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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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69
exchanges/itbit/itbit.go
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@@ -40,27 +40,27 @@ type ItBit struct {
// GetTicker returns ticker info for a specified market.
// currencyPair - example "XBTUSD" "XBTSGD" "XBTEUR"
func (i *ItBit) GetTicker(currencyPair string) (Ticker, error) {
func (i *ItBit) GetTicker(ctx context.Context, currencyPair string) (Ticker, error) {
var response Ticker
path := fmt.Sprintf("/%s/%s/%s", itbitMarkets, currencyPair, itbitTicker)
return response, i.SendHTTPRequest(exchange.RestSpot, path, &response)
return response, i.SendHTTPRequest(ctx, exchange.RestSpot, path, &response)
}
// GetOrderbook returns full order book for the specified market.
// currencyPair - example "XBTUSD" "XBTSGD" "XBTEUR"
func (i *ItBit) GetOrderbook(currencyPair string) (OrderbookResponse, error) {
func (i *ItBit) GetOrderbook(ctx context.Context, currencyPair string) (OrderbookResponse, error) {
response := OrderbookResponse{}
path := fmt.Sprintf("/%s/%s/%s", itbitMarkets, currencyPair, itbitOrderbook)
return response, i.SendHTTPRequest(exchange.RestSpot, path, &response)
return response, i.SendHTTPRequest(ctx, exchange.RestSpot, path, &response)
}
// GetTradeHistory returns recent trades for a specified market.
//
// currencyPair - example "XBTUSD" "XBTSGD" "XBTEUR"
// timestamp - matchNumber, only executions after this will be returned
func (i *ItBit) GetTradeHistory(currencyPair, tradeID string) (Trades, error) {
func (i *ItBit) GetTradeHistory(ctx context.Context, currencyPair, tradeID string) (Trades, error) {
response := Trades{}
var req = itbitTrades
@@ -69,7 +69,7 @@ func (i *ItBit) GetTradeHistory(currencyPair, tradeID string) (Trades, error) {
}
path := fmt.Sprintf("/%s/%s/%s", itbitMarkets, currencyPair, req)
return response, i.SendHTTPRequest(exchange.RestSpot, path, &response)
return response, i.SendHTTPRequest(ctx, exchange.RestSpot, path, &response)
}
// GetWallets returns information about all wallets associated with the account.
@@ -77,21 +77,21 @@ func (i *ItBit) GetTradeHistory(currencyPair, tradeID string) (Trades, error) {
// params --
// page - [optional] page to return example 1. default 1
// perPage - [optional] items per page example 50, default 50 max 50
func (i *ItBit) GetWallets(params url.Values) ([]Wallet, error) {
func (i *ItBit) GetWallets(ctx context.Context, params url.Values) ([]Wallet, error) {
var resp []Wallet
params.Set("userId", i.API.Credentials.ClientID)
path := fmt.Sprintf("/%s?%s", itbitWallets, params.Encode())
return resp, i.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, path, nil, &resp)
return resp, i.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet, path, nil, &resp)
}
// CreateWallet creates a new wallet with a specified name.
func (i *ItBit) CreateWallet(walletName string) (Wallet, error) {
func (i *ItBit) CreateWallet(ctx context.Context, walletName string) (Wallet, error) {
resp := Wallet{}
params := make(map[string]interface{})
params["userId"] = i.API.Credentials.ClientID
params["name"] = walletName
err := i.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, "/"+itbitWallets, params, &resp)
err := i.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodPost, "/"+itbitWallets, params, &resp)
if err != nil {
return resp, err
}
@@ -102,11 +102,11 @@ func (i *ItBit) CreateWallet(walletName string) (Wallet, error) {
}
// GetWallet returns wallet information by walletID
func (i *ItBit) GetWallet(walletID string) (Wallet, error) {
func (i *ItBit) GetWallet(ctx context.Context, walletID string) (Wallet, error) {
resp := Wallet{}
path := fmt.Sprintf("/%s/%s", itbitWallets, walletID)
err := i.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, path, nil, &resp)
err := i.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet, path, nil, &resp)
if err != nil {
return resp, err
}
@@ -118,11 +118,11 @@ func (i *ItBit) GetWallet(walletID string) (Wallet, error) {
// GetWalletBalance returns balance information for a specific currency in a
// wallet.
