mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-14 07:26:47 +00:00
* 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
94 lines
4.6 KiB
Go
94 lines
4.6 KiB
Go
package exchange
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import (
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"sync"
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"time"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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)
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// IBotExchange enforces standard functions for all exchanges supported in
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// GoCryptoTrader
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type IBotExchange interface {
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Setup(exch *config.ExchangeConfig) error
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Start(wg *sync.WaitGroup)
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SetDefaults()
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GetName() string
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IsEnabled() bool
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SetEnabled(bool)
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ValidateCredentials(a asset.Item) error
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FetchTicker(p currency.Pair, a asset.Item) (*ticker.Price, error)
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UpdateTicker(p currency.Pair, a asset.Item) (*ticker.Price, error)
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FetchOrderbook(p currency.Pair, a asset.Item) (*orderbook.Base, error)
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UpdateOrderbook(p currency.Pair, a asset.Item) (*orderbook.Base, error)
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FetchTradablePairs(a asset.Item) ([]string, error)
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UpdateTradablePairs(forceUpdate bool) error
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GetEnabledPairs(a asset.Item) (currency.Pairs, error)
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GetAvailablePairs(a asset.Item) (currency.Pairs, error)
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FetchAccountInfo(a asset.Item) (account.Holdings, error)
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UpdateAccountInfo(a asset.Item) (account.Holdings, error)
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GetAuthenticatedAPISupport(endpoint uint8) bool
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SetPairs(pairs currency.Pairs, a asset.Item, enabled bool) error
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GetAssetTypes() asset.Items
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GetRecentTrades(p currency.Pair, a asset.Item) ([]trade.Data, error)
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GetHistoricTrades(p currency.Pair, a asset.Item, startTime, endTime time.Time) ([]trade.Data, error)
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SupportsAutoPairUpdates() bool
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SupportsRESTTickerBatchUpdates() bool
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GetFeeByType(f *FeeBuilder) (float64, error)
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GetLastPairsUpdateTime() int64
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GetWithdrawPermissions() uint32
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FormatWithdrawPermissions() string
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SupportsWithdrawPermissions(permissions uint32) bool
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GetFundingHistory() ([]FundHistory, error)
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SubmitOrder(s *order.Submit) (order.SubmitResponse, error)
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ModifyOrder(action *order.Modify) (string, error)
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CancelOrder(o *order.Cancel) error
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CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error)
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CancelAllOrders(orders *order.Cancel) (order.CancelAllResponse, error)
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GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error)
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GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error)
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GetOrderHistory(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error)
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GetWithdrawalsHistory(code currency.Code) ([]WithdrawalHistory, error)
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GetActiveOrders(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error)
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WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error)
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WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error)
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WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error)
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SetHTTPClientUserAgent(ua string)
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GetHTTPClientUserAgent() string
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SetClientProxyAddress(addr string) error
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SupportsREST() bool
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GetSubscriptions() ([]stream.ChannelSubscription, error)
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GetDefaultConfig() (*config.ExchangeConfig, error)
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GetBase() *Base
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SupportsAsset(assetType asset.Item) bool
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GetHistoricCandles(p currency.Pair, a asset.Item, timeStart, timeEnd time.Time, interval kline.Interval) (kline.Item, error)
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GetHistoricCandlesExtended(p currency.Pair, a asset.Item, timeStart, timeEnd time.Time, interval kline.Interval) (kline.Item, error)
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DisableRateLimiter() error
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EnableRateLimiter() error
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// Websocket specific wrapper functionality
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// GetWebsocket returns a pointer to the websocket
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GetWebsocket() (*stream.Websocket, error)
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IsWebsocketEnabled() bool
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SupportsWebsocket() bool
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SubscribeToWebsocketChannels(channels []stream.ChannelSubscription) error
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UnsubscribeToWebsocketChannels(channels []stream.ChannelSubscription) error
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// FlushWebsocketChannels checks and flushes subscriptions if there is a
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// pair,asset, url/proxy or subscription change
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FlushWebsocketChannels() error
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AuthenticateWebsocket() error
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// Exchange order related execution limits
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GetOrderExecutionLimits(a asset.Item, cp currency.Pair) (*order.Limits, error)
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CheckOrderExecutionLimits(a asset.Item, cp currency.Pair, price, amount float64, orderType order.Type) error
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UpdateOrderExecutionLimits(a asset.Item) error
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}
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