orders: Add methods to derive SubmitResponse and Detail types.

backtester/eventhandlers/exchange/exchange.go

@@ -140,7 +140,7 @@ func (e *Exchange) ExecuteOrder(o order.Event, data data.Handler, orderManager *
 
 	ords := orderManager.GetOrdersSnapshot(gctorder.UnknownStatus)
 	for i := range ords {
-		if ords[i].ID != orderID {
+		if ords[i].OrderID != orderID {
 			continue
 		}
 		ords[i].Date = o.GetTime()
@@ -224,53 +224,42 @@ func (e *Exchange) placeOrder(ctx context.Context, price, amount decimal.Decimal
 	if f == nil {
 		return "", common.ErrNilEvent
 	}
-	u, err := uuid.NewV4()
+	orderID, err := uuid.NewV4()
 	if err != nil {
 		return "", err
 	}
-	var orderID string
-	p := price.InexactFloat64()
-	fee := f.ExchangeFee.InexactFloat64()
-	o := &gctorder.Submit{
-		Price:       p,
-		Amount:      amount.InexactFloat64(),
-		Fee:         fee,
-		Exchange:    f.Exchange,
-		ID:          u.String(),
-		Side:        f.Direction,
-		AssetType:   f.AssetType,
-		Date:        f.GetTime(),
-		LastUpdated: f.GetTime(),
-		Pair:        f.Pair(),
-		Type:        gctorder.Market,
+
+	submit := &gctorder.Submit{
+		Price:     price.InexactFloat64(),
+		Amount:    amount.InexactFloat64(),
+		Exchange:  f.Exchange,
+		Side:      f.Direction,
+		AssetType: f.AssetType,
+		Pair:      f.Pair(),
+		Type:      gctorder.Market,
 	}
 
+	var resp *engine.OrderSubmitResponse
 	if useRealOrders {
-		resp, err := orderManager.Submit(ctx, o)
-		if resp != nil {
-			orderID = resp.OrderID
-		}
-		if err != nil {
-			return orderID, err
-		}
+		resp, err = orderManager.Submit(ctx, submit)
 	} else {
-		submitResponse := gctorder.SubmitResponse{
-			IsOrderPlaced: true,
-			OrderID:       u.String(),
-			Rate:          f.Amount.InexactFloat64(),
-			Fee:           fee,
-			Cost:          p,
-			FullyMatched:  true,
-		}
-		resp, err := orderManager.SubmitFakeOrder(o, submitResponse, useExchangeLimits)
-		if resp != nil {
-			orderID = resp.OrderID
-		}
+		var submitResponse *gctorder.SubmitResponse
+		submitResponse, err = submit.DeriveSubmitResponse(orderID.String())
 		if err != nil {
-			return orderID, err
+			return orderID.String(), err
 		}
+		submitResponse.Status = gctorder.Filled
+		submitResponse.OrderID = orderID.String()
+		submitResponse.Fee = f.ExchangeFee.InexactFloat64()
+		submitResponse.Cost = submit.Price
+		submitResponse.LastUpdated = f.GetTime()
+		submitResponse.Date = f.GetTime()
+		resp, err = orderManager.SubmitFakeOrder(submit, submitResponse, useExchangeLimits)
+	}
+	if err != nil {
+		return orderID.String(), err
 	}
-	return orderID, nil
+	return resp.OrderID, nil
 }
 
 func (e *Exchange) sizeOfflineOrder(high, low, volume decimal.Decimal, cs *Settings, f *fill.Fill) (adjustedPrice, adjustedAmount decimal.Decimal, err error) {

backtester/eventhandlers/portfolio/holdings/holdings_test.go

@@ -119,7 +119,7 @@ func TestUpdateBuyStats(t *testing.T) {
 			Price:       500,
 			Amount:      1,
 			Exchange:    testExchange,
-			ID:          "decimal.NewFromInt(1337)",
+			OrderID:     "decimal.NewFromInt(1337)",
 			Type:        order.Limit,
 			Side:        order.Buy,
 			Status:      order.New,
@@ -179,7 +179,7 @@ func TestUpdateBuyStats(t *testing.T) {
 			Price:       500,
 			Amount:      0.5,
 			Exchange:    testExchange,
-			ID:          "decimal.NewFromInt(1337)",
+			OrderID:     "decimal.NewFromInt(1337)",
 			Type:        order.Limit,
 			Side:        order.Buy,
 			Status:      order.New,
@@ -247,7 +247,7 @@ func TestUpdateSellStats(t *testing.T) {
 			Price:       500,
 			Amount:      1,
 			Exchange:    testExchange,
-			ID:          "decimal.NewFromInt(1337)",
+			OrderID:     "decimal.NewFromInt(1337)",
 			Type:        order.Limit,
 			Side:        order.Buy,
 			Status:      order.New,
@@ -310,7 +310,7 @@ func TestUpdateSellStats(t *testing.T) {
 			Price:       500,
 			Amount:      1,
 			Exchange:    testExchange,
-			ID:          "decimal.NewFromInt(1337)",
+			OrderID:     "decimal.NewFromInt(1337)",
 			Type:        order.Limit,
 			Side:        order.Sell,
 			Status:      order.New,

cmd/exchange_template/wrapper_file.tmpl

@@ -393,20 +393,36 @@ func ({{.Variable}} *{{.CapitalName}}) GetHistoricTrades (ctx context.Context, p
 }
 
