Files
gocryptotrader/common/convert/convert.go
Samuael A 6105071114 exchanges: Add Kucoin support (#1102)
* init

* updates config

* wrapper configuration

* updates exchange readme

* adds SendAuthHTTPRequest and SendHTTPRequest

* adds ratelimit file

* adds test case and minor fixes

* improve error handling

* update testcases and improve GetSymbols API

* adds SPOT API's

* minor fix

* WIP

* WIP

* adds test case

* adds check in test case

* fixes in Auth. HTTP

* improvements

* adds trade, kline support and testcases

* adds SPOT API and testcases for same

* adds SPOT API and testcases

* adds SPOT API and testcase

* WIP

* adds API's

* adds API's

* adds test cases

* adds comment to exported data types

* adds API and test cases

* adds API

* adds API

* rearrange functions

* WIP: adds API

* adds API for Post Order SPOT

* adds API and few fixes

* fixes

* WIP

* WIP

* add PostBulkOrder API and its test case

* fix issues

* adds cancel order APIs and test cases for same

* add minor test fixes

* add API

* adds API

* fixes

* add API

* adds API and test cases

* fix test

* adds API

* adds test

* fix test

* adds API and test

* adds deposit API and test cases

* WIP

* adds API and test cases

* WIP

* WIP

* add public future API and test cases

* WIP

* remove v2 API and replace them with v1

* update test cases

* adds future order API and test cases

* adds futures order API

* adds API

* add API and test cases

* adds API and test cases

* adds API and test cases

* adds API and test cases

* Adding wrapper functions

* Fix on wrapper function

* Adding websocket support

* Complete addressing WS push datas

* Adding spot push data unit tests

* adding futures websocket push data handlers

* Adding futures websocket push data handlers

* Added unit tests

* Updating unit tests

* Updating wrapper and unit test functions

* Adding missing wrapper functions and code cleaning up

* Resolved linter issues

* Fixing websocket issues

* Fixing websocket issues

* Slight fix on config_example file

* Minor update

* Basic nits updates

* Fix minor linter issues

* Minor update

* Minor unit test update

* Minor unit test update

* Code update and linter issues fix

* Removed unnecessary type conversion codes

* Monor update based on review comment

* Fix based on review comments

* Adding rate-limiter

* Websocket update and overall minor fixes

* Removed IsAssetTypeEnabled method implementation

* Fix connection and formatting issues

* Updating orderbook issues

* Very minor label fix

* Minor error returning fix

* code cleaning up and minor spelling fix

* Updates on unit test

* Update on unit tests and slight code structure

* unit test update

* orderbook update and minor fix

* fix on race

* Mini linter fix

* fix minor parameter and unit test issues

* handler funcs and models update

* Fixing websocket and unit test issues

* order side string for active orders

* Fix on websocket and unit tests

* Minor type changes

* Minor Orderbook fix and unit test update

* Small fix on orderbook

* Updating orderbook functionality

* FIx on websocket orderbook handlers

* Small update on kucoin websocket

* fix missed review comments

* fix based on review comments

* Updating websocket orderbook and fixing unit tests

* Minor fixes

* unit test update

* Updating unit test according to enabled asset type

* toggle canManipulateRealOrders const

* Unit test update

* Fix minor issues

* minor fix

* documentation fix

* wrapper coverage and unused params fix

* testing and minor changes

* documentation, websocket and unit test update

* minor linter fix

* Websocket spot/margin subscription update

* minor ticker update fix

* minor fixes on endpoints

* timestamp and number convert method and unit tests

* timestamp convert minor update

* minor type and conversion fix

* create a common timestamp convert and fix minor issues

* linter and ticker fix

* Updating unit tests and order placing endpoint methods

* Added a pairs check

* Fix config test error

* rm unused error variable

* Fix source of linter issue

* code update: convert, wrapper and websocket fix

* minor code update

* Websocket code and unit tests update

* Websocket ticker ask/bid type change and small error msg fix

* docs update

* fix: websocket orderbook handling

* change orderbook channel to marketOrderbookLevel2Channels and fix websocket orderbook update

* Minor func rename and reciever change

* Minor orderbook unit test issue fix

* comment: about why we used a random delimiter '-' for futures

* update config files and FetchTradablePair func for futures pairs

* futures config pairs update

* remove ConnextionMonitorDelay from websocket setup

* fix on types and futures pair conversion

* updating config pairs

* change NewPairFromString to DeriveFrom

* unit tests update

* unit tests update

* Added TickerBatching

* added GetStandardConfig to GetDefaultConfig

---------

Co-authored-by: Jaydeep Rajpurohit <jaydeeppurohit1996@gmail.com>
2023-09-27 15:09:38 +10:00

