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

@@ -138,9 +138,9 @@ func (g *Gemini) Setup(exch config.ExchangeConfig) {
g.SetHTTPClientUserAgent(exch.HTTPUserAgent)
g.RESTPollingDelay = exch.RESTPollingDelay
g.Verbose = exch.Verbose
g.BaseCurrencies = common.SplitStrings(exch.BaseCurrencies, ",")
g.AvailablePairs = common.SplitStrings(exch.AvailablePairs, ",")
g.EnabledPairs = common.SplitStrings(exch.EnabledPairs, ",")
g.BaseCurrencies = exch.BaseCurrencies
g.AvailablePairs = exch.AvailablePairs
g.EnabledPairs = exch.EnabledPairs
err := g.SetCurrencyPairFormat()
if err != nil {

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"
)
@@ -237,14 +236,13 @@ func TestPostHeartbeat(t *testing.T) {
func setFeeBuilder() exchange.FeeBuilder {
return exchange.FeeBuilder{
Amount: 1,
Delimiter: "_",
FeeType: exchange.CryptocurrencyTradeFee,
FirstCurrency: symbol.BTC,
SecondCurrency: symbol.LTC,
IsMaker: false,
Amount: 1,
FeeType: exchange.CryptocurrencyTradeFee,
Pair: currency.NewPairWithDelimiter(currency.BTC.String(),
currency.LTC.String(),
"_"),
PurchasePrice: 1,
CurrencyItem: symbol.USD,
FiatCurrency: currency.USD,
BankTransactionType: exchange.WireTransfer,
}
}
@@ -293,7 +291,7 @@ func TestGetFee(t *testing.T) {
// CryptocurrencyWithdrawalFee Invalid currency
feeBuilder = setFeeBuilder()
feeBuilder.FirstCurrency = "hello"
feeBuilder.Pair.Base = currency.NewCode("hello")
feeBuilder.FeeType = exchange.CryptocurrencyWithdrawalFee
if resp, err := Session[1].GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0), resp)
@@ -319,7 +317,7 @@ func TestGetFee(t *testing.T) {
// InternationalBankWithdrawalFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.InternationalBankWithdrawalFee
feeBuilder.CurrencyItem = symbol.USD
feeBuilder.FiatCurrency = currency.USD
if resp, err := Session[1].GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
@@ -348,7 +346,7 @@ func TestGetActiveOrders(t *testing.T) {
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
Currencies: []pair.CurrencyPair{pair.NewCurrencyPair(symbol.LTC, symbol.BTC)},
Currencies: []currency.Pair{currency.NewPair(currency.LTC, currency.BTC)},
}
_, err := Session[1].GetActiveOrders(getOrdersRequest)
@@ -367,7 +365,7 @@ func TestGetOrderHistory(t *testing.T) {
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
Currencies: []pair.CurrencyPair{pair.NewCurrencyPair(symbol.LTC, symbol.BTC)},
Currencies: []currency.Pair{currency.NewPair(currency.LTC, currency.BTC)},
}
_, err := Session[1].GetOrderHistory(getOrdersRequest)
@@ -397,10 +395,10 @@ func TestSubmitOrder(t *testing.T) {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
var p = pair.CurrencyPair{
Delimiter: "_",
FirstCurrency: symbol.LTC,
SecondCurrency: symbol.BTC,
var p = currency.Pair{
Delimiter: "_",
Base: currency.LTC,
Quote: currency.BTC,
}
response, err := Session[1].SubmitOrder(p, exchange.BuyOrderSide, exchange.MarketOrderType, 1, 10, "1234234")
if areTestAPIKeysSet() && (err != nil || !response.IsOrderPlaced) {
@@ -419,7 +417,7 @@ 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",
@@ -446,7 +444,7 @@ 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",
@@ -482,7 +480,7 @@ func TestWithdraw(t *testing.T) {
TestSetup(t)
var withdrawCryptoRequest = exchange.WithdrawRequest{
Amount: 100,
Currency: symbol.BTC,
Currency: currency.BTC,
Address: "1F5zVDgNjorJ51oGebSvNCrSAHpwGkUdDB",
Description: "WITHDRAW IT ALL",
}
@@ -535,7 +533,7 @@ func TestWithdrawInternationalBank(t *testing.T) {
}
func TestGetDepositAddress(t *testing.T) {
_, err := Session[1].GetDepositAddress(symbol.BTC, "")
_, err := Session[1].GetDepositAddress(currency.BTC, "")
if err == nil {
t.Error("Test Failed - GetDepositAddress error cannot be nil")
}

View File

@@ -1,6 +1,6 @@
package gemini
import "github.com/thrasher-/gocryptotrader/currency/pair"
import "github.com/thrasher-/gocryptotrader/currency"
// Ticker holds returned ticker data from the exchange
type Ticker struct {
@@ -220,6 +220,6 @@ type Event struct {
// ReadData defines read data from the websocket connection
type ReadData struct {
Raw []byte
Currency pair.CurrencyPair
Currency currency.Pair
FeedType string
}

