Files
gocryptotrader/tools/exchange_template/wrapper_file.tmpl
Scott 0fbf8b172a Websocket orderbook buffering (#333)
* Initial commit setting up a map orderbook system with a buffer. It will write to the buffer, sort apply to main orderbook and then process.

* Moves namespaces again

* Updates orderbook to use a sweet new WebsocketOrderbookUpdate type to handle all updates whether its using ID or not. So good. Adds many tests

* Starting to implement orderbook update handling per exchange. Updates namespaces again. Hopefuylly will find a way to update via ID not timestamp, too many endpoints dont provide update timestamps

* Changes orderbookbuffer to use BufferUpdate type instead of orderbook.Base to achieve more functionality and no need for type conversion functions. Updates tests

* Updates all instances of ws.orderbook.Update. Simplifies some orderbook logic

* Introduces toggleable buffer. Renames orderbooks. Completes implementation for everywhere but OKGroup due to hash calculation

* Implements orderbook update for okgroup, but forgets about the orderbook hash checking

* Fixes okgroup checksum calculation. Fixes linting issue. Removes redundant Kraken tests.

* Introduces sorting toggle and separates from buffer toggle. Uses benchmarks to highlight performance gains

* Fixes Gemini rate limit and parsing. Removes comments and fixes typos

* Fixes bitfinex orderbook processing

* Inbuilt sorting, minor fixes for websocket implementations. Improves test coverage

* Adds surprise LakeBTC websocket support

* Fixes data race

* Fixes rebasing issues due to namespace movements

* Addresses PR nits: moves folder namespace from ws to websocket. Removes line spaces in imports. Fixes lakebtc websocket returns and defer fucntions. Fixes comments

* Adds poloniex orderook sorting support

* Enables bitstamp and hitbtc orderbook sorting. Fixes poloniex's sorting

* Renames namespaces and combines monitor and connection into wshandler. Removes unused SPOT const. Changes how orderbook stuff is loaded. It is done in startup with a setup. Removes exchange name from loadsnapshot as well

* Removes the connection.go from rebasing issues. Removes error response from functions used in goroutines

* Fixes test with exchange name output change

* Fixes issues where copy and paste and replace all were used poorly
2019-08-13 09:32:59 +10:00

