Files
gocryptotrader/exchanges
Yordan Miladinov 3467914ab7 Binance/FTX: spot websocket fixes (#753)
* exchange/binance/websocket:

1. resolve order type by reading the dedicated executionReport field (X)

2. populate average price (computed as advised in docs: Z/z)

3. fee taken is now assigned to order.Detail.Fee (not to order.Detail.Cost)

4. proper order.Detail.Cost and order.Detail.CostAsset

* order.Detail: add a new field: FeeAsset

* exchange/binance/websocket: wsOrderUpdate: assign FeeAsset

* exchange/binance/websocket: wsOrderUpdate: use TransactionTime instead of EventTime (more precise) and populate order.Detail.TargetAmount

* exchange/binance/websocket: wsOrderUpdate: use full name for variables (isn't obvious otherwise), do not mix var and :=, order temporary variable by their order in order.Detail

* exchange/binance/websocket: order fields of WsOrderUpdateData by the documented/received-over-the-websocket order of fields

* exchange/binance/websocket: add explicitly "M" as WsOrderUpdateData.Ignored2, which would otherwise override small "m"

* exchange/binance/websocket: check for zero when computing averagePrice

* exchange/binance/test: update TestExecutionTypeToOrderStatus and TestWsOrderExecutionReport

* exchange/binance/websocket: wsOrderUpdate now reports cost thus far, not the total order cost as that cannot be predicted in the case of partially filled orders

* exchange/ftx/websocket: WsOrderDataStore now reports cost thus far, not the total order cost as that cannot be predicted in the case of partially filled orders

* exchange/binance/websocket: executionReport now does not set TargetAmount as it is not applicable

* exchanges: binance/websocket and ftx/websocket now properly set Date and LastUpdated time fields when reporting a trade

* exchange/binance/websocket: check if WsOrderUpdateData.CommissionAsset is populated when assigning feeAsset

* exchange/binance/test: fix TestWsOrderExecutionReport
2021-08-18 18:31:03 +10:00
..
2021-04-27 12:05:10 +10:00
2020-07-24 13:18:09 +10:00
2021-08-10 12:08:27 +10:00
2019-09-10 17:07:00 +10:00

GoCryptoTrader package Exchanges

Build Status Software License GoDoc Coverage Status Go Report Card

This exchanges package is part of the GoCryptoTrader codebase.

This is still in active development

You can track ideas, planned features and what's in progress on this Trello board: https://trello.com/b/ZAhMhpOy/gocryptotrader.

Join our slack to discuss all things related to GoCryptoTrader! GoCryptoTrader Slack

Current Features for exchanges

  • This package is used to connect and query data from supported exchanges.

  • Please checkout individual exchange README for more information on implementation

Guide for adding a new exchange

  • A guide on implementing API support for a new exchange can be found here

Please click GoDocs chevron above to view current GoDoc information for this package

Contribution

Please feel free to submit any pull requests or suggest any desired features to be added.

When submitting a PR, please abide by our coding guidelines:

  • Code must adhere to the official Go formatting guidelines (i.e. uses gofmt).
  • Code must be documented adhering to the official Go commentary guidelines.
  • Code must adhere to our coding style.
  • Pull requests need to be based on and opened against the master branch.

Donations

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