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exchanges: Initial context propagation (#744)

Browse Source 
* gct: phase one context awareness pass

* exchanges: context propagation pass

* common/requester: force context requirement

* gctcli/exchanges: linter fix

* rpcserver: fix test using dummy rpc server

* backtester: fix comments

* grpc: add correct cancel and timeout for commands

* rpcserver_test: add comment on dummy server

* common: deprecated SendHTTPGetRequest

* linter: fix

* linter: turn on no context check

* apichecker: fix context linter issue

* binance: use param context

* common: remove checks as this gets executed before main

* common: change mutex to RW as clients can be used by multiple go routines.

* common: remove init and JIT default client. Unexport global variables and add protection.

* common: Add comments

* bithumb: after dinner mints fix
This commit is contained in:
Ryan O'Hara-Reid
2021-09-11 13:52:07 +10:00
committed by GitHub
parent 72516f7268
commit d636049fb2
168 changed files with 8085 additions and 6996 deletions
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100
exchanges/bithumb/bithumb.go
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@@ -58,8 +58,8 @@ type Bithumb struct {
}
// GetTradablePairs returns a list of tradable currencies
func (b *Bithumb) GetTradablePairs() ([]string, error) {
result, err := b.GetAllTickers()
func (b *Bithumb) GetTradablePairs(ctx context.Context) ([]string, error) {
result, err := b.GetAllTickers(ctx)
if err != nil {
return nil, err
}
@@ -74,9 +74,9 @@ func (b *Bithumb) GetTradablePairs() ([]string, error) {
// GetTicker returns ticker information
//
// symbol e.g. "btc"
func (b *Bithumb) GetTicker(symbol string) (Ticker, error) {
func (b *Bithumb) GetTicker(ctx context.Context, symbol string) (Ticker, error) {
var response TickerResponse
err := b.SendHTTPRequest(exchange.RestSpot, publicTicker+strings.ToUpper(symbol), &response)
err := b.SendHTTPRequest(ctx, exchange.RestSpot, publicTicker+strings.ToUpper(symbol), &response)
if err != nil {
return response.Data, err
}
@@ -89,9 +89,9 @@ func (b *Bithumb) GetTicker(symbol string) (Ticker, error) {
}
// GetAllTickers returns all ticker information
func (b *Bithumb) GetAllTickers() (map[string]Ticker, error) {
func (b *Bithumb) GetAllTickers(ctx context.Context) (map[string]Ticker, error) {
var response TickersResponse
err := b.SendHTTPRequest(exchange.RestSpot, publicTicker+"all", &response)
err := b.SendHTTPRequest(ctx, exchange.RestSpot, publicTicker+"all", &response)
if err != nil {
return nil, err
}
@@ -118,9 +118,9 @@ func (b *Bithumb) GetAllTickers() (map[string]Ticker, error) {
// GetOrderBook returns current orderbook
//
// symbol e.g. "btc"
func (b *Bithumb) GetOrderBook(symbol string) (*Orderbook, error) {
func (b *Bithumb) GetOrderBook(ctx context.Context, symbol string) (*Orderbook, error) {
response := Orderbook{}
err := b.SendHTTPRequest(exchange.RestSpot, publicOrderBook+strings.ToUpper(symbol), &response)
err := b.SendHTTPRequest(ctx, exchange.RestSpot, publicOrderBook+strings.ToUpper(symbol), &response)
if err != nil {
return nil, err
}
@@ -133,12 +133,12 @@ func (b *Bithumb) GetOrderBook(symbol string) (*Orderbook, error) {
}
// GetAssetStatus returns the withdrawal and deposit status for the symbol
func (b *Bithumb) GetAssetStatus(symbol string) (*Status, error) {
func (b *Bithumb) GetAssetStatus(ctx context.Context, symbol string) (*Status, error) {
if symbol == "" {
return nil, errSymbolIsEmpty
}
var response Status
err := b.SendHTTPRequest(exchange.RestSpot, publicAssetStatus+strings.ToUpper(symbol), &response)
