GCT: general updates across codebase (#699)

* orderbook: export orderbook nodes for external strategy inspection

* orderbook: Add in methods for locking and unlocking multiple books at the same time e.g. book1.LockWith(book2); defer book1.UnlockWith(book2)

* include waiting functionality for depth change alert

* backtester: add word.

* log: include logger changes to impl with downstream integration

* engine: reduce params for loading exchange

* assort: rm verbose in tests, change wording in ob, expose sync.waitgroup for ext. sync options

* ticker: reduce map look ups and contention when using RW mutex when there are over 80% writes adds find last function to get the latest rate

* engine/syncmanager: add in waitgroup for step over for external package calls

* cleaup

* engine: linter fix

* currency/fx: include all references to fiat currencies to default

* orderbook: Add in fields to Unsafe type for strategies to detect potential out of sync book operations

* syncmanager: changed config variable to display correct time

* ordermanager: Add time when none provided

* currency/manager: update getasset param to get enabled assets for minor optimizations

* ftx: use get all wallet balances for a better accounts breakdown

* orderbook: unlock in reverse order

* bithumb: fixes bug on market buy and sell orders

* bithumb: fix bug for nonce is also time window sensitive

* bithumb: get orders add required parameter

* bithumb: Add asset type to account struct

* currency: improve log output when checking currency and it fails

* bithumb: Add error return on incomplete pair

* ticker:unexport all service related methods

* ticker/currency: fixes

* orderbook: fix comment

* engine: revert variable name in LoadExchange method

* sync_manager: fix panic when enabling disabling manager

* engine: fix naming convention of exported function and comments

* engine: update comment

* orderbook: fix comment for unsafe type
This commit is contained in:
Ryan O'Hara-Reid
2021-07-29 14:42:28 +10:00
committed by GitHub
parent 4f5ab42bd8
commit a2381310da
64 changed files with 842 additions and 562 deletions

View File

@@ -11,6 +11,7 @@ import (
"reflect"
"strconv"
"strings"
"time"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
@@ -262,8 +263,14 @@ func (b *Bithumb) GetLastTransaction() (LastTransactionTicker, error) {
// (2014-11-28 16:40:01 = 1417160401000)
func (b *Bithumb) GetOrders(orderID, transactionType, count, after, currency string) (Orders, error) {
response := Orders{}
params := url.Values{}
if currency == "" {
return response, errors.New("order currency is required")
}
params.Set("order_currency", strings.ToUpper(currency))
if len(orderID) > 0 {
params.Set("order_id", orderID)
}
@@ -280,10 +287,6 @@ func (b *Bithumb) GetOrders(orderID, transactionType, count, after, currency str
params.Set("after", after)
}
if len(currency) > 0 {
params.Set("currency", strings.ToUpper(currency))
}
return response,
b.SendAuthenticatedHTTPRequest(exchange.RestSpot, privateOrders, params, &response)
}
@@ -422,11 +425,12 @@ func (b *Bithumb) RequestKRWWithdraw(bank, account string, price int64) (ActionS
// currency: BTC, ETH, DASH, LTC, ETC, XRP, BCH, XMR, ZEC, QTUM, BTG, EOS
// (default value: BTC)
// units: Order quantity
func (b *Bithumb) MarketBuyOrder(currency string, units float64) (MarketBuy, error) {
func (b *Bithumb) MarketBuyOrder(pair currency.Pair, units float64) (MarketBuy, error) {
response := MarketBuy{}
params := url.Values{}
params.Set("currency", strings.ToUpper(currency))
params.Set("order_currency", strings.ToUpper(pair.Base.String()))
params.Set("payment_currency", strings.ToUpper(pair.Quote.String()))
params.Set("units", strconv.FormatFloat(units, 'f', -1, 64))
return response,
@@ -438,11 +442,12 @@ func (b *Bithumb) MarketBuyOrder(currency string, units float64) (MarketBuy, err
// currency: BTC, ETH, DASH, LTC, ETC, XRP, BCH, XMR, ZEC, QTUM, BTG, EOS
// (default value: BTC)
// units: Order quantity
func (b *Bithumb) MarketSellOrder(currency string, units float64) (MarketSell, error) {
func (b *Bithumb) MarketSellOrder(pair currency.Pair, units float64) (MarketSell, error) {
response := MarketSell{}
params := url.Values{}
params.Set("currency", strings.ToUpper(currency))
params.Set("order_currency", strings.ToUpper(pair.Base.String()))
params.Set("payment_currency", strings.ToUpper(pair.Quote.String()))
params.Set("units", strconv.FormatFloat(units, 'f', -1, 64))
return response,
@@ -478,7 +483,9 @@ func (b *Bithumb) SendAuthenticatedHTTPRequest(ep exchange.URL, path string, par
params = url.Values{}
}
n := b.Requester.GetNonceMilli().String()
// This is time window sensitive
tnMS := time.Now().UnixNano() / int64(time.Millisecond)
n := strconv.FormatInt(tnMS, 10)
params.Set("endpoint", path)
payload := params.Encode()

