Files
gocryptotrader/exchanges/interfaces.go
Scott 5f2f6f884b Binance,Okx: Add Leverage, MarginType, Positions and CollateralMode support (#1220)
* init

* surprise train commit

* basic distinctions

* the terms of binance are confusing

* renames and introduction of allocatedMargin

* add new margin funcs

* pulling out wires

* implement proper getposition stuff

* bad coding day

* investigate order manager next

* a broken mess, but a progressing one

* finally completes some usdtmargined stuff

* coinMfutures eludes me

* expand to okx

* imports fix

* completes okx wrapper implementations

* cleans and polishes before rpc implementations

* rpc setup, order manager features, exch features

* more rpc, collateral and margin things

* mini test

* looking at rpc response, expansion of features

* reorganising before the storm

* changing how futures requests work

* cleanup and tests of cli usage

* remove silly client side logic

* cleanup

* collateral package, typo fix, margin err, rpc derive

* uses convert.StringToFloat ONLY ON STRUCTS FROM THIS PR

* fix binance order history bug

* niteroos

* adds new funcs to exchange standards testing

* more post merge fixes

* fix binance

* replace simepletimeformat

* fix for merge

* merge fixes

* micro fixes

* order side now required for leverage

* fix up the rest

* global -> portfolio collateral

* Update exchanges/collateral/collateral_test.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* adds fields and todos

* rm field redundancy

* lint fix oopsie daisy

* fixes panic, expands error and cli explanations (sorry shaz)

