Files
gocryptotrader/exchanges/order/orders.go
Ryan O'Hara-Reid 11da520dc8 Currency: Add additional functionality, refactor and improvements (#881)
* currency: Add method to derive pair

* currency: Add method to lower entire charset but used the slice copy and returned that. This will change the original, just gotta see if this is an issue, but the slice usually goes out of scope anyway.

* currency/pairs: add filter method

* currency: add function to derive select currencies from currency pairs

* currency/engine: slight adjustments

* currency: fix linter issue also shift burden of proof to caller instead of repair, more performant.

* currency: more linter

* pairs: optimize; reduce allocs/op and B/op

* currency: Add in function 'NewPairsFromString' for testing purposes

* currency: don't suppress error

* currency: stop panic on empty currency code

* currency: Add helper method to match currencies between exchanges

* currency: fixed my bad spelling

* currency: Implement stable coin checks, refactored base code methods, optimized upper and lower case strings for currency code/pairs

* currency: add pairs method to derive stable coins from internal list.

* Currency: Cleanup, fix tests.

* engine/exchanges/currency: fix whoops

* Currency: force govet no copy on Item datatype

* Currency: fix naughty linter issues

* exchange: revert change

* currency/config: fix config upgrade mistake

* currency: re-implement currency sub-systems

* *RetrieveConfigCurrencyPairs removed
*CheckCurrencyConfigValues to only provide warnings, add additional support when, disable when support is lost or not available and set default values.
*Drop Cryptocurrencies from configuration as this is not needed.
*Drop REST Poll delay field as this was unused.
*Update default values for currencyFileUpdateDuration & foreignExchangeUpdateDuration.
*Allow Role to be marshalled for file type.
*Refactor RunUpdater to verify and check config values and set default running foreign exchange provider.

* currency: cleanup

* currency: change match -> equal for comparison which is more of a standard and little easier to find

* currency: address nits

* currency: fix whoops

* currency: Add some more pairs methods

* currency: linter issues

* currency: RM unused field

* currency: rm verbose

* currency: fix word

* currency: gocritic

* currency: fix another whoopsie

* example_config: default to show log system name

* Currency: Force all support packages to use Equal method for comparison as there is a small comparison bug when checking upper and lower casing, this has a more of a pronounced impact between exchanges and client instances of currency generation

* currency: fix log name

* ordermanager: fix potential panic

* currency: small optim.

* engine: display correct bool and force shutdown

* currency: add function and fix regression
* Change ConvertCurrency -> ConvertFiat to be more precise
* ADD GetForeignExchangeRate to get specific exchange rate for fiat pair
* Fix currency display and formatting regression and tied in with config.Currency fields

* engine: fix tests

* currency: return the amount when no conversion needs to take place

* currency: reduce method name

* currency: Address nits glorious nits

* currency: fix linter

* currency: addr nits

* currency: check underlying role in test

* gct: change to EMPTYCODE and EMPTYPAIR across codebase

* currency: fix nits

* currency: this fixes test race but this issue has not been resolved. Please see: https://trello.com/c/54eizOIo/143-currency-package-upgrades

* currency: Add temp dir for testing

* Update engine/engine.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* documentation: update and regen

* currency: Address niterinos

* currency: Add test case for config upgrade when falling over to exchange rate host as default from exchangeRates provider

