Files
gocryptotrader/engine/helpers.go
Samuael A. 3f534a15f1 cmd/exchange_template, exchanges: Update templates and propogate to exchanges (#1777)
* Added TimeInForce type and updated related files

* Linter issue fix and minor coinbasepro type update

* Bitrex consts update

* added unit test and minor changes in bittrex

* Unit tests update

* Fix minor linter issues

* Update TestStringToTimeInForce unit test

* Exchange test template change

* A different approach

* fix conflict with gateio timeInForce

* minor exchange template update

* Minor fix to test_files template

* Update order tests

* Complete updating the order unit tests

* Updating exchange wrapper and test template files

* update kucoin and deribit wrapper to match the time in force change

* minor comment update

* fix time-in-force related test errors

* linter issue fix

* ADD_NEW_EXCHANGE documentation update

* time in force constants, functions and unit tests update

* shift tif policies to TimeInForce

* Update time-in-force, related functions, and unit tests

* fix linter issue and time-in-force processing

* added a good till crossing tif value

* order type fix and fix related tim-in-force entries

* update time-in-force unmarshaling and unit test

* consistency guideline added

* fix time-in-force error in gateio

* linter issue fix

* update based on review comments

* add unit test and fix missing issues

* minor fix and added benchmark unit test

* change GTT to GTC for limit

* fix linter issue

* added time-in-force value to place order param

* fix minor issues based on review comment and move tif code to separate files

* update on exchanges linked to time-in-force

* resolve missing review comments

* minor linter issues fix

* added time-in-force handler and update timeInForce parametered endpoint

* minor fixes based on review

* nits fix

* update based on review

* linter fix

* rm getTimeInForce func and minor change to time-in-force

* minor change

* update based on review comments

* wrappers and time-in-force calling approach

* minor change

* update gateio string to timeInForce conversion and unit test

* update exchange template

* update wrapper template file

* policy comments, and template files update

* rename all exchange types name to Exchange

* update on template files and template generation

* templates and generation code and other updates

* linter issue fix

* added subscriptions and websocket templates

* update ADD_NEW_EXCHANGE.md with recent binance functions and implementations

* rename template files and update unit tests

* minor template and unit test fix

* rename templates and fix on unit tests

* update on template files and documentation

* removed unnecessary tag fix and update templates

* fix Add_NEW_EXCHANGE.md doc file

* formatting, comments, and error checks update on template files

* rename exchange receivers to e and ex for consistency

* rename unit test exchange receiver and minor updates

* linter issues fix

* fix deribit issue and minor style update

* fix test issues caused by receiver change

* raname local variables exchange declaration variables

* update templates comments

* update templates and related comments

* renamed ex to e

* update template comments

* toggle WS to false to improve coverage

* template comments update

* added test coverage to Ws enabled and minor changes

---------

Co-authored-by: Samuel Reid <43227667+cranktakular@users.noreply.github.com>
2025-07-17 10:46:36 +10:00

