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exchange/order/limits: Migrate to new package and integrate with exchanges (#1860)

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* move limits, transition to key gen

* rollout NewExchangePairAssetKey everywhere

* test improvements

* self-review fixes

* ok, lets go

* fix merge issue

* slower value func,assertify,drop IsValidPairString

* remove binance reference for backtesting test

* Redundant nil checks removed due to redundancy

* Update order_test.go

* Move limits back into /exchanges/

* puts limits in a different box again

* SHAZBERT SPECIAL SUGGESTIONS

* Update gateio_wrapper.go

* fixes all build issues

* Many niteroos!

* something has gone awry

* bugfix

* gk's everywhere nits

* lint

* extra lint

* re-remove IsValidPairString

* lint fix

* standardise test

* revert some bads

* dupe rm

* another revert 360 mcgee

* un-in-revertify

* Update exchange/order/limits/levels_test.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* fix

* Update exchanges/binance/binance_test.go

HERE'S HOPING GITHUB FORMATS THIS CORRECTLY!

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* update text

* rn func, same line err gk4202000

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
This commit is contained in:
Scott
2025-08-26 12:30:21 +10:00
committed by GitHub
parent fc0f262c42
commit 85403fe801
103 changed files with 1751 additions and 2168 deletions
Download Patch File Download Diff File Expand all files Collapse all files

30
exchanges/bitfinex/bitfinex.go
View File

@@ -19,8 +19,10 @@ import (
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/convert"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/common/key"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/encoding/json"
"github.com/thrasher-corp/gocryptotrader/exchange/order/limits"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/nonce"
@@ -293,11 +295,11 @@ func (e *Exchange) GetV2MarginFunding(ctx context.Context, symbol, amount string
}
// GetV2FundingInfo gets funding info for margin pairs
func (e *Exchange) GetV2FundingInfo(ctx context.Context, key string) (MarginFundingDataV2, error) {
func (e *Exchange) GetV2FundingInfo(ctx context.Context, k string) (MarginFundingDataV2, error) {
var resp []any
var response MarginFundingDataV2
err := e.SendAuthenticatedHTTPRequestV2(ctx, exchange.RestSpot, http.MethodPost,
fmt.Sprintf(bitfinexV2FundingInfo, key),
fmt.Sprintf(bitfinexV2FundingInfo, k),
nil,
&resp,
getAccountFees)
@@ -454,9 +456,9 @@ func (e *Exchange) GetPairs(ctx context.Context, a asset.Item) ([]string, error)
return nil, err
}
var pairs []string
for key := range funding {
symbol := key[1:]
if key[0] != 'f' || strings.Contains(symbol, ":") || len(symbol) > 6 {
for k := range funding {
symbol := k[1:]
if k[0] != 'f' || strings.Contains(symbol, ":") || len(symbol) > 6 {
continue
}
pairs = append(pairs, symbol)
@@ -490,7 +492,7 @@ func (e *Exchange) GetSiteListConfigData(ctx context.Context, set string) ([]str
// GetSiteInfoConfigData returns site configuration data by pub:info:{AssetType} as a map
// path should be bitfinexInfoPairs or bitfinexInfoPairsFuture???
// NOTE: See https://docs.bitfinex.com/reference/rest-public-conf
func (e *Exchange) GetSiteInfoConfigData(ctx context.Context, assetType asset.Item) ([]order.MinMaxLevel, error) {
func (e *Exchange) GetSiteInfoConfigData(ctx context.Context, assetType asset.Item) ([]limits.MinMaxLevel, error) {
var path string
switch assetType {
case asset.Spot:
@@ -500,7 +502,6 @@ func (e *Exchange) GetSiteInfoConfigData(ctx context.Context, assetType asset.It
default:
return nil, fmt.Errorf("invalid asset type for GetSiteInfoConfigData: %s", assetType)
}
var resp [][][]any
err := e.SendHTTPRequest(ctx, exchange.RestSpot, bitfinexAPIVersion2+path, &resp, status)
if err != nil {
@@ -510,7 +511,7 @@ func (e *Exchange) GetSiteInfoConfigData(ctx context.Context, assetType asset.It
return nil, errors.New("response did not contain only one item")
}
data := resp[0]
pairs := make([]order.MinMaxLevel, 0, len(data))
l := make([]limits.MinMaxLevel, 0, len(data))
for i := range data {
if len(data[i]) != 2 {
return nil, errors.New("response contained a tuple without exactly 2 items")
@@ -542,14 +543,13 @@ func (e *Exchange) GetSiteInfoConfigData(ctx context.Context, assetType asset.It
if err != nil {
return nil, err
}
pairs = append(pairs, order.MinMaxLevel{
Asset: assetType,
Pair: pair,
l = append(l, limits.MinMaxLevel{
Key: key.NewExchangeAssetPair(e.Name, assetType, pair),
MinimumBaseAmount: minOrder,
MaximumBaseAmount: maxOrder,
})
}
return pairs, nil
return l, nil
}
// GetDerivativeStatusInfo gets status data for the queried derivative
@@ -992,7 +992,7 @@ func (e *Exchange) GetLiquidationFeed() error {
// profit
// Allowed time frames are 3h, 1w and 1M
// Allowed symbols are trading pairs (e.g. tBTCUSD, tETHUSD and tGLOBAL:USD)
func (e *Exchange) GetLeaderboard(ctx context.Context, key, timeframe, symbol string, sort, limit int, start, end string) ([]LeaderboardEntry, error) {
func (e *Exchange) GetLeaderboard(ctx context.Context, k, timeframe, symbol string, sort, limit int, start, end string) ([]LeaderboardEntry, error) {
validLeaderboardKey := func(input string) bool {
switch input {
case LeaderboardUnrealisedProfitPeriodDelta,
@@ -1005,12 +1005,12 @@ func (e *Exchange) GetLeaderboard(ctx context.Context, key, timeframe, symbol st
}
}
if !validLeaderboardKey(key) {
if !validLeaderboardKey(k) {
return nil, errors.New("invalid leaderboard key")
}
path := fmt.Sprintf("%s/%s:%s:%s/hist", bitfinexAPIVersion2+bitfinexLeaderboard,
key,
k,
timeframe,
symbol)
vals := url.Values{}

