mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-06-05 23:16:53 +00:00
engine: Ticker REST/Websocket improvements (#345)
* Adds extra properties to Websocket ticker. Adds new properties to binance and bitfinex, but doesn't test anything yet. Changes names and properties of ticker package to make more streamlined * Adds support for coinbasepro, coinut, gateio, gitbtc, huobi, hadax, kraken, okex, okcoin. Adds quoteVolume * Adds poloniex and ZB ticker datas * Updates ANX, Binance, Bitfinex, Bistamp, Bittrex, BTCMarkets, BTSE, CoinbasePRo, Coinut, Exmo tickers. It looks like a whole bunch of stuff is wrong in how tickers are done though :/ * Updates tickers everywhere. Will revert batch ones * Re-Preseves ticker batching * Minor fixes to ticks and removal of comment * Logging errors instead of returning mid loop. Adds bitfinex batch ticker processing. Fixes unrelated okgroup wallet bug * Removes bad code I wrote preventing function from running if feature not enabled * Fixes issue with bitmex and rebase issues * Fixes bitmex iterator error, splits hitbtc ticker requests * Fixes okgroup currency pair formatting. Updates okgroup to use ticker batching. Fixes okgroup ticker issues due to assetTypes. Fixes okgroup ws pinging. Fixes Kraken's currency pairs formatting. Reverts ANXs auto parsing back to strings because ANX json makes me cry. Minor property improvements for coinut, coinbasepro, btse, exmo. Protects wshandler manageSubscriptions() from running and returning an error when feature not supported * Updates config example to reflect the underscore dash situation * Fixes a config delimiter oopsie. Simplifies ANX wrapper ticker parsing. Fixes bittrex date parsing. Simplifies okcoin switch to if. * Fixes super fun issue where kraken has updated their currency pair format and must add new delimiter support. Fixes super fun issue where okex has updated their currency pair format and must add new delimiter support. Fixes super fun issue where okcoin has updated their currency pair format and must add new delimiter support. * Updates config example for kraken * Adds lbank batch ticker support. Adds details to errors * Updates FetchTradablePairs to use the config delimiter to prevent issues if the delimiter ever changes * Fixes nil reference bug. Uses NAme not GetNAme * Fixes hardcoded delimiter in Binance. Expands bitfinex websocket ticker fields. Updates Bitstamp rate limits. Expands BTSE ticker data fields. Fixes typo in coibasepro. Expands Coinut ticker data. Renames currency to curr as it conflicts with package name. Expands GateIO websocket ticker data. Fixes ticker data implementation for huobi and huobi hadax. Reverts ticker map to string instead of assetType. Fixes real stupid bug I introduced which preveted subscriptions from running :glitch_crab: Adds Price ATH to ws ticker type. Adds quotevolume to yobit ticker. Uses delimiter in ZB rather than hardcoded field. * Fixes bug in syncer where if the websocket is already connected, then UsingWebsocket is not set * Updates broken tests * Simplifies poloniex frozen check * Updates configtest.json with new delimiters * Renames shorthand properties of structs. Fixes delimiter referencing * Fixes some bugs and nits around variable declaration, currency pairs and config upscaling * Adds config upgrade path for okcoin and okex. Reverts configtest.json. * Fixes okex futures currency formatting by no longer using global currency format. updates Run code to adapt. Removes BTSE value * Adds ":" as a delimiter for when a delimiter only shows up SOMETIMES * Adds support for optional delimiter
This commit is contained in:
Scott
Adrian Gallagher
@@ -1,6 +1,11 @@
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package bitmex
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import exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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import (
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"time"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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)
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// RequestError allows for a general error capture from requests
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type RequestError struct {
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@@ -117,107 +122,107 @@ type Funding struct {
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// Instrument Tradeable Contracts, Indices, and History
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type Instrument struct {
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AskPrice float64 `json:"askPrice"`
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BankruptLimitDownPrice float64 `json:"bankruptLimitDownPrice"`
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BankruptLimitUpPrice float64 `json:"bankruptLimitUpPrice"`
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BidPrice float64 `json:"bidPrice"`
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BuyLeg string `json:"buyLeg"`
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CalcInterval string `json:"calcInterval"`
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Capped bool `json:"capped"`
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ClosingTimestamp string `json:"closingTimestamp"`
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Deleverage bool `json:"deleverage"`
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Expiry string `json:"expiry"`
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FairBasis float64 `json:"fairBasis"`
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FairBasisRate float64 `json:"fairBasisRate"`
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FairMethod string `json:"fairMethod"`
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FairPrice float64 `json:"fairPrice"`
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Front string `json:"front"`
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FundingBaseSymbol string `json:"fundingBaseSymbol"`
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FundingInterval string `json:"fundingInterval"`
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FundingPremiumSymbol string `json:"fundingPremiumSymbol"`
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FundingQuoteSymbol string `json:"fundingQuoteSymbol"`
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FundingRate float64 `json:"fundingRate"`
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FundingTimestamp string `json:"fundingTimestamp"`
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HasLiquidity bool `json:"hasLiquidity"`
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HighPrice float64 `json:"highPrice"`
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ImpactAskPrice float64 `json:"impactAskPrice"`
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ImpactBidPrice float64 `json:"impactBidPrice"`
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ImpactMidPrice float64 `json:"impactMidPrice"`
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IndicativeFundingRate float64 `json:"indicativeFundingRate"`
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IndicativeSettlePrice float64 `json:"indicativeSettlePrice"`
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IndicativeTaxRate float64 `json:"indicativeTaxRate"`
