exchanges/order: Added TimeInForce type and values

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

@@ -444,30 +444,30 @@ func generateMethodArg(ctx context.Context, t *testing.T, argGenerator *MethodAr
 		input = reflect.ValueOf(req)
 	case argGenerator.MethodInputType.AssignableTo(orderSubmitParam):
 		input = reflect.ValueOf(&order.Submit{
-			Exchange:          exchName,
-			Type:              order.Limit,
-			Side:              order.Buy,
-			Pair:              argGenerator.AssetParams.Pair,
-			AssetType:         argGenerator.AssetParams.Asset,
-			Price:             150,
-			Amount:            1,
-			ClientID:          "1337",
-			ClientOrderID:     "13371337",
-			ImmediateOrCancel: true,
-			Leverage:          1,
+			Exchange:      exchName,
+			Type:          order.Limit,
+			Side:          order.Buy,
+			Pair:          argGenerator.AssetParams.Pair,
+			AssetType:     argGenerator.AssetParams.Asset,
+			Price:         150,
+			Amount:        1,
+			ClientID:      "1337",
+			ClientOrderID: "13371337",
+			TimeInForce:   order.ImmediateOrCancel,
+			Leverage:      1,
 		})
 	case argGenerator.MethodInputType.AssignableTo(orderModifyParam):
 		input = reflect.ValueOf(&order.Modify{
-			Exchange:          exchName,
-			Type:              order.Limit,
-			Side:              order.Buy,
-			Pair:              argGenerator.AssetParams.Pair,
-			AssetType:         argGenerator.AssetParams.Asset,
-			Price:             150,
-			Amount:            1,
-			ClientOrderID:     "13371337",
-			OrderID:           "1337",
-			ImmediateOrCancel: true,
+			Exchange:      exchName,
+			Type:          order.Limit,
+			Side:          order.Buy,
+			Pair:          argGenerator.AssetParams.Pair,
+			AssetType:     argGenerator.AssetParams.Asset,
+			Price:         150,
+			Amount:        1,
+			ClientOrderID: "13371337",
+			OrderID:       "1337",
+			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.ImmediateOrCancel = det.ImmediateOrCancel // Used by Poloniex.
+	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.go

@@ -619,7 +619,7 @@ func (b *Binance) newOrder(ctx context.Context, api string, o *NewOrderRequest,
 		params.Set("price", strconv.FormatFloat(o.Price, 'f', -1, 64))
 	}
 	if o.TimeInForce != "" {
-		params.Set("timeInForce", string(o.TimeInForce))
+		params.Set("timeInForce", o.TimeInForce)
 	}
 
 	if o.NewClientOrderID != "" {

exchanges/binance/binance_cfutures.go

@@ -990,8 +990,8 @@ func (b *Binance) FuturesNewOrder(ctx context.Context, x *FuturesNewOrderRequest
 		params.Set("positionSide", x.PositionSide)
 	}
 	params.Set("type", x.OrderType)
-	if string(x.TimeInForce) != "" {
-		params.Set("timeInForce", string(x.TimeInForce))
+	if x.TimeInForce != "" {
+		params.Set("timeInForce", x.TimeInForce)
 	}
 	if x.ReduceOnly {
 		params.Set("reduceOnly", "true")

exchanges/binance/binance_test.go

@@ -866,7 +866,7 @@ func TestFuturesNewOrder(t *testing.T) {
 			Symbol:      currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"),
 			Side:        "BUY",
 			OrderType:   "LIMIT",
-			TimeInForce: BinanceRequestParamsTimeGTC,
+			TimeInForce: order.GoodTillCancel.String(),
 			Quantity:    1,
 			Price:       1,
 		},
@@ -1420,7 +1420,7 @@ func TestNewOrderTest(t *testing.T) {
 		TradeType:   BinanceRequestParamsOrderLimit,
 		Price:       0.0025,
 		Quantity:    100000,
-		TimeInForce: BinanceRequestParamsTimeGTC,
+		TimeInForce: order.GoodTillCancel.String(),
 	}
 
 	err := b.NewOrderTest(context.Background(), req)

exchanges/binance/binance_types.go

@@ -375,7 +375,7 @@ type NewOrderRequest struct {
 	TradeType RequestParamsOrderType
 	// TimeInForce specifies how long the order remains in effect.
 	// Examples are (Good Till Cancel (GTC), Immediate or Cancel (IOC) and Fill Or Kill (FOK))
-	TimeInForce RequestParamsTimeForceType
+	TimeInForce string
 	// Quantity is the total base qty spent or received in an order.
 	Quantity float64
 	// QuoteOrderQty is the total quote qty spent or received in a MARKET order.
@@ -486,20 +486,6 @@ type MarginAccountAsset struct {
 	NetAsset float64 `json:"netAsset,string"`
 }
 
