Files
gocryptotrader/engine/exchange_manager.go
Scott 86d3724507 Futures order position tracking & FTX scaled collateral calculation (#868)
* implements futures functions and GRPC functions on new branch

* lint and test fixes

* Fix uneven split pnl. Adds collateral weight test. docs. New clear func

* Test protection if someone has zero collateral

* Uses string instead of double for accuracy

* Fixes old code panic

* context, match, docs

* Addresses Shazniterinos, var names, expanded tests

* Returns subaccount name, provides USD values when offlinecalc

* Fixes oopsie

* Fixes cool bug which allowed made up subaccount results

* Subaccount override on FTX, subaccount results for collateral

* Strenghten collateral account info checks. Improve FTX test

* English is my first language

* Fixes oopsies

* Fixes for unrealised PNL & collateral rendering

* Fixes lint and tests

* Shaznit fixes

* Secret Shaznit

* Updates account information across wrappers to include more fields

* Updates online collateral calculations. Updates RPC data

* Accurately calculates collateral offline and online minus testing

* Tests and lint chocolate

* Simplifies accountinfo results

* Fixes shaznits

* Adds new func

* Increases collateral accuracy again again again x 200

* Increases accuracy of collateral rendering

* Fixes minor merge/test issues

* Linterino

* Fixes ws test. Improves collateral calculations and rendering

* Make it prettier

* Removes the lock I put on 👀

* Adds `additional_collateral_used` field, renders orig currency

* Fixes unrelated test

* Fix test

* Correctly calculate spot margin borrow collateral

* Address fun lint surprise

See https://github.com/golangci/golangci-lint/issues/741#issuecomment-1017014331

* Strange lint fixing x2

* Continued lint journey

* Nolint the nolint to not lint the lint

* Adds two new fields to response

* More linting issues arising

* fIX3s_c4s|NG

* Fixes command flags' incorrect numbering

* FairMarket = Won
2022-02-28 16:39:36 +11:00

209 lines
6.2 KiB
Go

package engine
import (
"errors"
"fmt"
"strings"
"sync"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/binance"
"github.com/thrasher-corp/gocryptotrader/exchanges/bitfinex"
"github.com/thrasher-corp/gocryptotrader/exchanges/bitflyer"
"github.com/thrasher-corp/gocryptotrader/exchanges/bithumb"
"github.com/thrasher-corp/gocryptotrader/exchanges/bitmex"
"github.com/thrasher-corp/gocryptotrader/exchanges/bitstamp"
"github.com/thrasher-corp/gocryptotrader/exchanges/bittrex"
"github.com/thrasher-corp/gocryptotrader/exchanges/btcmarkets"
"github.com/thrasher-corp/gocryptotrader/exchanges/btse"
"github.com/thrasher-corp/gocryptotrader/exchanges/coinbasepro"
"github.com/thrasher-corp/gocryptotrader/exchanges/coinut"
"github.com/thrasher-corp/gocryptotrader/exchanges/exmo"
"github.com/thrasher-corp/gocryptotrader/exchanges/ftx"
"github.com/thrasher-corp/gocryptotrader/exchanges/gateio"
"github.com/thrasher-corp/gocryptotrader/exchanges/gemini"
"github.com/thrasher-corp/gocryptotrader/exchanges/hitbtc"
"github.com/thrasher-corp/gocryptotrader/exchanges/huobi"
"github.com/thrasher-corp/gocryptotrader/exchanges/itbit"
"github.com/thrasher-corp/gocryptotrader/exchanges/kraken"
"github.com/thrasher-corp/gocryptotrader/exchanges/lbank"
"github.com/thrasher-corp/gocryptotrader/exchanges/localbitcoins"
"github.com/thrasher-corp/gocryptotrader/exchanges/okcoin"
"github.com/thrasher-corp/gocryptotrader/exchanges/okex"
"github.com/thrasher-corp/gocryptotrader/exchanges/poloniex"
"github.com/thrasher-corp/gocryptotrader/exchanges/yobit"
"github.com/thrasher-corp/gocryptotrader/exchanges/zb"
"github.com/thrasher-corp/gocryptotrader/log"
)
// vars related to exchange functions
var (
ErrNoExchangesLoaded = errors.New("no exchanges have been loaded")
ErrExchangeNotFound = errors.New("exchange not found")
ErrExchangeAlreadyLoaded = errors.New("exchange already loaded")
ErrExchangeFailedToLoad = errors.New("exchange failed to load")
ErrExchangeNameIsEmpty = errors.New("exchange name is empty")
