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

@@ -50,8 +50,8 @@ type Gateio struct {
// GetSymbols returns all supported symbols
func (g *Gateio) GetSymbols() ([]string, error) {
var result []string
urlPath := fmt.Sprintf("%s/%s/%s", g.API.Endpoints.URLSecondary, gateioAPIVersion, gateioSymbol)
err := g.SendHTTPRequest(urlPath, &result)
urlPath := fmt.Sprintf("/%s/%s", gateioAPIVersion, gateioSymbol)
err := g.SendHTTPRequest(exchange.RestSpotSupplementary, urlPath, &result)
if err != nil {
return nil, nil
}
@@ -66,10 +66,10 @@ func (g *Gateio) GetMarketInfo() (MarketInfoResponse, error) {
Pairs []interface{} `json:"pairs"`
}
urlPath := fmt.Sprintf("%s/%s/%s", g.API.Endpoints.URLSecondary, gateioAPIVersion, gateioMarketInfo)
urlPath := fmt.Sprintf("/%s/%s", gateioAPIVersion, gateioMarketInfo)
var res response
var result MarketInfoResponse
err := g.SendHTTPRequest(urlPath, &res)
err := g.SendHTTPRequest(exchange.RestSpotSupplementary, urlPath, &res)
if err != nil {
return result, err
}
@@ -106,16 +106,16 @@ func (g *Gateio) GetLatestSpotPrice(symbol string) (float64, error) {
// GetTicker returns a ticker for the supplied symbol
// updated every 10 seconds
func (g *Gateio) GetTicker(symbol string) (TickerResponse, error) {
urlPath := fmt.Sprintf("%s/%s/%s/%s", g.API.Endpoints.URLSecondary, gateioAPIVersion, gateioTicker, symbol)
urlPath := fmt.Sprintf("/%s/%s/%s", gateioAPIVersion, gateioTicker, symbol)
var res TickerResponse
return res, g.SendHTTPRequest(urlPath, &res)
return res, g.SendHTTPRequest(exchange.RestSpotSupplementary, urlPath, &res)
}
// GetTickers returns tickers for all symbols
func (g *Gateio) GetTickers() (map[string]TickerResponse, error) {
urlPath := fmt.Sprintf("%s/%s/%s", g.API.Endpoints.URLSecondary, gateioAPIVersion, gateioTickers)
urlPath := fmt.Sprintf("/%s/%s", gateioAPIVersion, gateioTickers)
resp := make(map[string]TickerResponse)
err := g.SendHTTPRequest(urlPath, &resp)
err := g.SendHTTPRequest(exchange.RestSpotSupplementary, urlPath, &resp)
if err != nil {
return nil, err
}
@@ -124,9 +124,9 @@ func (g *Gateio) GetTickers() (map[string]TickerResponse, error) {
// GetTrades returns trades for symbols
func (g *Gateio) GetTrades(symbol string) (TradeHistory, error) {
urlPath := fmt.Sprintf("%s/%s/%s/%s", g.API.Endpoints.URLSecondary, gateioAPIVersion, gateioTrades, symbol)
urlPath := fmt.Sprintf("/%s/%s/%s", gateioAPIVersion, gateioTrades, symbol)
var resp TradeHistory
err := g.SendHTTPRequest(urlPath, &resp)
err := g.SendHTTPRequest(exchange.RestSpotSupplementary, urlPath, &resp)
if err != nil {
return TradeHistory{}, err
}
@@ -135,9 +135,9 @@ func (g *Gateio) GetTrades(symbol string) (TradeHistory, error) {
// GetOrderbook returns the orderbook data for a suppled symbol
func (g *Gateio) GetOrderbook(symbol string) (Orderbook, error) {
urlPath := fmt.Sprintf("%s/%s/%s/%s", g.API.Endpoints.URLSecondary, gateioAPIVersion, gateioOrderbook, symbol)
urlPath := fmt.Sprintf("/%s/%s/%s", gateioAPIVersion, gateioOrderbook, symbol)
var resp OrderbookResponse
err := g.SendHTTPRequest(urlPath, &resp)
err := g.SendHTTPRequest(exchange.RestSpotSupplementary, urlPath, &resp)
if err != nil {
return Orderbook{}, err
}
@@ -196,8 +196,7 @@ func (g *Gateio) GetOrderbook(symbol string) (Orderbook, error) {
// GetSpotKline returns kline data for the most recent time period
func (g *Gateio) GetSpotKline(arg KlinesRequestParams) (kline.Item, error) {
urlPath := fmt.Sprintf("%s/%s/%s/%s?group_sec=%s&range_hour=%d",
g.API.Endpoints.URLSecondary,
urlPath := fmt.Sprintf("/%s/%s/%s?group_sec=%s&range_hour=%d",
gateioAPIVersion,
gateioKline,
arg.Symbol,
@@ -205,7 +204,7 @@ func (g *Gateio) GetSpotKline(arg KlinesRequestParams) (kline.Item, error) {
arg.HourSize)
var rawKlines map[string]interface{}
err := g.SendHTTPRequest(urlPath, &rawKlines)
err := g.SendHTTPRequest(exchange.RestSpotSupplementary, urlPath, &rawKlines)
if err != nil {
return kline.Item{}, err
}
@@ -270,7 +269,7 @@ func (g *Gateio) GetBalances() (BalancesResponse, error) {
var result BalancesResponse
return result,
g.SendAuthenticatedHTTPRequest(http.MethodPost, gateioBalances, "", &result)
g.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, gateioBalances, "", &result)
}
// SpotNewOrder places a new order
@@ -285,7 +284,7 @@ func (g *Gateio) SpotNewOrder(arg SpotNewOrderRequestParams) (SpotNewOrderRespon
)