View File

@@ -211,7 +211,8 @@ func TestRequestKRWWithdraw(t *testing.T) {
func TestMarketBuyOrder(t *testing.T) {
t.Parallel()
_, err := b.MarketBuyOrder(testCurrency, 0)
p := currency.NewPair(currency.BTC, currency.KRW)
_, err := b.MarketBuyOrder(p, 0)
if err == nil {
t.Error("Bithumb MarketBuyOrder() Expected error")
}
@@ -219,7 +220,8 @@ func TestMarketBuyOrder(t *testing.T) {
func TestMarketSellOrder(t *testing.T) {
t.Parallel()
_, err := b.MarketSellOrder(testCurrency, 0)
p := currency.NewPair(currency.BTC, currency.KRW)
_, err := b.MarketSellOrder(p, 0)
if err == nil {
t.Error("Bithumb MarketSellOrder() Expected error")
}

View File

@@ -26,6 +26,8 @@ import (
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
var errNotEnoughPairs = errors.New("at least one currency is required to fetch order history")
// GetDefaultConfig returns a default exchange config
func (b *Bithumb) GetDefaultConfig() (*config.ExchangeConfig, error) {
b.SetDefaults()
@@ -307,6 +309,7 @@ func (b *Bithumb) UpdateAccountInfo(assetType asset.Item) (account.Holdings, err
info.Accounts = append(info.Accounts, account.SubAccount{
Currencies: exchangeBalances,
AssetType: assetType,
})
info.Exchange = b.Name
@@ -403,14 +406,14 @@ func (b *Bithumb) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var orderID string
if s.Side == order.Buy {
var result MarketBuy
result, err = b.MarketBuyOrder(fPair.Base.String(), s.Amount)
result, err = b.MarketBuyOrder(fPair, s.Amount)
if err != nil {
return submitOrderResponse, err
}
orderID = result.OrderID
} else if s.Side == order.Sell {
var result MarketSell
result, err = b.MarketSellOrder(fPair.Base.String(), s.Amount)
result, err = b.MarketSellOrder(fPair, s.Amount)
if err != nil {
return submitOrderResponse, err
}
@@ -583,43 +586,50 @@ func (b *Bithumb) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail,
if err := req.Validate(); err != nil {
return nil, err
}
if len(req.Pairs) == 0 {
return nil, errNotEnoughPairs
}
format, err := b.GetPairFormat(req.AssetType, false)
if err != nil {
return nil, err
}
var orders []order.Detail
resp, err := b.GetOrders("", "", "1000", "", "")
if err != nil {
return nil, err
}
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
for i := range resp.Data {
if resp.Data[i].Status != "placed" {
continue
for x := range req.Pairs {
resp, err := b.GetOrders("", "", "1000", "", req.Pairs[x].Base.String())
if err != nil {
return nil, err
}
orderDate := time.Unix(resp.Data[i].OrderDate, 0)
orderDetail := order.Detail{
Amount: resp.Data[i].Units,
Exchange: b.Name,
ID: resp.Data[i].OrderID,
Date: orderDate,
Price: resp.Data[i].Price,
RemainingAmount: resp.Data[i].UnitsRemaining,
Status: order.Active,