213 lines
8.5 KiB
Cheetah

{{define "wrapper"}}
package {{.Name}}
import (
"sync"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency/pair"
"github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
// Start starts the {{.CapitalName}} go routine
func ({{.Variable}} *{{.CapitalName}}) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
{{.Variable}}.Run()
wg.Done()
}()
}
// Run implements the {{.CapitalName}} wrapper
func ({{.Variable}} *{{.CapitalName}}) Run() {
if {{.Variable}}.Verbose {
{{if .WS}} log.Debugf("%s Websocket: %s. (url: %s).\n", {{.Variable}}.GetName(), common.IsEnabled({{.Variable}}.Websocket.IsEnabled()), {{.Variable}}.Websocket.GetWebsocketURL()) {{end}}
log.Debugf("%s polling delay: %ds.\n", {{.Variable}}.GetName(), {{.Variable}}.RESTPollingDelay)
log.Debugf("%s %d currencies enabled: %s.\n", {{.Variable}}.GetName(), len({{.Variable}}.EnabledPairs), {{.Variable}}.EnabledPairs)
}
}
// UpdateTicker updates and returns the ticker for a currency pair
func ({{.Variable}} *{{.CapitalName}}) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
var tickerPrice ticker.Price
// NOTE EXAMPLE FOR GETTING TICKER PRICE
//tick, err := {{.Variable}}.GetTickers()
//if err != nil {
// return tickerPrice, err
//}
//for _, x := range {{.Variable}}.GetEnabledCurrencies() {
//curr := exchange.FormatExchangeCurrency({{.Variable}}.Name, x)
//for y := range tick {
// if tick[y].Symbol == curr.String() {
// tickerPrice.Pair = x
// tickerPrice.Ask = tick[y].AskPrice
// tickerPrice.Bid = tick[y].BidPrice
// tickerPrice.High = tick[y].HighPrice
// tickerPrice.Last = tick[y].LastPrice
// tickerPrice.Low = tick[y].LowPrice
// tickerPrice.Volume = tick[y].Volume
// ticker.ProcessTicker({{.Variable}}.Name, x, &tickerPrice, assetType)
// }
// }
//}
//return ticker.GetTicker({{.Variable}}.Name, p, assetType)
return tickerPrice, nil // NOTE DO NOT USE AS RETURN
}
// GetTickerPrice returns the ticker for a currency pair
func ({{.Variable}} *{{.CapitalName}}) GetTickerPrice(p currency.Pair, assetType string) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker({{.Variable}}.GetName(), p, assetType)
if err != nil {
return {{.Variable}}.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// GetOrderbookEx returns orderbook base on the currency pair
func ({{.Variable}} *{{.CapitalName}}) GetOrderbookEx(currency currency.Pair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.Get({{.Variable}}.GetName(), currency, assetType)
if err != nil {
return {{.Variable}}.UpdateOrderbook(currency, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func ({{.Variable}} *{{.CapitalName}}) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
//NOTE UPDATE ORDERBOOK EXAMPLE
//orderbookNew, err := {{.Variable}}.GetOrderBook(exchange.FormatExchangeCurrency({{.Variable}}.Name, p).String(), 1000)
//if err != nil {
// return orderBook, err
//}
//for _, bids := range orderbookNew.Bids {
// orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: bids.Quantity, Price: bids.Price})
//}
//for _, asks := range orderbookNew.Asks {
// orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: asks.Quantity, Price: asks.Price})
//}
//orderbook.ProcessOrderbook(b.GetName(), p, orderBook, assetType)
//return orderbook.Get({{.Variable}}.Name, p, assetType)
return orderBook, nil // NOTE DO NOT USE AS RETURN
}
// GetAccountInfo retrieves balances for all enabled currencies for the
// {{.CapitalName}} exchange
func ({{.Variable}} *{{.CapitalName}}) GetAccountInfo() (exchange.AccountInfo, error) {
return exchange.AccountInfo{}, common.ErrNotYetImplemented
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func ({{.Variable}} *{{.CapitalName}}) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrNotYetImplemented
}
// GetExchangeHistory returns historic trade data since exchange opening.
func ({{.Variable}} *{{.CapitalName}}) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func ({{.Variable}} *{{.CapitalName}}) SubmitOrder(p currency.Pair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, clientID string) (exchange.SubmitOrderResponse, error) {
return exchange.SubmitOrderResponse{}, common.ErrNotYetImplemented
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func ({{.Variable}} *{{.CapitalName}}) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
return "", common.ErrNotYetImplemented
}
// CancelOrder cancels an order by its corresponding ID number
func ({{.Variable}} *{{.CapitalName}}) CancelOrder(order *exchange.OrderCancellation) error {
return common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func ({{.Variable}} *{{.CapitalName}}) CancelAllOrders(orderCancellation *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
return exchange.CancelAllOrdersResponse{}, common.ErrNotYetImplemented
}
// GetOrderInfo returns information on a current open order
func ({{.Variable}} *{{.CapitalName}}) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
return exchange.OrderDetail{}, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func ({{.Variable}} *{{.CapitalName}}) GetDepositAddress(cryptocurrency pair.CurrencyItem, accountID string) (string, error) {
return "", common.ErrNotYetImplemented
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func ({{.Variable}} *{{.CapitalName}}) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrNotYetImplemented
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
// submitted
func ({{.Variable}} *{{.CapitalName}}) WithdrawFiatFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrNotYetImplemented
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is
// submitted
func ({{.Variable}} *{{.CapitalName}}) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrNotYetImplemented
}
// GetWebsocket returns a pointer to the exchange websocket
func ({{.Variable}} *{{.CapitalName}}) GetWebsocket() (*exchange.Websocket, error) {
return nil, common.ErrNotYetImplemented
}
// GetActiveOrders retrieves any orders that are active/open
func ({{.Variable}} *{{.CapitalName}}) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
return nil, common.ErrNotYetImplemented
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func ({{.Variable}} *{{.CapitalName}}) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
return nil, common.ErrNotYetImplemented
}
// GetFeeByType returns an estimate of fee based on the type of transaction
func ({{.Variable}} *{{.CapitalName}}) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
return 0, common.ErrNotYetImplemented
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func ({{.Variable}} *{{.CapitalName}}) SubscribeToWebsocketChannels(channels []monitor.WebsocketChannelSubscription) error {
{{.Variable}}.Websocket.SubscribeToChannels(channels)
return nil
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func ({{.Variable}} *{{.CapitalName}}) UnsubscribeToWebsocketChannels(channels []monitor.WebsocketChannelSubscription) error {
{{.Variable}}.Websocket.UnubscribeToChannels(channels)
return nil
}
// GetSubscriptions returns a copied list of subscriptions
func ({{.Variable}} *{{.CapitalName}}) GetSubscriptions() ([]monitor.WebsocketChannelSubscription, error) {
return nil, common.ErrNotYetImplemented
}
// AuthenticateWebsocket sends an authentication message to the websocket
func ({{.Variable}} *{{.CapitalName}}) AuthenticateWebsocket() error {
return common.ErrNotYetImplemented
}
{{end}}