* currency: addr nits

* currency: fix whoops

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2022-02-17 16:24:57 +11:00

933 lines
23 KiB
Go

package order
import (
"errors"
"fmt"
"sort"
"strings"
"time"
"github.com/gofrs/uuid"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/validate"
)
// Validate checks the supplied data and returns whether or not it's valid
func (s *Submit) Validate(opt ...validate.Checker) error {
if s == nil {
return ErrSubmissionIsNil
}
if s.Pair.IsEmpty() {
return ErrPairIsEmpty
}
if s.AssetType == "" {
return ErrAssetNotSet
}
if s.Side != Buy &&
s.Side != Sell &&
s.Side != Bid &&
s.Side != Ask {
return ErrSideIsInvalid
}
if s.Type != Market && s.Type != Limit {
return ErrTypeIsInvalid
}
if s.Amount <= 0 {
return fmt.Errorf("submit validation error %w, suppled: %.8f", ErrAmountIsInvalid, s.Amount)
}
if s.Type == Limit && s.Price <= 0 {
return ErrPriceMustBeSetIfLimitOrder
}
for _, o := range opt {
err := o.Check()
if err != nil {
return err
}
}
return nil
}
// UpdateOrderFromDetail Will update an order detail (used in order management)
// by comparing passed in and existing values
func (d *Detail) UpdateOrderFromDetail(m *Detail) {
var updated bool
if d.ImmediateOrCancel != m.ImmediateOrCancel {
d.ImmediateOrCancel = m.ImmediateOrCancel
updated = true
}
if d.HiddenOrder != m.HiddenOrder {
d.HiddenOrder = m.HiddenOrder
updated = true
}
if d.FillOrKill != m.FillOrKill {
d.FillOrKill = m.FillOrKill
updated = true
}
if m.Price > 0 && m.Price != d.Price {
d.Price = m.Price
updated = true
}
if m.Amount > 0 && m.Amount != d.Amount {
d.Amount = m.Amount
updated = true
}
if m.LimitPriceUpper > 0 && m.LimitPriceUpper != d.LimitPriceUpper {
d.LimitPriceUpper = m.LimitPriceUpper
updated = true
}
if m.LimitPriceLower > 0 && m.LimitPriceLower != d.LimitPriceLower {
d.LimitPriceLower = m.LimitPriceLower
updated = true
}
if m.TriggerPrice > 0 && m.TriggerPrice != d.TriggerPrice {
d.TriggerPrice = m.TriggerPrice
updated = true
}
if m.TargetAmount > 0 && m.TargetAmount != d.TargetAmount {
d.TargetAmount = m.TargetAmount
updated = true
}
if m.ExecutedAmount > 0 && m.ExecutedAmount != d.ExecutedAmount {
d.ExecutedAmount = m.ExecutedAmount
updated = true
}
if m.Fee > 0 && m.Fee != d.Fee {
d.Fee = m.Fee
updated = true
}
if m.AccountID != "" && m.AccountID != d.AccountID {
d.AccountID = m.AccountID
updated = true
}
if m.PostOnly != d.PostOnly {
d.PostOnly = m.PostOnly
updated = true
}
if !m.Pair.IsEmpty() && !m.Pair.Equal(d.Pair) {
// TODO: Add a check to see if the original pair is empty as well, but
// error if it is changing from BTC-USD -> LTC-USD.
d.Pair = m.Pair
updated = true
}
if m.Leverage != 0 && m.Leverage != d.Leverage {
d.Leverage = m.Leverage
updated = true
}
if m.ClientID != "" && m.ClientID != d.ClientID {
d.ClientID = m.ClientID
updated = true
}
if m.WalletAddress != "" && m.WalletAddress != d.WalletAddress {
d.WalletAddress = m.WalletAddress
updated = true
}
if m.Type != "" && m.Type != d.Type {
d.Type = m.Type
updated = true
}
if m.Side != "" && m.Side != d.Side {
d.Side = m.Side
updated = true
}
if m.Status != "" && m.Status != d.Status {
d.Status = m.Status
updated = true
}
if m.AssetType != "" && m.AssetType != d.AssetType {
d.AssetType = m.AssetType
updated = true
}
if m.Trades != nil {
for x := range m.Trades {
var found bool
for y := range d.Trades {
if d.Trades[y].TID != m.Trades[x].TID {
continue
}
found = true
if d.Trades[y].Fee != m.Trades[x].Fee {
d.Trades[y].Fee = m.Trades[x].Fee