err := b.SendHTTPRequest(ctx, exchange.RestSpot, publicAssetStatus+strings.ToUpper(symbol), &response)
if err != nil {
return nil, err
}
@@ -153,12 +153,12 @@ func (b *Bithumb) GetAssetStatus(symbol string) (*Status, error) {
// GetTransactionHistory returns recent transactions
//
// symbol e.g. "btc"
func (b *Bithumb) GetTransactionHistory(symbol string) (TransactionHistory, error) {
func (b *Bithumb) GetTransactionHistory(ctx context.Context, symbol string) (TransactionHistory, error) {
response := TransactionHistory{}
path := publicTransactionHistory +
strings.ToUpper(symbol)
err := b.SendHTTPRequest(exchange.RestSpot, path, &response)
err := b.SendHTTPRequest(ctx, exchange.RestSpot, path, &response)
if err != nil {
return response, err
}
@@ -172,7 +172,7 @@ func (b *Bithumb) GetTransactionHistory(symbol string) (TransactionHistory, erro
// GetAccountInformation returns account information based on the desired
// order/payment currencies
func (b *Bithumb) GetAccountInformation(orderCurrency, paymentCurrency string) (Account, error) {
func (b *Bithumb) GetAccountInformation(ctx context.Context, orderCurrency, paymentCurrency string) (Account, error) {
var response Account
if orderCurrency == "" {
return response, errSymbolIsEmpty
@@ -185,11 +185,11 @@ func (b *Bithumb) GetAccountInformation(orderCurrency, paymentCurrency string) (
}
return response,
b.SendAuthenticatedHTTPRequest(exchange.RestSpot, privateAccInfo, val, &response)
b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, privateAccInfo, val, &response)
}
// GetAccountBalance returns customer wallet information
func (b *Bithumb) GetAccountBalance(c string) (FullBalance, error) {
func (b *Bithumb) GetAccountBalance(ctx context.Context, c string) (FullBalance, error) {
var response Balance
var fullBalance = FullBalance{
make(map[string]float64),
@@ -204,7 +204,7 @@ func (b *Bithumb) GetAccountBalance(c string) (FullBalance, error) {
vals.Set("currency", c)
}
err := b.SendAuthenticatedHTTPRequest(exchange.RestSpot, privateAccBalance, vals, &response)
err := b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, privateAccBalance, vals, &response)
if err != nil {
return fullBalance, err
}
@@ -252,12 +252,12 @@ func (b *Bithumb) GetAccountBalance(c string) (FullBalance, error) {
// GetWalletAddress returns customer wallet address
//
// currency e.g. btc, ltc or "", will default to btc without currency specified
func (b *Bithumb) GetWalletAddress(currency string) (WalletAddressRes, error) {
func (b *Bithumb) GetWalletAddress(ctx context.Context, currency string) (WalletAddressRes, error) {
response := WalletAddressRes{}
params := url.Values{}
params.Set("currency", strings.ToUpper(currency))
err := b.SendAuthenticatedHTTPRequest(exchange.RestSpot, privateWalletAdd, params, &response)
err := b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, privateWalletAdd, params, &response)
if err != nil {
return response, err
}
@@ -272,11 +272,11 @@ func (b *Bithumb) GetWalletAddress(currency string) (WalletAddressRes, error) {
}
// GetLastTransaction returns customer last transaction
func (b *Bithumb) GetLastTransaction() (LastTransactionTicker, error) {
func (b *Bithumb) GetLastTransaction(ctx context.Context) (LastTransactionTicker, error) {
response := LastTransactionTicker{}
return response,
b.SendAuthenticatedHTTPRequest(exchange.RestSpot, privateTicker, nil, &response)
b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, privateTicker, nil, &response)
}
// GetOrders returns order list
@@ -286,7 +286,7 @@ func (b *Bithumb) GetLastTransaction() (LastTransactionTicker, error) {
// count: Value : 1 ~1000 (default : 100)
