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Kraken wsCancelAllOrders added, fix bugs in wsAddOrder, added new API endpoint CancelBatchOrders (#596)

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* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* pull previous changes

* linter issues fix

* updated query_order exmple in gctscript, fixed params check

* removed orderPair unnecessary conversion

* added wsCancelAllOrders, fixed bugs

* fixed Kraken wsAddOrder method

* cleanup

* CancelBatchOrders implementation

* changed CancelBatchOrders signature

* fixed tests and wrappers

* btcmarkets_test fix

* cleanup

* cleanup

* changed CancelBatchOrders signature

* fmt

* Update configtest.json

* Update configtest.json

* rollback configtest

* refactored Kraken wsHandleData to allow tests

* removed unnecessary error test in TestWsAddOrderJSON

* dependencies updates

Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
This commit is contained in:
Vazha
2020-11-24 01:35:31 +02:00
committed by GitHub
parent 5478442d65
commit 3ee99f0b87
51 changed files with 2945 additions and 1808 deletions
Download Patch File Download Diff File Expand all files Collapse all files

3710
gctrpc/rpc.pb.go
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File diff suppressed because it is too large Load Diff

81
gctrpc/rpc.pb.gw.go
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@@ -899,6 +899,40 @@ func local_request_GoCryptoTrader_CancelOrder_0(ctx context.Context, marshaler r
}
func request_GoCryptoTrader_CancelBatchOrders_0(ctx context.Context, marshaler runtime.Marshaler, client GoCryptoTraderClient, req *http.Request, pathParams map[string]string) (proto.Message, runtime.ServerMetadata, error) {
var protoReq CancelBatchOrdersRequest
var metadata runtime.ServerMetadata
newReader, berr := utilities.IOReaderFactory(req.Body)
if berr != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", berr)
}
if err := marshaler.NewDecoder(newReader()).Decode(&protoReq); err != nil && err != io.EOF {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
msg, err := client.CancelBatchOrders(ctx, &protoReq, grpc.Header(&metadata.HeaderMD), grpc.Trailer(&metadata.TrailerMD))
return msg, metadata, err
}
func local_request_GoCryptoTrader_CancelBatchOrders_0(ctx context.Context, marshaler runtime.Marshaler, server GoCryptoTraderServer, req *http.Request, pathParams map[string]string) (proto.Message, runtime.ServerMetadata, error) {
var protoReq CancelBatchOrdersRequest
var metadata runtime.ServerMetadata
newReader, berr := utilities.IOReaderFactory(req.Body)
if berr != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", berr)
}
if err := marshaler.NewDecoder(newReader()).Decode(&protoReq); err != nil && err != io.EOF {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
msg, err := server.CancelBatchOrders(ctx, &protoReq)
return msg, metadata, err
}
func request_GoCryptoTrader_CancelAllOrders_0(ctx context.Context, marshaler runtime.Marshaler, client GoCryptoTraderClient, req *http.Request, pathParams map[string]string) (proto.Message, runtime.ServerMetadata, error) {
var protoReq CancelAllOrdersRequest
var metadata runtime.ServerMetadata
@@ -3144,6 +3178,29 @@ func RegisterGoCryptoTraderHandlerServer(ctx context.Context, mux *runtime.Serve
})
mux.Handle("POST", pattern_GoCryptoTrader_CancelBatchOrders_0, func(w http.ResponseWriter, req *http.Request, pathParams map[string]string) {
ctx, cancel := context.WithCancel(req.Context())
defer cancel()
var stream runtime.ServerTransportStream
ctx = grpc.NewContextWithServerTransportStream(ctx, &stream)
inboundMarshaler, outboundMarshaler := runtime.MarshalerForRequest(mux, req)
rctx, err := runtime.AnnotateIncomingContext(ctx, mux, req, "/gctrpc.GoCryptoTrader/CancelBatchOrders")
if err != nil {
runtime.HTTPError(ctx, mux, outboundMarshaler, w, req, err)
return
}
resp, md, err := local_request_GoCryptoTrader_CancelBatchOrders_0(rctx, inboundMarshaler, server, req, pathParams)
md.HeaderMD, md.TrailerMD = metadata.Join(md.HeaderMD, stream.Header()), metadata.Join(md.TrailerMD, stream.Trailer())
ctx = runtime.NewServerMetadataContext(ctx, md)
if err != nil {
runtime.HTTPError(ctx, mux, outboundMarshaler, w, req, err)
return
}
forward_GoCryptoTrader_CancelBatchOrders_0(ctx, mux, outboundMarshaler, w, req, resp, mux.GetForwardResponseOptions()...)
})
mux.Handle("POST", pattern_GoCryptoTrader_CancelAllOrders_0, func(w http.ResponseWriter, req *http.Request, pathParams map[string]string) {
ctx, cancel := context.WithCancel(req.Context())
defer cancel()
@@ -4783,6 +4840,26 @@ func RegisterGoCryptoTraderHandlerClient(ctx context.Context, mux *runtime.Serve
})
mux.Handle("POST", pattern_GoCryptoTrader_CancelBatchOrders_0, func(w http.ResponseWriter, req *http.Request, pathParams map[string]string) {
ctx, cancel := context.WithCancel(req.Context())
defer cancel()
inboundMarshaler, outboundMarshaler := runtime.MarshalerForRequest(mux, req)
rctx, err := runtime.AnnotateContext(ctx, mux, req, "/gctrpc.GoCryptoTrader/CancelBatchOrders")
if err != nil {
runtime.HTTPError(ctx, mux, outboundMarshaler, w, req, err)
return
}
resp, md, err := request_GoCryptoTrader_CancelBatchOrders_0(rctx, inboundMarshaler, client, req, pathParams)
ctx = runtime.NewServerMetadataContext(ctx, md)
if err != nil {
runtime.HTTPError(ctx, mux, outboundMarshaler, w, req, err)
return
}
forward_GoCryptoTrader_CancelBatchOrders_0(ctx, mux, outboundMarshaler, w, req, resp, mux.GetForwardResponseOptions()...)
})
mux.Handle("POST", pattern_GoCryptoTrader_CancelAllOrders_0, func(w http.ResponseWriter, req *http.Request, pathParams map[string]string) {
ctx, cancel := context.WithCancel(req.Context())
defer cancel()
@@ -5769,6 +5846,8 @@ var (
pattern_GoCryptoTrader_CancelOrder_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "cancelorder"}, ""))
pattern_GoCryptoTrader_CancelBatchOrders_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "cancelbatchorders"}, ""))
pattern_GoCryptoTrader_CancelAllOrders_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "cancelallorders"}, ""))
pattern_GoCryptoTrader_GetEvents_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getevents"}, ""))
@@ -5925,6 +6004,8 @@ var (
forward_GoCryptoTrader_CancelOrder_0 = runtime.ForwardResponseMessage
forward_GoCryptoTrader_CancelBatchOrders_0 = runtime.ForwardResponseMessage
forward_GoCryptoTrader_CancelAllOrders_0 = runtime.ForwardResponseMessage
forward_GoCryptoTrader_GetEvents_0 = runtime.ForwardResponseMessage

