mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +00:00
* Added TimeInForce type and updated related files * Linter issue fix and minor coinbasepro type update * Bitrex consts update * added unit test and minor changes in bittrex * Unit tests update * Fix minor linter issues * Update TestStringToTimeInForce unit test * fix conflict with gateio timeInForce * Update order tests * Complete updating the order unit tests * update kucoin and deribit wrapper to match the time in force change * fix time-in-force related test errors * linter issue fix * time in force constants, functions and unit tests update * shift tif policies to TimeInForce * Update time-in-force, related functions, and unit tests * fix linter issue and time-in-force processing * added a good till crossing tif value * order type fix and fix related tim-in-force entries * update time-in-force unmarshaling and unit test * fix time-in-force error in gateio * linter issue fix * update based on review comments * add unit test and fix missing issues * minor fix and added benchmark unit test * change GTT to GTC for limit * fix linter issue * added time-in-force value to place order param * fix minor issues based on review comment and move tif code to separate files * update on exchanges linked to time-in-force * resolve missing review comments * minor linter issues fix * added time-in-force handler and update timeInForce parametered endpoint * minor fixes based on review * nits fix * update based on review * linter fix * rm getTimeInForce func and minor change to time-in-force * minor change * update based on review comments * wrappers and time-in-force calling approach * minor change * update gateio string to timeInForce conversion and unit test * updated order test unit tes functions * minor fixes on unit tests * nits fix based on feedback * update TestDeriveCancel unit test assert messages * update TestDeriveCancel unit test assert messages * update timeInForceFromString method to return formatted error and update functions using it * restructure and fix minor exchanges time-in-force handling issues * replaced unused getTypeFromTimeInForce with inline switch-based order type check * separated the repeated timeInForce conversion code to a function * update exchanges time-in-force handling based on review comments * limter fix * edded comment to validTimesInForce var * added comment to gateio's timeInForceString func * added goodTillCancel switch case to gateio timeInForceString func
141 lines
3.8 KiB
Go
141 lines
3.8 KiB
Go
package order
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import (
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"errors"
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"fmt"
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"strings"
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)
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// var error definitions
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var (
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ErrInvalidTimeInForce = errors.New("invalid time in force value provided")
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ErrUnsupportedTimeInForce = errors.New("unsupported time in force value")
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)
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// TimeInForce enforces a standard for time-in-force values across the code base.
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type TimeInForce uint8
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// TimeInForce types
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const (
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UnknownTIF TimeInForce = 0
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GoodTillCancel TimeInForce = 1 << iota
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GoodTillDay
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GoodTillTime
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GoodTillCrossing
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FillOrKill
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ImmediateOrCancel
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PostOnly
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supportedTimeInForceFlag = GoodTillCancel | GoodTillDay | GoodTillTime | GoodTillCrossing | FillOrKill | ImmediateOrCancel | PostOnly
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)
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// time-in-force string representations
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const (
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gtcStr = "GTC"
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gtdStr = "GTD"
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gttStr = "GTT"
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gtxStr = "GTX"
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fokStr = "FOK"
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iocStr = "IOC"
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postonlyStr = "POSTONLY"
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)
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// Is checks to see if the enum contains the flag
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func (t TimeInForce) Is(in TimeInForce) bool {
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return in != 0 && t&in == in
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}
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// StringToTimeInForce converts time in force string value to TimeInForce instance.
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func StringToTimeInForce(timeInForce string) (TimeInForce, error) {
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var result TimeInForce
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timeInForce = strings.ToUpper(timeInForce)
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switch timeInForce {
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case "IMMEDIATEORCANCEL", "IMMEDIATE_OR_CANCEL", iocStr:
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result = ImmediateOrCancel
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case "GOODTILLCANCEL", "GOODTILCANCEL", "GOOD_TIL_CANCELLED", "GOOD_TILL_CANCELLED", "GOOD_TILL_CANCELED", gtcStr:
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result = GoodTillCancel
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case "GOODTILLDAY", "GOOD_TIL_DAY", "GOOD_TILL_DAY", gtdStr:
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result = GoodTillDay
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case "GOODTILLTIME", "GOOD_TIL_TIME", gttStr:
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result = GoodTillTime
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case "GOODTILLCROSSING", "GOOD_TIL_CROSSING", "GOOD TIL CROSSING", "GOOD_TILL_CROSSING", gtxStr:
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result = GoodTillCrossing
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case "FILLORKILL", "FILL_OR_KILL", fokStr:
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result = FillOrKill
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case "POC", "POST_ONLY", "PENDINGORCANCEL", postonlyStr:
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result = PostOnly
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}
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if result == UnknownTIF && timeInForce != "" {
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return UnknownTIF, fmt.Errorf("%w: tif=%s", ErrInvalidTimeInForce, timeInForce)
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}
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return result, nil
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}
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// IsValid returns whether or not the supplied time in force value is valid or
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// not
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func (t TimeInForce) IsValid() bool {
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// Neither ImmediateOrCancel nor FillOrKill can coexist with anything else
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// If either bit is set then it must be the only bit set
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isIOCorFOK := t&(ImmediateOrCancel|FillOrKill) != 0
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hasTwoBitsSet := t&(t-1) != 0
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if isIOCorFOK && hasTwoBitsSet {
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return false
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}
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return t == UnknownTIF || supportedTimeInForceFlag&t == t
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}
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// String implements the stringer interface.
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func (t TimeInForce) String() string {
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if t == UnknownTIF {
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return ""
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}
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var tifStrings []string
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if t.Is(ImmediateOrCancel) {
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tifStrings = append(tifStrings, iocStr)
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}
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if t.Is(GoodTillCancel) {
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tifStrings = append(tifStrings, gtcStr)
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}
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if t.Is(GoodTillDay) {
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tifStrings = append(tifStrings, gtdStr)
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}
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if t.Is(GoodTillTime) {
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tifStrings = append(tifStrings, gttStr)
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}
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if t.Is(GoodTillCrossing) {
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tifStrings = append(tifStrings, gtxStr)
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}
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if t.Is(FillOrKill) {
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tifStrings = append(tifStrings, fokStr)
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}
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if t.Is(PostOnly) {
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tifStrings = append(tifStrings, postonlyStr)
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}
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if len(tifStrings) == 0 {
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return "UNKNOWN"
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}
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return strings.Join(tifStrings, ",")
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}
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// Lower returns a lower case string representation of time-in-force
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func (t TimeInForce) Lower() string {
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return strings.ToLower(t.String())
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}
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// UnmarshalJSON deserializes a string data into TimeInForce instance.
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func (t *TimeInForce) UnmarshalJSON(data []byte) error {
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for val := range strings.SplitSeq(strings.Trim(string(data), `"`), ",") {
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tif, err := StringToTimeInForce(val)
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if err != nil {
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return err
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}
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*t |= tif
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}
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return nil
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}
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// MarshalJSON returns the JSON-encoded order time-in-force value
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func (t TimeInForce) MarshalJSON() ([]byte, error) {
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return []byte(`"` + t.String() + `"`), nil
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}
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