Files
gocryptotrader/engine/rpcserver.go
Ryan O'Hara-Reid ac731ce283 websocket/gateio: Support multi connection management and integrate with GateIO (#1580)
* 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

* 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.

* gk: nits

* Leak issue and edge case

* gk: nits

* gk: drain brain

* glorious: nits

* 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

* 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

* 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

* glorious: panix

* linter: things

* whoops

* defer lock and use functions that don't require locking in SetProxyAddress

* lint: fix

* thrasher: nits

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2024-10-10 15:09:52 +11:00

6059 lines
181 KiB
Go

package engine
import (
"context"
"encoding/json"
"errors"
"fmt"
"net"
"net/http"
"os"
"path/filepath"
"sort"
"strconv"
"strings"
"time"
"github.com/gofrs/uuid"
grpcauth "github.com/grpc-ecosystem/go-grpc-middleware/auth"
"github.com/grpc-ecosystem/grpc-gateway/v2/runtime"
"github.com/pquerna/otp/totp"
"github.com/shopspring/decimal"
"github.com/thrasher-corp/gct-ta/indicators"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/common/file"
"github.com/thrasher-corp/gocryptotrader/common/file/archive"
"github.com/thrasher-corp/gocryptotrader/common/key"
"github.com/thrasher-corp/gocryptotrader/common/timeperiods"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/database"
"github.com/thrasher-corp/gocryptotrader/database/models/postgres"
"github.com/thrasher-corp/gocryptotrader/database/models/sqlite3"
"github.com/thrasher-corp/gocryptotrader/database/repository/audit"
exchangeDB "github.com/thrasher-corp/gocryptotrader/database/repository/exchange"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"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/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/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/gctrpc"
"github.com/thrasher-corp/gocryptotrader/gctrpc/auth"
gctscript "github.com/thrasher-corp/gocryptotrader/gctscript/vm"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio"
"github.com/thrasher-corp/gocryptotrader/portfolio/banking"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
"github.com/thrasher-corp/gocryptotrader/utils"
"google.golang.org/grpc"
"google.golang.org/grpc/credentials"
"google.golang.org/grpc/metadata"
"google.golang.org/protobuf/types/known/timestamppb"
)
var (
errExchangeNotLoaded = errors.New("exchange is not loaded/doesn't exist")
errExchangeNotEnabled = errors.New("exchange is not enabled")
errExchangeBaseNotFound = errors.New("cannot get exchange base")
errInvalidArguments = errors.New("invalid arguments received")
errExchangeNameUnset = errors.New("exchange name unset")
errCurrencyPairUnset = errors.New("currency pair unset")
errInvalidTimes = errors.New("invalid start and end times")
errAssetTypeUnset = errors.New("asset type unset")
errDispatchSystem = errors.New("dispatch system offline")
errCurrencyNotEnabled = errors.New("currency not enabled")
errCurrencyNotSpecified = errors.New("a currency must be specified")
errCurrencyPairInvalid = errors.New("currency provided is not found in the available pairs list")
errNoTrades = errors.New("no trades returned from supplied params")
errNilRequestData = errors.New("nil request data received, cannot continue")
errNoAccountInformation = errors.New("account information does not exist")
errShutdownNotAllowed = errors.New("shutting down this bot instance is not allowed via gRPC, please enable by command line flag --grpcshutdown or config.json field grpcAllowBotShutdown")
errGRPCShutdownSignalIsNil = errors.New("cannot shutdown, gRPC shutdown channel is nil")
errInvalidStrategy = errors.New("invalid strategy")
errSpecificPairNotEnabled = errors.New("specified pair is not enabled")
errPairNotEnabled = errors.New("pair is not enabled")
)
// RPCServer struct
type RPCServer struct {
gctrpc.UnimplementedGoCryptoTraderServiceServer
*Engine
}
func (s *RPCServer) authenticateClient(ctx context.Context) (context.Context, error) {
md, ok := metadata.FromIncomingContext(ctx)
if !ok {
return ctx, errors.New("unable to extract metadata")
}
authStr, ok := md["authorization"]
if !ok {
return ctx, errors.New("authorization header missing")
}
if !strings.Contains(authStr[0], "Basic") {
return ctx, errors.New("basic not found in authorization header")
}
decoded, err := crypto.Base64Decode(strings.Split(authStr[0], " ")[1])
if err != nil {
return ctx, errors.New("unable to base64 decode authorization header")
}
cred := strings.Split(string(decoded), ":")
username := cred[0]
password := cred[1]
if username != s.Config.RemoteControl.Username ||
password != s.Config.RemoteControl.Password {
return ctx, errors.New("username/password mismatch")
}
ctx, err = account.ParseCredentialsMetadata(ctx, md)
if err != nil {
return ctx, err
}
if _, ok := md["verbose"]; ok {
ctx = request.WithVerbose(ctx)
}
return ctx, nil
}
// StartRPCServer starts a gRPC server with TLS auth
func StartRPCServer(engine *Engine) {
targetDir := utils.GetTLSDir(engine.Settings.DataDir)
if err := CheckCerts(targetDir); err != nil {
log.Errorf(log.GRPCSys, "gRPC CheckCerts failed. err: %s\n", err)
return
}
log.Debugf(log.GRPCSys, "gRPC server support enabled. Starting gRPC server on https://%v.\n", engine.Config.RemoteControl.GRPC.ListenAddress)
lis, err := net.Listen("tcp", engine.Config.RemoteControl.GRPC.ListenAddress)
if err != nil {
log.Errorf(log.GRPCSys, "gRPC server failed to bind to port: %s", err)
return
}
creds, err := credentials.NewServerTLSFromFile(filepath.Join(targetDir, "cert.pem"), filepath.Join(targetDir, "key.pem"))
if err != nil {
log.Errorf(log.GRPCSys, "gRPC server could not load TLS keys: %s\n", err)
return
}
s := RPCServer{Engine: engine}
opts := []grpc.ServerOption{
grpc.Creds(creds),
