From 5fd0ab4cd3472d4862e7cd52ae83323f56f3296a Mon Sep 17 00:00:00 2001
From: c9s <yoan@maicoin.com>
Date: Mon, 7 Jun 2021 01:00:01 +0800
Subject: [PATCH] skip client order id when no client order is given

---
 pkg/exchange/binance/exchange.go    | 16 +++++++---------
 pkg/exchange/max/client_order_id.go | 10 +++++++++-
 pkg/exchange/max/exchange.go        | 29 ++++++++++++++++++-----------
 pkg/types/order.go                  |  2 ++
 4 files changed, 36 insertions(+), 21 deletions(-)

diff --git a/pkg/exchange/binance/exchange.go b/pkg/exchange/binance/exchange.go
index 98f31e0cc..ccbf2283a 100644
--- a/pkg/exchange/binance/exchange.go
+++ b/pkg/exchange/binance/exchange.go
@@ -522,19 +522,13 @@ func (e *Exchange) submitMarginOrder(ctx context.Context, order types.SubmitOrde
 		return nil, err
 	}
 
-	clientOrderID := uuid.New().String()
-	if len(order.ClientOrderID) > 0 {
-		clientOrderID = order.ClientOrderID
-	}
+	clientOrderID := newSpotClientOrderID(order.ClientOrderID)
 
 	req := e.Client.NewCreateMarginOrderService().
 		Symbol(order.Symbol).
 		Type(orderType).
-		Side(binance.SideType(order.Side))
-
-	if len(clientOrderID) > 0 {
-		req.NewClientOrderID(clientOrderID)
-	}
+		Side(binance.SideType(order.Side)).
+		NewClientOrderID(clientOrderID)
 
 	// use response result format
 	req.NewOrderRespType(binance.NewOrderRespTypeRESULT)
@@ -618,6 +612,10 @@ func (e *Exchange) submitMarginOrder(ctx context.Context, order types.SubmitOrde
 const spotBrokerID = "NSUYEBKM"
 
 func newSpotClientOrderID(originalID string) (clientOrderID string) {
+	if originalID == types.NoClientOrderID {
+		return ""
+	}
+
 	prefix := "x-" + spotBrokerID
 	prefixLen := len(prefix)
 
diff --git a/pkg/exchange/max/client_order_id.go b/pkg/exchange/max/client_order_id.go
index a24aba213..89836c6a2 100644
--- a/pkg/exchange/max/client_order_id.go
+++ b/pkg/exchange/max/client_order_id.go
@@ -1,11 +1,19 @@
 package max
 
-import "github.com/google/uuid"
+import (
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/google/uuid"
+)
 
 // BBGO is a broker on MAX
 const spotBrokerID = "bbgo"
 
 func NewClientOrderID(originalID string, tags ...string) (clientOrderID string) {
+	// skip blank client order ID
+	if originalID == types.NoClientOrderID {
+		return ""
+	}
+
 	prefix := "x-" + spotBrokerID + "-"
 
 	for _, tag := range tags {
diff --git a/pkg/exchange/max/exchange.go b/pkg/exchange/max/exchange.go
index e9829dc63..7243fee2f 100644
--- a/pkg/exchange/max/exchange.go
+++ b/pkg/exchange/max/exchange.go
@@ -286,7 +286,7 @@ func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err
 		var req = e.client.OrderService.NewOrderCancelRequest()
 		if o.OrderID > 0 {
 			req.ID(o.OrderID)
-		} else if len(o.ClientOrderID) > 0 {
+		} else if len(o.ClientOrderID) > 0 && o.ClientOrderID != types.NoClientOrderID {
 			req.ClientOrderID(o.ClientOrderID)
 		} else {
 			return fmt.Errorf("order id or client order id is not defined, order=%+v", o)
@@ -308,14 +308,12 @@ func toMaxSubmitOrder(o types.SubmitOrder) (*maxapi.Order, error) {
 		return nil, err
 	}
 
-	clientOrderID := NewClientOrderID(o.ClientOrderID)
-
 	volumeInString := o.QuantityString
 	if len(volumeInString) == 0 {
 		if o.Market.Symbol != "" {
 			volumeInString = o.Market.FormatQuantity(o.Quantity)
 		} else {
-			volumeInString = strconv.FormatFloat(o.Quantity, 'f', 8, 64)
+			volumeInString = strconv.FormatFloat(o.Quantity, 'f', -1, 64)
 		}
 	}
 
@@ -324,9 +322,16 @@ func toMaxSubmitOrder(o types.SubmitOrder) (*maxapi.Order, error) {
 		Side:      toLocalSideType(o.Side),
 		OrderType: orderType,
 		// Price:     priceInString,
-		Volume:    volumeInString,
-		GroupID:   o.GroupID,
-		ClientOID: clientOrderID,
+		Volume: volumeInString,
+	}
+
+	if o.GroupID > 0 {
+		maxOrder.GroupID = o.GroupID
+	}
+
+	clientOrderID := NewClientOrderID(o.ClientOrderID)
+	if len(clientOrderID) > 0 {
+		maxOrder.ClientOID = clientOrderID
 	}
 
 	switch o.Type {
@@ -336,7 +341,7 @@ func toMaxSubmitOrder(o types.SubmitOrder) (*maxapi.Order, error) {
 			if o.Market.Symbol != "" {
 				priceInString = o.Market.FormatPrice(o.Price)
 			} else {
-				priceInString = strconv.FormatFloat(o.Price, 'f', 8, 64)
+				priceInString = strconv.FormatFloat(o.Price, 'f', -1, 64)
 			}
 		}
 		maxOrder.Price = priceInString
@@ -451,12 +456,14 @@ func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder
 			return createdOrders, err
 		}
 
-		// TODO: replace OrderType string type
 		req := e.client.OrderService.NewCreateOrderRequest().
 			Market(maxOrder.Market).
 			Side(maxOrder.Side).
-			OrderType(string(maxOrder.OrderType)).
-			ClientOrderID(maxOrder.ClientOID)
+			OrderType(string(maxOrder.OrderType))
+
+		if len(maxOrder.ClientOID) > 0 {
+			req.ClientOrderID(maxOrder.ClientOID)
+		}
 
 		if len(maxOrder.Volume) > 0 {
 			req.Volume(maxOrder.Volume)
diff --git a/pkg/types/order.go b/pkg/types/order.go
index fc5439cde..cf1bb2943 100644
--- a/pkg/types/order.go
+++ b/pkg/types/order.go
@@ -79,6 +79,8 @@ func (t *OrderType) Scan(v interface{}) error {
 }
 */
 
+const NoClientOrderID = "0"
+
 type OrderStatus string
 
 const (