shift tif policies to TimeInForce

cmd/exchange_wrapper_issues/main.go

@@ -275,8 +275,6 @@ func parseOrderType(orderType string) order.Type {
 		return order.Limit
 	case order.Market.String():
 		return order.Market
-	case order.ImmediateOrCancel.String():
-		return order.ImmediateOrCancel
 	case order.Stop.String():
 		return order.Stop
 	case order.TrailingStop.String():

cmd/exchange_wrapper_standards/exchange_wrapper_standards_test.go

@@ -453,7 +453,7 @@ func generateMethodArg(ctx context.Context, t *testing.T, argGenerator *MethodAr
 			Amount:        1,
 			ClientID:      "1337",
 			ClientOrderID: "13371337",
-			TimeInForce:   order.IOC,
+			TimeInForce:   order.ImmediateOrCancel,
 			Leverage:      1,
 		})
 	case argGenerator.MethodInputType.AssignableTo(orderModifyParam):
@@ -467,7 +467,7 @@ func generateMethodArg(ctx context.Context, t *testing.T, argGenerator *MethodAr
 			Amount:        1,
 			ClientOrderID: "13371337",
 			OrderID:       "1337",
-			TimeInForce:   order.IOC,
+			TimeInForce:   order.ImmediateOrCancel,
 		})
 	case argGenerator.MethodInputType.AssignableTo(orderCancelParam):
 		input = reflect.ValueOf(&order.Cancel{

engine/order_manager.go

@@ -404,10 +404,9 @@ func (m *OrderManager) Modify(ctx context.Context, mod *order.Modify) (*order.Mo
 
 	// Populate additional Modify fields as some of them are required by various
 	// exchange implementations.
-	mod.Pair = det.Pair         // Used by Bithumb.
-	mod.Side = det.Side         // Used by Bithumb.
-	mod.PostOnly = det.PostOnly // Used by Poloniex.
-	mod.TimeInForce = det.TimeInForce
+	mod.Pair = det.Pair               // Used by Bithumb.
+	mod.Side = det.Side               // Used by Bithumb.
+	mod.TimeInForce = det.TimeInForce // PostOnly used by Poloniex.
 
 	// Following is just a precaution to not modify orders by mistake if exchange
 	// implementations do not check fields of the Modify struct for zero values.

exchanges/binance/binance_wrapper.go

@@ -889,8 +889,8 @@ func (b *Binance) SubmitOrder(ctx context.Context, s *order.Submit) (*order.Subm
 			timeInForce = ""
 			requestParamsOrderType = BinanceRequestParamsOrderMarket
 		case order.Limit:
-			if s.TimeInForce == order.IOC {
-				timeInForce = order.IOC.String()
+			if s.TimeInForce == order.ImmediateOrCancel {
+				timeInForce = order.ImmediateOrCancel.String()
 			}
 			requestParamsOrderType = BinanceRequestParamsOrderLimit
 		default:

exchanges/btcmarkets/btcmarkets.go

@@ -78,10 +78,6 @@ const (
 	askSide = "Ask"
 	bidSide = "Bid"
 
-	// time in force
-	immediateOrCancel = "IOC"
-	fillOrKill        = "FOK"
-
 	subscribe         = "subscribe"
 	fundChange        = "fundChange"
 	orderChange       = "orderChange"
@@ -378,7 +374,7 @@ func (b *BTCMarkets) formatOrderSide(o order.Side) (string, error) {
 // getTimeInForce returns a string depending on the options in order.Submit
 func (b *BTCMarkets) getTimeInForce(s *order.Submit) string {
 	switch s.TimeInForce {
-	case order.IOC, order.FOK:
+	case order.ImmediateOrCancel, order.FillOrKill:
 		return s.TimeInForce.String()
 	default:
 		return "" // GTC (good till cancelled, default value)

exchanges/btcmarkets/btcmarkets_test.go

@@ -966,14 +966,14 @@ func TestGetTimeInForce(t *testing.T) {
 		t.Fatal("unexpected value")
 	}
 
-	f = b.getTimeInForce(&order.Submit{TimeInForce: order.IOC})
-	if f != immediateOrCancel {
-		t.Fatalf("received: '%v' but expected: '%v'", f, immediateOrCancel)
+	f = b.getTimeInForce(&order.Submit{TimeInForce: order.ImmediateOrCancel})
+	if f != "IOC" {
+		t.Fatalf("received: '%v' but expected: '%v'", f, "IOC")
 	}
 
