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

exchanges/btse/btse.go

@@ -36,11 +36,13 @@ const (
 
 	// Public endpoints
 	btseMarketOverview = "market_summary"
+	btseMarkets        = "markets"
 	btseOrderbook      = "orderbook"
 	btseTrades         = "trades"
 	btseTime           = "time"
 	btseOHLCV          = "ohlcv"
 	btsePrice          = "price"
+	btseFuturesFunding = "funding_history"
 
 	// Authenticated endpoints
 	btseWallet           = "user/wallet"
@@ -55,6 +57,16 @@ const (
 	btseCancelAllAfter   = "order/cancelAllAfter"
 )
 
+// FetchFundingHistory gets funding history
+func (b *BTSE) FetchFundingHistory(symbol string) (map[string][]FundingHistoryData, error) {
+	var resp map[string][]FundingHistoryData
+	params := url.Values{}
+	if symbol != "" {
+		params.Set("symbol", symbol)
+	}
+	return resp, b.SendHTTPRequest(exchange.RestFutures, http.MethodGet, btseFuturesFunding+params.Encode(), &resp, false, queryFunc)
+}
+
 // GetMarketSummary stores market summary data
 func (b *BTSE) GetMarketSummary(symbol string, spot bool) (MarketSummary, error) {
 	var m MarketSummary
@@ -62,7 +74,7 @@ func (b *BTSE) GetMarketSummary(symbol string, spot bool) (MarketSummary, error)
 	if symbol != "" {
 		path += "?symbol=" + url.QueryEscape(symbol)
 	}
-	return m, b.SendHTTPRequest(http.MethodGet, path, &m, spot, queryFunc)
+	return m, b.SendHTTPRequest(exchange.RestSpot, http.MethodGet, path, &m, spot, queryFunc)
 }
 
 // FetchOrderBook gets orderbook data for a given pair
@@ -79,7 +91,7 @@ func (b *BTSE) FetchOrderBook(symbol string, group, limitBids, limitAsks int, sp
 	if group > 0 {
 		urlValues.Add("group", strconv.Itoa(group))
 	}
-	return &o, b.SendHTTPRequest(http.MethodGet,
+	return &o, b.SendHTTPRequest(exchange.RestSpot, http.MethodGet,
 		common.EncodeURLValues(btseOrderbook, urlValues), &o, spot, queryFunc)
 }
 
@@ -90,7 +102,7 @@ func (b *BTSE) FetchOrderBookL2(symbol string, depth int) (*Orderbook, error) {
 	urlValues.Add("symbol", symbol)
 	urlValues.Add("depth", strconv.FormatInt(int64(depth), 10))
 	endpoint := common.EncodeURLValues(btseOrderbook+"/L2", urlValues)
-	return &o, b.SendHTTPRequest(http.MethodGet, endpoint, &o, true, queryFunc)
+	return &o, b.SendHTTPRequest(exchange.RestSpot, http.MethodGet, endpoint, &o, true, queryFunc)
 }
 
 // GetTrades returns a list of trades for the specified symbol
@@ -119,7 +131,7 @@ func (b *BTSE) GetTrades(symbol string, start, end time.Time, beforeSerialID, af
 	if includeOld {
 		urlValues.Add("includeOld", "true")
 	}
-	return t, b.SendHTTPRequest(http.MethodGet,
+	return t, b.SendHTTPRequest(exchange.RestSpot, http.MethodGet,
 		common.EncodeURLValues(btseTrades, urlValues), &t, spot, queryFunc)
 }
 
@@ -142,26 +154,26 @@ func (b *BTSE) OHLCV(symbol string, start, end time.Time, resolution int) (OHLCV
 	}
 	urlValues.Add("resolution", strconv.FormatInt(int64(res), 10))
 	endpoint := common.EncodeURLValues(btseOHLCV, urlValues)
-	return o, b.SendHTTPRequest(http.MethodGet, endpoint, &o, true, queryFunc)
+	return o, b.SendHTTPRequest(exchange.RestSpot, http.MethodGet, endpoint, &o, true, queryFunc)
 }
 
 // GetPrice get current price for requested symbol
 func (b *BTSE) GetPrice(symbol string) (Price, error) {
 	var p Price
 	path := btsePrice + "?symbol=" + url.QueryEscape(symbol)
-	return p, b.SendHTTPRequest(http.MethodGet, path, &p, true, queryFunc)
+	return p, b.SendHTTPRequest(exchange.RestSpot, http.MethodGet, path, &p, true, queryFunc)
 }
 
 // GetServerTime returns the exchanges server time
 func (b *BTSE) GetServerTime() (*ServerTime, error) {
 	var s ServerTime
-	return &s, b.SendHTTPRequest(http.MethodGet, btseTime, &s, true, queryFunc)
+	return &s, b.SendHTTPRequest(exchange.RestSpot, http.MethodGet, btseTime, &s, true, queryFunc)
 }
 
