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Future proofs order updating by utilising asset types. Expands testin…
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…g to accomodate. Adds shiny new time type. Expands wrapper websocket functionality definitions
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@gloriousCode
gloriousCode committed Feb 24, 2020
1 parent 734905a commit b287f45
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Showing 39 changed files with 295 additions and 113 deletions.
8 changes: 4 additions & 4 deletions cmd/gctcli/commands.go
View file
Expand Up @@ -3017,12 +3017,12 @@ func getAuditEvent(c *cli.Context) error {
}
}

s, err := time.Parse(timeFormat, startTime)
s, err := time.Parse(common.SimpleTimeFormat, startTime)
if err != nil {
return fmt.Errorf("invalid time format for start: %v", err)
}

e, err := time.Parse(timeFormat, endTime)
e, err := time.Parse(common.SimpleTimeFormat, endTime)
if err != nil {
return fmt.Errorf("invalid time format for end: %v", err)
}
Expand All @@ -3045,8 +3045,8 @@ func getAuditEvent(c *cli.Context) error {

result, err := client.GetAuditEvent(context.Background(),
&gctrpc.GetAuditEventRequest{
StartDate: s.In(loc).Format(timeFormat),
EndDate: e.In(loc).Format(timeFormat),
StartDate: s.In(loc).Format(common.SimpleTimeFormat),
EndDate: e.In(loc).Format(common.SimpleTimeFormat),
Limit: int32(limit),
OrderBy: order,
Offset: int32(offset),
Expand Down
2 changes: 1 addition & 1 deletion exchanges/binance/binance_test.go
View file
Expand Up @@ -552,7 +552,7 @@ func TestWsOrderUpdateHandling(t *testing.T) {
pressXToJSON := []byte(`{
"e": "executionReport",
"E": 1499405658658,
"s": "ETHBTC",
"s": "BTCUSDT",
"c": "mUvoqJxFIILMdfAW5iGSOW",
"S": "BUY",
"o": "LIMIT",
Expand Down
10 changes: 8 additions & 2 deletions exchanges/binance/binance_websocket.go
View file
Expand Up @@ -225,6 +225,12 @@ func (b *Binance) wsHandleData(respRaw []byte) error {
Err: err,
}
}
p := currency.NewPairFromString(data.Symbol)
var a asset.Item
a, err = b.GetPairAssetType(p)
if err != nil {
return err
}
b.Websocket.DataHandler <- &order.Detail{
Price: data.Price,
Amount: data.Quantity,
Expand All @@ -235,9 +241,9 @@ func (b *Binance) wsHandleData(respRaw []byte) error {
Type: oType,
Side: oSide,
Status: oStatus,
AssetType: asset.Spot,
AssetType: a,
Date: time.Unix(0, data.OrderCreationTime*int64(time.Millisecond)),
Pair: currency.NewPairFromString(data.Symbol),
Pair: p,
}
case "listStatus":
var data wsListStauts
Expand Down
14 changes: 8 additions & 6 deletions exchanges/binance/binance_wrapper.go
View file
Expand Up @@ -96,12 +96,14 @@ func (b *Binance) SetDefaults() {
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
TradeFetching: true,
TickerFetching: true,
KlineFetching: true,
OrderbookFetching: true,
AccountInfo: true,
GetOrder: true,
TradeFetching: true,
TickerFetching: true,
KlineFetching: true,
OrderbookFetching: true,
AuthenticatedEndpoints: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto |
