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

@@ -11,7 +11,7 @@ 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"
@@ -82,9 +82,9 @@ func (b *BTSE) 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)
@@ -312,9 +312,9 @@ func (b *BTSE) GetFee(feeBuilder exchange.FeeBuilder) (float64, error) {
case exchange.CryptocurrencyTradeFee:
fee = calculateTradingFee(feeBuilder.IsMaker)
case exchange.CryptocurrencyWithdrawalFee:
if feeBuilder.FirstCurrency == symbol.BTC {
if feeBuilder.Pair.Base.Match(currency.BTC) {
fee = 0.0005
} else if feeBuilder.FirstCurrency == symbol.USDT {
} else if feeBuilder.Pair.Base.Match(currency.USDT) {
fee = 5
}
case exchange.InternationalBankDepositFee:

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"
)
@@ -146,11 +145,10 @@ func TestGetFee(t *testing.T) {
TestSetup(t)
feeBuilder := exchange.FeeBuilder{
FeeType: exchange.CryptocurrencyTradeFee,
FirstCurrency: "BTC",
SecondCurrency: "USD",
IsMaker: true,
Amount: 1000,
FeeType: exchange.CryptocurrencyTradeFee,
Pair: currency.NewPair(currency.BTC, currency.USD),
IsMaker: true,
Amount: 1000,
}
if resp, err := b.GetFee(feeBuilder); resp != 0.00050 || err != nil {
@@ -170,7 +168,7 @@ func TestGetFee(t *testing.T) {
t.Error(err)
}
feeBuilder.FirstCurrency = "USDT"
feeBuilder.Pair.Base = currency.USDT
if resp, err := b.GetFee(feeBuilder); resp != float64(5) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(5), resp)
t.Error(err)
@@ -227,10 +225,10 @@ func TestSubmitOrder(t *testing.T) {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
var p = pair.CurrencyPair{
Delimiter: "",
FirstCurrency: symbol.BTC,
SecondCurrency: symbol.USD,
var p = currency.Pair{
Delimiter: "",
Base: currency.BTC,
Quote: currency.USD,
}
response, err := b.SubmitOrder(p, exchange.SellOrderSide, exchange.LimitOrderType, 0.01, 1000000, "clientId")
if areTestAPIKeysSet() && (err != nil || !response.IsOrderPlaced) {
@@ -248,7 +246,9 @@ func TestCancelExchangeOrder(t *testing.T) {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
currencyPair := pair.NewCurrencyPairWithDelimiter(symbol.BTC, symbol.USD, "-")
currencyPair := currency.NewPairWithDelimiter(currency.BTC.String(),
currency.USD.String(),
"-")
var orderCancellation = exchange.OrderCancellation{
OrderID: "0b66ccaf-dfd4-4b9f-a30b-2380b9c7b66d",
@@ -274,7 +274,9 @@ func TestCancelAllExchangeOrders(t *testing.T) {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
currencyPair := pair.NewCurrencyPairWithDelimiter(symbol.BTC, symbol.USD, "-")
currencyPair := currency.NewPairWithDelimiter(currency.BTC.String(),
currency.USD.String(),
"-")
var orderCancellation = exchange.OrderCancellation{
OrderID: "1",

View File

@@ -11,7 +11,7 @@ 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"
)
@@ -28,11 +28,11 @@ func (b *BTSE) WebsocketSubscriber() error {
Channels: []websocketChannel{
{
Name: "snapshot",
ProductIDs: b.EnabledPairs,
ProductIDs: b.EnabledPairs.Strings(),
},
{
Name: "ticker",
ProductIDs: b.EnabledPairs,
ProductIDs: b.EnabledPairs.Strings(),
},
},
}
@@ -146,7 +146,7 @@ func (b *BTSE) WsHandleData() {
b.Websocket.DataHandler <- exchange.TickerData{
Timestamp: time.Now(),
Pair: pair.NewCurrencyPairDelimiter(t.ProductID, "-"),
Pair: currency.NewPairDelimiter(t.ProductID, "-"),
AssetType: "SPOT",
Exchange: b.GetName(),
OpenPrice: price,
@@ -206,12 +206,16 @@ func (b *BTSE) wsProcessSnapshot(snapshot websocketOrderbookSnapshot) error {
orderbook.Item{Price: price, Amount: amount})
}
p := pair.NewCurrencyPairDelimiter(snapshot.ProductID, "-")
p := currency.NewPairDelimiter(snapshot.ProductID, "-")
base.AssetType = "SPOT"
base.Pair = p
base.CurrencyPair = snapshot.ProductID
base.LastUpdated = time.Now()
orderbook.ProcessOrderbook(b.Name, p, base, "SPOT")
base.ExchangeName = b.Name
err := base.Process()
if err != nil {
return err
}
b.Websocket.DataHandler <- exchange.WebsocketOrderbookUpdate{
Pair: p,

