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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

10
exchanges/okgroup/okgroup.go
View File

@@ -116,9 +116,9 @@ func (o *OKGroup) Setup(exch config.ExchangeConfig) {
o.RESTPollingDelay = exch.RESTPollingDelay
o.Verbose = exch.Verbose
o.Websocket.SetWsStatusAndConnection(exch.Websocket)
o.BaseCurrencies = common.SplitStrings(exch.BaseCurrencies, ",")
o.AvailablePairs = common.SplitStrings(exch.AvailablePairs, ",")
o.EnabledPairs = common.SplitStrings(exch.EnabledPairs, ",")
o.BaseCurrencies = exch.BaseCurrencies
o.AvailablePairs = exch.AvailablePairs
o.EnabledPairs = exch.EnabledPairs
err := o.SetCurrencyPairFormat()
if err != nil {
log.Fatal(err)
@@ -670,12 +670,12 @@ func (o *OKGroup) GetFee(feeBuilder exchange.FeeBuilder) (fee float64, _ error)
case exchange.CryptocurrencyTradeFee:
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount, feeBuilder.IsMaker)
case exchange.CryptocurrencyWithdrawalFee:
withdrawFees, err := o.GetAccountWithdrawalFee(feeBuilder.CurrencyItem)
withdrawFees, err := o.GetAccountWithdrawalFee(feeBuilder.FiatCurrency.String())
if err != nil {
return -1, err
}
for _, withdrawFee := range withdrawFees {
if withdrawFee.Currency == feeBuilder.CurrencyItem {
if withdrawFee.Currency == feeBuilder.FiatCurrency.String() {
fee = withdrawFee.MinFee
break
}

19
exchanges/okgroup/okgroup_websocket.go
View File

@@ -15,9 +15,10 @@ import (
"sync"
"time"
"github.com/thrasher-/gocryptotrader/currency"
"github.com/gorilla/websocket"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/currency/pair"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
log "github.com/thrasher-/gocryptotrader/logger"
@@ -204,7 +205,7 @@ func (o *OKGroup) WsConnect() error {
func (o *OKGroup) WsSubscribeToDefaults() (err error) {
channelsToSubscribe := []string{okGroupWsSpotDepth, okGroupWsSpotCandle300s, okGroupWsSpotTicker, okGroupWsSpotTrade}
for _, pair := range o.EnabledPairs {
formattedPair := strings.ToUpper(strings.Replace(pair, "_", "-", 1))
formattedPair := strings.ToUpper(strings.Replace(pair.String(), "_", "-", 1))
for _, channel := range channelsToSubscribe {
err = o.WsSubscribeToChannel(fmt.Sprintf("%v:%s", channel, formattedPair))
if err != nil {
@@ -501,7 +502,7 @@ func logDataResponse(response *WebsocketDataResponse) {
// wsProcessTickers converts ticker data and sends it to the datahandler
func (o *OKGroup) wsProcessTickers(response *WebsocketDataResponse) {
for _, tickerData := range response.Data {
instrument := pair.NewCurrencyPairDelimiter(tickerData.InstrumentID, "-")
instrument := currency.NewPairDelimiter(tickerData.InstrumentID, "-")
o.Websocket.DataHandler <- exchange.TickerData{
Timestamp: tickerData.Timestamp,
Exchange: o.GetName(),
@@ -517,7 +518,7 @@ func (o *OKGroup) wsProcessTickers(response *WebsocketDataResponse) {
// wsProcessTrades converts trade data and sends it to the datahandler
func (o *OKGroup) wsProcessTrades(response *WebsocketDataResponse) {
for _, trade := range response.Data {
instrument := pair.NewCurrencyPairDelimiter(trade.InstrumentID, "-")
instrument := currency.NewPairDelimiter(trade.InstrumentID, "-")
o.Websocket.DataHandler <- exchange.TradeData{
Amount: trade.Qty,
AssetType: o.GetAssetTypeFromTableName(response.Table),
