Files
gocryptotrader/exchanges/exchange_types.go
Gareth Kirwan 1199f38546 subscriptions: Encapsulate, replace Pair with Pairs and refactor; improve exchange support
* Websocket: Use ErrSubscribedAlready

instead of errChannelAlreadySubscribed

* Subscriptions: Replace Pair with Pairs

Given that some subscriptions have multiple pairs, support that as the
standard.

* Docs: Update subscriptions in add new exch

* RPC: Update Subscription Pairs

* Linter: Disable testifylint.Len

We deliberately use Equal over Len to avoid spamming the contents of large Slices

* Websocket: Add suffix to state consts

* Binance: Subscription Pairs support

* Bitfinex: Subscription Pairs support

* Bithumb: Subscription Pairs support

* Bitmex: Subscription Pairs support

* Bitstamp: Subscription Pairs support

* BTCMarkets: Subscription Pairs support

* BTSE: Subscription Pairs support

* Coinbase: Subscription Pairs support

* Coinut: Subscription Pairs support

* GateIO: Subscription Pairs support

* Gemini: Subscription Pairs support and improvement

* Hitbtc: Subscription Pairs support

* Huboi: Subscription Pairs support

* Kucoin: Subscription Pairs support

* Okcoin: Subscription Pairs support

* Poloniex: Subscription Pairs support

* Kraken: Add subscription Pairs support

Note: This is a naieve implementation because we want to rebase the
kraken websocket rewrite on top of this

* Bybit: Subscription Pairs support

* Okx: Subscription Pairs support

* Bitmex: Subsription configuration

* Fixes unauthenticated websocket left as CanUseAuth
* Fixes auth subs happening privately

* CoinbasePro: Subscription Configuration

* Consolidate ProductIDs when all subscriptions are for the same list

* Websocket: Log actual sent message when Verbose

* Subscriptions: Improve clarity of which key is which in Match

* Subscriptions: Lint fix for HugeParam

* Subscriptions: Add AddPairs and move keys from test

* Subscriptions: Simplify subscription keys and add key types

* Subscriptions: Add List.GroupPairs Rename sub.AddPairs

* Subscription: Fix ExactKey not matching 0 pairs

* Subscriptions: Remove unused IdentityKey and HasPairKey

* Subscriptions: Fix GetKey test

* Subscriptions: Test coverage improvements

* Websocket: Change State on Add/Remove

* Subscriptions: Improve error context

* Subscriptions: Fix Enable: false subs not ignored

* Bitfinex: Fix WsAuth test failing on DataHandler

DataHandler is eaten by dataMonitor now, so we need to use ToRoutine

* Deribit: Subscription Pairs support

* Websocket: Accept nil lists for checkSubscriptions

If the user passes in a nil (implicitly empty) list, we would not panic.
Therefore the burden of correctness about that data lies with them.
The list of subscriptions is empty, and that's okay, and possibly
convenient