exchange.NoFiatWithdrawals,
Expand Down
2 changes: 2 additions & 0 deletions exchanges/bitfinex/bitfinex_wrapper.go
View file
Expand Up @@ -113,6 +113,8 @@ func (b *Bitfinex) SetDefaults() {
AuthenticatedEndpoints: true,
MessageCorrelation: true,
DeadMansSwitch: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.AutoWithdrawFiatWithAPIPermission,
Expand Down
2 changes: 2 additions & 0 deletions exchanges/bitmex/bitmex_wrapper.go
View file
Expand Up @@ -122,6 +122,8 @@ func (b *Bitmex) SetDefaults() {
AuthenticatedEndpoints: true,
AccountInfo: true,
DeadMansSwitch: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.WithdrawCryptoWithEmail |
Expand Down
7 changes: 6 additions & 1 deletion exchanges/bitstamp/bitstamp_websocket.go
View file
Expand Up @@ -114,10 +114,15 @@ func (b *Bitstamp) wsHandleData(respRaw []byte) error {
if wsTradeTemp.Data.Type == -1 {
side = order.Sell
}
var a asset.Item
a, err = b.GetPairAssetType(p)
if err != nil {
return err
}
b.Websocket.DataHandler <- wshandler.TradeData{
Timestamp: time.Unix(wsTradeTemp.Data.Timestamp, 0),
CurrencyPair: p,
AssetType: asset.Spot,
AssetType: a,
Exchange: b.Name,
EventType: order.UnknownType,
Price: wsTradeTemp.Data.Price,
Expand Down
9 changes: 8 additions & 1 deletion exchanges/btcmarkets/btcmarkets_websocket.go
View file
Expand Up @@ -234,6 +234,12 @@ func (b *BTCMarkets) wsHandleData(respRaw []byte) error {
Err: err,
}
}
p := currency.NewPairFromString(orderData.MarketID)
var a asset.Item
a, err = b.GetPairAssetType(p)
if err != nil {
return err
}
b.Websocket.DataHandler <- &order.Detail{
Price: price,
Amount: originalAmount,
Expand All @@ -244,9 +250,10 @@ func (b *BTCMarkets) wsHandleData(respRaw []byte) error {
Type: oType,
Side: oSide,
Status: oStatus,
AssetType: asset.Spot,
AssetType: a,
Date: orderData.Timestamp,
Trades: trades,
Pair: p,
}
case "error":
var wsErr WsError
Expand Down
2 changes: 2 additions & 0 deletions exchanges/btcmarkets/btcmarkets_wrapper.go
View file
Expand Up @@ -101,6 +101,8 @@ func (b *BTCMarkets) SetDefaults() {
AccountInfo: true,
Subscribe: true,
AuthenticatedEndpoints: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto |
exchange.AutoWithdrawFiat,
Expand Down
32 changes: 25 additions & 7 deletions exchanges/btse/btse_websocket.go
View file
Expand Up @@ -160,6 +160,12 @@ func (b *BTSE) wsHandleData(respRaw []byte) error {
Err: err,
}
}
p := currency.NewPairFromString(notification.Data[i].Symbol)
var a asset.Item
a, err = b.GetPairAssetType(p)
if err != nil {
return err
}
b.Websocket.DataHandler <- &order.Detail{
Price: notification.Data[i].Price,
Amount: notification.Data[i].Size,
Expand All @@ -169,9 +175,9 @@ func (b *BTSE) wsHandleData(respRaw []byte) error {
Type: oType,
Side: oSide,
Status: oStatus,
AssetType: asset.Spot,
AssetType: a,
Date: time.Unix(0, notification.Data[i].Timestamp*int64(time.Millisecond)),
Pair: currency.NewPairFromString(notification.Data[i].Symbol),
Pair: p,
}
}