-	f = b.getTimeInForce(&order.Submit{TimeInForce: order.FOK})
-	if f != fillOrKill {
-		t.Fatalf("received: '%v' but expected: '%v'", f, fillOrKill)
+	f = b.getTimeInForce(&order.Submit{TimeInForce: order.FillOrKill})
+	if f != "FOK" {
+		t.Fatalf("received: '%v' but expected: '%v'", f, "FOK")
 	}
 }
 

exchanges/btcmarkets/btcmarkets_wrapper.go

@@ -635,7 +635,7 @@ func (b *BTCMarkets) GetOrderInfo(ctx context.Context, orderID string, _ currenc
 	case stop:
 		resp.Type = order.Stop
 	case takeProfit:
-		resp.Type = order.ImmediateOrCancel
+		resp.Type = order.TakeProfit
 	default:
 		resp.Type = order.UnknownType
 	}

exchanges/coinbasepro/coinbasepro_wrapper.go

@@ -430,8 +430,8 @@ func (c *CoinbasePro) SubmitOrder(ctx context.Context, s *order.Submit) (*order.
 			"")
 	case order.Limit:
 		timeInForce := order.GoodTillCancel.String()
-		if s.TimeInForce == order.IOC {
-			timeInForce = order.IOC.String()
+		if s.TimeInForce == order.ImmediateOrCancel {
+			timeInForce = order.ImmediateOrCancel.String()
 		}
 		orderID, err = c.PlaceLimitOrder(ctx,
 			"",

exchanges/deribit/deribit_types.go

@@ -44,7 +44,6 @@ var (
 	errWebsocketConnectionNotAuthenticated = errors.New("websocket connection is not authenticated")
 	errResolutionNotSet                    = errors.New("resolution not set")
 	errInvalidDestinationID                = errors.New("invalid destination id")
-	errUnsupportedChannel                  = errors.New("channels not supported")
 	errUnacceptableAPIKey                  = errors.New("unacceptable api key name")
 	errInvalidUsername                     = errors.New("new username has to be specified")
 	errSubAccountNameChangeFailed          = errors.New("subaccount name change failed")

exchanges/deribit/deribit_websocket.go

@@ -105,8 +105,6 @@ var defaultSubscriptions = subscription.List{
 }
 
 var (
-	indexENUMS = []string{"ada_usd", "algo_usd", "avax_usd", "bch_usd", "bnb_usd", "btc_usd", "doge_usd", "dot_usd", "eth_usd", "link_usd", "ltc_usd", "luna_usd", "matic_usd", "near_usd", "shib_usd", "sol_usd", "trx_usd", "uni_usd", "usdc_usd", "xrp_usd", "ada_usdc", "bch_usdc", "algo_usdc", "avax_usdc", "btc_usdc", "doge_usdc", "dot_usdc", "bch_usdc", "bnb_usdc", "eth_usdc", "link_usdc", "ltc_usdc", "luna_usdc", "matic_usdc", "near_usdc", "shib_usdc", "sol_usdc", "trx_usdc", "uni_usdc", "xrp_usdc", "btcdvol_usdc", "ethdvol_usdc"}
-
 	pingMessage = WsSubscriptionInput{
 		ID:             2,
 		JSONRPCVersion: rpcVersion,

