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fix: buy order results bug in OKEx #829

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Merged
merged 1 commit into from
Feb 8, 2024
Merged

fix: buy order results bug in OKEx #829

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15 changes: 15 additions & 0 deletions src/ExchangeSharp/.vscode/launch.json
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Original file line number Diff line number Diff line change
@@ -0,0 +1,15 @@
{
// Use IntelliSense to learn about possible attributes.
// Hover to view descriptions of existing attributes.
// For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387
"version": "0.2.0",
"configurations": [
{
// attach to running dotnet console app
"name": ".NET Core Attach",
"type": "coreclr",
"request": "attach",
"processId": "${command:pickProcess}"
}
]
}
66 changes: 38 additions & 28 deletions src/ExchangeSharp/API/Exchanges/OKGroup/ExchangeOKExAPI.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -831,34 +831,44 @@ await GetNoncePayloadAsync()
);
}

private static ExchangeOrderResult ParseOrder(JToken token) =>
new ExchangeOrderResult()
{
OrderId = token["ordId"].Value<string>(),
OrderDate = DateTimeOffset
.FromUnixTimeMilliseconds(token["cTime"].Value<long>())
.DateTime,
Result = token["state"].Value<string>() switch
{
"canceled" => ExchangeAPIOrderResult.Canceled,
"live" => ExchangeAPIOrderResult.Open,
"partially_filled" => ExchangeAPIOrderResult.FilledPartially,
"filled" => ExchangeAPIOrderResult.Filled,
_ => ExchangeAPIOrderResult.Unknown
},
IsBuy = token["side"].Value<string>() == "buy",
IsAmountFilledReversed = false,
Amount = token["sz"].Value<decimal>(),
AmountFilled = token["accFillSz"].Value<decimal>(),
AveragePrice =
token["avgPx"].Value<string>() == string.Empty
? default
: token["avgPx"].Value<decimal>(),
Price = token["px"].Value<decimal>(),
ClientOrderId = token["clOrdId"].Value<string>(),
FeesCurrency = token["feeCcy"].Value<string>(),
MarketSymbol = token["instId"].Value<string>()
};
private static ExchangeOrderResult ParseOrder(JToken token)
{
var newResult = new ExchangeOrderResult();
newResult.OrderId = token["ordId"].Value<string>();
newResult.OrderDate = DateTimeOffset
.FromUnixTimeMilliseconds(token["cTime"].Value<long>())
.DateTime;
newResult.Result = token["state"].Value<string>() switch
{
"canceled" => ExchangeAPIOrderResult.Canceled,
"live" => ExchangeAPIOrderResult.Open,
"partially_filled" => ExchangeAPIOrderResult.FilledPartially,
"filled" => ExchangeAPIOrderResult.Filled,
_ => ExchangeAPIOrderResult.Unknown
};
newResult.IsBuy = token["side"].Value<string>() == "buy";
newResult.IsAmountFilledReversed = false;
newResult.Amount = token["sz"].Value<decimal>();
newResult.AmountFilled = token["accFillSz"].Value<decimal>();

var avgPrice = decimal.TryParse(token["avgPx"].Value<string>(), out var tempAvgPx) ? tempAvgPx : default;
var price = decimal.TryParse(token["px"].Value<string>(), out var tempPx) ? tempPx : default;
if (avgPrice == default && price != default)
{
avgPrice = price;
}
else if (price == default && avgPrice != default)
{
price = avgPrice;
}
newResult.Price = price;
newResult.AveragePrice = avgPrice;
Comment on lines +854 to +865
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Seems there was an expectation that the inverse was true previously. I made it a bit safer parsing and use the other value if there is missing data one way or the other.

i.e. if we don't have avgPx use px, if we don't have px use avgPx, if we have both, Great!

newResult.ClientOrderId = token["clOrdId"].Value<string>();
newResult.FeesCurrency = token["feeCcy"].Value<string>();
newResult.MarketSymbol = token["instId"].Value<string>();

return newResult;
}

private static IEnumerable<ExchangeOrderResult> ParseOrders(JToken token) =>
token.Select(ParseOrder);
Expand Down