Currency package update (#247)

* Initial currency overhaul before service system implementation

* Remove redundant currency string in orderbook.Base
Unexport lastupdated field in orderbook.Base as it was being instantiated multiple times
Add error handling for process orderbook

*  Remove redundant currency string in ticker.Price
 Unexport lastupdated field in ticker.Price
 Add error handling for process ticker function and fix tests

* Phase Two Update

* Update translations to use map type - thankyou to kempeng for spotting this

* Change pair method name from Display -> Format for better readability

* Fixes misspelling and tests

* Implement requested changes from GloriousCode

* Remove reduntant function and streamlined return in currency_translation.go

* Revert pair method naming conventions

* Change currency naming conventions

* Changed code type to exported Item type with underlying string to reduce complexity

* Added interim orderbook process method to orderbook.Base type

* Changed feebuilder struct field to currency.Pair

* Adds fall over system for backup fx providers

* deprecate function and children and fix linter issue with btcmarkets

* Fixed requested changes

* Fix bug and move mtx for rates

* Fixed after rebase oopsies

* Fix linter issues

* Fixes race conditions in testing functions

* Final phase coinmarketcap update

* fix linter issues

* Implement requested changes

* Adds configuration variables to increase/decrease time durations between updating currency file and fetching new currency rates

* Add a collection of tests to improve codecov

* After rebase oopsy fixes for btse

* Fix requested changes

* fix after rebase oopsies and add more efficient comparison checks within currency pair

* Fix linter issues
This commit is contained in:
Ryan O'Hara-Reid
2019-03-19 11:49:05 +11:00
committed by Adrian Gallagher
parent ed760e184e
commit 0990f9d118
189 changed files with 11982 additions and 8055 deletions

View File

@@ -10,7 +10,7 @@ import (
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/config"
"github.com/thrasher-/gocryptotrader/currency/symbol"
"github.com/thrasher-/gocryptotrader/currency"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/request"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
@@ -87,9 +87,9 @@ func (a *ANX) Setup(exch config.ExchangeConfig) {
a.SetHTTPClientUserAgent(exch.HTTPUserAgent)
a.RESTPollingDelay = exch.RESTPollingDelay
a.Verbose = exch.Verbose
a.BaseCurrencies = common.SplitStrings(exch.BaseCurrencies, ",")
a.AvailablePairs = common.SplitStrings(exch.AvailablePairs, ",")
a.EnabledPairs = common.SplitStrings(exch.EnabledPairs, ",")
a.BaseCurrencies = exch.BaseCurrencies
a.AvailablePairs = exch.AvailablePairs
a.EnabledPairs = exch.EnabledPairs
err := a.SetCurrencyPairFormat()
if err != nil {
log.Fatal(err)
@@ -451,9 +451,9 @@ func (a *ANX) GetFee(feeBuilder exchange.FeeBuilder) (float64, error) {
case exchange.CryptocurrencyTradeFee:
fee = a.calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount, feeBuilder.IsMaker)
case exchange.CryptocurrencyWithdrawalFee:
fee = getCryptocurrencyWithdrawalFee(feeBuilder.FirstCurrency)
fee = getCryptocurrencyWithdrawalFee(feeBuilder.Pair.Base)
case exchange.InternationalBankWithdrawalFee:
fee = getInternationalBankWithdrawalFee(feeBuilder.CurrencyItem, feeBuilder.Amount)
fee = getInternationalBankWithdrawalFee(feeBuilder.FiatCurrency, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
@@ -473,15 +473,15 @@ func (a *ANX) calculateTradingFee(purchasePrice, amount float64, isMaker bool) f
return fee
}
func getCryptocurrencyWithdrawalFee(currency string) float64 {
return WithdrawalFees[currency]
func getCryptocurrencyWithdrawalFee(c currency.Code) float64 {
return WithdrawalFees[c]
}
func getInternationalBankWithdrawalFee(currency string, amount float64) float64 {
func getInternationalBankWithdrawalFee(c currency.Code, amount float64) float64 {
var fee float64
if currency == symbol.HKD {
fee = 250 + (WithdrawalFees[currency] * amount)
if c == currency.HKD {
fee = 250 + (WithdrawalFees[c] * amount)
}
// TODO, other fiat currencies require consultation with ANXPRO
return fee

