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Merge branch 'master' into engine

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This commit is contained in:
Adrian Gallagher
2019-11-11 17:11:11 +11:00
parent 26bc33ce89 e9b3e3d328
commit da81ea6c08
53 changed files with 96 additions and 168 deletions
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1
exchanges/anx/anx.go
View File

@@ -132,7 +132,6 @@ func (a *ANX) GetDataToken() (string, error) {
// NewOrder sends a new order request to the exchange.
func (a *ANX) NewOrder(orderType string, buy bool, tradedCurrency string, tradedCurrencyAmount float64, settlementCurrency string, settlementCurrencyAmount, limitPriceSettlement float64,
replace bool, replaceUUID string, replaceIfActive bool) (string, error) {
req := make(map[string]interface{})
var order Order
order.OrderType = orderType

1
exchanges/binance/binance_test.go
View File

@@ -241,7 +241,6 @@ func TestGetFee(t *testing.T) {
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
}
}
// CryptocurrencyWithdrawalFee Basic

1
exchanges/bitfinex/bitfinex_test.go
View File

@@ -243,7 +243,6 @@ func TestGetSymbols(t *testing.T) {
"rrtusd",
}
if len(expectedCurrencies) <= len(symbols) {
for _, explicitSymbol := range expectedCurrencies {
if common.StringDataCompare(expectedCurrencies, explicitSymbol) {
break

1
exchanges/bitfinex/bitfinex_websocket.go
View File

@@ -203,7 +203,6 @@ func (b *Bitfinex) WsDataHandler() {
if status == "OK" {
b.Websocket.DataHandler <- eventData
b.WsAddSubscriptionChannel(0, "account", "N/A")
} else if status == "fail" {
b.Websocket.DataHandler <- fmt.Errorf("bitfinex.go error - Websocket unable to AUTH. Error code: %s",
eventData["code"].(string))

1
exchanges/bitmex/bitmex_websocket.go
View File

@@ -187,7 +187,6 @@ func (b *Bitmex) wsHandleIncomingData() {
b.Websocket.DataHandler <- fmt.Errorf("%s websocket error: Unable to subscribe %s",
b.Name, decodedResp.Subscribe)
} else if _, ok := quickCapture["table"]; ok {
var decodedResp WebsocketMainResponse
err := common.JSONDecode(resp.Raw, &decodedResp)

1
exchanges/bitstamp/bitstamp_wrapper.go
View File

@@ -269,7 +269,6 @@ func (b *Bitstamp) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return b.GetFee(feeBuilder)
}
// FetchOrderbook returns the orderbook for a currency pair

1
exchanges/bittrex/bittrex.go
View File

@@ -507,5 +507,4 @@ func (b *Bittrex) GetWithdrawalFee(c currency.Code) (float64, error) {
// calculateTradingFee returns the fee for trading any currency on Bittrex
func calculateTradingFee(price, amount float64) float64 {
return 0.0025 * price * amount
}

1
exchanges/bittrex/bittrex_wrapper.go
View File

@@ -435,7 +435,6 @@ func (b *Bittrex) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error)
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return b.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open

1
exchanges/btse/btse.go
View File

@@ -68,7 +68,6 @@ func (b *BTSE) GetTrades(symbol string) ([]Trade, error) {
var t []Trade
endpoint := fmt.Sprintf("%s/%s", btseTrades, symbol)
return t, b.SendHTTPRequest(http.MethodGet, endpoint, &t)
}
// GetTicker returns the ticker for a specified symbol

1
exchanges/btse/btse_test.go
View File

@@ -121,7 +121,6 @@ func TestGetFills(t *testing.T) {
if err != nil {
t.Error(err)
}
}
func TestCreateOrder(t *testing.T) {

1
exchanges/btse/btse_wrapper.go
View File

@@ -114,7 +114,6 @@ func (b *BTSE) SetDefaults() {
b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in the supplied exchange configuration details and sets params