updated = true
}
if m.Trades[x].Price != 0 && d.Trades[y].Price != m.Trades[x].Price {
d.Trades[y].Price = m.Trades[x].Price
updated = true
}
if d.Trades[y].Side != m.Trades[x].Side {
d.Trades[y].Side = m.Trades[x].Side
updated = true
}
if d.Trades[y].Type != m.Trades[x].Type {
d.Trades[y].Type = m.Trades[x].Type
updated = true
}
if d.Trades[y].Description != m.Trades[x].Description {
d.Trades[y].Description = m.Trades[x].Description
updated = true
}
if m.Trades[x].Amount != 0 && d.Trades[y].Amount != m.Trades[x].Amount {
d.Trades[y].Amount = m.Trades[x].Amount
updated = true
}
if d.Trades[y].Timestamp != m.Trades[x].Timestamp {
d.Trades[y].Timestamp = m.Trades[x].Timestamp
updated = true
}
if d.Trades[y].IsMaker != m.Trades[x].IsMaker {
d.Trades[y].IsMaker = m.Trades[x].IsMaker
updated = true
}
}
if !found {
d.Trades = append(d.Trades, m.Trades[x])
updated = true
}
m.RemainingAmount -= m.Trades[x].Amount
}
}
if m.RemainingAmount > 0 && m.RemainingAmount != d.RemainingAmount {
d.RemainingAmount = m.RemainingAmount
updated = true
}
if updated {
if d.LastUpdated.Equal(m.LastUpdated) {
d.LastUpdated = time.Now()
} else {
d.LastUpdated = m.LastUpdated
}
}
if d.Exchange == "" {
d.Exchange = m.Exchange
}
if d.ID == "" {
d.ID = m.ID
}
if d.InternalOrderID == "" {
d.InternalOrderID = m.InternalOrderID
}
}
// UpdateOrderFromModify Will update an order detail (used in order management)
// by comparing passed in and existing values
func (d *Detail) UpdateOrderFromModify(m *Modify) {
var updated bool
if m.ID != "" && d.ID != m.ID {
d.ID = m.ID
updated = true
}
if d.ImmediateOrCancel != m.ImmediateOrCancel {
d.ImmediateOrCancel = m.ImmediateOrCancel
updated = true
}
if d.HiddenOrder != m.HiddenOrder {
d.HiddenOrder = m.HiddenOrder
updated = true
}
if d.FillOrKill != m.FillOrKill {
d.FillOrKill = m.FillOrKill
updated = true
}
if m.Price > 0 && m.Price != d.Price {
d.Price = m.Price
updated = true
}
if m.Amount > 0 && m.Amount != d.Amount {
d.Amount = m.Amount
updated = true
}
if m.LimitPriceUpper > 0 && m.LimitPriceUpper != d.LimitPriceUpper {
d.LimitPriceUpper = m.LimitPriceUpper
updated = true
}
if m.LimitPriceLower > 0 && m.LimitPriceLower != d.LimitPriceLower {
d.LimitPriceLower = m.LimitPriceLower
updated = true
}
if m.TriggerPrice > 0 && m.TriggerPrice != d.TriggerPrice {
d.TriggerPrice = m.TriggerPrice
updated = true
}
if m.TargetAmount > 0 && m.TargetAmount != d.TargetAmount {
d.TargetAmount = m.TargetAmount
updated = true
}
if m.ExecutedAmount > 0 && m.ExecutedAmount != d.ExecutedAmount {
d.ExecutedAmount = m.ExecutedAmount
updated = true
}
if m.Fee > 0 && m.Fee != d.Fee {
d.Fee = m.Fee
updated = true
}
if m.AccountID != "" && m.AccountID != d.AccountID {
d.AccountID = m.AccountID
updated = true
}
if m.PostOnly != d.PostOnly {
d.PostOnly = m.PostOnly
updated = true
}
if !m.Pair.IsEmpty() && !m.Pair.Equal(d.Pair) {
// TODO: Add a check to see if the original pair is empty as well, but
// error if it is changing from BTC-USD -> LTC-USD.
d.Pair = m.Pair
updated = true
}
if m.Leverage != 0 && m.Leverage != d.Leverage {
d.Leverage = m.Leverage
updated = true
}
if m.ClientID != "" && m.ClientID != d.ClientID {
d.ClientID = m.ClientID
updated = true
}
if m.WalletAddress != "" && m.WalletAddress != d.WalletAddress {
d.WalletAddress = m.WalletAddress
updated = true
}
if m.Type != "" && m.Type != d.Type {
d.Type = m.Type
updated = true
}
if m.Side != "" && m.Side != d.Side {
d.Side = m.Side
updated = true
}
if m.Status != "" && m.Status != d.Status {