View File

@@ -5,8 +5,7 @@ import (
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/config"
"github.com/thrasher-/gocryptotrader/currency/pair"
"github.com/thrasher-/gocryptotrader/currency/symbol"
"github.com/thrasher-/gocryptotrader/currency"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
)
@@ -131,13 +130,11 @@ func TestGetAPIKey(t *testing.T) {
func setFeeBuilder() exchange.FeeBuilder {
return exchange.FeeBuilder{
Amount: 1,
Delimiter: "",
FeeType: exchange.CryptocurrencyTradeFee,
FirstCurrency: symbol.BTC,
SecondCurrency: symbol.LTC,
IsMaker: false,
PurchasePrice: 1,
Amount: 1,
FeeType: exchange.CryptocurrencyTradeFee,
Pair: currency.NewPair(currency.BTC, currency.LTC),
IsMaker: false,
PurchasePrice: 1,
}
}
@@ -197,7 +194,7 @@ func TestGetFee(t *testing.T) {
// InternationalBankDepositFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.InternationalBankDepositFee
feeBuilder.CurrencyItem = symbol.HKD
feeBuilder.FiatCurrency = currency.HKD
if resp, err := a.GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
@@ -206,7 +203,7 @@ func TestGetFee(t *testing.T) {
// InternationalBankWithdrawalFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.InternationalBankWithdrawalFee
feeBuilder.CurrencyItem = symbol.HKD
feeBuilder.FiatCurrency = currency.HKD
if resp, err := a.GetFee(feeBuilder); resp != float64(250.01) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(250.01), resp)
t.Error(err)
@@ -275,10 +272,10 @@ func TestSubmitOrder(t *testing.T) {
if areTestAPIKeysSet() && !canManipulateRealOrders {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
var p = pair.CurrencyPair{
Delimiter: "_",
FirstCurrency: symbol.BTC,
SecondCurrency: symbol.USD,
var p = currency.Pair{
Delimiter: "_",
Base: currency.BTC,
Quote: currency.USD,
}
response, err := a.SubmitOrder(p, exchange.BuyOrderSide, exchange.MarketOrderType, 1, 1, "clientId")
if areTestAPIKeysSet() && (err != nil || !response.IsOrderPlaced) {
@@ -296,7 +293,7 @@ func TestCancelExchangeOrder(t *testing.T) {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
currencyPair := pair.NewCurrencyPair(symbol.BTC, symbol.LTC)
currencyPair := currency.NewPair(currency.BTC, currency.LTC)
var orderCancellation = exchange.OrderCancellation{
OrderID: "1",
@@ -321,7 +318,7 @@ func TestCancelAllExchangeOrders(t *testing.T) {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
currencyPair := pair.NewCurrencyPair(symbol.BTC, symbol.LTC)
currencyPair := currency.NewPair(currency.BTC, currency.LTC)
var orderCancellation = exchange.OrderCancellation{
OrderID: "1",
@@ -374,7 +371,7 @@ func TestWithdraw(t *testing.T) {
var withdrawCryptoRequest = exchange.WithdrawRequest{
Amount: 100,
Currency: symbol.BTC,
Currency: currency.BTC,
Address: "1F5zVDgNjorJ51oGebSvNCrSAHpwGkUdDB",
Description: "WITHDRAW IT ALL",
AddressTag: "0123456789",
@@ -422,12 +419,12 @@ func TestWithdrawInternationalBank(t *testing.T) {
func TestGetDepositAddress(t *testing.T) {
if areTestAPIKeysSet() {
_, err := a.GetDepositAddress(symbol.BTC, "")
_, err := a.GetDepositAddress(currency.BTC, "")
if err != nil {
t.Error("Test Failed - GetDepositAddress() error", err)
}
} else {
_, err := a.GetDepositAddress(symbol.BTC, "")
_, err := a.GetDepositAddress(currency.BTC, "")
if err == nil {
t.Error("Test Failed - GetDepositAddress() error cannot be nil")
}