grpc.UnaryInterceptor(grpcauth.UnaryServerInterceptor(s.authenticateClient)),
grpc.StreamInterceptor(grpcauth.StreamServerInterceptor(s.authenticateClient)),
}
server := grpc.NewServer(opts...)
gctrpc.RegisterGoCryptoTraderServiceServer(server, &s)
go func() {
if err := server.Serve(lis); err != nil {
log.Errorf(log.GRPCSys, "gRPC server failed to serve: %s\n", err)
return
}
}()
log.Debugln(log.GRPCSys, "gRPC server started!")
if s.Settings.EnableGRPCProxy {
s.StartRPCRESTProxy()
}
}
// StartRPCRESTProxy starts a gRPC proxy
func (s *RPCServer) StartRPCRESTProxy() {
log.Debugf(log.GRPCSys, "gRPC proxy server support enabled. Starting gRPC proxy server on https://%v.\n", s.Config.RemoteControl.GRPC.GRPCProxyListenAddress)
targetDir := utils.GetTLSDir(s.Settings.DataDir)
certFile := filepath.Join(targetDir, "cert.pem")
keyFile := filepath.Join(targetDir, "key.pem")
creds, err := credentials.NewClientTLSFromFile(certFile, "")
if err != nil {
log.Errorf(log.GRPCSys, "Unable to start gRPC proxy. Err: %s\n", err)
return
}
mux := runtime.NewServeMux()
opts := []grpc.DialOption{grpc.WithTransportCredentials(creds),
grpc.WithPerRPCCredentials(auth.BasicAuth{
Username: s.Config.RemoteControl.Username,
Password: s.Config.RemoteControl.Password,
}),
}
err = gctrpc.RegisterGoCryptoTraderServiceHandlerFromEndpoint(context.Background(),
mux, s.Config.RemoteControl.GRPC.ListenAddress, opts)
if err != nil {
log.Errorf(log.GRPCSys, "Failed to register gRPC proxy. Err: %s\n", err)
return
}
go func() {
server := &http.Server{
Addr: s.Config.RemoteControl.GRPC.GRPCProxyListenAddress,
ReadHeaderTimeout: time.Minute,
ReadTimeout: time.Minute,
Handler: s.authClient(mux),
}
if err = server.ListenAndServeTLS(certFile, keyFile); err != nil {
log.Errorf(log.GRPCSys, "gRPC proxy server failed to serve: %s\n", err)
return
}
}()
log.Debugln(log.GRPCSys, "gRPC proxy server started!")
}
func (s *RPCServer) authClient(handler http.Handler) http.Handler {
return http.HandlerFunc(func(w http.ResponseWriter, r *http.Request) {
username, password, ok := r.BasicAuth()
if !ok || username != s.Config.RemoteControl.Username || password != s.Config.RemoteControl.Password {
w.Header().Set("WWW-Authenticate", `Basic realm="restricted"`)
http.Error(w, "Access denied", http.StatusUnauthorized)
log.Warnf(log.GRPCSys, "gRPC proxy server unauthorised access attempt. IP: %s Path: %s\n", r.RemoteAddr, r.URL.Path)
return
}
handler.ServeHTTP(w, r)
})
}
// GetInfo returns info about the current GoCryptoTrader session
func (s *RPCServer) GetInfo(_ context.Context, _ *gctrpc.GetInfoRequest) (*gctrpc.GetInfoResponse, error) {
rpcEndpoints, err := s.getRPCEndpoints()
if err != nil {
return nil, err
}
return &gctrpc.GetInfoResponse{
Uptime: time.Since(s.uptime).String(),
EnabledExchanges: int64(s.Config.CountEnabledExchanges()),
AvailableExchanges: int64(len(s.Config.Exchanges)),
DefaultFiatCurrency: s.Config.Currency.FiatDisplayCurrency.String(),
DefaultForexProvider: s.Config.GetPrimaryForexProvider(),
SubsystemStatus: s.GetSubsystemsStatus(),
RpcEndpoints: rpcEndpoints,
}, nil
}
func (s *RPCServer) getRPCEndpoints() (map[string]*gctrpc.RPCEndpoint, error) {
endpoints, err := s.Engine.GetRPCEndpoints()
if err != nil {
return nil, err
}
rpcEndpoints := make(map[string]*gctrpc.RPCEndpoint)
for key, val := range endpoints {
rpcEndpoints[key] = &gctrpc.RPCEndpoint{
Started: val.Started,
ListenAddress: val.ListenAddr,
}
}
return rpcEndpoints, nil
}
// GetSubsystems returns a list of subsystems and their status
func (s *RPCServer) GetSubsystems(_ context.Context, _ *gctrpc.GetSubsystemsRequest) (*gctrpc.GetSusbsytemsResponse, error) {
return &gctrpc.GetSusbsytemsResponse{SubsystemsStatus: s.GetSubsystemsStatus()}, nil
}
// EnableSubsystem enables a engine subsystem
func (s *RPCServer) EnableSubsystem(_ context.Context, r *gctrpc.GenericSubsystemRequest) (*gctrpc.GenericResponse, error) {
err := s.SetSubsystem(r.Subsystem, true)
if err != nil {
return nil, err
}
return &gctrpc.GenericResponse{Status: MsgStatusSuccess,
Data: fmt.Sprintf("subsystem %s enabled", r.Subsystem)}, nil
}
// DisableSubsystem disables a engine subsystem
func (s *RPCServer) DisableSubsystem(_ context.Context, r *gctrpc.GenericSubsystemRequest) (*gctrpc.GenericResponse, error) {
err := s.SetSubsystem(r.Subsystem, false)
if err != nil {
return nil, err
}
return &gctrpc.GenericResponse{Status: MsgStatusSuccess,
Data: fmt.Sprintf("subsystem %s disabled", r.Subsystem)}, nil
}
// GetRPCEndpoints returns a list of API endpoints
func (s *RPCServer) GetRPCEndpoints(_ context.Context, _ *gctrpc.GetRPCEndpointsRequest) (*gctrpc.GetRPCEndpointsResponse, error) {
endpoint, err := s.getRPCEndpoints()
return &gctrpc.GetRPCEndpointsResponse{Endpoints: endpoint}, err
}
// GetCommunicationRelayers returns the status of the engines communication relayers
func (s *RPCServer) GetCommunicationRelayers(_ context.Context, _ *gctrpc.GetCommunicationRelayersRequest) (*gctrpc.GetCommunicationRelayersResponse, error) {
relayers, err := s.CommunicationsManager.GetStatus()
if err != nil {
return nil, err
}
var resp gctrpc.GetCommunicationRelayersResponse
resp.CommunicationRelayers = make(map[string]*gctrpc.CommunicationRelayer)
for k, v := range relayers {
resp.CommunicationRelayers[k] = &gctrpc.CommunicationRelayer{
Enabled: v.Enabled,
Connected: v.Connected,
}
}
return &resp, nil
}
// GetExchanges returns a list of exchanges
// Param is whether or not you wish to list enabled exchanges
func (s *RPCServer) GetExchanges(_ context.Context, r *gctrpc.GetExchangesRequest) (*gctrpc.GetExchangesResponse, error) {
exchanges := strings.Join(s.GetExchangeNames(r.Enabled), ",")
return &gctrpc.GetExchangesResponse{Exchanges: exchanges}, nil
}
// DisableExchange disables an exchange
func (s *RPCServer) DisableExchange(_ context.Context, r *gctrpc.GenericExchangeNameRequest) (*gctrpc.GenericResponse, error) {
err := s.UnloadExchange(r.Exchange)
