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ftx: define order update response
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2e2ae46bae
commit
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@ -18,6 +18,15 @@ func parseDatetime(s string) (time.Time, error) {
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return time.Parse(timeLayout, s)
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}
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// used in unit test
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func mustParseDatetime(s string) time.Time {
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t, err := parseDatetime(s)
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if err != nil {
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panic(err)
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}
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return t
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}
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func (d *datetime) UnmarshalJSON(b []byte) error {
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// remove double quote from json string
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s := strings.Trim(string(b), "\"")
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@ -224,6 +233,7 @@ type order struct {
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Ioc bool `json:"ioc"`
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PostOnly bool `json:"postOnly"`
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ClientId string `json:"clientId"`
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Liquidation bool `json:"liquidation"`
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}
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type orderResponse struct {
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@ -24,6 +24,8 @@ type channel string
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const orderbook channel = "orderbook"
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const privateOrdersChannel channel = "orders"
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var errInvalidChannel = fmt.Errorf("invalid channel")
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/*
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Private:
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order update: `{'op': 'subscribe', 'channel': 'orders'}`
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@ -72,6 +74,47 @@ func loginBody(millis int64) string {
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return fmt.Sprintf("%dwebsocket_login", millis)
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}
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type websocketResponse struct {
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mandatory
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optionalFields
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}
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type mandatory struct {
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Channel channel `json:"channel"`
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Type respType `json:"type"`
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}
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type optionalFields struct {
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Market string `json:"market"`
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// Example: {"type": "error", "code": 404, "msg": "No such market: BTCUSDT"}
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Code int64 `json:"code"`
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Message string `json:"msg"`
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Data json.RawMessage `json:"data"`
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}
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type orderUpdateResponse struct {
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mandatory
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Data order `json:"data"`
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}
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func (r websocketResponse) toOrderUpdateResponse() (orderUpdateResponse, error) {
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if r.Channel != privateOrdersChannel {
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return orderUpdateResponse{}, fmt.Errorf("can't convert %s channel data to %s: %w", r.Channel, privateOrdersChannel, errInvalidChannel)
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}
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var o orderUpdateResponse
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if err := json.Unmarshal(r.Data, &o.Data); err != nil {
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return orderUpdateResponse{}, err
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}
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o.mandatory = r.mandatory
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return o, nil
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}
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type respType string
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const errRespType respType = "error"
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@ -182,3 +182,62 @@ func Test_newLoginRequest(t *testing.T) {
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assert.NoError(t, err)
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assert.True(t, strings.Contains(string(jsonStr), expectedSignature))
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}
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func Test_websocketResponse_toOrderUpdateResponse(t *testing.T) {
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input := []byte(`
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{
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"channel": "orders",
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"type": "update",
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"data": {
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"id": 12345,
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"clientId": "test-client-id",
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"market": "SOL/USD",
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"type": "limit",
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"side": "buy",
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"price": 0.5,
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"size": 100.0,
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"status": "closed",
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"filledSize": 0.0,
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"remainingSize": 0.0,
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"reduceOnly": false,
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"liquidation": false,
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"avgFillPrice": null,
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"postOnly": false,
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"ioc": false,
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"createdAt": "2021-03-27T11:00:36.418674+00:00"
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}
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}
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`)
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var raw websocketResponse
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assert.NoError(t, json.Unmarshal(input, &raw))
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r, err := raw.toOrderUpdateResponse()
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assert.NoError(t, err)
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assert.Equal(t, orderUpdateResponse{
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mandatory: mandatory{
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Channel: privateOrdersChannel,
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Type: updateRespType,
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},
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Data: order{
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ID: 12345,
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ClientId: "test-client-id",
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Market: "SOL/USD",
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Type: "limit",
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Side: "buy",
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Price: 0.5,
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Size: 100,
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Status: "closed",
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FilledSize: 0.0,
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RemainingSize: 0.0,
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ReduceOnly: false,
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Liquidation: false,
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AvgFillPrice: 0,
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PostOnly: false,
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Ioc: false,
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CreatedAt: datetime{Time: mustParseDatetime("2021-03-27T11:00:36.418674+00:00")},
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Future: "",
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},
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}, r)
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}
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