support market order

src/Bitflyer/BrokerApi.ts

@@ -1,12 +1,11 @@
-import { hmac, nonce } from '../util';
+import { hmac, nonce, safeQueryStringStringify } from '../util';
 import WebClient from '../WebClient';
 import {
   SendChildOrderRequest, SendChildOrderResponse,
   CancelChildOrderRequest, CancelChildOrderResponse, ChildOrdersParam,
   ChildOrdersResponse, ExecutionsResponse, ExecutionsParam, Execution, BalanceResponse,
   BoardResponse, ChildOrder, Balance
 } from './types';
-import * as querystring from 'querystring';
 
 export default class BrokerApi {
   private readonly baseUrl = 'https://api.bitflyer.jp';
@@ -75,7 +74,7 @@ export default class BrokerApi {
     const method = 'GET';
     let pathWithParam = path;
     if (requestParam) {
-      const param = querystring.stringify(requestParam);
+      const param = safeQueryStringStringify(requestParam);
       pathWithParam += `?${param}`;
     }
     return await this.call<R>(pathWithParam, method);

src/Coincheck/BrokerApi.ts

@@ -1,7 +1,6 @@
 import * as _ from 'lodash';
-import { hmac, nonce } from '../util';
+import { hmac, nonce, safeQueryStringStringify } from '../util';
 import WebClient from '../WebClient';
-import * as querystring from 'querystring';
 import {
   AccountsBalanceResponse, LeveragePositionsRequest, LeveragePositionsResponse,
   LeveragePosition, OrderBooksResponse, NewOrderRequest, NewOrderResponse,
@@ -107,15 +106,15 @@ export default class BrokerApi {
 
   private post<R, T>(path: string, requestBody: T): Promise<R> {
     const method = 'POST';
-    const body = querystring.stringify(requestBody);
+    const body = safeQueryStringStringify(requestBody);
     return this.call<R>(path, method, body);
   }
 
   private get<R, T = never>(path: string, requestParam?: T): Promise<R> {
     const method = 'GET';
     let pathWithParam = path;
     if (requestParam) {
-      const param = querystring.stringify(requestParam);
+      const param = safeQueryStringStringify(requestParam);
       pathWithParam += `?${param}`;
     }
     return this.call<R>(pathWithParam, method);

src/Coincheck/NetOutStrategy.ts

@@ -1,7 +1,7 @@
 import { CashMarginTypeStrategy, NewOrderRequest, LeveragePosition } from './types';
 import BrokerApi from './BrokerApi';
 import Order from '../Order';
-import { OrderStatus, OrderSide, CashMarginType } from '../types';
+import { OrderStatus, OrderSide, CashMarginType, OrderType } from '../types';
 import { eRound, almostEqual } from '../util';
 import * as _ from 'lodash';
 
@@ -37,7 +37,12 @@ export default class NetOutStrategy implements CashMarginTypeStrategy {
       .filter(p => p.side === targetSide)
       .filter(p => almostEqual(p.amount, order.size, 1))
       .value();
-    const request = { pair: 'btc_jpy', rate: order.price };
+    if (order.symbol !== 'BTCJPY') {
+      throw new Error('Not supported');
+    }
+    const pair = 'btc_jpy';
+    const rate = order.type === OrderType.Market ? undefined : order.price;
+    const request = { pair, rate };
     if (candidates.length === 0) {
       return {
         ...request,

src/Quoine/BrokerApi.ts

@@ -1,12 +1,11 @@
-import { nonce } from '../util';
+import { nonce, safeQueryStringStringify } from '../util';
 import WebClient from '../WebClient';
 import {
   SendOrderResponse, SendOrderRequest, CancelOrderResponse,
   OrdersResponse, TradingAccountsResponse, PriceLevelsResponse, TradingAccount,
   CloseAllResponse,
   ClosingTrade
 } from './types';
-import * as querystring from 'querystring';
 import * as jwt from 'jsonwebtoken';
 
 export default class BrokerApi {
@@ -77,7 +76,7 @@ export default class BrokerApi {
     const method = 'GET';
     let pathWithParam = path;
     if (requestParam) {
-      const param = querystring.stringify(requestParam);
+      const param = safeQueryStringStringify(requestParam);
       pathWithParam += `?${param}`;
     }
     return await this.call<R>(pathWithParam, method);

src/__tests__/Coincheck/NetOutStrategy.test.ts

@@ -88,6 +88,46 @@ describe('NetOutStrategy', () => {
     expect(order.brokerOrderId).toBe('391697892');
   });
 
+  test('netout market when no closable position', async () => {
+    const strategy = new NetOutStrategy(new BrokerApi('', ''));
+    const order = new Order(
+      Broker.Coincheck, 
+      OrderSide.Sell, 
+      0.01, 
+      830000, 
+      CashMarginType.NetOut, 
+      OrderType.Market, 
+      undefined
+    );
+    const request: NewOrderRequest = await strategy.getNetOutRequest(order);
+    expect(request.order_type).toBe('leverage_sell');
+    expect(request.amount).toBe(0.01);
+    expect(request.position_id).toBeUndefined();
+    expect(request.rate).toBeUndefined();
+  });
+
+  test('netout non BTCJPY', async () => {
+    const strategy = new NetOutStrategy(new BrokerApi('', ''));
+    const order = new Order(
+      Broker.Coincheck, 
+      OrderSide.Sell, 
+      0.01, 
+      830000, 
+      CashMarginType.NetOut, 
+      OrderType.Limit, 
+      undefined
+    );
+    order.symbol = 'ZZZJPY';
+    const fn = jest.fn();
+    try {
+      await strategy.getNetOutRequest(order);
+      expect(true).toBe(false);
+    } catch (ex) {
+      fn();
+    }
+    expect(fn.mock.calls.length).toBe(1);
+  });
+
   afterAll(() => {
     nock.restore();
   });

src/__tests__/util.test.ts

@@ -49,4 +49,10 @@ test('readJsonFileSync with no BOM', () => {
 
 test('findBrokerConfig with no config', () => {
   expect(() => util.findBrokerConfig({brokers: []}, Broker.Bitflyer)).toThrow();
+});
+
+test('safeQueryStringStringify', () => {
+  const o = { a: 1, b: undefined };
+  const result = util.safeQueryStringStringify(o);
+  expect(result).toBe('a=1');
 });

src/util.ts

@@ -2,6 +2,7 @@ import * as _ from 'lodash';
 import * as crypto from 'crypto';
 import * as fs from 'fs';
 import * as path from 'path';
+import * as querystring from 'querystring';
 import { ConfigRoot, Broker, BrokerConfig } from './types';
 
 interface ToStringable {
@@ -92,4 +93,9 @@ export function findBrokerConfig(configRoot: ConfigRoot, broker: Broker): Broker
     throw new Error(`Unabled to find ${broker} in config.`);
   }
   return found;
+}
+
+export function safeQueryStringStringify(o: any) {
+  const noUndefinedFields = _.pickBy(o, _.negate(_.isUndefined));
+  return querystring.stringify(noUndefinedFields);
 }