* Websocket: Add context to NilPointer errors

* Subscriptions: Add context to nil errors

* Exchange: Fix error expectations in UnsubToWSChans
2024-06-07 11:54:08 +10:00

324 lines
11 KiB
Go

package exchange
import (
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/config"
"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/currencystate"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
)
// Endpoint authentication types
const (
// Repeated exchange strings
// FeeType custom type for calculating fees based on method
WireTransfer InternationalBankTransactionType = iota
PerfectMoney
Neteller
AdvCash
Payeer
Skrill
Simplex
SEPA
Swift
RapidTransfer
MisterTangoSEPA
Qiwi
VisaMastercard
WebMoney
Capitalist
WesternUnion
MoneyGram
Contact
// Const declarations for fee types
BankFee FeeType = iota
InternationalBankDepositFee
InternationalBankWithdrawalFee
CryptocurrencyTradeFee
CryptocurrencyDepositFee
CryptocurrencyWithdrawalFee
OfflineTradeFee
// Definitions for each type of withdrawal method for a given exchange
NoAPIWithdrawalMethods uint32 = 0
NoAPIWithdrawalMethodsText string = "NONE, WEBSITE ONLY"
AutoWithdrawCrypto uint32 = (1 << 0)
AutoWithdrawCryptoWithAPIPermission uint32 = (1 << 1)
AutoWithdrawCryptoWithSetup uint32 = (1 << 2)
AutoWithdrawCryptoText string = "AUTO WITHDRAW CRYPTO"
AutoWithdrawCryptoWithAPIPermissionText string = "AUTO WITHDRAW CRYPTO WITH API PERMISSION"
AutoWithdrawCryptoWithSetupText string = "AUTO WITHDRAW CRYPTO WITH SETUP"
WithdrawCryptoWith2FA uint32 = (1 << 3)
WithdrawCryptoWithSMS uint32 = (1 << 4)
WithdrawCryptoWithEmail uint32 = (1 << 5)
WithdrawCryptoWithWebsiteApproval uint32 = (1 << 6)
WithdrawCryptoWithAPIPermission uint32 = (1 << 7)
WithdrawCryptoWith2FAText string = "WITHDRAW CRYPTO WITH 2FA"
WithdrawCryptoWithSMSText string = "WITHDRAW CRYPTO WITH SMS"
WithdrawCryptoWithEmailText string = "WITHDRAW CRYPTO WITH EMAIL"
WithdrawCryptoWithWebsiteApprovalText string = "WITHDRAW CRYPTO WITH WEBSITE APPROVAL"
WithdrawCryptoWithAPIPermissionText string = "WITHDRAW CRYPTO WITH API PERMISSION"
AutoWithdrawFiat uint32 = (1 << 8)
AutoWithdrawFiatWithAPIPermission uint32 = (1 << 9)
AutoWithdrawFiatWithSetup uint32 = (1 << 10)
AutoWithdrawFiatText string = "AUTO WITHDRAW FIAT"
AutoWithdrawFiatWithAPIPermissionText string = "AUTO WITHDRAW FIAT WITH API PERMISSION"
AutoWithdrawFiatWithSetupText string = "AUTO WITHDRAW FIAT WITH SETUP"
WithdrawFiatWith2FA uint32 = (1 << 11)
WithdrawFiatWithSMS uint32 = (1 << 12)
WithdrawFiatWithEmail uint32 = (1 << 13)
WithdrawFiatWithWebsiteApproval uint32 = (1 << 14)
WithdrawFiatWithAPIPermission uint32 = (1 << 15)
WithdrawFiatWith2FAText string = "WITHDRAW FIAT WITH 2FA"
WithdrawFiatWithSMSText string = "WITHDRAW FIAT WITH SMS"
WithdrawFiatWithEmailText string = "WITHDRAW FIAT WITH EMAIL"
WithdrawFiatWithWebsiteApprovalText string = "WITHDRAW FIAT WITH WEBSITE APPROVAL"
WithdrawFiatWithAPIPermissionText string = "WITHDRAW FIAT WITH API PERMISSION"
WithdrawCryptoViaWebsiteOnly uint32 = (1 << 16)
WithdrawFiatViaWebsiteOnly uint32 = (1 << 17)
WithdrawCryptoViaWebsiteOnlyText string = "WITHDRAW CRYPTO VIA WEBSITE ONLY"
WithdrawFiatViaWebsiteOnlyText string = "WITHDRAW FIAT VIA WEBSITE ONLY"
NoFiatWithdrawals uint32 = (1 << 18)
NoFiatWithdrawalsText string = "NO FIAT WITHDRAWAL"
UnknownWithdrawalTypeText string = "UNKNOWN"
)
// FeeType is the type for holding a custom fee type (International withdrawal fee)
type FeeType uint8
// InternationalBankTransactionType custom type for calculating fees based on fiat transaction types
type InternationalBankTransactionType uint8
// FeeBuilder is the type which holds all parameters required to calculate a fee
// for an exchange
type FeeBuilder struct {
FeeType FeeType
// Used for calculating crypto trading fees, deposits & withdrawals
Pair currency.Pair
IsMaker bool
// Fiat currency used for bank deposits & withdrawals
FiatCurrency currency.Code
BankTransactionType InternationalBankTransactionType
// Used to multiply for fee calculations
PurchasePrice float64
Amount float64
}
// FundingHistory holds exchange funding history data
type FundingHistory struct {
ExchangeName string
Status string
TransferID string
Description string
Timestamp time.Time
Currency string
Amount float64
Fee float64
TransferType string
CryptoToAddress string
CryptoFromAddress string
CryptoTxID string
CryptoChain string
BankTo string
BankFrom string
}
// WithdrawalHistory holds exchange Withdrawal history data
