WIP: ext_gdax

[jaonewguy]

• unified response for create_market_buy_order/create_market_sell_order

Sample output:

{
    "net_base_amount": Decimal("-2.0"),
    "net_quote_amount": Decimal("986.081176"),
    "fees": Decimal("2.958243528"),
    "avg_price": Decimal("493.040588"),
    "side": "sell",
    "type": "market",
    "order_id": "ebe0d0e2-f67b-48cf-b8de-f7e5a7ceb03b",
    "exchange_timestamp": 1529659905,
    "local_timestamp": 1529659905,
    "extraInfo": {}
}

{
    "net_base_amount": Decimal("2.0"),
    "net_quote_amount": Decimal("-988.458721299"),
    "fees": Decimal("2.965376163897"),
    "avg_price": Decimal("494.2293606495"),
    "side": "buy",
    "type": "market",
    "order_id": "fad821af-a379-4502-a941-d71d705326b4",
    "exchange_timestamp": 1529659952,
    "local_timestamp": 1529659952,
    "extraInfo": {}
}

[jaonewguy]

Another observation is that the fees are calculated and then added on top of the market_price x position_size. Meaning that GDAX (and Kraken, based on the provided json, although not sure if fee size is too small to tell) also put fees on top of the desired Market buy. This is the same "strange" behaviour which we thought Gemini did.

[jaonewguy]

Would like to refactor the create_market_x_orders, perhaps into something similar to your ext_bithumb create_market_order. But will look into possible design patterns, or maybe even multiple inheritance for reusing code for kraken (at least).

Let me know what you think of all the changes so far anyway.

[ronaldlam]

I was thinking about code sharing too when doing the gemini portion. It seems like there are still some small things that apply to each exchange. The only one I could really see was an adapter interface/abc with shared code which took the ext_exchange outputs and turned the required functions into the uniform outputs.

[jaonewguy]

Opening a new PR