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76 lines
2.1 KiB
Go
76 lines
2.1 KiB
Go
package ftx
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import (
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"fmt"
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"strings"
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"github.com/c9s/bbgo/pkg/datatype"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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)
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func toGlobalCurrency(original string) string {
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return TrimUpperString(original)
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}
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func toGlobalSymbol(original string) string {
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return TrimUpperString(original)
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}
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func TrimUpperString(original string) string {
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return strings.ToUpper(strings.TrimSpace(original))
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}
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func TrimLowerString(original string) string {
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return strings.ToLower(strings.TrimSpace(original))
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}
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var errUnsupportedOrderStatus = fmt.Errorf("unsupported order status")
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func toGlobalOrderFromOpenOrder(r order) (types.Order, error) {
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// In exchange/max, it only parses these fields.
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o := types.Order{
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SubmitOrder: types.SubmitOrder{
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ClientOrderID: r.ClientId,
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Symbol: toGlobalSymbol(r.Market),
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Side: types.SideType(TrimUpperString(r.Side)),
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// order type definition: https://github.com/ftexchange/ftx/blob/master/rest/client.py#L122
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Type: types.OrderType(TrimUpperString(r.Type)),
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Quantity: r.Size,
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Price: r.Price,
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TimeInForce: "GTC",
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},
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Exchange: types.ExchangeFTX.String(),
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IsWorking: r.Status == "open",
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OrderID: uint64(r.ID),
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Status: "",
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ExecutedQuantity: r.FilledSize,
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CreationTime: datatype.Time(r.CreatedAt),
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UpdateTime: datatype.Time(r.CreatedAt),
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}
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// `new` (accepted but not processed yet), `open`, or `closed` (filled or cancelled)
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switch r.Status {
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case "new":
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o.Status = types.OrderStatusNew
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case "open":
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if fixedpoint.NewFromFloat(o.ExecutedQuantity) != fixedpoint.NewFromInt(0) {
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o.Status = types.OrderStatusPartiallyFilled
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} else {
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o.Status = types.OrderStatusNew
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}
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case "closed":
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// filled or canceled
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if fixedpoint.NewFromFloat(o.Quantity) == fixedpoint.NewFromFloat(o.ExecutedQuantity) {
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o.Status = types.OrderStatusFilled
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} else {
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// can't distinguish it's canceled or rejected from order response, so always set to canceled
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o.Status = types.OrderStatusCanceled
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}
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default:
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return types.Order{}, fmt.Errorf("unsupported status %s: %w", r.Status, errUnsupportedOrderStatus)
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}
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return o, nil
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}
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