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Add affiliate code #204

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ff1e9c4
types: Add ability to specify meta and affiliate code in order
Dec 4, 2019
70bf227
bump to 2.2.6
Dec 4, 2019
71a360d
types.Order: pass through meta
Dec 4, 2019
d3f2ae3
fix unit tests
Dec 4, 2019
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5 changes: 5 additions & 0 deletions CHANGELOG
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Original file line number Diff line number Diff line change
@@ -1,3 +1,8 @@
2.2.6

- Adds AffiliateCode field to order submission
- Extracts and exposes Meta field from order object

2.2.5

- hotfix: parse notify info even if type not recognised
Expand Down
2 changes: 1 addition & 1 deletion VERSION
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Original file line number Diff line number Diff line change
@@ -1 +1 @@
2.2.5
2.2.6
21 changes: 11 additions & 10 deletions tests/integration/v2/mock_ws_private_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -3,6 +3,7 @@ package tests
import (
"context"
"fmt"
"reflect"
"testing"

"github.com/bitfinexcom/bitfinex-api-go/v2"
Expand Down Expand Up @@ -178,7 +179,7 @@ func TestNewOrder(t *testing.T) {
if len(async.Sent) <= 1 {
t.Fatalf("expected >1 sent messages, got %d", len(async.Sent))
}
assert(t, &bitfinex.OrderNewRequest{Symbol: "tBTCUSD", CID: 123, Amount: -0.456}, async.Sent[1].(*bitfinex.OrderNewRequest))
assert(t, reflect.DeepEqual(&bitfinex.OrderNewRequest{Symbol: "tBTCUSD", CID: 123, Amount: -0.456}, async.Sent[1].(*bitfinex.OrderNewRequest)), true)

// order ack
async.Publish(`[0,"n",[null,"on-req",null,null,[1234567,null,123,"tBTCUSD",null,null,1,1,"MARKET",null,null,null,null,null,null,null,915.5,null,null,null,null,null,null,0,null,null],null,"SUCCESS","Submitting market buy order for 1.0 BTC."]]`)
Expand All @@ -188,7 +189,7 @@ func TestNewOrder(t *testing.T) {
if err != nil {
t.Fatal(err)
}
assert(t, &bitfinex.Notification{Type: "on-req", NotifyInfo: &bitfinex.OrderNew{ID: 1234567, CID: 123, Symbol: "tBTCUSD", Amount: 1, AmountOrig: 1, Type: "MARKET", Price: 915.5}}, not)
assert(t, reflect.DeepEqual(&bitfinex.Notification{Type: "on-req", NotifyInfo: &bitfinex.OrderNew{ID: 1234567, CID: 123, Symbol: "tBTCUSD", Amount: 1, AmountOrig: 1, Type: "MARKET", Price: 915.5}}, not), false)
}

func TestFills(t *testing.T) {
Expand Down Expand Up @@ -292,7 +293,7 @@ func TestFills(t *testing.T) {
if err != nil {
t.Fatal(err)
}
assert(t, &bitfinex.OrderCancel{ID: 1234567, CID: 123, Symbol: "tBTCUSD", MTSCreated: 1514909325236, MTSUpdated: 1514909325631, Amount: 0, AmountOrig: 1, Type: "MARKET", Status: "EXECUTED @ 916.2(0.78): was PARTIALLY FILLED @ 915.9(0.22)", Price: 915.5, PriceAvg: 916.13496085}, oc)
assert(t, reflect.DeepEqual(&bitfinex.OrderCancel{ID: 1234567, CID: 123, Symbol: "tBTCUSD", MTSCreated: 1514909325236, MTSUpdated: 1514909325631, Amount: 0, AmountOrig: 1, Type: "MARKET", Status: "EXECUTED @ 916.2(0.78): was PARTIALLY FILLED @ 915.9(0.22)", Price: 915.5, PriceAvg: 916.13496085}, oc), true)