View File

@@ -1,6 +1,6 @@
package anx
import "github.com/thrasher-/gocryptotrader/currency/symbol"
import "github.com/thrasher-/gocryptotrader/currency"
// List of strings
const (
@@ -9,8 +9,8 @@ const (
CancelOrderWrongState string = "ORDER_CANCEL_WRONG_STATE"
)
// Currency holds the currency information
type Currency struct {
// CurrencyData holds the currency information
type CurrencyData struct {
Decimals int `json:"decimals"`
MinOrderSize float64 `json:"minOrderSize"`
MaxOrderSize float64 `json:"maxOrderSize"`
@@ -41,10 +41,10 @@ type Currency struct {
}
// Currencies stores a list of currencies
type Currencies map[string]Currency
type Currencies map[string]CurrencyData
// CurrencyPair holds the currency information
type CurrencyPair struct {
// CurrencyPairData holds the currency information
type CurrencyPairData struct {
PriceDecimals int `json:"priceDecimals"`
EngineSettings struct {
TradingEnabled bool `json:"tradingEnabled"`
@@ -88,7 +88,7 @@ type Amount struct {
}
// CurrencyPairs stores currency pair info
type CurrencyPairs map[string]CurrencyPair
type CurrencyPairs map[string]CurrencyPairData
// CurrenciesStore stores the available cryptocurrencies
// and fiat currencies
@@ -195,13 +195,13 @@ type Depth struct {
// WithdrawalFees the large list of predefined withdrawal fees
// Prone to change
var WithdrawalFees = map[string]float64{
symbol.BTC: 0.002,
symbol.DOGE: 0.1,
symbol.ETH: 0.005,
symbol.GNT: 0.001,
symbol.LTC: 0.02,
symbol.OAX: 0.001,
symbol.XRP: 1,
symbol.HKD: 0.01,
var WithdrawalFees = map[currency.Code]float64{
currency.BTC: 0.002,
currency.DOGE: 0.1,
currency.ETH: 0.005,
currency.GNT: 0.001,
currency.LTC: 0.02,
currency.OAX: 0.001,
currency.XRP: 1,
currency.HKD: 0.01,
}

