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Currency package update (#247)

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* 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
Download Patch File Download Diff File Expand all files Collapse all files

14
exchanges/bitmex/bitmex.go
View File

@@ -12,7 +12,7 @@ import (
"github.com/gorilla/websocket"
"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"
@@ -149,9 +149,9 @@ func (b *Bitmex) Setup(exch config.ExchangeConfig) {
b.RESTPollingDelay = exch.RESTPollingDelay
b.Verbose = exch.Verbose
b.Websocket.SetWsStatusAndConnection(exch.Websocket)
b.BaseCurrencies = common.SplitStrings(exch.BaseCurrencies, ",")
b.AvailablePairs = common.SplitStrings(exch.AvailablePairs, ",")
b.EnabledPairs = common.SplitStrings(exch.EnabledPairs, ",")
b.BaseCurrencies = exch.BaseCurrencies
b.AvailablePairs = exch.AvailablePairs
b.EnabledPairs = exch.EnabledPairs
err := b.SetCurrencyPairFormat()
if err != nil {
log.Fatal(err)
@@ -705,13 +705,13 @@ func (b *Bitmex) ConfirmWithdrawal(token string) (TransactionInfo, error) {
}
// GetCryptoDepositAddress returns a deposit address for a cryptocurency
func (b *Bitmex) GetCryptoDepositAddress(currency string) (string, error) {
func (b *Bitmex) GetCryptoDepositAddress(cryptoCurrency string) (string, error) {
var address string
if !strings.EqualFold(currency, symbol.XBT) {
if !strings.EqualFold(cryptoCurrency, currency.XBT.String()) {
return "",
fmt.Errorf("cryptocurrency %s deposits are not supported by exchange only bitcoin",
currency)
cryptoCurrency)
}
return address, b.SendAuthenticatedHTTPRequest(http.MethodGet,

41
exchanges/bitmex/bitmex_test.go
View File

@@ -7,8 +7,7 @@ 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"
)
@@ -363,13 +362,10 @@ func TestGetPreviousTrades(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),
PurchasePrice: 1,
}
}
@@ -429,7 +425,7 @@ func TestGetFee(t *testing.T) {
// InternationalBankDepositFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.InternationalBankDepositFee
feeBuilder.CurrencyItem = symbol.HKD
feeBuilder.FiatCurrency = currency.HKD
if resp, err := b.GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
@@ -438,7 +434,7 @@ func TestGetFee(t *testing.T) {
// InternationalBankWithdrawalFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.InternationalBankWithdrawalFee
feeBuilder.CurrencyItem = symbol.HKD
feeBuilder.FiatCurrency = currency.HKD
if resp, err := b.GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
@@ -478,8 +474,9 @@ func TestGetOrderHistory(t *testing.T) {
TestSetup(t)
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
Currencies: []pair.CurrencyPair{pair.NewCurrencyPair(symbol.LTC, symbol.BTC)},
OrderType: exchange.AnyOrderType,
Currencies: []currency.Pair{currency.NewPair(currency.LTC,
currency.BTC)},
}
_, err := b.GetOrderHistory(getOrdersRequest)
@@ -508,10 +505,10 @@ func TestSubmitOrder(t *testing.T) {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
var p = pair.CurrencyPair{
Delimiter: "",
FirstCurrency: symbol.XBT,
SecondCurrency: symbol.USD,
var p = currency.Pair{
Delimiter: "",
Base: currency.XBT,
Quote: currency.USD,
}
response, err := b.SubmitOrder(p, exchange.BuyOrderSide, exchange.MarketOrderType, 1, 1, "clientId")
if areTestAPIKeysSet() && (err != nil || !response.IsOrderPlaced) {
@@ -529,7 +526,7 @@ func TestCancelExchangeOrder(t *testing.T) {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
currencyPair := pair.NewCurrencyPair(symbol.LTC, symbol.BTC)
currencyPair := currency.NewPair(currency.LTC, currency.BTC)
var orderCancellation = exchange.OrderCancellation{
OrderID: "123456789012345678901234567890123456",
@@ -555,7 +552,7 @@ func TestCancelAllExchangeOrders(t *testing.T) {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
currencyPair := pair.NewCurrencyPair(symbol.LTC, symbol.BTC)
currencyPair := currency.NewPair(currency.LTC, currency.BTC)
var orderCancellation = exchange.OrderCancellation{
OrderID: "123456789012345678901234567890123456",
@@ -604,7 +601,7 @@ func TestWithdraw(t *testing.T) {
TestSetup(t)
var withdrawCryptoRequest = exchange.WithdrawRequest{
Amount: 100,
Currency: "XBt",
Currency: currency.XBT,
Address: "1F5zVDgNjorJ51oGebSvNCrSAHpwGkUdDB",
Description: "WITHDRAW IT ALL",
OneTimePassword: 000000,
@@ -657,12 +654,12 @@ func TestWithdrawInternationalBank(t *testing.T) {
func TestGetDepositAddress(t *testing.T) {
if areTestAPIKeysSet() {
_, err := b.GetDepositAddress(symbol.BTC, "")
_, err := b.GetDepositAddress(currency.BTC, "")
if err != nil {
t.Error("Test Failed - GetDepositAddress() error", err)
}
} else {
_, err := b.GetDepositAddress(symbol.BTC, "")
_, err := b.GetDepositAddress(currency.BTC, "")
if err == nil {
t.Error("Test Failed - GetDepositAddress() error cannot be nil")
}

