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context: Add authenticated HTTP credentials (#892)

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* gRPC: context overide

* exchanges: continue update

* exchange: Update context handling
*Add setter methods for API credentials
*Shift credentials functionality to its own file in exchanges package
*Add tests
*Refactor function DeployCredentialsToContext for library usage
*Add function to process credential metadata from API boundary to internal use context value.
*Add OTP rpc handling

* exchanges: reverts to old style in GetFeeByType, reverts some code I accidently deleted. Plus things and other. XD

* template: update

* exchanges: fix linter issues

* REMOVE THAT AWESOME NEW LINE!

* gct: fix some tests

* I cant spell :(

* exchanges/gctscript: fix more tests

* coinnut: fix tests

* Update exchanges/credentials.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/credentials.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/credentials.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/credentials.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/credentials.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* exchanges/gctcli: stop applying empty credentials

* fix linters

* exchanges: add test

* rpceserver: actually check error for errors

* rpcserver: fix up tests

* Update exchanges/credentials.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* exchanges/creds: move tests to corresponding files, add protection and segration for Credentials struct & ptr values

* exchanges/creds: allow subaccount to override default credentials via gRPC

* exchanges/credentials: don't return nil in GetCredentials

* creds: spelling

* exchanges: fix glorious NITS!

* credentials: Add in test and refactor IsEmpty method.

* credentials: change type positioning (glorious)

* exchange_template: Fix template changes

* DOCS: Refresh

* docs: fix spelling

* DOCS: fix alignment and add package

* DOCS: ALIGN!

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
This commit is contained in:
Ryan O'Hara-Reid
2022-03-21 13:58:08 +11:00
committed by GitHub
parent 58b9f8b9ec
commit 09fa2f236a
122 changed files with 3006 additions and 2126 deletions
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76
docs/ADD_NEW_EXCHANGE.md
View File

