ftx: add toGlobalOrderNew to convert new order structure

pkg/exchange/ftx/convert.go

@@ -37,6 +37,67 @@ func TrimLowerString(original string) string {
 
 var errUnsupportedOrderStatus = fmt.Errorf("unsupported order status")
 
+func toGlobalOrderNew(r ftxapi.Order) (types.Order, error) {
+	// In exchange/max/convert.go, it only parses these fields.
+	timeInForce := types.TimeInForceGTC
+	if r.Ioc {
+		timeInForce = types.TimeInForceIOC
+	}
+
+	// order type definition: https://github.com/ftexchange/ftx/blob/master/rest/client.py#L122
+	orderType := types.OrderType(TrimUpperString(string(r.Type)))
+	if orderType == types.OrderTypeLimit && r.PostOnly {
+		orderType = types.OrderTypeLimitMaker
+	}
+
+	o := types.Order{
+		SubmitOrder: types.SubmitOrder{
+			ClientOrderID: r.ClientId,
+			Symbol:        toGlobalSymbol(r.Market),
+			Side:          types.SideType(TrimUpperString(string(r.Side))),
+			Type:          orderType,
+			Quantity:      r.Size,
+			Price:         r.Price,
+			TimeInForce:   timeInForce,
+		},
+		Exchange:         types.ExchangeFTX,
+		IsWorking:        r.Status == "open",
+		OrderID:          uint64(r.Id),
+		Status:           "",
+		ExecutedQuantity: r.FilledSize,
+		CreationTime:     types.Time(r.CreatedAt),
+		UpdateTime:       types.Time(r.CreatedAt),
+	}
+
+	s, err := toGlobalOrderStatus(r, r.Status)
+	o.Status = s
+	return o, err
+}
+
+func toGlobalOrderStatus(o ftxapi.Order, s ftxapi.OrderStatus) (types.OrderStatus, error) {
+	switch s {
+	case ftxapi.OrderStatusNew:
+		return types.OrderStatusNew, nil
+
+	case ftxapi.OrderStatusOpen:
+		if !o.FilledSize.IsZero() {
+			return types.OrderStatusPartiallyFilled, nil
+		} else {
+			return types.OrderStatusNew, nil
+		}
+	case ftxapi.OrderStatusClosed:
+		// filled or canceled
+		if o.FilledSize == o.Size {
+			return types.OrderStatusFilled, nil
+		} else {
+			// can't distinguish it's canceled or rejected from order response, so always set to canceled
+			return types.OrderStatusCanceled, nil
+		}
+	}
+
+	return "", fmt.Errorf("unsupported ftx order status %s: %w", s, errUnsupportedOrderStatus)
+}
+
 func toGlobalOrder(r order) (types.Order, error) {
 	// In exchange/max/convert.go, it only parses these fields.
 	timeInForce := types.TimeInForceGTC

pkg/exchange/ftx/exchange.go

@@ -505,18 +505,19 @@ func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.O
 
 func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error) {
 	// TODO: invoke open trigger orders
-	resp, err := e.newRest().OpenOrders(ctx, toLocalSymbol(symbol))
+
+	req := e.client.NewGetOpenOrdersRequest(toLocalSymbol(symbol))
+	ftxOrders, err := req.Do(ctx)
 	if err != nil {
 		return nil, err
 	}
-	if !resp.Success {
-		return nil, fmt.Errorf("ftx returns querying open orders failure")
-	}
-	for _, r := range resp.Result {
-		o, err := toGlobalOrder(r)
+
+	for _, ftxOrder := range ftxOrders {
+		o, err := toGlobalOrderNew(ftxOrder)
 		if err != nil {
-			return nil, err
+			return orders, err
 		}
+
 		orders = append(orders, o)
 	}
 	return orders, nil
@@ -538,7 +539,6 @@ func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since,
 	s := since
 	var lastOrder order
 	for hasMoreData {
-
 		if err := requestLimit.Wait(ctx); err != nil {
 			logrus.WithError(err).Error("rate limit error")
 		}

pkg/exchange/ftx/ftxapi/trade.go

@@ -28,7 +28,7 @@ type Order struct {
 	ReduceOnly    bool             `json:"reduceOnly"`
 	Ioc           bool             `json:"ioc"`
 	PostOnly      bool             `json:"postOnly"`
-	ClientId      *string          `json:"clientId"`
+	ClientId      string           `json:"clientId"`
 }
 
 //go:generate GetRequest -url "/api/orders" -type GetOpenOrdersRequest -responseDataType []Order
@@ -107,13 +107,13 @@ func (c *RestClient) NewCancelAllOrderRequest() *CancelAllOrderRequest {
 }
 
 type Fill struct {
-	Id            uint64              `json:"id"`
+	Id            uint64           `json:"id"`
 	Future        string           `json:"future"`
 	Liquidity     Liquidity        `json:"liquidity"`
 	Market        string           `json:"market"`
 	BaseCurrency  string           `json:"baseCurrency"`
 	QuoteCurrency string           `json:"quoteCurrency"`
-	OrderId       uint64              `json:"orderId"`
+	OrderId       uint64           `json:"orderId"`
 	TradeId       int              `json:"tradeId"`
 	Price         fixedpoint.Value `json:"price"`
 	Side          Side             `json:"side"`
@@ -135,7 +135,7 @@ type GetFillsRequest struct {
 	orderID   *int       `param:"orderId,query"`
 
 	// order is the order of the returned records, asc or null
-	order     *string     `param:"order,query"`
+	order *string `param:"order,query"`
 }
 
 func (c *RestClient) NewGetFillsRequest() *GetFillsRequest {