34
exchanges/bitfinex/bitfinex_test.go
View File

@@ -141,27 +141,21 @@ func TestUpdateTradablePairs(t *testing.T) {
func TestUpdateOrderExecutionLimits(t *testing.T) {
t.Parallel()
tests := map[asset.Item][]currency.Pair{
asset.Spot: {
currency.NewPair(currency.ETH, currency.UST),
currency.NewPair(currency.BTC, currency.UST),
},
}
for assetItem, pairs := range tests {
if err := e.UpdateOrderExecutionLimits(t.Context(), assetItem); err != nil {
t.Errorf("Error fetching %s pairs for test: %v", assetItem, err)
continue
}
for _, pair := range pairs {
limits, err := e.GetOrderExecutionLimits(assetItem, pair)
if err != nil {
t.Errorf("GetOrderExecutionLimits() error during TestExecutionLimits; Asset: %s Pair: %s Err: %v", assetItem, pair, err)
continue
for _, a := range e.GetAssetTypes(false) {
t.Run(a.String(), func(t *testing.T) {
t.Parallel()
switch a {
case asset.Spot:
require.NoError(t, e.UpdateOrderExecutionLimits(t.Context(), a), "UpdateOrderExecutionLimits must not error")
pairs, err := e.CurrencyPairs.GetPairs(a, false)
require.NoError(t, err, "GetPairs must not error")
l, err := e.GetOrderExecutionLimits(a, pairs[0])
require.NoError(t, err, "GetOrderExecutionLimits must not error")
assert.Positive(t, l.MinimumBaseAmount, "MinimumBaseAmount should be positive")
default:
require.ErrorIs(t, e.UpdateOrderExecutionLimits(t.Context(), a), common.ErrNotYetImplemented)
}
if limits.MinimumBaseAmount == 0 {
t.Errorf("UpdateOrderExecutionLimits empty minimum base amount; Pair: %s Expected Limit: %v", pair, limits.MinimumBaseAmount)
}
}
})
}
}

9
exchanges/bitfinex/bitfinex_wrapper.go
View File

@@ -14,6 +14,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/common/key"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchange/order/limits"
"github.com/thrasher-corp/gocryptotrader/exchange/websocket"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
@@ -273,11 +274,11 @@ func (e *Exchange) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item)
if a != asset.Spot {
return common.ErrNotYetImplemented
}
limits, err := e.GetSiteInfoConfigData(ctx, a)
l, err := e.GetSiteInfoConfigData(ctx, a)
if err != nil {
return err
}
if err := e.LoadLimits(limits); err != nil {
if err := limits.Load(l); err != nil {
return fmt.Errorf("%s Error loading exchange limits: %v", e.Name, err)
}
return nil
@@ -489,7 +490,7 @@ func (e *Exchange) GetRecentTrades(ctx context.Context, p currency.Pair, assetTy
// GetHistoricTrades returns historic trade data within the timeframe provided
func (e *Exchange) GetHistoricTrades(ctx context.Context, p currency.Pair, a asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
if a == asset.MarginFunding {
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
return nil, fmt.Errorf("%w %q", asset.ErrNotSupported, a)
}
if err := common.StartEndTimeCheck(timestampStart, timestampEnd); err != nil {
return nil, fmt.Errorf("invalid time range supplied. Start: %v End %v %w", timestampStart, timestampEnd, err)
@@ -1201,6 +1202,6 @@ func (e *Exchange) GetCurrencyTradeURL(_ context.Context, a asset.Item, cp curre
case asset.Spot:
return tradeBaseURL + "/t/" + symbol, nil
default:
return "", fmt.Errorf("%w %v", asset.ErrNotSupported, a)
return "", fmt.Errorf("%w %q", asset.ErrNotSupported, a)
}
}