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

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* 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
Download Patch File Download Diff File Expand all files Collapse all files

23
exchanges/order/order_test.go
View File

@@ -506,6 +506,9 @@ var stringsToOrderType = []struct {
{"any", AnyType, nil},
{"ANY", AnyType, nil},
{"aNy", AnyType, nil},
{"trigger", Trigger, nil},
{"TRIGGER", Trigger, nil},
{"tRiGgEr", Trigger, nil},
{"woahMan", UnknownType, errors.New("woahMan not recognised as order type")},
}
@@ -595,7 +598,7 @@ func TestUpdateOrderFromModify(t *testing.T) {
HiddenOrder: false,
FillOrKill: false,
PostOnly: false,
Leverage: "",
Leverage: 0,
Price: 0,
Amount: 0,
LimitPriceUpper: 0,
@@ -631,7 +634,7 @@ func TestUpdateOrderFromModify(t *testing.T) {
HiddenOrder: true,
FillOrKill: true,
PostOnly: true,
Leverage: "1",
Leverage: 1.0,
Price: 1,
Amount: 1,
LimitPriceUpper: 1,
@@ -672,7 +675,7 @@ func TestUpdateOrderFromModify(t *testing.T) {
if !od.PostOnly {
t.Error("Failed to update")
}
if od.Leverage != "1" {
if od.Leverage != 1 {
t.Error("Failed to update")
}
if od.Price != 1 {
@@ -787,7 +790,7 @@ func TestUpdateOrderFromDetail(t *testing.T) {
HiddenOrder: false,
FillOrKill: false,
PostOnly: false,
Leverage: "",
Leverage: 0,
Price: 0,
Amount: 0,
LimitPriceUpper: 0,
@@ -823,7 +826,7 @@ func TestUpdateOrderFromDetail(t *testing.T) {
HiddenOrder: true,
FillOrKill: true,
PostOnly: true,
Leverage: "1",
Leverage: 1,
Price: 1,
Amount: 1,
LimitPriceUpper: 1,
@@ -864,7 +867,7 @@ func TestUpdateOrderFromDetail(t *testing.T) {
if !od.PostOnly {
t.Error("Failed to update")
}
if od.Leverage != "1" {
if od.Leverage != 1 {
t.Error("Failed to update")
}
if od.Price != 1 {
@@ -1024,8 +1027,8 @@ func TestValidationOnOrderTypes(t *testing.T) {
}
getOrders = new(GetOrdersRequest)
if getOrders.Validate() != nil {
t.Fatal("should not error")
if getOrders.Validate() == nil {
t.Fatal("should error since assetType hasn't been provided")
}
if getOrders.Validate(validate.Check(func() error {
@@ -1036,8 +1039,8 @@ func TestValidationOnOrderTypes(t *testing.T) {
if getOrders.Validate(validate.Check(func() error {
return nil
})) != nil {
t.Fatal("unexpected error")
})) == nil {
t.Fatal("should output an error since assetType isn't provided")
}
var modifyOrder *Modify

18
exchanges/order/order_types.go
View File

@@ -32,9 +32,11 @@ type Submit struct {
HiddenOrder bool
FillOrKill bool
PostOnly bool
Leverage string
ReduceOnly bool
Leverage float64
Price float64
Amount float64
StopPrice float64
LimitPriceUpper float64
LimitPriceLower float64
TriggerPrice float64
@@ -49,6 +51,7 @@ type Submit struct {
ClientID string
ClientOrderID string
WalletAddress string
Offset string
Type Type
Side Side
Status Status
@@ -79,7 +82,7 @@ type Modify struct {
HiddenOrder bool
FillOrKill bool
PostOnly bool
Leverage string
Leverage float64
Price float64
Amount float64
LimitPriceUpper float64
@@ -119,7 +122,7 @@ type Detail struct {
HiddenOrder bool
FillOrKill bool
PostOnly bool
Leverage string
Leverage float64
Price float64
Amount float64
LimitPriceUpper float64
@@ -167,6 +170,7 @@ type Cancel struct {
AssetType asset.Item
Date time.Time
Pair currency.Pair
Symbol string
Trades []TradeHistory
}
@@ -208,7 +212,7 @@ type GetOrdersRequest struct {
OrderID string
// Currencies Empty array = all currencies. Some endpoints only support
// singular currency enquiries
Pairs []currency.Pair
Pairs currency.Pairs
AssetType asset.Item
}
@@ -232,6 +236,7 @@ const (
Hidden Status = "HIDDEN"
UnknownStatus Status = "UNKNOWN"
Open Status = "OPEN"
AutoDeleverage Status = "ADL"
Closed Status = "CLOSED"
)
@@ -247,10 +252,15 @@ const (
ImmediateOrCancel Type = "IMMEDIATE_OR_CANCEL"
Stop Type = "STOP"
StopLimit Type = "STOP LIMIT"
StopMarket Type = "STOP MARKET"
TakeProfit Type = "TAKE PROFIT"
TakeProfitMarket Type = "TAKE PROFIT MARKET"
TrailingStop Type = "TRAILING_STOP"
FillOrKill Type = "FOK"
IOS Type = "IOS"
UnknownType Type = "UNKNOWN"
Liquidation Type = "LIQUIDATION"
Trigger Type = "TRIGGER"
)
// Side enforces a standard for order sides across the code base

9
exchanges/order/orders.go
View File

@@ -120,7 +120,7 @@ func (d *Detail) UpdateOrderFromDetail(m *Detail) {
d.Pair = m.Pair
updated = true
}
if m.Leverage != "" && m.Leverage != d.Leverage {
if m.Leverage != 0 && m.Leverage != d.Leverage {
d.Leverage = m.Leverage
updated = true
}
@@ -269,7 +269,7 @@ func (d *Detail) UpdateOrderFromModify(m *Modify) {
d.Pair = m.Pair
updated = true
}
if m.Leverage != "" && m.Leverage != d.Leverage {
if m.Leverage != 0 && m.Leverage != d.Leverage {
d.Leverage = m.Leverage
updated = true
}
@@ -633,6 +633,8 @@ func StringToOrderType(oType string) (Type, error) {
return PostOnly, nil
case strings.EqualFold(oType, AnyType.String()):
return AnyType, nil
case strings.EqualFold(oType, Trigger.String()):
return Trigger, nil
default:
return UnknownType, errors.New(oType + " not recognised as order type")
}
@@ -743,6 +745,9 @@ func (g *GetOrdersRequest) Validate(opt ...validate.Checker) error {
if g == nil {
return ErrGetOrdersRequestIsNil
}
if !g.AssetType.IsValid() {
return fmt.Errorf("assetType %v not supported", g.AssetType)
}
var errs common.Errors
for _, o := range opt {
err := o.Check()