if err != nil {
return nil, err
}
return &gctrpc.GenericResponse{Status: MsgStatusSuccess}, nil
}
// EnableExchange enables an exchange
func (s *RPCServer) EnableExchange(_ context.Context, r *gctrpc.GenericExchangeNameRequest) (*gctrpc.GenericResponse, error) {
err := s.LoadExchange(r.Exchange)
if err != nil {
return nil, err
}
return &gctrpc.GenericResponse{Status: MsgStatusSuccess}, nil
}
// GetExchangeOTPCode retrieves an exchanges OTP code
func (s *RPCServer) GetExchangeOTPCode(_ context.Context, r *gctrpc.GenericExchangeNameRequest) (*gctrpc.GetExchangeOTPResponse, error) {
if _, err := s.GetExchangeByName(r.Exchange); err != nil {
return nil, err
}
result, err := s.GetExchangeOTPByName(r.Exchange)
return &gctrpc.GetExchangeOTPResponse{OtpCode: result}, err
}
// GetExchangeOTPCodes retrieves OTP codes for all exchanges which have an
// OTP secret installed
func (s *RPCServer) GetExchangeOTPCodes(_ context.Context, _ *gctrpc.GetExchangeOTPsRequest) (*gctrpc.GetExchangeOTPsResponse, error) {
result, err := s.GetExchangeOTPs()
return &gctrpc.GetExchangeOTPsResponse{OtpCodes: result}, err
}
// GetExchangeInfo gets info for a specific exchange
func (s *RPCServer) GetExchangeInfo(_ context.Context, r *gctrpc.GenericExchangeNameRequest) (*gctrpc.GetExchangeInfoResponse, error) {
exchCfg, err := s.Config.GetExchangeConfig(r.Exchange)
if err != nil {
return nil, err
}
resp := &gctrpc.GetExchangeInfoResponse{
Name: exchCfg.Name,
Enabled: exchCfg.Enabled,
Verbose: exchCfg.Verbose,
UsingSandbox: exchCfg.UseSandbox,
HttpTimeout: exchCfg.HTTPTimeout.String(),
HttpUseragent: exchCfg.HTTPUserAgent,
HttpProxy: exchCfg.ProxyAddress,
BaseCurrencies: strings.Join(exchCfg.BaseCurrencies.Strings(), ","),
}
resp.SupportedAssets = make(map[string]*gctrpc.PairsSupported)
assets := exchCfg.CurrencyPairs.GetAssetTypes(false)
for i := range assets {
var enabled currency.Pairs
enabled, err = exchCfg.CurrencyPairs.GetPairs(assets[i], true)
if err != nil {
return nil, err
}
var available currency.Pairs
available, err = exchCfg.CurrencyPairs.GetPairs(assets[i], false)
if err != nil {
return nil, err
}
resp.SupportedAssets[assets[i].String()] = &gctrpc.PairsSupported{
EnabledPairs: enabled.Join(),
AvailablePairs: available.Join(),
}
}
return resp, nil
}
// GetTicker returns the ticker for a specified exchange, currency pair and
// asset type
func (s *RPCServer) GetTicker(ctx context.Context, r *gctrpc.GetTickerRequest) (*gctrpc.TickerResponse, error) {
a, err := asset.New(r.AssetType)
if err != nil {
return nil, err
}
e, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
err = checkParams(r.Exchange, e, a, currency.Pair{
Delimiter: r.Pair.Delimiter,
Base: currency.NewCode(r.Pair.Base),
Quote: currency.NewCode(r.Pair.Quote),
})
if err != nil {
return nil, err
}
t, err := s.GetSpecificTicker(ctx,
currency.Pair{
Delimiter: r.Pair.Delimiter,
Base: currency.NewCode(r.Pair.Base),
Quote: currency.NewCode(r.Pair.Quote),
},
r.Exchange,
a,
)
if err != nil {
return nil, err
}
resp := &gctrpc.TickerResponse{
Pair: r.Pair,
LastUpdated: s.unixTimestamp(t.LastUpdated),
Last: t.Last,
High: t.High,
Low: t.Low,
Bid: t.Bid,
Ask: t.Ask,
Volume: t.Volume,
PriceAth: t.PriceATH,
}
return resp, nil
}
// GetTickers returns a list of tickers for all enabled exchanges and all
// enabled currency pairs
func (s *RPCServer) GetTickers(ctx context.Context, _ *gctrpc.GetTickersRequest) (*gctrpc.GetTickersResponse, error) {
activeTickers := s.GetAllActiveTickers(ctx)
tickers := make([]*gctrpc.Tickers, len(activeTickers))
for x := range activeTickers {
t := &gctrpc.Tickers{
Exchange: activeTickers[x].ExchangeName,
Tickers: make([]*gctrpc.TickerResponse, len(activeTickers[x].ExchangeValues)),
}
for y := range activeTickers[x].ExchangeValues {
val := activeTickers[x].ExchangeValues[y]
t.Tickers[y] = &gctrpc.TickerResponse{
Pair: &gctrpc.CurrencyPair{
Delimiter: val.Pair.Delimiter,
Base: val.Pair.Base.String(),
Quote: val.Pair.Quote.String(),
},
LastUpdated: s.unixTimestamp(val.LastUpdated),
Last: val.Last,
High: val.High,
Low: val.Low,
Bid: val.Bid,
Ask: val.Ask,
Volume: val.Volume,
PriceAth: val.PriceATH,
}
}
tickers[x] = t
}
return &gctrpc.GetTickersResponse{Tickers: tickers}, nil
}
// GetOrderbook returns an orderbook for a specific exchange, currency pair
// and asset type
func (s *RPCServer) GetOrderbook(ctx context.Context, r *gctrpc.GetOrderbookRequest) (*gctrpc.OrderbookResponse, error) {
a, err := asset.New(r.AssetType)
if err != nil {
return nil, err
}
ob, err := s.GetSpecificOrderbook(ctx,
currency.Pair{
Delimiter: r.Pair.Delimiter,
Base: currency.NewCode(r.Pair.Base),
Quote: currency.NewCode(r.Pair.Quote),
},
r.Exchange,
a,
)
if err != nil {
return nil, err
}
bids := make([]*gctrpc.OrderbookItem, 0, len(ob.Bids))
asks := make([]*gctrpc.OrderbookItem, 0, len(ob.Asks))
ch := make(chan bool)
go func() {
for _, b := range ob.Bids {
bids = append(bids, &gctrpc.OrderbookItem{
Amount: b.Amount,
Price: b.Price,
})
}
ch <- true
}()
for _, a := range ob.Asks {
asks = append(asks, &gctrpc.OrderbookItem{
Amount: a.Amount,
Price: a.Price,
})
}
<-ch
resp := &gctrpc.OrderbookResponse{
Pair: r.Pair,
Bids: bids,
Asks: asks,
LastUpdated: s.unixTimestamp(ob.LastUpdated),
AssetType: r.AssetType,
}
return resp, nil
}
// GetOrderbooks returns a list of orderbooks for all enabled exchanges and all
// enabled currency pairs
func (s *RPCServer) GetOrderbooks(ctx context.Context, _ *gctrpc.GetOrderbooksRequest) (*gctrpc.GetOrderbooksResponse, error) {
exchanges, err := s.ExchangeManager.GetExchanges()
if err != nil {
return nil, err
}
obResponse := make([]*gctrpc.Orderbooks, 0, len(exchanges))
var obs []*gctrpc.OrderbookResponse
for x := range exchanges {
if !exchanges[x].IsEnabled() {
continue
}
assets := exchanges[x].GetAssetTypes(true)
exchName := exchanges[x].GetName()
for y := range assets {
currencies, err := exchanges[x].GetEnabledPairs(assets[y])
