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This repository has been archived by the owner on Oct 27, 2023. It is now read-only.

Add support for cummulative quote qty #19

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27 changes: 14 additions & 13 deletions binance.go
Original file line number Diff line number Diff line change
Expand Up @@ -297,19 +297,20 @@ type QueryOrderRequest struct {

// ExecutedOrder represents data about executed order.
type ExecutedOrder struct {
Symbol string
OrderID int
ClientOrderID string
Price float64
OrigQty float64
ExecutedQty float64
Status OrderStatus
TimeInForce TimeInForce
Type OrderType
Side OrderSide
StopPrice float64
IcebergQty float64
Time time.Time
Symbol string
OrderID int
ClientOrderID string
CummulativeQuoteQty float64
Price float64
OrigQty float64
ExecutedQty float64
Status OrderStatus
TimeInForce TimeInForce
Type OrderType
Side OrderSide
StopPrice float64
IcebergQty float64
Time time.Time
}

// QueryOrder returns data about existing order.
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58 changes: 32 additions & 26 deletions service_account.go
Original file line number Diff line number Diff line change
Expand Up @@ -9,19 +9,20 @@ import (
)

type rawExecutedOrder struct {
Symbol string `json:"symbol"`
OrderID int `json:"orderId"`
ClientOrderID string `json:"clientOrderId"`
Price string `json:"price"`
OrigQty string `json:"origQty"`
ExecutedQty string `json:"executedQty"`
Status string `json:"status"`
TimeInForce string `json:"timeInForce"`
Type string `json:"type"`
Side string `json:"side"`
StopPrice string `json:"stopPrice"`
IcebergQty string `json:"icebergQty"`
Time float64 `json:"time"`
Symbol string `json:"symbol"`
OrderID int `json:"orderId"`
ClientOrderID string `json:"clientOrderId"`
CummulativeQuoteQty string `json:"cummulativeQuoteQty"`
Price string `json:"price"`
OrigQty string `json:"origQty"`
ExecutedQty string `json:"executedQty"`
Status string `json:"status"`
TimeInForce string `json:"timeInForce"`
Type string `json:"type"`
Side string `json:"side"`
StopPrice string `json:"stopPrice"`
IcebergQty string `json:"icebergQty"`
Time float64 `json:"time"`
}

func (as *apiService) NewOrder(or NewOrderRequest) (*ProcessedOrder, error) {
Expand Down Expand Up @@ -625,20 +626,25 @@ func executedOrderFromRaw(reo *rawExecutedOrder) (*ExecutedOrder, error) {
if err != nil {
return nil, errors.Wrap(err, "cannot parse Order.CloseTime")
}
cummulativeQuoteQty, err := strconv.ParseFloat(reo.CummulativeQuoteQty, 64)
if err != nil {
return nil, errors.Wrap(err, "cannot parse Order.CummulativeQuoteQty")
}

return &ExecutedOrder{
Symbol: reo.Symbol,
OrderID: reo.OrderID,
ClientOrderID: reo.ClientOrderID,
Price: price,
OrigQty: origQty,
ExecutedQty: execQty,
Status: OrderStatus(reo.Status),
TimeInForce: TimeInForce(reo.TimeInForce),
Type: OrderType(reo.Type),
Side: OrderSide(reo.Side),
StopPrice: stopPrice,
IcebergQty: icebergQty,
Time: t,
Symbol: reo.Symbol,
OrderID: reo.OrderID,
CummulativeQuoteQty: cummulativeQuoteQty,
ClientOrderID: reo.ClientOrderID,
Price: price,
OrigQty: origQty,
ExecutedQty: execQty,
Status: OrderStatus(reo.Status),
TimeInForce: TimeInForce(reo.TimeInForce),
Type: OrderType(reo.Type),
Side: OrderSide(reo.Side),
StopPrice: stopPrice,
IcebergQty: icebergQty,
Time: t,
}, nil
}
23 changes: 12 additions & 11 deletions service_account_test.go
Original file line number Diff line number Diff line change
Expand Up @@ -65,17 +65,18 @@ func TestQueryOrder(t *testing.T) {
Timestamp: time.Now(),
}
eo := &binance.ExecutedOrder{
Symbol: "BNBETH",
OrderID: 123,
ClientOrderID: "clientOrderID",
Price: 10.23,
OrigQty: 10.00,
ExecutedQty: 4.44,
Status: binance.StatusPartiallyFilled,
TimeInForce: binance.GTC,
Type: binance.TypeLimit,
Side: binance.SideBuy,
Time: time.Now(),
Symbol: "BNBETH",
OrderID: 123,
ClientOrderID: "clientOrderID",
CummulativeQuoteQty: 45.4212,
Price: 10.23,
OrigQty: 10.00,
ExecutedQty: 4.44,
Status: binance.StatusPartiallyFilled,
TimeInForce: binance.GTC,
Type: binance.TypeLimit,
Side: binance.SideBuy,
Time: time.Now(),
}

binanceService.On("QueryOrder", qor).Return(eo, nil)
Expand Down