Pair: currency.NewPairWithDelimiter(resp.Data[i].OrderCurrency,
resp.Data[i].PaymentCurrency,
format.Delimiter),
}
for i := range resp.Data {
if resp.Data[i].Status != "placed" {
continue
}
if resp.Data[i].Type == "bid" {
orderDetail.Side = order.Buy
} else if resp.Data[i].Type == "ask" {
orderDetail.Side = order.Sell
}
orderDate := time.Unix(resp.Data[i].OrderDate, 0)
orderDetail := order.Detail{
Amount: resp.Data[i].Units,
Exchange: b.Name,
ID: resp.Data[i].OrderID,
Date: orderDate,
Price: resp.Data[i].Price,
RemainingAmount: resp.Data[i].UnitsRemaining,
Status: order.Active,
Pair: currency.NewPairWithDelimiter(resp.Data[i].OrderCurrency,
resp.Data[i].PaymentCurrency,
format.Delimiter),
}
orders = append(orders, orderDetail)
if resp.Data[i].Type == "bid" {
orderDetail.Side = order.Buy
} else if resp.Data[i].Type == "ask" {
orderDetail.Side = order.Sell
}
orders = append(orders, orderDetail)
}
}
order.FilterOrdersBySide(&orders, req.Side)
@@ -635,42 +645,48 @@ func (b *Bithumb) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail,
return nil, err
}
if len(req.Pairs) == 0 {
return nil, errNotEnoughPairs
}
format, err := b.GetPairFormat(req.AssetType, false)
if err != nil {
return nil, err
}
var orders []order.Detail
resp, err := b.GetOrders("", "", "1000", "", "")
if err != nil {
return nil, err
}
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
for i := range resp.Data {
if resp.Data[i].Status == "placed" {
continue
for x := range req.Pairs {
resp, err := b.GetOrders("", "", "1000", "", req.Pairs[x].Base.String())
if err != nil {
return nil, err
}
orderDate := time.Unix(resp.Data[i].OrderDate, 0)
orderDetail := order.Detail{
Amount: resp.Data[i].Units,
Exchange: b.Name,
ID: resp.Data[i].OrderID,
Date: orderDate,
Price: resp.Data[i].Price,
RemainingAmount: resp.Data[i].UnitsRemaining,
Pair: currency.NewPairWithDelimiter(resp.Data[i].OrderCurrency,
resp.Data[i].PaymentCurrency,
format.Delimiter),
}
for i := range resp.Data {
if resp.Data[i].Status == "placed" {
continue
}
if resp.Data[i].Type == "bid" {
orderDetail.Side = order.Buy
} else if resp.Data[i].Type == "ask" {
orderDetail.Side = order.Sell
}
orderDate := time.Unix(resp.Data[i].OrderDate, 0)
orderDetail := order.Detail{
Amount: resp.Data[i].Units,
Exchange: b.Name,
ID: resp.Data[i].OrderID,
Date: orderDate,
Price: resp.Data[i].Price,
RemainingAmount: resp.Data[i].UnitsRemaining,
Pair: currency.NewPairWithDelimiter(resp.Data[i].OrderCurrency,
resp.Data[i].PaymentCurrency,
format.Delimiter),
}
orders = append(orders, orderDetail)
if resp.Data[i].Type == "bid" {
orderDetail.Side = order.Buy
} else if resp.Data[i].Type == "ask" {
orderDetail.Side = order.Sell
}
orders = append(orders, orderDetail)
}
}
order.FilterOrdersBySide(&orders, req.Side)