings) == 0 {
 		return "UNKNOWN"
 	}
--- a/exchanges/order/timeinforce_test.go
+++ b/exchanges/order/timeinforce_test.go
@@ -22,6 +22,7 @@ func TestTimeInForceIs(t *testing.T) {
 		FillOrKill:                  {FillOrKill},
 		PostOnly:                    {PostOnly},
 		GoodTillCrossing:            {GoodTillCrossing},
+		StopOrReduce:                {StopOrReduce},
 	}
 	for tif, exps := range tifValuesMap {
 		for _, v := range exps {
@@ -49,6 +50,7 @@ func TestIsValid(t *testing.T) {
 		GoodTillDay | PostOnly:             true,
 		GoodTillCrossing | PostOnly:        true,
 		GoodTillCancel | PostOnly:          true,
+		StopOrReduce:                       true,
 		UnknownTIF:                         true,
 	}
 	for tif, value := range timeInForceValidityMap {
@@ -80,6 +82,8 @@ var timeInForceStringToValueMap = map[string]struct {
 	"GTX":                 {TIF: GoodTillCrossing},
 	"GOOD_TILL_CROSSING":  {TIF: GoodTillCrossing},
 	"Good Til crossing":   {TIF: GoodTillCrossing},
+	"sor":                 {TIF: StopOrReduce},
+	"STOP_OR_REDUCE":      {TIF: StopOrReduce},
 	"abcdfeg":             {TIF: UnknownTIF, Error: ErrInvalidTimeInForce},
 }

@@ -113,6 +117,7 @@ func TestString(t *testing.T) {
 		GoodTillTime | PostOnly:        "GTT,POSTONLY",
 		GoodTillDay | PostOnly:         "GTD,POSTONLY",
 		FillOrKill | ImmediateOrCancel: "IOC,FOK",
+		StopOrReduce:                   "SOR",
 		TimeInForce(1):                 "UNKNOWN",
 	}
 	for x := range valMap {
@@ -125,9 +130,9 @@ func TestUnmarshalJSON(t *testing.T) {
 	t.Parallel()
 	targets := []TimeInForce{
 		GoodTillCancel | PostOnly | ImmediateOrCancel, GoodTillCancel | PostOnly, GoodTillCancel, UnknownTIF, PostOnly | ImmediateOrCancel,
-		GoodTillCancel, GoodTillCancel, PostOnly, PostOnly, ImmediateOrCancel, GoodTillDay, GoodTillDay, GoodTillTime, FillOrKill, FillOrKill,
+		GoodTillCancel, GoodTillCancel, PostOnly, PostOnly, ImmediateOrCancel, GoodTillDay, GoodTillDay, GoodTillTime, FillOrKill, FillOrKill, StopOrReduce,
 	}
-	data := []byte(`{"tifs": ["GTC,POSTONLY,IOC", "GTC,POSTONLY", "GTC", "", "POSTONLY,IOC", "GoodTilCancel", "GoodTILLCANCEL", "POST_ONLY", "POC","IOC", "GTD", "gtd","gtt", "fok", "fillOrKill"]}`)
+	data := []byte(`{"tifs": ["GTC,POSTONLY,IOC", "GTC,POSTONLY", "GTC", "", "POSTONLY,IOC", "GoodTilCancel", "GoodTILLCANCEL", "POST_ONLY", "POC","IOC", "GTD", "gtd","gtt", "fok", "fillOrKill", "SOR"]}`)
 	target := &struct {
 		TIFs []TimeInForce `json:"tifs"`
 	}{}
@@ -135,7 +140,7 @@ func TestUnmarshalJSON(t *testing.T) {
 	require.NoError(t, err)
 	require.Equal(t, targets, target.TIFs)

-	data = []byte(`{"tifs": ["abcd,POSTONLY,IOC", "GTC,POSTONLY", "GTC", "", "POSTONLY,IOC", "GoodTilCancel", "GoodTILLCANCEL", "POST_ONLY", "POC","IOC", "GTD", "gtd","gtt", "fok", "fillOrKill"]}`)
+	data = []byte(`{"tifs": ["abcd,POSTONLY,IOC", "GTC,POSTONLY", "GTC", "", "POSTONLY,IOC", "GoodTilCancel", "GoodTILLCANCEL", "POST_ONLY", "POC","IOC", "GTD", "gtd","gtt", "fok", "fillOrKill", "SOR"]}`)
 	target = &struct {
 		TIFs []TimeInForce `json:"tifs"`
 	}{}