exchanges/deribit/deribit_wrapper.go

@@ -597,9 +597,9 @@ func (d *Deribit) SubmitOrder(ctx context.Context, s *order.Submit) (*order.Subm
 		timeInForce = "good_til_cancelled"
 	case order.GoodTillDay:
 		timeInForce = "good_till_day"
-	case order.FOK:
+	case order.FillOrKill:
 		timeInForce = "fill_or_kill"
-	case order.IOC:
+	case order.ImmediateOrCancel:
 		timeInForce = "immediate_or_cancel"
 	}
 	var data *PrivateTradeData
@@ -794,9 +794,9 @@ func (d *Deribit) GetOrderInfo(ctx context.Context, orderID string, _ currency.P
 	case "good_til_day":
 		tif = order.GoodTillDay
 	case "fill_or_kill":
-		tif = order.FOK
+		tif = order.FillOrKill
 	case "immediate_or_cancel":
-		tif = order.IOC
+		tif = order.ImmediateOrCancel
 	}
 	return &order.Detail{
 		AssetType:       assetType,
@@ -919,10 +919,14 @@ func (d *Deribit) GetActiveOrders(ctx context.Context, getOrdersRequest *order.M
 			if ordersData[y].OrderState != "open" {
 				continue
 			}
+
+			var tif order.TimeInForce
+			if ordersData[y].PostOnly { // TODO: Set ordersData[y].TimeInForce values
+				tif = order.PostOnly
+			}
 			resp = append(resp, order.Detail{
 				AssetType:       getOrdersRequest.AssetType,
 				Exchange:        d.Name,
-				PostOnly:        ordersData[y].PostOnly,
 				Price:           ordersData[y].Price,
 				Amount:          ordersData[y].Amount,
 				ExecutedAmount:  ordersData[y].FilledAmount,
@@ -934,6 +938,7 @@ func (d *Deribit) GetActiveOrders(ctx context.Context, getOrdersRequest *order.M
 				Side:            orderSide,
 				Type:            orderType,
 				Status:          orderStatus,
+				TimeInForce:     tif,
 			})
 		}
 	}
@@ -988,10 +993,13 @@ func (d *Deribit) GetOrderHistory(ctx context.Context, getOrdersRequest *order.M
 					return resp, fmt.Errorf("%v: orderStatus %s not supported", d.Name, ordersData[y].OrderState)
 				}
 			}
+			var tif order.TimeInForce
+			if ordersData[y].PostOnly { // TODO: Set ordersData[y].TimeInForce values
+				tif = order.PostOnly
+			}
 			resp = append(resp, order.Detail{
 				AssetType:       getOrdersRequest.AssetType,
 				Exchange:        d.Name,
-				PostOnly:        ordersData[y].PostOnly,
 				Price:           ordersData[y].Price,
 				Amount:          ordersData[y].Amount,
 				ExecutedAmount:  ordersData[y].FilledAmount,
@@ -1003,6 +1011,7 @@ func (d *Deribit) GetOrderHistory(ctx context.Context, getOrdersRequest *order.M
 				Side:            orderSide,
 				Type:            orderType,
 				Status:          orderStatus,
+				TimeInForce:     tif,
 			})
 		}
 	}

exchanges/gateio/gateio_test.go

@@ -3370,21 +3370,21 @@ func TestGetClientOrderIDFromText(t *testing.T) {
 
 func TestGetTypeFromTimeInForce(t *testing.T) {
 	t.Parallel()
-	typeResp, postOnly := getTypeFromTimeInForce("gtc")
+	typeResp, tif := getTypeFromTimeInForce("gtc")
 	assert.Equal(t, order.Limit, typeResp, "should be a limit order")
-	assert.False(t, postOnly, "should return false")
+	assert.False(t, tif.Is(order.PostOnly), "should return false")
 
-	typeResp, postOnly = getTypeFromTimeInForce("ioc")
+	typeResp, tif = getTypeFromTimeInForce("ioc")
 	assert.Equal(t, order.Market, typeResp, "should be market order")
-	assert.False(t, postOnly, "should return false")
+	assert.False(t, tif.Is(order.PostOnly), "should return false")
 
-	typeResp, postOnly = getTypeFromTimeInForce("poc")
+	typeResp, tif = getTypeFromTimeInForce("poc")
 	assert.Equal(t, order.Limit, typeResp, "should be limit order")
-	assert.True(t, postOnly, "should return true")
+	assert.True(t, tif.Is(order.PostOnly), "should return true")
 
-	typeResp, postOnly = getTypeFromTimeInForce("fok")
+	typeResp, tif = getTypeFromTimeInForce("fok")
 	assert.Equal(t, order.Market, typeResp, "should be market order")
-	assert.False(t, postOnly, "should return false")
+	assert.False(t, tif.Is(order.PostOnly), "should return false")
 }
 
 func TestGetSideAndAmountFromSize(t *testing.T) {
@@ -3417,22 +3417,22 @@ func TestGetFutureOrderSize(t *testing.T) {
 func TestGetTimeInForce(t *testing.T) {
 	t.Parallel()
 
-	_, err := getTimeInForce(&order.Submit{Type: order.Market, TimeInForce: order.PostOnlyGTC})
+	_, err := getTimeInForce(&order.Submit{Type: order.Market, TimeInForce: order.PostOnly})
 	assert.ErrorIs(t, err, order.ErrInvalidTimeInForce)
 
 	ret, err := getTimeInForce(&order.Submit{Type: order.Market})
 	require.NoError(t, err)
 	assert.Equal(t, "ioc", ret)
 
-	ret, err = getTimeInForce(&order.Submit{Type: order.Limit, TimeInForce: order.PostOnlyGTC})
+	ret, err = getTimeInForce(&order.Submit{Type: order.Limit, TimeInForce: order.PostOnly})
 	require.NoError(t, err)
 	assert.Equal(t, "poc", ret)
 
 	ret, err = getTimeInForce(&order.Submit{Type: order.Limit})
 	require.NoError(t, err)
 	assert.Equal(t, "gtc", ret)
 