if err != nil {
log.Errorf(log.RESTSys,
"Exchange %s could not retrieve enabled currencies. Err: %s\n",
exchName,
err)
continue
}
for z := range currencies {
resp, err := exchanges[x].FetchOrderbook(ctx, currencies[z], assets[y])
if err != nil {
log.Errorf(log.RESTSys,
"Exchange %s failed to retrieve %s orderbook. Err: %s\n", exchName,
currencies[z].String(),
err)
continue
}
ob := &gctrpc.OrderbookResponse{
Pair: &gctrpc.CurrencyPair{
Delimiter: currencies[z].Delimiter,
Base: currencies[z].Base.String(),
Quote: currencies[z].Quote.String(),
},
AssetType: assets[y].String(),
LastUpdated: s.unixTimestamp(resp.LastUpdated),
Bids: make([]*gctrpc.OrderbookItem, len(resp.Bids)),
Asks: make([]*gctrpc.OrderbookItem, len(resp.Asks)),
}
for i := range resp.Bids {
ob.Bids[i] = &gctrpc.OrderbookItem{
Amount: resp.Bids[i].Amount,
Price: resp.Bids[i].Price,
}
}
for i := range resp.Asks {
ob.Asks[i] = &gctrpc.OrderbookItem{
Amount: resp.Asks[i].Amount,
Price: resp.Asks[i].Price,
}
}
obs = append(obs, ob)
}
}
obResponse = append(obResponse, &gctrpc.Orderbooks{
Exchange: exchanges[x].GetName(),
Orderbooks: obs,
})
}
return &gctrpc.GetOrderbooksResponse{Orderbooks: obResponse}, nil
}
// GetAccountInfo returns an account balance for a specific exchange
func (s *RPCServer) GetAccountInfo(ctx context.Context, r *gctrpc.GetAccountInfoRequest) (*gctrpc.GetAccountInfoResponse, error) {
assetType, err := asset.New(r.AssetType)
if err != nil {
return nil, err
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
err = checkParams(r.Exchange, exch, assetType, currency.EMPTYPAIR)
if err != nil {
return nil, err
}
resp, err := exch.FetchAccountInfo(ctx, assetType)
if err != nil {
return nil, err
}
return createAccountInfoRequest(resp)
}
// UpdateAccountInfo forces an update of the account info
func (s *RPCServer) UpdateAccountInfo(ctx context.Context, r *gctrpc.GetAccountInfoRequest) (*gctrpc.GetAccountInfoResponse, error) {
assetType, err := asset.New(r.AssetType)
if err != nil {
return nil, err
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
err = checkParams(r.Exchange, exch, assetType, currency.EMPTYPAIR)
if err != nil {
return nil, err
}
resp, err := exch.UpdateAccountInfo(ctx, assetType)
if err != nil {
return nil, err
}
return createAccountInfoRequest(resp)
}
func createAccountInfoRequest(h account.Holdings) (*gctrpc.GetAccountInfoResponse, error) {
accounts := make([]*gctrpc.Account, len(h.Accounts))
for x := range h.Accounts {
var a gctrpc.Account
a.Id = h.Accounts[x].Credentials.String()
for _, y := range h.Accounts[x].Currencies {
if y.Total == 0 &&
y.Hold == 0 &&
y.Free == 0 &&
y.AvailableWithoutBorrow == 0 &&
y.Borrowed == 0 {
continue
}
a.Currencies = append(a.Currencies, &gctrpc.AccountCurrencyInfo{
Currency: y.Currency.String(),
TotalValue: y.Total,
Hold: y.Hold,
Free: y.Free,
FreeWithoutBorrow: y.AvailableWithoutBorrow,
Borrowed: y.Borrowed,
})
}
accounts[x] = &a
}
return &gctrpc.GetAccountInfoResponse{Exchange: h.Exchange, Accounts: accounts}, nil
}
// GetAccountInfoStream streams an account balance for a specific exchange
func (s *RPCServer) GetAccountInfoStream(r *gctrpc.GetAccountInfoRequest, stream gctrpc.GoCryptoTraderService_GetAccountInfoStreamServer) error {
assetType, err := asset.New(r.AssetType)
if err != nil {
return err
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return err
}
err = checkParams(r.Exchange, exch, assetType, currency.EMPTYPAIR)
if err != nil {
return err
}
initAcc, err := exch.FetchAccountInfo(stream.Context(), assetType)
if err != nil {
return err
}
accounts := make([]*gctrpc.Account, len(initAcc.Accounts))
for x := range initAcc.Accounts {
subAccounts := make([]*gctrpc.AccountCurrencyInfo, len(initAcc.Accounts[x].Currencies))
for y := range initAcc.Accounts[x].Currencies {
subAccounts[y] = &gctrpc.AccountCurrencyInfo{
Currency: initAcc.Accounts[x].Currencies[y].Currency.String(),
TotalValue: initAcc.Accounts[x].Currencies[y].Total,
Hold: initAcc.Accounts[x].Currencies[y].Hold,
}
}
accounts[x] = &gctrpc.Account{
Id: initAcc.Accounts[x].ID,
Currencies: subAccounts,
}
}
err = stream.Send(&gctrpc.GetAccountInfoResponse{
Exchange: initAcc.Exchange,
Accounts: accounts,
})
if err != nil {
return err
}
pipe, err := account.SubscribeToExchangeAccount(r.Exchange)
if err != nil {
return err
}
defer func() {
pipeErr := pipe.Release()
if pipeErr != nil {
log.Errorln(log.DispatchMgr, pipeErr)
}
}()
for {
data, ok := <-pipe.Channel()
if !ok {
return errDispatchSystem
}
holdings, ok := data.(*account.Holdings)
if !ok {
return common.GetTypeAssertError("*account.Holdings", data)
}
accounts := make([]*gctrpc.Account, len(holdings.Accounts))
for x := range holdings.Accounts {
subAccounts := make([]*gctrpc.AccountCurrencyInfo, len(holdings.Accounts[x].Currencies))
for y := range holdings.Accounts[x].Currencies {
subAccounts[y] = &gctrpc.AccountCurrencyInfo{
Currency: holdings.Accounts[x].Currencies[y].Currency.String(),
TotalValue: holdings.Accounts[x].Currencies[y].Total,
Hold: holdings.Accounts[x].Currencies[y].Hold,
}
}
accounts[x] = &gctrpc.Account{
Id: holdings.Accounts[x].ID,
Currencies: subAccounts,
}
}
if err := stream.Send(&gctrpc.GetAccountInfoResponse{
Exchange: holdings.Exchange,
Accounts: accounts,
}); err != nil {
return err
}
}
}
// GetConfig returns the bots config
func (s *RPCServer) GetConfig(_ context.Context, _ *gctrpc.GetConfigRequest) (*gctrpc.GetConfigResponse, error) {
return &gctrpc.GetConfigResponse{}, common.ErrNotYetImplemented
}
// GetPortfolio returns the portfoliomanager details
func (s *RPCServer) GetPortfolio(_ context.Context, _ *gctrpc.GetPortfolioRequest) (*gctrpc.GetPortfolioResponse, error) {
botAddrs := s.portfolioManager.GetAddresses()
addrs := make([]*gctrpc.PortfolioAddress, len(botAddrs))
for x := range botAddrs {
addrs[x] = &gctrpc.PortfolioAddress{
Address: botAddrs[x].Address,
CoinType: botAddrs[x].CoinType.String(),
