Feature: Implement funding rates, futures and coin margin (exchange API coverage) (#530)

* ALMOST THERE

* more api wips

* more api thingz

* testing n more api wipz

* more apiz

* more wips

* what is goin on

* more wips

* whip n testing

* testing

* testing

no keys

* remove log

* kraken is broken

ugh

* still broken

* fixing auth funcs + usdtm api docs

* wip

* api stuffs

* whip

* more wips

* whip

* more wip

* api wip n testing

* wip

* wip

* unsaved

* wip n testing

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* whip

* wrapper authenticated functions

* adding asset type and fixing dependencies

* wip

* binance auth wrapper start

* wrapper functionality

* wip

* wip

* wip

* wrapper cancel functions

* order submission for wrappers

* wip

* more error fixing and nits

* websocket beginning n error fix

* wip

* WOW

* glorious n shazzy nits

* useless nits

* wip

* fixing things

* merge stuffs

* crapveyor

* crapveyor rebuild

* probably broke more things than he fixed

* rm lns n other thangs

* hope

* please

* stop it

* done

* ofcourse

* rm vb

* fix lbank

* appveyor please

* float lev

* DONT ASK RYAN FOR HELP EVER

* wip

* wip

* endpoint upgrades continued

* path upgrade

* NeeeNeeeNeeeNeeeNING

* fix stuffs

* fixing time issue

* fixing broken funcs

* glorious nits

* shaz changes

* fixing errors for fundmon

* more error fixing for fundmon

* test running past 30s

* basic changes

* THX AGAIN SHAZBERT

* path system upgrade

* config upgrade

* unsaved stuffs

* broken wip config upgrade

* path system upgrade contd.

* path system upgrade contd

* path upgrade ready for review

* testing verbose removed

* linter stuffs

* appveyor stuffs

* appveyor stuff

* fixed?

* bugfix

* wip

* broken stuff

* fix test

* wierd hack fix

* appveyor pls stop

* error found

* more useless nits

* bitmex err

* broken wip

* broken wip path upgrade change to uint32

* changed url lookups to uint

* WOW

* ready4review

* config fixed HOPEFULLY

* config fix and glorious changes

* efficient way of getting orders and open orders

* binance wrapper logic fixing

* testing, adding tests and fixing lot of errrrrs

* merge master

* appveyor stuffs

* appveyor stuffs

* fmt

* test

* octalLiteral issue fix?

* octalLiteral fix?

* rm vb

* prnt ln to restart

* adding testz

* test fixzzz

* READY FOR REVIEW

* Actually ready now

* FORMATTING

* addressing shazzy n glorious nits

* crapveyor

* rm vb

* small change

* fixing err

* shazbert nits

* review changes

* requested changes

* more requested changes

* noo

* last nit fixes

* restart appveyor

* improving test cov

* Update .golangci.yml

* shazbert changes

* moving pair formatting

* format pair update wip

* path upgrade complete

* error fix

* appveyor linters

* more linters

* remove testexch

* more formatting changes

* changes

* shazbert changes

* checking older requested changes to ensure completion

* wip

* fixing broken code

* error fix

* all fixed

* additional changes

* more changes

* remove commented code

* ftx margin api

* appveyor fixes

* more appveyor issues + test addition

* more appveyor issues + test addition

* remove unnecessary

* testing

* testing, fixing okex api, error fix

* git merge fix

* go sum

* glorious changes and error fix

* rm vb

* more glorious changes and go mod tidy

* fixed now

* okex testing upgrade

* old config migration and batch fetching fix

* added test

* glorious requested changes WIP

* tested and fixed

* go fmted

* go fmt and test fix

* additional funcs and tests for fundingRates

* OKEX tested and fixed

* appveyor fixes

* ineff assign

* 1 glorious change

* error fix

* typo

* shazbert changes

* glorious code changes and path fixing huobi WIP

* adding assetType to accountinfo functions

* fixing panic

* panic fix and updating account info wrappers WIP

* updateaccountinfo updated

* testing WIP binance USDT n Coin Margined and Kraken Futures

* auth functions tested and fixed

* added test

* config reverted

* shazbert and glorious changes

* shazbert and glorious changes

* latest changes and portfolio update

* go fmt change:

