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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
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44
engine/sync_manager_test.go
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@@ -6,6 +6,7 @@ import (
"testing"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/key"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
@@ -15,42 +16,42 @@ import (
func TestSetupSyncManager(t *testing.T) {
t.Parallel()
_, err := setupSyncManager(nil, nil, nil, false)
_, err := SetupSyncManager(nil, nil, nil, false)
if !errors.Is(err, common.ErrNilPointer) {
t.Errorf("error '%v', expected '%v'", err, common.ErrNilPointer)
}
_, err = setupSyncManager(&config.SyncManagerConfig{}, nil, nil, false)
_, err = SetupSyncManager(&config.SyncManagerConfig{}, nil, nil, false)
if !errors.Is(err, errNoSyncItemsEnabled) {
t.Errorf("error '%v', expected '%v'", err, errNoSyncItemsEnabled)
}
_, err = setupSyncManager(&config.SyncManagerConfig{SynchronizeTrades: true}, nil, nil, false)
_, err = SetupSyncManager(&config.SyncManagerConfig{SynchronizeTrades: true}, nil, nil, false)
if !errors.Is(err, errNilExchangeManager) {
t.Errorf("error '%v', expected '%v'", err, errNilExchangeManager)
}
_, err = setupSyncManager(&config.SyncManagerConfig{SynchronizeTrades: true}, &ExchangeManager{}, nil, false)
_, err = SetupSyncManager(&config.SyncManagerConfig{SynchronizeTrades: true}, &ExchangeManager{}, nil, false)
if !errors.Is(err, errNilConfig) {
t.Errorf("error '%v', expected '%v'", err, errNilConfig)
}
_, err = setupSyncManager(&config.SyncManagerConfig{SynchronizeTrades: true}, &ExchangeManager{}, &config.RemoteControlConfig{}, true)
_, err = SetupSyncManager(&config.SyncManagerConfig{SynchronizeTrades: true}, &ExchangeManager{}, &config.RemoteControlConfig{}, true)
if !errors.Is(err, currency.ErrCurrencyCodeEmpty) {
t.Errorf("error '%v', expected '%v'", err, currency.ErrCurrencyCodeEmpty)
}
_, err = setupSyncManager(&config.SyncManagerConfig{SynchronizeTrades: true, FiatDisplayCurrency: currency.BTC}, &ExchangeManager{}, &config.RemoteControlConfig{}, true)
_, err = SetupSyncManager(&config.SyncManagerConfig{SynchronizeTrades: true, FiatDisplayCurrency: currency.BTC}, &ExchangeManager{}, &config.RemoteControlConfig{}, true)
if !errors.Is(err, currency.ErrFiatDisplayCurrencyIsNotFiat) {
t.Errorf("error '%v', expected '%v'", err, currency.ErrFiatDisplayCurrencyIsNotFiat)
}
_, err = setupSyncManager(&config.SyncManagerConfig{SynchronizeTrades: true, FiatDisplayCurrency: currency.USD}, &ExchangeManager{}, &config.RemoteControlConfig{}, true)
_, err = SetupSyncManager(&config.SyncManagerConfig{SynchronizeTrades: true, FiatDisplayCurrency: currency.USD}, &ExchangeManager{}, &config.RemoteControlConfig{}, true)
if !errors.Is(err, common.ErrNilPointer) {
t.Errorf("error '%v', expected '%v'", err, common.ErrNilPointer)
}
m, err := setupSyncManager(&config.SyncManagerConfig{SynchronizeTrades: true, FiatDisplayCurrency: currency.USD, PairFormatDisplay: &currency.EMPTYFORMAT}, &ExchangeManager{}, &config.RemoteControlConfig{}, true)
m, err := SetupSyncManager(&config.SyncManagerConfig{SynchronizeTrades: true, FiatDisplayCurrency: currency.USD, PairFormatDisplay: &currency.EMPTYFORMAT}, &ExchangeManager{}, &config.RemoteControlConfig{}, true)
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
@@ -61,7 +62,7 @@ func TestSetupSyncManager(t *testing.T) {
func TestSyncManagerStart(t *testing.T) {
t.Parallel()
m, err := setupSyncManager(&config.SyncManagerConfig{SynchronizeTrades: true, FiatDisplayCurrency: currency.USD, PairFormatDisplay: &currency.EMPTYFORMAT}, &ExchangeManager{}, &config.RemoteControlConfig{}, true)
m, err := SetupSyncManager(&config.SyncManagerConfig{SynchronizeTrades: true, FiatDisplayCurrency: currency.USD, PairFormatDisplay: &currency.EMPTYFORMAT}, &ExchangeManager{}, &config.RemoteControlConfig{}, true)
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
