gdax: bug fetching order after market buy order

Hello, first I would like to thank you for producing such an extremely excellent module.

I’m having an issue fetching orders after placing a market buy order on gdax. Gdax allows you to specify the funds you want to spend as an alternative to the size.

I can successfully place a market buy order like this: gdax.createMarketBuyOrder(‘BTC/USD’, 0.0, {‘funds’: ‘1000.0’}) and checking my account, I can see that it worked. However, when I then try to fetch the order, I get the following error message:

Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/usr/lib/python2.7/site-packages/ccxt/gdax.py", line 356, in fetch_order
    return self.parse_order(response)
  File "/usr/lib/python2.7/site-packages/ccxt/gdax.py", line 330, in parse_order
    remaining = amount - filled
TypeError: unsupported operand type(s) for -: 'NoneType' and 'float'

The information I want is returned in the HTML, but I’m not sure how to access it given that gdax.py throws this error. Your help in this matter would be really appreciated.

OS: Amazon Linux 2.0 (2017.12) LTS Release Candidate Programming Language version: python CCXT version: 1.10.802 Exchange: gdax Method: createMarketBuyOrder, fetch_order

I turned verbose on, and the full output (with personal info redacted) is as follows. Many thanks for your help.

gdax.createMarketBuyOrder('BTC/USD', 0.0, {'funds': '1000.0'})
('GET', 'https://api-public.sandbox.gdax.com/products', '\nRequest:', {'Accept-Encoding': 'gzip, deflate', 'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/62.0.3202.94 Safari/537.36'}, None)
('GET', 'https://api-public.sandbox.gdax.com/products', '\nResponse:', '{\'Expect-CT\': \'max-age=604800, report-uri="https://report-uri.cloudflare.com/cdn-cgi/beacon/expect-ct"\', \'Access-Control-Allow-Methods\': \'GET,POST,DELETE,PUT\', \'X-Content-Type-Options\': \'nosniff\', \'Access-Control-Expose-Headers\': \'cb-before, cb-after\', \'Transfer-Encoding\': \'chunked\', \'Set-Cookie\': \'__cfduid=REDACTED; expires=Wed, 23-Jan-19 11:23:49 GMT; path=/; domain=.gdax.com; HttpOnly\', \'Access-Control-Max-Age\': \'7200\', \'Server\': \'cloudflare\', \'Connection\': \'keep-alive\', \'ETag\': \'W/"6ff-HaU1+dUd5wDANbSVz+GWJMt+iFY"\', \'Strict-Transport-Security\': \'max-age=15552000; includeSubDomains; preload\', \'Cache-Control\': \'public, max-age=5\', \'Date\': \'Tue, 23 Jan 2018 11:23:49 GMT\', \'Access-Control-Allow-Origin\': \'*\', \'Access-Control-Allow-Headers\': \'Content-Type, Accept, cb-session, cb-fp\', \'Content-Type\': \'application/json; charset=utf-8\', \'CF-RAY\': \'3e1a6210c8789f54-IAD\', \'Content-Encoding\': \'gzip\'}', u'[{"id":"BTC-USD","base_currency":"BTC","quote_currency":"USD","base_min_size":"0.01","base_max_size":"10000","quote_increment":"0.01","display_name":"BTC/USD","status":"online","margin_enabled":true,"status_message":null},{"id":"BTC-GBP","base_currency":"BTC","quote_currency":"GBP","base_min_size":"0.01","base_max_size":"10000","quote_increment":"0.01","display_name":"BTC/GBP","status":"online","margin_enabled":false,"status_message":null},{"id":"BTC-EUR","base_currency":"BTC","quote_currency":"EUR","base_min_size":"0.01","base_max_size":"10000","quote_increment":"0.01","display_name":"BTC/EUR","status":"online","margin_enabled":false,"status_message":null},{"id":"ETH-BTC","base_currency":"ETH","quote_currency":