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InitMargin float64 `json:"initMargin"`
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InsuranceFee float64 `json:"insuranceFee"`
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InverseLeg string `json:"inverseLeg"`
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IsInverse bool `json:"isInverse"`
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IsQuanto bool `json:"isQuanto"`
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LastChangePcnt float64 `json:"lastChangePcnt"`
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LastPrice float64 `json:"lastPrice"`
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LastPriceProtected float64 `json:"lastPriceProtected"`
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LastTickDirection string `json:"lastTickDirection"`
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Limit float64 `json:"limit"`
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LimitDownPrice float64 `json:"limitDownPrice"`
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LimitUpPrice float64 `json:"limitUpPrice"`
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Listing string `json:"listing"`
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LotSize int64 `json:"lotSize"`
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LowPrice float64 `json:"lowPrice"`
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MaintMargin float64 `json:"maintMargin"`
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MakerFee float64 `json:"makerFee"`
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MarkMethod string `json:"markMethod"`
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MarkPrice float64 `json:"markPrice"`
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MaxOrderQty int64 `json:"maxOrderQty"`
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MaxPrice float64 `json:"maxPrice"`
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MidPrice float64 `json:"midPrice"`
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Multiplier int64 `json:"multiplier"`
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OpenInterest int64 `json:"openInterest"`
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OpenValue int64 `json:"openValue"`
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OpeningTimestamp string `json:"openingTimestamp"`
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OptionMultiplier float64 `json:"optionMultiplier"`
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OptionStrikePcnt float64 `json:"optionStrikePcnt"`
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OptionStrikePrice float64 `json:"optionStrikePrice"`
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OptionStrikeRound float64 `json:"optionStrikeRound"`
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OptionUnderlyingPrice float64 `json:"optionUnderlyingPrice"`
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PositionCurrency string `json:"positionCurrency"`
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PrevClosePrice float64 `json:"prevClosePrice"`
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PrevPrice24h float64 `json:"prevPrice24h"`
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PrevTotalTurnover int64 `json:"prevTotalTurnover"`
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PrevTotalVolume int64 `json:"prevTotalVolume"`
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PublishInterval string `json:"publishInterval"`
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PublishTime string `json:"publishTime"`
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QuoteCurrency string `json:"quoteCurrency"`
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QuoteToSettleMultiplier int64 `json:"quoteToSettleMultiplier"`
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RebalanceInterval string `json:"rebalanceInterval"`
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RebalanceTimestamp string `json:"rebalanceTimestamp"`
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Reference string `json:"reference"`
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ReferenceSymbol string `json:"referenceSymbol"`
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RelistInterval string `json:"relistInterval"`
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RiskLimit int64 `json:"riskLimit"`
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RiskStep int64 `json:"riskStep"`
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RootSymbol string `json:"rootSymbol"`
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SellLeg string `json:"sellLeg"`
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SessionInterval string `json:"sessionInterval"`
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SettlCurrency string `json:"settlCurrency"`
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Settle string `json:"settle"`
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SettledPrice float64 `json:"settledPrice"`
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SettlementFee float64 `json:"settlementFee"`
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State string `json:"state"`
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Symbol string `json:"symbol"`
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TakerFee float64 `json:"takerFee"`
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Taxed bool `json:"taxed"`
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TickSize float64 `json:"tickSize"`
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Timestamp string `json:"timestamp"`
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TotalTurnover int64 `json:"totalTurnover"`
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TotalVolume int64 `json:"totalVolume"`
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Turnover int64 `json:"turnover"`
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Turnover24h int64 `json:"turnover24h"`
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Typ string `json:"typ"`
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Underlying string `json:"underlying"`
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UnderlyingSymbol string `json:"underlyingSymbol"`
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UnderlyingToPositionMultiplier int64 `json:"underlyingToPositionMultiplier"`
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UnderlyingToSettleMultiplier int64 `json:"underlyingToSettleMultiplier"`
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Volume int64 `json:"volume"`
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Volume24h int64 `json:"volume24h"`
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Vwap float64 `json:"vwap"`
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AskPrice float64 `json:"askPrice"`
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BankruptLimitDownPrice float64 `json:"bankruptLimitDownPrice"`
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BankruptLimitUpPrice float64 `json:"bankruptLimitUpPrice"`
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BidPrice float64 `json:"bidPrice"`
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BuyLeg string `json:"buyLeg"`
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CalcInterval string `json:"calcInterval"`
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Capped bool `json:"capped"`
