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Engine: Protocol Features, coverage, types, BTC markets websocket (#368)

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* Attempts to update orderbook so it doesn't need to sort

* Reverts the ws ob stuff. Gets rid of sorting because it happens later. Adds some exchange features

* update existing feature lists. Expands list definition to match my emotions

* Adds bithumb bitmex and bitstamp. adds a couple more types

* Features for you, features for me, features for bittrex, btcmarkets, btse, coinbasepro, coinut, exmo, gateio and gemini

* Features for hitbtc, huobi, itbit, kraken, lakebtc, lbank, localbitcoins, okcoin, okex, poloniex, yobit, zb

* Who can forget good old alphapoint?

* Adds btcmarksets websocket :glitch_crab: fixes alphapoint features

* Adds extra data not in the documentation :/

* Replaces websocket features by using protocol features. However, it breaks it due to import cycles. I'm not sure what I'll do just yet

* Removes import cycle via duplicate structs.

* Increases coverage of config with `TestCheckCurrencyConfigValues`. Moves all currency pair package types into their own files or places it at the bottom of files if necessary

* Increase coverage in code.go

* One way of determining a test has failed, is when to it fails. Removed redundant explanation

* Increases code coverage of conversion

* Lint fixes

* Fixes orderbook tests

* Re-adds sorting because its important to still have the internal pre-processed orderbook to be representative of a real orderbook

* Secret lints that did not show up via Windows linting

* Adds protocol package to contain exchange features

* Fixes protocol implementation

* Fixes ws tests

* Addresses the following: Removes st-st-stutters in config types, changes GetAvailableForexProviders -> GetSupportedForexProviders, removes errors from tests where error is nil, removes orderbook setup when not necessary, removes import newlines, removes false bools from declaration, changes should of to should have

* imports and casing

* Fixes two more nil error checks
This commit is contained in:
Scott
2019-10-22 10:56:20 +11:00
committed by Adrian Gallagher
parent ec0ed1c1e5
commit ccfcdf26aa
156 changed files with 5228 additions and 4337 deletions
Download Patch File Download Diff File Expand all files Collapse all files