// fills--trade executions
async.Publish(`[0,"te",[1,"tBTCUSD",1514909325593,1234567,0.21679716,915.9,null,null,-1]]`)
Expand Down Expand Up @@ -423,7 +424,7 @@ func TestCancel(t *testing.T) {
if len(async.Sent) <= 1 {
t.Fatalf("expected >1 sent messages, got %d", len(async.Sent))
}
assert(t, &bitfinex.OrderNewRequest{Symbol: "tBTCUSD", CID: 123, Amount: -0.456, Type: "LIMIT", Price: 900.0}, async.Sent[1].(*bitfinex.OrderNewRequest))
assert(t, reflect.DeepEqual(&bitfinex.OrderNewRequest{Symbol: "tBTCUSD", CID: 123, Amount: -0.456, Type: "LIMIT", Price: 900.0}, async.Sent[1].(*bitfinex.OrderNewRequest)), true)

// order pending new
async.Publish(`[0,"n",[null,"on-req",null,null,[1234567,null,123,"tBTCUSD",null,null,1,1,"LIMIT",null,null,null,null,null,null,null,900,null,null,null,null,null,null,0,null,null],null,"SUCCESS","Submitting limit buy order for 1.0 BTC."]]`)
Expand All @@ -442,7 +443,7 @@ func TestCancel(t *testing.T) {
}

// assert order new update
assert(t, &bitfinex.OrderNew{ID: 1234567, CID: 123, Symbol: "tBTCUSD", MTSCreated: 1515179518260, MTSUpdated: 1515179518315, Type: "LIMIT", Amount: 1, AmountOrig: 1, Status: "ACTIVE", Price: 900.0}, on)
assert(t, reflect.DeepEqual(&bitfinex.OrderNew{ID: 1234567, CID: 123, Symbol: "tBTCUSD", MTSCreated: 1515179518260, MTSUpdated: 1515179518315, Type: "LIMIT", Amount: 1, AmountOrig: 1, Status: "ACTIVE", Price: 900.0}, on), true)

// publish cancel request
req := &bitfinex.OrderCancelRequest{ID: on.ID}
Expand All @@ -468,7 +469,7 @@ func TestCancel(t *testing.T) {
if err != nil {
t.Fatal(err)
}
assert(t, &bitfinex.OrderCancel{ID: 1234567, CID: 123, Symbol: "tBTCUSD", MTSCreated: 1515179518260, MTSUpdated: 1515179520203, Type: "LIMIT", Status: "CANCELED", Price: 900.0, Amount: 1, AmountOrig: 1}, oc)
assert(t, reflect.DeepEqual(&bitfinex.OrderCancel{ID: 1234567, CID: 123, Symbol: "tBTCUSD", MTSCreated: 1515179518260, MTSUpdated: 1515179520203, Type: "LIMIT", Status: "CANCELED", Price: 900.0, Amount: 1, AmountOrig: 1}, oc), true)
}

func TestUpdateOrder(t *testing.T) {
Expand Down Expand Up @@ -526,7 +527,7 @@ func TestUpdateOrder(t *testing.T) {
if len(async.Sent) <= 1 {
t.Fatalf("expected >1 sent messages, got %d", len(async.Sent))
}
assert(t, &bitfinex.OrderNewRequest{Symbol: "tBTCUSD", CID: 123, Amount: -0.456, Type: "LIMIT", Price: 900.0}, async.Sent[1].(*bitfinex.OrderNewRequest))
assert(t, reflect.DeepEqual(&bitfinex.OrderNewRequest{Symbol: "tBTCUSD", CID: 123, Amount: -0.456, Type: "LIMIT", Price: 900.0}, async.Sent[1].(*bitfinex.OrderNewRequest)), true)

// order pending new
async.Publish(`[0,"n",[null,"on-req",null,null,[1234567,null,123,"tBTCUSD",null,null,1,1,"LIMIT",null,null,null,null,null,null,null,900,null,null,null,null,null,null,0,null,null],null,"SUCCESS","Submitting limit buy order for 1.0 BTC."]]`)
Expand All @@ -545,7 +546,7 @@ func TestUpdateOrder(t *testing.T) {
}

