mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-14 07:26:47 +00:00
* gctcli: modifyorder stubs * gctcli: add ModifyOrderRequest and ModifyOrderResponse in rpc.proto * gctcli: regenerate rpc.pb.go after the addition of ModifyOrder structs * gctrpc: add ModifyOrder() and regenerate dependent files * gctcli: modifyorder command now uses newly generated ModifyOrder() RPC * exchanges/order/orders.go: use time.Time.Equal() instead of == * gctrpc: update ModifyOrderRequest and ModifyResponse and regenerate gRPC * gctcli/commands: rework modifyorder * engine: implement RPCServer.ModifyOrder * engine: commit an initial version OrderManager.Modify(), still does not update state of managed orders * engine: OrderManager.Modify now updates the inner state of managed orders, but introduces race conditions, needs fixes * engine/order_manager.go: comply with golangci-lint * gctcli: fix getOrderCommand.ArgsUsage * gctcli: fix getModifyOrderCommand args and ArgsUsage * engine: OrderManager.Modify() now correctly updates price of modified order * engine: RPCServer.ModifyOrder now uses checkParams() as advised * exchanges: (1) IBotExchange.ModifyOrder now returns a Modify struct, (2) all exchanges are updated to comply with that change * exchanges/order: Detail.UpdateOrderFromModify also updates the ID * engine/order_manager: add store.modifyExisting() and use it in OrderManager.Modify to update (on success) the state of the modified order * exchanges: Bitfinex.ModifyOrder() now returns the ID in case of an error * engine: OrdetManager.Modify() now emits an order event * exchanges/bithumb: proper order.payment_currency key * engine/order_manager: populate more Modify fields as they are needed by (some) exchanges, add comments * engine: test OrderManager.Modify() * engine: test store.modifyExisting() * engine: write a docstring for store.modifyExisting * engine: OrderManager.Modify() now also sets Modify.Price and Modify.Amount in case of zero values * engine: TestOrderManager_Modify() now verify the effects of price and/or amount set to 0 * engine: OrderManger.Modify() now uses the commsManager to let observers know of errors * engine: TestOrderManager_Modify() uses t.Fatal() * engine: TestOrderManager_Modify() and TestStore_modifyOrder() supply t.Error() with proper messages * exchanges/order_manager_test: fix a golangci-lint complaint * engine/order_manager: fix an error comparison bug and simplify * gctcli/commands: check if either price or amount is set, otherwise we would waste an API call
858 lines
21 KiB
Go
858 lines
21 KiB
Go
package order
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import (
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"errors"
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"fmt"
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"sort"
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"strings"
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"time"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/exchanges/validate"
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)
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// Validate checks the supplied data and returns whether or not it's valid
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func (s *Submit) Validate(opt ...validate.Checker) error {
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if s == nil {
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return ErrSubmissionIsNil
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}
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if s.Pair.IsEmpty() {
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return ErrPairIsEmpty
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}
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if s.AssetType == "" {
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return ErrAssetNotSet
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}
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if s.Side != Buy &&
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s.Side != Sell &&
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s.Side != Bid &&
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s.Side != Ask {
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return ErrSideIsInvalid
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}
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if s.Type != Market && s.Type != Limit {
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return ErrTypeIsInvalid
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}
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if s.Amount <= 0 {
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return fmt.Errorf("submit validation error %w, suppled: %.8f", ErrAmountIsInvalid, s.Amount)
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}
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if s.Type == Limit && s.Price <= 0 {
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return ErrPriceMustBeSetIfLimitOrder
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}
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for _, o := range opt {
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err := o.Check()
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if err != nil {
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return err
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}
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}
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return nil
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}
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// UpdateOrderFromDetail Will update an order detail (used in order management)
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// by comparing passed in and existing values
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func (d *Detail) UpdateOrderFromDetail(m *Detail) {
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var updated bool
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if d.ImmediateOrCancel != m.ImmediateOrCancel {