5
exchanges/coinbasepro/coinbasepro_test.go
View File

@@ -368,12 +368,9 @@ func TestCalculateTradingFee(t *testing.T) {
}
func TestFormatWithdrawPermissions(t *testing.T) {
c.SetDefaults()
expectedResult := exchange.AutoWithdrawCryptoWithAPIPermissionText + " & " + exchange.AutoWithdrawFiatWithAPIPermissionText
withdrawPermissions := c.FormatWithdrawPermissions()
if withdrawPermissions != expectedResult {
t.Errorf("Expected: %s, Received: %s", expectedResult, withdrawPermissions)
}
@@ -450,7 +447,6 @@ func TestSubmitOrder(t *testing.T) {
}
func TestCancelExchangeOrder(t *testing.T) {
c.SetDefaults()
TestSetup(t)
@@ -477,7 +473,6 @@ func TestCancelExchangeOrder(t *testing.T) {
}
func TestCancelAllExchangeOrders(t *testing.T) {
c.SetDefaults()
TestSetup(t)

2
exchanges/coinbasepro/coinbasepro_types.go
View File

@@ -454,7 +454,7 @@ type WebsocketTicker struct {
BestBid float64 `json:"best_bid,string"`
BestAsk float64 `json:"best_ask,string"`
Side string `json:"side"`
Time time.Time `json:"time,string"`
Time time.Time `json:"time"`
TradeID int64 `json:"trade_id"`
LastSize float64 `json:"last_size,string"`
}

3
exchanges/coinut/coinut_test.go
View File

@@ -248,7 +248,6 @@ func TestGetFee(t *testing.T) {
}
func TestFormatWithdrawPermissions(t *testing.T) {
c.SetDefaults()
expectedResult := exchange.WithdrawCryptoViaWebsiteOnlyText + " & " + exchange.WithdrawFiatViaWebsiteOnlyText
@@ -323,7 +322,6 @@ func TestSubmitOrder(t *testing.T) {
}
func TestCancelExchangeOrder(t *testing.T) {
c.SetDefaults()
TestSetup(t)
@@ -350,7 +348,6 @@ func TestCancelExchangeOrder(t *testing.T) {
}
func TestCancelAllExchangeOrders(t *testing.T) {
c.SetDefaults()
TestSetup(t)

2
exchanges/coinut/coinut_websocket.go
View File

@@ -103,7 +103,6 @@ func (c *COINUT) WsHandleData() {
}
c.wsProcessResponse(individualJSON)
}
} else {
var incoming wsResponse
err = common.JSONDecode(resp.Raw, &incoming)
@@ -114,7 +113,6 @@ func (c *COINUT) WsHandleData() {
c.wsProcessResponse(resp.Raw)
}
}
}
}

2
exchanges/coinut/coinut_wrapper.go
View File

@@ -356,7 +356,6 @@ func (c *COINUT) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Pri
}
return ticker.GetTicker(c.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
@@ -728,7 +727,6 @@ func (c *COINUT) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, e
CurrencyPair: p,
})
}
}
order.FilterOrdersByTickRange(&allOrders, req.StartTicks, req.EndTicks)

3
exchanges/exmo/exmo_test.go
View File

@@ -255,7 +255,6 @@ func TestGetFee(t *testing.T) {
}
func TestFormatWithdrawPermissions(t *testing.T) {
e.SetDefaults()
expectedResult := exchange.AutoWithdrawCryptoWithSetupText + " & " + exchange.NoFiatWithdrawalsText
@@ -335,7 +334,6 @@ func TestSubmitOrder(t *testing.T) {
}
func TestCancelExchangeOrder(t *testing.T) {
e.SetDefaults()
TestSetup(t)
if areTestAPIKeysSet() && !canManipulateRealOrders {
@@ -361,7 +359,6 @@ func TestCancelExchangeOrder(t *testing.T) {
}
func TestCancelAllExchangeOrders(t *testing.T) {
e.SetDefaults()
TestSetup(t)