-// RequestParamsTimeForceType Time in force
-type RequestParamsTimeForceType string
-
-var (
-	// BinanceRequestParamsTimeGTC GTC
-	BinanceRequestParamsTimeGTC = RequestParamsTimeForceType("GTC")
-
-	// BinanceRequestParamsTimeIOC IOC
-	BinanceRequestParamsTimeIOC = RequestParamsTimeForceType("IOC")
-
-	// BinanceRequestParamsTimeFOK FOK
-	BinanceRequestParamsTimeFOK = RequestParamsTimeForceType("FOK")
-)
-
 // RequestParamsOrderType trade order type
 type RequestParamsOrderType string
 

exchanges/binance/binance_wrapper.go

@@ -882,15 +882,15 @@ func (b *Binance) SubmitOrder(ctx context.Context, s *order.Submit) (*order.Subm
 		} else {
 			sideType = order.Sell.String()
 		}
-		timeInForce := BinanceRequestParamsTimeGTC
+		timeInForce := order.GoodTillCancel.String()
 		var requestParamsOrderType RequestParamsOrderType
 		switch s.Type {
 		case order.Market:
 			timeInForce = ""
 			requestParamsOrderType = BinanceRequestParamsOrderMarket
 		case order.Limit:
-			if s.ImmediateOrCancel {
-				timeInForce = BinanceRequestParamsTimeIOC
+			if s.TimeInForce.Is(order.ImmediateOrCancel) {
+				timeInForce = order.ImmediateOrCancel.String()
 			}
 			requestParamsOrderType = BinanceRequestParamsOrderLimit
 		default:
@@ -936,15 +936,11 @@ func (b *Binance) SubmitOrder(ctx context.Context, s *order.Submit) (*order.Subm
 			return nil, errors.New("invalid side")
 		}
 
-		var (
-			oType       string
-			timeInForce RequestParamsTimeForceType
-		)
-
+		var oType, timeInForce string
 		switch s.Type {
 		case order.Limit:
 			oType = cfuturesLimit
-			timeInForce = BinanceRequestParamsTimeGTC
+			timeInForce = order.GoodTillTime.String()
 		case order.Market:
 			oType = cfuturesMarket
 		case order.Stop:

exchanges/binance/cfutures_types.go

@@ -213,7 +213,7 @@ type FuturesNewOrderRequest struct {
 	Side             string
 	PositionSide     string
 	OrderType        string
-	TimeInForce      RequestParamsTimeForceType
+	TimeInForce      string
 	NewClientOrderID string
 	ClosePosition    string
 	WorkingType      string

exchanges/binanceus/binanceus.go

@@ -1050,7 +1050,7 @@ func (bi *Binanceus) newOrder(ctx context.Context, api string, o *NewOrderReques
 		params.Set("price", strconv.FormatFloat(o.Price, 'f', -1, 64))
 	}
 	if o.TimeInForce != "" {
-		params.Set("timeInForce", string(o.TimeInForce))
+		params.Set("timeInForce", o.TimeInForce)
 	}
 	if o.NewClientOrderID != "" {
 		params.Set("newClientOrderId", o.NewClientOrderID)

exchanges/binanceus/binanceus_test.go

@@ -781,7 +781,7 @@ func TestNewOrderTest(t *testing.T) {
 		TradeType:   BinanceRequestParamsOrderLimit,
 		Price:       0.0025,
 		Quantity:    100000,
-		TimeInForce: BinanceRequestParamsTimeGTC,
+		TimeInForce: order.GoodTillCancel.String(),
 	}
 	_, err := bi.NewOrderTest(context.Background(), req)
 	if err != nil {
@@ -809,7 +809,7 @@ func TestNewOrder(t *testing.T) {
 		TradeType:   BinanceRequestParamsOrderLimit,
 		Price:       0.0025,
 		Quantity:    100000,
-		TimeInForce: BinanceRequestParamsTimeGTC,
+		TimeInForce: order.GoodTillCancel.String(),
 	}
 	if _, err := bi.NewOrder(context.Background(), req); err != nil && !strings.Contains(err.Error(), "Account has insufficient balance for requested action") {
 		t.Error("Binanceus NewOrder() error", err)

exchanges/binanceus/binanceus_types.go

@@ -404,26 +404,12 @@ type OrderRateLimit struct {
 // RequestParamsOrderType trade order type
 type RequestParamsOrderType string
 
-// RequestParamsTimeForceType Time in force
-type RequestParamsTimeForceType string
-
-var (
-	// BinanceRequestParamsTimeGTC GTC
-	BinanceRequestParamsTimeGTC = RequestParamsTimeForceType("GTC")
-
-	// BinanceRequestParamsTimeIOC IOC
-	BinanceRequestParamsTimeIOC = RequestParamsTimeForceType("IOC")
-
-	// BinanceRequestParamsTimeFOK FOK
-	BinanceRequestParamsTimeFOK = RequestParamsTimeForceType("FOK")
-)
-
 // NewOrderRequest request type
 type NewOrderRequest struct {
 	Symbol           currency.Pair
 	Side             string
 	TradeType        RequestParamsOrderType
-	TimeInForce      RequestParamsTimeForceType
+	TimeInForce      string
 	Quantity         float64
 	QuoteOrderQty    float64
 	Price            float64

