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futures: Implement GetLatestFundingRates across exchanges (#1339)

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* adds funding rate implementations and improvements

* merge fixes x1

* lint

* kucoin funding rates func make

* migrate sync-manager to keys

* some kucoin work

* adds some kucoin wrapper funcs

* ehhh, todo

* kucoin position

* start of orders

* adds the kucoin tests yay

* multiplier

* nits, EWS includes order limits

* NotYetImplemented, IsPerp improvements, cleaning

* lint, test fix, huobi time

* fixes issues, improves testing

* fixes linters I WRECKED

* local lint but remote lint, lint, lint, lint

* fixes err

* skip CI

* lint

* Supported rates, binance endpoints

* fixes weird mocktest problems

* no, CZ is invalid

* fixes some new EWS test errors
This commit is contained in:
Scott
2023-11-03 10:01:32 +10:00
committed by GitHub
parent f9437dbd08
commit 70690d9a04
78 changed files with 4088 additions and 527 deletions
Download Patch File Download Diff File Expand all files Collapse all files

7
cmd/exchange_template/wrapper_file.tmpl
View File

@@ -14,6 +14,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
@@ -547,4 +548,10 @@ func ({{.Variable}} *{{.CapitalName}}) GetFuturesContractDetails(context.Context
return nil, common.ErrNotYetImplemented
}
// GetLatestFundingRates returns the latest funding rates data
func ({{.Variable}} *{{.CapitalName}}) GetLatestFundingRates(_ context.Context, _ *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
return nil, common.ErrNotYetImplemented
}
{{end}}

6
cmd/exchange_wrapper_issues/main.go
View File

@@ -515,14 +515,14 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
Response: jsonifyInterface([]interface{}{""}),
})
fundingRateRequest := &fundingrate.RatesRequest{
fundingRateRequest := &fundingrate.HistoricalRatesRequest{
Asset: assetTypes[i],
Pair: p,
StartDate: time.Now().Add(-time.Hour),
EndDate: time.Now(),
}
var fundingRateResponse *fundingrate.Rates
fundingRateResponse, err = e.GetFundingRates(context.TODO(), fundingRateRequest)
var fundingRateResponse *fundingrate.HistoricalRates
fundingRateResponse, err = e.GetHistoricalFundingRates(context.TODO(), fundingRateRequest)
msg = ""
if err != nil {
msg = err.Error()