@@ -534,7 +535,7 @@ func (o *OKGroup) wsProcessTrades(response *WebsocketDataResponse) {
// wsProcessCandles converts candle data and sends it to the data handler
func (o *OKGroup) wsProcessCandles(response *WebsocketDataResponse) {
for _, candle := range response.Data {
instrument := pair.NewCurrencyPairDelimiter(candle.InstrumentID, "-")
instrument := currency.NewPairDelimiter(candle.InstrumentID, "-")
timeData, err := time.Parse(time.RFC3339Nano, candle.WebsocketCandleResponse.Candle[0])
if err != nil {
log.Warnf("%v Time data could not be parsed: %v", o.GetName(), candle.Candle[0])
@@ -567,7 +568,7 @@ func (o *OKGroup) wsProcessCandles(response *WebsocketDataResponse) {
// WsProcessOrderBook Validates the checksum and updates internal orderbook values
func (o *OKGroup) WsProcessOrderBook(response *WebsocketDataResponse) (err error) {
for i := range response.Data {
instrument := pair.NewCurrencyPairDelimiter(response.Data[i].InstrumentID, "-")
instrument := currency.NewPairDelimiter(response.Data[i].InstrumentID, "-")
if response.Action == okGroupWsOrderbookPartial {
err = o.WsProcessPartialOrderBook(&response.Data[i], instrument, response.Table)
} else if response.Action == okGroupWsOrderbookUpdate {
@@ -592,7 +593,7 @@ func (o *OKGroup) AppendWsOrderbookItems(entries [][]interface{}) (orderbookItem
// WsProcessPartialOrderBook takes websocket orderbook data and creates an orderbook
// Calculates checksum to ensure it is valid
func (o *OKGroup) WsProcessPartialOrderBook(wsEventData *WebsocketDataWrapper, instrument pair.CurrencyPair, tableName string) error {
func (o *OKGroup) WsProcessPartialOrderBook(wsEventData *WebsocketDataWrapper, instrument currency.Pair, tableName string) error {
signedChecksum := o.CalculatePartialOrderbookChecksum(wsEventData)
if signedChecksum != wsEventData.Checksum {
return fmt.Errorf("channel: %v. Orderbook partial for %v checksum invalid", tableName, instrument)
@@ -606,9 +607,9 @@ func (o *OKGroup) WsProcessPartialOrderBook(wsEventData *WebsocketDataWrapper, i
Asks: asks,
Bids: bids,
AssetType: o.GetAssetTypeFromTableName(tableName),
CurrencyPair: wsEventData.InstrumentID,
LastUpdated: wsEventData.Timestamp,
Pair: instrument,
ExchangeName: o.GetName(),
}
err := o.Websocket.Orderbook.LoadSnapshot(newOrderBook, o.GetName(), true)
@@ -625,7 +626,7 @@ func (o *OKGroup) WsProcessPartialOrderBook(wsEventData *WebsocketDataWrapper, i
// WsProcessUpdateOrderbook updates an existing orderbook using websocket data
// After merging WS data, it will sort, validate and finally update the existing orderbook
func (o *OKGroup) WsProcessUpdateOrderbook(wsEventData *WebsocketDataWrapper, instrument pair.CurrencyPair, tableName string) error {
func (o *OKGroup) WsProcessUpdateOrderbook(wsEventData *WebsocketDataWrapper, instrument currency.Pair, tableName string) error {
internalOrderbook, err := o.GetOrderbookEx(instrument, o.GetAssetTypeFromTableName(tableName))
if err != nil {
return errors.New("orderbook nil, could not load existing orderbook")

76
exchanges/okgroup/okgroup_wrapper.go
View File

@@ -7,7 +7,7 @@ import (
"sync"
"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"
@@ -41,9 +41,9 @@ func (o *OKGroup) Run() {
return
}
var pairs []string
