gateio: fix spot/futures order issues (thrasher-corp#1524)

* gateio: fix spot deployment issue * fix status bug add test * to actual return type * fix linter * ch type * glorious: nits * rm space * glorious: nits --------- Co-authored-by: Ryan O'Hara-Reid <[email protected]>
cdpzyafk · Apr 29, 2024 · 694f2f7 · 694f2f7
1 parent 44d50a3
commit 694f2f7
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Showing 6 changed files with 74 additions and 20 deletions.
diff --git a/exchanges/gateio/gateio.go b/exchanges/gateio/gateio.go
@@ -156,7 +156,6 @@ var (
 	errTooManyOrderRequest           = errors.New("too many order creation request")
 	errInvalidTimeout                = errors.New("invalid timeout, should be in seconds At least 5 seconds, 0 means cancel the countdown")
 	errNoTickerData                  = errors.New("no ticker data available")
-	errOnlyLimitOrderType            = errors.New("only order type 'limit' is allowed")
 	errNilArgument                   = errors.New("null argument")
 	errInvalidTimezone               = errors.New("invalid timezone")
 	errMultipleOrders                = errors.New("multiple orders passed")
@@ -632,9 +631,6 @@ func (g *Gateio) PlaceSpotOrder(ctx context.Context, arg *CreateOrderRequestData
 	if arg.CurrencyPair.IsInvalid() {
 		return nil, currency.ErrCurrencyPairEmpty
 	}
-	if arg.Type != "limit" {
-		return nil, errOnlyLimitOrderType
-	}
 	arg.Side = strings.ToLower(arg.Side)
 	if arg.Side != "buy" && arg.Side != "sell" {
 		return nil, errInvalidOrderSide
@@ -647,7 +643,7 @@ func (g *Gateio) PlaceSpotOrder(ctx context.Context, arg *CreateOrderRequestData
 	if arg.Amount <= 0 {
 		return nil, errInvalidAmount
 	}
-	if arg.Price <= 0 {
+	if arg.Price < 0 {
 		return nil, errInvalidPrice
 	}
 	var response *SpotOrder