49
cmd/exchange_wrapper_standards/exchange_wrapper_standards_test.go
View File

@@ -18,6 +18,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/collateral"
"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/margin"
@@ -110,6 +111,7 @@ func setupExchange(ctx context.Context, t *testing.T, name string, cfg *config.C
// Add +1 to len to verify that exchanges can handle requests with unset pairs and assets
assetPairs := make([]assetPair, 0, len(assets)+1)
assets:
for j := range assets {
var pairs currency.Pairs
pairs, err = b.CurrencyPairs.GetPairs(assets[j], false)
@@ -132,6 +134,12 @@ func setupExchange(ctx context.Context, t *testing.T, name string, cfg *config.C
if err != nil {
t.Fatalf("Cannot setup %v asset %v FormatExchangeCurrency %v", name, assets[j], err)
}
for x := range unsupportedAssets {
if assets[j] == unsupportedAssets[x] {
// this asset cannot handle disrupt formatting
continue assets
}
}
p, err = disruptFormatting(t, p)
if err != nil {
t.Fatalf("Cannot setup %v asset %v disruptFormatting %v", name, assets[j], err)
@@ -281,6 +289,7 @@ var (
positionChangeRequestParam = reflect.TypeOf((**margin.PositionChangeRequest)(nil)).Elem()
positionSummaryRequestParam = reflect.TypeOf((**futures.PositionSummaryRequest)(nil)).Elem()
positionsRequestParam = reflect.TypeOf((**futures.PositionsRequest)(nil)).Elem()
latestRateRequest = reflect.TypeOf((**fundingrate.LatestRateRequest)(nil)).Elem()
)
// generateMethodArg determines the argument type and returns a pre-made
@@ -322,8 +331,8 @@ func generateMethodArg(ctx context.Context, t *testing.T, argGenerator *MethodAr
case argGenerator.MethodInputType.AssignableTo(feeBuilderParam):
input = reflect.ValueOf(&exchange.FeeBuilder{
FeeType: exchange.OfflineTradeFee,
Amount: 1337,
PurchasePrice: 1337,
Amount: 150,
PurchasePrice: 150,
Pair: argGenerator.AssetParams.Pair,
})
case argGenerator.MethodInputType.AssignableTo(currencyPairParam):
@@ -425,7 +434,7 @@ func generateMethodArg(ctx context.Context, t *testing.T, argGenerator *MethodAr
Side: order.Buy,
Pair: argGenerator.AssetParams.Pair,
AssetType: argGenerator.AssetParams.Asset,
Price: 1337,
Price: 150,
Amount: 1,
ClientID: "1337",
ClientOrderID: "13371337",
@@ -438,7 +447,7 @@ func generateMethodArg(ctx context.Context, t *testing.T, argGenerator *MethodAr
Side: order.Buy,
Pair: argGenerator.AssetParams.Pair,
AssetType: argGenerator.AssetParams.Asset,
Price: 1337,
Price: 150,
Amount: 1,
ClientOrderID: "13371337",
OrderID: "1337",
@@ -482,8 +491,8 @@ func generateMethodArg(ctx context.Context, t *testing.T, argGenerator *MethodAr
Pair: argGenerator.AssetParams.Pair,
Asset: argGenerator.AssetParams.Asset,
MarginType: margin.Isolated,
OriginalAllocatedMargin: 1337,
NewAllocatedMargin: 1338,
OriginalAllocatedMargin: 150,
NewAllocatedMargin: 151,
})
case argGenerator.MethodInputType.AssignableTo(positionSummaryRequestParam):
input = reflect.ValueOf(&futures.PositionSummaryRequest{
@@ -502,9 +511,15 @@ func generateMethodArg(ctx context.Context, t *testing.T, argGenerator *MethodAr
case argGenerator.MethodInputType.AssignableTo(orderSideParam):
input = reflect.ValueOf(order.Long)
case argGenerator.MethodInputType.AssignableTo(int64Param):
input = reflect.ValueOf(1337)
input = reflect.ValueOf(150)
case argGenerator.MethodInputType.AssignableTo(float64Param):
input = reflect.ValueOf(13.37)
input = reflect.ValueOf(150.0)
case argGenerator.MethodInputType.AssignableTo(latestRateRequest):
input = reflect.ValueOf(&fundingrate.LatestRateRequest{
Asset: argGenerator.AssetParams.Asset,
Pair: argGenerator.AssetParams.Pair,
IncludePredictedRate: true,
})
default:
input = reflect.Zero(argGenerator.MethodInputType)
}
@@ -533,10 +548,7 @@ var excludedMethodNames = map[string]struct{}{
"FlushWebsocketChannels": {}, // Unnecessary websocket test
"UnsubscribeToWebsocketChannels": {}, // Unnecessary websocket test
"SubscribeToWebsocketChannels": {}, // Unnecessary websocket test
"GetOrderExecutionLimits": {}, // Not widely supported/implemented feature
"UpdateCurrencyStates": {}, // Not widely supported/implemented feature
"UpdateOrderExecutionLimits": {}, // Not widely supported/implemented feature
"CheckOrderExecutionLimits": {}, // Not widely supported/implemented feature
"CanTradePair": {}, // Not widely supported/implemented feature
"CanTrade": {}, // Not widely supported/implemented feature
"CanWithdraw": {}, // Not widely supported/implemented feature
@@ -548,7 +560,7 @@ var excludedMethodNames = map[string]struct{}{
"GetCollateralCurrencyForContract": {},
"GetCurrencyForRealisedPNL": {},
"GetFuturesPositions": {},
"GetFundingRates": {},
"GetHistoricalFundingRates": {},
"IsPerpetualFutureCurrency": {},
"GetMarginRatesHistory": {},
"CalculatePNL": {},
@@ -563,7 +575,6 @@ var excludedMethodNames = map[string]struct{}{
"GetLeverage": {},
"SetMarginType": {},
"ChangePositionMargin": {},
"GetLatestFundingRate": {},
}
// blockedCIExchanges are exchanges that are not able to be tested on CI
@@ -572,6 +583,12 @@ var blockedCIExchanges = []string{
"bybit", // bybit API is banned from executing within the US where github Actions is ran
}
// unsupportedAssets contains assets that cannot handle
// normal processing for testing. This is to be used very sparingly
var unsupportedAssets = []asset.Item{
asset.Index,
}
var unsupportedExchangeNames = []string{
"testexch",
"alphapoint",
@@ -592,6 +609,7 @@ var cryptoChainPerExchange = map[string]string{
// acceptable errors do not throw test errors, see below for why
var acceptableErrors = []error{
common.ErrFunctionNotSupported, // Shows API cannot perform function and developer has recognised this
common.ErrNotYetImplemented, // Shows API can perform function but developer has not implemented it yet
asset.ErrNotSupported, // Shows that valid and invalid asset types are handled
request.ErrAuthRequestFailed, // We must set authenticated requests properly in order to understand and better handle auth failures
order.ErrUnsupportedOrderType, // Should be returned if an ordertype like ANY is requested and the implementation knows to throw this specific error
@@ -605,6 +623,11 @@ var acceptableErrors = []error{
deposit.ErrAddressNotFound, // Is thrown when an address is not found due to the exchange requiring valid API keys
futures.ErrNotFuturesAsset, // Is thrown when a futures function receives a non-futures asset
currency.ErrSymbolStringEmpty, // Is thrown when a symbol string is empty for blank MatchSymbol func checks
futures.ErrNotPerpetualFuture, // Is thrown when a futures function receives a non-perpetual future
order.ErrExchangeLimitNotLoaded, // Is thrown when the limits aren't loaded for a particular exchange, asset, pair
order.ErrCannotValidateAsset, // Is thrown when attempting to get order limits from an asset that is not yet loaded
order.ErrCannotValidateBaseCurrency, // Is thrown when attempting to get order limits from an base currency that is not yet loaded
order.ErrCannotValidateQuoteCurrency, // Is thrown when attempting to get order limits from an quote currency that is not yet loaded
}
// warningErrors will t.Log(err) when thrown to diagnose things, but not necessarily suggest