Files
gocryptotrader/engine/routines.go
Adrian Gallagher 63191ce3ec Engine QA (#381)
* 1) Update Dockerfile/docker-compose.yml
2) Remove inline strings for buy/sell/test pairs
3) Remove dangerous order submission values
4) Fix consistency with audit_events (all other spec files use
CamelCase)
5) Update web websocket endpoint
6) Fix main param set (and induce dryrun mode on specific command line
params)

* Engine QA

Link up exchange syncer to cmd params, disarm market selling bombs and fix OKEX endpoints

* Fix linter issue after merge

* Engine QA changes

Template updates
Wrapper code cleanup
Disarmed order bombs
Documentation updates

* Daily engine QA

Bitstamp improvements
Spelling mistakes
Add Coinbene exchange to support list
Protect API authenticated calls for Coinbene/LBank

* Engine QA changes

Fix exchange_wrapper_coverage tool
Add SupportsAsset to exchange interface
Fix inline string usage and add BCH withdrawal support

* Engine QA

Fix Bitstamp types
Inform user of errors when parsing time accross the codebase
Change time parsing warnings to errors (as they are)
Update markdown docs [with linter fixes]

* Engine QA changes

1) Add test for dryrunParamInteraction
2) Disarm OKCoin/OKEX bombs if someone accidently sets canManipulateRealOrders to true and runs all package tests
3) Actually check exchange setup errors for BTSE and Coinbene, plus address this in the wrapper template
4) Hardcode missing/non-retrievable contributors and bump the contributors
5) Convert numbers/strings to meaningful types in Bitstamp and OKEX
6) If WS is supported for the exchange wrapper template, preset authWebsocketSupport var

