Commit Graph

2 Commits

Author SHA1 Message Date
Bea
3d212b6279 Okx: Fix sending trades to the websocket DataHandler (#1833)
* Send trades down the DataHandler, add test

* Send the trades down to the DataHandler

Update the test to process trades for each asset type
Add raw trade data from OKX
Update the timestamp in the method

* Replace pair repetition with p var

* Update the test, remove repetition

* Rename trade var in the test

* Fix nits and slice sorting

* Compare trades

* Fix nits
2025-03-17 10:07:28 +11:00
Gareth Kirwan
8430509807 Okx: Websocket order channel fixes (#1346)
* Okx: Fix WS order fields

* Fixes float64 with string annotation erroring on empty strings:
Okx Order Push Data error json: invalid use of ,string struct tag, trying to unmarshal "" into float64
Specifically this came from px field from a market order
* Switch to convert.StringToFloat64 instead of okxNumericalValue
* Fix typo in Notional* field names; Ironically prevented them from erroring

* Okx: Add tests for first order fields

* Okx: CID and maybe set WS order Filled time

* Tests: Set TestFixtureToDataHandler to t.Helper

* Orders: Add UnmarshalJSON to order.Side

* Okx: Fix FillTime not parsed for PendingOrder

* Okx: Switch to order.Side Unmarshal throughout

* Okx: Add Fee and FeeAsset to order processing

* Okx: Fix WS order.Detail amounts and Test

This fixes Amount vs QuoteAmount for market sells where tgtCcy is
quote_ccy

* Add comment to order.Side.UnmarshalJSON

* Okx: Replace PendingOrderItem Unmarshal with local types

* Okx: string type for WS order reduceOnly

Note: Not yet in unit tests, since it's not part of the spot tests I was
originally fixing. I'll circle back to adding full test support for
Reduce only and deleveraging positions.

* Okx: Fix TestOrderPushData Amount

We were expecting 0 when we're given a quoteAmount
In reality, we'll calculate the size from the price

* Okx: Fix order and remAmount in wsOrders

Improved handling for Float64 issues and boundaries when the order is
fully executed but not yet marked as Filled

* Fix ErrSideIsInvalid in tests
2023-10-13 15:18:55 +11:00