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"
)
@@ -54,7 +54,7 @@ func (g *Gemini) WsSubscribe(dialer websocket.Dialer) error {
val.Set("heartbeat", "true")
endpoint := fmt.Sprintf(g.Websocket.GetWebsocketURL(),
c.Pair().String(),
c.String(),
val.Encode())
conn, _, err := dialer.Dial(endpoint, http.Header{})
@@ -76,7 +76,7 @@ func (g *Gemini) WsSubscribe(dialer websocket.Dialer) error {
// WsReadData reads from the websocket connection and returns the websocket
// response
func (g *Gemini) WsReadData(ws *websocket.Conn, c pair.CurrencyPair, feedType string) {
func (g *Gemini) WsReadData(ws *websocket.Conn, c currency.Pair, feedType string) {
g.Websocket.Wg.Add(1)
defer func() {
@@ -157,8 +157,6 @@ func (g *Gemini) WsHandleData() {
newOrderbook.Asks = asks
newOrderbook.Bids = bids
newOrderbook.AssetType = "SPOT"
newOrderbook.CurrencyPair = resp.Currency.Pair().String()
newOrderbook.LastUpdated = time.Now()
newOrderbook.Pair = resp.Currency
err := g.Websocket.Orderbook.LoadSnapshot(newOrderbook,

