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Merge pull request #1254 from c9s/v1.50

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merge back v1.50 into main
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c9s 2023-07-31 20:24:00 +08:00 committed by GitHub
commit 54e0e1024c
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7 changed files with 41 additions and 27 deletions
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8
pkg/exchange/max/convert.go
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@ -211,6 +211,7 @@ func toGlobalTradeV3(t v3.Trade) ([]types.Trade, error) {
IsMaker: t.IsMaker(),
Fee: t.Fee,
FeeCurrency: toGlobalCurrency(t.FeeCurrency),
FeeDiscounted: t.FeeDiscounted,
QuoteQuantity: t.Funds,
Time: types.Time(t.CreatedAt),
IsMargin: isMargin,
@ -227,6 +228,7 @@ func toGlobalTradeV3(t v3.Trade) ([]types.Trade, error) {
bidTrade.OrderID = t.SelfTradeBidOrderID
bidTrade.Fee = t.SelfTradeBidFee
bidTrade.FeeCurrency = toGlobalCurrency(t.SelfTradeBidFeeCurrency)
bidTrade.FeeDiscounted = t.SelfTradeBidFeeDiscounted
bidTrade.IsBuyer = !trade.IsBuyer
bidTrade.IsMaker = !trade.IsMaker
trades = append(trades, bidTrade)
@ -285,9 +287,6 @@ func convertWebSocketTrade(t max.TradeUpdate) (*types.Trade, error) {
// skip trade ID that is the same. however this should not happen
var side = toGlobalSideType(t.Side)
// trade time
mts := time.Unix(0, t.Timestamp*int64(time.Millisecond))
return &types.Trade{
ID: t.ID,
OrderID: t.OrderID,
@ -300,8 +299,9 @@ func convertWebSocketTrade(t max.TradeUpdate) (*types.Trade, error) {
IsMaker: t.Maker,
Fee: t.Fee,
FeeCurrency: toGlobalCurrency(t.FeeCurrency),
FeeDiscounted: t.FeeDiscounted,
QuoteQuantity: t.Price.Mul(t.Volume),
Time: types.Time(mts),
Time: types.Time(t.Timestamp.Time()),
}, nil
}

4
pkg/exchange/max/maxapi/userdata.go
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@ -104,8 +104,8 @@ type TradeUpdate struct {
FeeCurrency string `json:"fc"`
FeeDiscounted bool `json:"fd"`
Timestamp int64 `json:"T"`
UpdateTime int64 `json:"TU"`
Timestamp types.MillisecondTimestamp `json:"T"`
UpdateTime types.MillisecondTimestamp `json:"TU"`
OrderID uint64 `json:"oi"`

2
pkg/exchange/max/maxapi/userdata_test.go
View File

@ -39,7 +39,7 @@ func Test_parseTradeSnapshotEvent(t *testing.T) {
assert.Equal(t, 1, len(evt.Trades))
assert.Equal(t, "bid", evt.Trades[0].Side)
assert.Equal(t, "ethtwd", evt.Trades[0].Market)
assert.Equal(t, int64(1521726960357), evt.Trades[0].Timestamp)
assert.Equal(t, int64(1521726960357), evt.Trades[0].Timestamp.Time().UnixMilli())
assert.Equal(t, "3.2", evt.Trades[0].Fee.String())
assert.Equal(t, "twd", evt.Trades[0].FeeCurrency)
}

3
pkg/exchange/max/maxapi/v3/get_wallet_trades_request_requestgen.go
View File

@ -6,7 +6,6 @@ import (
"context"
"encoding/json"
"fmt"
"github.com/c9s/bbgo/pkg/exchange/max/maxapi"
"net/url"
"reflect"
"regexp"
@ -39,7 +38,7 @@ func (g *GetWalletTradesRequest) Limit(limit uint64) *GetWalletTradesRequest {
return g
}
func (g *GetWalletTradesRequest) WalletType(walletType max.WalletType) *GetWalletTradesRequest {
func (g *GetWalletTradesRequest) WalletType(walletType WalletType) *GetWalletTradesRequest {
g.walletType = walletType
return g
}