diff --git a/exchanges/gateio/gateio_test.go b/exchanges/gateio/gateio_test.go
@@ -3550,3 +3550,34 @@ func TestGetTimeInForce(t *testing.T) {
 	require.NoError(t, err)
 	assert.Equal(t, "fok", ret)
 }
+
+func TestProcessFuturesOrdersPushData(t *testing.T) {
+	t.Parallel()
+	testCases := []struct {
+		incoming string
+		status   order.Status
+	}{
+		{`{"channel":"futures.orders","event":"update","time":1541505434,"time_ms":1541505434123,"result":[{"contract":"BTC_USD","create_time":1628736847,"create_time_ms":1628736847325,"fill_price":40000.4,"finish_as":"","finish_time":1628736848,"finish_time_ms":1628736848321,"iceberg":0,"id":4872460,"is_close":false,"is_liq":false,"is_reduce_only":false,"left":0,"mkfr":-0.00025,"price":40000.4,"refr":0,"refu":0,"size":1,"status":"open","text":"-","tif":"gtc","tkfr":0.0005,"user":"110xxxxx"}]}`, order.Open},
+		{`{"channel":"futures.orders","event":"update","time":1541505434,"time_ms":1541505434123,"result":[{"contract":"BTC_USD","create_time":1628736847,"create_time_ms":1628736847325,"fill_price":40000.4,"finish_as":"filled","finish_time":1628736848,"finish_time_ms":1628736848321,"iceberg":0,"id":4872460,"is_close":false,"is_liq":false,"is_reduce_only":false,"left":0,"mkfr":-0.00025,"price":40000.4,"refr":0,"refu":0,"size":1,"status":"finished","text":"-","tif":"gtc","tkfr":0.0005,"user":"110xxxxx"}]}`, order.Filled},
+		{`{"channel":"futures.orders","event":"update","time":1541505434,"time_ms":1541505434123,"result":[{"contract":"BTC_USD","create_time":1628736847,"create_time_ms":1628736847325,"fill_price":40000.4,"finish_as":"cancelled","finish_time":1628736848,"finish_time_ms":1628736848321,"iceberg":0,"id":4872460,"is_close":false,"is_liq":false,"is_reduce_only":false,"left":0,"mkfr":-0.00025,"price":40000.4,"refr":0,"refu":0,"size":1,"status":"finished","text":"-","tif":"gtc","tkfr":0.0005,"user":"110xxxxx"}]}`, order.Cancelled},
+		{`{"channel":"futures.orders","event":"update","time":1541505434,"time_ms":1541505434123,"result":[{"contract":"BTC_USD","create_time":1628736847,"create_time_ms":1628736847325,"fill_price":40000.4,"finish_as":"liquidated","finish_time":1628736848,"finish_time_ms":1628736848321,"iceberg":0,"id":4872460,"is_close":false,"is_liq":false,"is_reduce_only":false,"left":0,"mkfr":-0.00025,"price":40000.4,"refr":0,"refu":0,"size":1,"status":"finished","text":"-","tif":"gtc","tkfr":0.0005,"user":"110xxxxx"}]}`, order.Liquidated},
+		{`{"channel":"futures.orders","event":"update","time":1541505434,"time_ms":1541505434123,"result":[{"contract":"BTC_USD","create_time":1628736847,"create_time_ms":1628736847325,"fill_price":40000.4,"finish_as":"ioc","finish_time":1628736848,"finish_time_ms":1628736848321,"iceberg":0,"id":4872460,"is_close":false,"is_liq":false,"is_reduce_only":false,"left":0,"mkfr":-0.00025,"price":40000.4,"refr":0,"refu":0,"size":1,"status":"finished","text":"-","tif":"gtc","tkfr":0.0005,"user":"110xxxxx"}]}`, order.Cancelled},
+		{`{"channel":"futures.orders","event":"update","time":1541505434,"time_ms":1541505434123,"result":[{"contract":"BTC_USD","create_time":1628736847,"create_time_ms":1628736847325,"fill_price":40000.4,"finish_as":"auto_deleveraged","finish_time":1628736848,"finish_time_ms":1628736848321,"iceberg":0,"id":4872460,"is_close":false,"is_liq":false,"is_reduce_only":false,"left":0,"mkfr":-0.00025,"price":40000.4,"refr":0,"refu":0,"size":1,"status":"finished","text":"-","tif":"gtc","tkfr":0.0005,"user":"110xxxxx"}]}`, order.AutoDeleverage},