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d.ImmediateOrCancel = m.ImmediateOrCancel
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updated = true
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}
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if d.HiddenOrder != m.HiddenOrder {
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d.HiddenOrder = m.HiddenOrder
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updated = true
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}
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if d.FillOrKill != m.FillOrKill {
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d.FillOrKill = m.FillOrKill
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updated = true
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}
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if m.Price > 0 && m.Price != d.Price {
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d.Price = m.Price
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updated = true
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}
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if m.Amount > 0 && m.Amount != d.Amount {
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d.Amount = m.Amount
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updated = true
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}
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if m.LimitPriceUpper > 0 && m.LimitPriceUpper != d.LimitPriceUpper {
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d.LimitPriceUpper = m.LimitPriceUpper
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updated = true
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}
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if m.LimitPriceLower > 0 && m.LimitPriceLower != d.LimitPriceLower {
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d.LimitPriceLower = m.LimitPriceLower
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updated = true
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}
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if m.TriggerPrice > 0 && m.TriggerPrice != d.TriggerPrice {
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d.TriggerPrice = m.TriggerPrice
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updated = true
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}
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if m.TargetAmount > 0 && m.TargetAmount != d.TargetAmount {
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d.TargetAmount = m.TargetAmount
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updated = true
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}
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if m.ExecutedAmount > 0 && m.ExecutedAmount != d.ExecutedAmount {
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d.ExecutedAmount = m.ExecutedAmount
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updated = true
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}
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if m.Fee > 0 && m.Fee != d.Fee {
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d.Fee = m.Fee
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updated = true
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}
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if m.AccountID != "" && m.AccountID != d.AccountID {
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d.AccountID = m.AccountID
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updated = true
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}
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if m.PostOnly != d.PostOnly {
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d.PostOnly = m.PostOnly
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updated = true
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}
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if !m.Pair.IsEmpty() && m.Pair != d.Pair {
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d.Pair = m.Pair
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updated = true
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}
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if m.Leverage != 0 && m.Leverage != d.Leverage {
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d.Leverage = m.Leverage
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updated = true
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}
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if m.ClientID != "" && m.ClientID != d.ClientID {
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d.ClientID = m.ClientID
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updated = true
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}
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if m.WalletAddress != "" && m.WalletAddress != d.WalletAddress {
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d.WalletAddress = m.WalletAddress
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updated = true
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}
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if m.Type != "" && m.Type != d.Type {
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d.Type = m.Type
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updated = true
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}
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if m.Side != "" && m.Side != d.Side {
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d.Side = m.Side
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updated = true
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}
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if m.Status != "" && m.Status != d.Status {
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d.Status = m.Status
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updated = true
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}