41
pkg/exchange/max/maxapi/v3/trade.go
View File

@ -5,23 +5,32 @@ import (
"github.com/c9s/bbgo/pkg/types"
)
type Liquidity string
const (
LiquidityMaker = "maker"
LiquidityTaker = "taker"
)
type Trade struct {
ID uint64 `json:"id" db:"exchange_id"`
WalletType WalletType `json:"wallet_type,omitempty"`
Price fixedpoint.Value `json:"price"`
Volume fixedpoint.Value `json:"volume"`
Funds fixedpoint.Value `json:"funds"`
Market string `json:"market"`
MarketName string `json:"market_name"`
CreatedAt types.MillisecondTimestamp `json:"created_at"`
Side string `json:"side"`
OrderID uint64 `json:"order_id"`
Fee fixedpoint.Value `json:"fee"` // float number as string
FeeCurrency string `json:"fee_currency"`
Liquidity string `json:"liquidity"`
SelfTradeBidFee fixedpoint.Value `json:"self_trade_bid_fee"`
SelfTradeBidFeeCurrency string `json:"self_trade_bid_fee_currency"`
SelfTradeBidOrderID uint64 `json:"self_trade_bid_order_id"`
ID uint64 `json:"id" db:"exchange_id"`
WalletType WalletType `json:"wallet_type,omitempty"`
Price fixedpoint.Value `json:"price"`
Volume fixedpoint.Value `json:"volume"`
Funds fixedpoint.Value `json:"funds"`
Market string `json:"market"`
MarketName string `json:"market_name"`
CreatedAt types.MillisecondTimestamp `json:"created_at"`
Side string `json:"side"`
OrderID uint64 `json:"order_id"`
Fee fixedpoint.Value `json:"fee"` // float number as string
FeeCurrency string `json:"fee_currency"`
FeeDiscounted bool `json:"fee_discounted"`
Liquidity Liquidity `json:"liquidity"`
SelfTradeBidFee fixedpoint.Value `json:"self_trade_bid_fee"`
SelfTradeBidFeeCurrency string `json:"self_trade_bid_fee_currency"`
SelfTradeBidFeeDiscounted bool `json:"self_trade_bid_fee_discounted"`
SelfTradeBidOrderID uint64 `json:"self_trade_bid_order_id"`
}
func (t Trade) IsBuyer() bool {

4
pkg/service/reflect.go
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@ -40,7 +40,7 @@ func placeholdersOf(record interface{}) []string {
for i := 0; i < rt.NumField(); i++ {
fieldType := rt.Field(i)
if tag, ok := fieldType.Tag.Lookup("db"); ok {
if tag == "gid" {
if tag == "gid" || tag == "-" || tag == "" {
continue
}
@ -65,7 +65,7 @@ func fieldsNamesOf(record interface{}) []string {
for i := 0; i < rt.NumField(); i++ {
fieldType := rt.Field(i)
if tag, ok := fieldType.Tag.Lookup("db"); ok {
if tag == "gid" {
if tag == "gid" || tag == "-" || tag == "" {
continue
}

6
pkg/types/trade.go
View File

@ -67,6 +67,12 @@ type Trade struct {
Fee fixedpoint.Value `json:"fee" db:"fee"`
FeeCurrency string `json:"feeCurrency" db:"fee_currency"`
// FeeDiscounted is an optional field which indicates whether the trade is using the platform fee token for discount.
// When FeeDiscounted = true, means the fee is deducted outside the trade
// By default, it's set to false.
// This is only used by the MAX exchange
FeeDiscounted bool `json:"feeDiscounted" db:"-"`
IsMargin bool `json:"isMargin" db:"is_margin"`
IsFutures bool `json:"isFutures" db:"is_futures"`
IsIsolated bool `json:"isIsolated" db:"is_isolated"`