60
exchanges/coinbasepro/coinbasepro_test.go
View File

@@ -32,11 +32,11 @@ func TestSetup(t *testing.T) {
cfg := config.GetConfig()
err := cfg.LoadConfig("../../testdata/configtest.json", true)
if err != nil {
t.Fatal("Test Failed - coinbasepro load config error", err)
t.Fatal("coinbasepro load config error", err)
}
gdxConfig, err := cfg.GetExchangeConfig("CoinbasePro")
if err != nil {
t.Error("Test Failed - coinbasepro Setup() init error")
t.Error("coinbasepro Setup() init error")
}
gdxConfig.API.Credentials.Key = apiKey
gdxConfig.API.Credentials.Secret = apiSecret
@@ -45,56 +45,56 @@ func TestSetup(t *testing.T) {
gdxConfig.API.AuthenticatedWebsocketSupport = true
err = c.Setup(gdxConfig)
if err != nil {
t.Fatal("Test Failed - CoinbasePro setup error", err)
t.Fatal("CoinbasePro setup error", err)
}
}
func TestGetProducts(t *testing.T) {
_, err := c.GetProducts()
if err != nil {
t.Errorf("Test failed - Coinbase, GetProducts() Error: %s", err)
t.Errorf("Coinbase, GetProducts() Error: %s", err)
}
}
func TestGetTicker(t *testing.T) {
_, err := c.GetTicker("BTC-USD")
if err != nil {
t.Error("Test failed - GetTicker() error", err)
t.Error("GetTicker() error", err)
}
}
func TestGetTrades(t *testing.T) {
_, err := c.GetTrades("BTC-USD")
if err != nil {
t.Error("Test failed - GetTrades() error", err)
t.Error("GetTrades() error", err)
}
}
func TestGetHistoricRates(t *testing.T) {
_, err := c.GetHistoricRates("BTC-USD", 0, 0, 0)
if err != nil {
t.Error("Test failed - GetHistoricRates() error", err)
t.Error("GetHistoricRates() error", err)
}
}
func TestGetStats(t *testing.T) {
_, err := c.GetStats("BTC-USD")
if err != nil {
t.Error("Test failed - GetStats() error", err)
t.Error("GetStats() error", err)
}
}
func TestGetCurrencies(t *testing.T) {
_, err := c.GetCurrencies()
if err != nil {
t.Error("Test failed - GetCurrencies() error", err)
t.Error("GetCurrencies() error", err)
}
}
func TestGetServerTime(t *testing.T) {
_, err := c.GetServerTime()
if err != nil {
t.Error("Test failed - GetServerTime() error", err)
t.Error("GetServerTime() error", err)
}
}
@@ -104,7 +104,7 @@ func TestAuthRequests(t *testing.T) {
}
_, err := c.GetAccounts()
if err != nil {
t.Error("Test failed - GetAccounts() error", err)
t.Error("GetAccounts() error", err)
}
accountResponse, err := c.GetAccount("13371337-1337-1337-1337-133713371337")
if accountResponse.ID != "" {
@@ -173,11 +173,11 @@ func TestAuthRequests(t *testing.T) {
}
_, err = c.GetPayMethods()
if err != nil {
t.Error("Test failed - GetPayMethods() error", err)
t.Error("GetPayMethods() error", err)
}
_, err = c.GetCoinbaseAccounts()
if err != nil {
t.Error("Test failed - GetCoinbaseAccounts() error", err)
t.Error("GetCoinbaseAccounts() error", err)
}
}
@@ -215,7 +215,7 @@ func TestGetFee(t *testing.T) {
// CryptocurrencyTradeFee Basic
if resp, err := c.GetFee(feeBuilder); resp != float64(0.003) || err != nil {
t.Error(err)
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0.003), resp)
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0.003), resp)
}
// CryptocurrencyTradeFee High quantity
@@ -223,7 +223,7 @@ func TestGetFee(t *testing.T) {
feeBuilder.Amount = 1000
feeBuilder.PurchasePrice = 1000
if resp, err := c.GetFee(feeBuilder); resp != float64(3000) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(3000), resp)
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(3000), resp)
t.Error(err)
}
@@ -231,7 +231,7 @@ func TestGetFee(t *testing.T) {
feeBuilder = setFeeBuilder()
feeBuilder.IsMaker = true
if resp, err := c.GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0.01), resp)
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0.01), resp)
t.Error(err)
}
@@ -239,7 +239,7 @@ func TestGetFee(t *testing.T) {
feeBuilder = setFeeBuilder()
feeBuilder.PurchasePrice = -1000
if resp, err := c.GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
}
}
@@ -248,7 +248,7 @@ func TestGetFee(t *testing.T) {
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.CryptocurrencyWithdrawalFee
if resp, err := c.GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
}
@@ -256,7 +256,7 @@ func TestGetFee(t *testing.T) {
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.CyptocurrencyDepositFee
if resp, err := c.GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
}
@@ -265,7 +265,7 @@ func TestGetFee(t *testing.T) {
feeBuilder.FeeType = exchange.InternationalBankDepositFee
feeBuilder.FiatCurrency = currency.EUR
if resp, err := c.GetFee(feeBuilder); resp != float64(0.15) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
}
@@ -274,7 +274,7 @@ func TestGetFee(t *testing.T) {
feeBuilder.FeeType = exchange.InternationalBankWithdrawalFee
feeBuilder.FiatCurrency = currency.USD
if resp, err := c.GetFee(feeBuilder); resp != float64(25) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
}
}
@@ -290,7 +290,7 @@ func TestCalculateTradingFee(t *testing.T) {
}
if resp := c.calculateTradingFee(volume, currency.BTC, currency.USD, "_", 1, 1, false); resp != float64(0.003) {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0.003), resp)
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0.003), resp)
}
// lowercase
@@ -302,7 +302,7 @@ func TestCalculateTradingFee(t *testing.T) {
}
if resp := c.calculateTradingFee(volume, currency.BTC, currency.USD, "_", 1, 1, false); resp != float64(0.003) {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0.003), resp)
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0.003), resp)
}
// mixedCase
@@ -314,7 +314,7 @@ func TestCalculateTradingFee(t *testing.T) {
}
if resp := c.calculateTradingFee(volume, currency.BTC, currency.USD, "_", 1, 1, false); resp != float64(0.003) {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0.003), resp)
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0.003), resp)
}
// medium volume
@@ -326,7 +326,7 @@ func TestCalculateTradingFee(t *testing.T) {
}
if resp := c.calculateTradingFee(volume, currency.BTC, currency.USD, "_", 1, 1, false); resp != float64(0.002) {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0.002), resp)
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0.002), resp)
}
// high volume
@@ -338,7 +338,7 @@ func TestCalculateTradingFee(t *testing.T) {
}
if resp := c.calculateTradingFee(volume, currency.BTC, currency.USD, "_", 1, 1, false); resp != float64(0.001) {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0.001), resp)
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0.001), resp)
}
// no match
@@ -350,7 +350,7 @@ func TestCalculateTradingFee(t *testing.T) {
}
if resp := c.calculateTradingFee(volume, currency.BTC, currency.USD, "_", 1, 1, false); resp != float64(0) {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0), resp)
}
// taker
@@ -362,7 +362,7 @@ func TestCalculateTradingFee(t *testing.T) {
}
if resp := c.calculateTradingFee(volume, currency.BTC, currency.USD, "_", 1, 1, true); resp != float64(0) {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0), resp)
}
}
@@ -510,7 +510,7 @@ func TestCancelAllExchangeOrders(t *testing.T) {
func TestModifyOrder(t *testing.T) {
_, err := c.ModifyOrder(&exchange.ModifyOrder{})
if err == nil {
t.Error("Test failed - ModifyOrder() error")
t.Error("ModifyOrder() Expected error")
}
}
@@ -592,7 +592,7 @@ func TestWithdrawInternationalBank(t *testing.T) {
func TestGetDepositAddress(t *testing.T) {
_, err := c.GetDepositAddress(currency.BTC, "")
if err == nil {
t.Error("Test Failed - GetDepositAddress() error", err)
t.Error("GetDepositAddress() error", err)
}
}