"BTC","base_min_size":"0.01","base_max_size":"1000000","quote_increment":"0.00001","display_name":"ETH/BTC","status":"online","margin_enabled":false,"status_message":null},{"id":"ETH-USD","base_currency":"ETH","quote_currency":"USD","base_min_size":"0.01","base_max_size":"1000000","quote_increment":"0.01","display_name":"ETH/USD","status":"online","margin_enabled":true,"status_message":null},{"id":"LTC-BTC","base_currency":"LTC","quote_currency":"BTC","base_min_size":"0.01","base_max_size":"1000000","quote_increment":"0.00001","display_name":"LTC/BTC","status":"online","margin_enabled":false,"status_message":null},{"id":"LTC-USD","base_currency":"LTC","quote_currency":"USD","base_min_size":"0.01","base_max_size":"1000000","quote_increment":"0.01","display_name":"LTC/USD","status":"online","margin_enabled":false,"status_message":null},{"id":"ETH-EUR","base_currency":"ETH","quote_currency":"EUR","base_min_size":"0.01","base_max_size":"1000000","quote_increment":"0.01","display_name":"ETH/EUR","status":"online","margin_enabled":false,"status_message":null}]')
('POST', 'https://api-public.sandbox.gdax.com/orders', '\nRequest:', {'Accept-Encoding': 'gzip, deflate', 'CB-ACCESS-SIGN': u'REDACTED', 'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/62.0.3202.94 Safari/537.36', 'Content-Type': 'application/json', 'CB-ACCESS-KEY': 'REDACTED', 'CB-ACCESS-TIMESTAMP': '1516706630', 'CB-ACCESS-PASSPHRASE': 'REDACTED'}, '{"funds":"1000.0","size":0.0,"type":"market","side":"buy","product_id":"BTC-USD"}')
('POST', 'https://api-public.sandbox.gdax.com/orders', '\nResponse:', '{\'Expect-CT\': \'max-age=604800, report-uri="https://report-uri.cloudflare.com/cdn-cgi/beacon/expect-ct"\', \'Access-Control-Allow-Methods\': \'GET,POST,DELETE,PUT\', \'X-Content-Type-Options\': \'nosniff\', \'Access-Control-Expose-Headers\': \'cb-before, cb-after\', \'Transfer-Encoding\': \'chunked\', \'Set-Cookie\': \'__cfduid=REDACTED; expires=Wed, 23-Jan-19 11:23:49 GMT; path=/; domain=.gdax.com; HttpOnly\', \'Access-Control-Max-Age\': \'7200\', \'Server\': \'cloudflare\', \'Connection\': \'keep-alive\', \'ETag\': \'W/"177-tSBspF6tI55zJVRpc8qaGFOxFic"\', \'Strict-Transport-Security\': \'max-age=15552000; includeSubDomains; preload\', \'Date\': \'Tue, 23 Jan 2018 11:23:49 GMT\', \'Access-Control-Allow-Origin\': \'*\', \'Access-Control-Allow-Headers\': \'Content-Type, Accept, cb-session, cb-fp\', \'Content-Type\': \'application/json; charset=utf-8\', \'CF-RAY\': \'3e1a621168da9f54-IAD\', \'Content-Encoding\': \'gzip\'}', u'{"id":"4c00d963-8a9c-4180-ae6e-831dfcb1df02","product_id":"BTC-USD","side":"buy","stp":"dc","funds":"997.5062344100000000","specified_funds":"1000.0000000000000000","type":"market","post_only":false,"created_at":"2018-01-23T11:23:50.051153Z","fill_fees":"0.0000000000000000","filled_size":"0.00000000","executed_value":"0.0000000000000000","status":"pending","settled":false}')
{'info': {u'status': u'pending', u'post_only': False, u'specified_funds': u'1000.0000000000000000', u'product_id': u'BTC-USD', u'fill_fees': u'0.0000000000000000', u'funds': u'997.5062344100000000', u'created_at': u'2018-01-23T11:23:50.051153Z', u'id': u'4c00d963-8a9c-4180-ae6e-831dfcb1df02', u'stp': u'dc', u'settled': False, u'executed_value': u'0.0000000000000000', u'type': u'market', u'side': u'buy', u'filled_size': u'0.00000000'}, 'id': u'4c00d963-8a9c-4180-ae6e-831dfcb1df02'}

