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

@@ -74,7 +74,7 @@ func (c *COINUT) GetInstruments() (Instruments, error) {
var result Instruments
params := make(map[string]interface{})
params["sec_type"] = strings.ToUpper(asset.Spot.String())
return result, c.SendHTTPRequest(coinutInstruments, params, false, &result)
return result, c.SendHTTPRequest(exchange.RestSpot, coinutInstruments, params, false, &result)
}
// GetInstrumentTicker returns a ticker for a specific instrument
@@ -82,7 +82,7 @@ func (c *COINUT) GetInstrumentTicker(instrumentID int64) (Ticker, error) {
var result Ticker
params := make(map[string]interface{})
params["inst_id"] = instrumentID
return result, c.SendHTTPRequest(coinutTicker, params, false, &result)
return result, c.SendHTTPRequest(exchange.RestSpot, coinutTicker, params, false, &result)
}
// GetInstrumentOrderbook returns the orderbooks for a specific instrument
@@ -94,7 +94,7 @@ func (c *COINUT) GetInstrumentOrderbook(instrumentID, limit int64) (Orderbook, e
params["top_n"] = limit
}
return result, c.SendHTTPRequest(coinutOrderbook, params, false, &result)
return result, c.SendHTTPRequest(exchange.RestSpot, coinutOrderbook, params, false, &result)
}
// GetTrades returns trade information
@@ -103,13 +103,13 @@ func (c *COINUT) GetTrades(instrumentID int64) (Trades, error) {
params := make(map[string]interface{})
params["inst_id"] = instrumentID
return result, c.SendHTTPRequest(coinutTrades, params, false, &result)
return result, c.SendHTTPRequest(exchange.RestSpot, coinutTrades, params, false, &result)
}
// GetUserBalance returns the full user balance
func (c *COINUT) GetUserBalance() (*UserBalance, error) {
var result *UserBalance
return result, c.SendHTTPRequest(coinutBalance, nil, true, &result)
return result, c.SendHTTPRequest(exchange.RestSpot, coinutBalance, nil, true, &result)
}
// NewOrder places a new order on the exchange
@@ -127,7 +127,7 @@ func (c *COINUT) NewOrder(instrumentID int64, quantity, price float64, buy bool,
}
params["client_ord_id"] = orderID
return result, c.SendHTTPRequest(coinutOrder, params, true, &result)
return result, c.SendHTTPRequest(exchange.RestSpot, coinutOrder, params, true, &result)
}
// NewOrders places multiple orders on the exchange
@@ -136,7 +136,7 @@ func (c *COINUT) NewOrders(orders []Order) ([]OrdersBase, error) {
params := make(map[string]interface{})
params["orders"] = orders
return result.Data, c.SendHTTPRequest(coinutOrders, params, true, &result.Data)
return result.Data, c.SendHTTPRequest(exchange.RestSpot, coinutOrders, params, true, &result.Data)
}
// GetOpenOrders returns a list of open order and relevant information
@@ -144,7 +144,7 @@ func (c *COINUT) GetOpenOrders(instrumentID int64) (GetOpenOrdersResponse, error
var result GetOpenOrdersResponse
params := make(map[string]interface{})
params["inst_id"] = instrumentID
return result, c.SendHTTPRequest(coinutOrdersOpen, params, true, &result)
return result, c.SendHTTPRequest(exchange.RestSpot, coinutOrdersOpen, params, true, &result)
}
// CancelExistingOrder cancels a specific order and returns if it was actioned
@@ -164,7 +164,7 @@ func (c *COINUT) CancelExistingOrder(instrumentID, orderID int64) (bool, error)
entries := []Request{entry}
params["entries"] = entries
err := c.SendHTTPRequest(coinutOrdersCancel, params, true, &result)
err := c.SendHTTPRequest(exchange.RestSpot, coinutOrdersCancel, params, true, &result)
if err != nil {
return false, err
}
@@ -184,7 +184,7 @@ func (c *COINUT) CancelOrders(orders []CancelOrders) (CancelOrdersResponse, erro
entries = append(entries, orders...)
params["entries"] = entries
return result, c.SendHTTPRequest(coinutOrdersCancel, params, true, &result)
return result, c.SendHTTPRequest(exchange.RestSpot, coinutOrdersCancel, params, true, &result)
}
// GetTradeHistory returns trade history for a specific instrument.
@@ -199,7 +199,7 @@ func (c *COINUT) GetTradeHistory(instrumentID, start, limit int64) (TradeHistory
params["limit"] = limit
}
return result, c.SendHTTPRequest(coinutTradeHistory, params, true, &result)
return result, c.SendHTTPRequest(exchange.RestSpot, coinutTradeHistory, params, true, &result)
}
// GetIndexTicker returns the index ticker for an asset
@@ -208,7 +208,7 @@ func (c *COINUT) GetIndexTicker(asset string) (IndexTicker, error) {
params := make(map[string]interface{})
params["asset"] = asset
return result, c.SendHTTPRequest(coinutIndexTicker, params, false, &result)
return result, c.SendHTTPRequest(exchange.RestSpot, coinutIndexTicker, params, false, &result)
}
// GetDerivativeInstruments returns a list of derivative instruments
@@ -217,7 +217,7 @@ func (c *COINUT) GetDerivativeInstruments(secType string) (interface{}, error) {
params := make(map[string]interface{})
params["sec_type"] = secType
return result, c.SendHTTPRequest(coinutInstruments, params, false, &result)
return result, c.SendHTTPRequest(exchange.RestSpot, coinutInstruments, params, false, &result)
}
// GetOptionChain returns option chain
@@ -227,7 +227,7 @@ func (c *COINUT) GetOptionChain(asset, secType string) (OptionChainResponse, err
params["asset"] = asset
params["sec_type"] = secType
return result, c.SendHTTPRequest(coinutOptionChain, params, false, &result)
return result, c.SendHTTPRequest(exchange.RestSpot, coinutOptionChain, params, false, &result)
}
// GetPositionHistory returns position history
@@ -242,7 +242,7 @@ func (c *COINUT) GetPositionHistory(secType string, start, limit int) (PositionH
params["limit"] = limit
}
return result, c.SendHTTPRequest(coinutPositionHistory, params, true, &result)
return result, c.SendHTTPRequest(exchange.RestSpot, coinutPositionHistory, params, true, &result)
}
// GetOpenPositions returns all your current opened positions
@@ -255,17 +255,22 @@ func (c *COINUT) GetOpenPositions(instrumentID int) ([]OpenPosition, error) {
params["inst_id"] = instrumentID
return result.Positions,
c.SendHTTPRequest(coinutPositionOpen, params, true, &result)
c.SendHTTPRequest(exchange.RestSpot, coinutPositionOpen, params, true, &result)
}
// to-do: user position update via websocket
// SendHTTPRequest sends either an authenticated or unauthenticated HTTP request
func (c *COINUT) SendHTTPRequest(apiRequest string, params map[string]interface{}, authenticated bool, result interface{}) (err error) {
func (c *COINUT) SendHTTPRequest(ep exchange.URL, apiRequest string, params map[string]interface{}, authenticated bool, result interface{}) (err error) {
if !c.API.AuthenticatedSupport && authenticated {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet, c.Name)
}
endpoint, err := c.API.Endpoints.GetURL(ep)
if err != nil {
return err
}
if params == nil {
params = map[string]interface{}{}
}
@@ -293,7 +298,7 @@ func (c *COINUT) SendHTTPRequest(apiRequest string, params map[string]interface{
var rawMsg json.RawMessage
err = c.SendPayload(context.Background(), &request.Item{
Method: http.MethodPost,
Path: c.API.Endpoints.URL,
Path: endpoint,
Headers: headers,
Body: bytes.NewBuffer(payload),
Result: &rawMsg,