12
exchanges/hitbtc/hitbtc_types.go
View File

@@ -61,7 +61,7 @@ type TradeHistory struct {
// ChartData contains chart data
type ChartData struct {
Timestamp time.Time `json:"timestamp,string"`
Timestamp time.Time `json:"timestamp"`
Max float64 `json:"max,string"` // Max price
Min float64 `json:"min,string"` // Min price
Open float64 `json:"open,string"` // Open price
@@ -74,7 +74,7 @@ type ChartData struct {
type Currencies struct {
ID string `json:"id"` // Currency identifier.
FullName string `json:"fullName"` // Currency full name
Crypto bool `json:"crypto,boolean"` // Is currency belongs to blockchain (false for ICO and fiat, like EUR)
Crypto bool `json:"crypto"` // Is currency belongs to blockchain (false for ICO and fiat, like EUR)
PayinEnabled bool `json:"payinEnabled"` // Is allowed for deposit (false for ICO)
PayinPaymentID bool `json:"payinPaymentId"` // Is required to provide additional information other than the address for deposit
PayinConfirmations int64 `json:"payinConfirmations"` // Blocks confirmations count for deposit
@@ -134,10 +134,10 @@ type Order struct {
Quantity float64 `json:"quantity,string"` // Order quantity
Price float64 `json:"price,string"` // Order price
CumQuantity float64 `json:"cumQuantity,string"` // Cumulative executed quantity
CreatedAt time.Time `json:"createdAt,string"`
UpdatedAt time.Time `json:"updatedAt,string"`
CreatedAt time.Time `json:"createdAt"`
UpdatedAt time.Time `json:"updatedAt"`
StopPrice float64 `json:"stopPrice,string"`
ExpireTime time.Time `json:"expireTime,string"`
ExpireTime time.Time `json:"expireTime"`
}
// OpenOrdersResponseAll holds the full open order response
@@ -260,7 +260,7 @@ type LoanOffer struct {
Rate float64 `json:"rate,string"`
Amount float64 `json:"amount,string"`
Duration int `json:"duration"`
AutoRenew bool `json:"autoRenew,int"`
AutoRenew bool `json:"autoRenew"`
Date string `json:"date"`
}

1
exchanges/kraken/kraken.go
View File

@@ -470,7 +470,6 @@ func (k *Kraken) GetTradeBalance(args ...TradeBalanceOptions) (TradeBalanceInfo,
if len(args[0].Asset) > 0 {
params.Set("asset", args[0].Asset)
}
}
var response struct {

1
exchanges/lakebtc/lakebtc_wrapper.go
View File

@@ -375,7 +375,6 @@ func (l *LakeBTC) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, err
}
return cancelAllOrdersResponse, l.CancelExistingOrders(ordersToCancel)
}
// GetOrderInfo returns information on a current open order

1
exchanges/lbank/lbank.go
View File

@@ -169,7 +169,6 @@ func (l *Lbank) GetKlines(symbol, size, klineType, time string) ([]KlineResponse
} else {
tempResp.TradingVolume = resp2[x].(float64)
}
}
}
k = append(k, tempResp)

1
exchanges/lbank/lbank_wrapper.go
View File

@@ -655,7 +655,6 @@ func (l *Lbank) getAllOpenOrderID() (map[string][]string, error) {
for c := 0; c < tempData; c++ {
resp[p] = append(resp[p], tempResp.Orders[c].OrderID)
}
tempData = len(tempResp.Orders)
b++

