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8430509807
* Okx: Fix WS order fields * Fixes float64 with string annotation erroring on empty strings: Okx Order Push Data error json: invalid use of ,string struct tag, trying to unmarshal "" into float64 Specifically this came from px field from a market order * Switch to convert.StringToFloat64 instead of okxNumericalValue * Fix typo in Notional* field names; Ironically prevented them from erroring * Okx: Add tests for first order fields * Okx: CID and maybe set WS order Filled time * Tests: Set TestFixtureToDataHandler to t.Helper * Orders: Add UnmarshalJSON to order.Side * Okx: Fix FillTime not parsed for PendingOrder * Okx: Switch to order.Side Unmarshal throughout * Okx: Add Fee and FeeAsset to order processing * Okx: Fix WS order.Detail amounts and Test This fixes Amount vs QuoteAmount for market sells where tgtCcy is quote_ccy * Add comment to order.Side.UnmarshalJSON * Okx: Replace PendingOrderItem Unmarshal with local types * Okx: string type for WS order reduceOnly Note: Not yet in unit tests, since it's not part of the spot tests I was originally fixing. I'll circle back to adding full test support for Reduce only and deleveraging positions. * Okx: Fix TestOrderPushData Amount We were expecting 0 when we're given a quoteAmount In reality, we'll calculate the size from the price * Okx: Fix order and remAmount in wsOrders Improved handling for Float64 issues and boundaries when the order is fully executed but not yet marked as Filled * Fix ErrSideIsInvalid in tests
5 lines
4.2 KiB
JSON
5 lines
4.2 KiB
JSON
{"arg":{"channel":"orders","instType":"SPOT","instId":"BTC-USDT","uid":"614488474791936"},"data":[{"accFillSz":"0.001","amendResult":"","avgPx":"31527.1","cTime":"1654084334977","category":"normal","ccy":"","clOrdId":"HamsterParty14","code":"0","execType":"M","fee":"-0.02522168","feeCcy":"USDT","fillFee":"-0.02522168","fillFeeCcy":"USDT","fillNotionalUsd":"31.50818374","fillPx":"31527.1","fillSz":"0.001","fillTime":"1654084353263","instId":"BTC-USDT","instType":"SPOT","lever":"0","msg":"","notionalUsd":"31.50818374","ordId":"452197707845865472","ordType":"limit","pnl":"0","posSide":"","px":"31527.1","rebate":"0","rebateCcy":"BTC","reduceOnly":"false","reqId":"","side":"sell","slOrdPx":"","slTriggerPx":"","slTriggerPxType":"last","source":"","state":"filled","sz":"0.001","tag":"","tdMode":"cash","tgtCcy":"","tpOrdPx":"","tpTriggerPx":"","tpTriggerPxType":"last","tradeId":"242589207","uTime":"1654084353264"}]}
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{"arg":{"channel":"orders","instType":"SPOT","uid":"448743607034327908"},"data":[{"accFillSz":"0","algoClOrdId":"","algoId":"","amendResult":"","amendSource":"","attachAlgoClOrdId":"","avgPx":"0","cTime":"1694153250532","cancelSource":"","category":"normal","ccy":"","clOrdId":"","code":"0","execType":"","fee":"0","feeCcy":"USDT","fillFee":"0","fillFeeCcy":"","fillFwdPx":"","fillMarkPx":"","fillMarkVol":"","fillNotionalUsd":"","fillPnl":"0","fillPx":"","fillPxUsd":"","fillPxVol":"","fillSz":"0","fillTime":"","instId":"BTC-USDT","instType":"SPOT","lever":"0","msg":"","notionalUsd":"10.000599999999999","ordId":"620258920632008725","ordType":"market","pnl":"0","posSide":"","px":"","pxType":"","pxUsd":"","pxVol":"","quickMgnType":"","rebate":"0","rebateCcy":"BTC","reduceOnly":"false","reqId":"","side":"sell","slOrdPx":"","slTriggerPx":"","slTriggerPxType":"","source":"","state":"live","stpId":"","stpMode":"","sz":"10","tag":"","tdMode":"cash","tgtCcy":"quote_ccy","tpOrdPx":"","tpTriggerPx":"","tpTriggerPxType":"","tradeId":"","uTime":"1694153250532"}]}
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{"arg":{"channel":"orders","instType":"SPOT","uid":"448743607034327908"},"data":[{"accFillSz":"0.00038128","algoClOrdId":"","algoId":"","amendResult":"","amendSource":"","attachAlgoClOrdId":"","avgPx":"26228.1","cTime":"1694153250532","cancelSource":"","category":"normal","ccy":"","clOrdId":"","code":"0","execType":"T","fee":"-0.010000249968","feeCcy":"USDT","fillFee":"-0.010000249968","fillFeeCcy":"USDT","fillFwdPx":"","fillMarkPx":"","fillMarkVol":"","fillNotionalUsd":"10.00084998299808","fillPnl":"0","fillPx":"26228.1","fillPxUsd":"","fillPxVol":"","fillSz":"0.00038128","fillTime":"1694153250535","instId":"BTC-USDT","instType":"SPOT","lever":"0","msg":"","notionalUsd":"10.000599999999999","ordId":"620258920632008725","ordType":"market","pnl":"0","posSide":"","px":"","pxType":"","pxUsd":"","pxVol":"","quickMgnType":"","rebate":"0","rebateCcy":"BTC","reduceOnly":"false","reqId":"","side":"sell","slOrdPx":"","slTriggerPx":"","slTriggerPxType":"","source":"","state":"partially_filled","stpId":"","stpMode":"","sz":"10","tag":"","tdMode":"cash","tgtCcy":"quote_ccy","tpOrdPx":"","tpTriggerPx":"","tpTriggerPxType":"","tradeId":"435550732","uTime":"1694153250535"}]}
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{"arg":{"channel":"orders","instType":"SPOT","uid":"448743607034327908"},"data":[{"accFillSz":"0.00038128","algoClOrdId":"","algoId":"","amendResult":"","amendSource":"","attachAlgoClOrdId":"","avgPx":"26228.1","cTime":"1694153250532","cancelSource":"","category":"normal","ccy":"","clOrdId":"","code":"0","execType":"","fee":"-0.010000249968","feeCcy":"USDT","fillFee":"0","fillFeeCcy":"","fillFwdPx":"","fillMarkPx":"","fillMarkVol":"","fillNotionalUsd":"10.00084998299808","fillPnl":"0","fillPx":"","fillPxUsd":"","fillPxVol":"","fillSz":"0","fillTime":"","instId":"BTC-USDT","instType":"SPOT","lever":"0","msg":"","notionalUsd":"10.000599999999999","ordId":"620258920632008725","ordType":"market","pnl":"0","posSide":"","px":"","pxType":"","pxUsd":"","pxVol":"","quickMgnType":"","rebate":"0","rebateCcy":"BTC","reduceOnly":"false","reqId":"","side":"sell","slOrdPx":"","slTriggerPx":"","slTriggerPxType":"","source":"","state":"filled","stpId":"","stpMode":"","sz":"10","tag":"","tdMode":"cash","tgtCcy":"quote_ccy","tpOrdPx":"","tpTriggerPx":"","tpTriggerPxType":"","tradeId":"","uTime":"1694153250535"}]}
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