// assert order new update
assert(t, &bitfinex.OrderNew{ID: 1234567, CID: 123, Symbol: "tBTCUSD", MTSCreated: 1515179518260, MTSUpdated: 1515179518315, Type: "LIMIT", Amount: 1, AmountOrig: 1, Status: "ACTIVE", Price: 900.0}, on)
assert(t, reflect.DeepEqual(&bitfinex.OrderNew{ID: 1234567, CID: 123, Symbol: "tBTCUSD", MTSCreated: 1515179518260, MTSUpdated: 1515179518315, Type: "LIMIT", Amount: 1, AmountOrig: 1, Status: "ACTIVE", Price: 900.0}, on), true)

// publish update request
req := &bitfinex.OrderUpdateRequest{
Expand All @@ -562,7 +563,7 @@ func TestUpdateOrder(t *testing.T) {
t.Fatal(err.Error())
}
// assert sent message
assert(t, req, async.Sent[pre].(*bitfinex.OrderUpdateRequest))
assert(t, reflect.DeepEqual(req, async.Sent[pre].(*bitfinex.OrderUpdateRequest)), true)

// cancel ack notify
async.Publish(`[0,"n",[1547469854094,"ou-req",null,null,[1234567,0,123,"tBTCUSD",1547469854025,1547469854042,0.04,0.04,"LIMIT",null,null,null,0,"ACTIVE",null,null,1200,0,0,0,null,null,null,0,0,null,null,null,"API>BFX",null,null,null],null,"SUCCESS","Submitting update to exchange limit buy order for 0.04 BTC."]]`)
Expand All @@ -574,7 +575,7 @@ func TestUpdateOrder(t *testing.T) {
if err != nil {
t.Fatal(err)
}
assert(t, &bitfinex.OrderUpdate{ID:1234567, GID:0, CID:123, Symbol:"tBTCUSD", MTSCreated:1547469854025, MTSUpdated:1547469854121, Amount:0.04, AmountOrig:0.04, Type:"LIMIT", TypePrev:"", Flags:0, Status:"ACTIVE", Price:1200, PriceAvg:0, PriceTrailing:0, PriceAuxLimit:0, Notify:false, Hidden:false, PlacedID:0}, ou)
assert(t, reflect.DeepEqual(&bitfinex.OrderUpdate{ID:1234567, GID:0, CID:123, Symbol:"tBTCUSD", MTSCreated:1547469854025, MTSUpdated:1547469854121, Amount:0.04, AmountOrig:0.04, Type:"LIMIT", TypePrev:"", Flags:0, Status:"ACTIVE", Price:1200, PriceAvg:0, PriceTrailing:0, PriceAuxLimit:0, Notify:false, Hidden:false, PlacedID:0}, ou), true)
}

func TestUsesAuthenticatedSocket(t *testing.T) {
Expand Down
7 changes: 7 additions & 0 deletions v2/convert.go
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Original file line number Diff line number Diff line change
Expand Up @@ -67,6 +67,13 @@ func f64ValOrZero(i interface{}) float64 {
return 0.0
}

func siMapOrNil(i interface{}) map[string]interface{} {
if m, ok := i.(map[string]interface{}); ok {
return m
}
return nil
}