1040 lines
33 KiB
Go

package engine
import (
"context"
"crypto/ecdsa"
"crypto/elliptic"
"crypto/rand"
"crypto/x509"
"crypto/x509/pkix"
"encoding/pem"
"errors"
"fmt"
"math/big"
"net"
"os"
"path/filepath"
"strings"
"sync"
"time"
"github.com/pquerna/otp/totp"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/file"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/dispatch"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/binance"
"github.com/thrasher-corp/gocryptotrader/exchanges/binanceus"
"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/btcmarkets"
"github.com/thrasher-corp/gocryptotrader/exchanges/btse"
"github.com/thrasher-corp/gocryptotrader/exchanges/bybit"
"github.com/thrasher-corp/gocryptotrader/exchanges/coinbasepro"
"github.com/thrasher-corp/gocryptotrader/exchanges/coinut"
"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
"github.com/thrasher-corp/gocryptotrader/exchanges/deribit"
"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/kraken"
"github.com/thrasher-corp/gocryptotrader/exchanges/kucoin"
"github.com/thrasher-corp/gocryptotrader/exchanges/lbank"
"github.com/thrasher-corp/gocryptotrader/exchanges/okx"
"github.com/thrasher-corp/gocryptotrader/exchanges/poloniex"
"github.com/thrasher-corp/gocryptotrader/exchanges/stats"
"github.com/thrasher-corp/gocryptotrader/exchanges/yobit"
"github.com/thrasher-corp/gocryptotrader/gctscript/vm"
"github.com/thrasher-corp/gocryptotrader/log"
)
var (
errCertExpired = errors.New("gRPC TLS certificate has expired")
errCertDataIsNil = errors.New("gRPC TLS certificate PEM data is nil")
errCertTypeInvalid = errors.New("gRPC TLS certificate type is invalid")
errSubsystemNotFound = errors.New("subsystem not found")
errGRPCManagementFault = errors.New("cannot manage GRPC subsystem via GRPC. Please manually change your config")
)
// GetSubsystemsStatus returns the status of various subsystems
func (bot *Engine) GetSubsystemsStatus() map[string]bool {
return map[string]bool{
CommunicationsManagerName: bot.CommunicationsManager.IsRunning(),
ConnectionManagerName: bot.connectionManager.IsRunning(),
OrderManagerName: bot.OrderManager.IsRunning(),
PortfolioManagerName: bot.portfolioManager.IsRunning(),
NTPManagerName: bot.ntpManager.IsRunning(),
DatabaseConnectionManagerName: bot.DatabaseManager.IsRunning(),
SyncManagerName: bot.Settings.EnableExchangeSyncManager,
grpcName: bot.Settings.EnableGRPC,
grpcProxyName: bot.Settings.EnableGRPCProxy,
vm.Name: bot.gctScriptManager.IsRunning(),
DeprecatedName: bot.Settings.EnableDeprecatedRPC,
WebsocketName: bot.Settings.EnableWebsocketRPC,
dispatch.Name: dispatch.IsRunning(),
dataHistoryManagerName: bot.dataHistoryManager.IsRunning(),
CurrencyStateManagementName: bot.currencyStateManager.IsRunning(),
}
}
// RPCEndpoint stores an RPC endpoint status and addr
type RPCEndpoint struct {
Started bool
ListenAddr string
}
// GetRPCEndpoints returns a list of RPC endpoints and their listen addrs
func (bot *Engine) GetRPCEndpoints() (map[string]RPCEndpoint, error) {
if bot.Config == nil {
return nil, errNilConfig
}
return map[string]RPCEndpoint{
grpcName: {
Started: bot.Settings.EnableGRPC,
ListenAddr: "grpc://" + bot.Config.RemoteControl.GRPC.ListenAddress,
},
grpcProxyName: {
Started: bot.Settings.EnableGRPCProxy,
ListenAddr: "https://" + bot.Config.RemoteControl.GRPC.GRPCProxyListenAddress,
},
DeprecatedName: {
Started: bot.Settings.EnableDeprecatedRPC,
ListenAddr: "http://" + bot.Config.RemoteControl.DeprecatedRPC.ListenAddress,
},
WebsocketName: {
Started: bot.Settings.EnableWebsocketRPC,
ListenAddr: "ws://" + bot.Config.RemoteControl.WebsocketRPC.ListenAddress,
},
}, nil
}
// SetSubsystem enables or disables an engine subsystem
func (bot *Engine) SetSubsystem(subSystemName string, enable bool) error {
if bot == nil {
return errNilBot
}
if bot.Config == nil {
return errNilConfig
}
var err error
switch strings.ToLower(subSystemName) {
case CommunicationsManagerName:
if enable {
if bot.CommunicationsManager == nil {
communicationsConfig := bot.Config.GetCommunicationsConfig()
bot.CommunicationsManager, err = SetupCommunicationManager(&communicationsConfig)
if err != nil {
return err
}
}
return bot.CommunicationsManager.Start()
}
return bot.CommunicationsManager.Stop()
case ConnectionManagerName:
if enable {