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if m.AssetType != "" && m.AssetType != d.AssetType {
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d.AssetType = m.AssetType
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updated = true
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}
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if m.Trades != nil {
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for x := range m.Trades {
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var found bool
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for y := range d.Trades {
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if d.Trades[y].TID != m.Trades[x].TID {
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continue
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}
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found = true
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if d.Trades[y].Fee != m.Trades[x].Fee {
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d.Trades[y].Fee = m.Trades[x].Fee
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updated = true
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}
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if m.Trades[x].Price != 0 && d.Trades[y].Price != m.Trades[x].Price {
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d.Trades[y].Price = m.Trades[x].Price
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updated = true
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}
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if d.Trades[y].Side != m.Trades[x].Side {
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d.Trades[y].Side = m.Trades[x].Side
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updated = true
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}
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if d.Trades[y].Type != m.Trades[x].Type {
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d.Trades[y].Type = m.Trades[x].Type
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updated = true
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}
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if d.Trades[y].Description != m.Trades[x].Description {
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d.Trades[y].Description = m.Trades[x].Description
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updated = true
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}
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if m.Trades[x].Amount != 0 && d.Trades[y].Amount != m.Trades[x].Amount {
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d.Trades[y].Amount = m.Trades[x].Amount
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updated = true
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}
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if d.Trades[y].Timestamp != m.Trades[x].Timestamp {
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d.Trades[y].Timestamp = m.Trades[x].Timestamp
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updated = true
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}
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if d.Trades[y].IsMaker != m.Trades[x].IsMaker {
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d.Trades[y].IsMaker = m.Trades[x].IsMaker
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updated = true
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}
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}
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if !found {
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d.Trades = append(d.Trades, m.Trades[x])
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updated = true
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}
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m.RemainingAmount -= m.Trades[x].Amount
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}
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}
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if m.RemainingAmount > 0 && m.RemainingAmount != d.RemainingAmount {
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d.RemainingAmount = m.RemainingAmount
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updated = true
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}
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if updated {
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if d.LastUpdated.Equal(m.LastUpdated) {
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d.LastUpdated = time.Now()
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} else {
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d.LastUpdated = m.LastUpdated
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}
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}
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if d.Exchange == "" {
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d.Exchange = m.Exchange
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}
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if d.ID == "" {
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d.ID = m.ID
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}
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}
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// UpdateOrderFromModify Will update an order detail (used in order management)
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// by comparing passed in and existing values
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func (d *Detail) UpdateOrderFromModify(m *Modify) {
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var updated bool
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if m.ID != "" && d.ID != m.ID {
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d.ID = m.ID
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updated = true
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}
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if d.ImmediateOrCancel != m.ImmediateOrCancel {