d.Status = m.Status
updated = true
}
if m.AssetType != "" && m.AssetType != d.AssetType {
d.AssetType = m.AssetType
updated = true
}
if m.Trades != nil {
for x := range m.Trades {
var found bool
for y := range d.Trades {
if d.Trades[y].TID != m.Trades[x].TID {
continue
}
found = true
if d.Trades[y].Fee != m.Trades[x].Fee {
d.Trades[y].Fee = m.Trades[x].Fee
updated = true
}
if m.Trades[x].Price != 0 && d.Trades[y].Price != m.Trades[x].Price {
d.Trades[y].Price = m.Trades[x].Price
updated = true
}
if d.Trades[y].Side != m.Trades[x].Side {
d.Trades[y].Side = m.Trades[x].Side
updated = true
}
if d.Trades[y].Type != m.Trades[x].Type {
d.Trades[y].Type = m.Trades[x].Type
updated = true
}
if d.Trades[y].Description != m.Trades[x].Description {
d.Trades[y].Description = m.Trades[x].Description
updated = true
}
if m.Trades[x].Amount != 0 && d.Trades[y].Amount != m.Trades[x].Amount {
d.Trades[y].Amount = m.Trades[x].Amount
updated = true
}
if d.Trades[y].Timestamp != m.Trades[x].Timestamp {
d.Trades[y].Timestamp = m.Trades[x].Timestamp
updated = true
}
if d.Trades[y].IsMaker != m.Trades[x].IsMaker {
d.Trades[y].IsMaker = m.Trades[x].IsMaker
updated = true
}
}
if !found {
d.Trades = append(d.Trades, m.Trades[x])
updated = true
}
m.RemainingAmount -= m.Trades[x].Amount
}
}
if m.RemainingAmount > 0 && m.RemainingAmount != d.RemainingAmount {
d.RemainingAmount = m.RemainingAmount
updated = true
}
if updated {
if d.LastUpdated.Equal(m.LastUpdated) {
d.LastUpdated = time.Now()
} else {
d.LastUpdated = m.LastUpdated
}
}
}
// MatchFilter will return true if a detail matches the filter criteria
// empty elements are ignored
func (d *Detail) MatchFilter(f *Filter) bool {
if f.Exchange != "" && !strings.EqualFold(d.Exchange, f.Exchange) {
return false
}
if f.AssetType != "" && d.AssetType != f.AssetType {
return false
}
if !f.Pair.IsEmpty() && !d.Pair.Equal(f.Pair) {
return false
}
if f.ID != "" && d.ID != f.ID {
return false
}
if f.Type != "" && f.Type != AnyType && d.Type != f.Type {
return false
}
if f.Side != "" && f.Side != AnySide && d.Side != f.Side {
return false
}
if f.Status != "" && f.Status != AnyStatus && d.Status != f.Status {
return false
}
if f.ClientOrderID != "" && d.ClientOrderID != f.ClientOrderID {
return false
}
if f.ClientID != "" && d.ClientID != f.ClientID {
return false
}
if f.InternalOrderID != "" && d.InternalOrderID != f.InternalOrderID {
return false
}
if f.AccountID != "" && d.AccountID != f.AccountID {
return false
}
if f.WalletAddress != "" && d.WalletAddress != f.WalletAddress {
return false
}
return true
}
// IsActive returns true if an order has a status that indicates it is
// currently available on the exchange
func (d *Detail) IsActive() bool {
if d.Amount <= 0 || d.Amount <= d.ExecutedAmount {
return false
}
return d.Status == Active || d.Status == Open || d.Status == PartiallyFilled || d.Status == New ||
d.Status == AnyStatus || d.Status == PendingCancel || d.Status == Hidden || d.Status == UnknownStatus ||
d.Status == AutoDeleverage || d.Status == Pending
}
// IsInactive returns true if an order has a status that indicates it is
// currently not available on the exchange
func (d *Detail) IsInactive() bool {
if d.Amount <= 0 || d.Amount <= d.ExecutedAmount {
return true
}
return d.Status == Filled || d.Status == Cancelled || d.Status == InsufficientBalance || d.Status == MarketUnavailable ||
d.Status == Rejected || d.Status == PartiallyCancelled || d.Status == Expired || d.Status == Closed
}