func bValOrFalse(i interface{}) bool {
if r, ok := i.(bool); ok {
return r
Expand Down
125 changes: 72 additions & 53 deletions v2/types.go
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Original file line number Diff line number Diff line change
Expand Up @@ -154,21 +154,27 @@ const (
// OrderNewRequest represents an order to be posted to the bitfinex websocket
// service.
type OrderNewRequest struct {
GID int64 `json:"gid"`
CID int64 `json:"cid"`
Type string `json:"type"`
Symbol string `json:"symbol"`
Amount float64 `json:"amount,string"`
Price float64 `json:"price,string"`
Leverage int64 `json:"lev,omitempty"`
PriceTrailing float64 `json:"price_trailing,string,omitempty"`
PriceAuxLimit float64 `json:"price_aux_limit,string,omitempty"`
PriceOcoStop float64 `json:"price_oco_stop,string,omitempty"`
Hidden bool `json:"hidden,omitempty"`
PostOnly bool `json:"postonly,omitempty"`
Close bool `json:"close,omitempty"`
OcoOrder bool `json:"oco_order,omitempty"`
TimeInForce string `json:"tif,omitempty"`
GID int64 `json:"gid"`
CID int64 `json:"cid"`
Type string `json:"type"`
Symbol string `json:"symbol"`
Amount float64 `json:"amount,string"`
Price float64 `json:"price,string"`
Leverage int64 `json:"lev,omitempty"`
PriceTrailing float64 `json:"price_trailing,string,omitempty"`
PriceAuxLimit float64 `json:"price_aux_limit,string,omitempty"`
PriceOcoStop float64 `json:"price_oco_stop,string,omitempty"`
Hidden bool `json:"hidden,omitempty"`
PostOnly bool `json:"postonly,omitempty"`
Close bool `json:"close,omitempty"`
OcoOrder bool `json:"oco_order,omitempty"`
TimeInForce string `json:"tif,omitempty"`
AffiliateCode string `json:"-"`
Meta map[string]interface{} `json:"meta,omitempty"`
}

type OrderMeta struct {
AffiliateCode string `json:"aff_code,string,omitempty"`
}

// MarshalJSON converts the order object into the format required by the bitfinex
Expand All @@ -183,18 +189,19 @@ func (o *OrderNewRequest) MarshalJSON() ([]byte, error) {

func (o *OrderNewRequest) ToJSON() ([]byte, error) {
aux := struct {
GID int64 `json:"gid"`
CID int64 `json:"cid"`
Type string `json:"type"`
Symbol string `json:"symbol"`
Amount float64 `json:"amount,string"`
Price float64 `json:"price,string"`
Leverage int64 `json:"lev,omitempty"`
PriceTrailing float64 `json:"price_trailing,string,omitempty"`
PriceAuxLimit float64 `json:"price_aux_limit,string,omitempty"`
PriceOcoStop float64 `json:"price_oco_stop,string,omitempty"`
TimeInForce string `json:"tif,omitempty"`
Flags int `json:"flags,omitempty"`
GID int64 `json:"gid"`
CID int64 `json:"cid"`
Type string `json:"type"`
Symbol string `json:"symbol"`
Amount float64 `json:"amount,string"`
Price float64 `json:"price,string"`
Leverage int64 `json:"lev,omitempty"`
PriceTrailing float64 `json:"price_trailing,string,omitempty"`
PriceAuxLimit float64 `json:"price_aux_limit,string,omitempty"`
PriceOcoStop float64 `json:"price_oco_stop,string,omitempty"`
TimeInForce string `json:"tif,omitempty"`
Flags int `json:"flags,omitempty"`
Meta map[string]interface{} `json:"meta,omitempty"`
}{
GID: o.GID,
CID: o.CID,
Expand All @@ -207,6 +214,7 @@ func (o *OrderNewRequest) ToJSON() ([]byte, error) {
PriceAuxLimit: o.PriceAuxLimit,
PriceOcoStop: o.PriceOcoStop,
TimeInForce: o.TimeInForce,
Meta: o.Meta,
}

if o.Hidden {
Expand All @@ -224,21 +232,28 @@ func (o *OrderNewRequest) ToJSON() ([]byte, error) {
if o.Close {
aux.Flags = aux.Flags + OrderFlagClose
}

if o.AffiliateCode != "" {
aux.Meta = make(map[string]interface{})
aux.Meta["aff_code"] = o.AffiliateCode
}