+		{`{"channel":"futures.orders","event":"update","time":1541505434,"time_ms":1541505434123,"result":[{"contract":"BTC_USD","create_time":1628736847,"create_time_ms":1628736847325,"fill_price":40000.4,"finish_as":"reduce_only","finish_time":1628736848,"finish_time_ms":1628736848321,"iceberg":0,"id":4872460,"is_close":false,"is_liq":false,"is_reduce_only":false,"left":0,"mkfr":-0.00025,"price":40000.4,"refr":0,"refu":0,"size":1,"status":"finished","text":"-","tif":"gtc","tkfr":0.0005,"user":"110xxxxx"}]}`, order.Cancelled},
+		{`{"channel":"futures.orders","event":"update","time":1541505434,"time_ms":1541505434123,"result":[{"contract":"BTC_USD","create_time":1628736847,"create_time_ms":1628736847325,"fill_price":40000.4,"finish_as":"position_closed","finish_time":1628736848,"finish_time_ms":1628736848321,"iceberg":0,"id":4872460,"is_close":false,"is_liq":false,"is_reduce_only":false,"left":0,"mkfr":-0.00025,"price":40000.4,"refr":0,"refu":0,"size":1,"status":"finished","text":"-","tif":"gtc","tkfr":0.0005,"user":"110xxxxx"}]}`, order.Closed},
+		{`{"channel":"futures.orders","event":"update","time":1541505434,"time_ms":1541505434123,"result":[{"contract":"BTC_USD","create_time":1628736847,"create_time_ms":1628736847325,"fill_price":40000.4,"finish_as":"stp","finish_time":1628736848,"finish_time_ms":1628736848321,"iceberg":0,"id":4872460,"is_close":false,"is_liq":false,"is_reduce_only":false,"left":0,"mkfr":-0.00025,"price":40000.4,"refr":0,"refu":0,"size":1,"status":"finished","text":"-","tif":"gtc","tkfr":0.0005,"user":"110xxxxx"}]}`, order.STP},
+	}
+
+	for _, tc := range testCases {
+		tc := tc
+		t.Run("", func(t *testing.T) {
+			t.Parallel()
+			processed, err := g.processFuturesOrdersPushData([]byte(tc.incoming), asset.Futures)
+			require.NoError(t, err)
+			require.NotNil(t, processed)
+			for i := range processed {
+				assert.Equal(t, tc.status.String(), processed[i].Status.String())
+			}
+		})
+	}
+}
diff --git a/exchanges/gateio/gateio_wrapper.go b/exchanges/gateio/gateio_wrapper.go
@@ -996,9 +996,6 @@ func (g *Gateio) SubmitOrder(ctx context.Context, s *order.Submit) (*order.Submi
 	s.Pair = s.Pair.Upper()
 	switch s.AssetType {
 	case asset.Spot, asset.Margin, asset.CrossMargin:
-		if s.Type != order.Limit {
-			return nil, errOnlyLimitOrderType
-		}
 		switch {
 		case s.Side.IsLong():
 			s.Side = order.Buy
@@ -1007,6 +1004,10 @@ func (g *Gateio) SubmitOrder(ctx context.Context, s *order.Submit) (*order.Submi
 		default:
 			return nil, errInvalidOrderSide
 		}
+		timeInForce, err := getTimeInForce(s)
+		if err != nil {
+			return nil, err
+		}
 		sOrder, err := g.PlaceSpotOrder(ctx, &CreateOrderRequestData{
 			Side:         s.Side.Lower(),
 			Type:         s.Type.Lower(),
@@ -1015,6 +1016,7 @@ func (g *Gateio) SubmitOrder(ctx context.Context, s *order.Submit) (*order.Submi
 			Price:        types.Number(s.Price),
 			CurrencyPair: s.Pair,
 			Text:         s.ClientOrderID,
+			TimeInForce:  timeInForce,
 		})
 		if err != nil {
 			return nil, err