Expand All @@ -186,10 +192,16 @@ func (b *BTSE) wsHandleData(respRaw []byte) error {
if tradeHistory.Data[x].Gain == -1 {
side = order.Sell
}
p := currency.NewPairFromString(strings.Replace(tradeHistory.Topic, "tradeHistory:", "", 1))
var a asset.Item
a, err = b.GetPairAssetType(p)
if err != nil {
return err
}
b.Websocket.DataHandler <- wshandler.TradeData{
Timestamp: time.Unix(0, tradeHistory.Data[x].TransactionTime*int64(time.Millisecond)),
CurrencyPair: currency.NewPairFromString(strings.Replace(tradeHistory.Topic, "tradeHistory:", "", 1)),
AssetType: asset.Spot,
CurrencyPair: p,
AssetType: a,
Exchange: b.Name,
Price: tradeHistory.Data[x].Price,
Amount: tradeHistory.Data[x].Amount,
Expand Down Expand Up @@ -236,15 +248,21 @@ func (b *BTSE) wsHandleData(respRaw []byte) error {
Amount: amount,
})
}
newOB.AssetType = asset.Spot
newOB.Pair = currency.NewPairFromString(t.Topic[strings.Index(t.Topic, ":")+1 : strings.Index(t.Topic, "_")])
p := currency.NewPairFromString(t.Topic[strings.Index(t.Topic, ":")+1 : strings.Index(t.Topic, "_")])
var a asset.Item
a, err = b.GetPairAssetType(p)
if err != nil {
return err
}
newOB.Pair = p
newOB.AssetType = a
newOB.ExchangeName = b.Name
err = b.Websocket.Orderbook.LoadSnapshot(&newOB)
if err != nil {
return err
}
b.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{Pair: newOB.Pair,
Asset: asset.Spot,
Asset: a,
Exchange: b.Name}
default:
b.Websocket.DataHandler <- wshandler.UnhandledMessageWarning{Message: b.Name + wshandler.UnhandledMessage + string(respRaw)}
Expand Down
2 changes: 2 additions & 0 deletions exchanges/btse/btse_wrapper.go
View file
Expand Up @@ -95,6 +95,8 @@ func (b *BTSE) SetDefaults() {
TradeFetching: true,
Subscribe: true,
Unsubscribe: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.NoAPIWithdrawalMethods,
},
Expand Down
2 changes: 1 addition & 1 deletion exchanges/coinbasepro/coinbasepro_test.go
View file
Expand Up @@ -921,7 +921,7 @@ func TestWsOrderStuff(t *testing.T) {
}
pressXToJSON = []byte(`{
"type": "activate",
"product_id": "test-product",
"product_id": "BTC-USD",
"timestamp": "1483736448.299000",
"user_id": "12",
"profile_id": "30000727-d308-cf50-7b1c-c06deb1934fc",
Expand Down
10 changes: 8 additions & 2 deletions exchanges/coinbasepro/coinbasepro_websocket.go
View file
Expand Up @@ -179,6 +179,12 @@ func (c *CoinbasePro) wsHandleData(respRaw []byte) error {
if wsOrder.Reason == "canceled" {
oStatus = order.Cancelled
}
p := currency.NewPairFromString(wsOrder.ProductID)
var a asset.Item
a, err = c.GetPairAssetType(p)
if err != nil {
return err
}
c.Websocket.DataHandler <- &order.Detail{
HiddenOrder: wsOrder.Private,
Price: wsOrder.Price,
Expand All @@ -194,9 +200,9 @@ func (c *CoinbasePro) wsHandleData(respRaw []byte) error {
Type: oType,
Side: oSide,
Status: oStatus,
AssetType: asset.Spot,
AssetType: a,
Date: createdDate,
Pair: currency.NewPairFromString(wsOrder.ProductID),
Pair: p,
}
case "match":
var wsOrder wsOrderReceived
Expand Down
2 changes: 2 additions & 0 deletions exchanges/coinbasepro/coinbasepro_wrapper.go
View file
Expand Up @@ -106,6 +106,8 @@ func (c *CoinbasePro) SetDefaults() {
Unsubscribe: true,
AuthenticatedEndpoints: true,
MessageSequenceNumbers: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.AutoWithdrawFiatWithAPIPermission,
Expand Down
2 changes: 1 addition & 1 deletion exchanges/coinbene/coinbene_test.go
View file
Expand Up @@ -661,7 +661,7 @@ func TestWsUserOrder(t *testing.T) {
"orderId": "580721369818955776",
"direction": "openLong",
"leverage": "20",
"symbol": "ETHUSDT",
"symbol": "BTCUSDT",
"orderType": "limit",
"quantity": "7",
"orderPrice": "146.30",
Expand Down
10 changes: 8 additions & 2 deletions exchanges/coinbene/coinbene_websocket.go
View file
Expand Up @@ -345,6 +345,12 @@ func (c *Coinbene) wsHandleData(respRaw []byte) error {
Err: err,
}
}
p := currency.NewPairFromString(orders.Data[i].Symbol)
var a asset.Item
a, err = c.GetPairAssetType(p)
if err != nil {
return err
}
c.Websocket.DataHandler <- &order.Detail{
Price: orders.Data[i].OrderPrice,
Amount: orders.Data[i].Quantity,
Expand All @@ -355,10 +361,10 @@ func (c *Coinbene) wsHandleData(respRaw []byte) error {
ID: orders.Data[i].OrderID,
Type: oType,
Status: oStatus,
AssetType: asset.PerpetualSwap,
AssetType: a,
Date: orders.Data[i].OrderTime,
Leverage: orders.Data[i].Leverage,
Pair: currency.NewPairFromString(orders.Data[i].Symbol),
Pair: p,
}
}
default:
Expand Down
2 changes: 2 additions & 0 deletions exchanges/coinbene/coinbene_wrapper.go
View file
Expand Up @@ -108,6 +108,8 @@ func (c *Coinbene) SetDefaults() {
Subscribe: true,
Unsubscribe: true,
AuthenticatedEndpoints: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.NoFiatWithdrawals |
exchange.WithdrawCryptoViaWebsiteOnly,
Expand Down
8 changes: 7 additions & 1 deletion exchanges/coinut/coinut_websocket.go
View file
Expand Up @@ -387,6 +387,7 @@ func (c *COINUT) parseOrderContainer(oContainer *wsOrderContainer) (*order.Detai
if len(oContainer.Reasons) > 0 {
return nil, fmt.Errorf("%s - Order rejected: %v", c.Name, oContainer.Reasons)
}