 // GetWalletInformation returns the users account balance
 func (b *BTSE) GetWalletInformation() ([]CurrencyBalance, error) {
 	var a []CurrencyBalance
-	return a, b.SendAuthenticatedHTTPRequest(http.MethodGet, btseWallet, true, nil, nil, &a, queryFunc)
+	return a, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, btseWallet, true, nil, nil, &a, queryFunc)
 }
 
 // GetFeeInformation retrieve fee's (maker/taker) for requested symbol
@@ -171,7 +183,7 @@ func (b *BTSE) GetFeeInformation(symbol string) ([]AccountFees, error) {
 	if symbol != "" {
 		urlValues.Add("symbol", symbol)
 	}
-	return resp, b.SendAuthenticatedHTTPRequest(http.MethodGet, btseUserFee, true, urlValues, nil, &resp, queryFunc)
+	return resp, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, btseUserFee, true, urlValues, nil, &resp, queryFunc)
 }
 
 // GetWalletHistory returns the users account balance
@@ -192,7 +204,7 @@ func (b *BTSE) GetWalletHistory(symbol string, start, end time.Time, count int)
 	if count > 0 {
 		urlValues.Add("count", strconv.Itoa(count))
 	}
-	return resp, b.SendAuthenticatedHTTPRequest(http.MethodGet, btseWalletHistory, true, urlValues, nil, &resp, queryFunc)
+	return resp, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, btseWalletHistory, true, urlValues, nil, &resp, queryFunc)
 }
 
 // GetWalletAddress returns the users account balance
@@ -204,7 +216,7 @@ func (b *BTSE) GetWalletAddress(currency string) (WalletAddress, error) {
 		urlValues.Add("currency", currency)
 	}
 
-	return resp, b.SendAuthenticatedHTTPRequest(http.MethodGet, btseWalletAddress, true, urlValues, nil, &resp, queryFunc)
+	return resp, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, btseWalletAddress, true, urlValues, nil, &resp, queryFunc)
 }
 
 // CreateWalletAddress create new deposit address for requested currency
@@ -212,7 +224,7 @@ func (b *BTSE) CreateWalletAddress(currency string) (WalletAddress, error) {
 	var resp WalletAddress
 	req := make(map[string]interface{}, 1)
 	req["currency"] = currency
-	err := b.SendAuthenticatedHTTPRequest(http.MethodPost, btseWalletAddress, true, nil, req, &resp, queryFunc)
+	err := b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, btseWalletAddress, true, nil, req, &resp, queryFunc)
 	if err != nil {
 		errResp := ErrorResponse{}
 		errResponseStr := strings.Split(err.Error(), "raw response: ")
@@ -242,7 +254,7 @@ func (b *BTSE) WalletWithdrawal(currency, address, tag, amount string) (Withdraw
 	req["address"] = address
 	req["tag"] = tag
 	req["amount"] = amount
-	return resp, b.SendAuthenticatedHTTPRequest(http.MethodPost, btseWalletWithdrawal, true, nil, req, &resp, queryFunc)
+	return resp, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, btseWalletWithdrawal, true, nil, req, &resp, queryFunc)
 }
 
 // CreateOrder creates an order
@@ -292,7 +304,7 @@ func (b *BTSE) CreateOrder(clOrderID string, deviation float64, postOnly bool, p
 	}
 
 	var r []Order
-	return r, b.SendAuthenticatedHTTPRequest(http.MethodPost, btseOrder, true, url.Values{}, req, &r, orderFunc)
+	return r, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, btseOrder, true, url.Values{}, req, &r, orderFunc)
 }
 
 // GetOrders returns all pending orders
@@ -306,7 +318,7 @@ func (b *BTSE) GetOrders(symbol, orderID, clOrderID string) ([]OpenOrder, error)
 		req.Add("clOrderID", clOrderID)
 	}
 	var o []OpenOrder
-	return o, b.SendAuthenticatedHTTPRequest(http.MethodGet, btsePendingOrders, true, req, nil, &o, orderFunc)
+	return o, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, btsePendingOrders, true, req, nil, &o, orderFunc)
 }
 
 // CancelExistingOrder cancels an order
@@ -321,14 +333,14 @@ func (b *BTSE) CancelExistingOrder(orderID, symbol, clOrderID string) (CancelOrd
 		req.Add("clOrderID", clOrderID)
 	}
 
-	return c, b.SendAuthenticatedHTTPRequest(http.MethodDelete, btseOrder, true, req, nil, &c, orderFunc)
+	return c, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodDelete, btseOrder, true, req, nil, &c, orderFunc)
 }
 
