exchanges/kraken,bittrex,gemini: Resolve Kraken panic, lint corrections, Bittrex batch tickers, set Gemini order limits and update tradable pairs (#1372)

* fix kraken, batch bittrex, fix lint

* surprise gemini!

* thought this happened automatically

* fix before shazbert sees

* fixes annoying atoi bug

* rm futures from gemini

* lint

* bittrex UpdatedAt, gemini Limits, stats relook

* STATS used HARDEN!(improve stats package)

* Whoopsies in your Daisies

* rm RWMutex, json stringeroo

* fixes additional index issues 😆 😭
This commit is contained in:
Scott
2023-10-23 17:06:25 +10:00
committed by GitHub
parent f8e943ea8e
commit 2ea3083468
14 changed files with 1855 additions and 120 deletions

View File

@@ -24,7 +24,7 @@ const (
geminiAPIVersion = "1"
geminiSymbols = "symbols"
geminiTicker = "pubticker"
geminiSymbolDetails = "symbols/details"
geminiAuction = "auction"
geminiAuctionHistory = "history"
geminiOrderbook = "book"
@@ -62,6 +62,21 @@ func (g *Gemini) GetSymbols(ctx context.Context) ([]string, error) {
return symbols, g.SendHTTPRequest(ctx, exchange.RestSpot, path, &symbols)
}
// GetSymbolDetails returns extra symbol details
// use symbol "all" to get everything
func (g *Gemini) GetSymbolDetails(ctx context.Context, symbol string) ([]SymbolDetails, error) {
if symbol == "all" {
var details []SymbolDetails
return details, g.SendHTTPRequest(ctx, exchange.RestSpot, "/v"+geminiAPIVersion+"/"+geminiSymbolDetails+"/"+symbol, &details)
}
var details SymbolDetails
err := g.SendHTTPRequest(ctx, exchange.RestSpot, "/v"+geminiAPIVersion+"/"+geminiSymbolDetails+"/"+symbol, &details)
if err != nil {
return nil, err
}
return []SymbolDetails{details}, nil
}
// GetTicker returns information about recent trading activity for the symbol
func (g *Gemini) GetTicker(ctx context.Context, currencyPair string) (TickerV2, error) {
ticker := TickerV2{}

View File

@@ -1259,3 +1259,42 @@ func TestGetOrderInfo(t *testing.T) {
t.Error(err)
}
}
func TestGetSymbolDetails(t *testing.T) {
t.Parallel()
_, err := g.GetSymbolDetails(context.Background(), "all")
if err != nil {
t.Error(err)
}
_, err = g.GetSymbolDetails(context.Background(), "btcusd")
if err != nil {
t.Error(err)
}
}
func TestSetExchangeOrderExecutionLimits(t *testing.T) {
t.Parallel()
err := g.UpdateOrderExecutionLimits(context.Background(), asset.Spot)
if err != nil {
t.Fatal(err)
}
err = g.UpdateOrderExecutionLimits(context.Background(), asset.Futures)
if !errors.Is(err, asset.ErrNotSupported) {
t.Fatal(err)
}
availPairs, err := g.GetAvailablePairs(asset.Spot)
if err != nil {
t.Fatal(err)
}
for x := range availPairs {
var limit order.MinMaxLevel
limit, err = g.GetOrderExecutionLimits(asset.Spot, availPairs[x])
if err != nil {
t.Fatal(err, availPairs[x])
}
if limit == (order.MinMaxLevel{}) {
t.Fatal("exchange limit should be loaded")
}
}
}

View File

@@ -1,6 +1,7 @@
package gemini
import (
"github.com/thrasher-corp/gocryptotrader/common/convert"
"github.com/thrasher-corp/gocryptotrader/currency"
)
@@ -29,6 +30,21 @@ type Ticker struct {
}
}
// SymbolDetails contains additional symbol details
type SymbolDetails struct {
Symbol string `json:"symbol"`
BaseCurrency string `json:"base_currency"`
QuoteCurrency string `json:"quote_currency"`
TickSize float64 `json:"tick_size"`
QuoteIncrement float64 `json:"quote_increment"`
MinOrderSize convert.StringToFloat64 `json:"min_order_size"`
Status string `json:"status"`
WrapEnabled bool `json:"wrap_enabled"`
ProductType string `json:"product_type"`
ContractType string `json:"contract_type"`
ContractPriceCurrency string `json:"contract_price_currency"`
}
// TickerV2 holds returned ticker data from the exchange
type TickerV2 struct {
Ask float64 `json:"ask,string"`

View File

@@ -7,6 +7,7 @@ import (
"net/url"
"sort"
"strconv"
"strings"
"sync"
"time"
@@ -259,7 +260,12 @@ func (g *Gemini) Run(ctx context.Context) {
}
}
}
if err := g.UpdateOrderExecutionLimits(ctx, asset.Spot); err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to set exchange order execution limits. Err: %v",
g.Name,
err)
}
if !g.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
@@ -278,26 +284,26 @@ func (g *Gemini) FetchTradablePairs(ctx context.Context, a asset.Item) (currency
return nil, asset.ErrNotSupported
}
symbols, err := g.GetSymbols(ctx)
details, err := g.GetSymbolDetails(ctx, "all")
if err != nil {
return nil, err
}
pairs := make([]currency.Pair, len(symbols))
for x := range symbols {
var pair currency.Pair
switch len(symbols[x]) {
case 8:
pair, err = currency.NewPairFromStrings(symbols[x][0:5], symbols[x][5:])
case 7:
pair, err = currency.NewPairFromStrings(symbols[x][0:4], symbols[x][4:])
default:
pair, err = currency.NewPairFromStrings(symbols[x][0:3], symbols[x][3:])
pairs := make([]currency.Pair, 0, len(details))
for i := range details {
status := strings.ToLower(details[i].Status)
if status != "open" && status != "limit_only" {
continue
}
if !strings.EqualFold(details[i].ContractType, "vanilla") {
// TODO: add support for futures
continue
}
cp, err := currency.NewPairFromStrings(details[i].BaseCurrency, details[i].Symbol[len(details[i].BaseCurrency):])
if err != nil {
return nil, err
}
pairs[x] = pair
pairs = append(pairs, cp)
}
return pairs, nil
}
@@ -918,3 +924,33 @@ func (g *Gemini) GetHistoricCandlesExtended(_ context.Context, _ currency.Pair,
func (g *Gemini) GetFuturesContractDetails(context.Context, asset.Item) ([]futures.Contract, error) {
return nil, common.ErrFunctionNotSupported
}
// UpdateOrderExecutionLimits sets exchange executions for a required asset type
func (g *Gemini) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error {
if a != asset.Spot {
return fmt.Errorf("%w %v", asset.ErrNotSupported, a)
}
details, err := g.GetSymbolDetails(ctx, "all")
if err != nil {
return fmt.Errorf("cannot update exchange execution limits: %w", err)
}
resp := make([]order.MinMaxLevel, 0, len(details))
for i := range details {
status := strings.ToLower(details[i].Status)
if status != "open" && status != "limit_only" {
continue
}
cp, err := currency.NewPairFromStrings(details[i].BaseCurrency, details[i].QuoteCurrency)
if err != nil {
return err
}
resp = append(resp, order.MinMaxLevel{
Pair: cp,
Asset: a,
AmountStepIncrementSize: details[i].TickSize,
MinimumBaseAmount: details[i].MinOrderSize.Float64(),
QuoteStepIncrementSize: details[i].QuoteIncrement,
})
}
return g.LoadLimits(resp)
}