47
gctrpc/rpc.proto
View File

@@ -46,7 +46,7 @@ message RPCEndpoint {
}
message GetRPCEndpointsResponse {
map<string, RPCEndpoint> endpoints = 1;
map<string, RPCEndpoint> endpoints = 1;
}
message GenericExchangeNameRequest {
@@ -158,7 +158,7 @@ message Orderbooks {
}
message GetOrderbooksResponse {
repeated Orderbooks orderbooks = 1;
repeated Orderbooks orderbooks = 1;
}
message GetAccountInfoRequest {
@@ -301,14 +301,14 @@ message OrderDetails {
}
message TradeHistory {
int64 creation_time = 1;
string id = 2;
double price = 3;
double amount = 4;
string exchange = 5;
string asset_type = 6;
string order_side = 7;
double fee = 8;
int64 creation_time = 1;
string id = 2;
double price = 3;
double amount = 4;
string exchange = 5;
string asset_type = 6;
string order_side = 7;
double fee = 8;
}
message GetOrdersRequest {
@@ -384,6 +384,23 @@ message CancelOrderRequest {
string side = 7;
}
message CancelBatchOrdersRequest {
string exchange = 1;
string account_id = 2;
string orders_id = 3;
CurrencyPair pair = 4;
string asset_type = 5;
string wallet_address = 6;
string side = 7;
}
message CancelBatchOrdersResponse {
message Orders {
map<string, string> order_status = 1;
}
repeated Orders orders = 1;
}
message CancelAllOrdersRequest {
string exchange = 1;
}
@@ -394,6 +411,7 @@ message CancelAllOrdersResponse {
map<string, string> order_status = 2;
}
repeated Orders orders = 1;
int64 count = 2;
}
message GetEventsRequest {}
@@ -760,7 +778,7 @@ message WebsocketGetInfoRequest {
message WebsocketGetInfoResponse {
string exchange = 1;
bool supported = 2;
bool enabled = 3;
bool enabled = 3;
bool authenticated_supported = 4;
bool authenticated = 5;
string running_url = 6;
@@ -1028,6 +1046,13 @@ service GoCryptoTrader {
};
}
rpc CancelBatchOrders (CancelBatchOrdersRequest) returns (CancelBatchOrdersResponse) {
option (google.api.http) = {
post: "/v1/cancelbatchorders"
body: "*"
};
}
rpc CancelAllOrders (CancelAllOrdersRequest) returns (CancelAllOrdersResponse) {
option (google.api.http) = {
post: "/v1/cancelallorders"