 // CancelAllAfter cancels all orders after timeout
 func (b *BTSE) CancelAllAfter(timeout int) error {
 	req := make(map[string]interface{})
 	req["timeout"] = timeout
-	return b.SendAuthenticatedHTTPRequest(http.MethodPost, btseCancelAllAfter, true, url.Values{}, req, nil, orderFunc)
+	return b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, btseCancelAllAfter, true, url.Values{}, req, nil, orderFunc)
 }
 
 // IndexOrderPeg create peg order that will track a certain percentage above/below the index price
@@ -378,7 +390,7 @@ func (b *BTSE) IndexOrderPeg(clOrderID string, deviation float64, postOnly bool,
 		req["type"] = orderType
 	}
 
-	return o, b.SendAuthenticatedHTTPRequest(http.MethodPost, btsePegOrder, true, url.Values{}, req, nil, orderFunc)
+	return o, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, btsePegOrder, true, url.Values{}, req, nil, orderFunc)
 }
 
 // TradeHistory returns previous trades on exchange
@@ -413,18 +425,22 @@ func (b *BTSE) TradeHistory(symbol string, start, end time.Time, beforeSerialID,
 	if orderID != "" {
 		urlValues.Add("orderID", orderID)
 	}
-	return resp, b.SendAuthenticatedHTTPRequest(http.MethodGet, btseExchangeHistory, true, urlValues, nil, &resp, queryFunc)
+	return resp, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, btseExchangeHistory, true, urlValues, nil, &resp, queryFunc)
 }
 
 // SendHTTPRequest sends an HTTP request to the desired endpoint
-func (b *BTSE) SendHTTPRequest(method, endpoint string, result interface{}, spotEndpoint bool, f request.EndpointLimit) error {
+func (b *BTSE) SendHTTPRequest(ep exchange.URL, method, endpoint string, result interface{}, spotEndpoint bool, f request.EndpointLimit) error {
+	ePoint, err := b.API.Endpoints.GetURL(ep)
+	if err != nil {
+		return err
+	}
 	p := btseSPOTPath + btseSPOTAPIPath
 	if !spotEndpoint {
 		p = btseFuturesPath + btseFuturesAPIPath
 	}
 	return b.SendPayload(context.Background(), &request.Item{
 		Method:        method,
-		Path:          b.API.Endpoints.URL + p + endpoint,
+		Path:          ePoint + p + endpoint,
 		Result:        result,
 		Verbose:       b.Verbose,
 		HTTPDebugging: b.HTTPDebugging,
@@ -434,16 +450,21 @@ func (b *BTSE) SendHTTPRequest(method, endpoint string, result interface{}, spot
 }
 
 // SendAuthenticatedHTTPRequest sends an authenticated HTTP request to the desired endpoint
-func (b *BTSE) SendAuthenticatedHTTPRequest(method, endpoint string, isSpot bool, values url.Values, req map[string]interface{}, result interface{}, f request.EndpointLimit) error {
+func (b *BTSE) SendAuthenticatedHTTPRequest(ep exchange.URL, method, endpoint string, isSpot bool, values url.Values, req map[string]interface{}, result interface{}, f request.EndpointLimit) error {
 	if !b.AllowAuthenticatedRequest() {
 		return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet,
 			b.Name)
 	}
 
+	ePoint, err := b.API.Endpoints.GetURL(ep)
+	if err != nil {
+		return err
+	}
+
 	// The concatenation is done this way because BTSE expect endpoint+nonce or endpoint+nonce+body
 	// when signing the data but the full path of the request  is /spot/api/v3.2/<endpoint>
 	// its messy but it works and supports futures as well
-	host := b.API.Endpoints.URL
+	host := ePoint
 	if isSpot {
 		host += btseSPOTPath + btseSPOTAPIPath + endpoint
 		endpoint = btseSPOTAPIPath + endpoint

exchanges/btse/btse_test.go

@@ -57,6 +57,13 @@ func areTestAPIKeysSet() bool {
 	return b.ValidateAPICredentials()
 }
 
+func TestFetchFundingHistory(t *testing.T) {
+	_, err := b.FetchFundingHistory("")
+	if err != nil {
+		t.Error(err)
+	}
+}
+
 func TestGetMarketsSummary(t *testing.T) {
 	t.Parallel()
 	_, err := b.GetMarketSummary("", true)
@@ -103,7 +110,7 @@ func TestUpdateOrderbook(t *testing.T) {
 		t.Fatal(err)
 	}
 
-	f, err := currency.NewPairFromString("BTC-PFC")
+	f, err := currency.NewPairFromString(testFUTURESPair)
 	if err != nil {
 		t.Fatal(err)
 	}
@@ -386,7 +393,8 @@ func TestGetActiveOrders(t *testing.T) {
 				Quote:     currency.USD,
 			},
 		},
-		Type: order.AnyType,
+		Type:      order.AnyType,
+		AssetType: asset.Spot,
 	}
 
