Bithumb - fix place of amount 0

sjanel · May 14, 2023 · 1cc12e0 · 1cc12e0
1 parent dead93f
commit 1cc12e0
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Showing 4 changed files with 103 additions and 24 deletions.
diff --git a/src/api/exchanges/CMakeLists.txt b/src/api/exchanges/CMakeLists.txt
@@ -45,6 +45,11 @@ add_exchange_test(
   test/bithumbapi_test.cpp
 )
 
+add_exchange_test(
+  bithumb_place_order_test
+  test/bithumb_place_order_test.cpp
+)
+
 add_exchange_test(
   huobiapi_test
   test/huobiapi_test.cpp

diff --git a/src/api/exchanges/include/bithumbprivateapi.hpp b/src/api/exchanges/include/bithumbprivateapi.hpp
@@ -54,6 +54,8 @@ class BithumbPrivate : public ExchangePrivate {
   InitiatedWithdrawInfo launchWithdraw(MonetaryAmount grossAmount, Wallet&& destinationWallet) override;
 
  private:
+  friend class BithumbPrivateAPIPlaceOrderTest;
+
   struct DepositWalletFunc {
 #ifndef CCT_AGGR_INIT_CXX20
     DepositWalletFunc(CurlHandle& curlHandle, const APIKey& apiKey, BithumbPublic& exchangePublic)

diff --git a/src/api/exchanges/src/bithumbprivateapi.cpp b/src/api/exchanges/src/bithumbprivateapi.cpp
@@ -45,15 +45,12 @@ constexpr std::string_view kWalletAddressEndpointStr = "/info/wallet_address";
 
 std::pair<string, Nonce> GetStrData(std::string_view endpoint, std::string_view postDataStr) {
   Nonce nonce = Nonce_TimeSinceEpochInMs();
-  string strData(endpoint);
-  strData.reserve(strData.size() + 2U + postDataStr.size() + nonce.size());
-
   static constexpr char kParChar = 1;
-  strData.push_back(kParChar);
-  strData.append(postDataStr);
-  strData.push_back(kParChar);
+  string strData(endpoint.size() + 2U + postDataStr.size() + nonce.size(), kParChar);
 
-  strData.append(nonce.begin(), nonce.end());
+  auto it = std::ranges::copy(endpoint, strData.begin()).out;
+  it = std::ranges::copy(postDataStr, it + 1).out;
+  it = std::ranges::copy(nonce, it + 1).out;
   return std::make_pair(std::move(strData), std::move(nonce));
 }
 