 // SubmitOrder submits a new order
-func ({{.Variable}} *{{.CapitalName}}) SubmitOrder(ctx context.Context, s *order.Submit) (order.SubmitResponse, error) {
-	var submitOrderResponse order.SubmitResponse
+func ({{.Variable}} *{{.CapitalName}}) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
 	if err := s.Validate(); err != nil {
-		return submitOrderResponse, err
-	}
-	return submitOrderResponse, common.ErrNotYetImplemented
+		return nil, err
+	}
+	// When an order has been submitted you can use this helpful constructor to
+	// return. Please add any additional order details to the 
+	// order.SubmitResponse if you think they are applicable.
+	// resp, err := s.DeriveSubmitResponse( /*newOrderID*/)
+	// if err != nil {
+	// 	return nil, nil 
+	// }
+	// resp.Date = exampleTime // e.g. If this is supplied by the exchanges API.
+	// return resp, nil 
+	return nil, common.ErrNotYetImplemented
 }
 
 // ModifyOrder will allow of changing orderbook placement and limit to
 // market conversion
 func ({{.Variable}} *{{.CapitalName}}) ModifyOrder(ctx context.Context, action *order.Modify) (*order.ModifyResponse, error) {
-	// if err := action.Validate(); err != nil {
-	// 	return "", err
+	if err := action.Validate(); err != nil {
+		return nil, err
+	}
+	// When an order has been modified you can use this helpful constructor to
+	// return. Please add any additional order details to the
+	// order.ModifyResponse if you think they are applicable.
+	// resp, err := action.DeriveModifyResponse()
+	// if err != nil {
+	// 	return nil, nil
 	// }
+	// resp.OrderID = maybeANewOrderID // e.g. If this is supplied by the exchanges API.
 	return nil, common.ErrNotYetImplemented
 }
 

cmd/exchange_wrapper_issues/main.go

@@ -556,6 +556,7 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
 		})
 
 		s := &order.Submit{
+			Exchange:  e.GetName(),
 			Pair:      p,
 			Side:      testOrderSide,
 			Type:      testOrderType,
@@ -564,7 +565,7 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
 			ClientID:  config.OrderSubmission.OrderID,
 			AssetType: assetTypes[i],
 		}
-		var submitOrderResponse order.SubmitResponse
+		var submitOrderResponse *order.SubmitResponse
 		submitOrderResponse, err = e.SubmitOrder(context.TODO(), s)
 		msg = ""
 		if err != nil {
@@ -579,12 +580,12 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
 		})
 
 		modifyRequest := order.Modify{
-			ID:     config.OrderSubmission.OrderID,
-			Type:   testOrderType,
-			Side:   testOrderSide,
-			Pair:   p,
-			Price:  config.OrderSubmission.Price,
-			Amount: config.OrderSubmission.Amount,
+			OrderID: config.OrderSubmission.OrderID,
+			Type:    testOrderType,
+			Side:    testOrderSide,
+			Pair:    p,
+			Price:   config.OrderSubmission.Price,
+			Amount:  config.OrderSubmission.Amount,
 		}
 		modifyOrderResponse, err := e.ModifyOrder(context.TODO(), &modifyRequest)
 		msg = ""
@@ -602,7 +603,7 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
 		cancelRequest := order.Cancel{
 			Side:      testOrderSide,
 			Pair:      p,
-			ID:        config.OrderSubmission.OrderID,
+			OrderID:   config.OrderSubmission.OrderID,
 			AssetType: assetTypes[i],
 		}
 		err = e.CancelOrder(context.TODO(), &cancelRequest)
@@ -622,7 +623,7 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
 		request = append(request, order.Cancel{
 			Side:      testOrderSide,
 			Pair:      p,
-			ID:        config.OrderSubmission.OrderID,
+			OrderID:   config.OrderSubmission.OrderID,
 			AssetType: assetTypes[i],
 		})
 

docs/EXCHANGE_API.md

@@ -75,9 +75,10 @@ supplied meet the requirements to make an authenticated request.
 
 
     o := &order.Submit{
+        Exchange:  b.Name, // or method GetName() if exchange.IBotInterface
         Pair:      currency.NewPair(currency.BTC, currency.USD),
-        OrderSide: order.Sell,
-        OrderType: order.Limit,
+        Side:      order.Sell,
+        Type:      order.Limit,
         Price:     1000000,
         Amount:    0.1,
         AssetType: asset.Spot,