299 lines
7.8 KiB
Go

package convert
import (
"bytes"
"encoding/json"
"errors"
"fmt"
"math"
"strconv"
"strings"
"time"
"github.com/shopspring/decimal"
)
const jsonStringIdent = `"` // immutable byte sequence
var errUnhandledType = errors.New("unhandled type")
// FloatFromString format
func FloatFromString(raw interface{}) (float64, error) {
str, ok := raw.(string)
if !ok {
return 0, fmt.Errorf("unable to parse, value not string: %T", raw)
}
flt, err := strconv.ParseFloat(str, 64)
if err != nil {
return 0, fmt.Errorf("could not convert value: %s Error: %s", str, err)
}
return flt, nil
}
// IntFromString format
func IntFromString(raw interface{}) (int, error) {
str, ok := raw.(string)
if !ok {
return 0, fmt.Errorf("unable to parse, value not string: %T", raw)
}
n, err := strconv.Atoi(str)
if err != nil {
return 0, fmt.Errorf("unable to parse as int: %T", raw)
}
return n, nil
}
// Int64FromString format
func Int64FromString(raw interface{}) (int64, error) {
str, ok := raw.(string)
if !ok {
return 0, fmt.Errorf("unable to parse, value not string: %T", raw)
}
n, err := strconv.ParseInt(str, 10, 64)
if err != nil {
return 0, fmt.Errorf("unable to parse as int64: %T", raw)
}
return n, nil
}
// TimeFromUnixTimestampFloat format
func TimeFromUnixTimestampFloat(raw interface{}) (time.Time, error) {
ts, ok := raw.(float64)
if !ok {
return time.Time{}, fmt.Errorf("unable to parse, value not float64: %T", raw)
}
return time.UnixMilli(int64(ts)), nil
}
// TimeFromUnixTimestampDecimal converts a unix timestamp in decimal form to
// a time.Time
func TimeFromUnixTimestampDecimal(input float64) time.Time {
i, f := math.Modf(input)
return time.Unix(int64(i), int64(f*(1e9)))
}
// UnixTimestampToTime returns time.time
func UnixTimestampToTime(timeint64 int64) time.Time {
return time.Unix(timeint64, 0)
}
// UnixTimestampStrToTime returns a time.time and an error
func UnixTimestampStrToTime(timeStr string) (time.Time, error) {
i, err := strconv.ParseInt(timeStr, 10, 64)
if err != nil {
return time.Time{}, err
}
return time.Unix(i, 0), nil
}
// BoolPtr takes in boolean condition and returns pointer version of it
func BoolPtr(condition bool) *bool {
b := condition
return &b
}
// IntToHumanFriendlyString converts an int to a comma separated string at the thousand point
// eg 1000 becomes 1,000
func IntToHumanFriendlyString(number int64, thousandsSep string) string {
neg := false
if number < 0 {
number = -number
neg = true
}
str := fmt.Sprintf("%v", number)
return numberToHumanFriendlyString(str, 0, "", thousandsSep, neg)
}
// FloatToHumanFriendlyString converts a float to a comma separated string at the thousand point
// eg 1000 becomes 1,000
func FloatToHumanFriendlyString(number float64, decimals uint, decPoint, thousandsSep string) string {
neg := false
if number < 0 {
number = -number
neg = true
}
dec := int(decimals)
str := fmt.Sprintf("%."+strconv.Itoa(dec)+"F", number)
return numberToHumanFriendlyString(str, dec, decPoint, thousandsSep, neg)
}
// DecimalToHumanFriendlyString converts a decimal number to a comma separated string at the thousand point
// eg 1000 becomes 1,000
func DecimalToHumanFriendlyString(number decimal.Decimal, rounding int, decPoint, thousandsSep string) string {
neg := false
if number.LessThan(decimal.Zero) {
number = number.Abs()
neg = true
}
str := number.String()
if rnd := strings.Split(str, "."); len(rnd) == 1 {
rounding = 0
} else if len(rnd[1]) < rounding {
rounding = len(rnd[1])
}
return numberToHumanFriendlyString(number.StringFixed(int32(rounding)), rounding, decPoint, thousandsSep, neg)
}
func numberToHumanFriendlyString(str string, dec int, decPoint, thousandsSep string, neg bool) string {
var prefix, suffix string
if len(str)-(dec+1) < 0 {
dec = 0
}
if dec > 0 {
prefix = str[:len(str)-(dec+1)]
suffix = str[len(str)-dec:]
} else {
prefix = str
}
sep := []byte(thousandsSep)
