Files
gocryptotrader/engine/exchange.go
Ryan O'Hara-Reid 0a84c5d97a Request package update & rate limit system expansion (#413)
* Initial rework of rework of requester - WIP

* Implementing and checking rate limits - WIP

* implemented coinbene rate limiting shenanigans

* add in remaining WIP

* fixy

* use authenticated rate limit

* drop ceiling as this can be done with a counter later

* add functionality to struct

* purge config options for rate limiting so as to keep things minimal

* prepare futures and swap rate limiting for implementation

* Address linter issues

* Addressed nits, fixed race

* fix linter issue

* remove global var as this was only setting when newrequester was called

* moved rate limit functionality into its own file

* Update Bitfinex with correct rate limit and test endpoints (WIP)

* finish off bitfinex adjustments

* fixes

* fix linter issues

* slowed rate for coinbasepro

* drop rate limit for huobi as the doc times have intermittent 429 issues.

* Set MACOSX_DEPLOYMENT_TARGET to remove linking warning

* Addr Thrasher nits

* Addr glorious nits

* unexport do request function

* fixed nitorinos

* Fixed something I missed

* move disabled rate limiter into loadexchange and use interface functionality

* Add temp quick fix
2020-02-06 11:44:28 +11:00

356 lines
9.6 KiB
Go

package engine
import (
"errors"
"strings"
"sync"
"github.com/thrasher-corp/gocryptotrader/common"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/binance"
"github.com/thrasher-corp/gocryptotrader/exchanges/bitfinex"
"github.com/thrasher-corp/gocryptotrader/exchanges/bitflyer"
"github.com/thrasher-corp/gocryptotrader/exchanges/bithumb"
"github.com/thrasher-corp/gocryptotrader/exchanges/bitmex"
"github.com/thrasher-corp/gocryptotrader/exchanges/bitstamp"
"github.com/thrasher-corp/gocryptotrader/exchanges/bittrex"
"github.com/thrasher-corp/gocryptotrader/exchanges/btcmarkets"
"github.com/thrasher-corp/gocryptotrader/exchanges/btse"
"github.com/thrasher-corp/gocryptotrader/exchanges/coinbasepro"
"github.com/thrasher-corp/gocryptotrader/exchanges/coinbene"
"github.com/thrasher-corp/gocryptotrader/exchanges/coinut"
"github.com/thrasher-corp/gocryptotrader/exchanges/exmo"
"github.com/thrasher-corp/gocryptotrader/exchanges/gateio"
"github.com/thrasher-corp/gocryptotrader/exchanges/gemini"
"github.com/thrasher-corp/gocryptotrader/exchanges/hitbtc"
"github.com/thrasher-corp/gocryptotrader/exchanges/huobi"
"github.com/thrasher-corp/gocryptotrader/exchanges/itbit"
"github.com/thrasher-corp/gocryptotrader/exchanges/kraken"
"github.com/thrasher-corp/gocryptotrader/exchanges/lakebtc"
"github.com/thrasher-corp/gocryptotrader/exchanges/lbank"
"github.com/thrasher-corp/gocryptotrader/exchanges/localbitcoins"
"github.com/thrasher-corp/gocryptotrader/exchanges/okcoin"
"github.com/thrasher-corp/gocryptotrader/exchanges/okex"
"github.com/thrasher-corp/gocryptotrader/exchanges/poloniex"
"github.com/thrasher-corp/gocryptotrader/exchanges/yobit"
"github.com/thrasher-corp/gocryptotrader/exchanges/zb"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
// vars related to exchange functions
var (
ErrNoExchangesLoaded = errors.New("no exchanges have been loaded")
ErrExchangeNotFound = errors.New("exchange not found")
ErrExchangeAlreadyLoaded = errors.New("exchange already loaded")
ErrExchangeFailedToLoad = errors.New("exchange failed to load")
)
func dryrunParamInteraction(param string) {
if !Bot.Settings.CheckParamInteraction {
return
}
