orders: Add AdjustBaseAmount (thrasher-corp#1181)

* orders: Add AdjustBaseAmount method that alerts if non-fatal change occurs exchange side, adjust BTCM * glorious: nits * glorious: nits * thrasher: nits * Update exchanges/btcmarkets/btcmarkets_wrapper.go Co-authored-by: Adrian Gallagher <[email protected]> * Update exchanges/btcmarkets/btcmarkets_wrapper.go Co-authored-by: Adrian Gallagher <[email protected]> * thrasher: nits and whoopsie * orders_test: fix --------- Co-authored-by: Ryan O'Hara-Reid <[email protected]> Co-authored-by: Adrian Gallagher <[email protected]>
0xtaos · May 12, 2023 · 8309ddf · 8309ddf
1 parent db8735e
commit 8309ddf
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Showing 3 changed files with 158 additions and 5 deletions.
diff --git a/exchanges/btcmarkets/btcmarkets_wrapper.go b/exchanges/btcmarkets/btcmarkets_wrapper.go
@@ -592,7 +592,29 @@ func (b *BTCMarkets) SubmitOrder(ctx context.Context, s *order.Submit) (*order.S
 	if err != nil {
 		return nil, err
 	}
-	return s.DeriveSubmitResponse(tempResp.OrderID)
+
+	submitResp, err := s.DeriveSubmitResponse(tempResp.OrderID)
+	if err != nil {
+		return nil, err
+	}
+
+	if tempResp.Amount != 0 {
+		err = submitResp.AdjustBaseAmount(tempResp.Amount)
+		if err != nil {
+			log.Errorf(log.ExchangeSys, "Exchange %s: OrderID: %s base amount conversion error: %s\n", b.Name, submitResp.OrderID, err)
+		}
+	}
+
+	if tempResp.TargetAmount != 0 {
+		err = submitResp.AdjustQuoteAmount(tempResp.TargetAmount)
+		if err != nil {
+			log.Errorf(log.ExchangeSys, "Exchange %s: OrderID: %s quote amount conversion error: %s\n", b.Name, submitResp.OrderID, err)
+		}
+	}
+	// With market orders the price is optional, so we can set it to the
+	// actual price that was filled.
+	submitResp.Price = tempResp.Price
+	return submitResp, nil
 }
 
 // ModifyOrder will allow of changing orderbook placement and limit to

diff --git a/exchanges/order/order_test.go b/exchanges/order/order_test.go
@@ -1260,11 +1260,11 @@ func TestUpdateOrderFromDetail(t *testing.T) {
 
 func TestClassificationError_Error(t *testing.T) {
 	class := ClassificationError{OrderID: "1337", Exchange: "test", Err: errors.New("test error")}
-	if class.Error() != "test - OrderID: 1337 classification error: test error" {
+	if class.Error() != "Exchange test: OrderID: 1337 classification error: test error" {
 		t.Fatal("unexpected output")
 	}
 	class.OrderID = ""
-	if class.Error() != "test - classification error: test error" {
+	if class.Error() != "Exchange test: classification error: test error" {
 		t.Fatal("unexpected output")
 	}
 }
@@ -1959,3 +1959,75 @@ func TestIsValidOrderSubmissionSide(t *testing.T) {
 		t.Error("expected false")
 	}
 }
+
+func TestAdjustBaseAmount(t *testing.T) {
+	t.Parallel()
+
+	var s *SubmitResponse
+	err := s.AdjustBaseAmount(0)
+	if !errors.Is(err, errOrderSubmitResponseIsNil) {
+		t.Fatalf("received: '%v' but expected: '%v'", err, errOrderSubmitResponseIsNil)
+	}
+
+	s = &SubmitResponse{}
+	err = s.AdjustBaseAmount(0)
+	if !errors.Is(err, errAmountIsZero) {
+		t.Fatalf("received: '%v' but expected: '%v'", err, errAmountIsZero)
+	}
+
+	s.Amount = 1.7777777777
+	err = s.AdjustBaseAmount(1.7777777777)
+	if !errors.Is(err, nil) {
+		t.Fatalf("received: '%v' but expected: '%v'", err, nil)
+	}
+
+	if s.Amount != 1.7777777777 {
+		t.Fatalf("received: '%v' but expected: '%v'", s.Amount, 1.7777777777)
+	}
+
+	s.Amount = 1.7777777777
+	err = s.AdjustBaseAmount(1.777)
+	if !errors.Is(err, nil) {
+		t.Fatalf("received: '%v' but expected: '%v'", err, nil)
+	}
+
+	if s.Amount != 1.777 {
+		t.Fatalf("received: '%v' but expected: '%v'", s.Amount, 1.777)
+	}
+}
+
+func TestAdjustQuoteAmount(t *testing.T) {
+	t.Parallel()
+
+	var s *SubmitResponse
+	err := s.AdjustQuoteAmount(0)
+	if !errors.Is(err, errOrderSubmitResponseIsNil) {
+		t.Fatalf("received: '%v' but expected: '%v'", err, errOrderSubmitResponseIsNil)
+	}
+
+	s = &SubmitResponse{}
+	err = s.AdjustQuoteAmount(0)
+	if !errors.Is(err, errAmountIsZero) {
+		t.Fatalf("received: '%v' but expected: '%v'", err, errAmountIsZero)
+	}
+
+	s.QuoteAmount = 5.222222222222
+	err = s.AdjustQuoteAmount(5.222222222222)
+	if !errors.Is(err, nil) {
+		t.Fatalf("received: '%v' but expected: '%v'", err, nil)
+	}
+
+	if s.QuoteAmount != 5.222222222222 {
+		t.Fatalf("received: '%v' but expected: '%v'", s.Amount, 5.222222222222)
+	}
+
+	s.QuoteAmount = 5.222222222222
+	err = s.AdjustQuoteAmount(5.22222222)
+	if !errors.Is(err, nil) {
+		t.Fatalf("received: '%v' but expected: '%v'", err, nil)
+	}
+
+	if s.QuoteAmount != 5.22222222 {
+		t.Fatalf("received: '%v' but expected: '%v'", s.Amount, 5.22222222)
+	}
+}
diff --git a/exchanges/order/orders.go b/exchanges/order/orders.go
@@ -38,6 +38,7 @@ var (
 	errOrderSubmitIsNil         = errors.New("order submit is nil")
 	errOrderSubmitResponseIsNil = errors.New("order submit response is nil")
 	errOrderDetailIsNil         = errors.New("order detail is nil")
+	errAmountIsZero             = errors.New("amount is zero")
 )
 