if bot.connectionManager == nil {
bot.connectionManager, err = setupConnectionManager(&bot.Config.ConnectionMonitor)
if err != nil {
return err
}
}
return bot.connectionManager.Start()
}
return bot.connectionManager.Stop()
case OrderManagerName:
if enable {
if bot.OrderManager == nil {
bot.OrderManager, err = SetupOrderManager(bot.ExchangeManager, bot.CommunicationsManager, &bot.ServicesWG, &bot.Config.OrderManager)
if err != nil {
return err
}
}
return bot.OrderManager.Start()
}
return bot.OrderManager.Stop()
case PortfolioManagerName:
if enable {
if bot.portfolioManager == nil {
bot.portfolioManager, err = setupPortfolioManager(bot.ExchangeManager, bot.Settings.PortfolioManagerDelay, bot.Config.Portfolio)
if err != nil {
return err
}
}
return bot.portfolioManager.Start(&bot.ServicesWG)
}
return bot.portfolioManager.Stop()
case NTPManagerName:
if enable {
if bot.ntpManager == nil {
bot.ntpManager, err = setupNTPManager(
&bot.Config.NTPClient,
*bot.Config.Logging.Enabled)
if err != nil {
return err
}
}
return bot.ntpManager.Start()
}
return bot.ntpManager.Stop()
case DatabaseConnectionManagerName:
if enable {
if bot.DatabaseManager == nil {
bot.DatabaseManager, err = SetupDatabaseConnectionManager(&bot.Config.Database)
if err != nil {
return err
}
}
return bot.DatabaseManager.Start(&bot.ServicesWG)
}
return bot.DatabaseManager.Stop()
case SyncManagerName:
if enable {
if bot.currencyPairSyncer == nil {
cfg := bot.Config.SyncManagerConfig
cfg.SynchronizeTicker = bot.Settings.EnableTickerSyncing
cfg.SynchronizeOrderbook = bot.Settings.EnableOrderbookSyncing
cfg.SynchronizeContinuously = bot.Settings.SyncContinuously
cfg.SynchronizeTrades = bot.Settings.EnableTradeSyncing
cfg.Verbose = bot.Settings.Verbose || cfg.Verbose
if cfg.TimeoutREST != bot.Settings.SyncTimeoutREST &&
bot.Settings.SyncTimeoutREST != config.DefaultSyncerTimeoutREST {
cfg.TimeoutREST = bot.Settings.SyncTimeoutREST
}
if cfg.TimeoutWebsocket != bot.Settings.SyncTimeoutWebsocket &&
bot.Settings.SyncTimeoutWebsocket != config.DefaultSyncerTimeoutWebsocket {
cfg.TimeoutWebsocket = bot.Settings.SyncTimeoutWebsocket
}
if cfg.NumWorkers != bot.Settings.SyncWorkersCount &&
bot.Settings.SyncWorkersCount != config.DefaultSyncerWorkers {
cfg.NumWorkers = bot.Settings.SyncWorkersCount
}
bot.currencyPairSyncer, err = SetupSyncManager(
&cfg,
bot.ExchangeManager,
&bot.Config.RemoteControl,
bot.Settings.EnableWebsocketRoutine)
if err != nil {
return err
}
}
return bot.currencyPairSyncer.Start()
}
return bot.currencyPairSyncer.Stop()
case dispatch.Name:
if enable {
return dispatch.Start(bot.Settings.DispatchMaxWorkerAmount, bot.Settings.DispatchJobsLimit)
}
return dispatch.Stop()
case DeprecatedName:
if enable {
if bot.apiServer == nil {
var filePath string
filePath, err = config.GetAndMigrateDefaultPath(bot.Settings.ConfigFile)
if err != nil {
return err
}
bot.apiServer, err = setupAPIServerManager(&bot.Config.RemoteControl, &bot.Config.Profiler, bot.ExchangeManager, bot, bot.portfolioManager, filePath)
if err != nil {
return err
}
}
return bot.apiServer.StartRESTServer()
}
return bot.apiServer.StopRESTServer()
case WebsocketName:
if enable {
if bot.apiServer == nil {
var filePath string
filePath, err = config.GetAndMigrateDefaultPath(bot.Settings.ConfigFile)
if err != nil {
return err
}
bot.apiServer, err = setupAPIServerManager(&bot.Config.RemoteControl, &bot.Config.Profiler, bot.ExchangeManager, bot, bot.portfolioManager, filePath)
if err != nil {
return err
}
}
return bot.apiServer.StartWebsocketServer()
}
return bot.apiServer.StopWebsocketServer()
case grpcName, grpcProxyName:
return errGRPCManagementFault
case dataHistoryManagerName:
if enable {
if bot.dataHistoryManager == nil {
bot.dataHistoryManager, err = SetupDataHistoryManager(bot.ExchangeManager, bot.DatabaseManager, &bot.Config.DataHistoryManager)
if err != nil {
return err
}
}
return bot.dataHistoryManager.Start()
}
return bot.dataHistoryManager.Stop()
case vm.Name:
if enable {
if bot.gctScriptManager == nil {
bot.gctScriptManager, err = vm.NewManager(&bot.Config.GCTScript)
if err != nil {
return err
}
}
return bot.gctScriptManager.Start(&bot.ServicesWG)
}
return bot.gctScriptManager.Stop()
case strings.ToLower(CurrencyStateManagementName):
if enable {
if bot.currencyStateManager == nil {
