FIX: [exchange] [coinbase] fill in dummy values for min/max quantity

pkg/exchange/coinbase/convert.go

@@ -43,13 +43,14 @@ func toGlobalTrade(cbTrade *api.Trade) types.Trade {
 //
 // According to the markets list, the PPP is the max slippage percentage:
 // - https://exchange.coinbase.com/markets
-func toGlobalMarket(cbMarket *api.MarketInfo, cbTicker *api.Ticker) types.Market {
+func toGlobalMarket(cbMarket *api.MarketInfo) types.Market {
 	pricePrecision := int(math.Log10(fixedpoint.One.Div(cbMarket.QuoteIncrement).Float64()))
 	volumnPrecision := int(math.Log10(fixedpoint.One.Div(cbMarket.BaseIncrement).Float64()))
+
+	// NOTE: Coinbase does not appose a min quantity, but a min notional.
+	// So we set the min quantity to the base increment. Or it may require more API calls
+	// to calculate the excact min quantity, which is costy.
 	minQuantity := cbMarket.BaseIncrement
-	if cbTicker != nil {
-		minQuantity = cbMarket.MinMarketFunds.Div(cbTicker.Price)
-	}
 	// TODO: estimate max quantity by PPP
 	// fill a dummy value for now.
 	maxQuantity := minQuantity.Mul(fixedpoint.NewFromFloat(1.5))

pkg/exchange/coinbase/exchage.go

@@ -273,48 +273,15 @@ func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
 
 	marketMap := make(types.MarketMap)
 	for _, m := range markets {
-		// skip products that are not online
+		// skip products that is not online
 		if m.Status != "online" {
 			continue
 		}
-		marketInfo, err := e.queryMarketDetails(ctx, m)
-		if err != nil {
-			log.WithError(err).Warnf("failed to query market info for product: %v, skipped", m.ID)
-			continue
-		}
-		marketMap[toGlobalSymbol(m.ID)] = *marketInfo
+		marketMap[toGlobalSymbol(m.ID)] = toGlobalMarket(&m)
 	}
 	return marketMap, nil
 }
 
-func (e *Exchange) queryMarketDetails(ctx context.Context, m api.MarketInfo) (*types.Market, error) {
-	// wait for the rate limit
-	done := false
-	for {
-		select {
-		case <-ctx.Done():
-			return nil, ctx.Err()
-		default:
-			err := queryMarketDataLimiter.Wait(ctx)
-			if err == nil {
-				done = true
-				break
-			}
-		}
-		if done {
-			break
-		}
-	}
-	reqTicker := e.client.NewGetTickerRequest()
-	reqTicker.ProductID(m.ID)
-	ticker, err := reqTicker.Do(ctx)
-	if err != nil {
-		return nil, errors.Wrapf(err, "failed to fetch ticker for %v", m.ID)
-	}
-	market := toGlobalMarket(&m, ticker)
-	return &market, nil
-}
-
 func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticker, error) {
 	req := e.client.NewGetTickerRequest().ProductID(toLocalSymbol(symbol))
 	cbTicker, err := req.Do(ctx)

pkg/exchange/coinbase/exchange_test.go

@@ -36,7 +36,8 @@ func Test_Symbols(t *testing.T) {
 
 func Test_OrdersAPI(t *testing.T) {
 	ex := getExchangeOrSkip(t)
-	ctx := context.Background()
+	ctx, cancel := context.WithTimeout(context.Background(), time.Second*10)
+	defer cancel()
 
 	// should fail on unsupported symbol
 	order, err := ex.SubmitOrder(
@@ -103,21 +104,26 @@ func Test_OrdersAPI(t *testing.T) {
 
 func Test_QueryAccount(t *testing.T) {
 	ex := getExchangeOrSkip(t)
-	ctx := context.Background()
+	ctx, cancel := context.WithTimeout(context.Background(), time.Second*10)
+	defer cancel()
+
 	_, err := ex.QueryAccount(ctx)
 	assert.NoError(t, err)
 }
 
 func Test_QueryAccountBalances(t *testing.T) {
 	ex := getExchangeOrSkip(t)
-	ctx := context.Background()
+	ctx, cancel := context.WithTimeout(context.Background(), time.Second*10)
+	defer cancel()
+
 	_, err := ex.QueryAccountBalances(ctx)
 	assert.NoError(t, err)
 }
 
 func Test_QueryOpenOrders(t *testing.T) {
 	ex := getExchangeOrSkip(t)
-	ctx := context.Background()
+	ctx, cancel := context.WithTimeout(context.Background(), time.Second*10)
+	defer cancel()
 
 	symbols := []string{"BTCUSD", "ETHUSD", "ETHBTC"}
 	for _, k := range symbols {
@@ -128,22 +134,28 @@ func Test_QueryOpenOrders(t *testing.T) {
 
 func Test_QueryMarkets(t *testing.T) {
 	ex := getExchangeOrSkip(t)
-	ctx := context.Background()
+	ctx, cancel := context.WithTimeout(context.Background(), time.Second*10)
+	defer cancel()
+
 	_, err := ex.QueryMarkets(ctx)
 	assert.NoError(t, err)
 }
 
 func Test_QueryTicker(t *testing.T) {
 	ex := getExchangeOrSkip(t)
-	ctx := context.Background()
+	ctx, cancel := context.WithTimeout(context.Background(), time.Second*10)
+	defer cancel()
+
 	ticker, err := ex.QueryTicker(ctx, "BTCUSD")
 	assert.NoError(t, err)
 	assert.NotNil(t, ticker)
 }
 
 func Test_QueryTickers(t *testing.T) {
 	ex := getExchangeOrSkip(t)
-	ctx := context.Background()
+	ctx, cancel := context.WithTimeout(context.Background(), time.Second*10)
+	defer cancel()
+
 	symbols := []string{"BTCUSD", "ETHUSD", "ETHBTC"}
 	tickers, err := ex.QueryTickers(ctx, symbols...)
 	assert.NoError(t, err)
@@ -152,7 +164,9 @@ func Test_QueryTickers(t *testing.T) {
 
 func Test_QueryKLines(t *testing.T) {
 	ex := getExchangeOrSkip(t)
-	ctx := context.Background()
+	ctx, cancel := context.WithTimeout(context.Background(), time.Second*10)
+	defer cancel()
+
 	// should fail on unsupported interval
 	_, err := ex.QueryKLines(ctx, "BTCUSD", types.Interval12h, types.KLineQueryOptions{})
 	assert.Error(t, err)
@@ -178,7 +192,8 @@ func Test_QueryKLines(t *testing.T) {
 
 func Test_QueryOrderTrades(t *testing.T) {
 	ex := getExchangeOrSkip(t)
-	ctx := context.Background()
+	ctx, cancel := context.WithTimeout(context.Background(), time.Second*10)
+	defer cancel()
 
 	trades, err := ex.QueryOrderTrades(ctx, types.OrderQuery{Symbol: "ETHUSD"})
 	assert.NoError(t, err)