Files
gocryptotrader/gctscript/wrappers/validator/validator.go
Scott 86d3724507 Futures order position tracking & FTX scaled collateral calculation (#868)
* implements futures functions and GRPC functions on new branch

* lint and test fixes

* Fix uneven split pnl. Adds collateral weight test. docs. New clear func

* Test protection if someone has zero collateral

* Uses string instead of double for accuracy

* Fixes old code panic

* context, match, docs

* Addresses Shazniterinos, var names, expanded tests

* Returns subaccount name, provides USD values when offlinecalc

* Fixes oopsie

* Fixes cool bug which allowed made up subaccount results

* Subaccount override on FTX, subaccount results for collateral

* Strenghten collateral account info checks. Improve FTX test

* English is my first language

* Fixes oopsies

* Fixes for unrealised PNL & collateral rendering

* Fixes lint and tests

* Shaznit fixes

* Secret Shaznit

* Updates account information across wrappers to include more fields

* Updates online collateral calculations. Updates RPC data

* Accurately calculates collateral offline and online minus testing

* Tests and lint chocolate

* Simplifies accountinfo results

* Fixes shaznits

* Adds new func

* Increases collateral accuracy again again again x 200

* Increases accuracy of collateral rendering

* Fixes minor merge/test issues

* Linterino

* Fixes ws test. Improves collateral calculations and rendering

* Make it prettier

* Removes the lock I put on 👀

* Adds `additional_collateral_used` field, renders orig currency

* Fixes unrelated test

* Fix test

* Correctly calculate spot margin borrow collateral

* Address fun lint surprise

See https://github.com/golangci/golangci-lint/issues/741#issuecomment-1017014331

* Strange lint fixing x2

* Continued lint journey

* Nolint the nolint to not lint the lint

* Adds two new fields to response

* More linting issues arising

* fIX3s_c4s|NG

* Fixes command flags' incorrect numbering

* FairMarket = Won
2022-02-28 16:39:36 +11:00

284 lines
6.7 KiB
Go

package validator
import (
"context"
"math/rand"
"time"
"github.com/thrasher-corp/gocryptotrader/core"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
const (
validatorOpen float64 = 5000
validatorHigh float64 = 6000
validatorLow float64 = 5500
validatorClose float64 = 5700
validatorVol float64 = 10
)
// Exchanges validator for test execution/scripts
func (w Wrapper) Exchanges(enabledOnly bool) []string {
if enabledOnly {
return []string{
"hello world",
}
}
return []string{
"nope",
}
}
// IsEnabled returns if requested exchange is enabled or disabled
func (w Wrapper) IsEnabled(exch string) (v bool) {
if exch == exchError.String() {
return
}
return true
}
// Orderbook validator for test execution/scripts
func (w Wrapper) Orderbook(ctx context.Context, exch string, pair currency.Pair, item asset.Item) (*orderbook.Base, error) {
if exch == exchError.String() {
return nil, errTestFailed
}
return &orderbook.Base{
Exchange: exch,
Asset: item,
Pair: pair,
Bids: []orderbook.Item{
{
Amount: 1,
Price: 1,
},
},
Asks: []orderbook.Item{
{
Amount: 1,
Price: 1,
},
},
}, nil
}
// Ticker validator for test execution/scripts
func (w Wrapper) Ticker(ctx context.Context, exch string, pair currency.Pair, item asset.Item) (*ticker.Price, error) {
if exch == exchError.String() {
return nil, errTestFailed
}
return &ticker.Price{
Last: 1,
High: 2,
Low: 3,
Bid: 4,
Ask: 5,
Volume: 6,
QuoteVolume: 7,
PriceATH: 8,
Open: 9,
Close: 10,
Pair: pair,
ExchangeName: exch,
AssetType: item,
LastUpdated: time.Now(),
}, nil
}
// Pairs validator for test execution/scripts
func (w Wrapper) Pairs(exch string, _ bool, _ asset.Item) (*currency.Pairs, error) {
if exch == exchError.String() {
return nil, errTestFailed
}
pairs, err := currency.NewPairsFromStrings([]string{"btc_usd",
"btc_aud",