* ensures casing is appropriate for underlying

* Adds a shiny TODO

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2023-09-26 16:16:31 +10:00

171 lines
9.2 KiB
Go

package exchange
import (
"context"
"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/collateral"
"github.com/thrasher-corp/gocryptotrader/exchanges/currencystate"
"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/margin"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// IBotExchange enforces standard functions for all exchanges supported in
// GoCryptoTrader
type IBotExchange interface {
Setup(exch *config.Exchange) error
Start(ctx context.Context, wg *sync.WaitGroup) error
SetDefaults()
Shutdown() error
GetName() string
SetEnabled(bool)
GetEnabledFeatures() FeaturesEnabled
GetSupportedFeatures() FeaturesSupported
FetchTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error)
UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error)
UpdateTickers(ctx context.Context, a asset.Item) error
FetchOrderbook(ctx context.Context, p currency.Pair, a asset.Item) (*orderbook.Base, error)
UpdateOrderbook(ctx context.Context, p currency.Pair, a asset.Item) (*orderbook.Base, error)
FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error)
UpdateTradablePairs(ctx context.Context, forceUpdate bool) error
GetEnabledPairs(a asset.Item) (currency.Pairs, error)
GetAvailablePairs(a asset.Item) (currency.Pairs, error)
SetPairs(pairs currency.Pairs, a asset.Item, enabled bool) error
GetAssetTypes(enabled bool) asset.Items
GetRecentTrades(ctx context.Context, p currency.Pair, a asset.Item) ([]trade.Data, error)
GetHistoricTrades(ctx context.Context, p currency.Pair, a asset.Item, startTime, endTime time.Time) ([]trade.Data, error)
GetFeeByType(ctx context.Context, f *FeeBuilder) (float64, error)
GetLastPairsUpdateTime() int64
GetWithdrawPermissions() uint32
FormatWithdrawPermissions() string
GetAccountFundingHistory(ctx context.Context) ([]FundingHistory, error)
GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, accountID, chain string) (*deposit.Address, error)
GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error)
GetWithdrawalsHistory(ctx context.Context, code currency.Code, a asset.Item) ([]WithdrawalHistory, error)
WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error)
WithdrawFiatFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error)
WithdrawFiatFundsToInternationalBank(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error)
SetHTTPClientUserAgent(ua string) error
GetHTTPClientUserAgent() (string, error)
SetClientProxyAddress(addr string) error
GetDefaultConfig(ctx context.Context) (*config.Exchange, error)
GetBase() *Base
GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error)
GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error)
DisableRateLimiter() error
EnableRateLimiter() error
GetServerTime(ctx context.Context, ai asset.Item) (time.Time, error)
GetWebsocket() (*stream.Websocket, error)
SubscribeToWebsocketChannels(channels []stream.ChannelSubscription) error
UnsubscribeToWebsocketChannels(channels []stream.ChannelSubscription) error
GetSubscriptions() ([]stream.ChannelSubscription, error)
FlushWebsocketChannels() error
AuthenticateWebsocket(ctx context.Context) error
GetOrderExecutionLimits(a asset.Item, cp currency.Pair) (order.MinMaxLevel, error)
CheckOrderExecutionLimits(a asset.Item, cp currency.Pair, price, amount float64, orderType order.Type) error
UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error
GetCredentials(ctx context.Context) (*account.Credentials, error)
// ValidateAPICredentials function validates the API keys by sending an
// authenticated REST request. See exchange specific wrapper implementation.
ValidateAPICredentials(ctx context.Context, a asset.Item) error
// VerifyAPICredentials determines if the credentials supplied have unset
// required values. See exchanges/credentials.go Base method for
// implementation.
VerifyAPICredentials(creds *account.Credentials) error
// GetDefaultCredentials returns the exchange.Base api credentials loaded by
// config.json. See exchanges/credentials.go Base method for implementation.
GetDefaultCredentials() *account.Credentials
FunctionalityChecker
AccountManagement
OrderManagement
CurrencyStateManagement
FuturesManagement
MarginManagement
}
// OrderManagement defines functionality for order management
type OrderManagement interface {
SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error)
ModifyOrder(ctx context.Context, action *order.Modify) (*order.ModifyResponse, error)
CancelOrder(ctx context.Context, o *order.Cancel) error
CancelBatchOrders(ctx context.Context, o []order.Cancel) (*order.CancelBatchResponse, error)
CancelAllOrders(ctx context.Context, orders *order.Cancel) (order.CancelAllResponse, error)
GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (*order.Detail, error)
GetActiveOrders(ctx context.Context, getOrdersRequest *order.MultiOrderRequest) (order.FilteredOrders, error)
GetOrderHistory(ctx context.Context, getOrdersRequest *order.MultiOrderRequest) (order.FilteredOrders, error)
}
// CurrencyStateManagement defines functionality for currency state management
type CurrencyStateManagement interface {
GetCurrencyStateSnapshot() ([]currencystate.Snapshot, error)
UpdateCurrencyStates(ctx context.Context, a asset.Item) error
CanTradePair(p currency.Pair, a asset.Item) error
CanTrade(c currency.Code, a asset.Item) error
CanWithdraw(c currency.Code, a asset.Item) error
CanDeposit(c currency.Code, a asset.Item) error
}
// AccountManagement defines functionality for exchange account management
type AccountManagement interface {
UpdateAccountInfo(ctx context.Context, a asset.Item) (account.Holdings, error)
FetchAccountInfo(ctx context.Context, a asset.Item) (account.Holdings, error)
HasAssetTypeAccountSegregation() bool
}
// FunctionalityChecker defines functionality for retrieving exchange
// support/enabled features
type FunctionalityChecker interface {
IsEnabled() bool
IsAssetWebsocketSupported(a asset.Item) bool
SupportsAsset(assetType asset.Item) bool
SupportsREST() bool
SupportsWithdrawPermissions(permissions uint32) bool
SupportsRESTTickerBatchUpdates() bool
IsWebsocketEnabled() bool
SupportsWebsocket() bool
SupportsAutoPairUpdates() bool
IsWebsocketAuthenticationSupported() bool
IsRESTAuthenticationSupported() bool
}
// FuturesManagement manages futures orders, pnl and collateral calculations
type FuturesManagement interface {
ScaleCollateral(ctx context.Context, calculator *order.CollateralCalculator) (*collateral.ByCurrency, error)
CalculateTotalCollateral(context.Context, *order.TotalCollateralCalculator) (*order.TotalCollateralResponse, error)
GetFuturesPositions(context.Context, *order.PositionsRequest) ([]order.PositionDetails, error)
GetFundingRates(context.Context, *fundingrate.RatesRequest) (*fundingrate.Rates, error)
GetLatestFundingRate(context.Context, *fundingrate.LatestRateRequest) (*fundingrate.LatestRateResponse, error)
IsPerpetualFutureCurrency(asset.Item, currency.Pair) (bool, error)
GetCollateralCurrencyForContract(asset.Item, currency.Pair) (currency.Code, asset.Item, error)
order.PNLCalculation
GetFuturesPositionSummary(context.Context, *order.PositionSummaryRequest) (*order.PositionSummary, error)
GetFuturesPositionOrders(context.Context, *order.PositionsRequest) ([]order.PositionResponse, error)
SetCollateralMode(ctx context.Context, item asset.Item, mode collateral.Mode) error
GetCollateralMode(ctx context.Context, item asset.Item) (collateral.Mode, error)
SetLeverage(ctx context.Context, item asset.Item, pair currency.Pair, marginType margin.Type, amount float64, orderSide order.Side) error
GetLeverage(ctx context.Context, item asset.Item, pair currency.Pair, marginType margin.Type, orderSide order.Side) (float64, error)
}
// MarginManagement manages margin positions and rates
type MarginManagement interface {
SetMarginType(ctx context.Context, item asset.Item, pair currency.Pair, tp margin.Type) error
ChangePositionMargin(ctx context.Context, change *margin.PositionChangeRequest) (*margin.PositionChangeResponse, error)
GetMarginRatesHistory(context.Context, *margin.RateHistoryRequest) (*margin.RateHistoryResponse, error)
}