mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-14 07:26:47 +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 * update order type to support time-in-force and hybrid order type representation * added tests for type and time-in-force check from order type * fix time-in-force error in gateio * fix minor unit test issues * 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 * linter issues fix * update order types declaration and handling by endpoints * 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 * fix types to string conversion * fix build errors * update on order types handling and unit tests * fix linter issue * order type unit tests update * order types string as constant replacement and unit tests update * update order type-string functions unit test
183 lines
5.0 KiB
Go
183 lines
5.0 KiB
Go
package okx
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import (
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"fmt"
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"strings"
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"github.com/thrasher-corp/gocryptotrader/currency"
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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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// orderTypeFromString returns the order Type and TimeInForce for okx order type strings
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func orderTypeFromString(orderType string) (order.Type, order.TimeInForce, error) {
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orderType = strings.ToLower(orderType)
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switch orderType {
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case orderMarket:
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return order.Market, order.UnknownTIF, nil
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case orderLimit:
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return order.Limit, order.UnknownTIF, nil
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case orderPostOnly:
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return order.Limit, order.PostOnly, nil
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case orderFOK:
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return order.Limit, order.FillOrKill, nil
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case orderIOC:
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return order.Limit, order.ImmediateOrCancel, nil
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case orderOptimalLimitIOC:
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return order.OptimalLimit, order.ImmediateOrCancel, nil
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case orderMarketMakerProtection:
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return order.MarketMakerProtection, order.UnknownTIF, nil
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case orderMarketMakerProtectionAndPostOnly:
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return order.MarketMakerProtection, order.PostOnly, nil
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case orderTWAP:
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return order.TWAP, order.UnknownTIF, nil
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case orderMoveOrderStop:
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return order.TrailingStop, order.UnknownTIF, nil
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case orderChase:
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return order.Chase, order.UnknownTIF, nil
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default:
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return order.UnknownType, order.UnknownTIF, fmt.Errorf("%w %q", order.ErrTypeIsInvalid, orderType)
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}
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}
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// orderTypeString returns a string representation of order.Type instance
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func orderTypeString(orderType order.Type, tif order.TimeInForce) (string, error) {
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switch orderType {
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case order.MarketMakerProtection:
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if tif == order.PostOnly {
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return orderMarketMakerProtectionAndPostOnly, nil
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}
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return orderMarketMakerProtection, nil
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case order.OptimalLimit:
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return orderOptimalLimitIOC, nil
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case order.Limit:
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if tif == order.PostOnly {
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return orderPostOnly, nil
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}
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return orderLimit, nil
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case order.Market:
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switch tif {
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case order.FillOrKill:
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return orderFOK, nil
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case order.ImmediateOrCancel:
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return orderIOC, nil
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}
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return orderMarket, nil
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case order.Trigger,
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order.Chase,
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order.TWAP,
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order.OCO:
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return orderType.Lower(), nil
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case order.ConditionalStop:
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return orderConditional, nil
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case order.TrailingStop:
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return orderMoveOrderStop, nil
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default:
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switch tif {
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case order.PostOnly:
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return orderPostOnly, nil
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case order.FillOrKill:
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return orderFOK, nil
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case order.ImmediateOrCancel:
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return orderIOC, nil
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}
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return "", fmt.Errorf("%w: %q", order.ErrUnsupportedOrderType, orderType)
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}
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}
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// getAssetsFromInstrumentID parses an instrument ID and returns a list of assets types
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// that the instrument is associated with
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func (ok *Okx) getAssetsFromInstrumentID(instrumentID string) ([]asset.Item, error) {
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if instrumentID == "" {
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return nil, errMissingInstrumentID
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}
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pf, err := ok.CurrencyPairs.GetFormat(asset.Spot, true)
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if err != nil {
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return nil, err
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}
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splitSymbol := strings.Split(instrumentID, pf.Delimiter)
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if len(splitSymbol) <= 1 {
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return nil, fmt.Errorf("%w %v", currency.ErrCurrencyNotSupported, instrumentID)
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}
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pair, err := currency.NewPairDelimiter(instrumentID, pf.Delimiter)
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if err != nil {
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return nil, fmt.Errorf("%w: %q", err, instrumentID)
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}
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switch {
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case len(splitSymbol) == 2:
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resp := make([]asset.Item, 0, 2)
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enabled, err := ok.IsPairEnabled(pair, asset.Spot)
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if err != nil {
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return nil, err
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}
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if enabled {
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resp = append(resp, asset.Spot)
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}
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enabled, err = ok.IsPairEnabled(pair, asset.Margin)
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if err != nil {
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return nil, err
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}
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if enabled {
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resp = append(resp, asset.Margin)
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}
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if len(resp) > 0 {
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return resp, nil
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}
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case len(splitSymbol) > 2:
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var aType asset.Item
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switch strings.ToLower(splitSymbol[len(splitSymbol)-1]) {
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case "swap":
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aType = asset.PerpetualSwap
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case "c", "p":
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aType = asset.Options
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default:
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aType = asset.Futures
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}
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enabled, err := ok.IsPairEnabled(pair, aType)
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if err != nil {
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return nil, err
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} else if enabled {
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return []asset.Item{aType}, nil
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}
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}
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return nil, fmt.Errorf("%w: no asset enabled with instrument ID `%v`", asset.ErrNotEnabled, instrumentID)
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}
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// assetTypeFromInstrumentType returns an asset Item instance given and Instrument Type string
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func assetTypeFromInstrumentType(instrumentType string) (asset.Item, error) {
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switch strings.ToUpper(instrumentType) {
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case instTypeSwap, instTypeContract:
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return asset.PerpetualSwap, nil
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case instTypeSpot:
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return asset.Spot, nil
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case instTypeMargin:
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return asset.Margin, nil
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case instTypeFutures:
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return asset.Futures, nil
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case instTypeOption:
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return asset.Options, nil
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case "":
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return asset.Empty, nil
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default:
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return asset.Empty, asset.ErrNotSupported
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}
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}
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// assetTypeString returns a string representation of asset type
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func assetTypeString(assetType asset.Item) (string, error) {
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switch assetType {
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case asset.Spot:
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return instTypeSpot, nil
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case asset.Margin:
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return instTypeMargin, nil
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case asset.Futures:
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return instTypeFutures, nil
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case asset.Options:
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return instTypeOption, nil
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case asset.PerpetualSwap:
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return instTypeSwap, nil
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default:
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return "", asset.ErrNotSupported
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}
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}
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