// after: YYYY-MM-DD hh:mm:ss's UNIX Timestamp
// (2014-11-28 16:40:01 = 1417160401000)
func (b *Bithumb) GetOrders(orderID, transactionType, count, after, currency string) (Orders, error) {
func (b *Bithumb) GetOrders(ctx context.Context, orderID, transactionType, count, after, currency string) (Orders, error) {
response := Orders{}
params := url.Values{}
@@ -313,15 +313,15 @@ func (b *Bithumb) GetOrders(orderID, transactionType, count, after, currency str
}
return response,
b.SendAuthenticatedHTTPRequest(exchange.RestSpot, privateOrders, params, &response)
b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, privateOrders, params, &response)
}
// GetUserTransactions returns customer transactions
func (b *Bithumb) GetUserTransactions() (UserTransactions, error) {
func (b *Bithumb) GetUserTransactions(ctx context.Context) (UserTransactions, error) {
response := UserTransactions{}
return response,
b.SendAuthenticatedHTTPRequest(exchange.RestSpot, privateUserTrans, nil, &response)
b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, privateUserTrans, nil, &response)
}
// PlaceTrade executes a trade order
@@ -331,7 +331,7 @@ func (b *Bithumb) GetUserTransactions() (UserTransactions, error) {
// transactionType: Transaction type(bid : purchase, ask : sales)
// units: Order quantity
// price: Transaction amount per currency
func (b *Bithumb) PlaceTrade(orderCurrency, transactionType string, units float64, price int64) (OrderPlace, error) {
func (b *Bithumb) PlaceTrade(ctx context.Context, orderCurrency, transactionType string, units float64, price int64) (OrderPlace, error) {
response := OrderPlace{}
params := url.Values{}
@@ -342,11 +342,11 @@ func (b *Bithumb) PlaceTrade(orderCurrency, transactionType string, units float6
params.Set("price", strconv.FormatInt(price, 10))
return response,
b.SendAuthenticatedHTTPRequest(exchange.RestSpot, privatePlaceTrade, params, &response)
b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, privatePlaceTrade, params, &response)
}
// ModifyTrade modifies an order already on the exchange books
func (b *Bithumb) ModifyTrade(orderID, orderCurrency, transactionType string, units float64, price int64) (OrderPlace, error) {
func (b *Bithumb) ModifyTrade(ctx context.Context, orderID, orderCurrency, transactionType string, units float64, price int64) (OrderPlace, error) {
response := OrderPlace{}
params := url.Values{}
@@ -358,7 +358,7 @@ func (b *Bithumb) ModifyTrade(orderID, orderCurrency, transactionType string, un
params.Set("order_id", orderID)
return response,
b.SendAuthenticatedHTTPRequest(exchange.RestSpot, privatePlaceTrade, params, &response)
b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, privatePlaceTrade, params, &response)
}
// GetOrderDetails returns specific order details
@@ -367,7 +367,7 @@ func (b *Bithumb) ModifyTrade(orderID, orderCurrency, transactionType string, un
// transactionType: Transaction type(bid : purchase, ask : sales)
// currency: BTC, ETH, DASH, LTC, ETC, XRP, BCH, XMR, ZEC, QTUM, BTG, EOS
// (default value: BTC)
func (b *Bithumb) GetOrderDetails(orderID, transactionType, currency string) (OrderDetails, error) {
func (b *Bithumb) GetOrderDetails(ctx context.Context, orderID, transactionType, currency string) (OrderDetails, error) {
response := OrderDetails{}
params := url.Values{}
@@ -376,7 +376,7 @@ func (b *Bithumb) GetOrderDetails(orderID, transactionType, currency string) (Or
params.Set("currency", strings.ToUpper(currency))
return response,
b.SendAuthenticatedHTTPRequest(exchange.RestSpot, privateOrderDetail, params, &response)
b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, privateOrderDetail, params, &response)