41
exchanges/coinbasepro/coinbasepro_wrapper.go
View File

@@ -13,6 +13,7 @@ import (
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
@@ -71,9 +72,36 @@ func (c *CoinbasePro) SetDefaults() {
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: exchange.ProtocolFeatures{
AutoPairUpdates: true,
TickerBatching: false,
RESTCapabilities: protocol.Features{
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
DepositHistory: true,
WithdrawalHistory: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
FiatDeposit: true,
FiatWithdraw: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
OrderbookFetching: true,
Subscribe: true,
Unsubscribe: true,
AuthenticatedEndpoints: true,
MessageSequenceNumbers: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.AutoWithdrawFiatWithAPIPermission,
@@ -92,12 +120,6 @@ func (c *CoinbasePro) SetDefaults() {
c.API.Endpoints.URL = c.API.Endpoints.URLDefault
c.API.Endpoints.WebsocketURL = coinbaseproWebsocketURL
c.Websocket = wshandler.New()
c.Websocket.Functionality = wshandler.WebsocketTickerSupported |
wshandler.WebsocketOrderbookSupported |
wshandler.WebsocketSubscribeSupported |
wshandler.WebsocketUnsubscribeSupported |
wshandler.WebsocketAuthenticatedEndpointsSupported |
wshandler.WebsocketSequenceNumberSupported
c.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
c.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
c.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
@@ -127,6 +149,7 @@ func (c *CoinbasePro) Setup(exch *config.ExchangeConfig) error {
Connector: c.WsConnect,
Subscriber: c.Subscribe,
UnSubscriber: c.Unsubscribe,
Features: &c.Features.Supports.WebsocketCapabilities,
})
if err != nil {
return err