View File

@@ -253,7 +253,8 @@ func TestFormatWithdrawPermissions(t *testing.T) {
func TestGetActiveOrders(t *testing.T) {
var getOrdersRequest = order.GetOrdersRequest{
Type: order.AnyType,
Type: order.AnyType,
AssetType: asset.Spot,
}
_, err := c.GetActiveOrders(&getOrdersRequest)
if areTestAPIKeysSet() && err != nil {
@@ -264,7 +265,8 @@ func TestGetActiveOrders(t *testing.T) {
func TestGetOrderHistoryWrapper(t *testing.T) {
setupWSTestAuth(t)
var getOrdersRequest = order.GetOrdersRequest{
Type: order.AnyType,
Type: order.AnyType,
AssetType: asset.Spot,
Pairs: []currency.Pair{currency.NewPair(currency.BTC,
currency.USD)},
}
@@ -358,12 +360,12 @@ func TestCancelAllExchangeOrders(t *testing.T) {
func TestGetAccountInfo(t *testing.T) {
if apiKey != "" || clientID != "" {
_, err := c.UpdateAccountInfo()
_, err := c.UpdateAccountInfo(asset.Spot)
if err != nil {
t.Error("GetAccountInfo() error", err)
}
} else {
_, err := c.UpdateAccountInfo()
_, err := c.UpdateAccountInfo(asset.Spot)
if err == nil {
t.Error("GetAccountInfo() Expected error")
}

View File

@@ -113,10 +113,14 @@ func (c *COINUT) SetDefaults() {
c.Requester = request.New(c.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
c.API.Endpoints.URLDefault = coinutAPIURL
c.API.Endpoints.URL = c.API.Endpoints.URLDefault
c.API.Endpoints.WebsocketURL = coinutWebsocketURL
c.API.Endpoints = c.NewEndpoints()
err = c.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: coinutAPIURL,
exchange.WebsocketSpot: coinutWebsocketURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
c.Websocket = stream.New()
c.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
c.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
@@ -136,6 +140,11 @@ func (c *COINUT) Setup(exch *config.ExchangeConfig) error {
return err
}
wsRunningURL, err := c.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = c.Websocket.Setup(&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
@@ -143,7 +152,7 @@ func (c *COINUT) Setup(exch *config.ExchangeConfig) error {
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: coinutWebsocketURL,
ExchangeName: exch.Name,
RunningURL: exch.API.Endpoints.WebsocketURL,
RunningURL: wsRunningURL,
Connector: c.WsConnect,
Subscriber: c.Subscribe,
UnSubscriber: c.Unsubscribe,
@@ -294,7 +303,7 @@ func (c *COINUT) UpdateTradablePairs(forceUpdate bool) error {
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// COINUT exchange
func (c *COINUT) UpdateAccountInfo() (account.Holdings, error) {
func (c *COINUT) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
var info account.Holdings
var bal *UserBalance
var err error
@@ -384,10 +393,10 @@ func (c *COINUT) UpdateAccountInfo() (account.Holdings, error) {
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (c *COINUT) FetchAccountInfo() (account.Holdings, error) {
acc, err := account.GetHoldings(c.Name)
func (c *COINUT) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(c.Name, assetType)
if err != nil {
return c.UpdateAccountInfo()
return c.UpdateAccountInfo(assetType)
}
return acc, nil
@@ -1054,8 +1063,8 @@ func (c *COINUT) loadInstrumentsIfNotLoaded() error {
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (c *COINUT) ValidateCredentials() error {
_, err := c.UpdateAccountInfo()
func (c *COINUT) ValidateCredentials(assetType asset.Item) error {
_, err := c.UpdateAccountInfo(assetType)
return c.CheckTransientError(err)
}