16
exchanges/bitmex/bitmex_websocket.go
View File

@@ -10,7 +10,7 @@ import (
"github.com/gorilla/websocket"
"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"
log "github.com/thrasher-/gocryptotrader/logger"
@@ -236,7 +236,7 @@ func (b *Bitmex) wsHandleIncomingData() {
continue
}
p := pair.NewCurrencyPairFromString(orderbooks.Data[0].Symbol)
p := currency.NewPairFromString(orderbooks.Data[0].Symbol)
// TODO: update this to support multiple asset types
err = b.processOrderbook(orderbooks.Data, orderbooks.Action, p, "CONTRACT")
if err != nil {
@@ -269,7 +269,7 @@ func (b *Bitmex) wsHandleIncomingData() {
Timestamp: timestamp,
Price: trade.Price,
Amount: float64(trade.Size),
CurrencyPair: pair.NewCurrencyPairFromString(trade.Symbol),
CurrencyPair: currency.NewPairFromString(trade.Symbol),
Exchange: b.GetName(),
AssetType: "CONTRACT",
Side: trade.Side,
@@ -300,10 +300,10 @@ func (b *Bitmex) wsHandleIncomingData() {
}
}
var snapshotloaded = make(map[pair.CurrencyPair]map[string]bool)
var snapshotloaded = make(map[currency.Pair]map[string]bool)
// ProcessOrderbook processes orderbook updates
func (b *Bitmex) processOrderbook(data []OrderBookL2, action string, currencyPair pair.CurrencyPair, assetType string) error { // nolint: unparam
func (b *Bitmex) processOrderbook(data []OrderBookL2, action string, currencyPair currency.Pair, assetType string) error { // nolint: unparam
if len(data) < 1 {
return errors.New("bitmex_websocket.go error - no orderbook data")
}
@@ -345,8 +345,6 @@ func (b *Bitmex) processOrderbook(data []OrderBookL2, action string, currencyPai
newOrderbook.Asks = asks
newOrderbook.Bids = bids
newOrderbook.AssetType = assetType
newOrderbook.CurrencyPair = currencyPair.Pair().String()
newOrderbook.LastUpdated = time.Now()
newOrderbook.Pair = currencyPair
err := b.Websocket.Orderbook.LoadSnapshot(newOrderbook, b.GetName(), false)
@@ -415,8 +413,8 @@ func (b *Bitmex) websocketSubscribe() error {
// Orderbook and Trade subscribe
// NOTE more added here in future
subscriber.Arguments = append(subscriber.Arguments,
bitmexWSOrderbookL2+":"+contract.Pair().String(),
bitmexWSTrade+":"+contract.Pair().String())
bitmexWSOrderbookL2+":"+contract.String(),
bitmexWSTrade+":"+contract.String())
}
return b.WebsocketConn.WriteJSON(subscriber)