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d.ImmediateOrCancel = m.ImmediateOrCancel
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updated = true
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}
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if d.HiddenOrder != m.HiddenOrder {
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d.HiddenOrder = m.HiddenOrder
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updated = true
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}
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if d.FillOrKill != m.FillOrKill {
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d.FillOrKill = m.FillOrKill
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updated = true
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}
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if m.Price > 0 && m.Price != d.Price {
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d.Price = m.Price
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updated = true
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}
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if m.Amount > 0 && m.Amount != d.Amount {
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d.Amount = m.Amount
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updated = true
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}
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if m.LimitPriceUpper > 0 && m.LimitPriceUpper != d.LimitPriceUpper {
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d.LimitPriceUpper = m.LimitPriceUpper
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updated = true
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}
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if m.LimitPriceLower > 0 && m.LimitPriceLower != d.LimitPriceLower {
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d.LimitPriceLower = m.LimitPriceLower
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updated = true
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}
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if m.TriggerPrice > 0 && m.TriggerPrice != d.TriggerPrice {
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d.TriggerPrice = m.TriggerPrice
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updated = true
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}
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if m.TargetAmount > 0 && m.TargetAmount != d.TargetAmount {
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d.TargetAmount = m.TargetAmount
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updated = true
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}
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if m.ExecutedAmount > 0 && m.ExecutedAmount != d.ExecutedAmount {
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d.ExecutedAmount = m.ExecutedAmount
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updated = true
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}
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if m.Fee > 0 && m.Fee != d.Fee {
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d.Fee = m.Fee
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updated = true
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}
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if m.AccountID != "" && m.AccountID != d.AccountID {
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d.AccountID = m.AccountID
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updated = true
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}
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if m.PostOnly != d.PostOnly {
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d.PostOnly = m.PostOnly
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updated = true
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}
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if !m.Pair.IsEmpty() && m.Pair != d.Pair {
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d.Pair = m.Pair
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updated = true
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}
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if m.Leverage != 0 && m.Leverage != d.Leverage {
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d.Leverage = m.Leverage
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updated = true
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}
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if m.ClientID != "" && m.ClientID != d.ClientID {
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d.ClientID = m.ClientID
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updated = true
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}
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if m.WalletAddress != "" && m.WalletAddress != d.WalletAddress {
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d.WalletAddress = m.WalletAddress
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updated = true
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}
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if m.Type != "" && m.Type != d.Type {
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d.Type = m.Type
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updated = true
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}
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if m.Side != "" && m.Side != d.Side {
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d.Side = m.Side
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updated = true
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}
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if m.Status != "" && m.Status != d.Status {
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d.Status = m.Status
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updated = true
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}
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if m.AssetType != "" && m.AssetType != d.AssetType {