}
// CancelTrade cancels a customer purchase/sales transaction
@@ -384,7 +384,7 @@ func (b *Bithumb) GetOrderDetails(orderID, transactionType, currency string) (Or
// orderID: Order number registered for purchase/sales
// currency: BTC, ETH, DASH, LTC, ETC, XRP, BCH, XMR, ZEC, QTUM, BTG, EOS
// (default value: BTC)
func (b *Bithumb) CancelTrade(transactionType, orderID, currency string) (ActionStatus, error) {
func (b *Bithumb) CancelTrade(ctx context.Context, transactionType, orderID, currency string) (ActionStatus, error) {
response := ActionStatus{}
params := url.Values{}
@@ -393,7 +393,7 @@ func (b *Bithumb) CancelTrade(transactionType, orderID, currency string) (Action
params.Set("currency", strings.ToUpper(currency))
return response,
b.SendAuthenticatedHTTPRequest(exchange.RestSpot, privateCancelTrade, nil, &response)
b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, privateCancelTrade, nil, &response)
}
// WithdrawCrypto withdraws a customer currency to an address
@@ -404,7 +404,7 @@ func (b *Bithumb) CancelTrade(transactionType, orderID, currency string) (Action
// currency: BTC, ETH, DASH, LTC, ETC, XRP, BCH, XMR, ZEC, QTUM
// (default value: BTC)
// units: Quantity to withdraw currency
func (b *Bithumb) WithdrawCrypto(address, destination, currency string, units float64) (ActionStatus, error) {
func (b *Bithumb) WithdrawCrypto(ctx context.Context, address, destination, currency string, units float64) (ActionStatus, error) {
response := ActionStatus{}
params := url.Values{}
@@ -416,16 +416,16 @@ func (b *Bithumb) WithdrawCrypto(address, destination, currency string, units fl
params.Set("units", strconv.FormatFloat(units, 'f', -1, 64))
return response,
b.SendAuthenticatedHTTPRequest(exchange.RestSpot, privateBTCWithdraw, params, &response)
b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, privateBTCWithdraw, params, &response)
}
// RequestKRWDepositDetails returns Bithumb banking details for deposit
// information
func (b *Bithumb) RequestKRWDepositDetails() (KRWDeposit, error) {
func (b *Bithumb) RequestKRWDepositDetails(ctx context.Context) (KRWDeposit, error) {
response := KRWDeposit{}
return response,
b.SendAuthenticatedHTTPRequest(exchange.RestSpot, privateKRWDeposit, nil, &response)
b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, privateKRWDeposit, nil, &response)
}
// RequestKRWWithdraw allows a customer KRW withdrawal request
@@ -433,7 +433,7 @@ func (b *Bithumb) RequestKRWDepositDetails() (KRWDeposit, error) {
// bank: Bankcode with bank name e.g. (bankcode)_(bankname)
// account: Withdrawing bank account number
// price: Withdrawing amount
func (b *Bithumb) RequestKRWWithdraw(bank, account string, price int64) (ActionStatus, error) {
func (b *Bithumb) RequestKRWWithdraw(ctx context.Context, bank, account string, price int64) (ActionStatus, error) {
response := ActionStatus{}
params := url.Values{}
@@ -442,7 +442,7 @@ func (b *Bithumb) RequestKRWWithdraw(bank, account string, price int64) (ActionS
params.Set("price", strconv.FormatInt(price, 10))
return response,
b.SendAuthenticatedHTTPRequest(exchange.RestSpot, privateKRWWithdraw, params, &response)
b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, privateKRWWithdraw, params, &response)
}
// MarketBuyOrder initiates a buy order through available order books
@@ -450,7 +450,7 @@ 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(pair currency.Pair, units float64) (MarketBuy, error) {
func (b *Bithumb) MarketBuyOrder(ctx context.Context, pair currency.Pair, units float64) (MarketBuy, error) {
response := MarketBuy{}
params := url.Values{}