Description: botAddrs[x].Description,
Balance: botAddrs[x].Balance,
}
}
resp := &gctrpc.GetPortfolioResponse{
Portfolio: addrs,
}
return resp, nil
}
// GetPortfolioSummary returns the portfoliomanager summary
func (s *RPCServer) GetPortfolioSummary(_ context.Context, _ *gctrpc.GetPortfolioSummaryRequest) (*gctrpc.GetPortfolioSummaryResponse, error) {
result := s.portfolioManager.GetPortfolioSummary()
var resp gctrpc.GetPortfolioSummaryResponse
p := func(coins []portfolio.Coin) []*gctrpc.Coin {
var c []*gctrpc.Coin
for x := range coins {
c = append(c,
&gctrpc.Coin{
Coin: coins[x].Coin.String(),
Balance: coins[x].Balance,
Address: coins[x].Address,
Percentage: coins[x].Percentage,
},
)
}
return c
}
resp.CoinTotals = p(result.Totals)
resp.CoinsOffline = p(result.Offline)
resp.CoinsOfflineSummary = make(map[string]*gctrpc.OfflineCoins)
for k, v := range result.OfflineSummary {
var o []*gctrpc.OfflineCoinSummary
for x := range v {
o = append(o,
&gctrpc.OfflineCoinSummary{
Address: v[x].Address,
Balance: v[x].Balance,
Percentage: v[x].Percentage,
},
)
}
resp.CoinsOfflineSummary[k.String()] = &gctrpc.OfflineCoins{
Addresses: o,
}
}
resp.CoinsOnline = p(result.Online)
resp.CoinsOnlineSummary = make(map[string]*gctrpc.OnlineCoins)
for k, v := range result.OnlineSummary {
o := make(map[string]*gctrpc.OnlineCoinSummary)
for x, y := range v {
o[x.String()] = &gctrpc.OnlineCoinSummary{
Balance: y.Balance,
Percentage: y.Percentage,
}
}
resp.CoinsOnlineSummary[k] = &gctrpc.OnlineCoins{
Coins: o,
}
}
return &resp, nil
}
// AddPortfolioAddress adds an address to the portfoliomanager manager
func (s *RPCServer) AddPortfolioAddress(_ context.Context, r *gctrpc.AddPortfolioAddressRequest) (*gctrpc.GenericResponse, error) {
err := s.portfolioManager.AddAddress(r.Address,
r.Description,
currency.NewCode(r.CoinType),
r.Balance)
if err != nil {
return nil, err
}
return &gctrpc.GenericResponse{Status: MsgStatusSuccess}, nil
}
// RemovePortfolioAddress removes an address from the portfoliomanager manager
func (s *RPCServer) RemovePortfolioAddress(_ context.Context, r *gctrpc.RemovePortfolioAddressRequest) (*gctrpc.GenericResponse, error) {
err := s.portfolioManager.RemoveAddress(r.Address,
r.Description,
currency.NewCode(r.CoinType))
if err != nil {
return nil, err
}
return &gctrpc.GenericResponse{Status: MsgStatusSuccess}, nil
}
// GetForexProviders returns a list of available forex providers
func (s *RPCServer) GetForexProviders(_ context.Context, _ *gctrpc.GetForexProvidersRequest) (*gctrpc.GetForexProvidersResponse, error) {
providers := s.Config.GetForexProviders()
if len(providers) == 0 {
return nil, errors.New("forex providers is empty")
}
forexProviders := make([]*gctrpc.ForexProvider, len(providers))
for x := range providers {
forexProviders[x] = &gctrpc.ForexProvider{
Name: providers[x].Name,
Enabled: providers[x].Enabled,
Verbose: providers[x].Verbose,
RestPollingDelay: s.Config.Currency.ForeignExchangeUpdateDuration.String(),
ApiKey: providers[x].APIKey,
ApiKeyLevel: int64(providers[x].APIKeyLvl),
PrimaryProvider: providers[x].PrimaryProvider,
}
}
return &gctrpc.GetForexProvidersResponse{ForexProviders: forexProviders}, nil
}
// GetForexRates returns a list of forex rates
func (s *RPCServer) GetForexRates(_ context.Context, _ *gctrpc.GetForexRatesRequest) (*gctrpc.GetForexRatesResponse, error) {
rates, err := currency.GetExchangeRates()
if err != nil {
return nil, err
}
if len(rates) == 0 {
return nil, errors.New("forex rates is empty")
}
forexRates := make([]*gctrpc.ForexRatesConversion, 0, len(rates))
for x := range rates {
rate, err := rates[x].GetRate()
if err != nil {
continue
}
// TODO add inverse rate
// inverseRate, err := rates[x].GetInversionRate()
// if err != nil {
// continue
// }
forexRates = append(forexRates, &gctrpc.ForexRatesConversion{
From: rates[x].From.String(),
To: rates[x].To.String(),
Rate: rate,
InverseRate: 0,
})
}
return &gctrpc.GetForexRatesResponse{ForexRates: forexRates}, nil
}
// GetOrders returns all open orders, filtered by exchange, currency pair or
// asset type between optional dates
func (s *RPCServer) GetOrders(ctx context.Context, r *gctrpc.GetOrdersRequest) (*gctrpc.GetOrdersResponse, error) {
if r == nil {
return nil, errInvalidArguments
}
a, err := asset.New(r.AssetType)
if err != nil {
return nil, err
}
if r.Pair == nil {
return nil, errCurrencyPairUnset
}
cp := currency.NewPairWithDelimiter(
r.Pair.Base,
r.Pair.Quote,
r.Pair.Delimiter)
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
err = checkParams(r.Exchange, exch, a, cp)
if err != nil {
return nil, err
}
var start, end time.Time
if r.StartDate != "" {
start, err = time.Parse(common.SimpleTimeFormatWithTimezone, r.StartDate)
if err != nil {
return nil, err
}
}
if r.EndDate != "" {
end, err = time.Parse(common.SimpleTimeFormatWithTimezone, r.EndDate)
if err != nil {
return nil, err
}
}
err = common.StartEndTimeCheck(start, end)
if err != nil {
return nil, err
}
req := &order.MultiOrderRequest{
Pairs: []currency.Pair{cp},
AssetType: a,
Type: order.AnyType,
Side: order.AnySide,
}
if !start.IsZero() {
req.StartTime = start
}
if !end.IsZero() {
req.EndTime = end
}
var resp []order.Detail
resp, err = exch.GetActiveOrders(ctx, req)
if err != nil {
return nil, err
}
orders := make([]*gctrpc.OrderDetails, len(resp))
for x := range resp {
trades := make([]*gctrpc.TradeHistory, len(resp[x].Trades))
for i := range resp[x].Trades {
t := &gctrpc.TradeHistory{
Id: resp[x].Trades[i].TID,
Price: resp[x].Trades[i].Price,
Amount: resp[x].Trades[i].Amount,
Exchange: r.Exchange,
AssetType: a.String(),
OrderSide: resp[x].Trades[i].Side.String(),
Fee: resp[x].Trades[i].Fee,
Total: resp[x].Trades[i].Total,
}
if !resp[x].Trades[i].Timestamp.IsZero() {
t.CreationTime = s.unixTimestamp(resp[x].Trades[i].Timestamp)
}
trades[i] = t
}
o := &gctrpc.OrderDetails{
Exchange: r.Exchange,
Id: resp[x].OrderID,
ClientOrderId: resp[x].ClientOrderID,