@@ -276,19 +273,21 @@ BithumbPrivate::BithumbPrivate(const CoincenterInfo& config, BithumbPublic& bith
       _depositWalletsCache(
           CachedResultOptions(exchangeInfo().getAPICallUpdateFrequency(kDepositWallet), _cachedResultVault),
           _curlHandle, _apiKey, bithumbPublic) {
-  json data = GetBithumbCurrencyInfoMapCache(_coincenterInfo.dataDir()).readAllJson();
-  for (const auto& [currencyCodeStr, currencyOrderInfoJson] : data.items()) {
-    CurrencyOrderInfo currencyOrderInfo;
-
-    LoadCurrencyInfoField(currencyOrderInfoJson, kNbDecimalsStr, currencyOrderInfo.nbDecimals,
-                          currencyOrderInfo.lastNbDecimalsUpdatedTime);
-    LoadCurrencyInfoField(currencyOrderInfoJson, kMinOrderSizeJsonKeyStr, currencyOrderInfo.minOrderSize,
-                          currencyOrderInfo.lastMinOrderSizeUpdatedTime);
-    LoadCurrencyInfoField(currencyOrderInfoJson, kMinOrderPriceJsonKeyStr, currencyOrderInfo.minOrderPrice,
-                          currencyOrderInfo.lastMinOrderPriceUpdatedTime);
-    LoadCurrencyInfoField(currencyOrderInfoJson, kMaxOrderPriceJsonKeyStr, currencyOrderInfo.maxOrderPrice,
-                          currencyOrderInfo.lastMaxOrderPriceUpdatedTime);
-    _currencyOrderInfoMap.insert_or_assign(CurrencyCode(currencyCodeStr), std::move(currencyOrderInfo));
+  if (config.getRunMode() != settings::RunMode::kQueryResponseOverriden) {
+    json data = GetBithumbCurrencyInfoMapCache(_coincenterInfo.dataDir()).readAllJson();
+    for (const auto& [currencyCodeStr, currencyOrderInfoJson] : data.items()) {
+      CurrencyOrderInfo currencyOrderInfo;
+
+      LoadCurrencyInfoField(currencyOrderInfoJson, kNbDecimalsStr, currencyOrderInfo.nbDecimals,
+                            currencyOrderInfo.lastNbDecimalsUpdatedTime);
+      LoadCurrencyInfoField(currencyOrderInfoJson, kMinOrderSizeJsonKeyStr, currencyOrderInfo.minOrderSize,
+                            currencyOrderInfo.lastMinOrderSizeUpdatedTime);
+      LoadCurrencyInfoField(currencyOrderInfoJson, kMinOrderPriceJsonKeyStr, currencyOrderInfo.minOrderPrice,
+                            currencyOrderInfo.lastMinOrderPriceUpdatedTime);
+      LoadCurrencyInfoField(currencyOrderInfoJson, kMaxOrderPriceJsonKeyStr, currencyOrderInfo.maxOrderPrice,
+                            currencyOrderInfo.lastMaxOrderPriceUpdatedTime);
+      _currencyOrderInfoMap.insert_or_assign(CurrencyCode(currencyCodeStr), std::move(currencyOrderInfo));
+    }
   }
 }
 
@@ -757,17 +756,21 @@ PlaceOrderInfo BithumbPrivate::placeOrder(MonetaryAmount /*from*/, MonetaryAmoun
       if (LoadCurrencyInfoField(result, kNbDecimalsStr, currencyOrderInfo.nbDecimals,
                                 currencyOrderInfo.lastNbDecimalsUpdatedTime)) {
         volume.truncate(currencyOrderInfo.nbDecimals);
+        if (volume == 0) {
+          log::warn("No trade of {} into {} because volume is 0 after truncating to {} decimals", volume,
+                    toCurrencyCode, static_cast<int>(currencyOrderInfo.nbDecimals));
+          break;
+        }
         placePostData.set("units", volume.amountStr());
       } else if (LoadCurrencyInfoField(result, kMinOrderSizeJsonKeyStr, currencyOrderInfo.minOrderSize,
                                        currencyOrderInfo.lastMinOrderSizeUpdatedTime)) {
-        if (isSimulationWithRealOrder && currencyOrderInfo.minOrderSize.currencyCode() == price.currencyCode()) {
-          volume = MonetaryAmount(currencyOrderInfo.minOrderSize / price, volume.currencyCode());
-          placePostData.set("units", volume.amountStr());
-        } else {
+        if (!isSimulationWithRealOrder || currencyOrderInfo.minOrderSize.currencyCode() != price.currencyCode()) {
           log::warn("No trade of {} into {} because min order size is {} for this market", volume, toCurrencyCode,
                     currencyOrderInfo.minOrderSize);
           break;
         }
+        volume = MonetaryAmount(currencyOrderInfo.minOrderSize / price, volume.currencyCode());
+        placePostData.set("units", volume.amountStr());
       } else if (LoadCurrencyInfoField(result, kMinOrderPriceJsonKeyStr, currencyOrderInfo.minOrderPrice,
                                        currencyOrderInfo.lastMinOrderPriceUpdatedTime)) {
         if (isSimulationWithRealOrder) {