bot.currencyStateManager, err = SetupCurrencyStateManager(
bot.Config.CurrencyStateManager.Delay,
bot.ExchangeManager)
if err != nil {
return err
}
}
return bot.currencyStateManager.Start()
}
return bot.currencyStateManager.Stop()
}
return fmt.Errorf("%s: %w", subSystemName, errSubsystemNotFound)
}
// GetExchangeOTPs returns OTP codes for all exchanges which have a otpsecret
// stored
func (bot *Engine) GetExchangeOTPs() (map[string]string, error) {
otpCodes := make(map[string]string)
for x := range bot.Config.Exchanges {
if otpSecret := bot.Config.Exchanges[x].API.Credentials.OTPSecret; otpSecret != "" {
exchName := bot.Config.Exchanges[x].Name
o, err := totp.GenerateCode(otpSecret, time.Now())
if err != nil {
log.Errorf(log.Global, "Unable to generate OTP code for exchange %s. Err: %s\n",
exchName, err)
continue
}
otpCodes[exchName] = o
}
}
if len(otpCodes) == 0 {
return nil, errors.New("no exchanges found which have a OTP secret stored")
}
return otpCodes, nil
}
// GetExchangeOTPByName returns a OTP code for the desired exchange
// if it exists
func (bot *Engine) GetExchangeOTPByName(exchName string) (string, error) {
for x := range bot.Config.Exchanges {
if !strings.EqualFold(bot.Config.Exchanges[x].Name, exchName) {
continue
}
if otpSecret := bot.Config.Exchanges[x].API.Credentials.OTPSecret; otpSecret != "" {
return totp.GenerateCode(otpSecret, time.Now())
}
}
return "", errors.New("exchange does not have a OTP secret stored")
}
// GetAuthAPISupportedExchanges returns a list of auth api enabled exchanges
func (bot *Engine) GetAuthAPISupportedExchanges() []string {
exchanges := bot.GetExchanges()
exchangeNames := make([]string, 0, len(exchanges))
for x := range exchanges {
if !exchanges[x].IsRESTAuthenticationSupported() &&
!exchanges[x].IsWebsocketAuthenticationSupported() {
continue
}
exchangeNames = append(exchangeNames, exchanges[x].GetName())
}
return exchangeNames
}
// IsOnline returns whether or not the engine has Internet connectivity
func (bot *Engine) IsOnline() bool {
return bot.connectionManager.IsOnline()
}
// GetAllAvailablePairs returns a list of all available pairs on either enabled
// or disabled exchanges
func (bot *Engine) GetAllAvailablePairs(enabledExchangesOnly bool, assetType asset.Item) currency.Pairs {
var pairList currency.Pairs
for x := range bot.Config.Exchanges {
if enabledExchangesOnly && !bot.Config.Exchanges[x].Enabled {
continue
}
exchName := bot.Config.Exchanges[x].Name
pairs, err := bot.Config.GetAvailablePairs(exchName, assetType)
if err != nil {
continue
}
for y := range pairs {
if pairList.Contains(pairs[y], false) {
continue
}
pairList = append(pairList, pairs[y])
}
}
return pairList
}
// GetSpecificAvailablePairs returns a list of supported pairs based on specific
// parameters
func (bot *Engine) GetSpecificAvailablePairs(enabledExchangesOnly, fiatPairs, includeUSDT, cryptoPairs bool, assetType asset.Item) currency.Pairs {
var pairList currency.Pairs
supportedPairs := bot.GetAllAvailablePairs(enabledExchangesOnly, assetType)
for x := range supportedPairs {
if fiatPairs {
if supportedPairs[x].IsCryptoFiatPair() &&
!supportedPairs[x].Contains(currency.USDT) ||
(includeUSDT &&
supportedPairs[x].Contains(currency.USDT) &&
supportedPairs[x].IsCryptoPair()) {
if pairList.Contains(supportedPairs[x], false) {
continue
}
pairList = append(pairList, supportedPairs[x])
}
}
if cryptoPairs {
if supportedPairs[x].IsCryptoPair() {
if pairList.Contains(supportedPairs[x], false) {
continue
}
pairList = append(pairList, supportedPairs[x])
}
}
}
return pairList
}
// IsRelatablePairs checks to see if the two pairs are relatable
func IsRelatablePairs(p1, p2 currency.Pair, includeUSDT bool) bool {
if p1.EqualIncludeReciprocal(p2) {
return true
}
relatablePairs := GetRelatableCurrencies(p1, true, includeUSDT)
if p1.IsCryptoFiatPair() {
for x := range relatablePairs {
relatablePairs = append(relatablePairs,
GetRelatableFiatCurrencies(relatablePairs[x])...)
}
}
return relatablePairs.Contains(p2, false)
}
// MapCurrenciesByExchange returns a list of currency pairs mapped to an
// exchange
func (bot *Engine) MapCurrenciesByExchange(p currency.Pairs, enabledExchangesOnly bool, assetType asset.Item) map[string]currency.Pairs {
currencyExchange := make(map[string]currency.Pairs)