urlPath := fmt.Sprintf("%s/%s", gateioOrder, arg.Type)
return result, g.SendAuthenticatedHTTPRequest(http.MethodPost, urlPath, params, &result)
return result, g.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, urlPath, params, &result)
}
// CancelExistingOrder cancels an order given the supplied orderID and symbol
@@ -304,7 +303,7 @@ func (g *Gateio) CancelExistingOrder(orderID int64, symbol string) (bool, error)
orderID,
symbol,
)
err := g.SendAuthenticatedHTTPRequest(http.MethodPost, gateioCancelOrder, params, &result)
err := g.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, gateioCancelOrder, params, &result)
if err != nil {
return false, err
}
@@ -316,10 +315,14 @@ func (g *Gateio) CancelExistingOrder(orderID int64, symbol string) (bool, error)
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (g *Gateio) SendHTTPRequest(path string, result interface{}) error {
func (g *Gateio) SendHTTPRequest(ep exchange.URL, path string, result interface{}) error {
endpoint, err := g.API.Endpoints.GetURL(ep)
if err != nil {
return err
}
return g.SendPayload(context.Background(), &request.Item{
Method: http.MethodGet,
Path: path,
Path: endpoint + path,
Result: result,
Verbose: g.Verbose,
HTTPDebugging: g.HTTPDebugging,
@@ -341,7 +344,7 @@ func (g *Gateio) CancelAllExistingOrders(orderType int64, symbol string) error {
orderType,
symbol,
)
err := g.SendAuthenticatedHTTPRequest(http.MethodPost, gateioCancelAllOrders, params, &result)
err := g.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, gateioCancelAllOrders, params, &result)
if err != nil {
return err
}
@@ -362,7 +365,7 @@ func (g *Gateio) GetOpenOrders(symbol string) (OpenOrdersResponse, error) {
params = fmt.Sprintf("currencyPair=%s", symbol)
}
err := g.SendAuthenticatedHTTPRequest(http.MethodPost, gateioOpenOrders, params, &result)
err := g.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, gateioOpenOrders, params, &result)
if err != nil {
return result, err
}
@@ -380,7 +383,7 @@ func (g *Gateio) GetTradeHistory(symbol string) (TradHistoryResponse, error) {
var result TradHistoryResponse
params = fmt.Sprintf("currencyPair=%s", symbol)
err := g.SendAuthenticatedHTTPRequest(http.MethodPost, gateioTradeHistory, params, &result)
err := g.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, gateioTradeHistory, params, &result)
if err != nil {
return result, err
}
@@ -400,12 +403,15 @@ func (g *Gateio) GenerateSignature(message string) []byte {
// SendAuthenticatedHTTPRequest sends authenticated requests to the Gateio API
// To use this you must setup an APIKey and APISecret from the exchange
func (g *Gateio) SendAuthenticatedHTTPRequest(method, endpoint, param string, result interface{}) error {
func (g *Gateio) SendAuthenticatedHTTPRequest(ep exchange.URL, method, endpoint, param string, result interface{}) error {
if !g.AllowAuthenticatedRequest() {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet,
g.Name)
}
ePoint, err := g.API.Endpoints.GetURL(ep)
if err != nil {
return err
}
headers := make(map[string]string)
headers["Content-Type"] = "application/x-www-form-urlencoded"
headers["key"] = g.API.Credentials.Key
@@ -413,10 +419,10 @@ func (g *Gateio) SendAuthenticatedHTTPRequest(method, endpoint, param string, re
hmac := g.GenerateSignature(param)
headers["sign"] = crypto.HexEncodeToString(hmac)
urlPath := fmt.Sprintf("%s/%s/%s", g.API.Endpoints.URL, gateioAPIVersion, endpoint)
urlPath := fmt.Sprintf("%s/%s/%s", ePoint, gateioAPIVersion, endpoint)
var intermidiary json.RawMessage
err := g.SendPayload(context.Background(), &request.Item{
err = g.SendPayload(context.Background(), &request.Item{
Method: method,
Path: urlPath,
Headers: headers,
@@ -518,7 +524,7 @@ func (g *Gateio) WithdrawCrypto(currency, address string, amount float64) (*with
address,
amount,
)
err := g.SendAuthenticatedHTTPRequest(http.MethodPost, gateioWithdraw, params, &result)
err := g.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, gateioWithdraw, params, &result)
if err != nil {
return nil, err
}
@@ -544,7 +550,7 @@ func (g *Gateio) GetCryptoDepositAddress(currency string) (string, error) {
params := fmt.Sprintf("currency=%s",
currency)
err := g.SendAuthenticatedHTTPRequest(http.MethodPost, gateioDepositAddress, params, &result)
err := g.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, gateioDepositAddress, params, &result)
if err != nil {
return "", err
}