* remove commented codes

* improved error checking

* index out of range fix

* rm ln

* critical nit

* glorious latest changes

* appveyor changes

* shazbert change

* easier readability

* latest glorious changes

* shadow dec

* assetstore updated

* last change

* another last change

* merge changes

* go mod tidy

* thrasher requested changes wip

* improving struct layouts

* appveyor go fmt

* remove unnecessary code

* shazbert changes

* small change

* oopsie

* tidy

* configtest reverted

* error fix

* oopsie

* for what

* test patch fix

* insecurities

* fixing tests

* fix config
This commit is contained in:
Adam
2021-02-12 16:19:18 +11:00
committed by GitHub
parent e9bd2ad4d8
commit 504c2fad6d
169 changed files with 227754 additions and 31776 deletions

View File

@@ -8,6 +8,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/binance"
"github.com/thrasher-corp/gocryptotrader/exchanges/bitfinex"
"github.com/thrasher-corp/gocryptotrader/exchanges/bitflyer"
@@ -331,7 +332,17 @@ func (bot *Engine) LoadExchange(name string, useWG bool, wg *sync.WaitGroup) err
base := exch.GetBase()
if base.API.AuthenticatedSupport ||
base.API.AuthenticatedWebsocketSupport {
err = exch.ValidateCredentials()
assetTypes := base.GetAssetTypes()
var useAsset asset.Item
for a := range assetTypes {
err = base.CurrencyPairs.IsAssetEnabled(assetTypes[a])
if err != nil {
continue
}
useAsset = assetTypes[a]
break
}
err = exch.ValidateCredentials(useAsset)
if err != nil {
log.Warnf(log.ExchangeSys,
"%s: Cannot validate credentials, authenticated support has been disabled, Error: %s\n",

View File

@@ -65,13 +65,13 @@ func addPassingFakeExchange(baseExchangeName string) error {
return nil
}
func (h *FakePassingExchange) Setup(_ *config.ExchangeConfig) error { return nil }
func (h *FakePassingExchange) Start(_ *sync.WaitGroup) {}
func (h *FakePassingExchange) SetDefaults() {}
func (h *FakePassingExchange) GetName() string { return fakePassExchange }
func (h *FakePassingExchange) IsEnabled() bool { return true }
func (h *FakePassingExchange) SetEnabled(bool) {}
func (h *FakePassingExchange) ValidateCredentials() error { return nil }
func (h *FakePassingExchange) Setup(_ *config.ExchangeConfig) error { return nil }
func (h *FakePassingExchange) Start(_ *sync.WaitGroup) {}
func (h *FakePassingExchange) SetDefaults() {}
func (h *FakePassingExchange) GetName() string { return fakePassExchange }
func (h *FakePassingExchange) IsEnabled() bool { return true }
func (h *FakePassingExchange) SetEnabled(bool) {}
func (h *FakePassingExchange) ValidateCredentials(_ asset.Item) error { return nil }
func (h *FakePassingExchange) FetchTicker(_ currency.Pair, _ asset.Item) (*ticker.Price, error) {
return nil, nil
@@ -97,7 +97,7 @@ func (h *FakePassingExchange) GetAvailablePairs(_ asset.Item) (currency.Pairs, e
return currency.Pairs{}, nil
}
func (h *FakePassingExchange) FetchAccountInfo() (account.Holdings, error) {
func (h *FakePassingExchange) FetchAccountInfo(_ asset.Item) (account.Holdings, error) {
return account.Holdings{
Exchange: h.Name,
Accounts: []account.SubAccount{
@@ -114,7 +114,7 @@ func (h *FakePassingExchange) FetchAccountInfo() (account.Holdings, error) {
}, nil
}
func (h *FakePassingExchange) UpdateAccountInfo() (account.Holdings, error) {
func (h *FakePassingExchange) UpdateAccountInfo(_ asset.Item) (account.Holdings, error) {
return account.Holdings{
Exchange: h.Name,
Accounts: []account.SubAccount{