@@ -260,23 +260,21 @@ var Exchanges = []string{
func TestGetEnabledExchanges(t *testing.T) {
cfg := GetConfig()
err := cfg.LoadConfig(TestFile, true)
if err != nil {
t.Errorf(
"TestGetEnabledExchanges. LoadConfig Error: %s", err.Error(),
)
if !errors.Is(err, errConfigDefineErrorExample) {
t.Errorf("received: '%v' but expected '%v'", err, errConfigDefineErrorExample)
}
exchanges := cfg.GetEnabledExchanges()
if len(exchanges) != defaultEnabledExchanges { // modify the value of defaultEnabledExchanges at the top of the config_test.go file to match the total count of exchanges
t.Error(
"TestGetEnabledExchanges. Enabled exchanges value mismatch",
)
// modify the value of defaultEnabledExchanges at the top of the
// config_test.go file to match the total count of exchanges
if len(exchanges) != defaultEnabledExchanges {
t.Errorf("received: '%v' but expected '%v'", len(exchanges), defaultEnabledExchanges)
}
if !common.StringDataCompare(exchanges, "Bitfinex") {
t.Error(
"TestGetEnabledExchanges. Expected exchange Bitfinex not found",
)
t.Errorf("received: '%v' but expected '%v'",
common.StringDataCompare(exchanges, "Bitfinex"),
true)
}
}
```
@@ -321,14 +319,16 @@ for i := range bot.Exchanges {
// Public calls - wrapper functions
pair := currency.NewPair(currency.BTC, currency.USD)
// Fetches current ticker information
tick, err := e.FetchTicker() // e -> f
tick, err := e.FetchTicker(context.Background(), pair, asset.Spot) // e -> f
if err != nil {
// Handle error
}
// Fetches current orderbook information
ob, err := e.FetchOrderbook() // e -> f (do so for the rest of the functions too)
ob, err := e.FetchOrderbook(context.Background(), pair, asset.Spot) // e -> f (do so for the rest of the functions too)
if err != nil {
// Handle error
}
@@ -418,7 +418,7 @@ const (
Create a get function in ftx.go file and unmarshall the data in the created type:
```go
// GetMarkets gets market data
func (f *FTX) GetMarkets() (Markets, error) {
func (f *FTX) GetMarkets(ctx context.Context) (Markets, error) {
var resp Markets
return resp, f.SendHTTPRequest(ctx, ftxAPIURL+getMarkets, &resp)
}
@@ -433,7 +433,7 @@ const(
func TestGetMarket(t *testing.T) {
t.Parallel() // adding t.Parralel() is preferred as it allows tests to run simultaneously, speeding up package test time
f.Verbose = true // used for more detailed output
a, err := f.GetMarket(spotPair) // spotPair is just a const so it can be reused in other tests too
a, err := f.GetMarket(context.Background(), spotPair) // spotPair is just a const so it can be reused in other tests too
t.Log(a)
if err != nil {
t.Error(err)
@@ -443,7 +443,7 @@ func TestGetMarket(t *testing.T) {
Verbose can be set to true to see the data received if there are errors unmarshalling
Once testing is done remove verbose, variable a and t.Log(a) since they produce unnecessary output when GCT is run
```go
_, err := f.GetMarket(spotPair)
_, err := f.GetMarket(context.Background(), spotPair)
```
Ensure each endpoint is implemented and has an associated test to improve test coverage and increase confidence
@@ -459,6 +459,14 @@ func (f *FTX) SendAuthHTTPRequest(ctx context.Context, method, path string, data
// limiting. This is for when signatures are based on timestamps/nonces that are
// within time receive windows. NOTE: This is not always necessary and the above
// SendHTTPRequest example will suffice.
// Fetches credentials, this can either use a context set credential or if
// not found, will default to the config.json exchange specific credentials.
creds, err := f.GetCredentials(ctx)
if err != nil {
return err
}
generate := func() (*request.Item, error) {
ts := strconv.FormatInt(time.Now().UnixMilli(), 10)
var body io.Reader
@@ -471,13 +479,13 @@ func (f *FTX) SendAuthHTTPRequest(ctx context.Context, method, path string, data
}
body = bytes.NewBuffer(payload)
sigPayload := ts + method + "/api" + path + string(payload)
hmac = crypto.GetHMAC(crypto.HashSHA256, []byte(sigPayload), []byte(f.API.Credentials.Secret))
hmac = crypto.GetHMAC(crypto.HashSHA256, []byte(sigPayload), []byte(creds.Secret))
} else {
sigPayload := ts + method + "/api" + path
hmac = crypto.GetHMAC(crypto.HashSHA256, []byte(sigPayload), []byte(f.API.Credentials.Secret))
hmac = crypto.GetHMAC(crypto.HashSHA256, []byte(sigPayload), []byte(creds.Secret))
}
headers := make(map[string]string)
headers["FTX-KEY"] = f.API.Credentials.Key
headers["FTX-KEY"] = creds.Key
headers["FTX-SIGN"] = crypto.HexEncodeToString(hmac)
headers["FTX-TS"] = ts
headers["Content-Type"] = "application/json"
@@ -515,7 +523,7 @@ https://docs.ftx.com/#get-account-information:
```go
// GetAccountInfo gets account info
func (f *FTX) GetAccountInfo() (AccountData, error) {
func (f *FTX) GetAccountInfo(ctx context.Context) (AccountData, error) {
var resp AccountData
return resp, f.SendAuthHTTPRequest(ctx, http.MethodGet, getAccountInfo, nil, &resp)
}
@@ -527,7 +535,7 @@ https://docs.ftx.com/#get-withdrawal-history:
```go
// GetTriggerOrderHistory gets trigger orders that are currently open
func (f *FTX) GetTriggerOrderHistory(marketName string, startTime, endTime time.Time, side, orderType, limit string) (TriggerOrderHistory, error) {
func (f *FTX) GetTriggerOrderHistory(ctx context.Context, marketName string, startTime, endTime time.Time, side, orderType, limit string) (TriggerOrderHistory, error) {
var resp TriggerOrderHistory
params := url.Values{}
if marketName != "" {
@@ -589,7 +597,7 @@ For `POST` or `DELETE` requests, params are sent through a map[string]interface{
```go
// Order places an order
func (f *FTX) Order(marketName, side, orderType, reduceOnly, ioc, postOnly, clientID string, price, size float64) (PlaceOrder, error) {
func (f *FTX) Order(ctx context.Context, marketName, side, orderType, reduceOnly, ioc, postOnly, clientID string, price, size float64) (PlaceOrder, error) {
req := make(map[string]interface{})
req["market"] = marketName
req["side"] = side
@@ -637,7 +645,7 @@ func (f *FTX) FetchTradablePairs(ctx context.Context, a asset.Item) ([]string, e
if !f.SupportsAsset(a) {
return nil, fmt.Errorf("asset type of %s is not supported by %s", a, f.Name)
}
markets, err := f.GetMarkets()
markets, err := f.GetMarkets(ctx)
if err != nil {
return nil, err
}
@@ -709,7 +717,7 @@ func (f *FTX) WsConnect() error {
// efficient processing.
go f.wsReadData()
if f.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
err = f.WsAuth()
err = f.WsAuth(context.TODO())
if err != nil {
f.Websocket.DataHandler <- err
f.Websocket.SetCanUseAuthenticatedEndpoints(false)
@@ -1025,17 +1033,27 @@ https://docs.ftx.com/#private-channels
```go
// WsAuth sends an authentication message to receive auth data
func (f *FTX) WsAuth() error {
func (f *FTX) WsAuth(ctx context.Context) error {
// Fetches credentials, this can either use a context set credential or if
// not found, will default to the config.json exchange specific credentials.
// NOTE: Websocket context values are not sufficiently propagated yet, so in
// most circumstances the calling function can call context.TODO() and will
// use default credentials.
creds, err := f.GetCredentials(ctx)
if err != nil {
return err
}
strNonce := strconv.FormatInt(time.Now().UnixMilli(), 10)
hmac := crypto.GetHMAC(
crypto.HashSHA256,
[]byte(strNonce+"websocket_login"),
[]byte(f.API.Credentials.Secret),
[]byte(creds.Secret),
)
sign := crypto.HexEncodeToString(hmac)
req := Authenticate{Operation: "login",
Args: AuthenticationData{
Key: f.API.Credentials.Key,
Key: creds.Key,
Sign: sign,
Time: intNonce,
},
@@ -1193,8 +1211,8 @@ Initially the functions return nil or common.ErrNotYetImplemented
```go
// AuthenticateWebsocket sends an authentication message to the websocket
func (f *FTX) AuthenticateWebsocket() error {
return f.WsAuth()
func (f *FTX) AuthenticateWebsocket(ctx context.Context) error {
return f.WsAuth(ctx)
}
```