* Fix the shadow people

* Link the SyncContinuously paramerino

* Also show SyncContinuously in engine.PrintSettings

* Address nitterinos and use correct filepath for logs

* Bitstamp: Extract ALL THE APM

* Fix additional nitterinos

* Fix time parsing error for Bittrex
2019-11-22 16:07:30 +11:00

355 lines
10 KiB
Go

package engine
import (
"errors"
"fmt"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/stats"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
func printCurrencyFormat(price float64) string {
displaySymbol, err := currency.GetSymbolByCurrencyName(Bot.Config.Currency.FiatDisplayCurrency)
if err != nil {
log.Errorf(log.Global, "Failed to get display symbol: %s\n", err)
}
return fmt.Sprintf("%s%.8f", displaySymbol, price)
}
func printConvertCurrencyFormat(origCurrency currency.Code, origPrice float64) string {
displayCurrency := Bot.Config.Currency.FiatDisplayCurrency
conv, err := currency.ConvertCurrency(origPrice,
origCurrency,
displayCurrency)
if err != nil {
log.Errorf(log.Global, "Failed to convert currency: %s\n", err)
}
displaySymbol, err := currency.GetSymbolByCurrencyName(displayCurrency)
if err != nil {
log.Errorf(log.Global, "Failed to get display symbol: %s\n", err)
}
origSymbol, err := currency.GetSymbolByCurrencyName(origCurrency)
if err != nil {
log.Errorf(log.Global, "Failed to get original currency symbol for %s: %s\n",
origCurrency,
err)
}
return fmt.Sprintf("%s%.2f %s (%s%.2f %s)",
displaySymbol,
conv,
displayCurrency,
origSymbol,
origPrice,
origCurrency,
)
}
func printTickerSummary(result *ticker.Price, p currency.Pair, assetType asset.Item, exchangeName string, err error) {
if err != nil {
log.Errorf(log.Ticker, "Failed to get %s %s ticker. Error: %s\n",
p.String(),
exchangeName,
err)
return
}
stats.Add(exchangeName, p, assetType, result.Last, result.Volume)
if p.Quote.IsFiatCurrency() &&
p.Quote != Bot.Config.Currency.FiatDisplayCurrency {
origCurrency := p.Quote.Upper()
log.Infof(log.Ticker, "%s %s %s: TICKER: Last %s Ask %s Bid %s High %s Low %s Volume %.8f\n",
exchangeName,
FormatCurrency(p).String(),
strings.ToUpper(assetType.String()),
printConvertCurrencyFormat(origCurrency, result.Last),
printConvertCurrencyFormat(origCurrency, result.Ask),
printConvertCurrencyFormat(origCurrency, result.Bid),
printConvertCurrencyFormat(origCurrency, result.High),
printConvertCurrencyFormat(origCurrency, result.Low),
result.Volume)
} else {
if p.Quote.IsFiatCurrency() &&
p.Quote == Bot.Config.Currency.FiatDisplayCurrency {
log.Infof(log.Ticker, "%s %s %s: TICKER: Last %s Ask %s Bid %s High %s Low %s Volume %.8f\n",
exchangeName,
FormatCurrency(p).String(),
strings.ToUpper(assetType.String()),
printCurrencyFormat(result.Last),
printCurrencyFormat(result.Ask),
printCurrencyFormat(result.Bid),
printCurrencyFormat(result.High),
printCurrencyFormat(result.Low),
result.Volume)
} else {
log.Infof(log.Ticker, "%s %s %s: TICKER: Last %.8f Ask %.8f Bid %.8f High %.8f Low %.8f Volume %.8f\n",
exchangeName,
FormatCurrency(p).String(),
strings.ToUpper(assetType.String()),
result.Last,
result.Ask,
result.Bid,
result.High,
result.Low,
result.Volume)
}
}
}
func printOrderbookSummary(result *orderbook.Base, p currency.Pair, assetType asset.Item, exchangeName string, err error) {
if err != nil {
log.Errorf(log.OrderBook, "Failed to get %s %s orderbook of type %s. Error: %s\n",
p,
exchangeName,
assetType,
err)
return
}
bidsAmount, bidsValue := result.TotalBidsAmount()
asksAmount, asksValue := result.TotalAsksAmount()
if p.Quote.IsFiatCurrency() &&
p.Quote != Bot.Config.Currency.FiatDisplayCurrency {
origCurrency := p.Quote.Upper()
log.Infof(log.OrderBook, "%s %s %s: ORDERBOOK: Bids len: %d Amount: %f %s. Total value: %s Asks len: %d Amount: %f %s. Total value: %s\n",
exchangeName,
FormatCurrency(p).String(),
strings.ToUpper(assetType.String()),
len(result.Bids),
bidsAmount,
p.Base.String(),
printConvertCurrencyFormat(origCurrency, bidsValue),
len(result.Asks),
asksAmount,
p.Base.String(),
printConvertCurrencyFormat(origCurrency, asksValue),
)
} else {
if p.Quote.IsFiatCurrency() &&
p.Quote == Bot.Config.Currency.FiatDisplayCurrency {
log.Infof(log.OrderBook, "%s %s %s: ORDERBOOK: Bids len: %d Amount: %f %s. Total value: %s Asks len: %d Amount: %f %s. Total value: %s\n",
exchangeName,
FormatCurrency(p).String(),
strings.ToUpper(assetType.String()),
len(result.Bids),
bidsAmount,
p.Base.String(),
printCurrencyFormat(bidsValue),
len(result.Asks),
asksAmount,
p.Base.String(),
printCurrencyFormat(asksValue),
)
} else {
log.Infof(log.OrderBook, "%s %s %s: ORDERBOOK: Bids len: %d Amount: %f %s. Total value: %f Asks len: %d Amount: %f %s. Total value: %f\n",
exchangeName,
FormatCurrency(p).String(),