func (i *ItBit) GetWalletBalance(walletID, currency string) (Balance, error) {
func (i *ItBit) GetWalletBalance(ctx context.Context, walletID, currency string) (Balance, error) {
resp := Balance{}
path := fmt.Sprintf("/%s/%s/%s/%s", itbitWallets, walletID, itbitBalances, currency)
err := i.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, path, nil, &resp)
err := i.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet, path, nil, &resp)
if err != nil {
return resp, err
}
@@ -134,7 +134,7 @@ func (i *ItBit) GetWalletBalance(walletID, currency string) (Balance, error) {
// GetOrders returns active orders for itBit
// perPage defaults to & has a limit of 50
func (i *ItBit) GetOrders(walletID, symbol, status string, page, perPage int64) ([]Order, error) {
func (i *ItBit) GetOrders(ctx context.Context, walletID, symbol, status string, page, perPage int64) ([]Order, error) {
var resp []Order
params := make(map[string]interface{})
params["walletID"] = walletID
@@ -152,16 +152,16 @@ func (i *ItBit) GetOrders(walletID, symbol, status string, page, perPage int64)
params["perPage"] = strconv.FormatInt(perPage, 10)
}
return resp, i.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, itbitOrders, params, &resp)
return resp, i.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet, itbitOrders, params, &resp)
}
// GetWalletTrades returns all trades for a specified wallet.
func (i *ItBit) GetWalletTrades(walletID string, params url.Values) (Records, error) {
func (i *ItBit) GetWalletTrades(ctx context.Context, walletID string, params url.Values) (Records, error) {
resp := Records{}
urlPath := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitTrades)
path := common.EncodeURLValues(urlPath, params)
err := i.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, path, nil, &resp)
err := i.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet, path, nil, &resp)
if err != nil {
return resp, err
}
@@ -172,12 +172,12 @@ func (i *ItBit) GetWalletTrades(walletID string, params url.Values) (Records, er
}
// GetFundingHistoryForWallet returns all funding history for a specified wallet.
func (i *ItBit) GetFundingHistoryForWallet(walletID string, params url.Values) (FundingRecords, error) {
func (i *ItBit) GetFundingHistoryForWallet(ctx context.Context, walletID string, params url.Values) (FundingRecords, error) {
resp := FundingRecords{}
urlPath := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitFundingHistory)
path := common.EncodeURLValues(urlPath, params)
err := i.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, path, nil, &resp)
err := i.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet, path, nil, &resp)
if err != nil {
return resp, err
}
@@ -188,7 +188,7 @@ func (i *ItBit) GetFundingHistoryForWallet(walletID string, params url.Values) (
}
// PlaceOrder places a new order
func (i *ItBit) PlaceOrder(walletID, side, orderType, currency string, amount, price float64, instrument, clientRef string) (Order, error) {
func (i *ItBit) PlaceOrder(ctx context.Context, walletID, side, orderType, currency string, amount, price float64, instrument, clientRef string) (Order, error) {
resp := Order{}
path := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitOrders)
@@ -204,7 +204,7 @@ func (i *ItBit) PlaceOrder(walletID, side, orderType, currency string, amount, p
params["clientOrderIdentifier"] = clientRef
}
err := i.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, path, params, &resp)
err := i.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodPost, path, params, &resp)
if err != nil {
return resp, err
}
@@ -215,12 +215,12 @@ func (i *ItBit) PlaceOrder(walletID, side, orderType, currency string, amount, p
}
// GetOrder returns an order by id.