 // IsValidOrderSubmissionSide validates that the order side is a valid submission direction
@@ -475,6 +476,64 @@ func (s *Submit) DeriveSubmitResponse(orderID string) (*SubmitResponse, error) {
 	}, nil
 }
 
+// AdjustBaseAmount will adjust the base amount of a submit response if the
+// exchange has modified the amount. This is usually due to decimal place
+// restrictions or rounding. This will return an error if the amount is zero
+// or the submit response is nil.
+func (s *SubmitResponse) AdjustBaseAmount(a float64) error {
+	if s == nil {
+		return errOrderSubmitResponseIsNil
+	}
+
+	if a <= 0 {
+		return errAmountIsZero
+	}
+
+	if s.Amount == a {
+		return nil
+	}
+
+	// Warning because amounts should conform to exchange requirements prior to
+	// call but this is not fatal.
+	log.Warnf(log.ExchangeSys, "Exchange %s: has adjusted OrderID: %s requested base amount from %v to %v",
+		s.Exchange,
+		s.OrderID,
+		s.Amount,
+		a)
+
+	s.Amount = a
+	return nil
+}
+
+// AdjustQuoteAmount will adjust the quote amount of a submit response if the
+// exchange has modified the amount. This is usually due to decimal place
+// restrictions or rounding. This will return an error if the amount is zero
+// or the submit response is nil.
+func (s *SubmitResponse) AdjustQuoteAmount(a float64) error {
+	if s == nil {
+		return errOrderSubmitResponseIsNil
+	}
+
+	if a <= 0 {
+		return errAmountIsZero
+	}
+
+	if s.QuoteAmount == a {
+		return nil
+	}
+
+	// Warning because amounts should conform to exchange requirements prior to
+	// call but this is not fatal.
+	log.Warnf(log.ExchangeSys, "Exchange %s: has adjusted OrderID: %s requested quote amount from %v to %v",
+		s.Exchange,
+		s.OrderID,
+		s.Amount,
+		a)
+
+	s.QuoteAmount = a
+	return nil
+}
+
 // DeriveDetail will construct an order detail when a successful submission
 // has occurred. Has an optional parameter field internal uuid for internal
 // management.
@@ -1069,12 +1128,12 @@ func StringToOrderStatus(status string) (Status, error) {
 
 func (o *ClassificationError) Error() string {
 	if o.OrderID != "" {
-		return fmt.Sprintf("%s - OrderID: %s classification error: %v",
+		return fmt.Sprintf("Exchange %s: OrderID: %s classification error: %v",
 			o.Exchange,
 			o.OrderID,
 			o.Err)
 	}
-	return fmt.Sprintf("%s - classification error: %v",
+	return fmt.Sprintf("Exchange %s: classification error: %v",
 		o.Exchange,
 		o.Err)
 }