for x := range p {
for y := range bot.Config.Exchanges {
if enabledExchangesOnly && !bot.Config.Exchanges[y].Enabled {
continue
}
exchName := bot.Config.Exchanges[y].Name
if !bot.Config.SupportsPair(exchName, p[x], assetType) {
continue
}
result := currencyExchange[exchName]
if result.Contains(p[x], false) {
continue
}
result = append(result, p[x])
currencyExchange[exchName] = result
}
}
return currencyExchange
}
// GetExchangeNamesByCurrency returns a list of exchanges supporting
// a currency pair based on whether the exchange is enabled or not
func (bot *Engine) GetExchangeNamesByCurrency(p currency.Pair, enabled bool, assetType asset.Item) []string {
exchanges := make([]string, 0, len(bot.Config.Exchanges))
for x := range bot.Config.Exchanges {
if enabled != bot.Config.Exchanges[x].Enabled {
continue
}
exchName := bot.Config.Exchanges[x].Name
if !bot.Config.SupportsPair(exchName, p, assetType) {
continue
}
exchanges = append(exchanges, exchName)
}
return exchanges
}
// GetRelatableCryptocurrencies returns a list of currency pairs if it can find
// any relatable currencies (e.g ETHBTC -> ETHLTC -> ETHUSDT -> ETHREP)
func GetRelatableCryptocurrencies(p currency.Pair) currency.Pairs {
var pairs currency.Pairs
cryptocurrencies := currency.GetCryptocurrencies()
for x := range cryptocurrencies {
newPair := currency.NewPair(p.Base, cryptocurrencies[x])
if newPair.IsInvalid() {
continue
}
if newPair.Equal(p) {
continue
}
if pairs.Contains(newPair, false) {
continue
}
pairs = append(pairs, newPair)
}
return pairs
}
// GetRelatableFiatCurrencies returns a list of currency pairs if it can find
// any relatable currencies (e.g ETHUSD -> ETHAUD -> ETHGBP -> ETHJPY)
func GetRelatableFiatCurrencies(p currency.Pair) currency.Pairs {
var pairs currency.Pairs
fiatCurrencies := currency.GetFiatCurrencies()
for x := range fiatCurrencies {
newPair := currency.NewPair(p.Base, fiatCurrencies[x])
if newPair.Base.Equal(newPair.Quote) {
continue
}
if newPair.Equal(p) {
continue
}
if pairs.Contains(newPair, false) {
continue
}
pairs = append(pairs, newPair)
}
return pairs
}
// GetRelatableCurrencies returns a list of currency pairs if it can find
// any relatable currencies (e.g BTCUSD -> BTC USDT -> XBT USDT -> XBT USD)
// incOrig includes the supplied pair if desired
func GetRelatableCurrencies(p currency.Pair, incOrig, incUSDT bool) currency.Pairs {
var pairs currency.Pairs
addPair := func(p currency.Pair) {
if pairs.Contains(p, true) {
return
}
pairs = append(pairs, p)
}
buildPairs := func(p currency.Pair, incOrig bool) {
if incOrig {
addPair(p)
}
first := currency.GetTranslation(p.Base)
if !first.Equal(p.Base) {
addPair(currency.NewPair(first, p.Quote))
second := currency.GetTranslation(p.Quote)
if !second.Equal(p.Quote) {
addPair(currency.NewPair(first, second))
}
}
second := currency.GetTranslation(p.Quote)
if !second.Equal(p.Quote) {
addPair(currency.NewPair(p.Base, second))
}
}
buildPairs(p, incOrig)
buildPairs(p.Swap(), incOrig)
if !incUSDT {
pairs = pairs.RemovePairsByFilter(currency.USDT)
}
return pairs
}
// GetCollatedExchangeAccountInfoByCoin collates individual exchange account
// information and turns it into a map string of exchange.AccountCurrencyInfo
func GetCollatedExchangeAccountInfoByCoin(accounts []account.Holdings) map[currency.Code]account.Balance {
result := make(map[currency.Code]account.Balance)
for x := range accounts {
for y := range accounts[x].Accounts {
for z := range accounts[x].Accounts[y].Currencies {
currencyName := accounts[x].Accounts[y].Currencies[z].Currency
total := accounts[x].Accounts[y].Currencies[z].Total
onHold := accounts[x].Accounts[y].Currencies[z].Hold
avail := accounts[x].Accounts[y].Currencies[z].AvailableWithoutBorrow
free := accounts[x].Accounts[y].Currencies[z].Free
borrowed := accounts[x].Accounts[y].Currencies[z].Borrowed
info, ok := result[currencyName]
if !ok {
accountInfo := account.Balance{
Currency: currencyName,
Total: total,
Hold: onHold,
Free: free,
AvailableWithoutBorrow: avail,
Borrowed: borrowed,
}
result[currencyName] = accountInfo
} else {
info.Hold += onHold
info.Total += total
info.Free += free
info.AvailableWithoutBorrow += avail
info.Borrowed += borrowed
result[currencyName] = info
}
}
}
}
return result
}
// GetExchangeHighestPriceByCurrencyPair returns the exchange with the highest