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d.AssetType = m.AssetType
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updated = true
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}
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if m.Trades != nil {
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for x := range m.Trades {
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var found bool
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for y := range d.Trades {
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if d.Trades[y].TID != m.Trades[x].TID {
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continue
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}
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found = true
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if d.Trades[y].Fee != m.Trades[x].Fee {
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d.Trades[y].Fee = m.Trades[x].Fee
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updated = true
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}
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if m.Trades[x].Price != 0 && d.Trades[y].Price != m.Trades[x].Price {
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d.Trades[y].Price = m.Trades[x].Price
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updated = true
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}
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if d.Trades[y].Side != m.Trades[x].Side {
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d.Trades[y].Side = m.Trades[x].Side
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updated = true
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}
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if d.Trades[y].Type != m.Trades[x].Type {
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d.Trades[y].Type = m.Trades[x].Type
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updated = true
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}
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if d.Trades[y].Description != m.Trades[x].Description {
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d.Trades[y].Description = m.Trades[x].Description
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updated = true
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}
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if m.Trades[x].Amount != 0 && d.Trades[y].Amount != m.Trades[x].Amount {
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d.Trades[y].Amount = m.Trades[x].Amount
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updated = true
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}
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if d.Trades[y].Timestamp != m.Trades[x].Timestamp {
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d.Trades[y].Timestamp = m.Trades[x].Timestamp
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updated = true
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}
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if d.Trades[y].IsMaker != m.Trades[x].IsMaker {
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d.Trades[y].IsMaker = m.Trades[x].IsMaker
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updated = true
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}
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}
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if !found {
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d.Trades = append(d.Trades, m.Trades[x])
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updated = true
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}
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m.RemainingAmount -= m.Trades[x].Amount
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}
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}
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if m.RemainingAmount > 0 && m.RemainingAmount != d.RemainingAmount {
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d.RemainingAmount = m.RemainingAmount
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updated = true
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}
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if updated {
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if d.LastUpdated.Equal(m.LastUpdated) {
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d.LastUpdated = time.Now()
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} else {
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d.LastUpdated = m.LastUpdated
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}
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}
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}
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// MatchFilter will return true if a detail matches the filter criteria
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// empty elements are ignored
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func (d *Detail) MatchFilter(f *Filter) bool {
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if f.Exchange != "" && !strings.EqualFold(d.Exchange, f.Exchange) {
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return false
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}
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if f.AssetType != "" && d.AssetType != f.AssetType {
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return false
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}
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if !f.Pair.IsEmpty() && !d.Pair.Equal(f.Pair) {
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return false
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}
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if f.ID != "" && d.ID != f.ID {
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return false
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}