 	_, err := b.GetActiveOrders(&getOrdersRequest)
@@ -401,7 +409,8 @@ func TestGetOrderHistory(t *testing.T) {
 		t.Skip("API keys not set, skipping test")
 	}
 	var getOrdersRequest = order.GetOrdersRequest{
-		Type: order.AnyType,
+		Type:      order.AnyType,
+		AssetType: asset.Spot,
 	}
 	_, err := b.GetOrderHistory(&getOrdersRequest)
 	if err != nil {

exchanges/btse/btse_types.go

@@ -13,6 +13,13 @@ const (
 	orderCancelled = 6
 )
 
+// FundingHistoryData stores funding history data
+type FundingHistoryData struct {
+	Time   int64   `json:"time"`
+	Rate   float64 `json:"rate"`
+	Symbol string  `json:"symbol"`
+}
+
 // MarketSummary response data
 type MarketSummary []struct {
 	Symbol              string   `json:"symbol"`

exchanges/btse/btse_wrapper.go

@@ -28,6 +28,11 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
 )
 
+const (
+	spotURL   = "spotURL"
+	spotWSURL = "websocketURL"
+)
+
 // GetDefaultConfig returns a default exchange config
 func (b *BTSE) GetDefaultConfig() (*config.ExchangeConfig, error) {
 	b.SetDefaults()
@@ -150,9 +155,15 @@ func (b *BTSE) SetDefaults() {
 	b.Requester = request.New(b.Name,
 		common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
 		request.WithLimiter(SetRateLimit()))
-
-	b.API.Endpoints.URLDefault = btseAPIURL
-	b.API.Endpoints.URL = b.API.Endpoints.URLDefault
+	b.API.Endpoints = b.NewEndpoints()
+	err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
+		exchange.RestSpot:      btseAPIURL,
+		exchange.RestFutures:   btseAPIURL,
+		exchange.WebsocketSpot: btseWebsocket,
+	})
+	if err != nil {
+		log.Errorln(log.ExchangeSys, err)
+	}
 	b.Websocket = stream.New()
 	b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
 	b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
@@ -171,6 +182,11 @@ func (b *BTSE) Setup(exch *config.ExchangeConfig) error {
 		return err
 	}
 
+	wsRunningURL, err := b.API.Endpoints.GetURL(exchange.WebsocketSpot)
+	if err != nil {
+		return err
+	}
+
 	err = b.Websocket.Setup(&stream.WebsocketSetup{
 		Enabled:                          exch.Features.Enabled.Websocket,
 		Verbose:                          exch.Verbose,
@@ -178,7 +194,7 @@ func (b *BTSE) Setup(exch *config.ExchangeConfig) error {
 		WebsocketTimeout:                 exch.WebsocketTrafficTimeout,
 		DefaultURL:                       btseWebsocket,
 		ExchangeName:                     exch.Name,
-		RunningURL:                       exch.API.Endpoints.WebsocketURL,
+		RunningURL:                       wsRunningURL,
 		Connector:                        b.WsConnect,
 		Subscriber:                       b.Subscribe,
 		UnSubscriber:                     b.Unsubscribe,
@@ -363,7 +379,7 @@ func (b *BTSE) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderboo
 
 // UpdateAccountInfo retrieves balances for all enabled currencies for the
 // BTSE exchange
-func (b *BTSE) UpdateAccountInfo() (account.Holdings, error) {
+func (b *BTSE) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
 	var a account.Holdings
 	balance, err := b.GetWalletInformation()
 	if err != nil {
@@ -396,10 +412,10 @@ func (b *BTSE) UpdateAccountInfo() (account.Holdings, error) {
 }
 
 // FetchAccountInfo retrieves balances for all enabled currencies
-func (b *BTSE) FetchAccountInfo() (account.Holdings, error) {
-	acc, err := account.GetHoldings(b.Name)
+func (b *BTSE) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
+	acc, err := account.GetHoldings(b.Name, assetType)
 	if err != nil {
-		return b.UpdateAccountInfo()
+		return b.UpdateAccountInfo(assetType)
 	}
 
 	return acc, nil
@@ -881,8 +897,8 @@ func (b *BTSE) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
 
 // ValidateCredentials validates current credentials used for wrapper
 // functionality
-func (b *BTSE) ValidateCredentials() error {
-	_, err := b.UpdateAccountInfo()
+func (b *BTSE) ValidateCredentials(assetType asset.Item) error {
+	_, err := b.UpdateAccountInfo(assetType)
 	return b.CheckTransientError(err)
 }