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

@@ -10,6 +10,7 @@ import (
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/config"
"github.com/thrasher-/gocryptotrader/currency"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/request"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
@@ -99,9 +100,9 @@ func (b *Bittrex) Setup(exch config.ExchangeConfig) {
b.SetHTTPClientUserAgent(exch.HTTPUserAgent)
b.RESTPollingDelay = exch.RESTPollingDelay
b.Verbose = exch.Verbose
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)
@@ -528,7 +529,7 @@ func (b *Bittrex) GetFee(feeBuilder exchange.FeeBuilder) (float64, error) {
case exchange.CryptocurrencyTradeFee:
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
case exchange.CryptocurrencyWithdrawalFee:
fee, err = b.GetWithdrawalFee(feeBuilder.FirstCurrency)
fee, err = b.GetWithdrawalFee(feeBuilder.Pair.Base)
}
if fee < 0 {
fee = 0
@@ -537,7 +538,7 @@ func (b *Bittrex) GetFee(feeBuilder exchange.FeeBuilder) (float64, error) {
}
// GetWithdrawalFee returns the fee for withdrawing from the exchange
func (b *Bittrex) GetWithdrawalFee(currency string) (float64, error) {
func (b *Bittrex) GetWithdrawalFee(c currency.Code) (float64, error) {
var fee float64
currencies, err := b.GetCurrencies()
@@ -545,7 +546,7 @@ func (b *Bittrex) GetWithdrawalFee(currency string) (float64, error) {
return 0, err
}
for _, result := range currencies.Result {
if result.Currency == currency {
if result.Currency == c.String() {
fee = result.TxFee
}
}

View File

@@ -6,8 +6,7 @@ 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"
)
@@ -222,13 +221,10 @@ func TestGetDepositHistory(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,
}
}
@@ -288,7 +284,7 @@ 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)
@@ -297,7 +293,7 @@ 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)
@@ -320,8 +316,9 @@ func TestGetActiveOrders(t *testing.T) {
TestSetup(t)
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
Currencies: []pair.CurrencyPair{pair.NewCurrencyPair(symbol.BTC, symbol.LTC)},
OrderType: exchange.AnyOrderType,
Currencies: []currency.Pair{currency.NewPair(currency.LTC,
currency.BTC)},
}
getOrdersRequest.Currencies[0].Delimiter = "-"
@@ -368,10 +365,10 @@ func TestSubmitOrder(t *testing.T) {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
var p = pair.CurrencyPair{
Delimiter: "-",
FirstCurrency: symbol.BTC,
SecondCurrency: symbol.LTC,
var p = currency.Pair{
Delimiter: "-",
Base: currency.BTC,
Quote: currency.LTC,
}
response, err := b.SubmitOrder(p, exchange.BuyOrderSide, exchange.LimitOrderType, 1, 1, "clientId")
if areTestAPIKeysSet() && (err != nil || !response.IsOrderPlaced) {
@@ -389,7 +386,7 @@ 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: "1",
@@ -415,7 +412,7 @@ 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: "1",
@@ -450,7 +447,7 @@ func TestWithdraw(t *testing.T) {
TestSetup(t)
var withdrawCryptoRequest = exchange.WithdrawRequest{
Amount: 100,
Currency: symbol.LTC,
Currency: currency.LTC,
Address: "1F5zVDgNjorJ51oGebSvNCrSAHpwGkUdDB",
Description: "WITHDRAW IT ALL",
}
@@ -502,12 +499,12 @@ 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")
}

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"
@@ -36,19 +36,23 @@ func (b *Bittrex) Run() {