gdax.fetch_order('4c00d963-8a9c-4180-ae6e-831dfcb1df02')
('GET', 'https://api-public.sandbox.gdax.com/orders/4c00d963-8a9c-4180-ae6e-831dfcb1df02', '\nRequest:', {'Accept-Encoding': 'gzip, deflate', 'CB-ACCESS-SIGN': u'REDACTED', 'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/62.0.3202.94 Safari/537.36', 'Content-Type': 'application/json', 'CB-ACCESS-KEY': 'REDACTED', 'CB-ACCESS-TIMESTAMP': '1516706676', 'CB-ACCESS-PASSPHRASE': 'REDACTED'}, None)
('GET', 'https://api-public.sandbox.gdax.com/orders/4c00d963-8a9c-4180-ae6e-831dfcb1df02', '\nResponse:', '{\'Expect-CT\': \'max-age=604800, report-uri="https://report-uri.cloudflare.com/cdn-cgi/beacon/expect-ct"\', \'Access-Control-Allow-Methods\': \'GET,POST,DELETE,PUT\', \'X-Content-Type-Options\': \'nosniff\', \'Access-Control-Expose-Headers\': \'cb-before, cb-after\', \'Transfer-Encoding\': \'chunked\', \'Set-Cookie\': \'__cfduid=REDACTED; expires=Wed, 23-Jan-19 11:24:35 GMT; path=/; domain=.gdax.com; HttpOnly\', \'Access-Control-Max-Age\': \'7200\', \'Server\': \'cloudflare\', \'Connection\': \'keep-alive\', \'ETag\': \'W/"1b1-Hnb76s1ZMHi2NrrOE4e0B3F6rDY"\', \'Strict-Transport-Security\': \'max-age=15552000; includeSubDomains; preload\', \'Date\': \'Tue, 23 Jan 2018 11:24:35 GMT\', \'Access-Control-Allow-Origin\': \'*\', \'Access-Control-Allow-Headers\': \'Content-Type, Accept, cb-session, cb-fp\', \'Content-Type\': \'application/json; charset=utf-8\', \'CF-RAY\': \'3e1a63320d7c9f54-IAD\', \'Content-Encoding\': \'gzip\'}', u'{"id":"4c00d963-8a9c-4180-ae6e-831dfcb1df02","product_id":"BTC-USD","side":"buy","stp":"dc","funds":"997.5062344100000000","specified_funds":"1000.0000000000000000","type":"market","post_only":false,"created_at":"2018-01-23T11:23:50.051153Z","done_at":"2018-01-23T11:23:50.068Z","done_reason":"filled","fill_fees":"2.4937653549095000","filled_size":"0.09188473","executed_value":"997.5061419638000000","status":"done","settled":true}')
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/usr/lib/python2.7/site-packages/ccxt/gdax.py", line 356, in fetch_order
    return self.parse_order(response)
  File "/usr/lib/python2.7/site-packages/ccxt/gdax.py", line 330, in parse_order
    remaining = amount - filled
TypeError: unsupported operand type(s) for -: 'NoneType' and 'float'

[robinglis]

Hmmm. Well, that’s the output I get. I guess the object returned by the market buy order is returned before the order is filled?

[robinglis]

P.s. I created a trivial fix by replacing line 330 of the ccxt file gdax.py remaining = amount - filled with an if statement that sets remaining to 0.0 is amount is None. Let me know if you want me to submit that as a pull request.