Files
gocryptotrader/exchanges/interfaces.go
Scott 46cadd6f15 FTX: Funding rates, payments & stats + order manager tracking (#976)
* Adds basic PoC for calculating/retrieving position data

* A very unfortunate day of miscalculations

* Adds position summary and funding rate details to RPC

* Offline funding rate calculations

* More helpers, more stats, refining data, automated retrieval

* Adds new rpc server commands and attempts some organisation

* lower string, lower stress

* Adds ordermanager config. Fleshes outcli. Tracks positions automatically

* Adds new separation for funding payments/rates

* Combines funding rates and payments

* Fun test coverage

* ALL THE TESTS... I hope

* Fixes

* polishes ftx tests. improves perp check. Loops rates

* Final touches before nit attax

* buff 💪

* Stops NotYetImplemented spam with one simple trick!

* Some lovely little niteroos

* linteroo

* Clarifies a couple of errors to help narrow likely end user problems

* Fixes asset type bug, fixes closed position order return, fixes unset status bug

* Fixes order manager handling when no rates are available yet

* Continues on no funding rates instead. Removes err

* Don't show predicted rate if the time is zero

* Addresses scenario with no funding rate payments

* Bug fixes and commentary before updating maps to use *currency.Item

* Adds a pair key type

* Polishes pKey, fixes map order bug

* key is not a property in the event someone changes the base/quote

* Adds improvements to order processing...Breaks it all

* Shakes up the design of things by removing a function

* Fixes issues with order manager positions. Limits update range

* Fixes build issues. Identification of bad tests.

* Merges and fixes features from master and this branch

* buff linter 💪

* re-gen

* proto regen

* Addresses some nits. But not all of them.

* Fixes issue where funding rates weren't returned 🎉

* completes transition futures tracking to map[*currency.Item]map[*currency.Item]

