mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 15:09:42 +00:00
* fix whoops * const trafficCheckInterval; rm testmain * y * fix lint * bump time check window * stream: fix intermittant test failures while testing routines and remove code that is not needed. * spells * cant do what I did * protect race due to routine. * update testURL * use mock websocket connection instead of test URL's * linter: fix * remove url because its throwing errors on CI builds * connections drop all the time, don't need to worry about not being able to echo back ws data as it can be easily reviewed _test file side. * remove another superfluous url thats not really set up for this * spawn overwatch routine when there is no errors, inline checker instead of waiting for a time period, add sleep inline with echo handler as this is really quick and wanted to ensure that latency is handing correctly * linter: fixerino uperino * fix ID bug, why I do this, I don't know. * glorious: panix * linter: things * whoops * dont need to make consecutive Unix() calls * websocket: fix potential panic on error and no responses and adding waitForResponses * bybit: enable multiconnection handling across websocket endpoints * rm debug lines * bybit: Add websocket trading functionality across all assets * rm json parser and handle in json package instead * in favour of json package unmarshalling * Add bool ConnectionDoesNotRequireSubscriptions so that we don't need to handle dummy sub * handle pong response * spelling * linter: fix * fix processing issues with tickers * fix processing issues with tickers * linter: fix * linter: fix again * * change field name OutboundRequestSignature to WrapperDefinedConnectionSignature for agnostic inbound and outbound connections. * change method name GetOutboundConnection to GetConnection for agnostic inbound and outbound connections. * drop outbound field map for improved performance just using a range and field check (less complex as well) * change field name connections to connectionToWrapper for better clarity * spells and magic and wands * merge: fixup * linter: fix * spelling: fix * glorious: nits * comparable check for signature * mv err var * rm comment as it does not * update time fields for orderbook latency * fix time conversion * Add func MatchReturnResponses * glorious: nits and stuff * lint: fix * attempt to fix race * linter: fix * fix tests * types/time: strict usage of time type for usage with unix timestamps * fix tests etc * Allow match back with order details * Add time in force values for different order types + extra return information on websocket trading * glorious: nits * gk: nits; engine log cleanup * gk: nits; OCD * gk: nits; move function change file names * gk: nits; 🚀 * gk: nits; convert variadic function and message inspection to interface and include a specific function for that handling so as to not need nil on every call * gk: nits; continued * gk: engine nits; rm loaded exchange * gk: nits; drop WebsocketLoginResponse * stream: Add match method EnsureMatchWithData * gk: nits; rn Inspect to IsFinal * gk: nits; rn to MessageFilter * linter: fix * gateio: update rate limit definitions (cherry-pick) * Add test and missing * Shared REST rate limit definitions with Websocket service, set lookup item to nil for systems that do not require rate limiting; add glorious nit * integrate rate limits for websocket trading spot * bybit: split public and private processing to dedicated handler add supporting function and tests * use correct handler for private inbound connection * bybit/websocket: allow a shared ID between outbound payloads for inbound matching * conform to match upstream changes * standardise names to upstream style * fix wrapper standards test when sending a auth request through a websocket connection * whoops * Update exchanges/gateio/gateio_types.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * linter: fix * linter: overload * whoops * spelling fixes on recent merge * glorious: nits * linter: fix? * glorious: nits * gk: assert errors touched * gk: unexport derive functions * gk: nitssssssss * fix test * gk: nitters v1 * gk: http status * gk/nits: Add getAssetFromFuturesPair * gk: nits single response when submitting * gk: new pair with delimiter in tests * gk: param update slice to slice of pointers * gk: add asset type in params, includes t.Context() for tests * linter: fix * linter: fix * fix merge whoopsie * glorious: nits * gk: nit * linter: fix * glorious: nits * linter/misc: fix and remove meows * linter: fix * misc/linter: fix * change function names * okx: update requestID gen func without func wrapping * RM: functions not needed * Update docs/ADD_NEW_EXCHANGE.md Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: nitsssssss * linter: fix * Update exchanges/bybit/bybit_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/bybit/bybit_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: nit words * cranktakular: nits * websocket: skip connections with subscriptions not required during channel flush * websocket: simplify error handling in FlushChannels using if short * linter: fix * cranktakular: nits and expand coverage * linter: fix? * misc fix * cranktakular: missing nit which I thumbed up but did not do. Sillllllly billlyyyy nilllyyy * fix comments * bybit: fix merge regression on websocket message filter * cranktakular: nits * bybit: Add global rate limits for websocket * ai: nits * linter: fix * cranktakular: purge DCP ref/handling and add another TODO * Update exchanges/bybit/bybit_websocket.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * fix test * fix alignment issue and rm println * Update exchanges/bybit/bybit_websocket.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/bybit/bybit_websocket.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: fix * Update exchanges/bybit/bybit_websocket.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * bybit: use connection method for segregated match on multi-connection * cleanup after master merge * fix test and config whoops * cranktakular: nits * exchange: add missing tests for base method websocket order funcs * cranktakular: nits and refresh + tests * cranktakular: pedantic nits * linter: fixes * t.Parallel tests * glorious nit * Update exchange/websocket/connection.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: nits * boss king: nits * canktakular: nits * Update exchanges/bybit/bybit_websocket.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/bybit/bybit_websocket_requests.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/bybit/bybit_websocket_requests.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/bybit/bybit_websocket_requests.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/bybit/bybit_websocket_requests.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: nits * linter: fix * Update exchanges/bybit/bybit.go Co-authored-by: Samuael A. <39623015+samuael@users.noreply.github.com> * Update exchanges/bybit/bybit.go Co-authored-by: Samuael A. <39623015+samuael@users.noreply.github.com> * bossking: nits * gk: much nicer design * gk: revised naming for consideration * gk: nits * gk: nits restrict in configtest.json and not worry about many pairs enabled * rm log * linter: fix * codex: nit * cranktakular: nits * Update exchanges/bybit/bybit_websocket_requests.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/bybit/bybit_websocket_requests.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/bybit/bybit_wrapper.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits! * thrasher: nits --------- Co-authored-by: shazbert <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> Co-authored-by: Samuael A. <39623015+samuael@users.noreply.github.com>
344 lines
11 KiB
Go
344 lines
11 KiB
Go
package exchange
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import (
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"sync"
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"time"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/exchange/websocket"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/currencystate"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
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)
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// Endpoint authentication types
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const (