log.Errorf("%s Failed to get available symbols.\n", b.GetName())
} else {
forceUpgrade := false
if !common.StringDataContains(b.EnabledPairs, "-") || !common.StringDataContains(b.AvailablePairs, "-") {
if !common.StringDataContains(b.EnabledPairs.Strings(), "-") ||
!common.StringDataContains(b.AvailablePairs.Strings(), "-") {
forceUpgrade = true
}
var currencies []string
for x := range exchangeProducts.Result {
if !exchangeProducts.Result[x].IsActive || exchangeProducts.Result[x].MarketName == "" {
if !exchangeProducts.Result[x].IsActive ||
exchangeProducts.Result[x].MarketName == "" {
continue
}
currencies = append(currencies, exchangeProducts.Result[x].MarketName)
}
if forceUpgrade {
enabledPairs := []string{"USDT-BTC"}
enabledPairs := currency.Pairs{currency.Pair{Base: currency.USDT,
Quote: currency.BTC, Delimiter: "-"}}
log.Warn("Available pairs for Bittrex reset due to config upgrade, please enable the ones you would like again")
err = b.UpdateCurrencies(enabledPairs, true, true)
@@ -56,7 +60,14 @@ func (b *Bittrex) Run() {
log.Errorf("%s Failed to get config.", b.GetName())
}
}
err = b.UpdateCurrencies(currencies, false, forceUpgrade)
var newCurrencies currency.Pairs
for _, p := range currencies {
newCurrencies = append(newCurrencies,
currency.NewPairFromString(p))
}
err = b.UpdateCurrencies(newCurrencies, false, forceUpgrade)
if err != nil {
log.Errorf("%s Failed to get config.", b.GetName())
}
@@ -76,7 +87,7 @@ func (b *Bittrex) GetAccountInfo() (exchange.AccountInfo, error) {
var currencies []exchange.AccountCurrencyInfo
for i := 0; i < len(accountBalance.Result); i++ {
var exchangeCurrency exchange.AccountCurrencyInfo
exchangeCurrency.CurrencyName = accountBalance.Result[i].Currency
exchangeCurrency.CurrencyName = currency.NewCode(accountBalance.Result[i].Currency)
exchangeCurrency.TotalValue = accountBalance.Result[i].Balance
exchangeCurrency.Hold = accountBalance.Result[i].Balance - accountBalance.Result[i].Available
currencies = append(currencies, exchangeCurrency)
@@ -90,7 +101,7 @@ func (b *Bittrex) GetAccountInfo() (exchange.AccountInfo, error) {
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bittrex) UpdateTicker(p pair.CurrencyPair, assetType string) (ticker.Price, error) {
func (b *Bittrex) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
var tickerPrice ticker.Price
tick, err := b.GetMarketSummaries()
if err != nil {
@@ -110,14 +121,14 @@ func (b *Bittrex) UpdateTicker(p pair.CurrencyPair, assetType string) (ticker.Pr
tickerPrice.Bid = tick.Result[y].Bid
tickerPrice.Last = tick.Result[y].Last
tickerPrice.Volume = tick.Result[y].Volume
ticker.ProcessTicker(b.GetName(), x, tickerPrice, assetType)
ticker.ProcessTicker(b.GetName(), tickerPrice, assetType)
}
}
return ticker.GetTicker(b.Name, p, assetType)
}
// GetTickerPrice returns the ticker for a currency pair
func (b *Bittrex) GetTickerPrice(p pair.CurrencyPair, assetType string) (ticker.Price, error) {
func (b *Bittrex) GetTickerPrice(p currency.Pair, assetType string) (ticker.Price, error) {
tick, err := ticker.GetTicker(b.GetName(), p, ticker.Spot)
if err != nil {
return b.UpdateTicker(p, assetType)
@@ -126,8 +137,8 @@ func (b *Bittrex) GetTickerPrice(p pair.CurrencyPair, assetType string) (ticker.
