mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-21 15:10:12 +00:00
* 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>
933 lines
23 KiB
Go
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
|
|
}
|