var pairs currency.Pairs
for x := range prods {
pairs = append(pairs, prods[x].BaseCurrency+"_"+prods[x].QuoteCurrency)
pairs = append(pairs, currency.NewPairFromString(prods[x].BaseCurrency+"_"+prods[x].QuoteCurrency))
}
err = o.UpdateCurrencies(pairs, false, false)
@@ -54,29 +54,28 @@ func (o *OKGroup) Run() {
}
// UpdateTicker updates and returns the ticker for a currency pair
func (o *OKGroup) UpdateTicker(p pair.CurrencyPair, assetType string) (tickerData ticker.Price, err error) {
func (o *OKGroup) UpdateTicker(p currency.Pair, assetType string) (tickerData ticker.Price, err error) {
resp, err := o.GetSpotAllTokenPairsInformationForCurrency(exchange.FormatExchangeCurrency(o.Name, p).String())
if err != nil {
return
}
tickerData = ticker.Price{
Ask: resp.BestAsk,
Bid: resp.BestBid,
CurrencyPair: exchange.FormatExchangeCurrency(o.Name, p).String(),
High: resp.High24h,
Last: resp.Last,
LastUpdated: resp.Timestamp,
Low: resp.Low24h,
Pair: p,
Volume: resp.BaseVolume24h,
Ask: resp.BestAsk,
Bid: resp.BestBid,
High: resp.High24h,
Last: resp.Last,
LastUpdated: resp.Timestamp,
Low: resp.Low24h,
Pair: exchange.FormatExchangeCurrency(o.Name, p),
Volume: resp.BaseVolume24h,
}
ticker.ProcessTicker(o.Name, p, tickerData, assetType)
err = ticker.ProcessTicker(o.Name, tickerData, assetType)
return
}
// GetTickerPrice returns the ticker for a currency pair
func (o *OKGroup) GetTickerPrice(p pair.CurrencyPair, assetType string) (tickerData ticker.Price, err error) {
func (o *OKGroup) GetTickerPrice(p currency.Pair, assetType string) (tickerData ticker.Price, err error) {
tickerData, err = ticker.GetTicker(o.GetName(), p, assetType)
if err != nil {
return o.UpdateTicker(p, assetType)
@@ -85,8 +84,8 @@ func (o *OKGroup) GetTickerPrice(p pair.CurrencyPair, assetType string) (tickerD
}
// GetOrderbookEx returns orderbook base on the currency pair
func (o *OKGroup) GetOrderbookEx(p pair.CurrencyPair, assetType string) (resp orderbook.Base, err error) {
ob, err := orderbook.GetOrderbook(o.GetName(), p, assetType)
func (o *OKGroup) GetOrderbookEx(p currency.Pair, assetType string) (resp orderbook.Base, err error) {
ob, err := orderbook.Get(o.GetName(), p, assetType)
if err != nil {
return o.UpdateOrderbook(p, assetType)
}
@@ -94,7 +93,7 @@ func (o *OKGroup) GetOrderbookEx(p pair.CurrencyPair, assetType string) (resp or
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (o *OKGroup) UpdateOrderbook(p pair.CurrencyPair, assetType string) (resp orderbook.Base, err error) {
func (o *OKGroup) UpdateOrderbook(p currency.Pair, assetType string) (resp orderbook.Base, err error) {
orderbookNew, err := o.GetSpotOrderBook(GetSpotOrderBookRequest{
InstrumentID: exchange.FormatExchangeCurrency(o.Name, p).String(),
})
@@ -103,12 +102,12 @@ func (o *OKGroup) UpdateOrderbook(p pair.CurrencyPair, assetType string) (resp o
}
for x := range orderbookNew.Bids {
amount, err := strconv.ParseFloat(orderbookNew.Bids[x][1], 64)
if err != nil {
amount, convErr := strconv.ParseFloat(orderbookNew.Bids[x][1], 64)
if convErr != nil {
log.Errorf("Could not convert %v to float64", orderbookNew.Bids[x][1])
}
price, err := strconv.ParseFloat(orderbookNew.Bids[x][0], 64)
if err != nil {
price, convErr := strconv.ParseFloat(orderbookNew.Bids[x][0], 64)
if convErr != nil {