BaseCurrency: resp[x].Pair.Base.String(),
QuoteCurrency: resp[x].Pair.Quote.String(),
AssetType: resp[x].AssetType.String(),
OrderSide: resp[x].Side.String(),
OrderType: resp[x].Type.String(),
Status: resp[x].Status.String(),
Price: resp[x].Price,
Amount: resp[x].Amount,
OpenVolume: resp[x].Amount - resp[x].ExecutedAmount,
Fee: resp[x].Fee,
Cost: resp[x].Cost,
Trades: trades,
}
if !resp[x].Date.IsZero() {
o.CreationTime = resp[x].Date.Format(common.SimpleTimeFormatWithTimezone)
}
if !resp[x].LastUpdated.IsZero() {
o.UpdateTime = resp[x].LastUpdated.Format(common.SimpleTimeFormatWithTimezone)
}
orders[x] = o
}
return &gctrpc.GetOrdersResponse{Orders: orders}, nil
}
// GetManagedOrders returns all orders from the Order Manager for the provided exchange,
// asset type and currency pair
func (s *RPCServer) GetManagedOrders(_ context.Context, r *gctrpc.GetOrdersRequest) (*gctrpc.GetOrdersResponse, error) {
if r == nil {
return nil, errInvalidArguments
}
a, err := asset.New(r.AssetType)
if err != nil {
return nil, err
}
if r.Pair == nil {
return nil, errCurrencyPairUnset
}
cp := currency.NewPairWithDelimiter(
r.Pair.Base,
r.Pair.Quote,
r.Pair.Delimiter)
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
err = checkParams(r.Exchange, exch, a, cp)
if err != nil {
return nil, err
}
var resp []order.Detail
filter := order.Filter{
Exchange: exch.GetName(),
Pair: cp,
AssetType: a,
}
resp, err = s.OrderManager.GetOrdersFiltered(&filter)
if err != nil {
return nil, err
}
orders := make([]*gctrpc.OrderDetails, len(resp))
for x := range resp {
trades := make([]*gctrpc.TradeHistory, len(resp[x].Trades))
for i := range resp[x].Trades {
t := &gctrpc.TradeHistory{
Id: resp[x].Trades[i].TID,
Price: resp[x].Trades[i].Price,
Amount: resp[x].Trades[i].Amount,
Exchange: r.Exchange,
AssetType: a.String(),
OrderSide: resp[x].Trades[i].Side.String(),
Fee: resp[x].Trades[i].Fee,
Total: resp[x].Trades[i].Total,
}
if !resp[x].Trades[i].Timestamp.IsZero() {
t.CreationTime = s.unixTimestamp(resp[x].Trades[i].Timestamp)
}
trades[i] = t
}
o := &gctrpc.OrderDetails{
Exchange: r.Exchange,
Id: resp[x].OrderID,
ClientOrderId: resp[x].ClientOrderID,
BaseCurrency: resp[x].Pair.Base.String(),
QuoteCurrency: resp[x].Pair.Quote.String(),
AssetType: resp[x].AssetType.String(),
OrderSide: resp[x].Side.String(),
OrderType: resp[x].Type.String(),
Status: resp[x].Status.String(),
Price: resp[x].Price,
Amount: resp[x].Amount,
OpenVolume: resp[x].Amount - resp[x].ExecutedAmount,
Fee: resp[x].Fee,
Cost: resp[x].Cost,
Trades: trades,
}
if !resp[x].Date.IsZero() {
o.CreationTime = resp[x].Date.Format(common.SimpleTimeFormatWithTimezone)
}
if !resp[x].LastUpdated.IsZero() {
o.UpdateTime = resp[x].LastUpdated.Format(common.SimpleTimeFormatWithTimezone)
}
orders[x] = o
}
return &gctrpc.GetOrdersResponse{Orders: orders}, nil
}
// GetOrder returns order information based on exchange and order ID
func (s *RPCServer) GetOrder(ctx context.Context, r *gctrpc.GetOrderRequest) (*gctrpc.OrderDetails, error) {
if r == nil {
return nil, errInvalidArguments
}
if r.Pair == nil {
return nil, errCurrencyPairUnset
}
pair := currency.Pair{
Delimiter: r.Pair.Delimiter,
Base: currency.NewCode(r.Pair.Base),
Quote: currency.NewCode(r.Pair.Quote),
}
a, err := asset.New(r.Asset)
if err != nil {
return nil, err
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
err = checkParams(r.Exchange, exch, a, pair)
if err != nil {
return nil, err
}
result, err := s.OrderManager.GetOrderInfo(ctx,
r.Exchange,
r.OrderId,
pair,
a)
if err != nil {
return nil, fmt.Errorf("error whilst trying to retrieve info for order %s: %w", r.OrderId, err)
}
trades := make([]*gctrpc.TradeHistory, len(result.Trades))
for i := range result.Trades {
trades[i] = &gctrpc.TradeHistory{
CreationTime: s.unixTimestamp(result.Trades[i].Timestamp),
Id: result.Trades[i].TID,
Price: result.Trades[i].Price,
Amount: result.Trades[i].Amount,
Exchange: result.Trades[i].Exchange,
AssetType: result.Trades[i].Type.String(),
OrderSide: result.Trades[i].Side.String(),
Fee: result.Trades[i].Fee,
Total: result.Trades[i].Total,
}
}
var creationTime, updateTime string
if !result.Date.IsZero() {
creationTime = result.Date.Format(common.SimpleTimeFormatWithTimezone)
}
if !result.LastUpdated.IsZero() {
updateTime = result.LastUpdated.Format(common.SimpleTimeFormatWithTimezone)
}
return &gctrpc.OrderDetails{
Exchange: result.Exchange,
Id: result.OrderID,
ClientOrderId: result.ClientOrderID,
BaseCurrency: result.Pair.Base.String(),
QuoteCurrency: result.Pair.Quote.String(),
AssetType: result.AssetType.String(),
OrderSide: result.Side.String(),
OrderType: result.Type.String(),
CreationTime: creationTime,
Status: result.Status.String(),
Price: result.Price,
Amount: result.Amount,
OpenVolume: result.RemainingAmount,
Fee: result.Fee,
Trades: trades,
Cost: result.Cost,
UpdateTime: updateTime,
}, err
}
// SubmitOrder submits an order specified by exchange, currency pair and asset type
func (s *RPCServer) SubmitOrder(ctx context.Context, r *gctrpc.SubmitOrderRequest) (*gctrpc.SubmitOrderResponse, error) {
a, err := asset.New(r.AssetType)
if err != nil {
return nil, err
}
var marginType margin.Type
if r.MarginType != "" {
marginType, err = margin.StringToMarginType(r.MarginType)
if err != nil {
return nil, err
}
}
if r.Pair == nil {
return nil, errCurrencyPairUnset
}
p := currency.Pair{
Delimiter: r.Pair.Delimiter,
Base: currency.NewCode(r.Pair.Base),
Quote: currency.NewCode(r.Pair.Quote),
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
err = checkParams(r.Exchange, exch, a, p)
if err != nil {
return nil, err
}
side, err := order.StringToOrderSide(r.Side)
if err != nil {
return nil, err
}
oType, err := order.StringToOrderType(r.OrderType)
if err != nil {
return nil, err
}
submission := &order.Submit{
Pair: p,
Side: side,
Type: oType,
Amount: r.Amount,
Price: r.Price,
ClientID: r.ClientId,
ClientOrderID: r.ClientId,