n, l1, l2 := 0, len(prefix), len(sep)
// thousands sep num
c := (l1 - 1) / 3
tmp := make([]byte, l2*c+l1)
pos := len(tmp) - 1
for i := l1 - 1; i >= 0; i, n, pos = i-1, n+1, pos-1 {
if l2 > 0 && n > 0 && n%3 == 0 {
for j := range sep {
tmp[pos] = sep[l2-j-1]
pos--
}
}
tmp[pos] = prefix[i]
}
s := string(tmp)
if dec > 0 {
s += decPoint + suffix
}
if neg {
s = "-" + s
}
return s
}
// InterfaceToFloat64OrZeroValue returns the type assertion value or variable zero value
func InterfaceToFloat64OrZeroValue(r interface{}) float64 {
if v, ok := r.(float64); ok {
return v
}
return 0
}
// InterfaceToIntOrZeroValue returns the type assertion value or variable zero value
func InterfaceToIntOrZeroValue(r interface{}) int {
if v, ok := r.(int); ok {
return v
}
return 0
}
// InterfaceToStringOrZeroValue returns the type assertion value or variable zero value
func InterfaceToStringOrZeroValue(r interface{}) string {
if v, ok := r.(string); ok {
return v
}
return ""
}
// StringToFloat64 is a float64 that unmarshals from a string. This is useful
// for APIs that return numbers as strings and return an empty string instead of
// 0.
type StringToFloat64 float64
// UnmarshalJSON implements the json.Unmarshaler interface.
// This implementation is slightly more performant than calling json.Unmarshal
// again.
func (f *StringToFloat64) UnmarshalJSON(data []byte) error {
if !bytes.HasPrefix(data, []byte(jsonStringIdent)) {
return fmt.Errorf("%w: %s", errUnhandledType, string(data))
}
data = data[1 : len(data)-1] // Remove quotes
if len(data) == 0 {
*f = StringToFloat64(0)
return nil
}
val, err := strconv.ParseFloat(string(data), 64)
if err != nil {
return err
}
*f = StringToFloat64(val)
return nil
}
// MarshalJSON implements the json.Marshaler interface.
func (f StringToFloat64) MarshalJSON() ([]byte, error) {
if f == 0 {
return []byte(jsonStringIdent + jsonStringIdent), nil
}
val := strconv.FormatFloat(float64(f), 'f', -1, 64)
return []byte(jsonStringIdent + val + jsonStringIdent), nil
}
// Float64 returns the float64 value of the FloatString.
func (f StringToFloat64) Float64() float64 {
return float64(f)
}
// Decimal returns the decimal value of the FloatString
// Warning: this does not handle big numbers as the underlying
// is still a float
func (f StringToFloat64) Decimal() decimal.Decimal {
return decimal.NewFromFloat(float64(f))
}
// ExchangeTime provides timestamp to time conversion method.
type ExchangeTime time.Time
// UnmarshalJSON is custom type json unmarshaller for ExchangeTime
func (k *ExchangeTime) UnmarshalJSON(data []byte) error {
var timestamp interface{}
err := json.Unmarshal(data, &timestamp)
if err != nil {
return err
}
var standard int64
switch value := timestamp.(type) {
case string:
if value == "" {
// Setting the time to zero value because some timestamp fields could return an empty string while there is no error
// So, in such cases, Time returns zero timestamp.
break
}
standard, err = strconv.ParseInt(value, 10, 64)
if err != nil {
return err
}
case int64:
standard = value
case float64:
// Warning: converting float64 to int64 instance may create loss of precision in the timestamp information.
// be aware or consider customizing this section if found necessary.
standard = int64(value)
case nil:
// for some exchange timestamp fields, if the timestamp information is not specified,
// the data is 'nil' instead of zero value string or integer value.
default:
return fmt.Errorf("unsupported timestamp type %T", timestamp)
}
switch {
case standard == 0:
*k = ExchangeTime(time.Time{})
case standard >= 1e13:
*k = ExchangeTime(time.Unix(standard/1e9, standard%1e9))
case standard > 9999999999:
*k = ExchangeTime(time.UnixMilli(standard))
default:
*k = ExchangeTime(time.Unix(standard, 0))
}
return nil
}
// Time returns a time.Time instance from ExchangeTime instance object.
func (k ExchangeTime) Time() time.Time {
return time.Time(k)
}