exchanges/order: Added TimeInForce type and values

cmd/exchange_wrapper_standards/exchange_wrapper_standards_test.go

@@ -420,29 +420,29 @@ func generateMethodArg(ctx context.Context, t *testing.T, argGenerator *MethodAr
 		input = reflect.ValueOf(req)
 	case argGenerator.MethodInputType.AssignableTo(orderSubmitParam):
 		input = reflect.ValueOf(&order.Submit{
-			Exchange:          exchName,
-			Type:              order.Limit,
-			Side:              order.Buy,
-			Pair:              argGenerator.AssetParams.Pair,
-			AssetType:         argGenerator.AssetParams.Asset,
-			Price:             1337,
-			Amount:            1,
-			ClientID:          "1337",
-			ClientOrderID:     "13371337",
-			ImmediateOrCancel: true,
+			Exchange:      exchName,
+			Type:          order.Limit,
+			Side:          order.Buy,
+			Pair:          argGenerator.AssetParams.Pair,
+			AssetType:     argGenerator.AssetParams.Asset,
+			Price:         1337,
+			Amount:        1,
+			ClientID:      "1337",
+			ClientOrderID: "13371337",
+			TimeInForce:   order.IOC,
 		})
 	case argGenerator.MethodInputType.AssignableTo(orderModifyParam):
 		input = reflect.ValueOf(&order.Modify{
-			Exchange:          exchName,
-			Type:              order.Limit,
-			Side:              order.Buy,
-			Pair:              argGenerator.AssetParams.Pair,
-			AssetType:         argGenerator.AssetParams.Asset,
-			Price:             1337,
-			Amount:            1,
-			ClientOrderID:     "13371337",
-			OrderID:           "1337",
-			ImmediateOrCancel: true,
+			Exchange:      exchName,
+			Type:          order.Limit,
+			Side:          order.Buy,
+			Pair:          argGenerator.AssetParams.Pair,
+			AssetType:     argGenerator.AssetParams.Asset,
+			Price:         1337,
+			Amount:        1,
+			ClientOrderID: "13371337",
+			OrderID:       "1337",
+			TimeInForce:   order.IOC,
 		})
 	case argGenerator.MethodInputType.AssignableTo(orderCancelParam):
 		input = reflect.ValueOf(&order.Cancel{

engine/order_manager.go

@@ -404,10 +404,10 @@ func (m *OrderManager) Modify(ctx context.Context, mod *order.Modify) (*order.Mo
 
 	// Populate additional Modify fields as some of them are required by various
 	// exchange implementations.
-	mod.Pair = det.Pair                           // Used by Bithumb.
-	mod.Side = det.Side                           // Used by Bithumb.
-	mod.PostOnly = det.PostOnly                   // Used by Poloniex.
-	mod.ImmediateOrCancel = det.ImmediateOrCancel // Used by Poloniex.
+	mod.Pair = det.Pair         // Used by Bithumb.
+	mod.Side = det.Side         // Used by Bithumb.
+	mod.PostOnly = det.PostOnly // Used by Poloniex.
+	mod.TimeInForce = det.TimeInForce
 
 	// Following is just a precaution to not modify orders by mistake if exchange
 	// implementations do not check fields of the Modify struct for zero values.

exchanges/binance/binance.go

@@ -629,7 +629,7 @@ func (b *Binance) newOrder(ctx context.Context, api string, o *NewOrderRequest,
 		params.Set("price", strconv.FormatFloat(o.Price, 'f', -1, 64))
 	}
 	if o.TimeInForce != "" {
-		params.Set("timeInForce", string(o.TimeInForce))
+		params.Set("timeInForce", o.TimeInForce)
 	}
 
 	if o.NewClientOrderID != "" {

exchanges/binance/binance_test.go

@@ -1443,7 +1443,7 @@ func TestNewOrderTest(t *testing.T) {
 		TradeType:   BinanceRequestParamsOrderLimit,
 		Price:       0.0025,
 		Quantity:    100000,
-		TimeInForce: BinanceRequestParamsTimeGTC,
+		TimeInForce: order.GoodTillCancel.String(),
 	}
 