114
gctrpc/rpc.swagger.json
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@@ -107,6 +107,38 @@
]
}
},
"/v1/cancelbatchorders": {
"post": {
"operationId": "GoCryptoTrader_CancelBatchOrders",
"responses": {
"200": {
"description": "A successful response.",
"schema": {
"$ref": "#/definitions/gctrpcCancelBatchOrdersResponse"
}
},
"default": {
"description": "An unexpected error response.",
"schema": {
"$ref": "#/definitions/runtimeError"
}
}
},
"parameters": [
{
"name": "body",
"in": "body",
"required": true,
"schema": {
"$ref": "#/definitions/gctrpcCancelBatchOrdersRequest"
}
}
],
"tags": [
"GoCryptoTrader"
]
}
},
"/v1/cancelorder": {
"post": {
"operationId": "GoCryptoTrader_CancelOrder",
@@ -2557,20 +2589,6 @@
}
},
"definitions": {
"CancelAllOrdersResponseOrders": {
"type": "object",
"properties": {
"exchange": {
"type": "string"
},
"order_status": {
"type": "object",
"additionalProperties": {
"type": "string"
}
}
}
},
"gctrpcAccount": {
"type": "object",
"properties": {
@@ -2688,7 +2706,73 @@
"orders": {
"type": "array",
"items": {
"$ref": "#/definitions/CancelAllOrdersResponseOrders"
"$ref": "#/definitions/gctrpcCancelAllOrdersResponseOrders"
}
},
"count": {
"type": "string",
"format": "int64"
}
}
},
"gctrpcCancelAllOrdersResponseOrders": {
"type": "object",
"properties": {
"exchange": {
"type": "string"
},
"order_status": {
"type": "object",
"additionalProperties": {
"type": "string"
}
}
}
},
"gctrpcCancelBatchOrdersRequest": {
"type": "object",
"properties": {
"exchange": {
"type": "string"
},
"account_id": {
"type": "string"
},
"orders_id": {
"type": "string"
},
"pair": {
"$ref": "#/definitions/gctrpcCurrencyPair"
},
"asset_type": {
"type": "string"
},
"wallet_address": {
"type": "string"
},
"side": {
"type": "string"
}
}
},
"gctrpcCancelBatchOrdersResponse": {
"type": "object",
"properties": {
"orders": {
"type": "array",
"items": {
"$ref": "#/definitions/gctrpcCancelBatchOrdersResponseOrders"
}
}
}
},
"gctrpcCancelBatchOrdersResponseOrders": {
"type": "object",
"properties": {
"order_status": {
"type": "object",
"additionalProperties": {
"type": "string"
}
}
}