12
exchanges/localbitcoins/localbitcoins_types.go
View File

@@ -106,7 +106,7 @@ type AdEdit struct {
MaxAmount int `json:"max_amount"`
OpeningHours []string `json:"opening_hours"`
LimitToFiatAmounts string `json:"limit_to_fiat_amounts"`
Visible bool `json:"visible,int"`
Visible bool `json:"visible"`
// Optional Arguments ONLINE_SELL ads
RequireTradeVolume int `json:"require_trade_volume"`
@@ -114,13 +114,13 @@ type AdEdit struct {
FirstTimeLimitBTC int `json:"first_time_limit_btc"`
VolumeCoefficientBTC int `json:"volume_coefficient_btc"`
ReferenceType string `json:"reference_type"`
DisplayReference bool `json:"display_reference,int"`
DisplayReference bool `json:"display_reference"`
// Optional Arguments ONLINE_BUY
PaymentWindowMinutes int `json:"payment_window_minutes"`
// Optional Arguments LOCAL_SELL
Floating bool `json:"floating,int"`
Floating bool `json:"floating"`
}
// AdCreate references an outgoing paramater type for CreateAd() method
@@ -148,7 +148,7 @@ type AdCreate struct {
MaxAmount int `json:"max_amount"`
OpeningHours []string `json:"opening_hours"`
LimitToFiatAmounts string `json:"limit_to_fiat_amounts"`
Visible bool `json:"visible,int"`
Visible bool `json:"visible"`
// Optional Arguments ONLINE_SELL ads
RequireTradeVolume int `json:"require_trade_volume"`
@@ -156,13 +156,13 @@ type AdCreate struct {
FirstTimeLimitBTC int `json:"first_time_limit_btc"`
VolumeCoefficientBTC int `json:"volume_coefficient_btc"`
ReferenceType string `json:"reference_type"`
DisplayReference bool `json:"display_reference,int"`
DisplayReference bool `json:"display_reference"`
// Optional Arguments ONLINE_BUY
PaymentWindowMinutes int `json:"payment_window_minutes"`
// Optional Arguments LOCAL_SELL
Floating bool `json:"floating,int"`
Floating bool `json:"floating"`
}
// Message holds the returned message data from a contact

1
exchanges/localbitcoins/localbitcoins_wrapper.go
View File

@@ -160,7 +160,6 @@ func (l *LocalBitcoins) UpdateTradablePairs(forceUpdate bool) error {
if err != nil {
return err
}
return l.UpdatePairs(currency.NewPairsFromStrings(pairs), asset.Spot, false, forceUpdate)
}

1
exchanges/mock/recording.go
View File

@@ -420,7 +420,6 @@ func GetExcludedItems() (Exclusion, error) {
if mErr != nil {
return excludedList, mErr
}
} else {
err = json.Unmarshal(file, &excludedList)
if err != nil {

1
exchanges/okcoin/okcoin_test.go
View File

@@ -1074,7 +1074,6 @@ func TestCancelExchangeOrder(t *testing.T) {
err := o.CancelOrder(&orderCancellation)
testStandardErrorHandling(t, err)
}
// TestCancelAllExchangeOrders Wrapper test

1
exchanges/okex/okex_test.go
View File

@@ -1815,7 +1815,6 @@ func TestCancelExchangeOrder(t *testing.T) {
err := o.CancelOrder(&orderCancellation)
testStandardErrorHandling(t, err)
}
// TestCancelAllExchangeOrders Wrapper test

1
exchanges/okgroup/okgroup.go
View File

@@ -626,7 +626,6 @@ func (o *OKGroup) SendHTTPRequest(httpMethod, requestType, requestPath string, d
if !errCap.Result {
return errors.New("unspecified error occurred")
}
}
return common.JSONDecode(intermediary, result)