@@ -459,7 +459,7 @@ func (b *Bithumb) MarketBuyOrder(pair currency.Pair, units float64) (MarketBuy,
params.Set("units", strconv.FormatFloat(units, 'f', -1, 64))
return response,
b.SendAuthenticatedHTTPRequest(exchange.RestSpot, privateMarketBuy, params, &response)
b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, privateMarketBuy, params, &response)
}
// MarketSellOrder initiates a sell order through available order books
@@ -467,7 +467,7 @@ func (b *Bithumb) MarketBuyOrder(pair currency.Pair, units float64) (MarketBuy,
// currency: BTC, ETH, DASH, LTC, ETC, XRP, BCH, XMR, ZEC, QTUM, BTG, EOS
// (default value: BTC)
// units: Order quantity
func (b *Bithumb) MarketSellOrder(pair currency.Pair, units float64) (MarketSell, error) {
func (b *Bithumb) MarketSellOrder(ctx context.Context, pair currency.Pair, units float64) (MarketSell, error) {
response := MarketSell{}
params := url.Values{}
@@ -476,11 +476,11 @@ func (b *Bithumb) MarketSellOrder(pair currency.Pair, units float64) (MarketSell
params.Set("units", strconv.FormatFloat(units, 'f', -1, 64))
return response,
b.SendAuthenticatedHTTPRequest(exchange.RestSpot, privateMarketSell, params, &response)
b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, privateMarketSell, params, &response)
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (b *Bithumb) SendHTTPRequest(ep exchange.URL, path string, result interface{}) error {
func (b *Bithumb) SendHTTPRequest(ctx context.Context, ep exchange.URL, path string, result interface{}) error {
endpoint, err := b.API.Endpoints.GetURL(ep)
if err != nil {
return err
@@ -493,13 +493,13 @@ func (b *Bithumb) SendHTTPRequest(ep exchange.URL, path string, result interface
HTTPDebugging: b.HTTPDebugging,
HTTPRecording: b.HTTPRecording,
}
return b.SendPayload(context.Background(), request.Unset, func() (*request.Item, error) {
return b.SendPayload(ctx, request.Unset, func() (*request.Item, error) {
return item, nil
})
}
// SendAuthenticatedHTTPRequest sends an authenticated HTTP request to bithumb
func (b *Bithumb) SendAuthenticatedHTTPRequest(ep exchange.URL, path string, params url.Values, result interface{}) error {
func (b *Bithumb) SendAuthenticatedHTTPRequest(ctx context.Context, ep exchange.URL, path string, params url.Values, result interface{}) error {
if !b.AllowAuthenticatedRequest() {
return fmt.Errorf("%s %w", b.Name, exchange.ErrAuthenticatedRequestWithoutCredentialsSet)
}
@@ -512,7 +512,7 @@ func (b *Bithumb) SendAuthenticatedHTTPRequest(ep exchange.URL, path string, par
}
var intermediary json.RawMessage
err = b.SendPayload(context.Background(), request.Auth, func() (*request.Item, error) {
err = b.SendPayload(ctx, request.Auth, func() (*request.Item, error) {
// This is time window sensitive
tnMS := time.Now().UnixNano() / int64(time.Millisecond)
n := strconv.FormatInt(tnMS, 10)
@@ -647,15 +647,15 @@ var errCode = map[string]string{
}
// GetCandleStick returns candle stick data for requested pair
func (b *Bithumb) GetCandleStick(symbol, interval string) (resp OHLCVResponse, err error) {
func (b *Bithumb) GetCandleStick(ctx context.Context, symbol, interval string) (resp OHLCVResponse, err error) {
path := publicCandleStick + symbol + "/" + interval
err = b.SendHTTPRequest(exchange.RestSpot, path, &resp)
err = b.SendHTTPRequest(ctx, exchange.RestSpot, path, &resp)
return
}
// FetchExchangeLimits fetches spot order execution limits
func (b *Bithumb) FetchExchangeLimits() ([]order.MinMaxLevel, error) {
ticks, err := b.GetAllTickers()
func (b *Bithumb) FetchExchangeLimits(ctx context.Context) ([]order.MinMaxLevel, error) {
ticks, err := b.GetAllTickers(ctx)
if err != nil {
return nil, err
}