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binance: fix/improve order trade event parsing

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c9s 2023-03-30 00:44:57 +08:00
parent 69af9e03ea
commit b18d4da402
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 5 additions and 6 deletions
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11
pkg/exchange/binance/parse.go
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@ -793,8 +793,8 @@ type OrderTrade struct {
CommissionAmount fixedpoint.Value `json:"n"`
CommissionAsset string `json:"N"`
OrderTradeTime int64 `json:"T"`
TradeId int64 `json:"t"`
OrderTradeTime types.MillisecondTimestamp `json:"T"`
TradeId int64 `json:"t"`
BidsNotional string `json:"b"`
AskNotional string `json:"a"`
@ -867,7 +867,6 @@ func (e *OrderTradeUpdateEvent) OrderFutures() (*types.Order, error) {
return nil, errors.New("execution report type is not for futures order")
}
orderCreationTime := time.Unix(0, e.OrderTrade.OrderTradeTime*int64(time.Millisecond))
return &types.Order{
Exchange: types.ExchangeBinance,
SubmitOrder: types.SubmitOrder{
@ -882,7 +881,8 @@ func (e *OrderTradeUpdateEvent) OrderFutures() (*types.Order, error) {
OrderID: uint64(e.OrderTrade.OrderId),
Status: toGlobalFuturesOrderStatus(futures.OrderStatusType(e.OrderTrade.CurrentOrderStatus)),
ExecutedQuantity: e.OrderTrade.OrderFilledAccumulatedQuantity,
CreationTime: types.Time(orderCreationTime),
CreationTime: types.Time(e.OrderTrade.OrderTradeTime.Time()), // FIXME: find the correct field for creation time
UpdateTime: types.Time(e.OrderTrade.OrderTradeTime.Time()),
}, nil
}
@ -891,7 +891,6 @@ func (e *OrderTradeUpdateEvent) TradeFutures() (*types.Trade, error) {
return nil, errors.New("execution report is not a futures trade")
}
tt := time.Unix(0, e.OrderTrade.OrderTradeTime*int64(time.Millisecond))
return &types.Trade{
ID: uint64(e.OrderTrade.TradeId),
Exchange: types.ExchangeBinance,
@ -903,7 +902,7 @@ func (e *OrderTradeUpdateEvent) TradeFutures() (*types.Trade, error) {
QuoteQuantity: e.OrderTrade.LastFilledPrice.Mul(e.OrderTrade.OrderLastFilledQuantity),
IsBuyer: e.OrderTrade.Side == "BUY",
IsMaker: e.OrderTrade.IsMaker,
Time: types.Time(tt),
Time: types.Time(e.OrderTrade.OrderTradeTime.Time()),
Fee: e.OrderTrade.CommissionAmount,
FeeCurrency: e.OrderTrade.CommissionAsset,
}, nil