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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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111
exchanges/gemini/gemini_wrapper.go
View File

@@ -1,6 +1,7 @@
package gemini
import (
"context"
"errors"
"fmt"
"net/url"
@@ -42,7 +43,7 @@ func (g *Gemini) GetDefaultConfig() (*config.ExchangeConfig, error) {
}
if g.Features.Supports.RESTCapabilities.AutoPairUpdates {
err := g.UpdateTradablePairs(true)
err := g.UpdateTradablePairs(context.TODO(), true)
if err != nil {
return nil, err
}
@@ -256,7 +257,7 @@ func (g *Gemini) Run() {
if !g.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err = g.UpdateTradablePairs(forceUpdate)
err = g.UpdateTradablePairs(context.TODO(), forceUpdate)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
@@ -266,8 +267,8 @@ func (g *Gemini) Run() {
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (g *Gemini) FetchTradablePairs(asset asset.Item) ([]string, error) {
pairs, err := g.GetSymbols()
func (g *Gemini) FetchTradablePairs(ctx context.Context, asset asset.Item) ([]string, error) {
pairs, err := g.GetSymbols(ctx)
if err != nil {
return nil, err
}
@@ -288,8 +289,8 @@ func (g *Gemini) FetchTradablePairs(asset asset.Item) ([]string, error) {
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (g *Gemini) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := g.FetchTradablePairs(asset.Spot)
func (g *Gemini) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
pairs, err := g.FetchTradablePairs(ctx, asset.Spot)
if err != nil {
return err
}
@@ -304,10 +305,10 @@ func (g *Gemini) UpdateTradablePairs(forceUpdate bool) error {
// UpdateAccountInfo Retrieves balances for all enabled currencies for the
// Gemini exchange
func (g *Gemini) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
func (g *Gemini) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var response account.Holdings
response.Exchange = g.Name
accountBalance, err := g.GetBalances()
accountBalance, err := g.GetBalances(ctx)
if err != nil {
return response, err
}
@@ -334,28 +335,28 @@ func (g *Gemini) UpdateAccountInfo(assetType asset.Item) (account.Holdings, erro
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (g *Gemini) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
func (g *Gemini) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(g.Name, assetType)
if err != nil {
return g.UpdateAccountInfo(assetType)
return g.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (g *Gemini) UpdateTickers(a asset.Item) error {
func (g *Gemini) UpdateTickers(ctx context.Context, a asset.Item) error {
return common.ErrFunctionNotSupported
}
// UpdateTicker updates and returns the ticker for a currency pair
func (g *Gemini) UpdateTicker(p currency.Pair, a asset.Item) (*ticker.Price, error) {
func (g *Gemini) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
fPair, err := g.FormatExchangeCurrency(p, a)
if err != nil {
return nil, err
}
tick, err := g.GetTicker(fPair.String())
tick, err := g.GetTicker(ctx, fPair.String())
if err != nil {
return nil, err
}
@@ -378,7 +379,7 @@ func (g *Gemini) UpdateTicker(p currency.Pair, a asset.Item) (*ticker.Price, err
}
// FetchTicker returns the ticker for a currency pair
func (g *Gemini) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
func (g *Gemini) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
fPair, err := g.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
@@ -386,13 +387,13 @@ func (g *Gemini) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Pri
tickerNew, err := ticker.GetTicker(g.Name, fPair, assetType)
if err != nil {
return g.UpdateTicker(fPair, assetType)
return g.UpdateTicker(ctx, fPair, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (g *Gemini) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
func (g *Gemini) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
fPair, err := g.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
@@ -400,13 +401,13 @@ func (g *Gemini) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbo
ob, err := orderbook.Get(g.Name, fPair, assetType)
if err != nil {
return g.UpdateOrderbook(fPair, assetType)
return g.UpdateOrderbook(ctx, fPair, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (g *Gemini) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
func (g *Gemini) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: g.Name,
Pair: p,
@@ -418,7 +419,7 @@ func (g *Gemini) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderb
return book, err
}
orderbookNew, err := g.GetOrderbook(fPair.String(), url.Values{})
orderbookNew, err := g.GetOrderbook(ctx, fPair.String(), url.Values{})
if err != nil {
return book, err
}
@@ -443,22 +444,22 @@ func (g *Gemini) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderb
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (g *Gemini) GetFundingHistory() ([]exchange.FundHistory, error) {
func (g *Gemini) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (g *Gemini) GetWithdrawalsHistory(c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
func (g *Gemini) 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 (g *Gemini) GetRecentTrades(currencyPair currency.Pair, assetType asset.Item) ([]trade.Data, error) {
return g.GetHistoricTrades(currencyPair, assetType, time.Time{}, time.Time{})
func (g *Gemini) GetRecentTrades(ctx context.Context, pair currency.Pair, assetType asset.Item) ([]trade.Data, error) {
return g.GetHistoricTrades(ctx, pair, assetType, time.Time{}, time.Time{})
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (g *Gemini) GetHistoricTrades(p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
func (g *Gemini) GetHistoricTrades(ctx context.Context, p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