36
gctrpc/rpc_grpc.pb.go
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@@ -48,6 +48,7 @@ type GoCryptoTraderClient interface {
SimulateOrder(ctx context.Context, in *SimulateOrderRequest, opts ...grpc.CallOption) (*SimulateOrderResponse, error)
WhaleBomb(ctx context.Context, in *WhaleBombRequest, opts ...grpc.CallOption) (*SimulateOrderResponse, error)
CancelOrder(ctx context.Context, in *CancelOrderRequest, opts ...grpc.CallOption) (*GenericResponse, error)
CancelBatchOrders(ctx context.Context, in *CancelBatchOrdersRequest, opts ...grpc.CallOption) (*CancelBatchOrdersResponse, error)
CancelAllOrders(ctx context.Context, in *CancelAllOrdersRequest, opts ...grpc.CallOption) (*CancelAllOrdersResponse, error)
GetEvents(ctx context.Context, in *GetEventsRequest, opts ...grpc.CallOption) (*GetEventsResponse, error)
AddEvent(ctx context.Context, in *AddEventRequest, opts ...grpc.CallOption) (*AddEventResponse, error)
@@ -406,6 +407,15 @@ func (c *goCryptoTraderClient) CancelOrder(ctx context.Context, in *CancelOrderR
return out, nil
}
func (c *goCryptoTraderClient) CancelBatchOrders(ctx context.Context, in *CancelBatchOrdersRequest, opts ...grpc.CallOption) (*CancelBatchOrdersResponse, error) {
out := new(CancelBatchOrdersResponse)
err := c.cc.Invoke(ctx, "/gctrpc.GoCryptoTrader/CancelBatchOrders", in, out, opts...)
if err != nil {
return nil, err
}
return out, nil
}
func (c *goCryptoTraderClient) CancelAllOrders(ctx context.Context, in *CancelAllOrdersRequest, opts ...grpc.CallOption) (*CancelAllOrdersResponse, error) {
out := new(CancelAllOrdersResponse)
err := c.cc.Invoke(ctx, "/gctrpc.GoCryptoTrader/CancelAllOrders", in, out, opts...)
@@ -970,6 +980,7 @@ type GoCryptoTraderServer interface {
SimulateOrder(context.Context, *SimulateOrderRequest) (*SimulateOrderResponse, error)
WhaleBomb(context.Context, *WhaleBombRequest) (*SimulateOrderResponse, error)
CancelOrder(context.Context, *CancelOrderRequest) (*GenericResponse, error)
CancelBatchOrders(context.Context, *CancelBatchOrdersRequest) (*CancelBatchOrdersResponse, error)
CancelAllOrders(context.Context, *CancelAllOrdersRequest) (*CancelAllOrdersResponse, error)
GetEvents(context.Context, *GetEventsRequest) (*GetEventsResponse, error)
AddEvent(context.Context, *AddEventRequest) (*AddEventResponse, error)
@@ -1116,6 +1127,9 @@ func (UnimplementedGoCryptoTraderServer) WhaleBomb(context.Context, *WhaleBombRe
func (UnimplementedGoCryptoTraderServer) CancelOrder(context.Context, *CancelOrderRequest) (*GenericResponse, error) {
return nil, status.Errorf(codes.Unimplemented, "method CancelOrder not implemented")
}
func (UnimplementedGoCryptoTraderServer) CancelBatchOrders(context.Context, *CancelBatchOrdersRequest) (*CancelBatchOrdersResponse, error) {
return nil, status.Errorf(codes.Unimplemented, "method CancelBatchOrders not implemented")
}
func (UnimplementedGoCryptoTraderServer) CancelAllOrders(context.Context, *CancelAllOrdersRequest) (*CancelAllOrdersResponse, error) {
return nil, status.Errorf(codes.Unimplemented, "method CancelAllOrders not implemented")
}
@@ -1828,6 +1842,24 @@ func _GoCryptoTrader_CancelOrder_Handler(srv interface{}, ctx context.Context, d
return interceptor(ctx, in, info, handler)
}
func _GoCryptoTrader_CancelBatchOrders_Handler(srv interface{}, ctx context.Context, dec func(interface{}) error, interceptor grpc.UnaryServerInterceptor) (interface{}, error) {
in := new(CancelBatchOrdersRequest)
if err := dec(in); err != nil {
return nil, err
}
if interceptor == nil {
return srv.(GoCryptoTraderServer).CancelBatchOrders(ctx, in)
}
info := &grpc.UnaryServerInfo{
Server: srv,
FullMethod: "/gctrpc.GoCryptoTrader/CancelBatchOrders",
}
handler := func(ctx context.Context, req interface{}) (interface{}, error) {
return srv.(GoCryptoTraderServer).CancelBatchOrders(ctx, req.(*CancelBatchOrdersRequest))
}
return interceptor(ctx, in, info, handler)
}
func _GoCryptoTrader_CancelAllOrders_Handler(srv interface{}, ctx context.Context, dec func(interface{}) error, interceptor grpc.UnaryServerInterceptor) (interface{}, error) {
in := new(CancelAllOrdersRequest)
if err := dec(in); err != nil {
@@ -2795,6 +2827,10 @@ var _GoCryptoTrader_serviceDesc = grpc.ServiceDesc{
MethodName: "CancelOrder",
Handler: _GoCryptoTrader_CancelOrder_Handler,
},
{
MethodName: "CancelBatchOrders",
Handler: _GoCryptoTrader_CancelBatchOrders_Handler,
},
{
MethodName: "CancelAllOrders",
Handler: _GoCryptoTrader_CancelAllOrders_Handler,