"btc_ltc"})
if err != nil {
return nil, err
}
return &pairs, nil
}
// QueryOrder validator for test execution/scripts
func (w Wrapper) QueryOrder(ctx context.Context, exch, _ string, _ currency.Pair, _ asset.Item) (*order.Detail, error) {
if exch == exchError.String() {
return nil, errTestFailed
}
pair, err := currency.NewPairFromString("BTCAUD")
if err != nil {
return nil, err
}
return &order.Detail{
Exchange: exch,
AccountID: "hello",
ID: "1",
Pair: pair,
Side: "ask",
Type: "limit",
Date: time.Now(),
Status: "cancelled",
Price: 1,
Amount: 2,
ExecutedAmount: 1,
RemainingAmount: 0,
Fee: 0,
Trades: []order.TradeHistory{
{
TID: "",
Price: 1,
Amount: 2,
Exchange: exch,
Type: "limit",
Side: "ask",
Fee: 0,
Description: "",
},
},
}, nil
}
// SubmitOrder validator for test execution/scripts
func (w Wrapper) SubmitOrder(ctx context.Context, o *order.Submit) (*order.SubmitResponse, error) {
if o == nil {
return nil, errTestFailed
}
if o.Exchange == exchError.String() {
return nil, errTestFailed
}
tempOrder := &order.SubmitResponse{
IsOrderPlaced: false,
OrderID: o.Exchange,
}
if o.Exchange == "true" {
tempOrder.IsOrderPlaced = true
}
return tempOrder, nil
}
// CancelOrder validator for test execution/scripts
func (w Wrapper) CancelOrder(ctx context.Context, exch, orderid string, cp currency.Pair, a asset.Item) (bool, error) {
if exch == exchError.String() {
return false, errTestFailed
}
if orderid == "" {
return false, errTestFailed
}
if !cp.IsEmpty() && cp.IsInvalid() {
return false, errTestFailed
}
if a != "" && !a.IsValid() {
return false, errTestFailed
}
return true, nil
}
// AccountInformation validator for test execution/scripts
func (w Wrapper) AccountInformation(ctx context.Context, exch string, assetType asset.Item) (account.Holdings, error) {
if exch == exchError.String() {
return account.Holdings{}, errTestFailed
}
return account.Holdings{
Exchange: exch,
Accounts: []account.SubAccount{
{
ID: exch,
Currencies: []account.Balance{
{
CurrencyName: currency.Code{
Item: &currency.Item{
ID: 0,
FullName: "Bitcoin",
Symbol: "BTC",
Role: 1,
AssocChain: "",
},
},
Total: 100,
Hold: 0,
},
},
},
},
}, nil
}
// DepositAddress validator for test execution/scripts
func (w Wrapper) DepositAddress(exch, chain string, _ currency.Code) (*deposit.Address, error) {
if exch == exchError.String() {
return nil, errTestFailed
}
return &deposit.Address{Address: core.BitcoinDonationAddress}, nil
}
// WithdrawalCryptoFunds validator for test execution/scripts
func (w Wrapper) WithdrawalCryptoFunds(ctx context.Context, r *withdraw.Request) (out string, err error) {
if r.Exchange == exchError.String() {
return r.Exchange, errTestFailed
}
return "", nil
}
// WithdrawalFiatFunds validator for test execution/scripts
func (w Wrapper) WithdrawalFiatFunds(ctx context.Context, _ string, r *withdraw.Request) (out string, err error) {
if r.Exchange == exchError.String() {
return r.Exchange, errTestFailed
}
return "123", nil
}
// OHLCV returns open high low close volume candles for requested exchange/pair/asset/start & end time
func (w Wrapper) OHLCV(ctx context.Context, exch string, p currency.Pair, a asset.Item, start, end time.Time, i kline.Interval) (kline.Item, error) {
if exch == exchError.String() {
return kline.Item{}, errTestFailed
}
var candles []kline.Candle
candles = append(candles, kline.Candle{
Time: start,
Open: validatorOpen,
High: validatorHigh,
Low: validatorLow,
Close: validatorClose,
Volume: validatorVol,
})
for x := 1; x < 200; x++ {
r := validatorLow + rand.Float64()*(validatorHigh-validatorLow) // nolint:gosec // no need to import crypo/rand
candle := kline.Candle{
Time: candles[x-1].Time.Add(-i.Duration()),
Open: r,
High: r,
Low: r,
Close: r,
Volume: r,
}
candles = append(candles, candle)
}
return kline.Item{
Exchange: exch,
Pair: p,
Asset: a,
Interval: i,
Candles: candles,
}, nil
}