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exchanges: Initial context propagation (#744)

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* 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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110
exchanges/bitmex/bitmex_wrapper.go
View File

@@ -1,6 +1,7 @@
package bitmex
import (
"context"
"errors"
"fmt"
"math"
@@ -41,7 +42,7 @@ func (b *Bitmex) GetDefaultConfig() (*config.ExchangeConfig, error) {
}
if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = b.UpdateTradablePairs(true)
err = b.UpdateTradablePairs(context.TODO(), true)
if err != nil {
return nil, err
}
@@ -209,15 +210,15 @@ func (b *Bitmex) Run() {
return
}
err := b.UpdateTradablePairs(false)
err := b.UpdateTradablePairs(context.TODO(), false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", b.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (b *Bitmex) FetchTradablePairs(asset asset.Item) ([]string, error) {
marketInfo, err := b.GetActiveAndIndexInstruments()
func (b *Bitmex) FetchTradablePairs(ctx context.Context, asset asset.Item) ([]string, error) {
marketInfo, err := b.GetActiveAndIndexInstruments(ctx)
if err != nil {
return nil, err
}
@@ -232,8 +233,8 @@ func (b *Bitmex) FetchTradablePairs(asset asset.Item) ([]string, error) {
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *Bitmex) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := b.FetchTradablePairs(asset.Spot)
func (b *Bitmex) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
pairs, err := b.FetchTradablePairs(ctx, asset.Spot)
if err != nil {
return err
}
@@ -280,8 +281,8 @@ func (b *Bitmex) UpdateTradablePairs(forceUpdate bool) error {
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (b *Bitmex) UpdateTickers(a asset.Item) error {
tick, err := b.GetActiveAndIndexInstruments()
func (b *Bitmex) UpdateTickers(ctx context.Context, a asset.Item) error {
tick, err := b.GetActiveAndIndexInstruments(ctx)
if err != nil {
return err
}
@@ -316,8 +317,8 @@ func (b *Bitmex) UpdateTickers(a asset.Item) error {
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bitmex) UpdateTicker(p currency.Pair, a asset.Item) (*ticker.Price, error) {
err := b.UpdateTickers(a)
func (b *Bitmex) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
err := b.UpdateTickers(ctx, a)
if err != nil {
return nil, err
}
@@ -331,7 +332,7 @@ func (b *Bitmex) UpdateTicker(p currency.Pair, a asset.Item) (*ticker.Price, err
}
// FetchTicker returns the ticker for a currency pair
func (b *Bitmex) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
func (b *Bitmex) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
@@ -339,13 +340,13 @@ func (b *Bitmex) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Pri
tickerNew, err := ticker.GetTicker(b.Name, fPair, assetType)
if err != nil {
return b.UpdateTicker(fPair, assetType)
return b.UpdateTicker(ctx, fPair, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (b *Bitmex) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
func (b *Bitmex) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
@@ -353,13 +354,13 @@ func (b *Bitmex) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbo
ob, err := orderbook.Get(b.Name, fPair, assetType)
if err != nil {
return b.UpdateOrderbook(fPair, assetType)
return b.UpdateOrderbook(ctx, fPair, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bitmex) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
func (b *Bitmex) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: b.Name,
Pair: p,
@@ -376,9 +377,10 @@ func (b *Bitmex) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderb
return book, err
}
orderbookNew, err := b.GetOrderbook(OrderBookGetL2Params{
Symbol: fpair.String(),
Depth: 500})
orderbookNew, err := b.GetOrderbook(ctx,
OrderBookGetL2Params{
Symbol: fpair.String(),
Depth: 500})
if err != nil {
return book, err
}
@@ -410,10 +412,10 @@ func (b *Bitmex) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderb
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// Bitmex exchange
func (b *Bitmex) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
func (b *Bitmex) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var info account.Holdings
bal, err := b.GetAllUserMargin()
bal, err := b.GetAllUserMargin(ctx)
if err != nil {
return info, err
}
@@ -441,10 +443,10 @@ func (b *Bitmex) UpdateAccountInfo(assetType asset.Item) (account.Holdings, erro
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (b *Bitmex) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
func (b *Bitmex) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(b.Name, assetType)
if err != nil {
return b.UpdateAccountInfo(assetType)
return b.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
@@ -452,22 +454,22 @@ func (b *Bitmex) FetchAccountInfo(assetType asset.Item) (account.Holdings, error
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *Bitmex) GetFundingHistory() ([]exchange.FundHistory, error) {
func (b *Bitmex) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
return nil, common.ErrNotYetImplemented
}
// GetWithdrawalsHistory returns previous withdrawals data
func (b *Bitmex) GetWithdrawalsHistory(c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
func (b *Bitmex) GetWithdrawalsHistory(ctx context.Context, c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
return nil, common.ErrNotYetImplemented
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (b *Bitmex) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
return b.GetHistoricTrades(p, assetType, time.Now().Add(-time.Minute*15), time.Now())
func (b *Bitmex) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
return b.GetHistoricTrades(ctx, p, assetType, time.Now().Add(-time.Minute*15), time.Now())
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (b *Bitmex) GetHistoricTrades(p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
func (b *Bitmex) GetHistoricTrades(ctx context.Context, p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
if assetType == asset.Index {
return nil, fmt.Errorf("asset type '%v' not supported", assetType)
}
@@ -491,7 +493,7 @@ allTrades:
for {
req.StartTime = ts.UTC().Format("2006-01-02T15:04:05.000Z")
