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Merge pull request #1530 from c9s/edwin/okx/fix-trade-id
FIX: [okx] fix trade id
This commit is contained in:
commit
4bd5c62646
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@ -150,12 +150,9 @@ func toGlobalTrades(orderDetails []okexapi.OrderDetails) ([]types.Trade, error)
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}
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func tradeToGlobal(trade okexapi.Trade) types.Trade {
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// ** We use the bill id as the trade id, because okx uses billId to perform pagination. **
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billID := trade.BillId
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side := toGlobalSide(trade.Side)
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return types.Trade{
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ID: uint64(billID),
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ID: uint64(trade.TradeId),
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OrderID: uint64(trade.OrderId),
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Exchange: types.ExchangeOKEx,
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Price: trade.FillPrice,
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@ -115,7 +115,7 @@ func Test_tradeToGlobal(t *testing.T) {
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t.Run("succeeds with sell/taker", func(t *testing.T) {
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assert.Equal(tradeToGlobal(res), types.Trade{
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ID: uint64(665951654138736652),
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ID: uint64(724072849),
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OrderID: uint64(665951654130348158),
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Exchange: types.ExchangeOKEx,
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Price: fixedpoint.NewFromFloat(46446.4),
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@ -135,7 +135,7 @@ func Test_tradeToGlobal(t *testing.T) {
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newRes := res
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newRes.Side = okexapi.SideTypeBuy
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assert.Equal(tradeToGlobal(newRes), types.Trade{
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ID: uint64(665951654138736652),
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ID: uint64(724072849),
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OrderID: uint64(665951654130348158),
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Exchange: types.ExchangeOKEx,
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Price: fixedpoint.NewFromFloat(46446.4),
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@ -155,7 +155,7 @@ func Test_tradeToGlobal(t *testing.T) {
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newRes := res
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newRes.ExecutionType = okexapi.LiquidityTypeMaker
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assert.Equal(tradeToGlobal(newRes), types.Trade{
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ID: uint64(665951654138736652),
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ID: uint64(724072849),
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OrderID: uint64(665951654130348158),
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Exchange: types.ExchangeOKEx,
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Price: fixedpoint.NewFromFloat(46446.4),
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@ -176,7 +176,7 @@ func Test_tradeToGlobal(t *testing.T) {
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newRes.Side = okexapi.SideTypeBuy
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newRes.ExecutionType = okexapi.LiquidityTypeMaker
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assert.Equal(tradeToGlobal(newRes), types.Trade{
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ID: uint64(665951654138736652),
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ID: uint64(724072849),
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OrderID: uint64(665951654130348158),
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Exchange: types.ExchangeOKEx,
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Price: fixedpoint.NewFromFloat(46446.4),
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@ -535,6 +535,7 @@ REMARK: If your start time is 90 days earlier, we will update it to now - 90 day
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** StartTime, EndTime, FromTradeId can be used together. **
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If you want to query all trades within a large time range (e.g. total orders > 100), we recommend using batch.TradeBatchQuery.
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We don't support the last trade id as a filter because okx supports bill ID only.
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*/
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func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *types.TradeQueryOptions) (trades []types.Trade, err error) {
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if symbol == "" {
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@ -544,11 +545,11 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
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req := e.client.NewGetTransactionHistoryRequest().InstrumentID(toLocalSymbol(symbol))
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limit := options.Limit
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req.Limit(uint64(limit))
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if limit > defaultQueryLimit || limit <= 0 {
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log.Infof("limit is exceeded default limit %d or zero, got: %d, use default limit", defaultQueryLimit, limit)
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req.Limit(defaultQueryLimit)
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limit = defaultQueryLimit
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}
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req.Limit(uint64(limit))
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var newStartTime time.Time
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if options.StartTime != nil {
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@ -569,19 +570,38 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
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}
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req.EndTime(options.EndTime.UTC())
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}
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req.Before(strconv.FormatUint(options.LastTradeID, 10))
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if err := queryTradeLimiter.Wait(ctx); err != nil {
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return nil, fmt.Errorf("query trades rate limiter wait error: %w", err)
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if options.LastTradeID != 0 {
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// we don't support the last trade id as a filter because okx supports bill ID only.
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// we don't have any more fields (types.Trade) to store it.
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log.Infof("Last trade id not supported on QueryTrades")
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}
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response, err := req.Do(ctx)
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if err != nil {
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return nil, fmt.Errorf("failed to query trades, err: %w", err)
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}
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for {
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if err := queryTradeLimiter.Wait(ctx); err != nil {
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return nil, fmt.Errorf("query trades rate limiter wait error: %w", err)
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}
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for _, trade := range response {
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trades = append(trades, tradeToGlobal(trade))
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response, err := req.Do(ctx)
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if err != nil {
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return nil, fmt.Errorf("failed to query trades, err: %w", err)
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}
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for _, trade := range response {
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trades = append(trades, tradeToGlobal(trade))
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}
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tradeLen := int64(len(response))
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// a defensive programming to ensure the length of order response is expected.
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if tradeLen > limit {
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return nil, fmt.Errorf("unexpected trade length %d", tradeLen)
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}
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if tradeLen < limit {
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break
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}
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// use Before filter to get all data.
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req.Before(response[tradeLen-1].BillId.String())
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}
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return trades, nil
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