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ClosingTimestamp string `json:"closingTimestamp"`
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Deleverage bool `json:"deleverage"`
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Expiry string `json:"expiry"`
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FairBasis float64 `json:"fairBasis"`
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FairBasisRate float64 `json:"fairBasisRate"`
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FairMethod string `json:"fairMethod"`
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FairPrice float64 `json:"fairPrice"`
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Front string `json:"front"`
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FundingBaseSymbol string `json:"fundingBaseSymbol"`
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FundingInterval string `json:"fundingInterval"`
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FundingPremiumSymbol string `json:"fundingPremiumSymbol"`
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FundingQuoteSymbol string `json:"fundingQuoteSymbol"`
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FundingRate float64 `json:"fundingRate"`
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FundingTimestamp string `json:"fundingTimestamp"`
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HasLiquidity bool `json:"hasLiquidity"`
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HighPrice float64 `json:"highPrice"`
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ImpactAskPrice float64 `json:"impactAskPrice"`
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ImpactBidPrice float64 `json:"impactBidPrice"`
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ImpactMidPrice float64 `json:"impactMidPrice"`
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IndicativeFundingRate float64 `json:"indicativeFundingRate"`
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IndicativeSettlePrice float64 `json:"indicativeSettlePrice"`
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IndicativeTaxRate float64 `json:"indicativeTaxRate"`
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InitMargin float64 `json:"initMargin"`
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InsuranceFee float64 `json:"insuranceFee"`
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InverseLeg string `json:"inverseLeg"`
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IsInverse bool `json:"isInverse"`
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IsQuanto bool `json:"isQuanto"`
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LastChangePcnt float64 `json:"lastChangePcnt"`
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LastPrice float64 `json:"lastPrice"`
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LastPriceProtected float64 `json:"lastPriceProtected"`
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LastTickDirection string `json:"lastTickDirection"`
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Limit float64 `json:"limit"`
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LimitDownPrice float64 `json:"limitDownPrice"`
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LimitUpPrice float64 `json:"limitUpPrice"`
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Listing string `json:"listing"`
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LotSize int64 `json:"lotSize"`
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LowPrice float64 `json:"lowPrice"`
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MaintMargin float64 `json:"maintMargin"`
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MakerFee float64 `json:"makerFee"`
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MarkMethod string `json:"markMethod"`
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MarkPrice float64 `json:"markPrice"`
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MaxOrderQty int64 `json:"maxOrderQty"`
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MaxPrice float64 `json:"maxPrice"`
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MidPrice float64 `json:"midPrice"`
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Multiplier int64 `json:"multiplier"`
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OpenInterest int64 `json:"openInterest"`
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OpenValue int64 `json:"openValue"`
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OpeningTimestamp string `json:"openingTimestamp"`
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OptionMultiplier float64 `json:"optionMultiplier"`
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OptionStrikePcnt float64 `json:"optionStrikePcnt"`
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OptionStrikePrice float64 `json:"optionStrikePrice"`
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OptionStrikeRound float64 `json:"optionStrikeRound"`
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OptionUnderlyingPrice float64 `json:"optionUnderlyingPrice"`
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PositionCurrency string `json:"positionCurrency"`
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PrevClosePrice float64 `json:"prevClosePrice"`
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PrevPrice24h float64 `json:"prevPrice24h"`
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PrevTotalTurnover int64 `json:"prevTotalTurnover"`
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PrevTotalVolume int64 `json:"prevTotalVolume"`
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PublishInterval string `json:"publishInterval"`
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PublishTime string `json:"publishTime"`
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QuoteCurrency string `json:"quoteCurrency"`
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QuoteToSettleMultiplier int64 `json:"quoteToSettleMultiplier"`
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RebalanceInterval string `json:"rebalanceInterval"`
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RebalanceTimestamp string `json:"rebalanceTimestamp"`
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Reference string `json:"reference"`
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ReferenceSymbol string `json:"referenceSymbol"`
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RelistInterval string `json:"relistInterval"`
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RiskLimit int64 `json:"riskLimit"`
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RiskStep int64 `json:"riskStep"`
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RootSymbol string `json:"rootSymbol"`
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SellLeg string `json:"sellLeg"`
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SessionInterval string `json:"sessionInterval"`
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SettlCurrency string `json:"settlCurrency"`
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Settle string `json:"settle"`
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SettledPrice float64 `json:"settledPrice"`
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SettlementFee float64 `json:"settlementFee"`
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State string `json:"state"`