// price for a given currency pair and asset type
func GetExchangeHighestPriceByCurrencyPair(p currency.Pair, a asset.Item) (string, error) {
result := stats.SortExchangesByPrice(p, a, true)
if len(result) == 0 {
return "", errors.New("no stats for supplied currency pair and asset type")
}
return result[0].Exchange, nil
}
// GetExchangeLowestPriceByCurrencyPair returns the exchange with the lowest
// price for a given currency pair and asset type
func GetExchangeLowestPriceByCurrencyPair(p currency.Pair, assetType asset.Item) (string, error) {
result := stats.SortExchangesByPrice(p, assetType, false)
if len(result) == 0 {
return "", errors.New("no stats for supplied currency pair and asset type")
}
return result[0].Exchange, nil
}
// GetCryptocurrenciesByExchange returns a list of cryptocurrencies the exchange supports
func (bot *Engine) GetCryptocurrenciesByExchange(exchangeName string, enabledExchangesOnly, enabledPairs bool, assetType asset.Item) ([]string, error) {
var cryptocurrencies []string
for x := range bot.Config.Exchanges {
if !strings.EqualFold(bot.Config.Exchanges[x].Name, exchangeName) {
continue
}
if enabledExchangesOnly && !bot.Config.Exchanges[x].Enabled {
continue
}
var err error
var pairs currency.Pairs
if enabledPairs {
pairs, err = bot.Config.GetEnabledPairs(exchangeName, assetType)
} else {
pairs, err = bot.Config.GetAvailablePairs(exchangeName, assetType)
}
if err != nil {
return nil, err
}
cryptocurrencies = pairs.GetCrypto().Strings()
break
}
return cryptocurrencies, nil
}
// GetCryptocurrencyDepositAddressesByExchange returns the cryptocurrency deposit addresses for a particular exchange
func (bot *Engine) GetCryptocurrencyDepositAddressesByExchange(exchName string) (map[string][]deposit.Address, error) {
if bot.DepositAddressManager != nil {
if bot.DepositAddressManager.IsSynced() {
return bot.DepositAddressManager.GetDepositAddressesByExchange(exchName)
}
return nil, errors.New("deposit address manager has not yet synced all exchange deposit addresses")
}
result := bot.GetAllExchangeCryptocurrencyDepositAddresses()
r, ok := result[exchName]
if !ok {
return nil, fmt.Errorf("%s %w", exchName, ErrExchangeNotFound)
}
return r, nil
}
// GetExchangeCryptocurrencyDepositAddress returns the cryptocurrency deposit address for a particular
// exchange
func (bot *Engine) GetExchangeCryptocurrencyDepositAddress(ctx context.Context, exchName, accountID, chain string, item currency.Code, bypassCache bool) (*deposit.Address, error) {
if bot.DepositAddressManager != nil &&
bot.DepositAddressManager.IsSynced() &&
!bypassCache {
resp, err := bot.DepositAddressManager.GetDepositAddressByExchangeAndCurrency(exchName, chain, item)
return &resp, err
}
exch, err := bot.GetExchangeByName(exchName)
if err != nil {
return nil, err
}
return exch.GetDepositAddress(ctx, item, accountID, chain)
}
// GetAllExchangeCryptocurrencyDepositAddresses obtains an exchanges deposit cryptocurrency list
func (bot *Engine) GetAllExchangeCryptocurrencyDepositAddresses() map[string]map[string][]deposit.Address {
result := make(map[string]map[string][]deposit.Address)
exchanges := bot.GetExchanges()
var depositSyncer sync.WaitGroup
depositSyncer.Add(len(exchanges))
var m sync.Mutex
for x := range exchanges {
go func(exch exchange.IBotExchange) {
defer depositSyncer.Done()
exchName := exch.GetName()
if !exch.IsRESTAuthenticationSupported() {
if bot.Settings.Verbose {
log.Debugf(log.ExchangeSys, "GetAllExchangeCryptocurrencyDepositAddresses: Skippping %s due to disabled authenticated API support.\n", exchName)
}
return
}
cryptoCurrencies, err := bot.GetCryptocurrenciesByExchange(exchName, true, true, asset.Spot)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to get cryptocurrency deposit addresses. Err: %s\n", exchName, err)
return
}
supportsMultiChain := exch.GetBase().Features.Supports.RESTCapabilities.MultiChainDeposits
requiresChainSet := exch.GetBase().Features.Supports.RESTCapabilities.MultiChainDepositRequiresChainSet
cryptoAddr := make(map[string][]deposit.Address)
for y := range cryptoCurrencies {
cryptocurrency := cryptoCurrencies[y]
isSingular := false
var depositAddrs []deposit.Address
if supportsMultiChain {
availChains, err := exch.GetAvailableTransferChains(context.TODO(), currency.NewCode(cryptocurrency))
