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improve trade parsing error
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parent
d226ec2e01
commit
4cf5929cac
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@ -6,6 +6,7 @@ import (
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"time"
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"github.com/adshao/go-binance"
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"github.com/pkg/errors"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/util"
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@ -29,7 +30,7 @@ func toLocalOrderType(orderType types.OrderType) (binance.OrderType, error) {
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return "", fmt.Errorf("order type %s not supported", orderType)
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}
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func toGlobalOrder(binanceOrder *binance.Order) (*types.Order, error) {
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func ToGlobalOrder(binanceOrder *binance.Order) (*types.Order, error) {
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return &types.Order{
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SubmitOrder: types.SubmitOrder{
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ClientOrderID: binanceOrder.ClientOrderID,
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@ -54,7 +55,7 @@ func millisecondTime(t int64) time.Time {
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return time.Unix(0, t*int64(time.Millisecond))
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}
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func toGlobalTrade(t binance.TradeV3) (*types.Trade, error) {
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func ToGlobalTrade(t binance.TradeV3) (*types.Trade, error) {
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// skip trade ID that is the same. however this should not happen
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var side types.SideType
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if t.IsBuyer {
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@ -65,22 +66,25 @@ func toGlobalTrade(t binance.TradeV3) (*types.Trade, error) {
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price, err := strconv.ParseFloat(t.Price, 64)
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if err != nil {
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return nil, err
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return nil, errors.Wrapf(err, "price parse error, price: %+v", t.Price)
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}
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quantity, err := strconv.ParseFloat(t.Quantity, 64)
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if err != nil {
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return nil, err
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return nil, errors.Wrapf(err, "quantity parse error, quantity: %+v", t.Quantity)
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}
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quoteQuantity, err := strconv.ParseFloat(t.QuoteQuantity, 64)
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if err != nil {
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return nil, err
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var quoteQuantity = 0.0
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if len(t.QuoteQuantity) > 0 {
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quoteQuantity, err = strconv.ParseFloat(t.QuoteQuantity, 64)
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if err != nil {
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return nil, errors.Wrapf(err, "quote quantity parse error, quoteQuantity: %+v", t.QuoteQuantity)
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}
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}
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fee, err := strconv.ParseFloat(t.Commission, 64)
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if err != nil {
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return nil, err
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return nil, errors.Wrapf(err, "commission parse error, commission: %+v", t.Commission)
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}
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return &types.Trade{
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@ -155,3 +159,17 @@ func toGlobalOrderStatus(orderStatus binance.OrderStatusType) types.OrderStatus
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return types.OrderStatus(orderStatus)
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}
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// ConvertTrades converts the binance v3 trade into the global trade type
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func ConvertTrades(remoteTrades []*binance.TradeV3) (trades []types.Trade, err error) {
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for _, t := range remoteTrades {
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trade, err := ToGlobalTrade(*t)
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if err != nil {
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return nil, errors.Wrapf(err, "binance v3 trade parse error, trade: %+v", *t)
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}
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trades = append(trades, *trade)
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}
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return trades, err
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}
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