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// Repeated exchange strings
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// FeeType custom type for calculating fees based on method
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WireTransfer InternationalBankTransactionType = iota
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PerfectMoney
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Neteller
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AdvCash
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Payeer
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Skrill
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Simplex
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SEPA
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Swift
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RapidTransfer
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MisterTangoSEPA
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Qiwi
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VisaMastercard
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WebMoney
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Capitalist
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WesternUnion
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MoneyGram
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Contact
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// Const declarations for fee types
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BankFee FeeType = iota
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InternationalBankDepositFee
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InternationalBankWithdrawalFee
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CryptocurrencyTradeFee
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CryptocurrencyDepositFee
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CryptocurrencyWithdrawalFee
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OfflineTradeFee
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// Definitions for each type of withdrawal method for a given exchange
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NoAPIWithdrawalMethods uint32 = 0
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NoAPIWithdrawalMethodsText string = "NONE, WEBSITE ONLY"
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AutoWithdrawCrypto uint32 = (1 << 0)
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AutoWithdrawCryptoWithAPIPermission uint32 = (1 << 1)
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AutoWithdrawCryptoWithSetup uint32 = (1 << 2)
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AutoWithdrawCryptoText string = "AUTO WITHDRAW CRYPTO"
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AutoWithdrawCryptoWithAPIPermissionText string = "AUTO WITHDRAW CRYPTO WITH API PERMISSION"
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AutoWithdrawCryptoWithSetupText string = "AUTO WITHDRAW CRYPTO WITH SETUP"
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WithdrawCryptoWith2FA uint32 = (1 << 3)
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WithdrawCryptoWithSMS uint32 = (1 << 4)
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WithdrawCryptoWithEmail uint32 = (1 << 5)
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WithdrawCryptoWithWebsiteApproval uint32 = (1 << 6)
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WithdrawCryptoWithAPIPermission uint32 = (1 << 7)
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WithdrawCryptoWith2FAText string = "WITHDRAW CRYPTO WITH 2FA"
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WithdrawCryptoWithSMSText string = "WITHDRAW CRYPTO WITH SMS"
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WithdrawCryptoWithEmailText string = "WITHDRAW CRYPTO WITH EMAIL"
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WithdrawCryptoWithWebsiteApprovalText string = "WITHDRAW CRYPTO WITH WEBSITE APPROVAL"
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WithdrawCryptoWithAPIPermissionText string = "WITHDRAW CRYPTO WITH API PERMISSION"
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AutoWithdrawFiat uint32 = (1 << 8)
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AutoWithdrawFiatWithAPIPermission uint32 = (1 << 9)
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AutoWithdrawFiatWithSetup uint32 = (1 << 10)
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AutoWithdrawFiatText string = "AUTO WITHDRAW FIAT"
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AutoWithdrawFiatWithAPIPermissionText string = "AUTO WITHDRAW FIAT WITH API PERMISSION"
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AutoWithdrawFiatWithSetupText string = "AUTO WITHDRAW FIAT WITH SETUP"
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WithdrawFiatWith2FA uint32 = (1 << 11)
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WithdrawFiatWithSMS uint32 = (1 << 12)
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WithdrawFiatWithEmail uint32 = (1 << 13)
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WithdrawFiatWithWebsiteApproval uint32 = (1 << 14)
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WithdrawFiatWithAPIPermission uint32 = (1 << 15)
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WithdrawFiatWith2FAText string = "WITHDRAW FIAT WITH 2FA"
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WithdrawFiatWithSMSText string = "WITHDRAW FIAT WITH SMS"
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WithdrawFiatWithEmailText string = "WITHDRAW FIAT WITH EMAIL"
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WithdrawFiatWithWebsiteApprovalText string = "WITHDRAW FIAT WITH WEBSITE APPROVAL"
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WithdrawFiatWithAPIPermissionText string = "WITHDRAW FIAT WITH API PERMISSION"
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WithdrawCryptoViaWebsiteOnly uint32 = (1 << 16)
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WithdrawFiatViaWebsiteOnly uint32 = (1 << 17)
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WithdrawCryptoViaWebsiteOnlyText string = "WITHDRAW CRYPTO VIA WEBSITE ONLY"
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WithdrawFiatViaWebsiteOnlyText string = "WITHDRAW FIAT VIA WEBSITE ONLY"
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NoFiatWithdrawals uint32 = (1 << 18)
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NoFiatWithdrawalsText string = "NO FIAT WITHDRAWAL"
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UnknownWithdrawalTypeText string = "UNKNOWN"
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)
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// FeeType is the type for holding a custom fee type (International withdrawal fee)
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type FeeType uint8
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// InternationalBankTransactionType custom type for calculating fees based on fiat transaction types
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type InternationalBankTransactionType uint8
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// FeeBuilder is the type which holds all parameters required to calculate a fee
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// for an exchange
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type FeeBuilder struct {
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FeeType FeeType
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// Used for calculating crypto trading fees, deposits & withdrawals
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Pair currency.Pair
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IsMaker bool
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// Fiat currency used for bank deposits & withdrawals
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FiatCurrency currency.Code
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BankTransactionType InternationalBankTransactionType
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// Used to multiply for fee calculations
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PurchasePrice float64
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Amount float64
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}
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// FundingHistory holds exchange funding history data