log.Errorf("Could not convert %v to float64", orderbookNew.Bids[x][0])
}
resp.Bids = append(resp.Bids, orderbook.Item{
@@ -118,12 +117,12 @@ func (o *OKGroup) UpdateOrderbook(p pair.CurrencyPair, assetType string) (resp o
}
for x := range orderbookNew.Asks {
amount, err := strconv.ParseFloat(orderbookNew.Asks[x][1], 64)
if err != nil {
amount, convErr := strconv.ParseFloat(orderbookNew.Asks[x][1], 64)
if convErr != nil {
log.Errorf("Could not convert %v to float64", orderbookNew.Asks[x][1])
}
price, err := strconv.ParseFloat(orderbookNew.Asks[x][0], 64)
if err != nil {
price, convErr := strconv.ParseFloat(orderbookNew.Asks[x][0], 64)
if convErr != nil {
log.Errorf("Could not convert %v to float64", orderbookNew.Asks[x][0])
}
resp.Asks = append(resp.Asks, orderbook.Item{
@@ -132,8 +131,16 @@ func (o *OKGroup) UpdateOrderbook(p pair.CurrencyPair, assetType string) (resp o
})
}
orderbook.ProcessOrderbook(o.GetName(), p, resp, assetType)
return orderbook.GetOrderbook(o.Name, p, assetType)
resp.Pair = p
resp.AssetType = assetType
resp.ExchangeName = o.Name
err = resp.Process()
if err != nil {
return
}
return orderbook.Get(o.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies
@@ -152,7 +159,7 @@ func (o *OKGroup) GetAccountInfo() (resp exchange.AccountInfo, err error) {
log.Errorf("Could not convert %v to float64", curr.Balance)
}
currencyAccount.Currencies = append(currencyAccount.Currencies, exchange.AccountCurrencyInfo{
CurrencyName: curr.ID,
CurrencyName: currency.NewCode(curr.ID),
Hold: hold,
TotalValue: totalValue,
})
@@ -206,12 +213,12 @@ func (o *OKGroup) GetFundingHistory() (resp []exchange.FundHistory, err error) {
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (o *OKGroup) GetExchangeHistory(p pair.CurrencyPair, assetType string) ([]exchange.TradeHistory, error) {
func (o *OKGroup) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (o *OKGroup) SubmitOrder(p pair.CurrencyPair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, clientID string) (resp exchange.SubmitOrderResponse, err error) {
func (o *OKGroup) SubmitOrder(p currency.Pair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, clientID string) (resp exchange.SubmitOrderResponse, err error) {
request := PlaceSpotOrderRequest{
ClientOID: clientID,
InstrumentID: exchange.FormatExchangeCurrency(o.Name, p).String(),
@@ -292,8 +299,9 @@ func (o *OKGroup) GetOrderInfo(orderID string) (resp exchange.OrderDetail, err e
return
}
resp = exchange.OrderDetail{
Amount: order.Size,
CurrencyPair: pair.NewCurrencyPairDelimiter(order.InstrumentID, o.ConfigCurrencyPairFormat.Delimiter),
Amount: order.Size,
CurrencyPair: currency.NewPairDelimiter(order.InstrumentID,
o.ConfigCurrencyPairFormat.Delimiter),
Exchange: o.Name,
OrderDate: order.Timestamp,
ExecutedAmount: order.FilledSize,
@@ -304,7 +312,7 @@ func (o *OKGroup) GetOrderInfo(orderID string) (resp exchange.OrderDetail, err e
}
// GetDepositAddress returns a deposit address for a specified currency
func (o *OKGroup) GetDepositAddress(p pair.CurrencyItem, accountID string) (_ string, err error) {
func (o *OKGroup) GetDepositAddress(p currency.Code, accountID string) (_ string, err error) {
wallet, err := o.GetAccountDepositAddressForCurrency(p.Lower().String())
if err != nil {
return