 	err := b.NewOrderTest(context.Background(), req)

exchanges/binance/binance_types.go

@@ -374,7 +374,7 @@ type NewOrderRequest struct {
 	TradeType RequestParamsOrderType
 	// TimeInForce specifies how long the order remains in effect.
 	// Examples are (Good Till Cancel (GTC), Immediate or Cancel (IOC) and Fill Or Kill (FOK))
-	TimeInForce RequestParamsTimeForceType
+	TimeInForce string
 	// Quantity is the total base qty spent or received in an order.
 	Quantity float64
 	// QuoteOrderQty is the total quote qty spent or received in a MARKET order.

exchanges/binance/binance_wrapper.go

@@ -990,15 +990,15 @@ func (b *Binance) SubmitOrder(ctx context.Context, s *order.Submit) (*order.Subm
 		} else {
 			sideType = order.Sell.String()
 		}
-		timeInForce := BinanceRequestParamsTimeGTC
+		timeInForce := order.GoodTillCancel.String()
 		var requestParamsOrderType RequestParamsOrderType
 		switch s.Type {
 		case order.Market:
 			timeInForce = ""
 			requestParamsOrderType = BinanceRequestParamsOrderMarket
 		case order.Limit:
-			if s.ImmediateOrCancel {
-				timeInForce = BinanceRequestParamsTimeIOC
+			if s.TimeInForce == order.IOC {
+				timeInForce = order.IOC.String()
 			}
 			requestParamsOrderType = BinanceRequestParamsOrderLimit
 		default:

exchanges/bittrex/bittrex_types.go

@@ -19,11 +19,11 @@ type TimeInForce string
 
 // All order status types
 const (
-	GoodTilCancelled         TimeInForce = "GOOD_TIL_CANCELLED"
-	ImmediateOrCancel        TimeInForce = "IMMEDIATE_OR_CANCEL"
-	FillOrKill               TimeInForce = "FILL_OR_KILL"
-	PostOnlyGoodTilCancelled TimeInForce = "POST_ONLY_GOOD_TIL_CANCELLED"
-	BuyNow                   TimeInForce = "BUY_NOW"
+	GoodTilCancelled         = "GOOD_TIL_CANCELLED"
+	ImmediateOrCancel        = "IMMEDIATE_OR_CANCEL"
+	FillOrKill               = "FILL_OR_KILL"
+	PostOnlyGoodTilCancelled = "POST_ONLY_GOOD_TIL_CANCELLED"
+	BuyNow                   = "BUY_NOW"
 )
 
 // OrderData holds order data

exchanges/bittrex/bittrex_websocket.go

@@ -602,23 +602,29 @@ func (b *Bittrex) WsProcessUpdateOrder(data *OrderUpdateMessage) error {
 			Err:      err,
 		}
 	}
-
+	timeInForce, err := order.StringToTimeInForce(data.Delta.TimeInForce)
+	if err != nil {
+		b.Websocket.DataHandler <- order.ClassificationError{
+			Exchange: b.Name,
+			OrderID:  data.Delta.ID,
+			Err:      err,
+		}
+	}
 	b.Websocket.DataHandler <- &order.Detail{
-		ImmediateOrCancel: data.Delta.TimeInForce == string(ImmediateOrCancel),
-		FillOrKill:        data.Delta.TimeInForce == string(GoodTilCancelled),
-		PostOnly:          data.Delta.TimeInForce == string(PostOnlyGoodTilCancelled),
-		Price:             data.Delta.Limit,
-		Amount:            data.Delta.Quantity,
-		RemainingAmount:   data.Delta.Quantity - data.Delta.FillQuantity,
-		ExecutedAmount:    data.Delta.FillQuantity,
-		Exchange:          b.Name,
-		OrderID:           data.Delta.ID,
-		Type:              orderType,
-		Side:              orderSide,
-		Status:            orderStatus,
-		AssetType:         asset.Spot,
-		Date:              data.Delta.CreatedAt,
-		Pair:              pair,
+		TimeInForce:     timeInForce,
+		PostOnly:        data.Delta.TimeInForce == PostOnlyGoodTilCancelled,
+		Price:           data.Delta.Limit,
+		Amount:          data.Delta.Quantity,
+		RemainingAmount: data.Delta.Quantity - data.Delta.FillQuantity,
+		ExecutedAmount:  data.Delta.FillQuantity,
+		Exchange:        b.Name,
+		OrderID:         data.Delta.ID,
+		Type:            orderType,
+		Side:            orderSide,
+		Status:          orderStatus,
+		AssetType:       asset.Spot,
+		Date:            data.Delta.CreatedAt,
+		Pair:            pair,
 	}
 	return nil
 }