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type FundingHistory struct {
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ExchangeName string
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Status string
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TransferID string
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Description string
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Timestamp time.Time
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Currency string
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Amount float64
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Fee float64
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TransferType string
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CryptoToAddress string
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CryptoFromAddress string
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CryptoTxID string
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CryptoChain string
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BankTo string
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BankFrom string
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}
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// WithdrawalHistory holds exchange Withdrawal history data
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type WithdrawalHistory struct {
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Status string
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TransferID string
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Description string
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Timestamp time.Time
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Currency string
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Amount float64
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Fee float64
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TransferType string
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CryptoToAddress string
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CryptoTxID string
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CryptoChain string
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BankTo string
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}
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// Features stores the supported and enabled features
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// for the exchange
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type Features struct {
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Supports FeaturesSupported
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Enabled FeaturesEnabled
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Subscriptions subscription.List
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CurrencyTranslations currency.Translations
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TradingRequirements protocol.TradingRequirements
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}
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// FeaturesEnabled stores the exchange enabled features
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type FeaturesEnabled struct {
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AutoPairUpdates bool
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Kline kline.ExchangeCapabilitiesEnabled
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SaveTradeData bool
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TradeFeed bool
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FillsFeed bool
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}
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// FeaturesSupported stores the exchanges supported features
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type FeaturesSupported struct {
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REST bool
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RESTCapabilities protocol.Features
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Websocket bool
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WebsocketCapabilities protocol.Features
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WithdrawPermissions uint32
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Kline kline.ExchangeCapabilitiesSupported
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MaximumOrderHistory time.Duration
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FuturesCapabilities FuturesCapabilities
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OfflineFuturesCapabilities FuturesCapabilities
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}
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// FuturesCapabilities stores the exchange's futures capabilities
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type FuturesCapabilities struct {
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FundingRates bool
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MaximumFundingRateHistory time.Duration
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FundingRateBatching map[asset.Item]bool
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SupportedFundingRateFrequencies map[kline.Interval]bool
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Positions bool
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OrderManagerPositionTracking bool
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Collateral bool
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CollateralMode bool
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Leverage bool
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OpenInterest OpenInterestSupport
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}
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// OpenInterestSupport helps breakdown a feature and how it is supported
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type OpenInterestSupport struct {
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Supported bool
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SupportedViaTicker bool
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SupportsRestBatch bool
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}
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// MarginCapabilities stores the exchange's margin capabilities
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type MarginCapabilities struct {
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SetMarginType bool
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ChangePositionMargin bool
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GetMarginRateHistory bool
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}
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// Endpoints stores running url endpoints for exchanges
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type Endpoints struct {
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Exchange string
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defaults map[string]string
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mu sync.RWMutex
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}
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// API stores the exchange API settings
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type API struct {
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AuthenticatedSupport bool
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AuthenticatedWebsocketSupport bool
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PEMKeySupport bool
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Endpoints *Endpoints
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credentials account.Credentials
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credMu sync.RWMutex
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CredentialsValidator config.APICredentialsValidatorConfig
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}
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// Base stores the individual exchange information
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type Base struct {
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Name string
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Enabled bool