89
exchanges/orderbook/calculator.go
View File

@@ -20,19 +20,19 @@ type WhaleBombResult struct {
}
// WhaleBomb finds the amount required to target a price
func (o *Base) WhaleBomb(priceTarget float64, buy bool) (*WhaleBombResult, error) {
func (b *Base) WhaleBomb(priceTarget float64, buy bool) (*WhaleBombResult, error) {
if priceTarget < 0 {
return nil, errors.New("price target is invalid")
}
if buy {
a, orders := o.findAmount(priceTarget, true)
a, orders := b.findAmount(priceTarget, true)
min, max := orders.MinimumPrice(false), orders.MaximumPrice(true)
var err error
if max < priceTarget {
err = errors.New("unable to hit price target due to insufficient orderbook items")
}
status := fmt.Sprintf("Buying %.2f %v worth of %v will send the price from %v to %v [%.2f%%] and take %v orders.",
a, o.Pair.Quote.String(), o.Pair.Base.String(), min, max,
a, b.Pair.Quote.String(), b.Pair.Base.String(), min, max,
math.CalculatePercentageGainOrLoss(max, min), len(orders))
return &WhaleBombResult{
Amount: a,
@@ -43,14 +43,14 @@ func (o *Base) WhaleBomb(priceTarget float64, buy bool) (*WhaleBombResult, error
}, err
}
a, orders := o.findAmount(priceTarget, false)
a, orders := b.findAmount(priceTarget, false)
min, max := orders.MinimumPrice(false), orders.MaximumPrice(true)
var err error
if min > priceTarget {
err = errors.New("unable to hit price target due to insufficient orderbook items")
}
status := fmt.Sprintf("Selling %.2f %v worth of %v will send the price from %v to %v [%.2f%%] and take %v orders.",
a, o.Pair.Base.String(), o.Pair.Quote.String(), max, min,
a, b.Pair.Base.String(), b.Pair.Quote.String(), max, min,
math.CalculatePercentageGainOrLoss(min, max), len(orders))
return &WhaleBombResult{
Amount: a,
@@ -65,13 +65,13 @@ func (o *Base) WhaleBomb(priceTarget float64, buy bool) (*WhaleBombResult, error
type OrderSimulationResult WhaleBombResult
// SimulateOrder simulates an order
func (o *Base) SimulateOrder(amount float64, buy bool) *OrderSimulationResult {
func (b *Base) SimulateOrder(amount float64, buy bool) *OrderSimulationResult {
if buy {
orders, amt := o.buy(amount)
orders, amt := b.buy(amount)
min, max := orders.MinimumPrice(false), orders.MaximumPrice(true)
pct := math.CalculatePercentageGainOrLoss(max, min)
status := fmt.Sprintf("Buying %.2f %v worth of %v will send the price from %v to %v [%.2f%%] and take %v orders.",
amount, o.Pair.Quote.String(), o.Pair.Base.String(), min, max,
amount, b.Pair.Quote.String(), b.Pair.Base.String(), min, max,
pct, len(orders))
return &OrderSimulationResult{
Orders: orders,
@@ -82,11 +82,11 @@ func (o *Base) SimulateOrder(amount float64, buy bool) *OrderSimulationResult {
Status: status,
}
}
orders, amt := o.sell(amount)
orders, amt := b.sell(amount)
min, max := orders.MinimumPrice(false), orders.MaximumPrice(true)
pct := math.CalculatePercentageGainOrLoss(min, max)
status := fmt.Sprintf("Selling %f %v worth of %v will send the price from %v to %v [%.2f%%] and take %v orders.",
amount, o.Pair.Base.String(), o.Pair.Quote.String(), max, min,
amount, b.Pair.Base.String(), b.Pair.Quote.String(), max, min,
pct, len(orders))
return &OrderSimulationResult{
Orders: orders,
@@ -138,89 +138,88 @@ func sortOrdersByPrice(o *orderSummary, reverse bool) {
}
}
func (o *Base) findAmount(price float64, buy bool) (float64, orderSummary) {
