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https://github.com/c9s/bbgo.git
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commit
54e0e1024c
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@ -211,6 +211,7 @@ func toGlobalTradeV3(t v3.Trade) ([]types.Trade, error) {
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IsMaker: t.IsMaker(),
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Fee: t.Fee,
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FeeCurrency: toGlobalCurrency(t.FeeCurrency),
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FeeDiscounted: t.FeeDiscounted,
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QuoteQuantity: t.Funds,
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Time: types.Time(t.CreatedAt),
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IsMargin: isMargin,
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@ -227,6 +228,7 @@ func toGlobalTradeV3(t v3.Trade) ([]types.Trade, error) {
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bidTrade.OrderID = t.SelfTradeBidOrderID
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bidTrade.Fee = t.SelfTradeBidFee
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bidTrade.FeeCurrency = toGlobalCurrency(t.SelfTradeBidFeeCurrency)
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bidTrade.FeeDiscounted = t.SelfTradeBidFeeDiscounted
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bidTrade.IsBuyer = !trade.IsBuyer
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bidTrade.IsMaker = !trade.IsMaker
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trades = append(trades, bidTrade)
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@ -285,9 +287,6 @@ func convertWebSocketTrade(t max.TradeUpdate) (*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 = toGlobalSideType(t.Side)
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// trade time
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mts := time.Unix(0, t.Timestamp*int64(time.Millisecond))
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return &types.Trade{
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ID: t.ID,
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OrderID: t.OrderID,
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@ -300,8 +299,9 @@ func convertWebSocketTrade(t max.TradeUpdate) (*types.Trade, error) {
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IsMaker: t.Maker,
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Fee: t.Fee,
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FeeCurrency: toGlobalCurrency(t.FeeCurrency),
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FeeDiscounted: t.FeeDiscounted,
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QuoteQuantity: t.Price.Mul(t.Volume),
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Time: types.Time(mts),
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Time: types.Time(t.Timestamp.Time()),
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}, nil
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}
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@ -104,8 +104,8 @@ type TradeUpdate struct {
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FeeCurrency string `json:"fc"`
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FeeDiscounted bool `json:"fd"`
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Timestamp int64 `json:"T"`
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UpdateTime int64 `json:"TU"`
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Timestamp types.MillisecondTimestamp `json:"T"`
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UpdateTime types.MillisecondTimestamp `json:"TU"`
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OrderID uint64 `json:"oi"`
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@ -39,7 +39,7 @@ func Test_parseTradeSnapshotEvent(t *testing.T) {
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assert.Equal(t, 1, len(evt.Trades))
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assert.Equal(t, "bid", evt.Trades[0].Side)
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assert.Equal(t, "ethtwd", evt.Trades[0].Market)
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assert.Equal(t, int64(1521726960357), evt.Trades[0].Timestamp)
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assert.Equal(t, int64(1521726960357), evt.Trades[0].Timestamp.Time().UnixMilli())
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assert.Equal(t, "3.2", evt.Trades[0].Fee.String())
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assert.Equal(t, "twd", evt.Trades[0].FeeCurrency)
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}
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@ -6,7 +6,6 @@ import (
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"context"
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"encoding/json"
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"fmt"
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"github.com/c9s/bbgo/pkg/exchange/max/maxapi"
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"net/url"
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"reflect"
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"regexp"
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@ -39,7 +38,7 @@ func (g *GetWalletTradesRequest) Limit(limit uint64) *GetWalletTradesRequest {
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return g
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}
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func (g *GetWalletTradesRequest) WalletType(walletType max.WalletType) *GetWalletTradesRequest {
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func (g *GetWalletTradesRequest) WalletType(walletType WalletType) *GetWalletTradesRequest {
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g.walletType = walletType
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return g
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}
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@ -5,23 +5,32 @@ import (
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"github.com/c9s/bbgo/pkg/types"
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)
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type Liquidity string
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const (
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LiquidityMaker = "maker"
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LiquidityTaker = "taker"
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)
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type Trade struct {
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ID uint64 `json:"id" db:"exchange_id"`
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WalletType WalletType `json:"wallet_type,omitempty"`
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Price fixedpoint.Value `json:"price"`
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Volume fixedpoint.Value `json:"volume"`
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Funds fixedpoint.Value `json:"funds"`
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Market string `json:"market"`
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MarketName string `json:"market_name"`
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CreatedAt types.MillisecondTimestamp `json:"created_at"`
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Side string `json:"side"`
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OrderID uint64 `json:"order_id"`
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Fee fixedpoint.Value `json:"fee"` // float number as string
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FeeCurrency string `json:"fee_currency"`
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Liquidity string `json:"liquidity"`
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SelfTradeBidFee fixedpoint.Value `json:"self_trade_bid_fee"`
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SelfTradeBidFeeCurrency string `json:"self_trade_bid_fee_currency"`
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SelfTradeBidOrderID uint64 `json:"self_trade_bid_order_id"`
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ID uint64 `json:"id" db:"exchange_id"`
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WalletType WalletType `json:"wallet_type,omitempty"`
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Price fixedpoint.Value `json:"price"`
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Volume fixedpoint.Value `json:"volume"`
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Funds fixedpoint.Value `json:"funds"`
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Market string `json:"market"`
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MarketName string `json:"market_name"`
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CreatedAt types.MillisecondTimestamp `json:"created_at"`
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Side string `json:"side"`
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OrderID uint64 `json:"order_id"`
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Fee fixedpoint.Value `json:"fee"` // float number as string
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FeeCurrency string `json:"fee_currency"`
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FeeDiscounted bool `json:"fee_discounted"`
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Liquidity Liquidity `json:"liquidity"`
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SelfTradeBidFee fixedpoint.Value `json:"self_trade_bid_fee"`
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SelfTradeBidFeeCurrency string `json:"self_trade_bid_fee_currency"`
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SelfTradeBidFeeDiscounted bool `json:"self_trade_bid_fee_discounted"`
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SelfTradeBidOrderID uint64 `json:"self_trade_bid_order_id"`
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}
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func (t Trade) IsBuyer() bool {
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@ -40,7 +40,7 @@ func placeholdersOf(record interface{}) []string {
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for i := 0; i < rt.NumField(); i++ {
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fieldType := rt.Field(i)
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if tag, ok := fieldType.Tag.Lookup("db"); ok {
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if tag == "gid" {
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if tag == "gid" || tag == "-" || tag == "" {
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continue
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}
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@ -65,7 +65,7 @@ func fieldsNamesOf(record interface{}) []string {
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for i := 0; i < rt.NumField(); i++ {
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fieldType := rt.Field(i)
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if tag, ok := fieldType.Tag.Lookup("db"); ok {
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if tag == "gid" {
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if tag == "gid" || tag == "-" || tag == "" {
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continue
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}
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@ -67,6 +67,12 @@ type Trade struct {
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Fee fixedpoint.Value `json:"fee" db:"fee"`
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FeeCurrency string `json:"feeCurrency" db:"fee_currency"`
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// FeeDiscounted is an optional field which indicates whether the trade is using the platform fee token for discount.
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// When FeeDiscounted = true, means the fee is deducted outside the trade
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// By default, it's set to false.
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// This is only used by the MAX exchange
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FeeDiscounted bool `json:"feeDiscounted" db:"-"`
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IsMargin bool `json:"isMargin" db:"is_margin"`
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IsFutures bool `json:"isFutures" db:"is_futures"`
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IsIsolated bool `json:"isIsolated" db:"is_isolated"`
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