Merge pull request #1247 from c9s/c9s/max-fee-discounted-restful-api

FEATURE: [max] add fee_discounted to Trade struct for RESTful api

pkg/exchange/max/convert.go

@@ -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
 }
 

pkg/exchange/max/maxapi/userdata.go

@@ -104,8 +104,8 @@ type TradeUpdate struct {
 	FeeCurrency   string           `json:"fc"`
 	FeeDiscounted bool             `json:"fd"`
 
-	Timestamp  int64 `json:"T"`
+	Timestamp  types.MillisecondTimestamp `json:"T"`
-	UpdateTime int64 `json:"TU"`
+	UpdateTime types.MillisecondTimestamp `json:"TU"`
 
 	OrderID uint64 `json:"oi"`
 

pkg/exchange/max/maxapi/userdata_test.go

@@ -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)
 }

pkg/exchange/max/maxapi/v3/get_wallet_trades_request_requestgen.go

@@ -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
 }

pkg/exchange/max/maxapi/v3/trade.go

@@ -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"`
+	ID                        uint64                     `json:"id" db:"exchange_id"`
-	WalletType              WalletType                 `json:"wallet_type,omitempty"`
+	WalletType                WalletType                 `json:"wallet_type,omitempty"`
-	Price                   fixedpoint.Value           `json:"price"`
+	Price                     fixedpoint.Value           `json:"price"`
-	Volume                  fixedpoint.Value           `json:"volume"`
+	Volume                    fixedpoint.Value           `json:"volume"`
-	Funds                   fixedpoint.Value           `json:"funds"`
+	Funds                     fixedpoint.Value           `json:"funds"`
-	Market                  string                     `json:"market"`
+	Market                    string                     `json:"market"`
-	MarketName              string                     `json:"market_name"`
+	MarketName                string                     `json:"market_name"`
-	CreatedAt               types.MillisecondTimestamp `json:"created_at"`
+	CreatedAt                 types.MillisecondTimestamp `json:"created_at"`
-	Side                    string                     `json:"side"`
+	Side                      string                     `json:"side"`
-	OrderID                 uint64                     `json:"order_id"`
+	OrderID                   uint64                     `json:"order_id"`
-	Fee                     fixedpoint.Value           `json:"fee"` // float number as string
+	Fee                       fixedpoint.Value           `json:"fee"` // float number as string
-	FeeCurrency             string                     `json:"fee_currency"`
+	FeeCurrency               string                     `json:"fee_currency"`
-	Liquidity               string                     `json:"liquidity"`
+	FeeDiscounted             bool                       `json:"fee_discounted"`
-	SelfTradeBidFee         fixedpoint.Value           `json:"self_trade_bid_fee"`
+	Liquidity                 Liquidity                  `json:"liquidity"`
-	SelfTradeBidFeeCurrency string                     `json:"self_trade_bid_fee_currency"`
+	SelfTradeBidFee           fixedpoint.Value           `json:"self_trade_bid_fee"`
-	SelfTradeBidOrderID     uint64                     `json:"self_trade_bid_order_id"`
+	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 {

pkg/service/reflect.go

@@ -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
 			}
 

pkg/types/trade.go

@@ -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"`