func (b *Base) findAmount(price float64, buy bool) (float64, orderSummary) {
var orders orderSummary
var amt float64
if buy {
asks := o.Asks
for x := range asks {
if asks[x].Price >= price {
amt += asks[x].Price * asks[x].Amount
for x := range b.Asks {
if b.Asks[x].Price >= price {
amt += b.Asks[x].Price * b.Asks[x].Amount
orders = append(orders, Item{
Price: asks[x].Price,
Amount: asks[x].Amount,
Price: b.Asks[x].Price,
Amount: b.Asks[x].Amount,
})
return amt, orders
}
orders = append(orders, Item{
Price: asks[x].Price,
Amount: asks[x].Amount,
Price: b.Asks[x].Price,
Amount: b.Asks[x].Amount,
})
amt += asks[x].Price * asks[x].Amount
amt += b.Asks[x].Price * b.Asks[x].Amount
}
return amt, orders
}
for x := range o.Bids {
if o.Bids[x].Price <= price {
amt += o.Bids[x].Amount
for x := range b.Bids {
if b.Bids[x].Price <= price {
amt += b.Bids[x].Amount
orders = append(orders, Item{
Price: o.Bids[x].Price,
Amount: o.Bids[x].Amount,
Price: b.Bids[x].Price,
Amount: b.Bids[x].Amount,
})
break
}
orders = append(orders, Item{
Price: o.Bids[x].Price,
Amount: o.Bids[x].Amount,
Price: b.Bids[x].Price,
Amount: b.Bids[x].Amount,
})
amt += o.Bids[x].Amount
amt += b.Bids[x].Amount
}
return amt, orders
}
func (o *Base) buy(amount float64) (orders orderSummary, baseAmount float64) {
func (b *Base) buy(amount float64) (orders orderSummary, baseAmount float64) {
var processedAmt float64
for x := range o.Asks {
subtotal := o.Asks[x].Price * o.Asks[x].Amount
for x := range b.Asks {
subtotal := b.Asks[x].Price * b.Asks[x].Amount
if processedAmt+subtotal >= amount {
diff := amount - processedAmt
subAmt := diff / o.Asks[x].Price
subAmt := diff / b.Asks[x].Price
orders = append(orders, Item{
Price: o.Asks[x].Price,
Price: b.Asks[x].Price,
Amount: subAmt,
})
baseAmount += subAmt
break
}
processedAmt += subtotal
baseAmount += o.Asks[x].Amount
baseAmount += b.Asks[x].Amount
orders = append(orders, Item{
Price: o.Asks[x].Price,
Amount: o.Asks[x].Amount,
Price: b.Asks[x].Price,
Amount: b.Asks[x].Amount,
})
}
return
}
func (o *Base) sell(amount float64) (orders orderSummary, quoteAmount float64) {
func (b *Base) sell(amount float64) (orders orderSummary, quoteAmount float64) {
var processedAmt float64
for x := range o.Bids {
if processedAmt+o.Bids[x].Amount >= amount {
for x := range b.Bids {
if processedAmt+b.Bids[x].Amount >= amount {
diff := amount - processedAmt
orders = append(orders, Item{
Price: o.Bids[x].Price,
Price: b.Bids[x].Price,
Amount: diff,
})
quoteAmount += diff * o.Bids[x].Price
quoteAmount += diff * b.Bids[x].Price
break
}
processedAmt += o.Bids[x].Amount
quoteAmount += o.Bids[x].Amount * o.Bids[x].Price
processedAmt += b.Bids[x].Amount
quoteAmount += b.Bids[x].Amount * b.Bids[x].Price
orders = append(orders, Item{
Price: o.Bids[x].Price,
Amount: o.Bids[x].Amount,
Price: b.Bids[x].Price,
Amount: b.Bids[x].Amount,
})
}
return

2
exchanges/poloniex/poloniex_types.go
View File

@@ -262,7 +262,7 @@ type LoanOffer struct {
Rate float64 `json:"rate,string"`
Amount float64 `json:"amount,string"`
Duration int `json:"duration"`
AutoRenew bool `json:"autoRenew,int"`
AutoRenew bool `json:"autoRenew"`
Date string `json:"date"`
}

1
exchanges/websocket/wsorderbook/wsorderbook_test.go
View File

@@ -595,7 +595,6 @@ func TestFlushCache(t *testing.T) {
if obl.ob[cp][asset.Spot] != nil {
t.Error("expected ob be flushed")
}
}
// TestInsertingSnapShots logic test