if err != nil {
log.Errorf(log.Global, "%s failed to get cryptocurrency available transfer chains. Err: %s\n", exchName, err)
continue
}
if len(availChains) > 0 {
// store the default non-chain specified address for a specified crypto
chainContainsItself := common.StringSliceCompareInsensitive(availChains, cryptocurrency)
if !chainContainsItself && !requiresChainSet {
depositAddr, err := exch.GetDepositAddress(context.TODO(), currency.NewCode(cryptocurrency), "", "")
if err != nil {
log.Errorf(log.Global, "%s failed to get cryptocurrency deposit address for %s. Err: %s\n",
exchName,
cryptocurrency,
err)
continue
}
depositAddr.Chain = cryptocurrency
depositAddrs = append(depositAddrs, *depositAddr)
}
for z := range availChains {
if availChains[z] == "" {
log.Warnf(log.Global, "%s %s available transfer chain is populated with an empty string\n",
exchName,
cryptocurrency)
continue
}
depositAddr, err := exch.GetDepositAddress(context.TODO(), currency.NewCode(cryptocurrency), "", availChains[z])
if err != nil {
log.Errorf(log.Global, "%s failed to get cryptocurrency deposit address for %s [chain %s]. Err: %s\n",
exchName,
cryptocurrency,
availChains[z],
err)
continue
}
depositAddr.Chain = availChains[z]
depositAddrs = append(depositAddrs, *depositAddr)
}
} else {
// cryptocurrency doesn't support multichain transfers
isSingular = true
}
}
if !supportsMultiChain || isSingular {
depositAddr, err := exch.GetDepositAddress(context.TODO(), currency.NewCode(cryptocurrency), "", "")
if err != nil {
log.Errorf(log.Global, "%s failed to get cryptocurrency deposit address for %s. Err: %s\n",
exchName,
cryptocurrency,
err)
continue
}
depositAddrs = append(depositAddrs, *depositAddr)
}
cryptoAddr[cryptocurrency] = depositAddrs
}
m.Lock()
result[exchName] = cryptoAddr
m.Unlock()
}(exchanges[x])
}
depositSyncer.Wait()
if len(result) > 0 {
log.Infoln(log.Global, "Deposit addresses synced")
}
return result
}
// GetExchangeNames returns a list of enabled or disabled exchanges
func (bot *Engine) GetExchangeNames(enabledOnly bool) []string {
exchanges := bot.GetExchanges()
var response []string
for i := range exchanges {
if !enabledOnly || (enabledOnly && exchanges[i].IsEnabled()) {
response = append(response, exchanges[i].GetName())
}
}
return response
}
// GetAllActiveTickers returns all enabled exchange tickers
func (bot *Engine) GetAllActiveTickers() []EnabledExchangeCurrencies {
var tickerData []EnabledExchangeCurrencies
exchanges := bot.GetExchanges()
for x := range exchanges {
assets := exchanges[x].GetAssetTypes(true)
exchName := exchanges[x].GetName()
var exchangeTicker EnabledExchangeCurrencies
exchangeTicker.ExchangeName = exchName
for y := range assets {
currencies, err := exchanges[x].GetEnabledPairs(assets[y])
if err != nil {
log.Errorf(log.ExchangeSys, "Exchange %s could not retrieve enabled currencies. Err: %s\n", exchName, err)
continue
}
for z := range currencies {
tp, err := exchanges[x].GetCachedTicker(currencies[z], assets[y])
if err != nil {
log.Errorf(log.ExchangeSys, "Exchange %s failed to retrieve %s ticker. Err: %s\n", exchName, currencies[z].String(), err)
continue
}
exchangeTicker.ExchangeValues = append(exchangeTicker.ExchangeValues, tp)
}
tickerData = append(tickerData, exchangeTicker)
}
}
return tickerData
}
func verifyCert(pemData []byte) error {
var pemBlock *pem.Block
pemBlock, _ = pem.Decode(pemData)
if pemBlock == nil {
return errCertDataIsNil
}
if pemBlock.Type != "CERTIFICATE" {
return errCertTypeInvalid
}
cert, err := x509.ParseCertificate(pemBlock.Bytes)
if err != nil {
return err
}
if time.Now().After(cert.NotAfter) {
return errCertExpired
}
return nil
}
// CheckCerts checks and verifies RPC server certificates
func CheckCerts(certDir string) error {
certFile := filepath.Join(certDir, "cert.pem")
keyFile := filepath.Join(certDir, "key.pem")
if !file.Exists(certFile) || !file.Exists(keyFile) {
log.Warnln(log.Global, "gRPC certificate/key file missing, recreating...")
return genCert(certDir)
}
pemData, err := os.ReadFile(certFile)
if err != nil {
return fmt.Errorf("unable to open TLS cert file: %s", err)
}
if err = verifyCert(pemData); err != nil {
if err != errCertExpired {
return err
}
log.Warnln(log.Global, "gRPC certificate has expired, regenerating...")