var tradeData []Trade
tradeData, err = b.GetTrade(req)
tradeData, err = b.GetTrade(ctx, req)
if err != nil {
return nil, err
}
@@ -541,7 +543,7 @@ allTrades:
}
// SubmitOrder submits a new order
func (b *Bitmex) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
func (b *Bitmex) SubmitOrder(ctx context.Context, s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
@@ -568,7 +570,7 @@ func (b *Bitmex) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
orderNewParams.Price = s.Price
}
response, err := b.CreateOrder(&orderNewParams)
response, err := b.CreateOrder(ctx, &orderNewParams)
if err != nil {
return submitOrderResponse, err
}
@@ -585,7 +587,7 @@ func (b *Bitmex) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bitmex) ModifyOrder(action *order.Modify) (order.Modify, error) {
func (b *Bitmex) ModifyOrder(ctx context.Context, action *order.Modify) (order.Modify, error) {
if err := action.Validate(); err != nil {
return order.Modify{}, err
}
@@ -600,7 +602,7 @@ func (b *Bitmex) ModifyOrder(action *order.Modify) (order.Modify, error) {
params.OrderQty = int32(action.Amount)
params.Price = action.Price
o, err := b.AmendOrder(&params)
o, err := b.AmendOrder(ctx, &params)
if err != nil {
return order.Modify{}, err
}
@@ -617,29 +619,29 @@ func (b *Bitmex) ModifyOrder(action *order.Modify) (order.Modify, error) {
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Bitmex) CancelOrder(o *order.Cancel) error {
func (b *Bitmex) CancelOrder(ctx context.Context, o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
var params = OrderCancelParams{
OrderID: o.ID,
}
_, err := b.CancelOrders(&params)
_, err := b.CancelOrders(ctx, &params)
return err
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (b *Bitmex) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
func (b *Bitmex) CancelBatchOrders(ctx context.Context, o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *Bitmex) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
func (b *Bitmex) CancelAllOrders(ctx context.Context, _ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
var emptyParams OrderCancelAllParams
orders, err := b.CancelAllExistingOrders(emptyParams)
orders, err := b.CancelAllExistingOrders(ctx, emptyParams)
if err != nil {
return cancelAllOrdersResponse, err
}
@@ -654,19 +656,19 @@ func (b *Bitmex) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, erro
}
// GetOrderInfo returns order information based on order ID
func (b *Bitmex) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
func (b *Bitmex) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *Bitmex) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
return b.GetCryptoDepositAddress(cryptocurrency.String())
func (b *Bitmex) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _ string) (string, error) {
return b.GetCryptoDepositAddress(ctx, cryptocurrency.String())
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *Bitmex) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
func (b *Bitmex) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
@@ -680,7 +682,7 @@ func (b *Bitmex) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request)
r.Fee = withdrawRequest.Crypto.FeeAmount
}
resp, err := b.UserRequestWithdrawal(r)
resp, err := b.UserRequestWithdrawal(ctx, r)
if err != nil {
return nil, err
}
@@ -693,18 +695,18 @@ func (b *Bitmex) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request)
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *Bitmex) WithdrawFiatFunds(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
func (b *Bitmex) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is
// submitted
func (b *Bitmex) WithdrawFiatFundsToInternationalBank(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
func (b *Bitmex) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *Bitmex) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
func (b *Bitmex) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if !b.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
@@ -714,7 +716,7 @@ func (b *Bitmex) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error)
// GetActiveOrders retrieves any orders that are active/open
// This function is not concurrency safe due to orderSide/orderType maps
func (b *Bitmex) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
func (b *Bitmex) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
@@ -723,7 +725,7 @@ func (b *Bitmex) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, e
params := OrdersRequest{}
params.Filter = "{\"open\":true}"
resp, err := b.GetOrders(&params)
resp, err := b.GetOrders(ctx, &params)
if err != nil {
return nil, err
}
@@ -767,14 +769,14 @@ func (b *Bitmex) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, e
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
// This function is not concurrency safe due to orderSide/orderType maps
func (b *Bitmex) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
func (b *Bitmex) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var orders []order.Detail
params := OrdersRequest{}
resp, err := b.GetOrders(&params)
resp, err := b.GetOrders(ctx, &params)
if err != nil {
return nil, err
}
@@ -815,23 +817,23 @@ func (b *Bitmex) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, e
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (b *Bitmex) AuthenticateWebsocket() error {
func (b *Bitmex) AuthenticateWebsocket(_ context.Context) error {
return b.websocketSendAuth()
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (b *Bitmex) ValidateCredentials(assetType asset.Item) error {
_, err := b.UpdateAccountInfo(assetType)
func (b *Bitmex) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
_, err := b.UpdateAccountInfo(ctx, assetType)
return b.CheckTransientError(err)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (b *Bitmex) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
func (b *Bitmex) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrFunctionNotSupported
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (b *Bitmex) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
func (b *Bitmex) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrFunctionNotSupported
}