88
exchanges/bitmex/bitmex_wrapper.go
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"
@@ -42,7 +42,13 @@ func (b *Bitmex) Run() {
exchangeProducts = append(exchangeProducts, info.Symbol)
}
err = b.UpdateCurrencies(exchangeProducts, false, false)
var NewExchangeProducts currency.Pairs
for _, p := range exchangeProducts {
NewExchangeProducts = append(NewExchangeProducts,
currency.NewPairFromString(p))
}
err = b.UpdateCurrencies(NewExchangeProducts, false, false)
if err != nil {
log.Errorf("%s Failed to update available currencies.\n", b.GetName())
}
@@ -50,7 +56,7 @@ func (b *Bitmex) Run() {
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bitmex) UpdateTicker(p pair.CurrencyPair, assetType string) (ticker.Price, error) {
func (b *Bitmex) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
var tickerPrice ticker.Price
currency := exchange.FormatExchangeCurrency(b.Name, p)
@@ -68,18 +74,13 @@ func (b *Bitmex) UpdateTicker(p pair.CurrencyPair, assetType string) (ticker.Pri
}
tickerPrice.Pair = p
tickerPrice.LastUpdated = time.Now()
tickerPrice.CurrencyPair = tick[0].Symbol
tickerPrice.Last = tick[0].Price
tickerPrice.Volume = float64(tick[0].Size)
ticker.ProcessTicker(b.Name, p, tickerPrice, assetType)
return tickerPrice, nil
return tickerPrice, ticker.ProcessTicker(b.Name, tickerPrice, assetType)
}
// GetTickerPrice returns the ticker for a currency pair
func (b *Bitmex) GetTickerPrice(p pair.CurrencyPair, assetType string) (ticker.Price, error) {
func (b *Bitmex) GetTickerPrice(p currency.Pair, assetType string) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker(b.GetName(), p, assetType)
if err != nil {
return b.UpdateTicker(p, assetType)
@@ -88,8 +89,8 @@ func (b *Bitmex) GetTickerPrice(p pair.CurrencyPair, assetType string) (ticker.P
}
// GetOrderbookEx returns orderbook base on the currency pair
func (b *Bitmex) GetOrderbookEx(currency pair.CurrencyPair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.GetOrderbook(b.GetName(), currency, assetType)
func (b *Bitmex) GetOrderbookEx(currency currency.Pair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.Get(b.GetName(), currency, assetType)
if err != nil {
return b.UpdateOrderbook(currency, assetType)
}
@@ -97,7 +98,7 @@ func (b *Bitmex) GetOrderbookEx(currency pair.CurrencyPair, assetType string) (o
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bitmex) UpdateOrderbook(p pair.CurrencyPair, assetType string) (orderbook.Base, error) {
func (b *Bitmex) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := b.GetOrderbook(OrderBookGetL2Params{
@@ -119,9 +120,17 @@ func (b *Bitmex) UpdateOrderbook(p pair.CurrencyPair, assetType string) (orderbo
continue
}
}
orderbook.ProcessOrderbook(b.GetName(), p, orderBook, assetType)
return orderbook.GetOrderbook(b.Name, p, assetType)
orderBook.Pair = p
orderBook.ExchangeName = b.GetName()
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(b.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies for the
@@ -138,7 +147,7 @@ func (b *Bitmex) GetAccountInfo() (exchange.AccountInfo, error) {
var balances []exchange.AccountCurrencyInfo
for _, data := range bal {
balances = append(balances, exchange.AccountCurrencyInfo{