View File

@@ -10,7 +10,7 @@ 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"
@@ -37,7 +37,13 @@ func (g *Gemini) Run() {
if err != nil {
log.Errorf("%s Failed to get available symbols.\n", g.GetName())
} else {
err = g.UpdateCurrencies(exchangeProducts, false, false)
var newExchangeProducts currency.Pairs
for _, p := range exchangeProducts {
newExchangeProducts = append(newExchangeProducts,
currency.NewPairFromString(p))
}
err = g.UpdateCurrencies(newExchangeProducts, false, false)
if err != nil {
log.Errorf("%s Failed to update available currencies.\n", g.GetName())
}
@@ -57,7 +63,7 @@ func (g *Gemini) GetAccountInfo() (exchange.AccountInfo, error) {
var currencies []exchange.AccountCurrencyInfo
for i := 0; i < len(accountBalance); i++ {
var exchangeCurrency exchange.AccountCurrencyInfo
exchangeCurrency.CurrencyName = accountBalance[i].Currency
exchangeCurrency.CurrencyName = currency.NewCode(accountBalance[i].Currency)
exchangeCurrency.TotalValue = accountBalance[i].Amount
exchangeCurrency.Hold = accountBalance[i].Available
currencies = append(currencies, exchangeCurrency)
@@ -71,9 +77,9 @@ func (g *Gemini) GetAccountInfo() (exchange.AccountInfo, error) {
}
// UpdateTicker updates and returns the ticker for a currency pair
func (g *Gemini) UpdateTicker(p pair.CurrencyPair, assetType string) (ticker.Price, error) {
func (g *Gemini) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
var tickerPrice ticker.Price
tick, err := g.GetTicker(p.Pair().String())
tick, err := g.GetTicker(p.String())
if err != nil {
return tickerPrice, err
}
@@ -82,12 +88,17 @@ func (g *Gemini) UpdateTicker(p pair.CurrencyPair, assetType string) (ticker.Pri
tickerPrice.Bid = tick.Bid
tickerPrice.Last = tick.Last
tickerPrice.Volume = tick.Volume.USD
ticker.ProcessTicker(g.GetName(), p, tickerPrice, assetType)
err = ticker.ProcessTicker(g.GetName(), tickerPrice, assetType)
if err != nil {
return tickerPrice, err
}
return ticker.GetTicker(g.Name, p, assetType)
}
// GetTickerPrice returns the ticker for a currency pair
func (g *Gemini) GetTickerPrice(p pair.CurrencyPair, assetType string) (ticker.Price, error) {
func (g *Gemini) GetTickerPrice(p currency.Pair, assetType string) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker(g.GetName(), p, assetType)
if err != nil {
return g.UpdateTicker(p, assetType)
@@ -96,8 +107,8 @@ func (g *Gemini) GetTickerPrice(p pair.CurrencyPair, assetType string) (ticker.P
}
// GetOrderbookEx returns orderbook base on the currency pair
func (g *Gemini) GetOrderbookEx(p pair.CurrencyPair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.GetOrderbook(g.GetName(), p, assetType)
func (g *Gemini) GetOrderbookEx(p currency.Pair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.Get(g.GetName(), p, assetType)
if err != nil {
return g.UpdateOrderbook(p, assetType)
}
@@ -105,9 +116,9 @@ func (g *Gemini) GetOrderbookEx(p pair.CurrencyPair, assetType string) (orderboo
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (g *Gemini) UpdateOrderbook(p pair.CurrencyPair, assetType string) (orderbook.Base, error) {
func (g *Gemini) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := g.GetOrderbook(p.Pair().String(), url.Values{})
orderbookNew, err := g.GetOrderbook(p.String(), url.Values{})
if err != nil {
return orderBook, err
}
@@ -120,8 +131,16 @@ func (g *Gemini) UpdateOrderbook(p pair.CurrencyPair, assetType string) (orderbo
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: orderbookNew.Asks[x].Amount, Price: orderbookNew.Asks[x].Price})
}
orderbook.ProcessOrderbook(g.GetName(), p, orderBook, assetType)
return orderbook.GetOrderbook(g.Name, p, assetType)
orderBook.Pair = p
orderBook.ExchangeName = g.GetName()
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(g.Name, p, assetType)
}
// GetFundingHistory returns funding history, deposits and
@@ -132,16 +151,20 @@ func (g *Gemini) GetFundingHistory() ([]exchange.FundHistory, error) {
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (g *Gemini) GetExchangeHistory(p pair.CurrencyPair, assetType string) ([]exchange.TradeHistory, error) {
func (g *Gemini) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
var resp []exchange.TradeHistory
return resp, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (g *Gemini) SubmitOrder(p pair.CurrencyPair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, _ string) (exchange.SubmitOrderResponse, error) {
func (g *Gemini) SubmitOrder(p currency.Pair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, _ string) (exchange.SubmitOrderResponse, error) {
var submitOrderResponse exchange.SubmitOrderResponse
response, err := g.NewOrder(p.Pair().String(), amount, price, side.ToString(), orderType.ToString())
response, err := g.NewOrder(p.String(),
amount,
price,
side.ToString(),
orderType.ToString())
if response > 0 {
submitOrderResponse.OrderID = fmt.Sprintf("%v", response)
@@ -195,7 +218,7 @@ func (g *Gemini) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
}
// GetDepositAddress returns a deposit address for a specified currency
func (g *Gemini) GetDepositAddress(cryptocurrency pair.CurrencyItem, _ string) (string, error) {
func (g *Gemini) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
addr, err := g.GetCryptoDepositAddress("", cryptocurrency.String())
if err != nil {
return "", err
@@ -248,7 +271,8 @@ func (g *Gemini) GetActiveOrders(getOrdersRequest exchange.GetOrdersRequest) ([]
var orders []exchange.OrderDetail
for _, order := range resp {
symbol := pair.NewCurrencyPairDelimiter(order.Symbol, g.ConfigCurrencyPairFormat.Delimiter)
symbol := currency.NewPairDelimiter(order.Symbol,
g.ConfigCurrencyPairFormat.Delimiter)
var orderType exchange.OrderType
if order.Type == "exchange limit" {
orderType = exchange.LimitOrderType
@@ -273,7 +297,8 @@ func (g *Gemini) GetActiveOrders(getOrdersRequest exchange.GetOrdersRequest) ([]
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks)
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
exchange.FilterOrdersByType(&orders, getOrdersRequest.OrderType)
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
@@ -290,14 +315,15 @@ func (g *Gemini) GetOrderHistory(getOrdersRequest exchange.GetOrdersRequest) ([]
var trades []TradeHistory
for _, currency := range getOrdersRequest.Currencies {
resp, err := g.GetTradeHistory(exchange.FormatExchangeCurrency(g.Name, currency).String(), getOrdersRequest.StartTicks.Unix())
resp, err := g.GetTradeHistory(exchange.FormatExchangeCurrency(g.Name, currency).String(),
getOrdersRequest.StartTicks.Unix())
if err != nil {
return nil, err
}
for _, trade := range resp {
trade.BaseCurrency = currency.FirstCurrency.String()
trade.QuoteCurrency = currency.SecondCurrency.String()
trade.BaseCurrency = currency.Base.String()
trade.QuoteCurrency = currency.Quote.String()
trades = append(trades, trade)
}
}
@@ -308,18 +334,21 @@ func (g *Gemini) GetOrderHistory(getOrdersRequest exchange.GetOrdersRequest) ([]
orderDate := time.Unix(trade.Timestamp, 0)
orders = append(orders, exchange.OrderDetail{
Amount: trade.Amount,
ID: fmt.Sprintf("%v", trade.OrderID),
Exchange: g.Name,
OrderDate: orderDate,
OrderSide: side,
Fee: trade.FeeAmount,
Price: trade.Price,
CurrencyPair: pair.NewCurrencyPairWithDelimiter(trade.BaseCurrency, trade.QuoteCurrency, g.ConfigCurrencyPairFormat.Delimiter),
Amount: trade.Amount,
ID: fmt.Sprintf("%v", trade.OrderID),
Exchange: g.Name,
OrderDate: orderDate,
OrderSide: side,
Fee: trade.FeeAmount,
Price: trade.Price,
CurrencyPair: currency.NewPairWithDelimiter(trade.BaseCurrency,
trade.QuoteCurrency,
g.ConfigCurrencyPairFormat.Delimiter),
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks)
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
return orders, nil