max: use fixedpoint.Value for field parsing

pkg/exchange/max/convert.go

@@ -288,36 +288,19 @@ func convertWebSocketTrade(t max.TradeUpdate) (*types.Trade, error) {
 	// trade time
 	mts := time.Unix(0, t.Timestamp*int64(time.Millisecond))
 
-	price, err := fixedpoint.NewFromString(t.Price)
-	if err != nil {
-		return nil, err
-	}
-
-	quantity, err := fixedpoint.NewFromString(t.Volume)
-	if err != nil {
-		return nil, err
-	}
-
-	quoteQuantity := price.Mul(quantity)
-
-	fee, err := fixedpoint.NewFromString(t.Fee)
-	if err != nil {
-		return nil, err
-	}
-
 	return &types.Trade{
 		ID:            t.ID,
 		OrderID:       t.OrderID,
 		Symbol:        toGlobalSymbol(t.Market),
 		Exchange:      types.ExchangeMax,
-		Price:         price,
-		Quantity:      quantity,
+		Price:         t.Price,
+		Quantity:      t.Volume,
 		Side:          side,
 		IsBuyer:       side == types.SideTypeBuy,
 		IsMaker:       t.Maker,
-		Fee:           fee,
+		Fee:           t.Fee,
 		FeeCurrency:   toGlobalCurrency(t.FeeCurrency),
-		QuoteQuantity: quoteQuantity,
+		QuoteQuantity: t.Price.Mul(t.Volume),
 		Time:          types.Time(mts),
 	}, nil
 }

pkg/exchange/max/maxapi/userdata.go

@@ -94,15 +94,15 @@ func parserOrderSnapshotEvent(v *fastjson.Value) *OrderSnapshotEvent {
 }
 
 type TradeUpdate struct {
-	ID     uint64 `json:"i"`
-	Side   string `json:"sd"`
-	Price  string `json:"p"`
-	Volume string `json:"v"`
-	Market string `json:"M"`
+	ID     uint64           `json:"i"`
+	Side   string           `json:"sd"`
+	Price  fixedpoint.Value `json:"p"`
+	Volume fixedpoint.Value `json:"v"`
+	Market string           `json:"M"`
 
-	Fee           string `json:"f"`
-	FeeCurrency   string `json:"fc"`
-	FeeDiscounted bool   `json:"fd"`
+	Fee           fixedpoint.Value `json:"f"`
+	FeeCurrency   string           `json:"fc"`
+	FeeDiscounted bool             `json:"fd"`
 
 	Timestamp  int64 `json:"T"`
 	UpdateTime int64 `json:"TU"`
@@ -112,22 +112,6 @@ type TradeUpdate struct {
 	Maker bool `json:"m"`
 }
 
-func parseTradeUpdate(v *fastjson.Value) TradeUpdate {
-	return TradeUpdate{
-		ID:          v.GetUint64("i"),
-		Side:        string(v.GetStringBytes("sd")),
-		Price:       string(v.GetStringBytes("p")),
-		Volume:      string(v.GetStringBytes("v")),
-		Market:      string(v.GetStringBytes("M")),
-		Fee:         string(v.GetStringBytes("f")),
-		FeeCurrency: string(v.GetStringBytes("fc")),
-		Timestamp:   v.GetInt64("T"),
-		UpdateTime:  v.GetInt64("TU"),
-		OrderID:     v.GetUint64("oi"),
-		Maker:       v.GetBool("m"),
-	}
-}
-
 type TradeUpdateEvent struct {
 	BaseEvent
 	Trades []TradeUpdate `json:"t"`

pkg/exchange/max/maxapi/userdata_test.go

@@ -40,6 +40,6 @@ func Test_parseTradeSnapshotEvent(t *testing.T) {
 	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, "3.2", evt.Trades[0].Fee)
+	assert.Equal(t, "3.2", evt.Trades[0].Fee.String())
 	assert.Equal(t, "twd", evt.Trades[0].FeeCurrency)
 }