max: add fee_discounted to Trade struct for RESTful api

pkg/exchange/max/convert.go

@@ -285,9 +285,6 @@ func convertWebSocketTrade(t max.TradeUpdate) (*types.Trade, error) {
 	// skip trade ID that is the same. however this should not happen
 	var side = toGlobalSideType(t.Side)
 
-	// trade time
-	mts := time.Unix(0, t.Timestamp*int64(time.Millisecond))
-
 	return &types.Trade{
 		ID:            t.ID,
 		OrderID:       t.OrderID,
@@ -301,7 +298,7 @@ func convertWebSocketTrade(t max.TradeUpdate) (*types.Trade, error) {
 		Fee:           t.Fee,
 		FeeCurrency:   toGlobalCurrency(t.FeeCurrency),
 		QuoteQuantity: t.Price.Mul(t.Volume),
-		Time:          types.Time(mts),
+		Time:          types.Time(t.Timestamp.Time()),
 	}, nil
 }
 

pkg/exchange/max/maxapi/userdata.go

@@ -104,8 +104,8 @@ type TradeUpdate struct {
 	FeeCurrency   string           `json:"fc"`
 	FeeDiscounted bool             `json:"fd"`
 
-	Timestamp  int64 `json:"T"`
-	UpdateTime int64 `json:"TU"`
+	Timestamp  types.MillisecondTimestamp `json:"T"`
+	UpdateTime int64                      `json:"TU"`
 
 	OrderID uint64 `json:"oi"`
 

pkg/exchange/max/maxapi/v3/get_wallet_trades_request_requestgen.go

@@ -6,7 +6,6 @@ import (
 	"context"
 	"encoding/json"
 	"fmt"
-	"github.com/c9s/bbgo/pkg/exchange/max/maxapi"
 	"net/url"
 	"reflect"
 	"regexp"

pkg/exchange/max/maxapi/v3/trade.go

@@ -5,6 +5,13 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
+type Liquidity string
+
+const (
+	LiquidityMaker = "maker"
+	LiquidityTaker = "taker"
+)
+
 type Trade struct {
 	ID                      uint64                     `json:"id" db:"exchange_id"`
 	WalletType              WalletType                 `json:"wallet_type,omitempty"`
@@ -18,7 +25,8 @@ type Trade struct {
 	OrderID                 uint64                     `json:"order_id"`
 	Fee                     fixedpoint.Value           `json:"fee"` // float number as string
 	FeeCurrency             string                     `json:"fee_currency"`
-	Liquidity               string                     `json:"liquidity"`
+	FeeDiscounted           bool                       `json:"fee_discounted"`
+	Liquidity               Liquidity                  `json:"liquidity"`
 	SelfTradeBidFee         fixedpoint.Value           `json:"self_trade_bid_fee"`
 	SelfTradeBidFeeCurrency string                     `json:"self_trade_bid_fee_currency"`
 	SelfTradeBidOrderID     uint64                     `json:"self_trade_bid_order_id"`