type WithdrawalHistory struct {
Status string
TransferID string
Description string
Timestamp time.Time
Currency string
Amount float64
Fee float64
TransferType string
CryptoToAddress string
CryptoTxID string
CryptoChain string
BankTo string
}
// Features stores the supported and enabled features
// for the exchange
type Features struct {
Supports FeaturesSupported
Enabled FeaturesEnabled
Subscriptions subscription.List
}
// FeaturesEnabled stores the exchange enabled features
type FeaturesEnabled struct {
AutoPairUpdates bool
Kline kline.ExchangeCapabilitiesEnabled
SaveTradeData bool
TradeFeed bool
FillsFeed bool
}
// FeaturesSupported stores the exchanges supported features
type FeaturesSupported struct {
REST bool
RESTCapabilities protocol.Features
Websocket bool
WebsocketCapabilities protocol.Features
WithdrawPermissions uint32
Kline kline.ExchangeCapabilitiesSupported
MaximumOrderHistory time.Duration
FuturesCapabilities FuturesCapabilities
OfflineFuturesCapabilities FuturesCapabilities
}
// FuturesCapabilities stores the exchange's futures capabilities
type FuturesCapabilities struct {
FundingRates bool
MaximumFundingRateHistory time.Duration
FundingRateBatching map[asset.Item]bool
SupportedFundingRateFrequencies map[kline.Interval]bool
Positions bool
OrderManagerPositionTracking bool
Collateral bool
CollateralMode bool
Leverage bool
OpenInterest OpenInterestSupport
}
// OpenInterestSupport helps breakdown a feature and how it is supported
type OpenInterestSupport struct {
Supported bool
SupportedViaTicker bool
SupportsRestBatch bool
}
// MarginCapabilities stores the exchange's margin capabilities
type MarginCapabilities struct {
SetMarginType bool
ChangePositionMargin bool
GetMarginRateHistory bool
}
// Endpoints stores running url endpoints for exchanges
type Endpoints struct {
Exchange string
defaults map[string]string
mu sync.RWMutex
}
// API stores the exchange API settings
type API struct {
AuthenticatedSupport bool
AuthenticatedWebsocketSupport bool
PEMKeySupport bool
Endpoints *Endpoints
credentials account.Credentials
credMu sync.RWMutex
CredentialsValidator config.APICredentialsValidatorConfig
}
// Base stores the individual exchange information
type Base struct {
Name string
Enabled bool
Verbose bool
LoadedByConfig bool
SkipAuthCheck bool
API API
BaseCurrencies currency.Currencies
CurrencyPairs currency.PairsManager
Features Features
HTTPTimeout time.Duration
HTTPRecording bool
HTTPDebugging bool
BypassConfigFormatUpgrades bool
WebsocketResponseCheckTimeout time.Duration
WebsocketResponseMaxLimit time.Duration
WebsocketOrderbookBufferLimit int64
Websocket *stream.Websocket
*request.Requester
Config *config.Exchange
settingsMutex sync.RWMutex
// CanVerifyOrderbook determines if the orderbook verification can be bypassed,
// increasing potential update speed but decreasing confidence in orderbook
// integrity.
CanVerifyOrderbook bool
order.ExecutionLimits
AssetWebsocketSupport
*currencystate.States
}
// url lookup consts
const (
Invalid URL = iota
RestSpot
RestSpotSupplementary
RestUSDTMargined
RestCoinMargined
RestFutures
RestFuturesSupplementary
RestUSDCMargined
RestSwap
RestSandbox
WebsocketSpot
WebsocketSpotSupplementary
ChainAnalysis
EdgeCase1
EdgeCase2
EdgeCase3
restSpotURL = "RestSpotURL"
restSpotSupplementaryURL = "RestSpotSupplementaryURL"
restUSDTMarginedFuturesURL = "RestUSDTMarginedFuturesURL"
restCoinMarginedFuturesURL = "RestCoinMarginedFuturesURL"
restUSDCMarginedFuturesURL = "RestUSDCMarginedFuturesURL"
restFuturesURL = "RestFuturesURL"
restFuturesSupplementaryURL = "RestFuturesSupplementaryURL"
restSandboxURL = "RestSandboxURL"
restSwapURL = "RestSwapURL"
websocketSpotURL = "WebsocketSpotURL"
websocketSpotSupplementaryURL = "WebsocketSpotSupplementaryURL"
chainAnalysisURL = "ChainAnalysisURL"
edgeCase1URL = "EdgeCase1URL"
edgeCase2URL = "EdgeCase2URL"
edgeCase3URL = "EdgeCase3URL"
)
var keyURLs = []URL{
RestSpot,
RestSpotSupplementary,
RestUSDTMargined,
RestCoinMargined,
RestFutures,
RestFuturesSupplementary,
RestUSDCMargined,
RestSwap,
RestSandbox,
WebsocketSpot,
WebsocketSpotSupplementary,
ChainAnalysis,
EdgeCase1,
EdgeCase2,
EdgeCase3}
// URL stores uint conversions
type URL uint16
// AssetWebsocketSupport defines the availability of websocket functionality to
// the specific asset type. TODO: Deprecate as this is a temp item to address
// certain limitations quickly.
type AssetWebsocketSupport struct {
unsupported map[asset.Item]bool
m sync.RWMutex
}