Merge pull request #1241 from c9s/c9s/max-add-fee-discounted-field

FEATURE: [max] add fee discounted field support

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,
+		Price:         t.Price,
-		Quantity:      quantity,
+		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

@@ -94,74 +94,46 @@ func parserOrderSnapshotEvent(v *fastjson.Value) *OrderSnapshotEvent {
 }
 
 type TradeUpdate struct {
-	ID     uint64 `json:"i"`
+	ID     uint64           `json:"i"`
-	Side   string `json:"sd"`
+	Side   string           `json:"sd"`
-	Price  string `json:"p"`
+	Price  fixedpoint.Value `json:"p"`
-	Volume string `json:"v"`
+	Volume fixedpoint.Value `json:"v"`
-	Market string `json:"M"`
+	Market string           `json:"M"`
 
-	Fee         string `json:"f"`
+	Fee           fixedpoint.Value `json:"f"`
-	FeeCurrency string `json:"fc"`
+	FeeCurrency   string           `json:"fc"`
-	Timestamp   int64  `json:"T"`
+	FeeDiscounted bool             `json:"fd"`
-	UpdateTime  int64  `json:"TU"`
+
+	Timestamp  int64 `json:"T"`
+	UpdateTime int64 `json:"TU"`
 
 	OrderID uint64 `json:"oi"`
 
 	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"`
 }
 
-func parseTradeUpdateEvent(v *fastjson.Value) *TradeUpdateEvent {
-	var e TradeUpdateEvent
-	e.Event = string(v.GetStringBytes("e"))
-	e.Timestamp = v.GetInt64("T")
-
-	for _, tv := range v.GetArray("t") {
-		e.Trades = append(e.Trades, parseTradeUpdate(tv))
-	}
-
-	return &e
-}
-
-type TradeSnapshot []TradeUpdate
-
 type TradeSnapshotEvent struct {
 	BaseEvent
-
 	Trades []TradeUpdate `json:"t"`
 }
 
-func parseTradeSnapshotEvent(v *fastjson.Value) *TradeSnapshotEvent {
+func parseTradeUpdateEvent(v *fastjson.Value) (*TradeUpdateEvent, error) {
+	jsonBytes := v.String()
+	var e TradeUpdateEvent
+	err := json.Unmarshal([]byte(jsonBytes), &e)
+	return &e, err
+}
+
+func parseTradeSnapshotEvent(v *fastjson.Value) (*TradeSnapshotEvent, error) {
+	jsonBytes := v.String()
 	var e TradeSnapshotEvent
-	e.Event = string(v.GetStringBytes("e"))
+	err := json.Unmarshal([]byte(jsonBytes), &e)
-	e.Timestamp = v.GetInt64("T")
+	return &e, err
-
-	for _, tv := range v.GetArray("t") {
-		e.Trades = append(e.Trades, parseTradeUpdate(tv))
-	}
-
-	return &e
 }
 
 type BalanceMessage struct {
@@ -252,10 +224,10 @@ func ParseUserEvent(v *fastjson.Value) (interface{}, error) {
 		return parseOrderUpdateEvent(v), nil
 
 	case "trade_snapshot", "mwallet_trade_snapshot":
-		return parseTradeSnapshotEvent(v), nil
+		return parseTradeSnapshotEvent(v)
 
 	case "trade_update", "mwallet_trade_update":
-		return parseTradeUpdateEvent(v), nil
+		return parseTradeUpdateEvent(v)
 
 	case "ad_ratio_snapshot", "ad_ratio_update":
 		return parseADRatioEvent(v)

pkg/exchange/max/maxapi/userdata_test.go

@@ -0,0 +1,45 @@
+package max
+
+import (
+	"testing"
+
+	"github.com/stretchr/testify/assert"
+	"github.com/valyala/fastjson"
+)
+
+func Test_parseTradeSnapshotEvent(t *testing.T) {
+	fv, err := fastjson.Parse(`{
+		"c": "user",
+		"e": "trade_snapshot",
+		"t": [{
+			"i": 68444,
+			"p": "21499.0",
+			"v": "0.2658",
+			"M": "ethtwd",
+			"T": 1521726960357,
+			"sd": "bid",
+			"f": "3.2",
+			"fc": "twd",
+            "fd": false,
+			"m": true,
+			"oi": 7423,
+			"ci": "client-oid-1",
+			"gi": 123
+		}],
+		"T": 1591786735192
+	}`)
+	assert.NoError(t, err)
+	assert.NotNil(t, fv)
+
+	evt, err := parseTradeSnapshotEvent(fv)
+	assert.NoError(t, err)
+	assert.NotNil(t, evt)
+	assert.Equal(t, "trade_snapshot", evt.Event)
+	assert.Equal(t, int64(1591786735192), evt.Timestamp)
+	assert.Equal(t, 1, len(evt.Trades))
+	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.String())
+	assert.Equal(t, "twd", evt.Trades[0].FeeCurrency)
+}