View File

@@ -8,7 +8,7 @@ import (
"time"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/currency/pair"
"github.com/thrasher-/gocryptotrader/currency"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
@@ -31,17 +31,25 @@ func (a *ANX) Run() {
log.Debugf("%s %d currencies enabled: %s.\n", a.GetName(), len(a.EnabledPairs), a.EnabledPairs)
}
exchangeProducts, err := a.GetTradablePairs()
tradablePairs, err := a.GetTradablePairs()
if err != nil {
log.Debugf("%s Failed to get available symbols.\n", a.GetName())
} else {
forceUpgrade := false
if !common.StringDataContains(a.EnabledPairs, "_") || !common.StringDataContains(a.AvailablePairs, "_") {
if !common.StringDataContains(a.EnabledPairs.Strings(), "_") ||
!common.StringDataContains(a.AvailablePairs.Strings(), "_") {
forceUpgrade = true
}
if forceUpgrade {
enabledPairs := []string{"BTC_USD,BTC_HKD,BTC_EUR,BTC_CAD,BTC_AUD,BTC_SGD,BTC_JPY,BTC_GBP,BTC_NZD,LTC_BTC,DOG_EBTC,STR_BTC,XRP_BTC"}
newPairs := []string{"BTC_USD,BTC_HKD,BTC_EUR,BTC_CAD,BTC_AUD,BTC_SGD,BTC_JPY,BTC_GBP,BTC_NZD,LTC_BTC,DOG_EBTC,STR_BTC,XRP_BTC"}
var enabledPairs currency.Pairs
for _, p := range newPairs {
enabledPairs = append(enabledPairs,
currency.NewPairDelimiter(p, "_"))
}
log.Warn("Enabled pairs for ANX reset due to config upgrade, please enable the ones you would like again.")
err = a.UpdateCurrencies(enabledPairs, true, true)
@@ -49,6 +57,13 @@ func (a *ANX) Run() {
log.Errorf("%s Failed to get config.\n", a.GetName())
}
}
var exchangeProducts currency.Pairs
for _, p := range tradablePairs {
exchangeProducts = append(exchangeProducts,
currency.NewPairDelimiter(p, "_"))
}
err = a.UpdateCurrencies(exchangeProducts, false, forceUpgrade)
if err != nil {
log.Errorf("%s Failed to get config.\n", a.GetName())
@@ -72,7 +87,7 @@ func (a *ANX) GetTradablePairs() ([]string, error) {
}
// UpdateTicker updates and returns the ticker for a currency pair
func (a *ANX) UpdateTicker(p pair.CurrencyPair, assetType string) (ticker.Price, error) {
func (a *ANX) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
var tickerPrice ticker.Price
tick, err := a.GetTicker(exchange.FormatExchangeCurrency(a.GetName(), p).String())
if err != nil {
@@ -134,12 +149,17 @@ func (a *ANX) UpdateTicker(p pair.CurrencyPair, assetType string) (ticker.Price,
} else {
tickerPrice.High = 0
}
ticker.ProcessTicker(a.GetName(), p, tickerPrice, assetType)
err = ticker.ProcessTicker(a.GetName(), tickerPrice, assetType)
if err != nil {
return tickerPrice, err
}
return ticker.GetTicker(a.Name, p, assetType)
}
// GetTickerPrice returns the ticker for a currency pair
func (a *ANX) GetTickerPrice(p pair.CurrencyPair, assetType string) (ticker.Price, error) {
func (a *ANX) GetTickerPrice(p currency.Pair, assetType string) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker(a.GetName(), p, assetType)
if err != nil {
return a.UpdateTicker(p, assetType)
@@ -148,8 +168,8 @@ func (a *ANX) GetTickerPrice(p pair.CurrencyPair, assetType string) (ticker.Pric
}
// GetOrderbookEx returns the orderbook for a currency pair
func (a *ANX) GetOrderbookEx(p pair.CurrencyPair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.GetOrderbook(a.GetName(), p, assetType)
func (a *ANX) GetOrderbookEx(p currency.Pair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.Get(a.GetName(), p, assetType)
if err != nil {
return a.UpdateOrderbook(p, assetType)
}
@@ -157,7 +177,7 @@ func (a *ANX) GetOrderbookEx(p pair.CurrencyPair, assetType string) (orderbook.B
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (a *ANX) UpdateOrderbook(p pair.CurrencyPair, assetType string) (orderbook.Base, error) {
func (a *ANX) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := a.GetDepth(exchange.FormatExchangeCurrency(a.GetName(), p).String())
if err != nil {
@@ -178,8 +198,15 @@ func (a *ANX) UpdateOrderbook(p pair.CurrencyPair, assetType string) (orderbook.
Amount: orderbookNew.Data.Bids[x].Amount})
}
orderbook.ProcessOrderbook(a.GetName(), p, orderBook, assetType)
return orderbook.GetOrderbook(a.Name, p, assetType)
orderBook.Pair = p
orderBook.ExchangeName = a.GetName()