}
// GetOrderbookEx returns the orderbook for a currency pair
func (b *Bittrex) GetOrderbookEx(p pair.CurrencyPair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.GetOrderbook(b.GetName(), p, assetType)
func (b *Bittrex) GetOrderbookEx(p currency.Pair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.Get(b.GetName(), p, assetType)
if err != nil {
return b.UpdateOrderbook(p, assetType)
}
@@ -135,7 +146,7 @@ func (b *Bittrex) GetOrderbookEx(p pair.CurrencyPair, assetType string) (orderbo
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bittrex) UpdateOrderbook(p pair.CurrencyPair, assetType string) (orderbook.Base, error) {
func (b *Bittrex) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := b.GetOrderbook(exchange.FormatExchangeCurrency(b.GetName(), p).String())
if err != nil {
@@ -160,8 +171,16 @@ func (b *Bittrex) UpdateOrderbook(p pair.CurrencyPair, assetType string) (orderb
)
}
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)
}
// GetFundingHistory returns funding history, deposits and
@@ -172,14 +191,14 @@ func (b *Bittrex) GetFundingHistory() ([]exchange.FundHistory, error) {
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (b *Bittrex) GetExchangeHistory(p pair.CurrencyPair, assetType string) ([]exchange.TradeHistory, error) {
func (b *Bittrex) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
var resp []exchange.TradeHistory
return resp, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (b *Bittrex) SubmitOrder(p pair.CurrencyPair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, _ string) (exchange.SubmitOrderResponse, error) {
func (b *Bittrex) SubmitOrder(p currency.Pair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, _ string) (exchange.SubmitOrderResponse, error) {
var submitOrderResponse exchange.SubmitOrderResponse
buy := side == exchange.BuyOrderSide
var response UUID
@@ -190,9 +209,9 @@ func (b *Bittrex) SubmitOrder(p pair.CurrencyPair, side exchange.OrderSide, orde
}
if buy {
response, err = b.PlaceBuyLimit(p.Pair().String(), amount, price)
response, err = b.PlaceBuyLimit(p.String(), amount, price)
} else {
response, err = b.PlaceSellLimit(p.Pair().String(), amount, price)
response, err = b.PlaceSellLimit(p.String(), amount, price)
}
if response.Result.ID != "" {
@@ -246,7 +265,7 @@ func (b *Bittrex) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *Bittrex) GetDepositAddress(cryptocurrency pair.CurrencyItem, _ string) (string, error) {
func (b *Bittrex) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
depositAddr, err := b.GetCryptoDepositAddress(cryptocurrency.String())
if err != nil {
return "", err
@@ -289,7 +308,7 @@ func (b *Bittrex) GetFeeByType(feeBuilder exchange.FeeBuilder) (float64, error)
func (b *Bittrex) GetActiveOrders(getOrdersRequest exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
var currPair string
if len(getOrdersRequest.Currencies) == 1 {
currPair = getOrdersRequest.Currencies[0].Pair().String()
currPair = getOrdersRequest.Currencies[0].String()
}
resp, err := b.GetOpenOrders(currPair)
@@ -305,7 +324,8 @@ func (b *Bittrex) GetActiveOrders(getOrdersRequest exchange.GetOrdersRequest) ([
b.Name, "GetActiveOrders", order.OrderUUID, order.Opened)
}
currency := pair.NewCurrencyPairDelimiter(order.Exchange, b.ConfigCurrencyPairFormat.Delimiter)
pair := currency.NewPairDelimiter(order.Exchange,
b.ConfigCurrencyPairFormat.Delimiter)
orderType := exchange.OrderType(strings.ToUpper(order.Type))
orders = append(orders, exchange.OrderDetail{
@@ -316,12 +336,13 @@ func (b *Bittrex) GetActiveOrders(getOrdersRequest exchange.GetOrdersRequest) ([
ID: order.OrderUUID,
Exchange: b.Name,
OrderType: orderType,
CurrencyPair: currency,
CurrencyPair: pair,
})
}
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
@@ -332,7 +353,7 @@ func (b *Bittrex) GetActiveOrders(getOrdersRequest exchange.GetOrdersRequest) ([
func (b *Bittrex) GetOrderHistory(getOrdersRequest exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
var currPair string
if len(getOrdersRequest.Currencies) == 1 {
currPair = getOrdersRequest.Currencies[0].Pair().String()
currPair = getOrdersRequest.Currencies[0].String()
}
resp, err := b.GetOrderHistoryForCurrency(currPair)
@@ -348,7 +369,8 @@ func (b *Bittrex) GetOrderHistory(getOrdersRequest exchange.GetOrdersRequest) ([
b.Name, "GetActiveOrders", order.OrderUUID, order.Opened)
}
currency := pair.NewCurrencyPairDelimiter(order.Exchange, b.ConfigCurrencyPairFormat.Delimiter)
pair := currency.NewPairDelimiter(order.Exchange,
b.ConfigCurrencyPairFormat.Delimiter)
orderType := exchange.OrderType(strings.ToUpper(order.Type))
orders = append(orders, exchange.OrderDetail{
@@ -360,12 +382,13 @@ func (b *Bittrex) GetOrderHistory(getOrdersRequest exchange.GetOrdersRequest) ([
Exchange: b.Name,
OrderType: orderType,
Fee: order.Commission,
CurrencyPair: currency,
CurrencyPair: pair,
})
}
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