func (i *ItBit) GetOrder(walletID string, params url.Values) (Order, error) {
func (i *ItBit) GetOrder(ctx context.Context, walletID string, params url.Values) (Order, error) {
resp := Order{}
urlPath := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitOrders)
path := common.EncodeURLValues(urlPath, params)
err := i.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, path, nil, &resp)
err := i.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet, path, nil, &resp)
if err != nil {
return resp, err
}
@@ -232,20 +232,20 @@ func (i *ItBit) GetOrder(walletID string, params url.Values) (Order, error) {
// CancelExistingOrder cancels and open order. *This is not a guarantee that the
// order has been cancelled!*
func (i *ItBit) CancelExistingOrder(walletID, orderID string) error {
func (i *ItBit) CancelExistingOrder(ctx context.Context, walletID, orderID string) error {
path := fmt.Sprintf("/%s/%s/%s/%s", itbitWallets, walletID, itbitOrders, orderID)
return i.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodDelete, path, nil, nil)
return i.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodDelete, path, nil, nil)
}
// GetCryptoDepositAddress returns a deposit address to send cryptocurrency to.
func (i *ItBit) GetCryptoDepositAddress(walletID, currency string) (CryptoCurrencyDeposit, error) {
func (i *ItBit) GetCryptoDepositAddress(ctx context.Context, walletID, currency string) (CryptoCurrencyDeposit, error) {
resp := CryptoCurrencyDeposit{}
path := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitCryptoDeposits)
params := make(map[string]interface{})
params["currency"] = currency
err := i.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, path, params, &resp)
err := i.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodPost, path, params, &resp)
if err != nil {
return resp, err
}
@@ -256,7 +256,7 @@ func (i *ItBit) GetCryptoDepositAddress(walletID, currency string) (CryptoCurren
}
// WalletTransfer transfers funds between wallets.
func (i *ItBit) WalletTransfer(walletID, sourceWallet, destWallet string, amount float64, currency string) (WalletTransfer, error) {
func (i *ItBit) WalletTransfer(ctx context.Context, walletID, sourceWallet, destWallet string, amount float64, currency string) (WalletTransfer, error) {
resp := WalletTransfer{}
path := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitWalletTransfer)
@@ -266,7 +266,7 @@ func (i *ItBit) WalletTransfer(walletID, sourceWallet, destWallet string, amount
params["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
params["currencyCode"] = currency
err := i.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, path, params, &resp)
err := i.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodPost, path, params, &resp)
if err != nil {
return resp, err
}
@@ -277,7 +277,7 @@ func (i *ItBit) WalletTransfer(walletID, sourceWallet, destWallet string, amount
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (i *ItBit) SendHTTPRequest(ep exchange.URL, path string, result interface{}) error {
func (i *ItBit) SendHTTPRequest(ctx context.Context, ep exchange.URL, path string, result interface{}) error {
endpoint, err := i.API.Endpoints.GetURL(ep)
if err != nil {
return err
@@ -292,13 +292,13 @@ func (i *ItBit) SendHTTPRequest(ep exchange.URL, path string, result interface{}
HTTPRecording: i.HTTPRecording,
}
return i.SendPayload(context.Background(), request.Unset, func() (*request.Item, error) {
return i.SendPayload(ctx, request.Unset, func() (*request.Item, error) {
return item, nil
})
}
// SendAuthenticatedHTTPRequest sends an authenticated request to itBit
func (i *ItBit) SendAuthenticatedHTTPRequest(ep exchange.URL, method, path string, params map[string]interface{}, result interface{}) error {
func (i *ItBit) SendAuthenticatedHTTPRequest(ctx context.Context, ep exchange.URL, method, path string, params map[string]interface{}, result interface{}) error {
if !i.AllowAuthenticatedRequest() {
return fmt.Errorf("%s %w", i.Name, exchange.ErrAuthenticatedRequestWithoutCredentialsSet)
}
@@ -322,7 +322,7 @@ func (i *ItBit) SendAuthenticatedHTTPRequest(ep exchange.URL, method, path strin
}
var intermediary json.RawMessage
err = i.SendPayload(context.Background(), request.Unset, func() (*request.Item, error) {
err = i.SendPayload(ctx, request.Unset, func() (*request.Item, error) {
n := i.Requester.GetNonce(true).String()
timestamp := strconv.FormatInt(time.Now().UnixNano()/1000000, 10)
@@ -382,7 +382,6 @@ func (i *ItBit) SendAuthenticatedHTTPRequest(ep exchange.URL, method, path strin
errCheck.Description)
}
}
return json.Unmarshal(intermediary, result)
}