diff --git a/exchanges/gateio/gateio_ws_futures.go b/exchanges/gateio/gateio_ws_futures.go
@@ -244,7 +244,13 @@ func (g *Gateio) wsHandleFuturesData(respRaw []byte, assetType asset.Item) error
 	case futuresCandlesticksChannel:
 		return g.processFuturesCandlesticks(respRaw, assetType)
 	case futuresOrdersChannel:
-		return g.processFuturesOrdersPushData(respRaw, assetType)
+		var processed []order.Detail
+		processed, err = g.processFuturesOrdersPushData(respRaw, assetType)
+		if err != nil {
+			return err
+		}
+		g.Websocket.DataHandler <- processed
+		return nil
 	case futuresUserTradesChannel:
 		return g.procesFuturesUserTrades(respRaw, assetType)
 	case futuresLiquidatesChannel:
@@ -642,7 +648,7 @@ func (g *Gateio) processFuturesOrderbookSnapshot(event string, incoming []byte,
 	return nil
 }
 
-func (g *Gateio) processFuturesOrdersPushData(data []byte, assetType asset.Item) error {
+func (g *Gateio) processFuturesOrdersPushData(data []byte, assetType asset.Item) ([]order.Detail, error) {
 	resp := struct {
 		Time    int64            `json:"time"`
 		Channel string           `json:"channel"`
@@ -651,19 +657,28 @@ func (g *Gateio) processFuturesOrdersPushData(data []byte, assetType asset.Item)
 	}{}
 	err := json.Unmarshal(data, &resp)
 	if err != nil {
-		return err
+		return nil, err
 	}
 	orderDetails := make([]order.Detail, len(resp.Result))
 	for x := range resp.Result {
-		status, err := order.StringToOrderStatus(func() string {
-			if resp.Result[x].Status == "finished" {
-				return "cancelled"
+		var status order.Status
+		if resp.Result[x].Status == "finished" {
+			if resp.Result[x].FinishAs == "ioc" || resp.Result[x].FinishAs == "reduce_only" {
+				status = order.Cancelled
+			} else {
+				status, err = order.StringToOrderStatus(resp.Result[x].FinishAs)
 			}
-			return resp.Result[x].Status
-		}())
+		} else {
+			status, err = order.StringToOrderStatus(resp.Result[x].Status)
+		}
 		if err != nil {
-			return err
+			g.Websocket.DataHandler <- order.ClassificationError{
+				Exchange: g.Name,
+				OrderID:  strconv.FormatInt(resp.Result[x].ID, 10),
+				Err:      err,
+			}
 		}
+
 		orderDetails[x] = order.Detail{
 			Amount:         resp.Result[x].Size,
 			Exchange:       g.Name,
@@ -679,8 +694,7 @@ func (g *Gateio) processFuturesOrdersPushData(data []byte, assetType asset.Item)
 			CloseTime:      resp.Result[x].FinishTimeMs.Time(),
 		}
 	}
-	g.Websocket.DataHandler <- orderDetails
-	return nil
+	return orderDetails, nil
 }
 
 func (g *Gateio) procesFuturesUserTrades(data []byte, assetType asset.Item) error {

diff --git a/exchanges/order/order_types.go b/exchanges/order/order_types.go
@@ -331,6 +331,7 @@ const (
 	Pending
 	Cancelling
 	Liquidated
+	STP
 )
 
 // Type enforces a standard for order types across the code base

diff --git a/exchanges/order/orders.go b/exchanges/order/orders.go
@@ -815,6 +815,10 @@ func (s Status) String() string {
 		return "PENDING"
 	case Cancelling:
 		return "CANCELLING"
+	case Liquidated:
+		return "LIQUIDATED"
+	case STP:
+		return "SELF_TRADE_PREVENTION"
 	default:
 		return "UNKNOWN"
 	}
@@ -1141,7 +1145,7 @@ func StringToOrderStatus(status string) (Status, error) {
 		return PartiallyFilledCancelled, nil
 	case Open.String():
 		return Open, nil
-	case Closed.String():
+	case Closed.String(), "POSITION_CLOSED":
 		return Closed, nil
 	case Cancelled.String(), "CANCELED", "ORDER_CANCELLED":
 		return Cancelled, nil
@@ -1161,6 +1165,12 @@ func StringToOrderStatus(status string) (Status, error) {
 		return MarketUnavailable, nil
 	case Cancelling.String():
 		return Cancelling, nil
+	case Liquidated.String():
+		return Liquidated, nil
+	case AutoDeleverage.String(), "AUTO_DELEVERAGED":
+		return AutoDeleverage, nil
+	case STP.String(), "STP":
+		return STP, nil
 	default:
 		return UnknownStatus, fmt.Errorf("'%s' %w", status, errUnrecognisedOrderStatus)
 	}
-Original file line number
+Diff line change
@@ Expand Up / @@ -331,6 +331,7 @@ const ( @@
     	Pending
     	Cancelling
     	Liquidated
+    	STP
     )
     // Type enforces a standard for order types across the code base
@@ Expand Down @@