View File

@@ -737,16 +737,21 @@ func (bot *Engine) GetAllEnabledExchangeAccountInfo() AllEnabledExchangeAccounts
var response AllEnabledExchangeAccounts
exchanges := bot.GetExchanges()
for x := range exchanges {
if exchanges[x] != nil && exchanges[x].IsEnabled() {
if !exchanges[x].GetAuthenticatedAPISupport(exchange.RestAuthentication) {
if bot.Settings.Verbose {
log.Debugf(log.ExchangeSys,
"GetAllEnabledExchangeAccountInfo: Skipping %s due to disabled authenticated API support.\n",
exchanges[x].GetName())
}
continue
if exchanges[x] == nil || !exchanges[x].IsEnabled() {
continue
}
if !exchanges[x].GetAuthenticatedAPISupport(exchange.RestAuthentication) {
if bot.Settings.Verbose {
log.Debugf(log.ExchangeSys,
"GetAllEnabledExchangeAccountInfo: Skipping %s due to disabled authenticated API support.\n",
exchanges[x].GetName())
}
accountInfo, err := exchanges[x].FetchAccountInfo()
continue
}
assetTypes := exchanges[x].GetAssetTypes()
var exchangeHoldings account.Holdings
for y := range assetTypes {
accountHoldings, err := exchanges[x].FetchAccountInfo(assetTypes[y])
if err != nil {
log.Errorf(log.ExchangeSys,
"Error encountered retrieving exchange account info for %s. Error %s\n",
@@ -754,8 +759,13 @@ func (bot *Engine) GetAllEnabledExchangeAccountInfo() AllEnabledExchangeAccounts
err)
continue
}
response.Data = append(response.Data, accountInfo)
for z := range accountHoldings.Accounts {
accountHoldings.Accounts[z].AssetType = assetTypes[y]
}
exchangeHoldings.Exchange = exchanges[x].GetName()
exchangeHoldings.Accounts = append(exchangeHoldings.Accounts, accountHoldings.Accounts...)
}
response.Data = append(response.Data, exchangeHoldings)
}
return response
}

View File

@@ -458,9 +458,10 @@ func (o *orderManager) processOrders() {
}
req := order.GetOrdersRequest{
Side: order.AnySide,
Type: order.AnyType,
Pairs: pairs,
Side: order.AnySide,
Type: order.AnyType,
Pairs: pairs,
AssetType: supportedAssets[y],
}
result, err := exch.GetActiveOrders(&req)
if err != nil {

View File

@@ -502,7 +502,12 @@ func (s *RPCServer) GetAccountInfo(_ context.Context, r *gctrpc.GetAccountInfoRe
return nil, errExchangeNotLoaded
}
resp, err := exch.FetchAccountInfo()
assetType, err := asset.New(r.AssetType)
if err != nil {
return nil, err
}
resp, err := exch.FetchAccountInfo(assetType)
if err != nil {
return nil, err
}
@@ -517,7 +522,12 @@ func (s *RPCServer) UpdateAccountInfo(ctx context.Context, r *gctrpc.GetAccountI
return nil, errExchangeNotLoaded
}
resp, err := exch.UpdateAccountInfo()
assetType, err := asset.New(r.AssetType)
if err != nil {
return nil, err
}
resp, err := exch.UpdateAccountInfo(assetType)
if err != nil {
return nil, err
}
@@ -554,7 +564,12 @@ func (s *RPCServer) GetAccountInfoStream(r *gctrpc.GetAccountInfoRequest, stream
return errExchangeNotLoaded
}
initAcc, err := exch.FetchAccountInfo()
assetType, err := asset.New(r.AssetType)
if err != nil {
return err
}
initAcc, err := exch.FetchAccountInfo(assetType)
if err != nil {
return err
}

View File

@@ -790,7 +790,7 @@ func TestGetAccountInfo(t *testing.T) {
bot := SetupTestHelpers(t)
s := RPCServer{Engine: bot}
r, err := s.GetAccountInfo(context.Background(), &gctrpc.GetAccountInfoRequest{Exchange: fakePassExchange})
r, err := s.GetAccountInfo(context.Background(), &gctrpc.GetAccountInfoRequest{Exchange: fakePassExchange, AssetType: asset.Spot.String()})
if err != nil {
t.Fatalf("TestGetAccountInfo: Failed to get account info: %s", err)
}
@@ -804,12 +804,12 @@ func TestUpdateAccountInfo(t *testing.T) {
bot := SetupTestHelpers(t)
s := RPCServer{Engine: bot}
getResponse, err := s.GetAccountInfo(context.Background(), &gctrpc.GetAccountInfoRequest{Exchange: fakePassExchange})
getResponse, err := s.GetAccountInfo(context.Background(), &gctrpc.GetAccountInfoRequest{Exchange: fakePassExchange, AssetType: asset.Spot.String()})
if err != nil {
t.Fatalf("TestGetAccountInfo: Failed to get account info: %s", err)
}
updateResponse, err := s.UpdateAccountInfo(context.Background(), &gctrpc.GetAccountInfoRequest{Exchange: fakePassExchange})
updateResponse, err := s.UpdateAccountInfo(context.Background(), &gctrpc.GetAccountInfoRequest{Exchange: fakePassExchange, AssetType: asset.Futures.String()})
if err != nil {
t.Fatalf("TestGetAccountInfo: Failed to update account info: %s", err)
}