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https://github.com/d0zingcat/gocryptotrader.git
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* order/gateio: update USDT margined futures pathway for cancel all orders and drop count field * gateio: add and expand tests for CancelAllOrders and getExchangeSide * Add test for load * linter: fix * Update exchanges/kraken/kraken_wrapper.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * Update exchanges/order/orders.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: nits * glorious: nits * reverted change for options * Update exchanges/gateio/gateio_wrapper_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/gateio/gateio_wrapper.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/deribit/deribit_wrapper.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/gateio/gateio_wrapper_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/gateio/gateio_wrapper_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Add consts for cancel side references * Update exchanges/gateio/gateio_wrapper.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchanges/gateio/gateio_wrapper.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchanges/gateio/gateio_websocket_request_futures.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * thrasher-: nits --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
162 lines
5.6 KiB
Go
162 lines
5.6 KiB
Go
package gateio
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import (
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"context"
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"errors"
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"fmt"
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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/exchange/websocket"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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)
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var errStatusNotSet = errors.New("status not set")
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// authenticateFutures sends an authentication message to the websocket connection
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func (e *Exchange) authenticateFutures(ctx context.Context, conn websocket.Connection) error {
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return e.websocketLogin(ctx, conn, "futures.login")
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}
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// WebsocketFuturesSubmitOrder submits an order via the websocket connection
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func (e *Exchange) WebsocketFuturesSubmitOrder(ctx context.Context, a asset.Item, o *ContractOrderCreateParams) (*WebsocketFuturesOrderResponse, error) {
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resps, err := e.WebsocketFuturesSubmitOrders(ctx, a, o)
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if err != nil {
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return nil, err
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}
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if len(resps) != 1 {
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return nil, common.ErrInvalidResponse
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}
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return resps[0], err
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}
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// WebsocketFuturesSubmitOrders submits orders via the websocket connection. All orders must be for the same asset.
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func (e *Exchange) WebsocketFuturesSubmitOrders(ctx context.Context, a asset.Item, orders ...*ContractOrderCreateParams) ([]*WebsocketFuturesOrderResponse, error) {
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if len(orders) == 0 {
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return nil, errOrdersEmpty
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}
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for _, o := range orders {
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if err := o.validate(false); err != nil {
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return nil, err
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}
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if _, err := getSettlementCurrency(o.Contract, a); err != nil {
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return nil, err
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}
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}
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if len(orders) == 1 {
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var singleResponse *WebsocketFuturesOrderResponse
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err := e.SendWebsocketRequest(ctx, perpetualSubmitOrderEPL, "futures.order_place", a, orders[0], &singleResponse, 2)
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return []*WebsocketFuturesOrderResponse{singleResponse}, err
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}
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var resp []*WebsocketFuturesOrderResponse
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return resp, e.SendWebsocketRequest(ctx, perpetualSubmitBatchOrdersEPL, "futures.order_batch_place", a, orders, &resp, 2)
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}
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// WebsocketFuturesCancelOrder cancels an order via the websocket connection.
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func (e *Exchange) WebsocketFuturesCancelOrder(ctx context.Context, orderID string, contract currency.Pair, a asset.Item) (*WebsocketFuturesOrderResponse, error) {
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if orderID == "" {
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return nil, order.ErrOrderIDNotSet
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}
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if err := validateFuturesPairAsset(contract, a); err != nil {
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return nil, err
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}
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params := &struct {
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OrderID string `json:"order_id"`
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}{OrderID: orderID}
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var resp WebsocketFuturesOrderResponse
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return &resp, e.SendWebsocketRequest(ctx, perpetualCancelOrderEPL, "futures.order_cancel", a, params, &resp, 1)
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}
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// WebsocketFuturesCancelAllOpenFuturesOrders cancels multiple orders via the websocket.
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func (e *Exchange) WebsocketFuturesCancelAllOpenFuturesOrders(ctx context.Context, contract currency.Pair, a asset.Item, side string) ([]WebsocketFuturesOrderResponse, error) {
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if err := validateFuturesPairAsset(contract, a); err != nil {
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return nil, err
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}
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if side != "" && side != order.Ask.Lower() && side != order.Bid.Lower() {
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return nil, fmt.Errorf("%w: %s", order.ErrSideIsInvalid, side)
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}
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params := &struct {
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Contract currency.Pair `json:"contract"`
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Side string `json:"side,omitempty"`
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}{Contract: contract, Side: side}
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var resp []WebsocketFuturesOrderResponse
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return resp, e.SendWebsocketRequest(ctx, perpetualCancelOpenOrdersEPL, "futures.order_cancel_cp", a, params, &resp, 2)
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}
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// WebsocketFuturesAmendOrder amends an order via the websocket connection
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func (e *Exchange) WebsocketFuturesAmendOrder(ctx context.Context, amend *WebsocketFuturesAmendOrder) (*WebsocketFuturesOrderResponse, error) {
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if amend == nil {
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return nil, fmt.Errorf("%w: %T", common.ErrNilPointer, amend)
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}
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if amend.OrderID == "" {
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return nil, order.ErrOrderIDNotSet
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}
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if err := validateFuturesPairAsset(amend.Contract, amend.Asset); err != nil {
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return nil, err
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}
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if amend.Size == 0 && amend.Price == "" {
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return nil, fmt.Errorf("%w: size or price must be set", errInvalidAmount)
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}
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var resp WebsocketFuturesOrderResponse
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return &resp, e.SendWebsocketRequest(ctx, perpetualAmendOrderEPL, "futures.order_amend", amend.Asset, amend, &resp, 1)
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}
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// WebsocketFuturesOrderList fetches a list of orders via the websocket connection
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func (e *Exchange) WebsocketFuturesOrderList(ctx context.Context, list *WebsocketFutureOrdersList) ([]WebsocketFuturesOrderResponse, error) {
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if list == nil {
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return nil, fmt.Errorf("%w: %T", common.ErrNilPointer, list)
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}
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if err := validateFuturesPairAsset(list.Contract, list.Asset); err != nil {
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return nil, err
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}
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if list.Status == "" {
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return nil, errStatusNotSet
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}
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var resp []WebsocketFuturesOrderResponse
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return resp, e.SendWebsocketRequest(ctx, perpetualGetOrdersEPL, "futures.order_list", list.Asset, list, &resp, 1)
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}
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// WebsocketFuturesGetOrderStatus gets the status of an order via the websocket connection.
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func (e *Exchange) WebsocketFuturesGetOrderStatus(ctx context.Context, contract currency.Pair, a asset.Item, orderID string) (*WebsocketFuturesOrderResponse, error) {
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if err := validateFuturesPairAsset(contract, a); err != nil {
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return nil, err
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}
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if orderID == "" {
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return nil, order.ErrOrderIDNotSet
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}
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params := &struct {
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OrderID string `json:"order_id"`
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}{OrderID: orderID}
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var resp WebsocketFuturesOrderResponse
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return &resp, e.SendWebsocketRequest(ctx, perpetualFetchOrderEPL, "futures.order_status", a, params, &resp, 1)
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}
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// validateFuturesPairAsset enforces that a futures pair's quote currency matches the given asset
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func validateFuturesPairAsset(pair currency.Pair, a asset.Item) error {
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if pair.IsEmpty() {
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return currency.ErrCurrencyPairEmpty
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}
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_, err := getSettlementCurrency(pair, a)
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return err
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}
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