)
// CustomExchangeBuilder interface allows external applications to create
// custom/unsupported exchanges that satisfy the IBotExchange interface.
type CustomExchangeBuilder interface {
NewExchangeByName(name string) (exchange.IBotExchange, error)
}
// ExchangeManager manages what exchanges are loaded
type ExchangeManager struct {
m sync.Mutex
exchanges map[string]exchange.IBotExchange
Builder CustomExchangeBuilder
}
// SetupExchangeManager creates a new exchange manager
func SetupExchangeManager() *ExchangeManager {
return &ExchangeManager{
exchanges: make(map[string]exchange.IBotExchange),
}
}
// Add adds or replaces an exchange
func (m *ExchangeManager) Add(exch exchange.IBotExchange) {
if exch == nil {
return
}
m.m.Lock()
m.exchanges[strings.ToLower(exch.GetName())] = exch
m.m.Unlock()
}
// GetExchanges returns all stored exchanges
func (m *ExchangeManager) GetExchanges() ([]exchange.IBotExchange, error) {
if m == nil {
return nil, fmt.Errorf("exchange manager: %w", ErrNilSubsystem)
}
m.m.Lock()
defer m.m.Unlock()
var exchs []exchange.IBotExchange
for _, x := range m.exchanges {
exchs = append(exchs, x)
}
return exchs, nil
}
// RemoveExchange removes an exchange from the manager
func (m *ExchangeManager) RemoveExchange(exchName string) error {
if m.Len() == 0 {
return ErrNoExchangesLoaded
}
exch, err := m.GetExchangeByName(exchName)
if err != nil {
return err
}
m.m.Lock()
defer m.m.Unlock()
err = exch.GetBase().Requester.Shutdown()
if err != nil {
return err
}
delete(m.exchanges, strings.ToLower(exchName))
log.Infof(log.ExchangeSys, "%s exchange unloaded successfully.\n", exchName)
return nil
}
// GetExchangeByName returns an exchange by its name if it exists
func (m *ExchangeManager) GetExchangeByName(exchangeName string) (exchange.IBotExchange, error) {
if m == nil {
return nil, fmt.Errorf("exchange manager: %w", ErrNilSubsystem)
}
if exchangeName == "" {
return nil, fmt.Errorf("exchange manager: %w", ErrExchangeNameIsEmpty)
}
m.m.Lock()
defer m.m.Unlock()
exch, ok := m.exchanges[strings.ToLower(exchangeName)]
if !ok {
return nil, fmt.Errorf("%s %w", exchangeName, ErrExchangeNotFound)
}
return exch, nil
}
// Len says how many exchanges are loaded
func (m *ExchangeManager) Len() int {
m.m.Lock()
defer m.m.Unlock()
return len(m.exchanges)
}
// NewExchangeByName helps create a new exchange to be loaded
func (m *ExchangeManager) NewExchangeByName(name string) (exchange.IBotExchange, error) {
if m == nil {
return nil, fmt.Errorf("exchange manager %w", ErrNilSubsystem)
}
nameLower := strings.ToLower(name)
if exch, _ := m.GetExchangeByName(nameLower); exch != nil {
return nil, fmt.Errorf("%s %w", name, ErrExchangeAlreadyLoaded)
}
var exch exchange.IBotExchange
switch nameLower {
case "binance":
exch = new(binance.Binance)
case "bitfinex":
exch = new(bitfinex.Bitfinex)
case "bitflyer":
exch = new(bitflyer.Bitflyer)
case "bithumb":
exch = new(bithumb.Bithumb)
case "bitmex":
exch = new(bitmex.Bitmex)
case "bitstamp":
exch = new(bitstamp.Bitstamp)
case "bittrex":
exch = new(bittrex.Bittrex)
case "btc markets":
exch = new(btcmarkets.BTCMarkets)
case "btse":
exch = new(btse.BTSE)
case "coinut":
exch = new(coinut.COINUT)
case "exmo":
exch = new(exmo.EXMO)
case "coinbasepro":
exch = new(coinbasepro.CoinbasePro)
case "ftx":
exch = new(ftx.FTX)
case "gateio":
exch = new(gateio.Gateio)
case "gemini":
exch = new(gemini.Gemini)
case "hitbtc":
exch = new(hitbtc.HitBTC)
case "huobi":
exch = new(huobi.HUOBI)
case "itbit":
exch = new(itbit.ItBit)
case "kraken":
exch = new(kraken.Kraken)
case "lbank":
exch = new(lbank.Lbank)
case "localbitcoins":
exch = new(localbitcoins.LocalBitcoins)
case "okcoin international":
exch = new(okcoin.OKCoin)
case "okex":
exch = new(okex.OKEX)
case "poloniex":
exch = new(poloniex.Poloniex)
case "yobit":
exch = new(yobit.Yobit)
case "zb":
exch = new(zb.ZB)
default:
if m.Builder != nil {
return m.Builder.NewExchangeByName(nameLower)
}
return nil, fmt.Errorf("%s, %w", nameLower, ErrExchangeNotFound)
}
return exch, nil
}