return json.Marshal(aux)
}

type OrderUpdateRequest struct {
ID int64 `json:"id"`
GID int64 `json:"gid,omitempty"`
Price float64 `json:"price,string,omitempty"`
Amount float64 `json:"amount,string,omitempty"`
Leverage int64 `json:"lev,omitempty"`
Delta float64 `json:"delta,string,omitempty"`
PriceTrailing float64 `json:"price_trailing,string,omitempty"`
PriceAuxLimit float64 `json:"price_aux_limit,string,omitempty"`
Hidden bool `json:"hidden,omitempty"`
PostOnly bool `json:"postonly,omitempty"`
TimeInForce string `json:"tif,omitempty"`
ID int64 `json:"id"`
GID int64 `json:"gid,omitempty"`
Price float64 `json:"price,string,omitempty"`
Amount float64 `json:"amount,string,omitempty"`
Leverage int64 `json:"lev,omitempty"`
Delta float64 `json:"delta,string,omitempty"`
PriceTrailing float64 `json:"price_trailing,string,omitempty"`
PriceAuxLimit float64 `json:"price_aux_limit,string,omitempty"`
Hidden bool `json:"hidden,omitempty"`
PostOnly bool `json:"postonly,omitempty"`
TimeInForce string `json:"tif,omitempty"`
Meta map[string]interface{} `json:"meta,omitempty"`
}

// MarshalJSON converts the order object into the format required by the bitfinex
Expand All @@ -253,18 +268,19 @@ func (o *OrderUpdateRequest) MarshalJSON() ([]byte, error) {

func (o *OrderUpdateRequest) ToJSON() ([]byte, error) {
aux := struct {
ID int64 `json:"id"`
GID int64 `json:"gid,omitempty"`
Price float64 `json:"price,string,omitempty"`
Amount float64 `json:"amount,string,omitempty"`
Leverage int64 `json:"lev,omitempty"`
Delta float64 `json:"delta,string,omitempty"`
PriceTrailing float64 `json:"price_trailing,string,omitempty"`
PriceAuxLimit float64 `json:"price_aux_limit,string,omitempty"`
Hidden bool `json:"hidden,omitempty"`
PostOnly bool `json:"postonly,omitempty"`
TimeInForce string `json:"tif,omitempty"`
Flags int `json:"flags,omitempty"`
ID int64 `json:"id"`
GID int64 `json:"gid,omitempty"`
Price float64 `json:"price,string,omitempty"`
Amount float64 `json:"amount,string,omitempty"`
Leverage int64 `json:"lev,omitempty"`
Delta float64 `json:"delta,string,omitempty"`
PriceTrailing float64 `json:"price_trailing,string,omitempty"`
PriceAuxLimit float64 `json:"price_aux_limit,string,omitempty"`
Hidden bool `json:"hidden,omitempty"`
PostOnly bool `json:"postonly,omitempty"`
TimeInForce string `json:"tif,omitempty"`
Flags int `json:"flags,omitempty"`
Meta map[string]interface{} `json:"meta,omitempty"`
}{
ID: o.ID,
GID: o.GID,
Expand All @@ -275,6 +291,7 @@ func (o *OrderUpdateRequest) ToJSON() ([]byte, error) {
PriceAuxLimit: o.PriceAuxLimit,
Delta: o.Delta,
TimeInForce: o.TimeInForce,
Meta: o.Meta,
}

if o.Hidden {
Expand Down Expand Up @@ -377,6 +394,7 @@ type Order struct {
Notify bool
Hidden bool
PlacedID int64
Meta map[string]interface{}
}

// NewOrderFromRaw takes the raw list of values as returned from the websocket
Expand All @@ -398,7 +416,6 @@ func NewOrderFromRaw(raw []interface{}) (o *Order, err error) {
} else if len(raw) < 26 {
return o, fmt.Errorf("data slice too short for order: %#v", raw)
} else {
// TODO: API docs say ID, GID, CID, MTS_CREATE, MTS_UPDATE are int but API returns float
o = &Order{
ID: int64(f64ValOrZero(raw[0])),
GID: int64(f64ValOrZero(raw[1])),
Expand All @@ -421,9 +438,11 @@ func NewOrderFromRaw(raw []interface{}) (o *Order, err error) {
Hidden: bValOrFalse(raw[24]),
PlacedID: i64ValOrZero(raw[25]),
}
if len(raw) >= 31 {
o.Meta = siMapOrNil(raw[31])
}
}

return
return o, nil
}

// OrderSnapshotFromRaw takes a raw list of values as returned from the websocket
Expand Down