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Verbose bool
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LoadedByConfig bool
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SkipAuthCheck bool
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API API
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BaseCurrencies currency.Currencies
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CurrencyPairs currency.PairsManager
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Features Features
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HTTPTimeout time.Duration
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HTTPRecording bool
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HTTPMockDataSliceLimit int // Use with HTTPRecording to reduce the size of recorded mock data
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HTTPDebugging bool
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BypassConfigFormatUpgrades bool
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WebsocketResponseCheckTimeout time.Duration
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WebsocketResponseMaxLimit time.Duration
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WebsocketOrderbookBufferLimit int64
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Websocket *websocket.Manager
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*request.Requester
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Config *config.Exchange
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settingsMutex sync.RWMutex
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// ValidateOrderbook determines if the orderbook verification can be bypassed,
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// increasing potential update speed but decreasing confidence in orderbook
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// integrity.
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ValidateOrderbook bool
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AssetWebsocketSupport
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*currencystate.States
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}
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// url lookup consts
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const (
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Invalid URL = iota
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RestSpot
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RestSpotSupplementary
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RestUSDTMargined
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RestCoinMargined
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RestFutures
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RestFuturesSupplementary
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RestUSDCMargined
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RestSwap
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RestSandbox
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WebsocketSpot
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WebsocketCoinMargined
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WebsocketUSDTMargined
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WebsocketUSDCMargined
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WebsocketOptions
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WebsocketTrade
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WebsocketPrivate
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WebsocketSpotSupplementary
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ChainAnalysis
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EdgeCase1
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EdgeCase2
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EdgeCase3
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restSpotURL = "RestSpotURL"
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restSpotSupplementaryURL = "RestSpotSupplementaryURL"
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restUSDTMarginedFuturesURL = "RestUSDTMarginedFuturesURL"
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restCoinMarginedFuturesURL = "RestCoinMarginedFuturesURL"
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restUSDCMarginedFuturesURL = "RestUSDCMarginedFuturesURL"
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restFuturesURL = "RestFuturesURL"
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restFuturesSupplementaryURL = "RestFuturesSupplementaryURL"
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restSandboxURL = "RestSandboxURL"
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restSwapURL = "RestSwapURL"
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websocketSpotURL = "WebsocketSpotURL"
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websocketCoinMarginedURL = "WebsocketCoinMarginedURL"
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websocketUSDTMarginedURL = "WebsocketUSDTMarginedURL"
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websocketUSDCMarginedURL = "WebsocketUSDCMarginedURL"
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websocketOptionsURL = "WebsocketOptionsURL"
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websocketTradeURL = "WebsocketTradeURL"
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websocketPrivateURL = "WebsocketPrivateURL"
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websocketSpotSupplementaryURL = "WebsocketSpotSupplementaryURL"
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chainAnalysisURL = "ChainAnalysisURL"
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edgeCase1URL = "EdgeCase1URL"
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edgeCase2URL = "EdgeCase2URL"
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edgeCase3URL = "EdgeCase3URL"
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)
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var keyURLs = []URL{
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RestSpot,
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RestSpotSupplementary,
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RestUSDTMargined,
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RestCoinMargined,
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RestFutures,
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RestFuturesSupplementary,
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RestUSDCMargined,
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RestSwap,
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RestSandbox,
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WebsocketSpot,
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WebsocketCoinMargined,
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WebsocketUSDTMargined,
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WebsocketUSDCMargined,
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WebsocketOptions,
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WebsocketTrade,
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WebsocketPrivate,
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WebsocketSpotSupplementary,
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ChainAnalysis,
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EdgeCase1,
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EdgeCase2,
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EdgeCase3,
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}
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// URL stores uint conversions
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type URL uint16
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// AssetWebsocketSupport defines the availability of websocket functionality to
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// the specific asset type. TODO: Deprecate as this is a temp item to address
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// certain limitations quickly.
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type AssetWebsocketSupport struct {
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unsupported map[asset.Item]bool
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m sync.RWMutex
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}
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