Merge pull request #432 from jessy1092/ftx/support-limit-maker

ftx: Support LIMIT_MAKER and IOC_LIMIT order type

pkg/exchange/ftx/convert.go

@@ -152,3 +152,29 @@ func toGlobalKLine(symbol string, interval types.Interval, h Candle) (types.KLin
 		Closed:    true,
 	}, nil
 }
+
+type OrderType string
+
+const (
+	OrderTypeLimit  OrderType = "limit"
+	OrderTypeMarket OrderType = "market"
+)
+
+func toLocalOrderType(orderType types.OrderType) (OrderType, bool, bool, error) {
+	switch orderType {
+
+	case types.OrderTypeLimitMaker:
+		return OrderTypeLimit, true, false, nil
+
+	case types.OrderTypeLimit:
+		return OrderTypeLimit, false, false, nil
+
+	case types.OrderTypeMarket:
+		return OrderTypeMarket, false, false, nil
+
+	case types.OrderTypeIOCLimit:
+		return OrderTypeLimit, false, true, nil
+	}
+
+	return "", false, false, fmt.Errorf("order type %s not supported", orderType)
+}

pkg/exchange/ftx/convert_test.go

@@ -100,3 +100,43 @@ func TestTrimLowerString(t *testing.T) {
 func Test_toGlobalSymbol(t *testing.T) {
 	assert.Equal(t, "BTCUSDT", toGlobalSymbol("BTC/USDT"))
 }
+
+func Test_toLocalOrderTypeWithLimitMaker(t *testing.T) {
+
+	orderType, postOnly, IOC, err := toLocalOrderType(types.OrderTypeLimitMaker)
+
+	assert.NoError(t, err)
+	assert.Equal(t, orderType, OrderTypeLimit)
+	assert.Equal(t, postOnly, true)
+	assert.Equal(t, IOC, false)
+}
+
+func Test_toLocalOrderTypeWithLimit(t *testing.T) {
+
+	orderType, postOnly, IOC, err := toLocalOrderType(types.OrderTypeLimit)
+
+	assert.NoError(t, err)
+	assert.Equal(t, orderType, OrderTypeLimit)
+	assert.Equal(t, postOnly, false)
+	assert.Equal(t, IOC, false)
+}
+
+func Test_toLocalOrderTypeWithMarket(t *testing.T) {
+
+	orderType, postOnly, IOC, err := toLocalOrderType(types.OrderTypeMarket)
+
+	assert.NoError(t, err)
+	assert.Equal(t, orderType, OrderTypeMarket)
+	assert.Equal(t, postOnly, false)
+	assert.Equal(t, IOC, false)
+}
+
+func Test_toLocalOrderTypeWithIOCLimit(t *testing.T) {
+
+	orderType, postOnly, IOC, err := toLocalOrderType(types.OrderTypeIOCLimit)
+
+	assert.NoError(t, err)
+	assert.Equal(t, orderType, OrderTypeLimit)
+	assert.Equal(t, postOnly, false)
+	assert.Equal(t, IOC, true)
+}

pkg/exchange/ftx/exchange.go

@@ -3,13 +3,14 @@ package ftx
 import (
 	"context"
 	"fmt"
-	"golang.org/x/time/rate"
 	"net/http"
 	"net/url"
 	"sort"
 	"strings"
 	"time"
 
+	"golang.org/x/time/rate"
+
 	"github.com/google/uuid"
 	"github.com/sirupsen/logrus"
 
@@ -454,15 +455,19 @@ func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder
 		if err := requestLimit.Wait(ctx); err != nil {
 			logrus.WithError(err).Error("rate limit error")
 		}
+		orderType, postOnly, IOC, err := toLocalOrderType(so.Type)
+		if err != nil {
+			logrus.WithError(err).Error("type error")
+		}
 		or, err := e.newRest().PlaceOrder(ctx, PlaceOrderPayload{
 			Market:     toLocalSymbol(TrimUpperString(so.Symbol)),
 			Side:       TrimLowerString(string(so.Side)),
 			Price:      so.Price,
-			Type:       TrimLowerString(string(so.Type)),
+			Type:       string(orderType),
 			Size:       so.Quantity,
 			ReduceOnly: false,
-			IOC:        false,
-			PostOnly:   false,
+			IOC:        IOC,
+			PostOnly:   postOnly,
 			ClientID:   newSpotClientOrderID(so.ClientOrderID),
 		})
 		if err != nil {