if err := common.StartEndTimeCheck(timestampStart, timestampEnd); err != nil && !errors.Is(err, common.ErrDateUnset) {
return nil, fmt.Errorf("invalid time range supplied. Start: %v End %v %w", timestampStart, timestampEnd, err)
}
@@ -473,7 +474,11 @@ func (g *Gemini) GetHistoricTrades(p currency.Pair, assetType asset.Item, timest
allTrades:
for {
var tradeData []Trade
tradeData, err = g.GetTrades(p.String(), ts.Unix(), int64(limit), false)
tradeData, err = g.GetTrades(ctx,
p.String(),
ts.Unix(),
int64(limit),
false)
if err != nil {
return nil, err
}
@@ -521,7 +526,7 @@ allTrades:
}
// SubmitOrder submits a new order
func (g *Gemini) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
func (g *Gemini) SubmitOrder(ctx context.Context, s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
@@ -537,7 +542,8 @@ func (g *Gemini) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
return submitOrderResponse, err
}
response, err := g.NewOrder(fpair.String(),
response, err := g.NewOrder(ctx,
fpair.String(),
s.Amount,
s.Price,
s.Side.String(),
@@ -556,12 +562,12 @@ func (g *Gemini) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (g *Gemini) ModifyOrder(action *order.Modify) (order.Modify, error) {
func (g *Gemini) ModifyOrder(ctx context.Context, action *order.Modify) (order.Modify, error) {
return order.Modify{}, common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (g *Gemini) CancelOrder(o *order.Cancel) error {
func (g *Gemini) CancelOrder(ctx context.Context, o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
@@ -571,21 +577,21 @@ func (g *Gemini) CancelOrder(o *order.Cancel) error {
return err
}
_, err = g.CancelExistingOrder(orderIDInt)
_, err = g.CancelExistingOrder(ctx, orderIDInt)
return err
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (g *Gemini) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
func (g *Gemini) 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 (g *Gemini) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
func (g *Gemini) CancelAllOrders(ctx context.Context, _ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
resp, err := g.CancelExistingOrders(false)
resp, err := g.CancelExistingOrders(ctx, false)
if err != nil {
return cancelAllOrdersResponse, err
}
@@ -598,14 +604,14 @@ func (g *Gemini) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, erro
}
// GetOrderInfo returns order information based on order ID
func (g *Gemini) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
func (g *Gemini) 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 (g *Gemini) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
addr, err := g.GetCryptoDepositAddress("", cryptocurrency.String())
func (g *Gemini) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _ string) (string, error) {
addr, err := g.GetCryptoDepositAddress(ctx, "", cryptocurrency.String())
if err != nil {
return "", err
}
@@ -614,11 +620,14 @@ func (g *Gemini) GetDepositAddress(cryptocurrency currency.Code, _ string) (stri
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (g *Gemini) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
func (g *Gemini) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
resp, err := g.WithdrawCrypto(withdrawRequest.Crypto.Address, withdrawRequest.Currency.String(), withdrawRequest.Amount)
resp, err := g.WithdrawCrypto(ctx,
withdrawRequest.Crypto.Address,
withdrawRequest.Currency.String(),
withdrawRequest.Amount)
if err != nil {
return nil, err
}
@@ -633,32 +642,32 @@ func (g *Gemini) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request)
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (g *Gemini) WithdrawFiatFunds(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
func (g *Gemini) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (g *Gemini) WithdrawFiatFundsToInternationalBank(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
func (g *Gemini) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (g *Gemini) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
func (g *Gemini) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if (!g.AllowAuthenticatedRequest() || g.SkipAuthCheck) && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return g.GetFee(feeBuilder)
return g.GetFee(ctx, feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (g *Gemini) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
func (g *Gemini) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
resp, err := g.GetOrders()
resp, err := g.GetOrders(ctx)
if err != nil {
return nil, err
}
@@ -713,7 +722,7 @@ func (g *Gemini) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, e
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (g *Gemini) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
func (g *Gemini) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
@@ -729,7 +738,9 @@ func (g *Gemini) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, e
return nil, err
}
resp, err := g.GetTradeHistory(fpair.String(), req.StartTime.Unix())
resp, err := g.GetTradeHistory(ctx,
fpair.String(),
req.StartTime.Unix())
if err != nil {
return nil, err
}
@@ -772,17 +783,17 @@ func (g *Gemini) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, e
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (g *Gemini) ValidateCredentials(assetType asset.Item) error {
_, err := g.UpdateAccountInfo(assetType)
func (g *Gemini) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
_, err := g.UpdateAccountInfo(ctx, assetType)
return g.CheckTransientError(err)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (g *Gemini) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
func (g *Gemini) 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 (g *Gemini) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
func (g *Gemini) 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
}