ftx: define order update response

pkg/exchange/ftx/rest_responses.go

@@ -18,6 +18,15 @@ func parseDatetime(s string) (time.Time, error) {
 	return time.Parse(timeLayout, s)
 }
 
+// used in unit test
+func mustParseDatetime(s string) time.Time {
+	t, err := parseDatetime(s)
+	if err != nil {
+		panic(err)
+	}
+	return t
+}
+
 func (d *datetime) UnmarshalJSON(b []byte) error {
 	// remove double quote from json string
 	s := strings.Trim(string(b), "\"")
@@ -224,6 +233,7 @@ type order struct {
 	Ioc           bool    `json:"ioc"`
 	PostOnly      bool    `json:"postOnly"`
 	ClientId      string  `json:"clientId"`
+	Liquidation   bool    `json:"liquidation"`
 }
 
 type orderResponse struct {

pkg/exchange/ftx/websocket_messages.go

@@ -24,6 +24,8 @@ type channel string
 const orderbook channel = "orderbook"
 const privateOrdersChannel channel = "orders"
 
+var errInvalidChannel = fmt.Errorf("invalid channel")
+
 /*
 Private:
 	order update: `{'op': 'subscribe', 'channel': 'orders'}`
@@ -72,6 +74,47 @@ func loginBody(millis int64) string {
 	return fmt.Sprintf("%dwebsocket_login", millis)
 }
 
+type websocketResponse struct {
+	mandatory
+
+	optionalFields
+}
+
+type mandatory struct {
+	Channel channel `json:"channel"`
+
+	Type respType `json:"type"`
+}
+
+type optionalFields struct {
+	Market string `json:"market"`
+
+	// Example: {"type": "error", "code": 404, "msg": "No such market: BTCUSDT"}
+	Code int64 `json:"code"`
+
+	Message string `json:"msg"`
+
+	Data json.RawMessage `json:"data"`
+}
+
+type orderUpdateResponse struct {
+	mandatory
+
+	Data order `json:"data"`
+}
+
+func (r websocketResponse) toOrderUpdateResponse() (orderUpdateResponse, error) {
+	if r.Channel != privateOrdersChannel {
+		return orderUpdateResponse{}, fmt.Errorf("can't convert %s channel data to %s: %w", r.Channel, privateOrdersChannel, errInvalidChannel)
+	}
+	var o orderUpdateResponse
+	if err := json.Unmarshal(r.Data, &o.Data); err != nil {
+		return orderUpdateResponse{}, err
+	}
+	o.mandatory = r.mandatory
+	return o, nil
+}
+
 type respType string
 
 const errRespType respType = "error"

pkg/exchange/ftx/websocket_messages_test.go

@@ -182,3 +182,62 @@ func Test_newLoginRequest(t *testing.T) {
 	assert.NoError(t, err)
 	assert.True(t, strings.Contains(string(jsonStr), expectedSignature))
 }
+
+func Test_websocketResponse_toOrderUpdateResponse(t *testing.T) {
+	input := []byte(`
+{
+  "channel": "orders",
+  "type": "update",
+  "data": {
+    "id": 12345,
+    "clientId": "test-client-id",
+    "market": "SOL/USD",
+    "type": "limit",
+    "side": "buy",
+    "price": 0.5,
+    "size": 100.0,
+    "status": "closed",
+    "filledSize": 0.0,
+    "remainingSize": 0.0,
+    "reduceOnly": false,
+    "liquidation": false,
+    "avgFillPrice": null,
+    "postOnly": false,
+    "ioc": false,
+    "createdAt": "2021-03-27T11:00:36.418674+00:00"
+  }
+}
+`)
+
+	var raw websocketResponse
+	assert.NoError(t, json.Unmarshal(input, &raw))
+
+	r, err := raw.toOrderUpdateResponse()
+	assert.NoError(t, err)
+
+	assert.Equal(t, orderUpdateResponse{
+		mandatory: mandatory{
+			Channel: privateOrdersChannel,
+			Type:    updateRespType,
+		},
+		Data: order{
+			ID:            12345,
+			ClientId:      "test-client-id",
+			Market:        "SOL/USD",
+			Type:          "limit",
+			Side:          "buy",
+			Price:         0.5,
+			Size:          100,
+			Status:        "closed",
+			FilledSize:    0.0,
+			RemainingSize: 0.0,
+			ReduceOnly:    false,
+			Liquidation:   false,
+			AvgFillPrice:  0,
+			PostOnly:      false,
+			Ioc:           false,
+			CreatedAt:     datetime{Time: mustParseDatetime("2021-03-27T11:00:36.418674+00:00")},
+			Future:        "",
+		},
+	}, r)
+}