if !Bot.Settings.EnableDryRun && !flagSet["dryrun"] {
log.Warnf(log.Global,
"Command line argument '-%s' induces dry run mode."+
" Set -dryrun=false if you wish to override this.",
param)
Bot.Settings.EnableDryRun = true
}
}
// GetExchangeByName returns an exchange given an exchange name
func GetExchangeByName(exchName string) exchange.IBotExchange {
for x := range Bot.Exchanges {
if strings.EqualFold(Bot.Exchanges[x].GetName(), exchName) {
return Bot.Exchanges[x]
}
}
return nil
}
// ReloadExchange loads an exchange config by name
func ReloadExchange(name string) error {
if len(Bot.Exchanges) == 0 {
return ErrNoExchangesLoaded
}
e := GetExchangeByName(name)
if e == nil {
return ErrExchangeNotFound
}
exchCfg, err := Bot.Config.GetExchangeConfig(name)
if err != nil {
return err
}
e.Setup(exchCfg)
log.Debugf(log.ExchangeSys, "%s exchange reloaded successfully.\n", name)
return nil
}
// UnloadExchange unloads an exchange by name
func UnloadExchange(name string) error {
if len(Bot.Exchanges) == 0 {
return ErrNoExchangesLoaded
}
if GetExchangeByName(name) == nil {
return ErrExchangeNotFound
}
exchCfg, err := Bot.Config.GetExchangeConfig(name)
if err != nil {
return err
}
exchCfg.Enabled = false
err = Bot.Config.UpdateExchangeConfig(exchCfg)
if err != nil {
return err
}
for x := range Bot.Exchanges {
if strings.EqualFold(Bot.Exchanges[x].GetName(), name) {
Bot.Exchanges[x].SetEnabled(false)
Bot.Exchanges = append(Bot.Exchanges[:x], Bot.Exchanges[x+1:]...)
return nil
}
}
return ErrExchangeNotFound
}
// LoadExchange loads an exchange by name
func LoadExchange(name string, useWG bool, wg *sync.WaitGroup) error {
nameLower := strings.ToLower(name)
var exch exchange.IBotExchange
if len(Bot.Exchanges) > 0 {
if GetExchangeByName(name) != nil {
return ErrExchangeAlreadyLoaded
}
}
switch nameLower {
case "binance":
exch = new(binance.Binance)
case "bitfinex":
exch = new(bitfinex.Bitfinex)
case "bitflyer":
exch = new(bitflyer.Bitflyer)
case "bithumb":
exch = new(bithumb.Bithumb)
case "bitmex":
exch = new(bitmex.Bitmex)
case "bitstamp":
exch = new(bitstamp.Bitstamp)
case "bittrex":
exch = new(bittrex.Bittrex)
case "btc markets":
exch = new(btcmarkets.BTCMarkets)
case "btse":
exch = new(btse.BTSE)
case "coinbene":
exch = new(coinbene.Coinbene)
case "coinut":
exch = new(coinut.COINUT)
case "exmo":
exch = new(exmo.EXMO)
case "coinbasepro":
exch = new(coinbasepro.CoinbasePro)
case "gateio":
exch = new(gateio.Gateio)
case "gemini":
exch = new(gemini.Gemini)
case "hitbtc":
exch = new(hitbtc.HitBTC)
case "huobi":
exch = new(huobi.HUOBI)
case "itbit":
exch = new(itbit.ItBit)
case "kraken":
exch = new(kraken.Kraken)
case "lakebtc":
exch = new(lakebtc.LakeBTC)
case "lbank":
exch = new(lbank.Lbank)
case "localbitcoins":
exch = new(localbitcoins.LocalBitcoins)
case "okcoin international":
exch = new(okcoin.OKCoin)
case "okex":
exch = new(okex.OKEX)
case "poloniex":
exch = new(poloniex.Poloniex)
case "yobit":
exch = new(yobit.Yobit)
case "zb":
exch = new(zb.ZB)
default:
return ErrExchangeNotFound
}
if exch == nil {
return ErrExchangeFailedToLoad
}
exch.SetDefaults()
exchCfg, err := Bot.Config.GetExchangeConfig(name)
if err != nil {
return err
}
if Bot.Settings.EnableAllPairs {
if exchCfg.CurrencyPairs != nil {
dryrunParamInteraction("enableallpairs")
assets := exchCfg.CurrencyPairs.GetAssetTypes()
for x := range assets {
pairs := exchCfg.CurrencyPairs.GetPairs(assets[x], false)
exchCfg.CurrencyPairs.StorePairs(assets[x], pairs, true)
}
}
}
if Bot.Settings.EnableExchangeVerbose {