exchanges/bittrex/bittrex_wrapper.go

@@ -698,9 +698,9 @@ func (b *Bittrex) GetOrderInfo(ctx context.Context, orderID string, _ currency.P
 
 // ConstructOrderDetail constructs an order detail item from the underlying data
 func (b *Bittrex) ConstructOrderDetail(orderData *OrderData) (*order.Detail, error) {
-	immediateOrCancel := false
-	if orderData.TimeInForce == string(ImmediateOrCancel) {
-		immediateOrCancel = true
+	timeInForce, err := order.StringToTimeInForce(orderData.TimeInForce)
+	if err != nil {
+		timeInForce = order.UnknownTIF
 	}
 
 	format, err := b.GetPairFormat(asset.Spot, false)
@@ -743,17 +743,17 @@ func (b *Bittrex) ConstructOrderDetail(orderData *OrderData) (*order.Detail, err
 	}
 
 	return &order.Detail{
-		ImmediateOrCancel: immediateOrCancel,
-		Amount:            orderData.Quantity,
-		ExecutedAmount:    orderData.FillQuantity,
-		RemainingAmount:   orderData.Quantity - orderData.FillQuantity,
-		Price:             orderData.Limit,
-		Date:              orderData.CreatedAt,
-		OrderID:           orderData.ID,
-		Exchange:          b.Name,
-		Type:              orderType,
-		Pair:              orderPair,
-		Status:            orderStatus,
+		TimeInForce:     timeInForce,
+		Amount:          orderData.Quantity,
+		ExecutedAmount:  orderData.FillQuantity,
+		RemainingAmount: orderData.Quantity - orderData.FillQuantity,
+		Price:           orderData.Limit,
+		Date:            orderData.CreatedAt,
+		OrderID:         orderData.ID,
+		Exchange:        b.Name,
+		Type:            orderType,
+		Pair:            orderPair,
+		Status:          orderStatus,
 	}, nil
 }
 

exchanges/btcmarkets/btcmarkets.go

@@ -376,13 +376,12 @@ func (b *BTCMarkets) formatOrderSide(o order.Side) (string, error) {
 
 // getTimeInForce returns a string depending on the options in order.Submit
 func (b *BTCMarkets) getTimeInForce(s *order.Submit) string {
-	if s.ImmediateOrCancel {
-		return immediateOrCancel
-	}
-	if s.FillOrKill {
-		return fillOrKill
+	switch s.TimeInForce {
+	case order.IOC, order.FOK:
+		return s.TimeInForce.String()
+	default:
+		return "" // GTC (good till cancelled, default value)
 	}
-	return "" // GTC (good till cancelled, default value)
 }
 
 // NewOrder requests a new order and returns an ID

exchanges/btcmarkets/btcmarkets_test.go

@@ -987,12 +987,12 @@ func TestGetTimeInForce(t *testing.T) {
 		t.Fatal("unexpected value")
 	}
 
-	f = b.getTimeInForce(&order.Submit{ImmediateOrCancel: true})
+	f = b.getTimeInForce(&order.Submit{TimeInForce: order.IOC})
 	if f != immediateOrCancel {
 		t.Fatalf("received: '%v' but expected: '%v'", f, immediateOrCancel)
 	}
 