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if f.Type != "" && f.Type != AnyType && d.Type != f.Type {
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return false
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}
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if f.Side != "" && f.Side != AnySide && d.Side != f.Side {
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return false
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}
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if f.Status != "" && f.Status != AnyStatus && d.Status != f.Status {
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return false
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}
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if f.ClientOrderID != "" && d.ClientOrderID != f.ClientOrderID {
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return false
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}
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if f.ClientID != "" && d.ClientID != f.ClientID {
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return false
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}
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if f.InternalOrderID != "" && d.InternalOrderID != f.InternalOrderID {
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return false
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}
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if f.AccountID != "" && d.AccountID != f.AccountID {
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return false
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}
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if f.WalletAddress != "" && d.WalletAddress != f.WalletAddress {
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return false
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}
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return true
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}
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// Copy will return a copy of Detail
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func (d *Detail) Copy() Detail {
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c := *d
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if len(d.Trades) > 0 {
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c.Trades = make([]TradeHistory, len(d.Trades))
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copy(c.Trades, d.Trades)
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}
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return c
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}
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// String implements the stringer interface
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func (t Type) String() string {
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return string(t)
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}
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// Lower returns the type lower case string
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func (t Type) Lower() string {
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return strings.ToLower(string(t))
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}
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// Title returns the type titleized, eg "Limit"
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func (t Type) Title() string {
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return strings.Title(strings.ToLower(string(t)))
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}
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// String implements the stringer interface
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func (s Side) String() string {
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return string(s)
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}
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// Lower returns the side lower case string
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func (s Side) Lower() string {
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return strings.ToLower(string(s))
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}
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// Title returns the side titleized, eg "Buy"
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func (s Side) Title() string {
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return strings.Title(strings.ToLower(string(s)))
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}
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// String implements the stringer interface
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func (s Status) String() string {
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return string(s)
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}
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// FilterOrdersBySide removes any order details that don't match the
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// order status provided
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func FilterOrdersBySide(orders *[]Detail, side Side) {
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if side == "" || side == AnySide {
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return
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}
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var filteredOrders []Detail
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for i := range *orders {
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if strings.EqualFold(string((*orders)[i].Side), string(side)) {
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filteredOrders = append(filteredOrders, (*orders)[i])
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}
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}
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*orders = filteredOrders
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}