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"
@@ -40,7 +40,9 @@ func (b *BTSE) Run() {
for _, m := range *markets {
currencies = append(currencies, m.ID)
}
err = b.UpdateCurrencies(currencies, false, false)
err = b.UpdateCurrencies(currency.NewPairsFromStrings(currencies),
false,
false)
if err != nil {
log.Errorf("%s Failed to update available currencies.\n", b.Name)
}
@@ -49,7 +51,7 @@ func (b *BTSE) Run() {
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *BTSE) UpdateTicker(p pair.CurrencyPair, assetType string) (ticker.Price, error) {
func (b *BTSE) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
var tickerPrice ticker.Price
t, err := b.GetTicker(exchange.FormatExchangeCurrency(b.Name, p).String())
@@ -70,12 +72,16 @@ func (b *BTSE) UpdateTicker(p pair.CurrencyPair, assetType string) (ticker.Price
tickerPrice.Last = t.Price
tickerPrice.Volume = s.Volume
tickerPrice.High = s.High
ticker.ProcessTicker(b.GetName(), p, tickerPrice, assetType)
err = ticker.ProcessTicker(b.GetName(), tickerPrice, assetType)
if err != nil {
return tickerPrice, err
}
return ticker.GetTicker(b.Name, p, assetType)
}
// GetTickerPrice returns the ticker for a currency pair
func (b *BTSE) GetTickerPrice(p pair.CurrencyPair, assetType string) (ticker.Price, error) {
func (b *BTSE) 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)
@@ -84,8 +90,8 @@ func (b *BTSE) GetTickerPrice(p pair.CurrencyPair, assetType string) (ticker.Pri
}
// GetOrderbookEx returns orderbook base on the currency pair
func (b *BTSE) GetOrderbookEx(p pair.CurrencyPair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.GetOrderbook(b.GetName(), p, assetType)
func (b *BTSE) 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)
}
@@ -93,7 +99,7 @@ func (b *BTSE) GetOrderbookEx(p pair.CurrencyPair, assetType string) (orderbook.
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *BTSE) UpdateOrderbook(p pair.CurrencyPair, assetType string) (orderbook.Base, error) {
func (b *BTSE) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
return orderbook.Base{}, common.ErrFunctionNotSupported
}
@@ -110,7 +116,7 @@ func (b *BTSE) GetAccountInfo() (exchange.AccountInfo, error) {
for _, b := range *balance {
currencies = append(currencies,
exchange.AccountCurrencyInfo{
CurrencyName: b.Currency,
CurrencyName: currency.NewCode(b.Currency),
TotalValue: b.Total,
Hold: b.Available,
},
@@ -132,12 +138,12 @@ func (b *BTSE) GetFundingHistory() ([]exchange.FundHistory, error) {
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (b *BTSE) GetExchangeHistory(p pair.CurrencyPair, assetType string) ([]exchange.TradeHistory, error) {
func (b *BTSE) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (b *BTSE) SubmitOrder(p pair.CurrencyPair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, clientID string) (exchange.SubmitOrderResponse, error) {
func (b *BTSE) SubmitOrder(p currency.Pair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, clientID string) (exchange.SubmitOrderResponse, error) {
var resp exchange.SubmitOrderResponse
r, err := b.CreateOrder(amount, price, side.ToString(),
orderType.ToString(), exchange.FormatExchangeCurrency(b.Name, p).String(), "GTC", clientID)
@@ -220,7 +226,7 @@ func (b *BTSE) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
side = exchange.SellOrderSide
}
od.CurrencyPair = pair.NewCurrencyPairDelimiter(o.ProductID,
od.CurrencyPair = currency.NewPairDelimiter(o.ProductID,
b.ConfigCurrencyPairFormat.Delimiter)
od.Exchange = b.Name
od.Amount = o.Amount
@@ -253,7 +259,7 @@ func (b *BTSE) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *BTSE) GetDepositAddress(cryptocurrency pair.CurrencyItem, accountID string) (string, error) {
func (b *BTSE) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
return "", common.ErrFunctionNotSupported
}
@@ -295,7 +301,7 @@ func (b *BTSE) GetActiveOrders(getOrdersRequest exchange.GetOrdersRequest) ([]ex
}
openOrder := exchange.OrderDetail{
CurrencyPair: pair.NewCurrencyPairDelimiter(order.ProductID,
CurrencyPair: currency.NewPairDelimiter(order.ProductID,
b.ConfigCurrencyPairFormat.Delimiter),
Exchange: b.Name,
Amount: order.Amount,