Exchange: r.Exchange,
AssetType: a,
}
if r.MarginType != "" {
submission.MarginType = marginType
}
resp, err := s.OrderManager.Submit(ctx, submission)
if err != nil {
return &gctrpc.SubmitOrderResponse{}, err
}
trades := make([]*gctrpc.Trades, len(resp.Trades))
for i := range resp.Trades {
trades[i] = &gctrpc.Trades{
Amount: resp.Trades[i].Amount,
Price: resp.Trades[i].Price,
Fee: resp.Trades[i].Fee,
FeeAsset: resp.Trades[i].FeeAsset,
}
}
return &gctrpc.SubmitOrderResponse{
OrderId: resp.OrderID,
OrderPlaced: resp.WasOrderPlaced(),
Trades: trades,
}, nil
}
// SimulateOrder simulates an order specified by exchange, currency pair and asset
// type
func (s *RPCServer) SimulateOrder(ctx context.Context, r *gctrpc.SimulateOrderRequest) (*gctrpc.SimulateOrderResponse, error) {
if r.Pair == nil {
return nil, errCurrencyPairUnset
}
p := currency.Pair{
Delimiter: r.Pair.Delimiter,
Base: currency.NewCode(r.Pair.Base),
Quote: currency.NewCode(r.Pair.Quote),
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
err = checkParams(r.Exchange, exch, asset.Spot, p)
if err != nil {
return nil, err
}
o, err := exch.FetchOrderbook(ctx, p, asset.Spot)
if err != nil {
return nil, err
}
var buy = true
if !strings.EqualFold(r.Side, order.Buy.String()) &&
!strings.EqualFold(r.Side, order.Bid.String()) {
buy = false
}
result, err := o.SimulateOrder(r.Amount, buy)
if err != nil {
return nil, err
}
var resp gctrpc.SimulateOrderResponse
for x := range result.Orders {
resp.Orders = append(resp.Orders, &gctrpc.OrderbookItem{
Price: result.Orders[x].Price,
Amount: result.Orders[x].Amount,
})
}
resp.Amount = result.Amount
resp.MaximumPrice = result.MaximumPrice
resp.MinimumPrice = result.MinimumPrice
resp.PercentageGainLoss = result.PercentageGainOrLoss
resp.Status = result.Status
return &resp, nil
}
// WhaleBomb finds the amount required to reach a specific price target for a given exchange, pair
// and asset type
func (s *RPCServer) WhaleBomb(ctx context.Context, r *gctrpc.WhaleBombRequest) (*gctrpc.SimulateOrderResponse, error) {
if r.Pair == nil {
return nil, errCurrencyPairUnset
}
p := currency.Pair{
Delimiter: r.Pair.Delimiter,
Base: currency.NewCode(r.Pair.Base),
Quote: currency.NewCode(r.Pair.Quote),
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
a, err := asset.New(r.AssetType)
if err != nil {
return nil, err
}
err = checkParams(r.Exchange, exch, a, p)
if err != nil {
return nil, err
}
o, err := exch.FetchOrderbook(ctx, p, a)
if err != nil {
return nil, err
}
var buy = true
if !strings.EqualFold(r.Side, order.Buy.String()) &&
!strings.EqualFold(r.Side, order.Bid.String()) {
buy = false
}
result, err := o.WhaleBomb(r.PriceTarget, buy)
if err != nil {
return nil, err
}
var resp gctrpc.SimulateOrderResponse
for x := range result.Orders {
resp.Orders = append(resp.Orders, &gctrpc.OrderbookItem{
Price: result.Orders[x].Price,
Amount: result.Orders[x].Amount,
})
}
resp.Amount = result.Amount
resp.MaximumPrice = result.MaximumPrice
resp.MinimumPrice = result.MinimumPrice
resp.PercentageGainLoss = result.PercentageGainOrLoss
resp.Status = result.Status
return &resp, err
}
// CancelOrder cancels an order specified by exchange, currency pair and asset
// type
func (s *RPCServer) CancelOrder(ctx context.Context, r *gctrpc.CancelOrderRequest) (*gctrpc.GenericResponse, error) {
if r.Pair == nil {
return nil, errCurrencyPairUnset
}
p := currency.Pair{
Delimiter: r.Pair.Delimiter,
Base: currency.NewCode(r.Pair.Base),
Quote: currency.NewCode(r.Pair.Quote),
}
a, err := asset.New(r.AssetType)
if err != nil {
return nil, err
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
err = checkParams(r.Exchange, exch, a, p)
if err != nil {
return nil, err
}
var side order.Side
side, err = order.StringToOrderSide(r.Side)
if err != nil {
return nil, err
}
err = s.OrderManager.Cancel(ctx,
&order.Cancel{
Exchange: r.Exchange,
AccountID: r.AccountId,
OrderID: r.OrderId,
Side: side,
WalletAddress: r.WalletAddress,
Pair: p,
AssetType: a,
})
if err != nil {
return nil, err
}
return &gctrpc.GenericResponse{Status: MsgStatusSuccess,
Data: fmt.Sprintf("order %s cancelled", r.OrderId)}, nil
}
// CancelBatchOrders cancels an orders specified by exchange, currency pair and asset type
func (s *RPCServer) CancelBatchOrders(ctx context.Context, r *gctrpc.CancelBatchOrdersRequest) (*gctrpc.CancelBatchOrdersResponse, error) {
pair := currency.Pair{
Delimiter: r.Pair.Delimiter,
Base: currency.NewCode(r.Pair.Base),
Quote: currency.NewCode(r.Pair.Quote),
}
assetType, err := asset.New(r.AssetType)
if err != nil {
return nil, err
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
err = checkParams(r.Exchange, exch, assetType, pair)
if err != nil {
return nil, err
}
var side order.Side
side, err = order.StringToOrderSide(r.Side)
if err != nil {
return nil, err
}
status := make(map[string]string)
orders := strings.Split(r.OrdersId, ",")
req := make([]order.Cancel, len(orders))
for x := range orders {
orderID := orders[x]
status[orderID] = order.Cancelled.String()
req[x] = order.Cancel{
AccountID: r.AccountId,
OrderID: orderID,
Side: side,
WalletAddress: r.WalletAddress,
Pair: pair,
AssetType: assetType,
}
}
// TODO: Change to order manager
_, err = exch.CancelBatchOrders(ctx, req)
if err != nil {
return nil, err
}
return &gctrpc.CancelBatchOrdersResponse{
Orders: []*gctrpc.Orders{{
Exchange: r.Exchange,
OrderStatus: status,
}},
}, nil
}
// CancelAllOrders cancels all orders, filterable by exchange
func (s *RPCServer) CancelAllOrders(ctx context.Context, r *gctrpc.CancelAllOrdersRequest) (*gctrpc.CancelAllOrdersResponse, error) {
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
// TODO: Change to order manager
resp, err := exch.CancelAllOrders(ctx, nil)
if err != nil {
return &gctrpc.CancelAllOrdersResponse{}, err
}
return &gctrpc.CancelAllOrdersResponse{
Count: resp.Count, // count of deleted orders
}, nil
}