dryrunParamInteraction("exchangeverbose")
exchCfg.Verbose = true
}
if Bot.Settings.EnableExchangeWebsocketSupport {
dryrunParamInteraction("exchangewebsocketsupport")
if exchCfg.Features != nil {
if exchCfg.Features.Supports.Websocket {
exchCfg.Features.Enabled.Websocket = true
}
}
}
if Bot.Settings.EnableExchangeAutoPairUpdates {
dryrunParamInteraction("exchangeautopairupdates")
if exchCfg.Features != nil {
if exchCfg.Features.Supports.RESTCapabilities.AutoPairUpdates {
exchCfg.Features.Enabled.AutoPairUpdates = true
}
}
}
if Bot.Settings.DisableExchangeAutoPairUpdates {
dryrunParamInteraction("exchangedisableautopairupdates")
if exchCfg.Features != nil {
if exchCfg.Features.Supports.RESTCapabilities.AutoPairUpdates {
exchCfg.Features.Enabled.AutoPairUpdates = false
}
}
}
if Bot.Settings.ExchangeHTTPUserAgent != "" {
dryrunParamInteraction("exchangehttpuseragent")
exchCfg.HTTPUserAgent = Bot.Settings.ExchangeHTTPUserAgent
}
if Bot.Settings.ExchangeHTTPProxy != "" {
dryrunParamInteraction("exchangehttpproxy")
exchCfg.ProxyAddress = Bot.Settings.ExchangeHTTPProxy
}
if Bot.Settings.ExchangeHTTPTimeout != exchange.DefaultHTTPTimeout {
dryrunParamInteraction("exchangehttptimeout")
exchCfg.HTTPTimeout = Bot.Settings.ExchangeHTTPTimeout
}
if Bot.Settings.EnableExchangeHTTPDebugging {
dryrunParamInteraction("exchangehttpdebugging")
exchCfg.HTTPDebugging = Bot.Settings.EnableExchangeHTTPDebugging
}
if Bot.Settings.EnableAllExchanges {
dryrunParamInteraction("enableallexchanges")
}
exchCfg.Enabled = true
err = exch.Setup(exchCfg)
if err != nil {
return err
}
if !Bot.Settings.EnableExchangeHTTPRateLimiter {
log.Warnf(log.ExchangeSys,
"Loaded exchange %s rate limiting has been turned off.\n",
exch.GetName())
err = exch.DisableRateLimiter()
if err != nil {
log.Errorf(log.ExchangeSys,
"Loaded exchange %s rate limiting cannot be turned off: %s.\n",
exch.GetName(),
err)
}
}
Bot.Exchanges = append(Bot.Exchanges, exch)
base := exch.GetBase()
if base.API.AuthenticatedSupport ||
base.API.AuthenticatedWebsocketSupport {
err = exch.ValidateCredentials()
if err != nil {
log.Warnf(log.ExchangeSys,
"%s: Cannot validate credentials, authenticated support has been disabled, Error: %s\n",
base.Name,
err)
base.API.AuthenticatedSupport = false
base.API.AuthenticatedWebsocketSupport = false
exchCfg.API.AuthenticatedSupport = false
exchCfg.API.AuthenticatedWebsocketSupport = false
}
}
if useWG {
exch.Start(wg)
} else {
tempWG := sync.WaitGroup{}
exch.Start(&tempWG)
tempWG.Wait()
}
return nil
}
// SetupExchanges sets up the exchanges used by the Bot
func SetupExchanges() {
var wg sync.WaitGroup
configs := Bot.Config.GetAllExchangeConfigs()
for x := range configs {
if e := GetExchangeByName(configs[x].Name); e != nil {
err := ReloadExchange(configs[x].Name)
if err != nil {
log.Errorf(log.ExchangeSys, "ReloadExchange %s failed: %s\n", configs[x].Name, err)
continue
}
if !e.IsEnabled() {
UnloadExchange(configs[x].Name)
continue
}
return
}
if !configs[x].Enabled && !Bot.Settings.EnableAllExchanges {
log.Debugf(log.ExchangeSys, "%s: Exchange support: Disabled\n", configs[x].Name)
continue
}
err := LoadExchange(configs[x].Name, true, &wg)
if err != nil {
log.Errorf(log.ExchangeSys, "LoadExchange %s failed: %s\n", configs[x].Name, err)
continue
}
log.Debugf(log.ExchangeSys,
"%s: Exchange support: Enabled (Authenticated API support: %s - Verbose mode: %s).\n",
configs[x].Name,
common.IsEnabled(configs[x].API.AuthenticatedSupport),
common.IsEnabled(configs[x].Verbose),
)
}
wg.Wait()
}