Merge pull request #387 from t0chk/master

Order changing
tiagosiebler · Jan 24, 2024 · 5817027 · 5817027
2 parents 6fca067 + 86147ff
commit 5817027
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diff --git a/src/main-client.ts b/src/main-client.ts
@@ -186,6 +186,9 @@ import {
   GetOrderStatusParams,
   EnableConvertSubAccountParams,
   AcceptQuoteRequestParams,
+  ReplaceSpotOrderParams,
+  ReplaceSpotOrderResultError,
+  ReplaceSpotOrderResultSuccess,
 } from './types/spot';
 
 import {
@@ -801,6 +804,12 @@ export class MainClient extends BaseRestClient {
     return this.postPrivate('api/v3/order/test', params);
   }
 
+  replaceOrder(
+    params: ReplaceSpotOrderParams,
+  ): Promise<ReplaceSpotOrderResultSuccess> {
+    return this.postPrivate('api/v3/order/cancelReplace', params);
+  }
+
   submitNewOrder(
     params: NewSpotOrderParams,
   ): Promise<OrderResponseACK | OrderResponseResult | OrderResponseFull> {

diff --git a/src/types/spot.ts b/src/types/spot.ts
@@ -1,6 +1,7 @@
 import {
   ExchangeFilter,
   ExchangeSymbol,
+  GenericCodeMsgError,
   numberInString,
   OrderBookRow,
   OrderResponseType,
@@ -420,6 +421,14 @@ export interface NewSpotOrderParams {
   sideEffectType?: SideEffects;
 }
 
+export interface ReplaceSpotOrderParams extends NewSpotOrderParams {
+  cancelReplaceMode: 'STOP_ON_FAILURE' | 'ALLOW_FAILURE';
+  cancelNewClientOrderId?: string;
+  cancelOrigClientOrderId?: string;
+  cancelOrderId?: number;
+  cancelRestrictions?: 'ONLY_NEW' | 'ONLY_PARTIALLY_FILLED';
+}
+
 export interface GetOCOParams {
   symbol?: string;
   isIsolated?: StringBoolean;
@@ -644,6 +653,46 @@ export interface OrderResponseFull {
   fills: OrderFill[];
 }
 
+export interface GenericReplaceSpotOrderResult<C,N> {
+  cancelResult: 'SUCCESS' | 'FAILURE';
+  newOrderResult: 'SUCCESS' | 'FAILURE' | 'NOT_ATTEMPTED';
+  cancelResponse: C;
+  newOrderResponse: N;
+}
+
+export interface ReplaceSpotOrderCancelStopFailure extends GenericReplaceSpotOrderResult<GenericCodeMsgError, null> {
+  cancelResult: 'FAILURE';
+  newOrderResult: 'NOT_ATTEMPTED';
+}
+
+export interface ReplaceSpotOrderNewFailure extends GenericReplaceSpotOrderResult<CancelSpotOrderResult, GenericCodeMsgError> {
+  cancelResult: 'SUCCESS';
+  newOrderResult: 'FAILURE';
+}
+
+export interface ReplaceSpotOrderCancelAllowFailure extends GenericReplaceSpotOrderResult<GenericCodeMsgError, OrderResponseACK | OrderResponseResult | OrderResponseFull> {
+  cancelResult: 'FAILURE';
+  newOrderResult: 'SUCCESS';
+}
+
+export interface ReplaceSpotOrderCancelAllFailure extends GenericReplaceSpotOrderResult<GenericCodeMsgError, GenericCodeMsgError> {
+  cancelResult: 'FAILURE';
+  newOrderResult: 'FAILURE';
+}
+
+export interface ReplaceSpotOrderResultError {
+  data: 
+  | ReplaceSpotOrderCancelStopFailure 
+  | ReplaceSpotOrderNewFailure 
+  | ReplaceSpotOrderCancelAllowFailure 
+  | ReplaceSpotOrderCancelAllFailure
+}
+
+export interface ReplaceSpotOrderResultSuccess extends GenericReplaceSpotOrderResult<CancelSpotOrderResult, OrderResponseACK | OrderResponseResult | OrderResponseFull> {
+  cancelResult: 'SUCCESS';
+  newOrderResult: 'SUCCESS';
+}
+
 export interface CancelSpotOrderResult {
   symbol: string;
   origClientOrderId: string;

diff --git a/src/usdm-client.ts b/src/usdm-client.ts
@@ -66,6 +66,8 @@ import {
   MarkPrice,
   HistoricOpenInterest,
   UserCommissionRate,
+  ModifyFuturesOrderParams,
+  ModifyFuturesOrderResult,
 } from './types/futures';
 
 import {
@@ -277,6 +279,15 @@ export class USDMClient extends BaseRestClient {
     return this.postPrivate('fapi/v1/order', params);
   }
 
+    /**
+   * Order modify function, currently only LIMIT order modification is supported, modified orders will be reordered in the match queue
+   */
+    modifyOrder(
+      params: ModifyFuturesOrderParams,
+    ): Promise<ModifyFuturesOrderResult> {
+      return this.putPrivate('fapi/v1/order', params);
+    }
+
   /**
    * Warning: max 5 orders at a time! This method does not throw, instead it returns individual errors in the response array if any orders were rejected.
    *