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ftx: Support LIMIT_MAKER and IOC_LIMIT order type
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parent
70dec09f26
commit
523d9b3071
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@ -152,3 +152,29 @@ func toGlobalKLine(symbol string, interval types.Interval, h Candle) (types.KLin
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Closed: true,
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}, nil
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}
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type OrderType string
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const (
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OrderTypeLimit OrderType = "limit"
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OrderTypeMarket OrderType = "market"
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)
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func toLocalOrderType(orderType types.OrderType) (OrderType, bool, bool, error) {
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switch orderType {
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case types.OrderTypeLimitMaker:
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return OrderTypeLimit, true, false, nil
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case types.OrderTypeLimit:
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return OrderTypeLimit, false, false, nil
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case types.OrderTypeMarket:
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return OrderTypeMarket, false, false, nil
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case types.OrderTypeIOCLimit:
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return OrderTypeLimit, false, true, nil
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}
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return "", false, false, fmt.Errorf("order type %s not supported", orderType)
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}
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@ -100,3 +100,43 @@ func TestTrimLowerString(t *testing.T) {
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func Test_toGlobalSymbol(t *testing.T) {
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assert.Equal(t, "BTCUSDT", toGlobalSymbol("BTC/USDT"))
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}
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func Test_toLocalOrderTypeWithLimitMaker(t *testing.T) {
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orderType, postOnly, IOC, err := toLocalOrderType(types.OrderTypeLimitMaker)
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assert.NoError(t, err)
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assert.Equal(t, orderType, OrderTypeLimit)
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assert.Equal(t, postOnly, true)
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assert.Equal(t, IOC, false)
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}
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func Test_toLocalOrderTypeWithLimit(t *testing.T) {
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orderType, postOnly, IOC, err := toLocalOrderType(types.OrderTypeLimit)
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assert.NoError(t, err)
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assert.Equal(t, orderType, OrderTypeLimit)
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assert.Equal(t, postOnly, false)
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assert.Equal(t, IOC, false)
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}
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func Test_toLocalOrderTypeWithMarket(t *testing.T) {
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orderType, postOnly, IOC, err := toLocalOrderType(types.OrderTypeMarket)
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assert.NoError(t, err)
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assert.Equal(t, orderType, OrderTypeMarket)
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assert.Equal(t, postOnly, false)
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assert.Equal(t, IOC, false)
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}
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func Test_toLocalOrderTypeWithIOCLimit(t *testing.T) {
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orderType, postOnly, IOC, err := toLocalOrderType(types.OrderTypeIOCLimit)
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assert.NoError(t, err)
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assert.Equal(t, orderType, OrderTypeLimit)
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assert.Equal(t, postOnly, false)
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assert.Equal(t, IOC, true)
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}
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@ -3,13 +3,14 @@ package ftx
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import (
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"context"
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"fmt"
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"golang.org/x/time/rate"
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"net/http"
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"net/url"
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"sort"
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"strings"
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"time"
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"golang.org/x/time/rate"
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"github.com/google/uuid"
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"github.com/sirupsen/logrus"
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@ -454,15 +455,19 @@ func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder
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if err := requestLimit.Wait(ctx); err != nil {
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logrus.WithError(err).Error("rate limit error")
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}
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orderType, postOnly, IOC, err := toLocalOrderType(so.Type)
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if err != nil {
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logrus.WithError(err).Error("type error")
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}
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or, err := e.newRest().PlaceOrder(ctx, PlaceOrderPayload{
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Market: toLocalSymbol(TrimUpperString(so.Symbol)),
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Side: TrimLowerString(string(so.Side)),
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Price: so.Price,
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Type: TrimLowerString(string(so.Type)),
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Type: string(orderType),
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Size: so.Quantity,
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ReduceOnly: false,
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IOC: false,
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PostOnly: false,
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IOC: IOC,
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PostOnly: postOnly,
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ClientID: newSpotClientOrderID(so.ClientOrderID),
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})
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if err != nil {
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