-	f = b.getTimeInForce(&order.Submit{FillOrKill: true})
+	f = b.getTimeInForce(&order.Submit{TimeInForce: order.FOK})
 	if f != fillOrKill {
 		t.Fatalf("received: '%v' but expected: '%v'", f, fillOrKill)
 	}

exchanges/coinbasepro/coinbasepro.go

@@ -334,7 +334,7 @@ func (c *CoinbasePro) GetHolds(ctx context.Context, accountID string) ([]Account
 // timeInforce - [optional] GTC, GTT, IOC, or FOK (default is GTC)
 // cancelAfter - [optional] min, hour, day * Requires time_in_force to be GTT
 // postOnly - [optional] Post only flag Invalid when time_in_force is IOC or FOK
-func (c *CoinbasePro) PlaceLimitOrder(ctx context.Context, clientRef string, price, amount float64, side string, timeInforce RequestParamsTimeForceType, cancelAfter, productID, stp string, postOnly bool) (string, error) {
+func (c *CoinbasePro) PlaceLimitOrder(ctx context.Context, clientRef, side, timeInforce, cancelAfter, productID, stp string, price, amount float64, postOnly bool) (string, error) {
 	resp := GeneralizedOrderResponse{}
 	req := make(map[string]interface{})
 	req["type"] = order.Limit.Lower()

exchanges/coinbasepro/coinbasepro_test.go

@@ -196,8 +196,8 @@ func TestAuthRequests(t *testing.T) {
 		t.Error("Expecting error")
 	}
 	orderResponse, err := c.PlaceLimitOrder(context.Background(),
-		"", 0.001, 0.001,
-		order.Buy.Lower(), "", "", testPair.String(), "", false)
+		"",
+		order.Buy.Lower(), "", "", testPair.String(), "", 0.001, 0.001, false)
 	if orderResponse != "" {
 		t.Error("Expecting no data returned")
 	}

exchanges/coinbasepro/coinbasepro_types.go

@@ -489,17 +489,6 @@ type wsStatus struct {
 	Type string `json:"type"`
 }
 
-// RequestParamsTimeForceType Time in force
-type RequestParamsTimeForceType string
-
-var (
-	// CoinbaseRequestParamsTimeGTC GTC
-	CoinbaseRequestParamsTimeGTC = RequestParamsTimeForceType("GTC")
-
-	// CoinbaseRequestParamsTimeIOC IOC
-	CoinbaseRequestParamsTimeIOC = RequestParamsTimeForceType("IOC")
-)
-
 // TransferHistory returns wallet transfer history
 type TransferHistory struct {
 	ID          string    `json:"id"`

exchanges/coinbasepro/coinbasepro_wrapper.go

@@ -563,19 +563,19 @@ func (c *CoinbasePro) SubmitOrder(ctx context.Context, s *order.Submit) (*order.
 			fPair.String(),
 			"")
 	case order.Limit:
-		timeInForce := CoinbaseRequestParamsTimeGTC
-		if s.ImmediateOrCancel {
-			timeInForce = CoinbaseRequestParamsTimeIOC
+		timeInForce := order.GoodTillCancel.String()
+		if s.TimeInForce == order.IOC {
+			timeInForce = order.IOC.String()
 		}
 		orderID, err = c.PlaceLimitOrder(ctx,
 			"",
-			s.Price,
-			s.Amount,
 			s.Side.Lower(),
 			timeInForce,
 			"",
 			fPair.String(),
 			"",
+			s.Price,
+			s.Amount,
 			false)
 	default:
 		err = fmt.Errorf("%w %v", order.ErrUnsupportedOrderType, s.Type)

exchanges/huobi/huobi_wrapper.go

@@ -1058,7 +1058,7 @@ func (h *HUOBI) SubmitOrder(ctx context.Context, s *order.Submit) (*order.Submit
 			// It is important to note that the above methods will not guarantee the order to be filled in 100%.
 			// The system will obtain the optimal N price at that moment and place the order.
 			oType = "optimal_20"
-			if s.ImmediateOrCancel {
+			if s.TimeInForce == order.IOC {
 				oType = "optimal_20_ioc"
 			}
 		case order.Limit:

exchanges/kraken/kraken.go

@@ -920,7 +920,7 @@ func (k *Kraken) AddOrder(ctx context.Context, symbol currency.Pair, side, order
 	}
 
 	if args.TimeInForce != "" {
-		params.Set("timeinforce", string(args.TimeInForce))
+		params.Set("timeinforce", args.TimeInForce)
 	}
 
 	if err := k.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenOrderPlace, params, &response); err != nil {

exchanges/kraken/kraken_types.go

@@ -427,7 +427,7 @@ type AddOrderOptions struct {
 	ClosePrice     float64
 	ClosePrice2    float64
 	Validate       bool
-	TimeInForce    RequestParamsTimeForceType
+	TimeInForce    string
 }
 
 // CancelOrderResponse type
@@ -675,25 +675,25 @@ type WsOpenOrderDescription struct {
 
 // WsAddOrderRequest request type for ws adding order
 type WsAddOrderRequest struct {
-	Event           string                     `json:"event"`
-	Token           string                     `json:"token"`
-	RequestID       int64                      `json:"reqid,omitempty"` // Optional, client originated ID reflected in response message.
-	OrderType       string                     `json:"ordertype"`
-	OrderSide       string                     `json:"type"`
-	Pair            string                     `json:"pair"`
-	Price           float64                    `json:"price,string,omitempty"`  // optional
-	Price2          float64                    `json:"price2,string,omitempty"` // optional
-	Volume          float64                    `json:"volume,string,omitempty"`
-	Leverage        float64                    `json:"leverage,omitempty"`         // optional
-	OFlags          string                     `json:"oflags,omitempty"`           // optional
-	StartTime       string                     `json:"starttm,omitempty"`          // optional
-	ExpireTime      string                     `json:"expiretm,omitempty"`         // optional
-	UserReferenceID string                     `json:"userref,omitempty"`          // optional
-	Validate        string                     `json:"validate,omitempty"`         // optional
-	CloseOrderType  string                     `json:"close[ordertype],omitempty"` // optional
-	ClosePrice      float64                    `json:"close[price],omitempty"`     // optional
-	ClosePrice2     float64                    `json:"close[price2],omitempty"`    // optional
-	TimeInForce     RequestParamsTimeForceType `json:"timeinforce,omitempty"`      // optional
+	Event           string  `json:"event"`
+	Token           string  `json:"token"`
+	RequestID       int64   `json:"reqid,omitempty"` // Optional, client originated ID reflected in response message.
+	OrderType       string  `json:"ordertype"`
+	OrderSide       string  `json:"type"`
+	Pair            string  `json:"pair"`
+	Price           float64 `json:"price,string,omitempty"`  // optional
+	Price2          float64 `json:"price2,string,omitempty"` // optional
+	Volume          float64 `json:"volume,string,omitempty"`
+	Leverage        float64 `json:"leverage,omitempty"`         // optional
+	OFlags          string  `json:"oflags,omitempty"`           // optional
+	StartTime       string  `json:"starttm,omitempty"`          // optional
+	ExpireTime      string  `json:"expiretm,omitempty"`         // optional
+	UserReferenceID string  `json:"userref,omitempty"`          // optional
+	Validate        string  `json:"validate,omitempty"`         // optional
+	CloseOrderType  string  `json:"close[ordertype],omitempty"` // optional
+	ClosePrice      float64 `json:"close[price],omitempty"`     // optional
+	ClosePrice2     float64 `json:"close[price2],omitempty"`    // optional
+	TimeInForce     string  `json:"timeinforce,omitempty"`      // optional
 }
 
 // WsAddOrderResponse response data for ws order
@@ -730,13 +730,3 @@ type OrderVars struct {
 	OrderType order.Type
 	Fee       float64
 }
-
-// RequestParamsTimeForceType Time in force
-type RequestParamsTimeForceType string
-
-var (
-	// RequestParamsTimeGTC GTC
-	RequestParamsTimeGTC = RequestParamsTimeForceType("GTC")
-	// RequestParamsTimeIOC IOC
-	RequestParamsTimeIOC = RequestParamsTimeForceType("IOC")
-)