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Fix V2 Rest book API return funding result error #205

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Fix V2 Rest book API return funding result error #205

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2322941
fix: NewBookUpdateFromRaw data's comment error
fshiori Dec 24, 2019
37ccc63
fix: book funding result error
fshiori Dec 24, 2019
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61 changes: 44 additions & 17 deletions v2/types.go
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Original file line number Diff line number Diff line change
Expand Up @@ -982,7 +982,6 @@ type FundingOfferRequest struct {
Rate float64
Period int64
Hidden bool

}

func (o *FundingOfferRequest) ToJSON() ([]byte, error) {
Expand All @@ -997,7 +996,7 @@ func (o *FundingOfferRequest) ToJSON() ([]byte, error) {
Type: o.Type,
Symbol: o.Symbol,
Amount: o.Amount,
Rate: o.Rate,
Rate: o.Rate,
Period: o.Period,
}
if o.Hidden {
Expand Down Expand Up @@ -1556,6 +1555,7 @@ type BookUpdate struct {
AmountJsNum json.Number // update amount as json.Number
Side OrderSide // side
Action BookAction // action (add/remove)
Period float64 // Period level (Funding only)
}

type BookUpdateSnapshot struct {
Expand All @@ -1581,9 +1581,14 @@ func IsRawBook(precision string) bool {
return precision == "R0"
}

func IsFunding(symbol string) bool {
return strings.HasPrefix(symbol, "f")
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@harry830622 harry830622 Aug 8, 2020 •
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Suggested change
return strings.HasPrefix(symbol, "f")
return strings.HasPrefix(symbol, FundingPrefix)

}

// NewBookUpdateFromRaw creates a new book update object from raw data. Precision determines how
// to interpret the side (baked into Count versus Amount)
// raw book updates [ID, price, qty], aggregated book updates [price, amount, count]
// Trading - raw book updates [ID, price, amount], aggregated book updates [price, count, amount]
// Funding - on raw books [ID, period, rate, amount], aggregated book updates [rate, period, count, amount]
func NewBookUpdateFromRaw(symbol, precision string, data []interface{}, raw_numbers interface{}) (b *BookUpdate, err error) {
if len(data) < 3 {
return b, fmt.Errorf("data slice too short for book update, expected %d got %d: %#v", 5, len(data), data)
Expand All @@ -1592,23 +1597,44 @@ func NewBookUpdateFromRaw(symbol, precision string, data []interface{}, raw_numb
var px_num json.Number
var id, cnt int64
raw_num_array := raw_numbers.([]interface{})
amt := f64ValOrZero(data[2])
amt_num := floatToJsonNumber(raw_num_array[2])

var side OrderSide
var actionCtrl float64
if IsRawBook(precision) {
// [ID, price, amount]
id = i64ValOrZero(data[0])
px = f64ValOrZero(data[1])
px_num = floatToJsonNumber(raw_num_array[1])
actionCtrl = px
var actionCtrl, amt, period float64
var amt_num json.Number
if IsFunding(symbol) {
amt = f64ValOrZero(data[3])
amt_num = floatToJsonNumber(raw_num_array[3])
if IsRawBook(precision) {
// [ID, period, rate, amount]
id = i64ValOrZero(data[0])
px = f64ValOrZero(data[2])
px_num = floatToJsonNumber(raw_num_array[2])
actionCtrl = px
period = f64ValOrZero(data[1])
} else {
// [rate, period, count, amount]
px = f64ValOrZero(data[0])
px_num = floatToJsonNumber(raw_num_array[0])
cnt = i64ValOrZero(data[2])
actionCtrl = float64(cnt)
period = f64ValOrZero(data[1])
}
} else {
// [price, amount, count]
px = f64ValOrZero(data[0])
px_num = floatToJsonNumber(raw_num_array[0])
cnt = i64ValOrZero(data[1])
actionCtrl = float64(cnt)
amt = f64ValOrZero(data[2])
amt_num = floatToJsonNumber(raw_num_array[2])
if IsRawBook(precision) {
// [ID, price, amount]
id = i64ValOrZero(data[0])
px = f64ValOrZero(data[1])
px_num = floatToJsonNumber(raw_num_array[1])
actionCtrl = px
} else {
// [price, count, amount]
px = f64ValOrZero(data[0])
px_num = floatToJsonNumber(raw_num_array[0])
cnt = i64ValOrZero(data[1])
actionCtrl = float64(cnt)
}
}

if amt > 0 {
Expand All @@ -1634,6 +1660,7 @@ func NewBookUpdateFromRaw(symbol, precision string, data []interface{}, raw_numb
Side: side,
Action: action,
ID: id,
Period: period,
}

return
Expand Down