-	ret, err = getTimeInForce(&order.Submit{Type: order.Market, TimeInForce: order.FOK})
+	ret, err = getTimeInForce(&order.Submit{Type: order.Market, TimeInForce: order.FillOrKill})
 	require.NoError(t, err)
 	assert.Equal(t, "fok", ret)
 }

exchanges/gateio/gateio_wrapper.go

@@ -1488,7 +1488,7 @@ func (g *Gateio) GetOrderInfo(ctx context.Context, orderID string, pair currency
 
 		side, amount, remaining := getSideAndAmountFromSize(fOrder.Size, fOrder.RemainingAmount)
 
-		ordertype, postonly := getTypeFromTimeInForce(fOrder.TimeInForce)
+		ordertype, tif := getTypeFromTimeInForce(fOrder.TimeInForce)
 		return &order.Detail{
 			Amount:               amount,
 			ExecutedAmount:       amount - remaining,
@@ -1504,7 +1504,7 @@ func (g *Gateio) GetOrderInfo(ctx context.Context, orderID string, pair currency
 			Pair:                 pair,
 			AssetType:            a,
 			Type:                 ordertype,
-			PostOnly:             postonly,
+			TimeInForce:          tif,
 			Side:                 side,
 		}, nil
 	case asset.Options:
@@ -1719,6 +1719,11 @@ func (g *Gateio) GetActiveOrders(ctx context.Context, req *order.MultiOrderReque
 					continue
 				}
 
+				var tif order.TimeInForce
+				if futuresOrders[x].TimeInForce == "poc" {
+					tif = order.PostOnly
+				}
+
 				side, amount, remaining := getSideAndAmountFromSize(futuresOrders[x].Size, futuresOrders[x].RemainingAmount)
 				orders = append(orders, order.Detail{
 					Status:               order.Open,
@@ -1738,7 +1743,7 @@ func (g *Gateio) GetActiveOrders(ctx context.Context, req *order.MultiOrderReque
 					Type:                 order.Limit,
 					SettlementCurrency:   settlement,
 					ReduceOnly:           futuresOrders[x].IsReduceOnly,
-					PostOnly:             futuresOrders[x].TimeInForce == "poc",
+					TimeInForce:          tif,
 					AverageExecutedPrice: futuresOrders[x].FillPrice.Float64(),
 				})
 			}
@@ -2506,16 +2511,18 @@ func getClientOrderIDFromText(text string) string {
 }
 
 // getTypeFromTimeInForce returns the order type and if the order is post only
-func getTypeFromTimeInForce(tif string) (orderType order.Type, postOnly bool) {
+// TODO: Add in price param to correctly determine if order is market or limit as a zero value price must be a market order
+// IOC and POC can be limits if price is supplied.
+func getTypeFromTimeInForce(tif string) (orderType order.Type, postOnly order.TimeInForce) {
 	switch tif {
 	case "ioc":
-		return order.Market, false
+		return order.Market, order.UnsetTIF
 	case "fok":
-		return order.Market, false
+		return order.Market, order.UnsetTIF
 	case "poc":
-		return order.Limit, true
+		return order.Limit, order.PostOnly
 	default:
-		return order.Limit, false
+		return order.Limit, order.UnsetTIF
 	}
 }
 
@@ -2544,11 +2551,11 @@ func getFutureOrderSize(s *order.Submit) (float64, error) {
 func getTimeInForce(s *order.Submit) (string, error) {
 	var timeInForce string
 	switch s.TimeInForce {
-	case order.IOC:
+	case order.ImmediateOrCancel:
 		timeInForce = "ioc" // market taker only
-	case order.FOK:
+	case order.FillOrKill:
 		timeInForce = "fok"
-	case order.PostOnlyGTC:
+	case order.PostOnly:
 		timeInForce = "poc"
 	case order.GoodTillCancel:
 		timeInForce = "gtc"

exchanges/huobi/huobi_types.go

@@ -980,10 +980,11 @@ type WsTradeUpdate struct {
 
 // OrderVars stores side, status and type for any order/trade
 type OrderVars struct {
-	Side      order.Side
-	Status    order.Status
-	OrderType order.Type
-	Fee       float64
+	Side        order.Side
+	Status      order.Status
+	OrderType   order.Type
+	TimeInForce order.TimeInForce
+	Fee         float64
 }
 
 // Variables below are used to check api requests being sent out