exchanges/binanceus/binanceus_wrapper.go

@@ -489,7 +489,7 @@ func (bi *Binanceus) GetHistoricTrades(ctx context.Context, p currency.Pair, ass
 // SubmitOrder submits a new order
 func (bi *Binanceus) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
 	var submitOrderResponse order.SubmitResponse
-	var timeInForce RequestParamsTimeForceType
+	var timeInForce string
 	var sideType string
 	err := s.Validate(bi.GetTradingRequirements())
 	if err != nil {
@@ -508,7 +508,7 @@ func (bi *Binanceus) SubmitOrder(ctx context.Context, s *order.Submit) (*order.S
 	case order.Market:
 		requestParamOrderType = BinanceRequestParamsOrderMarket
 	case order.Limit:
-		timeInForce = BinanceRequestParamsTimeGTC
+		timeInForce = order.GoodTillCancel.String()
 		requestParamOrderType = BinanceRequestParamsOrderLimit
 	default:
 		return nil, fmt.Errorf("%w %v", order.ErrUnsupportedOrderType, s.Type)

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"
@@ -377,11 +373,8 @@ 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 {
-	if s.ImmediateOrCancel {
-		return immediateOrCancel
-	}
-	if s.FillOrKill {
-		return fillOrKill
+	if s.TimeInForce.Is(order.ImmediateOrCancel) || s.TimeInForce.Is(order.FillOrKill) {
+		return s.TimeInForce.String()
 	}
 	return "" // GTC (good till cancelled, default value)
 }

exchanges/btcmarkets/btcmarkets_test.go

@@ -195,27 +195,27 @@ func TestGetTradeByID(t *testing.T) {
 func TestSubmitOrder(t *testing.T) {
 	t.Parallel()
 	_, err := b.SubmitOrder(context.Background(), &order.Submit{
-		Exchange:  b.Name,
-		Price:     100,
-		Amount:    1,
-		Type:      order.TrailingStop,
-		AssetType: asset.Spot,
-		Side:      order.Bid,
-		Pair:      currency.NewPair(currency.BTC, currency.AUD),
-		PostOnly:  true,
+		Exchange:    b.Name,
+		Price:       100,
+		Amount:      1,
+		Type:        order.TrailingStop,
+		AssetType:   asset.Spot,
+		Side:        order.Bid,
+		Pair:        currency.NewPair(currency.BTC, currency.AUD),
+		TimeInForce: order.PostOnly,
 	})
 	if !errors.Is(err, order.ErrTypeIsInvalid) {
 		t.Fatalf("received: '%v' but expected: '%v'", err, order.ErrTypeIsInvalid)
 	}
 	_, err = b.SubmitOrder(context.Background(), &order.Submit{
-		Exchange:  b.Name,
-		Price:     100,
-		Amount:    1,
-		Type:      order.Limit,
-		AssetType: asset.Spot,
-		Side:      order.AnySide,
-		Pair:      currency.NewPair(currency.BTC, currency.AUD),
-		PostOnly:  true,
+		Exchange:    b.Name,
+		Price:       100,
+		Amount:      1,
+		Type:        order.Limit,
+		AssetType:   asset.Spot,
+		Side:        order.AnySide,
+		Pair:        currency.NewPair(currency.BTC, currency.AUD),
+		TimeInForce: order.PostOnly,
 	})
 	if !errors.Is(err, order.ErrSideIsInvalid) {
 		t.Fatalf("received: '%v' but expected: '%v'", err, order.ErrSideIsInvalid)
@@ -224,14 +224,14 @@ func TestSubmitOrder(t *testing.T) {
 	sharedtestvalues.SkipTestIfCredentialsUnset(t, b, canManipulateRealOrders)
 
 	_, err = b.SubmitOrder(context.Background(), &order.Submit{
-		Exchange:  b.Name,
-		Price:     100,
-		Amount:    1,
-		Type:      order.Limit,
-		AssetType: asset.Spot,
-		Side:      order.Bid,
-		Pair:      currency.NewPair(currency.BTC, currency.AUD),
-		PostOnly:  true,
+		Exchange:    b.Name,
+		Price:       100,
+		Amount:      1,
+		Type:        order.Limit,
+		AssetType:   asset.Spot,
+		Side:        order.Bid,
+		Pair:        currency.NewPair(currency.BTC, currency.AUD),
+		TimeInForce: order.PostOnly,
 	})
 	if err != nil {
 		t.Error(err)
@@ -966,14 +966,14 @@ func TestGetTimeInForce(t *testing.T) {
 		t.Fatal("unexpected value")
 	}
 
-	f = b.getTimeInForce(&order.Submit{ImmediateOrCancel: true})
-	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{FillOrKill: true})
-	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

@@ -465,7 +465,7 @@ func (b *BTCMarkets) SubmitOrder(ctx context.Context, s *order.Submit) (*order.S
 		b.getTimeInForce(s),
 		"",
 		s.ClientID,
-		s.PostOnly)
+		s.TimeInForce.Is(order.PostOnly))
 	if err != nil {
 		return nil, err
 	}
@@ -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
 	}