CurrencyName: data.Currency,
CurrencyName: currency.NewCode(data.Currency),
TotalValue: float64(data.WalletBalance),
})
}
@@ -158,14 +167,14 @@ func (b *Bitmex) GetFundingHistory() ([]exchange.FundHistory, error) {
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (b *Bitmex) GetExchangeHistory(p pair.CurrencyPair, assetType string) ([]exchange.TradeHistory, error) {
func (b *Bitmex) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
var resp []exchange.TradeHistory
return resp, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (b *Bitmex) SubmitOrder(p pair.CurrencyPair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, _ string) (exchange.SubmitOrderResponse, error) {
func (b *Bitmex) SubmitOrder(p currency.Pair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, _ string) (exchange.SubmitOrderResponse, error) {
var submitOrderResponse exchange.SubmitOrderResponse
if math.Mod(amount, 1) != 0 {
@@ -175,7 +184,7 @@ func (b *Bitmex) SubmitOrder(p pair.CurrencyPair, side exchange.OrderSide, order
var orderNewParams = OrderNewParams{
OrdType: side.ToString(),
Symbol: p.Pair().String(),
Symbol: p.String(),
OrderQty: amount,
Side: side.ToString(),
}
@@ -252,7 +261,7 @@ func (b *Bitmex) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *Bitmex) GetDepositAddress(cryptocurrency pair.CurrencyItem, _ string) (string, error) {
func (b *Bitmex) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
return b.GetCryptoDepositAddress(cryptocurrency.String())
}
@@ -319,14 +328,16 @@ func (b *Bitmex) GetActiveOrders(getOrdersRequest exchange.GetOrdersRequest) ([]
}
orderDetail := exchange.OrderDetail{
Price: order.Price,
Amount: float64(order.OrderQty),
Exchange: b.Name,
ID: order.OrderID,
OrderSide: orderSide,
OrderType: orderType,
Status: order.OrdStatus,
CurrencyPair: pair.NewCurrencyPairWithDelimiter(order.Symbol, order.SettlCurrency, b.ConfigCurrencyPairFormat.Delimiter),
Price: order.Price,
Amount: float64(order.OrderQty),
Exchange: b.Name,
ID: order.OrderID,
OrderSide: orderSide,
OrderType: orderType,
Status: order.OrdStatus,
CurrencyPair: currency.NewPairWithDelimiter(order.Symbol,
order.SettlCurrency,
b.ConfigCurrencyPairFormat.Delimiter),
}
orders = append(orders, orderDetail)
@@ -334,7 +345,8 @@ func (b *Bitmex) GetActiveOrders(getOrdersRequest exchange.GetOrdersRequest) ([]
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
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
@@ -359,14 +371,16 @@ func (b *Bitmex) GetOrderHistory(getOrdersRequest exchange.GetOrdersRequest) ([]
}
orderDetail := exchange.OrderDetail{
Price: order.Price,
Amount: float64(order.OrderQty),
Exchange: b.Name,
ID: order.OrderID,
OrderSide: orderSide,
OrderType: orderType,
Status: order.OrdStatus,
CurrencyPair: pair.NewCurrencyPairWithDelimiter(order.Symbol, order.SettlCurrency, b.ConfigCurrencyPairFormat.Delimiter),
Price: order.Price,
Amount: float64(order.OrderQty),
Exchange: b.Name,
ID: order.OrderID,
OrderSide: orderSide,
OrderType: orderType,
Status: order.OrdStatus,
CurrencyPair: currency.NewPairWithDelimiter(order.Symbol,
order.SettlCurrency,
b.ConfigCurrencyPairFormat.Delimiter),
}
orders = append(orders, orderDetail)