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(a.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies on the
@@ -193,9 +220,9 @@ func (a *ANX) GetAccountInfo() (exchange.AccountInfo, error) {
}
var balance []exchange.AccountCurrencyInfo
for currency, info := range raw.Wallets {
for c, info := range raw.Wallets {
balance = append(balance, exchange.AccountCurrencyInfo{
CurrencyName: currency,
CurrencyName: currency.NewCode(c),
TotalValue: info.AvailableBalance.Value,
Hold: info.Balance.Value,
})
@@ -217,14 +244,14 @@ func (a *ANX) GetFundingHistory() ([]exchange.FundHistory, error) {
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (a *ANX) GetExchangeHistory(p pair.CurrencyPair, assetType string) ([]exchange.TradeHistory, error) {
func (a *ANX) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
var resp []exchange.TradeHistory
return resp, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (a *ANX) SubmitOrder(p pair.CurrencyPair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, _ string) (exchange.SubmitOrderResponse, error) {
func (a *ANX) SubmitOrder(p currency.Pair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, _ string) (exchange.SubmitOrderResponse, error) {
var submitOrderResponse exchange.SubmitOrderResponse
var isBuying bool
@@ -240,9 +267,9 @@ func (a *ANX) SubmitOrder(p pair.CurrencyPair, side exchange.OrderSide, orderTyp
response, err := a.NewOrder(orderType.ToString(),
isBuying,
p.FirstCurrency.String(),
p.Base.String(),
amount,
p.SecondCurrency.String(),
p.Quote.String(),
amount,
limitPriceInSettlementCurrency,
false,
@@ -309,7 +336,7 @@ func (a *ANX) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
}
// GetDepositAddress returns a deposit address for a specified currency
func (a *ANX) GetDepositAddress(cryptocurrency pair.CurrencyItem, _ string) (string, error) {
func (a *ANX) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
return a.GetDepositAddressByCurrency(cryptocurrency.String(), "", false)
}
@@ -356,21 +383,23 @@ func (a *ANX) GetActiveOrders(getOrdersRequest exchange.GetOrdersRequest) ([]exc
orderType := exchange.OrderType(strings.ToUpper(order.OrderType))
orderDetail := exchange.OrderDetail{
Amount: order.TradedCurrencyAmount,
CurrencyPair: pair.NewCurrencyPairWithDelimiter(order.TradedCurrency, order.SettlementCurrency, a.ConfigCurrencyPairFormat.Delimiter),
OrderDate: orderDate,
Exchange: a.Name,
ID: order.OrderID,
OrderType: orderType,
Price: order.SettlementCurrencyAmount,
Status: order.OrderStatus,
Amount: order.TradedCurrencyAmount,
CurrencyPair: currency.NewPairWithDelimiter(order.TradedCurrency,
order.SettlementCurrency, a.ConfigCurrencyPairFormat.Delimiter),
OrderDate: orderDate,
Exchange: a.Name,
ID: order.OrderID,
OrderType: orderType,
Price: order.SettlementCurrencyAmount,
Status: order.OrderStatus,
}
orders = append(orders, orderDetail)
}
exchange.FilterOrdersByType(&orders, getOrdersRequest.OrderType)
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks)
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
return orders, nil
@@ -390,21 +419,24 @@ func (a *ANX) GetOrderHistory(getOrdersRequest exchange.GetOrdersRequest) ([]exc
orderType := exchange.OrderType(strings.ToUpper(order.OrderType))
orderDetail := exchange.OrderDetail{
Amount: order.TradedCurrencyAmount,
OrderDate: orderDate,
Exchange: a.Name,
ID: order.OrderID,
OrderType: orderType,
Price: order.SettlementCurrencyAmount,
Status: order.OrderStatus,
CurrencyPair: pair.NewCurrencyPairWithDelimiter(order.TradedCurrency, order.SettlementCurrency, a.ConfigCurrencyPairFormat.Delimiter),
Amount: order.TradedCurrencyAmount,
OrderDate: orderDate,
Exchange: a.Name,
ID: order.OrderID,
OrderType: orderType,
Price: order.SettlementCurrencyAmount,
Status: order.OrderStatus,
CurrencyPair: currency.NewPairWithDelimiter(order.TradedCurrency,
order.SettlementCurrency,
a.ConfigCurrencyPairFormat.Delimiter),
}
orders = append(orders, orderDetail)
}
exchange.FilterOrdersByType(&orders, getOrdersRequest.OrderType)
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks)
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
return orders, nil