29
docs/EXCHANGE_API.md
View File

@@ -40,7 +40,7 @@ supplied meet the requirements to make an authenticated request.
```go
var b bitstamp.Bitstamp
b.SetDefaults()
ticker, err := b.FetchTicker(currency.NewPair(currency.BTC, currency.USD), asset.Spot)
ticker, err := b.FetchTicker(context.Background(), currency.NewPair(currency.BTC, currency.USD), asset.Spot)
if err != nil {
// Handle error
}
@@ -53,9 +53,26 @@ supplied meet the requirements to make an authenticated request.
var b bitstamp.Bitstamp
b.SetDefaults()
b.API.Credentials.Key = "your_key"
b.API.Credentials.Secret = "your_secret"
b.API.Credentials.ClientID = "your_clientid"
// Set default keys
b.API.SetKey("your_key")
b.API.SetSecret("your_secret")
b.API.SetClientID("your_clientid")
b.API.SetPEMKey("your_PEM_key")
b.API.SetSubAccount("your_specific_subaccount")
// Set client/strategy/subsystem specific credentials that will override
// default credentials.
// Make a standard context and add credentials to it by using exchange
// package helper function DeployCredentialsToContext
ctx := context.Background()
ctx = exchange.DeployCredentialsToContext(ctx, &exchange.Credentials{
Key: "your_key",
Secret: "your_secret",
ClientID: "your_clientid",
PEMKey: "your_PEM_key",
SubAccount: "your_specific_subaccount",
})
o := &order.Submit{
Pair: currency.NewPair(currency.BTC, currency.USD),
@@ -65,7 +82,9 @@ supplied meet the requirements to make an authenticated request.
Amount: 0.1,
AssetType: asset.Spot,
}
resp, err := b.SubmitOrder(o)
// Context will be intercepted when sending an authenticated HTTP request.
resp, err := b.SubmitOrder(ctx, o)
if err != nil {
// Handle error
}