@@ -96,7 +97,7 @@ func TestSyncManagerStart(t *testing.T) {
func TestSyncManagerStop(t *testing.T) {
t.Parallel()
var m *syncManager
var m *SyncManager
err := m.Stop()
if !errors.Is(err, ErrNilSubsystem) {
t.Errorf("error '%v', expected '%v'", err, ErrNilSubsystem)
@@ -112,7 +113,7 @@ func TestSyncManagerStop(t *testing.T) {
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
m, err = setupSyncManager(&config.SyncManagerConfig{SynchronizeTrades: true, SynchronizeContinuously: true, FiatDisplayCurrency: currency.USD, PairFormatDisplay: &currency.EMPTYFORMAT}, em, &config.RemoteControlConfig{}, false)
m, err = SetupSyncManager(&config.SyncManagerConfig{SynchronizeTrades: true, SynchronizeContinuously: true, FiatDisplayCurrency: currency.USD, PairFormatDisplay: &currency.EMPTYFORMAT}, em, &config.RemoteControlConfig{}, false)
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
@@ -150,7 +151,7 @@ func TestPrintConvertCurrencyFormat(t *testing.T) {
func TestPrintTickerSummary(t *testing.T) {
t.Parallel()
var m *syncManager
var m *SyncManager
m.PrintTickerSummary(&ticker.Price{}, "REST", nil)
em := NewExchangeManager()
@@ -163,7 +164,7 @@ func TestPrintTickerSummary(t *testing.T) {
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
m, err = setupSyncManager(&config.SyncManagerConfig{SynchronizeTrades: true, SynchronizeContinuously: true, FiatDisplayCurrency: currency.USD, PairFormatDisplay: &currency.EMPTYFORMAT}, em, &config.RemoteControlConfig{}, false)
m, err = SetupSyncManager(&config.SyncManagerConfig{SynchronizeTrades: true, SynchronizeContinuously: true, FiatDisplayCurrency: currency.USD, PairFormatDisplay: &currency.EMPTYFORMAT}, em, &config.RemoteControlConfig{}, false)
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
@@ -192,7 +193,7 @@ func TestPrintTickerSummary(t *testing.T) {
func TestPrintOrderbookSummary(t *testing.T) {
t.Parallel()
var m *syncManager
var m *SyncManager
m.PrintOrderbookSummary(nil, "REST", nil)
em := NewExchangeManager()
@@ -205,7 +206,7 @@ func TestPrintOrderbookSummary(t *testing.T) {
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
m, err = setupSyncManager(&config.SyncManagerConfig{SynchronizeTrades: true, SynchronizeContinuously: true, FiatDisplayCurrency: currency.USD, PairFormatDisplay: &currency.EMPTYFORMAT}, em, &config.RemoteControlConfig{}, false)
m, err = SetupSyncManager(&config.SyncManagerConfig{SynchronizeTrades: true, SynchronizeContinuously: true, FiatDisplayCurrency: currency.USD, PairFormatDisplay: &currency.EMPTYFORMAT}, em, &config.RemoteControlConfig{}, false)
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
@@ -242,13 +243,13 @@ func TestRelayWebsocketEvent(t *testing.T) {
}
func TestWaitForInitialSync(t *testing.T) {
var m *syncManager
var m *SyncManager
err := m.WaitForInitialSync()
if !errors.Is(err, ErrNilSubsystem) {
t.Fatalf("received %v, but expected: %v", err, ErrNilSubsystem)
}
m = &syncManager{}
m = &SyncManager{}
err = m.WaitForInitialSync()
if !errors.Is(err, ErrSubSystemNotStarted) {
t.Fatalf("received %v, but expected: %v", err, ErrSubSystemNotStarted)
@@ -263,13 +264,13 @@ func TestWaitForInitialSync(t *testing.T) {
func TestSyncManagerWebsocketUpdate(t *testing.T) {
t.Parallel()
var m *syncManager
var m *SyncManager
err := m.WebsocketUpdate("", currency.EMPTYPAIR, 1, 47, nil)
if !errors.Is(err, ErrNilSubsystem) {
t.Fatalf("received %v, but expected: %v", err, ErrNilSubsystem)
}
m = &syncManager{}
m = &SyncManager{}
err = m.WebsocketUpdate("", currency.EMPTYPAIR, 1, 47, nil)
if !errors.Is(err, ErrSubSystemNotStarted) {
t.Fatalf("received %v, but expected: %v", err, ErrSubSystemNotStarted)
@@ -314,9 +315,8 @@ func TestSyncManagerWebsocketUpdate(t *testing.T) {
t.Fatalf("received %v, but expected: %v", err, errCouldNotSyncNewData)
}
m.add(currencyPairKey{
AssetType: asset.Spot,
Pair: currency.EMPTYPAIR.Format(currency.PairFormat{Uppercase: true}),
m.add(key.ExchangePairAsset{
Asset: asset.Spot,
}, syncBase{})
m.initSyncWG.Add(3)
// orderbook match