strings.ToUpper(assetType.String()),
len(result.Bids),
bidsAmount,
p.Base.String(),
bidsValue,
len(result.Asks),
asksAmount,
p.Base.String(),
asksValue,
)
}
}
}
func relayWebsocketEvent(result interface{}, event, assetType, exchangeName string) {
evt := WebsocketEvent{
Data: result,
Event: event,
AssetType: assetType,
Exchange: exchangeName,
}
err := BroadcastWebsocketMessage(evt)
if err != nil {
log.Errorf(log.WebsocketMgr, "Failed to broadcast websocket event %v. Error: %s\n",
event, err)
}
}
// WebsocketRoutine Initial routine management system for websocket
func WebsocketRoutine() {
if Bot.Settings.Verbose {
log.Debugln(log.WebsocketMgr, "Connecting exchange websocket services...")
}
for i := range Bot.Exchanges {
go func(i int) {
if Bot.Exchanges[i].SupportsWebsocket() {
if Bot.Settings.Verbose {
log.Debugf(log.WebsocketMgr, "Exchange %s websocket support: Yes Enabled: %v\n", Bot.Exchanges[i].GetName(),
common.IsEnabled(Bot.Exchanges[i].IsWebsocketEnabled()))
}
// TO-DO: expose IsConnected() and IsConnecting so this can be simplified
if Bot.Exchanges[i].IsWebsocketEnabled() {
ws, err := Bot.Exchanges[i].GetWebsocket()
if err != nil {
log.Errorf(log.WebsocketMgr, "Exchange %s GetWebsocket error: %s\n",
Bot.Exchanges[i].GetName(), err)
return
}
// Exchange sync manager might have already started ws
// service or is in the process of connecting, so check
if ws.IsConnected() || ws.IsConnecting() {
return
}
// Data handler routine
go WebsocketDataHandler(ws)
err = ws.Connect()
if err != nil {
log.Errorf(log.WebsocketMgr, "%v\n", err)
}
}
} else if Bot.Settings.Verbose {
log.Debugf(log.WebsocketMgr, "Exchange %s websocket support: No\n", Bot.Exchanges[i].GetName())
}
}(i)
}
}
var shutdowner = make(chan struct{}, 1)
var wg sync.WaitGroup
// Websocketshutdown shuts down the exchange routines and then shuts down
// governing routines
func Websocketshutdown(ws *wshandler.Websocket) error {
err := ws.Shutdown() // shutdown routines on the exchange
if err != nil {
log.Errorf(log.WebsocketMgr, "routines.go error - failed to shutdown %s\n", err)
}
timer := time.NewTimer(5 * time.Second)
c := make(chan struct{}, 1)
go func(c chan struct{}) {
close(shutdowner)
wg.Wait()
c <- struct{}{}
}(c)
select {
case <-timer.C:
return errors.New("routines.go error - failed to shutdown routines")
case <-c:
return nil
}
}
// WebsocketDataHandler handles websocket data coming from a websocket feed
// associated with an exchange
func WebsocketDataHandler(ws *wshandler.Websocket) {
wg.Add(1)
defer wg.Done()
for {
select {
case <-shutdowner:
return
case data := <-ws.DataHandler:
switch d := data.(type) {
case string:
switch d {
case wshandler.WebsocketNotEnabled:
if Bot.Settings.Verbose {
log.Warnf(log.WebsocketMgr, "routines.go warning - exchange %s websocket not enabled\n",
ws.GetName())
}
default:
log.Info(log.WebsocketMgr, d)
}
case error:
log.Errorf(log.WebsocketMgr, "routines.go exchange %s websocket error - %s", ws.GetName(), data)
case wshandler.TradeData:
// Trade Data
// if Bot.Settings.Verbose {
// log.Println("Websocket trades Updated: ", data.(exchange.TradeData))
// }
case wshandler.TickerData:
// Ticker data
// if Bot.Settings.Verbose {
// log.Println("Websocket Ticker Updated: ", data.(exchange.TickerData))
// }
tickerNew := ticker.Price{
Last: d.Last,
High: d.High,
Low: d.Low,
Bid: d.Bid,
Ask: d.Ask,
Volume: d.Volume,
QuoteVolume: d.QuoteVolume,
PriceATH: d.PriceATH,
Open: d.Open,
Close: d.Close,
Pair: d.Pair,
LastUpdated: d.Timestamp,
}
if Bot.Settings.EnableExchangeSyncManager && Bot.ExchangeCurrencyPairManager != nil {
Bot.ExchangeCurrencyPairManager.update(ws.GetName(),
d.Pair, d.AssetType, SyncItemTicker, nil)
}
err := ticker.ProcessTicker(ws.GetName(), &tickerNew, d.AssetType)
if err != nil {
log.Errorf(log.WebsocketMgr, "routines.go exchange %s websocket error - %s", ws.GetName(), err)
}
printTickerSummary(&tickerNew, tickerNew.Pair, d.AssetType, ws.GetName(), nil)
case wshandler.KlineData:
// Kline data
if Bot.Settings.Verbose {
log.Infof(log.WebsocketMgr, "Websocket Kline Updated: %v\n", d)
}
case wshandler.WebsocketOrderbookUpdate:
// Orderbook data
result := data.(wshandler.WebsocketOrderbookUpdate)
if Bot.Settings.EnableExchangeSyncManager && Bot.ExchangeCurrencyPairManager != nil {
Bot.ExchangeCurrencyPairManager.update(ws.GetName(),
result.Pair, result.Asset, SyncItemOrderbook, nil)
}
// TO-DO: printOrderbookSummary
//nolint:gocritic
if Bot.Settings.Verbose {
log.Infof(log.WebsocketMgr,
"Websocket %s %s orderbook updated\n",
ws.GetName(),
FormatCurrency(result.Pair),
)
}
default:
if Bot.Settings.Verbose {
log.Warnf(log.WebsocketMgr,
"Websocket %s Unknown type: %v\n",
ws.GetName(),
d)
}
}
}
}
}