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Symbol currency.Pair `json:"symbol"`
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TakerFee float64 `json:"takerFee"`
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Taxed bool `json:"taxed"`
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TickSize float64 `json:"tickSize"`
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Timestamp time.Time `json:"timestamp"`
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TotalTurnover int64 `json:"totalTurnover"`
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TotalVolume int64 `json:"totalVolume"`
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Turnover int64 `json:"turnover"`
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Turnover24h int64 `json:"turnover24h"`
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Typ string `json:"typ"`
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Underlying string `json:"underlying"`
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UnderlyingSymbol string `json:"underlyingSymbol"`
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UnderlyingToPositionMultiplier int64 `json:"underlyingToPositionMultiplier"`
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UnderlyingToSettleMultiplier int64 `json:"underlyingToSettleMultiplier"`
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Volume float64 `json:"volume"`
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Volume24h float64 `json:"volume24h"`
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Vwap float64 `json:"vwap"`
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}
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// InstrumentInterval instrument interval
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@@ -2,7 +2,6 @@ package bitmex
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import (
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"errors"
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"fmt"
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"math"
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"strings"
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"sync"
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@@ -93,7 +92,7 @@ func (b *Bitmex) SetDefaults() {
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Websocket: true,
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RESTCapabilities: exchange.ProtocolFeatures{
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AutoPairUpdates: true,
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TickerBatching: false,
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TickerBatching: true,
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},
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WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
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exchange.WithdrawCryptoWithEmail |
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@@ -205,7 +204,7 @@ func (b *Bitmex) FetchTradablePairs(asset asset.Item) ([]string, error) {
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var products []string
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for x := range marketInfo {
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products = append(products, marketInfo[x].Symbol)
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products = append(products, marketInfo[x].Symbol.String())
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}
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return products, nil
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@@ -260,24 +259,34 @@ func (b *Bitmex) UpdateTradablePairs(forceUpdate bool) error {
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// UpdateTicker updates and returns the ticker for a currency pair
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func (b *Bitmex) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
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var tickerPrice ticker.Price
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currency := b.FormatExchangeCurrency(p, assetType)
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tick, err := b.GetTrade(&GenericRequestParams{
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Symbol: currency.String(),
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Reverse: true,
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Count: 1})
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tick, err := b.GetActiveInstruments(&GenericRequestParams{})
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if err != nil {
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return tickerPrice, err
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}
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if len(tick) == 0 {
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return tickerPrice, fmt.Errorf("%s REST error: no ticker return", b.Name)
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pairs := b.GetEnabledPairs(assetType)
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for i := range pairs {
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for j := range tick {
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if !pairs[i].Equal(tick[j].Symbol) {
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continue
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}
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tickerPrice = ticker.Price{
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Last: tick[j].LastPrice,
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High: tick[j].HighPrice,
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Low: tick[j].LowPrice,
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Bid: tick[j].BidPrice,
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Ask: tick[j].AskPrice,
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Volume: tick[j].Volume24h,
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Close: tick[j].PrevClosePrice,
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Pair: tick[j].Symbol,
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LastUpdated: tick[j].Timestamp,
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}
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err = ticker.ProcessTicker(b.Name, &tickerPrice, assetType)
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if err != nil {
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log.Error(log.Ticker, err)
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}
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}
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}
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tickerPrice.Pair = p
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tickerPrice.Last = tick[0].Price
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tickerPrice.Volume = float64(tick[0].Size)
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return tickerPrice, ticker.ProcessTicker(b.Name, &tickerPrice, assetType)
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return ticker.GetTicker(b.Name, p, assetType)
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}
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// FetchTicker returns the ticker for a currency pair
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