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BLD: For issue #151, significantly improved the way in which we are processing order for exchanges supporting "fetch-my-trades"

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This commit is contained in:
Frederic Fortier
2018-01-12 16:36:23 -05:00
parent 270c261203
commit db1ad9aac8
1 changed files with 4 additions and 3 deletions
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catalyst/exchange/ccxt/ccxt_exchange.py
+4 -3
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@@ -767,7 +767,7 @@ class CCXT(Exchange):
return orders
def _get_executed_order_fallback(self, order):
def _process_order_fallback(self, order):
"""
Fallback method for exchanges which do not play nice with
fetch-my-trades. Apparently, about 60% of exchanges will return
@@ -810,8 +810,9 @@ class CCXT(Exchange):
return [transaction]
def process_order(self, order):
# TODO: move to parent class after tracking features in the parent
if not self.api.hasFetchMyTrades:
return self._get_executed_order_fallback(order)
return self._process_order_fallback(order)
try:
all_trades = self.get_trades(order.asset)
@@ -822,7 +823,7 @@ class CCXT(Exchange):
order.id, order.asset.symbol, e
)
)
return self._get_executed_order_fallback(order)
return self._process_order_fallback(order)
transactions = []
trades = [t for t in all_trades if t['order'] == order.id]