Files
gocryptotrader/exchanges/interfaces.go
Ryan O'Hara-Reid 881bab2d5a Exchanges: Add in exchange defined tolerance settings (#647)
* Exchanges: Add in exchange defined tolerance settings to conform to min max amounts/price/notional etc (Initial)

* Add to tests fix linter

* Binance: Implement CMF and usdtMarginFutures fetching of currency information, addr nits

* binance: Add in test for tolerance set up

* exchanges: add in more tolerance settings and add tests

* nits: addr

* fix linter issue

* RPCServer: Use ordermanager instead of going direct to exchange

* Nits: Addr

* nits: glorious addr phase one

* nits: glorious nits phase 2

* exchange: move tolerance -> limits in order package add wrapper function, split binance functions to asset files

* nits: Addr thrasher + also include locking of limits struct when we update via syncer later on

* nits: mdc addr

* nits: glorious nits

* limits: unexport mutex

* limit: revert maths optim. and fix spelling

* limit: Add decimal package

* limit: don't check price on market order

* Orders: Add order execution checks on fake orders so as to always conform to tight specifications even in simulation

* binance: handle case where spot is not enabled but margin is

* backtester: add in amount conforming to back tested events to simulate realistic orders

* rm ln

* order limit: return amount when limit is nil and conformToAmount is requested

* nits: glorious nits + friends

* backtester/orders: fix tests

* nits: glorious nits

* nits: glorious nits

* RMLINE

* nits: more glorious nits!

* nits: pooosh

* binance: fix margin logic

* nits: Add warning, settings log and report item for exchange order execution limits

* backtester: add specific warnings in report output

* backtest: Adjust warnings
2021-03-25 15:47:15 +11:00

94 lines
4.6 KiB
Go

package exchange
import (
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// IBotExchange enforces standard functions for all exchanges supported in
// GoCryptoTrader
type IBotExchange interface {
Setup(exch *config.ExchangeConfig) error
Start(wg *sync.WaitGroup)
SetDefaults()
GetName() string
IsEnabled() bool
SetEnabled(bool)
ValidateCredentials(a asset.Item) error
FetchTicker(p currency.Pair, a asset.Item) (*ticker.Price, error)
UpdateTicker(p currency.Pair, a asset.Item) (*ticker.Price, error)
FetchOrderbook(p currency.Pair, a asset.Item) (*orderbook.Base, error)
UpdateOrderbook(p currency.Pair, a asset.Item) (*orderbook.Base, error)
FetchTradablePairs(a asset.Item) ([]string, error)
UpdateTradablePairs(forceUpdate bool) error
GetEnabledPairs(a asset.Item) (currency.Pairs, error)
GetAvailablePairs(a asset.Item) (currency.Pairs, error)
FetchAccountInfo(a asset.Item) (account.Holdings, error)
UpdateAccountInfo(a asset.Item) (account.Holdings, error)
GetAuthenticatedAPISupport(endpoint uint8) bool
SetPairs(pairs currency.Pairs, a asset.Item, enabled bool) error
GetAssetTypes() asset.Items
GetRecentTrades(p currency.Pair, a asset.Item) ([]trade.Data, error)
GetHistoricTrades(p currency.Pair, a asset.Item, startTime, endTime time.Time) ([]trade.Data, error)
SupportsAutoPairUpdates() bool
SupportsRESTTickerBatchUpdates() bool
GetFeeByType(f *FeeBuilder) (float64, error)
GetLastPairsUpdateTime() int64
GetWithdrawPermissions() uint32
FormatWithdrawPermissions() string
SupportsWithdrawPermissions(permissions uint32) bool
GetFundingHistory() ([]FundHistory, error)
SubmitOrder(s *order.Submit) (order.SubmitResponse, error)
ModifyOrder(action *order.Modify) (string, error)
CancelOrder(o *order.Cancel) error
CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error)
CancelAllOrders(orders *order.Cancel) (order.CancelAllResponse, error)
GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error)
GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error)
GetOrderHistory(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error)
GetWithdrawalsHistory(code currency.Code) ([]WithdrawalHistory, error)
GetActiveOrders(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error)
WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error)
WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error)
WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error)
SetHTTPClientUserAgent(ua string)
GetHTTPClientUserAgent() string
SetClientProxyAddress(addr string) error
SupportsREST() bool
GetSubscriptions() ([]stream.ChannelSubscription, error)
GetDefaultConfig() (*config.ExchangeConfig, error)
GetBase() *Base
SupportsAsset(assetType asset.Item) bool
GetHistoricCandles(p currency.Pair, a asset.Item, timeStart, timeEnd time.Time, interval kline.Interval) (kline.Item, error)
GetHistoricCandlesExtended(p currency.Pair, a asset.Item, timeStart, timeEnd time.Time, interval kline.Interval) (kline.Item, error)
DisableRateLimiter() error
EnableRateLimiter() error
// Websocket specific wrapper functionality
// GetWebsocket returns a pointer to the websocket
GetWebsocket() (*stream.Websocket, error)
IsWebsocketEnabled() bool
SupportsWebsocket() bool
SubscribeToWebsocketChannels(channels []stream.ChannelSubscription) error
UnsubscribeToWebsocketChannels(channels []stream.ChannelSubscription) error
// FlushWebsocketChannels checks and flushes subscriptions if there is a
// pair,asset, url/proxy or subscription change
FlushWebsocketChannels() error
AuthenticateWebsocket() error
// Exchange order related execution limits
GetOrderExecutionLimits(a asset.Item, cp currency.Pair) (*order.Limits, error)
CheckOrderExecutionLimits(a asset.Item, cp currency.Pair, price, amount float64, orderType order.Type) error
UpdateOrderExecutionLimits(a asset.Item) error
}