diff --git a/src/api/exchanges/test/bithumb_place_order_test.cpp b/src/api/exchanges/test/bithumb_place_order_test.cpp
@@ -0,0 +1,69 @@
+#include <gtest/gtest.h>
+
+#include "apikeysprovider.hpp"
+#include "bithumbprivateapi.hpp"
+#include "bithumbpublicapi.hpp"
+#include "coincenterinfo.hpp"
+#include "fiatconverter.hpp"
+
+namespace cct::api {
+class BithumbPrivateAPIPlaceOrderTest : public ::testing::Test {
+ protected:
+  PlaceOrderInfo placeOrder(MonetaryAmount volume, MonetaryAmount price, TradeSide tradeSide) {
+    Market market{volume.currencyCode(), price.currencyCode()};
+    TradeContext tradeContext{market, tradeSide};
+    TradeOptions tradeOptions;
+    TradeInfo tradeInfo{tradeContext, tradeOptions};
+
+    return exchangePrivate.placeOrder(from, volume, price, tradeInfo);
+  }
+
+  void setOverridenQueryResponses(const std::map<string, string>& queryResponses) {
+    exchangePrivate._curlHandle.setOverridenQueryResponses(queryResponses);
+  }
+
+  settings::RunMode runMode = settings::RunMode::kQueryResponseOverriden;
+  LoadConfiguration loadConfig{kDefaultDataDir, LoadConfiguration::ExchangeConfigFileType::kTest};
+  CoincenterInfo coincenterInfo{runMode, loadConfig};
+  FiatConverter fiatConverter{coincenterInfo, Duration::max()};  // max to avoid real Fiat converter queries
+  CryptowatchAPI cryptowatchAPI{coincenterInfo, runMode};
+  BithumbPublic exchangePublic{coincenterInfo, fiatConverter, cryptowatchAPI};
+  APIKeysProvider apiKeysProvider{coincenterInfo.dataDir(), coincenterInfo.getRunMode()};
+  ExchangeName exchangeName{exchangePublic.name(), apiKeysProvider.getKeyNames(exchangePublic.name()).front()};
+  const APIKey& testKey = apiKeysProvider.get(exchangeName);
+  BithumbPrivate exchangePrivate{coincenterInfo, exchangePublic, testKey};
+
+  MonetaryAmount from;
+};
+
+TEST_F(BithumbPrivateAPIPlaceOrderTest, PlaceOrderShortenDecimals) {
+  setOverridenQueryResponses(
+      {/// Place order, with high number of decimals
+       {"/trade/"
+        "place?endpoint=%2Ftrade%2Fplace&order_currency=ETH&payment_currency=EUR&type=ask&price=1500&units=2.000001",
+        "{\"status\": \"5600\", \"message\":\"수량은 소수점 4자\"}"},
+       /// Replace order with decimals correctly truncated
+       {"/trade/"
+        "place?endpoint=%2Ftrade%2Fplace&order_currency=ETH&payment_currency=EUR&type=ask&price=1500&units=2",
+        "{\"status\": \"0000\", \"order_id\": \"ID0001\"}"},
+       /// Query once order info, order not matched
+       {"/info/orders?endpoint=%2Finfo%2Forders&order_currency=ETH&payment_currency=EUR&type=ask&order_id=ID0001",
+        "{\"status\": \"0000\", \"data\": [{\"order_id\": \"ID0001\"}]}"}});
+
+  PlaceOrderInfo placeOrderInfo =
+      placeOrder(MonetaryAmount("2.000001ETH"), MonetaryAmount("1500EUR"), TradeSide::kSell);
+  EXPECT_EQ(placeOrderInfo.orderId, "ID0001");
+}
+
+TEST_F(BithumbPrivateAPIPlaceOrderTest, NoPlaceOrderTooSmallAmount) {
+  setOverridenQueryResponses(
+      {/// Place order, with high number of decimals
+       {"/trade/"
+        "place?endpoint=%2Ftrade%2Fplace&order_currency=ETH&payment_currency=EUR&type=ask&price=1500&units=0.000001",
+        "{\"status\": \"5600\", \"message\":\"수량은 소수점 4자\"}"}});
+
+  PlaceOrderInfo placeOrderInfo =
+      placeOrder(MonetaryAmount("0.000001ETH"), MonetaryAmount("1500EUR"), TradeSide::kSell);
+  EXPECT_EQ(placeOrderInfo.orderId, "UndefinedId");
+}
+}  // namespace cct::api