Files
gocryptotrader/exchanges/interfaces.go
Ryan O'Hara-Reid cad7586e98 exchange/websocket, gateio: Rename/export package again, add websocket request functions for futures trading (#1603)
* gateio: Add multi asset websocket support WIP.

* meow

* Add tests and shenanigans

* integrate flushing and for enabling/disabling pairs from rpc shenanigans

* some changes

* linter: fixes strikes again.

* Change name ConnectionAssociation -> ConnectionCandidate for better clarity on purpose. Change connections map to point to candidate to track subscriptions for future dynamic connections holder and drop struct ConnectionDetails.

* Add subscription tests (state functional)

* glorious:nits + proxy handling

* Spelling

* linter: fixerino

* instead of nil, dont do nil.

* clean up nils

* cya nils

* don't need to set URL or check if its running

* stream match update

* update tests

* linter: fix

* glorious: nits + handle context cancellations

* stop ping handler routine leak

* * Fix bug where reader routine on error that is not a disconnection error but websocket frame error or anything really makes the reader routine return and then connection never cycles and the buffer gets filled.
* Handle reconnection via an errors.Is check which is simpler and in that scope allow for quick disconnect reconnect without waiting for connection cycle.
* Dial now uses code from DialContext but just calls context.Background()
* Don't allow reader to return on parse binary response error. Just output error and return a non nil response

* Allow rollback on connect on any error across all connections

* fix shadow jutsu

* glorious/gk: nitters - adds in ws mock server

* linter: fix

* fix deadlock on connection as the previous channel had no reader and would hang connection reader for eternity.

* glorious: whooops

* gk: nits

* Leak issue and edge case

* Websocket: Add SendMessageReturnResponses

* whooooooopsie

* gk: nitssssss

* Update exchanges/stream/stream_match.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/stream/stream_match_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* linter: appease the linter gods

* gk: nits

* gk: drain brain

* started

* more changes before merge match pr

* gateio: still building out

* gateio: finish spot

* fix up tests in gateio

* Add tests for stream package

* rm unused field

* glorious: nits

* rn files, specifically set function names to asset and offload routing to websocket type.

* linter: fix

* Add futures websocket request support

* gateio: integrate with IBOTExchange (cherry pick my nose)

* linter: fix

* glorious: nits

* add counter and update gateio

* fix collision issue

* Update exchanges/stream/websocket.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* add tests

* linter: fix

* After merge

* Add error connection info

* upgrade to upstream merge

* Fix edge case where it does not reconnect made by an already closed connection

* stream coverage

* glorious: nits

* glorious: nits removed asset error handling in stream package

* linter: fix

* rm block

* Add basic readme

* fix asset enabled flush cycle for multi connection

* spella: fix

* linter: fix

* Add glorious suggestions, fix some race thing

* reinstate name before any routine gets spawned

* stop on error in mock tests

* glorious: nits

* Set correct price

* glorious: nits found in CI build

* Add test for drain, bumped wait times as there seems to be something happening on macos CI builds, used context.WithTimeout because its instant.

* mutex across shutdown and connect for protection

* lint: fix

* test time withoffset, reinstate stop

* 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

* rm json parser and handle in json package instead

* in favour of json package unmarshalling

* 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

* glorious: nits

* comparable check for signature

* mv err var

* glorious: nits and stuff

* attempt to fix race

* 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

* 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

* shift over to websocket package error

* internal/exchange/websocket -> exchange/websocket

* PEAK OCD!

* appease the OCD gods

* thrasher: nits

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2025-04-11 16:47:33 +10:00

201 lines
11 KiB
Go

package exchange
import (
"context"
"text/template"
"time"
"github.com/thrasher-corp/gocryptotrader/common/key"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchange/websocket"
"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/futures"
"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/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
"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
Bootstrap(context.Context) (continueBootstrap bool, err error)
SetDefaults()
Shutdown() error
GetName() string
SetEnabled(bool)
GetEnabledFeatures() FeaturesEnabled
GetSupportedFeatures() FeaturesSupported
// GetTradingRequirements returns trading requirements for the exchange
GetTradingRequirements() protocol.TradingRequirements
GetCachedTicker(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
GetCachedOrderbook(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)
GetPairFormat(asset.Item, bool) (currency.PairFormat, 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
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() (*websocket.Manager, error)
SubscribeToWebsocketChannels(channels subscription.List) error
UnsubscribeToWebsocketChannels(channels subscription.List) error
GetSubscriptions() (subscription.List, error)
GetSubscriptionTemplate(*subscription.Subscription) (*template.Template, error)
FlushWebsocketChannels() error
AuthenticateWebsocket(ctx context.Context) error
CanUseAuthenticatedWebsocketEndpoints() bool
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)
EnsureOnePairEnabled() error
PrintEnabledPairs()
IsVerbose() bool
GetCurrencyTradeURL(ctx context.Context, a asset.Item, cp currency.Pair) (string, 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
// MatchSymbolWithAvailablePairs returns a currency pair based on the supplied
// symbol and asset type. If the string is expected to have a delimiter this
// will attempt to screen it out.
MatchSymbolWithAvailablePairs(symbol string, a asset.Item, hasDelimiter bool) (currency.Pair, error)
// MatchSymbolCheckEnabled returns a currency pair based on the supplied symbol
// and asset type against the available pairs list. If the string is expected to
// have a delimiter this will attempt to screen it out. It will also check if
// the pair is enabled.
MatchSymbolCheckEnabled(symbol string, a asset.Item, hasDelimiter bool) (pair currency.Pair, enabled bool, err error)
// IsPairEnabled checks if a pair is enabled for an enabled asset type
IsPairEnabled(pair currency.Pair, a asset.Item) (bool, error)
}
// 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)
WebsocketSubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, 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)
GetCachedAccountInfo(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 {
GetOpenInterest(context.Context, ...key.PairAsset) ([]futures.OpenInterest, error)
ScaleCollateral(ctx context.Context, calculator *futures.CollateralCalculator) (*collateral.ByCurrency, error)
GetPositionSummary(context.Context, *futures.PositionSummaryRequest) (*futures.PositionSummary, error)
CalculateTotalCollateral(context.Context, *futures.TotalCollateralCalculator) (*futures.TotalCollateralResponse, error)
GetFuturesPositions(context.Context, *futures.PositionsRequest) ([]futures.PositionDetails, error)
GetHistoricalFundingRates(context.Context, *fundingrate.HistoricalRatesRequest) (*fundingrate.HistoricalRates, error)
GetLatestFundingRates(context.Context, *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error)
IsPerpetualFutureCurrency(asset.Item, currency.Pair) (bool, error)
GetCollateralCurrencyForContract(asset.Item, currency.Pair) (currency.Code, asset.Item, error)
GetFuturesPositionSummary(context.Context, *futures.PositionSummaryRequest) (*futures.PositionSummary, error)
GetFuturesPositionOrders(context.Context, *futures.PositionsRequest) ([]futures.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)
futures.PNLCalculation
GetFuturesContractDetails(ctx context.Context, item asset.Item) ([]futures.Contract, error)
}