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engine/exchanges: Add exchange currency state subsystem (#774)

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* state: Add management system (init)

* linter: fix

* engine: gofmt

* gct: after merge fixup

* documentation: add

* rpc: implement services for testing

* gctcli: gofmt state_management.go

* documentation: reinstate lost information

* state: Add pair check to determine trading operation

* exchanges: add interface for specific state scoped subsystem functionality

* engine/order_man: reduce code footprint using new method

* RPC: implement pair trading request and change exported name to something specific to state

* engine: add tests

* engine: Add to withdraw manager

* documentation: reinstate soxipy in contrib. list

* engine: const fake name

* Glorious: NITERINOS

* merge: fix issues

* engine: csm incorporate service name into log output

* engine: fix linter issues

* gct: fix tests

* currencystate: remove management type

* rpc: fix tests

* backtester: fix tests

* Update engine/currency_state_manager.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update engine/currency_state_manager.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/currencystate/currency_state.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/alert/alert.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/alert/alert.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* config: integrate with config and remove flag delay adjustment

* gctcli: fix issues after name changes

* engine: gofmt manager file

* Update engine/rpcserver.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* engine: Add enable/disable manager functions, add default popoulation for potential assets

* linter: fix

* engine/test: bump subsystem count

* Update engine/currency_state_manager.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/bithumb/bithumb.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits addressed

* alert: fix commenting for its generalized purpose

* glorious: nits

* engine: use standard string in log output

* bitfinex: apply patch, thanks @thrasher-

* bitfinex: fix spelling

* engine/currencystate: Add logs/fix logs

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
This commit is contained in:
Ryan O'Hara-Reid
2021-09-27 13:33:49 +10:00
committed by GitHub
parent 1d7c656665
commit 5dfbbf84de
48 changed files with 4685 additions and 1110 deletions
Download Patch File Download Diff File Expand all files Collapse all files

15
exchanges/bitfinex/bitfinex.go
View File

@@ -480,7 +480,7 @@ func (b *Bitfinex) GetDerivativeStatusInfo(ctx context.Context, keys, startTime,
if response.NextFundingEventTS, ok = result[z][8].(float64); !ok {
return finalResp, fmt.Errorf("%v GetDerivativeStatusInfo: %w for NextFundingEventTS", b.Name, errTypeAssert)
}
if response.NextFundingAccured, ok = result[z][9].(float64); !ok {
if response.NextFundingAccrued, ok = result[z][9].(float64); !ok {
return finalResp, fmt.Errorf("%v GetDerivativeStatusInfo: %w for NextFundingAccrued", b.Name, errTypeAssert)
}
if response.NextFundingStep, ok = result[z][10].(float64); !ok {
@@ -493,8 +493,17 @@ func (b *Bitfinex) GetDerivativeStatusInfo(ctx context.Context, keys, startTime,
return finalResp, fmt.Errorf("%v GetDerivativeStatusInfo: %w for MarkPrice", b.Name, errTypeAssert)
}
if response.OpenInterest, ok = result[z][18].(float64); !ok {
return finalResp, fmt.Errorf("%v GetDerivativeStatusInfo: %w for OpenInterest", b.Name, errTypeAssert)
switch t := result[z][18].(type) {
case float64:
response.OpenInterest = t
case nil:
break // OpenInterest will default to 0
default:
return finalResp, fmt.Errorf("%v GetDerivativeStatusInfo: %w for OpenInterest. Type received: %v",
b.Name,
errTypeAssert,
t,
)
}
finalResp = append(finalResp, response)
}

2
exchanges/bitfinex/bitfinex_types.go
View File

@@ -116,7 +116,7 @@ type DerivativeDataResponse struct {
MarkPrice float64
InsuranceFundBalance float64
NextFundingEventTS float64
NextFundingAccured float64
NextFundingAccrued float64
NextFundingStep float64
CurrentFunding float64
OpenInterest float64