// GenerateInternalOrderID sets a new V4 order ID or a V5 order ID if
// the V4 function returns an error
func (d *Detail) GenerateInternalOrderID() {
if d.InternalOrderID == "" {
var id uuid.UUID
id, err := uuid.NewV4()
if err != nil {
id = uuid.NewV5(uuid.UUID{}, d.ID)
}
d.InternalOrderID = id.String()
}
}
// Copy will return a copy of Detail
func (d *Detail) Copy() Detail {
c := *d
if len(d.Trades) > 0 {
c.Trades = make([]TradeHistory, len(d.Trades))
copy(c.Trades, d.Trades)
}
return c
}
// String implements the stringer interface
func (t Type) String() string {
return string(t)
}
// Lower returns the type lower case string
func (t Type) Lower() string {
return strings.ToLower(string(t))
}
// Title returns the type titleized, eg "Limit"
func (t Type) Title() string {
return strings.Title(strings.ToLower(string(t)))
}
// String implements the stringer interface
func (s Side) String() string {
return string(s)
}
// Lower returns the side lower case string
func (s Side) Lower() string {
return strings.ToLower(string(s))
}
// Title returns the side titleized, eg "Buy"
func (s Side) Title() string {
return strings.Title(strings.ToLower(string(s)))
}
// String implements the stringer interface
func (s Status) String() string {
return string(s)
}
// InferCostsAndTimes infer order costs using execution information and times when available
func (d *Detail) InferCostsAndTimes() {
if d.CostAsset.IsEmpty() {
d.CostAsset = d.Pair.Quote
}
if d.LastUpdated.IsZero() {
if d.CloseTime.IsZero() {
d.LastUpdated = d.Date
} else {
d.LastUpdated = d.CloseTime
}
}
if d.ExecutedAmount <= 0 {
return
}
if d.AverageExecutedPrice == 0 {
if d.Cost != 0 {
d.AverageExecutedPrice = d.Cost / d.ExecutedAmount
} else {
d.AverageExecutedPrice = d.Price
}
}
if d.Cost == 0 {
d.Cost = d.AverageExecutedPrice * d.ExecutedAmount
}
}
// FilterOrdersBySide removes any order details that don't match the
// order status provided
func FilterOrdersBySide(orders *[]Detail, side Side) {
if side == "" || side == AnySide {
return
}
var filteredOrders []Detail
for i := range *orders {
if strings.EqualFold(string((*orders)[i].Side), string(side)) {
filteredOrders = append(filteredOrders, (*orders)[i])
}
}
*orders = filteredOrders
}
// FilterOrdersByType removes any order details that don't match the order type
// provided
func FilterOrdersByType(orders *[]Detail, orderType Type) {
if orderType == "" || orderType == AnyType {
return
}
var filteredOrders []Detail
for i := range *orders {
if strings.EqualFold(string((*orders)[i].Type), string(orderType)) {
filteredOrders = append(filteredOrders, (*orders)[i])
}
}
*orders = filteredOrders
}
// FilterOrdersByTimeRange removes any OrderDetails outside of the time range
func FilterOrdersByTimeRange(orders *[]Detail, startTime, endTime time.Time) {
if startTime.IsZero() ||
endTime.IsZero() ||
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()),
strings.EqualFold(status, "STATUS_ACTIVE"): // BTSE case
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"),
strings.EqualFold(status, "ORDER_FULLY_TRANSACTED"): // BTSE case
return Filled, nil
case strings.EqualFold(status, PartiallyCancelled.String()),
strings.EqualFold(status, "partially cancelled"),
strings.EqualFold(status, "ORDER_PARTIALLY_TRANSACTED"): // BTSE case
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()),
strings.EqualFold(status, "CANCELED"), // Binance and Kraken case
strings.EqualFold(status, "ORDER_CANCELLED"): // BTSE 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
}