View File

@@ -285,7 +285,8 @@ func TestFormatWithdrawPermissions(t *testing.T) {
func TestGetActiveOrders(t *testing.T) {
var getOrdersRequest = order.GetOrdersRequest{
Type: order.AnyType,
Type: order.AnyType,
AssetType: asset.Spot,
}
_, err := g.GetActiveOrders(&getOrdersRequest)
@@ -298,7 +299,8 @@ func TestGetActiveOrders(t *testing.T) {
func TestGetOrderHistory(t *testing.T) {
var getOrdersRequest = order.GetOrdersRequest{
Type: order.AnyType,
Type: order.AnyType,
AssetType: asset.Spot,
}
currPair := currency.NewPair(currency.LTC, currency.BTC)
@@ -398,12 +400,12 @@ func TestCancelAllExchangeOrders(t *testing.T) {
func TestGetAccountInfo(t *testing.T) {
if apiSecret == "" || apiKey == "" {
_, err := g.UpdateAccountInfo()
_, err := g.UpdateAccountInfo(asset.Spot)
if err == nil {
t.Error("GetAccountInfo() Expected error")
}
} else {
_, err := g.UpdateAccountInfo()
_, err := g.UpdateAccountInfo(asset.Spot)
if err != nil {
t.Error("GetAccountInfo() error", err)
}

View File

@@ -127,12 +127,15 @@ func (g *Gateio) SetDefaults() {
}
g.Requester = request.New(g.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
g.API.Endpoints.URLDefault = gateioTradeURL
g.API.Endpoints.URL = g.API.Endpoints.URLDefault
g.API.Endpoints.URLSecondaryDefault = gateioMarketURL
g.API.Endpoints.URLSecondary = g.API.Endpoints.URLSecondaryDefault
g.API.Endpoints.WebsocketURL = gateioWebsocketEndpoint
g.API.Endpoints = g.NewEndpoints()
err = g.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: gateioTradeURL,
exchange.RestSpotSupplementary: gateioMarketURL,
exchange.WebsocketSpot: gateioWebsocketEndpoint,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
g.Websocket = stream.New()
g.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
g.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
@@ -151,6 +154,11 @@ func (g *Gateio) Setup(exch *config.ExchangeConfig) error {
return err
}
wsRunningURL, err := g.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = g.Websocket.Setup(&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
@@ -158,7 +166,7 @@ func (g *Gateio) Setup(exch *config.ExchangeConfig) error {
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: gateioWebsocketEndpoint,
ExchangeName: exch.Name,
RunningURL: exch.API.Endpoints.WebsocketURL,
RunningURL: wsRunningURL,
Connector: g.WsConnect,
Subscriber: g.Subscribe,
GenerateSubscriptions: g.GenerateDefaultSubscriptions,
@@ -316,7 +324,7 @@ func (g *Gateio) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderb
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// ZB exchange
func (g *Gateio) UpdateAccountInfo() (account.Holdings, error) {
func (g *Gateio) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
var info account.Holdings
var balances []account.Balance
@@ -401,10 +409,10 @@ func (g *Gateio) UpdateAccountInfo() (account.Holdings, error) {
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (g *Gateio) FetchAccountInfo() (account.Holdings, error) {
acc, err := account.GetHoldings(g.Name)
func (g *Gateio) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(g.Name, assetType)
if err != nil {
return g.UpdateAccountInfo()
return g.UpdateAccountInfo(assetType)
}
return acc, nil
@@ -802,8 +810,8 @@ func (g *Gateio) AuthenticateWebsocket() error {
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (g *Gateio) ValidateCredentials() error {
_, err := g.UpdateAccountInfo()
func (g *Gateio) ValidateCredentials(assetType asset.Item) error {
_, err := g.UpdateAccountInfo(assetType)
return g.CheckTransientError(err)
}