* who did that? not me

* removes redundant check on account of being redundant and unnecessary

* so buf

* addresses nits: duplications, startTime, loops, go tidy, typos

* fixes minor mistakes

* fixes 🍣 🐻 changes to int64
2022-08-23 12:16:50 +10:00

142 lines
7.4 KiB
Go

package exchange
import (
"context"
"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/currencystate"
"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/margin"
"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.Exchange) error
Start(wg *sync.WaitGroup) error
SetDefaults()
GetName() string
SetEnabled(bool)
FetchTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error)
UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error)
UpdateTickers(ctx context.Context, a asset.Item) error
FetchOrderbook(ctx context.Context, p currency.Pair, a asset.Item) (*orderbook.Base, error)
UpdateOrderbook(ctx context.Context, p currency.Pair, a asset.Item) (*orderbook.Base, error)
FetchTradablePairs(ctx context.Context, a asset.Item) ([]string, error)
UpdateTradablePairs(ctx context.Context, forceUpdate bool) error
GetEnabledPairs(a asset.Item) (currency.Pairs, error)
GetAvailablePairs(a asset.Item) (currency.Pairs, error)
SetPairs(pairs currency.Pairs, a asset.Item, enabled bool) error
GetAssetTypes(enabled bool) asset.Items
GetRecentTrades(ctx context.Context, p currency.Pair, a asset.Item) ([]trade.Data, error)
GetHistoricTrades(ctx context.Context, p currency.Pair, a asset.Item, startTime, endTime time.Time) ([]trade.Data, error)
GetFeeByType(ctx context.Context, f *FeeBuilder) (float64, error)
GetLastPairsUpdateTime() int64
GetWithdrawPermissions() uint32
FormatWithdrawPermissions() string
GetFundingHistory(ctx context.Context) ([]FundHistory, error)
GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, accountID, chain string) (*deposit.Address, error)
GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error)
GetWithdrawalsHistory(ctx context.Context, code currency.Code, a asset.Item) ([]WithdrawalHistory, error)
WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error)
WithdrawFiatFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error)
WithdrawFiatFundsToInternationalBank(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error)
SetHTTPClientUserAgent(ua string) error
GetHTTPClientUserAgent() (string, error)
SetClientProxyAddress(addr string) error
GetDefaultConfig() (*config.Exchange, error)
GetBase() *Base
GetHistoricCandles(ctx context.Context, p currency.Pair, a asset.Item, timeStart, timeEnd time.Time, interval kline.Interval) (kline.Item, error)
GetHistoricCandlesExtended(ctx context.Context, p currency.Pair, a asset.Item, timeStart, timeEnd time.Time, interval kline.Interval) (kline.Item, error)
DisableRateLimiter() error
EnableRateLimiter() error
GetServerTime(ctx context.Context, ai asset.Item) (time.Time, error)
GetWebsocket() (*stream.Websocket, error)
SubscribeToWebsocketChannels(channels []stream.ChannelSubscription) error
UnsubscribeToWebsocketChannels(channels []stream.ChannelSubscription) error
GetSubscriptions() ([]stream.ChannelSubscription, error)
FlushWebsocketChannels() error
AuthenticateWebsocket(ctx context.Context) error
GetOrderExecutionLimits(a asset.Item, cp currency.Pair) (order.MinMaxLevel, error)
CheckOrderExecutionLimits(a asset.Item, cp currency.Pair, price, amount float64, orderType order.Type) error
UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error
GetCredentials(ctx context.Context) (*account.Credentials, error)
ValidateCredentials(ctx context.Context, a asset.Item) error
FunctionalityChecker
AccountManagement
OrderManagement
CurrencyStateManagement
FuturesManagement
}
// OrderManagement defines functionality for order management
type OrderManagement interface {
SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error)
ModifyOrder(ctx context.Context, action *order.Modify) (*order.ModifyResponse, error)
CancelOrder(ctx context.Context, o *order.Cancel) error
CancelBatchOrders(ctx context.Context, o []order.Cancel) (order.CancelBatchResponse, error)
CancelAllOrders(ctx context.Context, orders *order.Cancel) (order.CancelAllResponse, error)
GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error)
GetActiveOrders(ctx context.Context, getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error)
GetOrderHistory(ctx context.Context, getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error)
}
// CurrencyStateManagement defines functionality for currency state management
type CurrencyStateManagement interface {
GetCurrencyStateSnapshot() ([]currencystate.Snapshot, error)
UpdateCurrencyStates(ctx context.Context, a asset.Item) error
CanTradePair(p currency.Pair, a asset.Item) error
CanTrade(c currency.Code, a asset.Item) error
CanWithdraw(c currency.Code, a asset.Item) error
CanDeposit(c currency.Code, a asset.Item) error
}
// AccountManagement defines functionality for exchange account management
type AccountManagement interface {
UpdateAccountInfo(ctx context.Context, a asset.Item) (account.Holdings, error)
FetchAccountInfo(ctx context.Context, a asset.Item) (account.Holdings, error)
HasAssetTypeAccountSegregation() bool
}
// FunctionalityChecker defines functionality for retrieving exchange
// support/enabled features
type FunctionalityChecker interface {
IsEnabled() bool
IsAssetWebsocketSupported(a asset.Item) bool
SupportsAsset(assetType asset.Item) bool
SupportsREST() bool
SupportsWithdrawPermissions(permissions uint32) bool
SupportsRESTTickerBatchUpdates() bool
IsWebsocketEnabled() bool
SupportsWebsocket() bool
SupportsAutoPairUpdates() bool
IsWebsocketAuthenticationSupported() bool
IsRESTAuthenticationSupported() bool
}
// FuturesManagement manages futures orders, pnl and collateral calculations
type FuturesManagement interface {
GetPositionSummary(context.Context, *order.PositionSummaryRequest) (*order.PositionSummary, error)
ScaleCollateral(ctx context.Context, calculator *order.CollateralCalculator) (*order.CollateralByCurrency, error)
CalculateTotalCollateral(context.Context, *order.TotalCollateralCalculator) (*order.TotalCollateralResponse, error)
GetFuturesPositions(context.Context, *order.PositionsRequest) ([]order.PositionDetails, error)
GetFundingRates(context.Context, *order.FundingRatesRequest) ([]order.FundingRates, error)
IsPerpetualFutureCurrency(asset.Item, currency.Pair) (bool, error)
GetCollateralCurrencyForContract(asset.Item, currency.Pair) (currency.Code, asset.Item, error)
GetMarginRatesHistory(context.Context, *margin.RateHistoryRequest) (*margin.RateHistoryResponse, error)
order.PNLCalculation
}