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|
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// FilterOrdersByType removes any order details that don't match the order type
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// provided
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func FilterOrdersByType(orders *[]Detail, orderType Type) {
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if orderType == "" || orderType == AnyType {
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return
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}
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|
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var filteredOrders []Detail
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for i := range *orders {
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if strings.EqualFold(string((*orders)[i].Type), string(orderType)) {
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filteredOrders = append(filteredOrders, (*orders)[i])
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}
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}
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*orders = filteredOrders
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}
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// FilterOrdersByTimeRange removes any OrderDetails outside of the time range
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func FilterOrdersByTimeRange(orders *[]Detail, startTime, endTime time.Time) {
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if startTime.IsZero() ||
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endTime.IsZero() ||
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startTime.Unix() == 0 ||
|
|
endTime.Unix() == 0 ||
|
|
endTime.Before(startTime) {
|
|
return
|
|
}
|
|
|
|
var filteredOrders []Detail
|
|
for i := range *orders {
|
|
if ((*orders)[i].Date.Unix() >= startTime.Unix() && (*orders)[i].Date.Unix() <= endTime.Unix()) ||
|
|
(*orders)[i].Date.IsZero() {
|
|
filteredOrders = append(filteredOrders, (*orders)[i])
|
|
}
|
|
}
|
|
|
|
*orders = filteredOrders
|
|
}
|
|
|
|
// FilterOrdersByCurrencies removes any order details that do not match the
|
|
// provided currency list. It is forgiving in that the provided currencies can
|
|
// match quote or base currencies
|
|
func FilterOrdersByCurrencies(orders *[]Detail, currencies []currency.Pair) {
|
|
if len(currencies) == 0 {
|
|
return
|
|
}
|
|
if len(currencies) == 1 && currencies[0].IsEmpty() {
|
|
return
|
|
}
|
|
|
|
var filteredOrders []Detail
|
|
for i := range *orders {
|
|
for _, c := range currencies {
|
|
if (*orders)[i].Pair.EqualIncludeReciprocal(c) {
|
|
filteredOrders = append(filteredOrders, (*orders)[i])
|
|
break
|
|
}
|
|
}
|
|
}
|
|
|
|
*orders = filteredOrders
|
|
}
|
|
|
|
func (b ByPrice) Len() int {
|
|
return len(b)
|
|
}
|
|
|
|
func (b ByPrice) Less(i, j int) bool {
|
|
return b[i].Price < b[j].Price
|
|
}
|
|
|
|
func (b ByPrice) Swap(i, j int) {
|
|
b[i], b[j] = b[j], b[i]
|
|
}
|
|
|
|
// SortOrdersByPrice the caller function to sort orders
|
|
func SortOrdersByPrice(orders *[]Detail, reverse bool) {
|
|
if reverse {
|
|
sort.Sort(sort.Reverse(ByPrice(*orders)))
|
|
} else {
|
|
sort.Sort(ByPrice(*orders))
|
|
}
|
|
}
|
|
|
|
func (b ByOrderType) Len() int {
|
|
return len(b)
|
|
}
|
|
|
|
func (b ByOrderType) Less(i, j int) bool {
|
|
return b[i].Type.String() < b[j].Type.String()
|
|
}
|
|
|
|
func (b ByOrderType) Swap(i, j int) {
|
|
b[i], b[j] = b[j], b[i]
|
|
}
|
|
|
|
// SortOrdersByType the caller function to sort orders
|
|
func SortOrdersByType(orders *[]Detail, reverse bool) {
|
|
if reverse {
|
|
sort.Sort(sort.Reverse(ByOrderType(*orders)))
|
|
} else {
|
|
sort.Sort(ByOrderType(*orders))
|
|
}
|
|
}
|
|
|
|
func (b ByCurrency) Len() int {
|
|
return len(b)
|
|
}
|
|
|
|
func (b ByCurrency) Less(i, j int) bool {
|
|
return b[i].Pair.String() < b[j].Pair.String()
|
|
}
|
|
|
|
func (b ByCurrency) Swap(i, j int) {
|
|
b[i], b[j] = b[j], b[i]
|
|
}
|
|
|
|
// SortOrdersByCurrency the caller function to sort orders
|
|
func SortOrdersByCurrency(orders *[]Detail, reverse bool) {
|
|
if reverse {
|
|
sort.Sort(sort.Reverse(ByCurrency(*orders)))
|
|
} else {
|
|
sort.Sort(ByCurrency(*orders))
|
|
}
|
|
}
|
|
|
|
func (b ByDate) Len() int {
|
|
return len(b)
|
|
}
|
|
|
|
func (b ByDate) Less(i, j int) bool {
|
|
return b[i].Date.Unix() < b[j].Date.Unix()
|
|
}
|
|
|
|
func (b ByDate) Swap(i, j int) {
|
|
b[i], b[j] = b[j], b[i]
|
|
}
|
|
|
|
// SortOrdersByDate the caller function to sort orders
|
|
func SortOrdersByDate(orders *[]Detail, reverse bool) {
|
|
if reverse {
|
|
sort.Sort(sort.Reverse(ByDate(*orders)))
|
|
} else {
|
|
sort.Sort(ByDate(*orders))
|
|
}
|
|
}
|
|
|
|
func (b ByOrderSide) Len() int {
|
|
return len(b)
|
|
}
|
|
|
|
func (b ByOrderSide) Less(i, j int) bool {
|
|
return b[i].Side.String() < b[j].Side.String()
|
|
}
|
|
|
|
func (b ByOrderSide) Swap(i, j int) {
|
|
b[i], b[j] = b[j], b[i]
|
|
}
|
|
|
|
// SortOrdersBySide the caller function to sort orders
|
|
func SortOrdersBySide(orders *[]Detail, reverse bool) {
|
|
if reverse {
|
|
sort.Sort(sort.Reverse(ByOrderSide(*orders)))
|
|
} else {
|
|
sort.Sort(ByOrderSide(*orders))
|
|
}
|
|
}
|
|
|
|
// StringToOrderSide for converting case insensitive order side
|
|
// and returning a real Side
|
|
func StringToOrderSide(side string) (Side, error) {
|
|
switch {
|
|
case strings.EqualFold(side, Buy.String()):
|
|
return Buy, nil
|
|
case strings.EqualFold(side, Sell.String()):
|
|
return Sell, nil
|
|
case strings.EqualFold(side, Bid.String()):
|
|
return Bid, nil
|
|
case strings.EqualFold(side, Ask.String()):
|
|
return Ask, nil
|
|
case strings.EqualFold(side, AnySide.String()):
|
|
return AnySide, nil
|
|
default:
|
|
return UnknownSide, errors.New(side + " not recognised as order side")
|
|
}
|
|
}
|
|
|
|
// StringToOrderType for converting case insensitive order type
|
|
// and returning a real Type
|
|
func StringToOrderType(oType string) (Type, error) {