return genCert(certDir)
}
log.Infoln(log.Global, "gRPC TLS certificate and key files exist, will use them.")
return nil
}
func genCert(targetDir string) error {
privKey, err := ecdsa.GenerateKey(elliptic.P256(), rand.Reader)
if err != nil {
return fmt.Errorf("failed to generate ecdsa private key: %s", err)
}
serialNumberLimit := new(big.Int).Lsh(big.NewInt(1), 128)
serialNumber, err := rand.Int(rand.Reader, serialNumberLimit)
if err != nil {
return fmt.Errorf("failed to generate serial number: %s", err)
}
host, err := os.Hostname()
if err != nil {
return fmt.Errorf("failed to get hostname: %s", err)
}
dnsNames := []string{host}
if host != "localhost" {
dnsNames = append(dnsNames, "localhost")
}
template := x509.Certificate{
SerialNumber: serialNumber,
Subject: pkix.Name{
Organization: []string{"gocryptotrader"},
CommonName: host,
},
NotBefore: time.Now(),
NotAfter: time.Now().Add(time.Hour * 24 * 365),
IsCA: true,
BasicConstraintsValid: true,
KeyUsage: x509.KeyUsageKeyEncipherment | x509.KeyUsageDigitalSignature | x509.KeyUsageCertSign,
ExtKeyUsage: []x509.ExtKeyUsage{x509.ExtKeyUsageServerAuth},
IPAddresses: []net.IP{
net.ParseIP("127.0.0.1"),
net.ParseIP("::1"),
},
DNSNames: dnsNames,
}
derBytes, err := x509.CreateCertificate(rand.Reader, &template, &template, &privKey.PublicKey, privKey)
if err != nil {
return fmt.Errorf("failed to create certificate: %s", err)
}
certData := pem.EncodeToMemory(&pem.Block{Type: "CERTIFICATE", Bytes: derBytes})
if certData == nil {
return errors.New("cert data is nil")
}
b, err := x509.MarshalECPrivateKey(privKey)
if err != nil {
return fmt.Errorf("failed to marshal ECDSA private key: %s", err)
}
keyData := pem.EncodeToMemory(&pem.Block{Type: "EC PRIVATE KEY", Bytes: b})
if keyData == nil {
return errors.New("key pem data is nil")
}
err = file.Write(filepath.Join(targetDir, "key.pem"), keyData)
if err != nil {
return fmt.Errorf("failed to write key.pem file %s", err)
}
err = file.Write(filepath.Join(targetDir, "cert.pem"), certData)
if err != nil {
return fmt.Errorf("failed to write cert.pem file %s", err)
}
log.Infof(log.Global, "gRPC TLS key.pem and cert.pem files written to %s\n", targetDir)
return nil
}
// NewSupportedExchangeByName helps create a new exchange to be loaded that is
// supported by GCT. This function will return an error if the exchange is not
// supported.
func NewSupportedExchangeByName(name string) (exchange.IBotExchange, error) {
switch strings.ToLower(name) {
case "binanceus":
return new(binanceus.Exchange), nil
case "binance":
return new(binance.Exchange), nil
case "bitfinex":
return new(bitfinex.Exchange), nil
case "bitflyer":
return new(bitflyer.Exchange), nil
case "bithumb":
return new(bithumb.Exchange), nil
case "bitmex":
return new(bitmex.Exchange), nil
case "bitstamp":
return new(bitstamp.Exchange), nil
case "btc markets":
return new(btcmarkets.Exchange), nil
case "btse":
return new(btse.Exchange), nil
case "bybit":
return new(bybit.Exchange), nil
case "coinut":
return new(coinut.Exchange), nil
case "deribit":
return new(deribit.Exchange), nil
case "exmo":
return new(exmo.Exchange), nil
case "coinbasepro":
return new(coinbasepro.Exchange), nil
case "gateio":
return new(gateio.Exchange), nil
case "gemini":
return new(gemini.Exchange), nil
case "hitbtc":
return new(hitbtc.Exchange), nil
case "huobi":
return new(huobi.Exchange), nil
case "kraken":
return new(kraken.Exchange), nil
case "kucoin":
return new(kucoin.Exchange), nil
case "lbank":
return new(lbank.Exchange), nil
case "okx":
return new(okx.Exchange), nil
case "poloniex":
return new(poloniex.Exchange), nil
case "yobit":
return new(yobit.Exchange), nil
default:
return nil, fmt.Errorf("%q, %w", name, ErrExchangeNotFound)
}
}
// NewExchangeByNameWithDefaults returns a defaulted exchange by its name if it
// exists. This will allocate a new exchange and setup the default config for it.
// This will automatically fetch available pairs.
func NewExchangeByNameWithDefaults(ctx context.Context, name string) (exchange.IBotExchange, error) {
exch, err := NewSupportedExchangeByName(name)
if err != nil {
return nil, err
}
defaultConfig, err := exchange.GetDefaultConfig(ctx, exch)
if err != nil {
return nil, err
}
err = exch.Setup(defaultConfig)
if err != nil {
return nil, err
}
return exch, nil
}