o := &order.Detail{
Price: oContainer.Price,
Amount: oContainer.Quantity,
Expand All @@ -396,7 +397,6 @@ func (c *COINUT) parseOrderContainer(oContainer *wsOrderContainer) (*order.Detai
ID: orderID,
Side: oSide,
Status: oStatus,
AssetType: asset.Spot,
Date: time.Unix(0, oContainer.Timestamp),
Trades: nil,
}
Expand Down Expand Up @@ -427,6 +427,12 @@ func (c *COINUT) parseOrderContainer(oContainer *wsOrderContainer) (*order.Detai
} else {
o.Pair = currency.NewPairFromString(c.instrumentMap.LookupInstrument(oContainer.InstrumentID))
}
var a asset.Item
a, err = c.GetPairAssetType(o.Pair)
if err != nil {
return o, err
}
o.AssetType = a
return o, nil
}

Expand Down
7 changes: 4 additions & 3 deletions exchanges/exchange.go
View file
Expand Up @@ -212,9 +212,10 @@ func (e *Base) GetAssetTypes() asset.Items {

// GetPairAssetType returns the associated asset type for the currency pair
func (e *Base) GetPairAssetType(c currency.Pair) (asset.Item, error) {
for i := range e.GetAssetTypes() {
if e.GetEnabledPairs(e.GetAssetTypes()[i]).Contains(c, true) {
return e.GetAssetTypes()[i], nil
assetTypes := e.GetAssetTypes()
for i := range assetTypes {
if e.GetEnabledPairs(assetTypes[i]).Contains(c, true) {
return assetTypes[i], nil
}
}
return "", errors.New("asset type not associated with currency pair")
Expand Down
8 changes: 4 additions & 4 deletions exchanges/gateio/gateio_test.go
View file
Expand Up @@ -604,7 +604,7 @@ func TestWsTicker(t *testing.T) {
"method": "ticker.update",
"params":
[
"BOT_USDT",
"BTC_USDT",
{
"period": 86400,
"open": "0",
Expand All @@ -630,7 +630,7 @@ func TestWsTrade(t *testing.T) {
"method": "trades.update",
"params":
[
"ETH_USDT",
"BTC_USDT",
[
{
"id": 7172173,
Expand Down Expand Up @@ -669,7 +669,7 @@ func TestWsDepth(t *testing.T) {
]
]
},
"EOS_USDT"
"BTC_USDT"
],
"id": null
}`)
Expand Down Expand Up @@ -710,7 +710,7 @@ func TestWsOrderUpdate(t *testing.T) {
3,
{
"id": 34628963,
"market": "EOS_USDT",
"market": "BTC_USDT",
"orderType": 1,
"type": 2,
"user": 602123,
Expand Down

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