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

@@ -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