|
|
switch {
|
|
case strings.EqualFold(oType, Limit.String()),
|
|
strings.EqualFold(oType, "EXCHANGE LIMIT"):
|
|
return Limit, nil
|
|
case strings.EqualFold(oType, Market.String()),
|
|
strings.EqualFold(oType, "EXCHANGE MARKET"):
|
|
return Market, nil
|
|
case strings.EqualFold(oType, ImmediateOrCancel.String()),
|
|
strings.EqualFold(oType, "immediate or cancel"),
|
|
strings.EqualFold(oType, "IOC"),
|
|
strings.EqualFold(oType, "EXCHANGE IOC"):
|
|
return ImmediateOrCancel, nil
|
|
case strings.EqualFold(oType, Stop.String()),
|
|
strings.EqualFold(oType, "stop loss"),
|
|
strings.EqualFold(oType, "stop_loss"),
|
|
strings.EqualFold(oType, "EXCHANGE STOP"):
|
|
return Stop, nil
|
|
case strings.EqualFold(oType, StopLimit.String()),
|
|
strings.EqualFold(oType, "EXCHANGE STOP LIMIT"):
|
|
return StopLimit, nil
|
|
case strings.EqualFold(oType, TrailingStop.String()),
|
|
strings.EqualFold(oType, "trailing stop"),
|
|
strings.EqualFold(oType, "EXCHANGE TRAILING STOP"):
|
|
return TrailingStop, nil
|
|
case strings.EqualFold(oType, FillOrKill.String()),
|
|
strings.EqualFold(oType, "EXCHANGE FOK"):
|
|
return FillOrKill, nil
|
|
case strings.EqualFold(oType, IOS.String()):
|
|
return IOS, nil
|
|
case strings.EqualFold(oType, PostOnly.String()):
|
|
return PostOnly, nil
|
|
case strings.EqualFold(oType, AnyType.String()):
|
|
return AnyType, nil
|
|
case strings.EqualFold(oType, Trigger.String()):
|
|
return Trigger, nil
|
|
default:
|
|
return UnknownType, errors.New(oType + " not recognised as order type")
|
|
}
|
|
}
|
|
|
|
// StringToOrderStatus for converting case insensitive order status
|
|
// and returning a real Status
|
|
func StringToOrderStatus(status string) (Status, error) {
|
|
switch {
|
|
case strings.EqualFold(status, AnyStatus.String()):
|
|
return AnyStatus, nil
|
|
case strings.EqualFold(status, New.String()),
|
|
strings.EqualFold(status, "placed"):
|
|
return New, nil
|
|
case strings.EqualFold(status, Active.String()):
|
|
return Active, nil
|
|
case strings.EqualFold(status, PartiallyFilled.String()),
|
|
strings.EqualFold(status, "partially matched"),
|
|
strings.EqualFold(status, "partially filled"):
|
|
return PartiallyFilled, nil
|
|
case strings.EqualFold(status, Filled.String()),
|
|
strings.EqualFold(status, "fully matched"),
|
|
strings.EqualFold(status, "fully filled"):
|
|
return Filled, nil
|
|
case strings.EqualFold(status, PartiallyCancelled.String()),
|
|
strings.EqualFold(status, "partially cancelled"):
|
|
return PartiallyCancelled, nil
|
|
case strings.EqualFold(status, Open.String()):
|
|
return Open, nil
|
|
case strings.EqualFold(status, Closed.String()):
|
|
return Closed, nil
|
|
case strings.EqualFold(status, Cancelled.String()):
|
|
return Cancelled, nil
|
|
case strings.EqualFold(status, "CANCELED"): // Kraken case
|
|
return Cancelled, nil
|
|
case strings.EqualFold(status, PendingCancel.String()),
|
|
strings.EqualFold(status, "pending cancel"),
|
|
strings.EqualFold(status, "pending cancellation"):
|
|
return PendingCancel, nil
|
|
case strings.EqualFold(status, Rejected.String()):
|
|
return Rejected, nil
|
|
case strings.EqualFold(status, Expired.String()):
|
|
return Expired, nil
|
|
case strings.EqualFold(status, Hidden.String()):
|
|
return Hidden, nil
|
|
case strings.EqualFold(status, InsufficientBalance.String()):
|
|
return InsufficientBalance, nil
|
|
case strings.EqualFold(status, MarketUnavailable.String()):
|
|
return MarketUnavailable, nil
|
|
default:
|
|
return UnknownStatus, errors.New(status + " not recognised as order status")
|
|
}
|
|
}
|
|
|
|
func (o *ClassificationError) Error() string {
|
|
if o.OrderID != "" {
|
|
return fmt.Sprintf("%s - OrderID: %s classification error: %v",
|
|
o.Exchange,
|
|
o.OrderID,
|
|
o.Err)
|
|
}
|
|
return fmt.Sprintf("%s - classification error: %v",
|
|
o.Exchange,
|
|
o.Err)
|
|
}
|
|
|
|
// StandardCancel defines an option in the validator to make sure an ID is set
|
|
// for a standard cancel
|
|
func (c *Cancel) StandardCancel() validate.Checker {
|
|
return validate.Check(func() error {
|
|
if c.ID == "" {
|
|
return errors.New("ID not set")
|
|
}
|
|
return nil
|
|
})
|
|
}
|
|
|
|
// PairAssetRequired is a validation check for when a cancel request
|
|
// requires an asset type and currency pair to be present
|
|
func (c *Cancel) PairAssetRequired() validate.Checker {
|
|
return validate.Check(func() error {
|
|
if c.Pair.IsEmpty() {
|
|
return ErrPairIsEmpty
|
|
}
|
|
|
|
if c.AssetType == "" {
|
|
return ErrAssetNotSet
|
|
}
|
|
return nil
|
|
})
|
|
}
|
|
|
|
// Validate checks internal struct requirements
|
|
func (c *Cancel) Validate(opt ...validate.Checker) error {
|
|
if c == nil {
|
|
return ErrCancelOrderIsNil
|
|
}
|
|
|
|
var errs common.Errors
|
|
for _, o := range opt {
|
|
err := o.Check()
|
|
if err != nil {
|
|
errs = append(errs, err)
|
|
}
|
|
}
|
|
|
|
if errs != nil {
|
|
return errs
|
|
}
|
|
return nil
|
|
}
|
|
|
|
// Validate checks internal struct requirements
|
|
func (g *GetOrdersRequest) Validate(opt ...validate.Checker) error {
|
|
if g == nil {
|
|
return ErrGetOrdersRequestIsNil
|
|
}
|
|
if !g.AssetType.IsValid() {
|
|
return fmt.Errorf("assetType %v not supported", g.AssetType)
|
|
}
|
|
var errs common.Errors
|
|
for _, o := range opt {
|
|
err := o.Check()
|
|
if err != nil {
|
|
errs = append(errs, err)
|
|
}
|
|
}
|
|
|
|
if errs != nil {
|
|
return errs
|
|
}
|
|
return nil
|
|
}
|
|
|
|
// Validate checks internal struct requirements
|
|
func (m *Modify) Validate(opt ...validate.Checker) error {
|
|
if m == nil {
|
|
return ErrModifyOrderIsNil
|
|
}
|
|
|
|
if m.Pair.IsEmpty() {
|
|
return ErrPairIsEmpty
|
|
}
|
|
|
|
if m.AssetType.String() == "" {
|
|
return ErrAssetNotSet
|
|
}
|
|
|
|
var errs common.Errors
|
|
for _, o := range opt {
|
|
err := o.Check()
|
|
if err != nil {
|
|
errs = append(errs, err)
|
|
}
|
|
}
|
|
|
|
if errs != nil {
|
|
return errs
|
|
}
|
|
if m.ClientOrderID == "" && m.ID == "" {
|
|
return ErrOrderIDNotSet
|
|
}
|
|
return nil
|
|
}
|