// ModifyOrder modifies an existing order if it exists
func (s *RPCServer) ModifyOrder(ctx context.Context, r *gctrpc.ModifyOrderRequest) (*gctrpc.ModifyOrderResponse, error) {
assetType, err := asset.New(r.Asset)
if err != nil {
return nil, err
}
pair := currency.Pair{
Delimiter: r.Pair.Delimiter,
Base: currency.NewCode(r.Pair.Base),
Quote: currency.NewCode(r.Pair.Quote),
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
err = checkParams(r.Exchange, exch, assetType, pair)
if err != nil {
return nil, err
}
resp, err := s.OrderManager.Modify(ctx, &order.Modify{
Exchange: r.Exchange,
AssetType: assetType,
Pair: pair,
OrderID: r.OrderId,
Amount: r.Amount,
Price: r.Price,
})
if err != nil {
return nil, err
}
return &gctrpc.ModifyOrderResponse{
ModifiedOrderId: resp.OrderID,
}, nil
}
// GetEvents returns the stored events list
func (s *RPCServer) GetEvents(_ context.Context, _ *gctrpc.GetEventsRequest) (*gctrpc.GetEventsResponse, error) {
return &gctrpc.GetEventsResponse{}, common.ErrNotYetImplemented
}
// AddEvent adds an event
func (s *RPCServer) AddEvent(_ context.Context, r *gctrpc.AddEventRequest) (*gctrpc.AddEventResponse, error) {
evtCondition := EventConditionParams{
CheckBids: r.ConditionParams.CheckBids,
CheckAsks: r.ConditionParams.CheckAsks,
Condition: r.ConditionParams.Condition,
OrderbookAmount: r.ConditionParams.OrderbookAmount,
Price: r.ConditionParams.Price,
}
p := currency.NewPairWithDelimiter(r.Pair.Base,
r.Pair.Quote, r.Pair.Delimiter)
a, err := asset.New(r.AssetType)
if err != nil {
return nil, err
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
err = checkParams(r.Exchange, exch, a, p)
if err != nil {
return nil, err
}
id, err := s.eventManager.Add(r.Exchange, r.Item, evtCondition, p, a, r.Action)
if err != nil {
return nil, err
}
return &gctrpc.AddEventResponse{Id: id}, nil
}
// RemoveEvent removes an event, specified by an event ID
func (s *RPCServer) RemoveEvent(_ context.Context, r *gctrpc.RemoveEventRequest) (*gctrpc.GenericResponse, error) {
if !s.eventManager.Remove(r.Id) {
return nil, fmt.Errorf("event %d not removed", r.Id)
}
return &gctrpc.GenericResponse{Status: MsgStatusSuccess,
Data: fmt.Sprintf("event %d removed", r.Id)}, nil
}
// GetCryptocurrencyDepositAddresses returns a list of cryptocurrency deposit
// addresses specified by an exchange
func (s *RPCServer) GetCryptocurrencyDepositAddresses(_ context.Context, r *gctrpc.GetCryptocurrencyDepositAddressesRequest) (*gctrpc.GetCryptocurrencyDepositAddressesResponse, error) {
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
if !exch.IsRESTAuthenticationSupported() {
return nil, fmt.Errorf("%s, %w", r.Exchange, exchange.ErrAuthenticationSupportNotEnabled)
}
result, err := s.GetCryptocurrencyDepositAddressesByExchange(r.Exchange)
if err != nil {
return nil, err
}
var resp gctrpc.GetCryptocurrencyDepositAddressesResponse
resp.Addresses = make(map[string]*gctrpc.DepositAddresses)
for k, v := range result {
var depositAddrs []*gctrpc.DepositAddress
for a := range v {
depositAddrs = append(depositAddrs, &gctrpc.DepositAddress{
Address: v[a].Address,
Tag: v[a].Tag,
Chain: v[a].Chain,
})
}
resp.Addresses[k] = &gctrpc.DepositAddresses{Addresses: depositAddrs}
}
return &resp, nil
}
// GetCryptocurrencyDepositAddress returns a cryptocurrency deposit address
// specified by exchange and cryptocurrency
func (s *RPCServer) GetCryptocurrencyDepositAddress(ctx context.Context, r *gctrpc.GetCryptocurrencyDepositAddressRequest) (*gctrpc.GetCryptocurrencyDepositAddressResponse, error) {
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
if !exch.IsRESTAuthenticationSupported() {
return nil, fmt.Errorf("%s, %w", r.Exchange, exchange.ErrAuthenticationSupportNotEnabled)
}
addr, err := s.GetExchangeCryptocurrencyDepositAddress(ctx,
r.Exchange,
"",
r.Chain,
currency.NewCode(r.Cryptocurrency),
r.Bypass,
)
if err != nil {
return nil, err
}
return &gctrpc.GetCryptocurrencyDepositAddressResponse{
Address: addr.Address,
Tag: addr.Tag,
}, nil
}
// GetAvailableTransferChains returns the supported transfer chains specified by
// exchange and cryptocurrency
func (s *RPCServer) GetAvailableTransferChains(ctx context.Context, r *gctrpc.GetAvailableTransferChainsRequest) (*gctrpc.GetAvailableTransferChainsResponse, error) {
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
curr := currency.NewCode(r.Cryptocurrency)
if curr.IsEmpty() {
return nil, errCurrencyNotSpecified
}
resp, err := exch.GetAvailableTransferChains(ctx, curr)
if err != nil {
return nil, err
}
if len(resp) == 0 {
return nil, errors.New("no available transfer chains found")
}
return &gctrpc.GetAvailableTransferChainsResponse{
Chains: resp,
}, nil
}
// WithdrawCryptocurrencyFunds withdraws cryptocurrency funds specified by
// exchange
func (s *RPCServer) WithdrawCryptocurrencyFunds(ctx context.Context, r *gctrpc.WithdrawCryptoRequest) (*gctrpc.WithdrawResponse, error) {
_, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
req := &withdraw.Request{
Exchange: r.Exchange,
Amount: r.Amount,
Currency: currency.NewCode(strings.ToUpper(r.Currency)),
Type: withdraw.Crypto,
Description: r.Description,
Crypto: withdraw.CryptoRequest{
Address: r.Address,
AddressTag: r.AddressTag,
FeeAmount: r.Fee,
Chain: r.Chain,
},
}
exchCfg, err := s.Config.GetExchangeConfig(r.Exchange)
if err != nil {
return nil, err
}
if exchCfg.API.Credentials.OTPSecret != "" {
code, errOTP := totp.GenerateCode(exchCfg.API.Credentials.OTPSecret, time.Now())
if errOTP != nil {
return nil, errOTP
}
codeNum, errOTP := strconv.ParseInt(code, 10, 64)
if errOTP != nil {
return nil, errOTP
}
req.OneTimePassword = codeNum
}
if exchCfg.API.Credentials.PIN != "" {
pinCode, errPin := strconv.ParseInt(exchCfg.API.Credentials.PIN, 10, 64)
if errPin != nil {
return nil, errPin
}
req.PIN = pinCode
}
req.TradePassword = exchCfg.API.Credentials.TradePassword
resp, err := s.Engine.WithdrawManager.SubmitWithdrawal(ctx, req)
if err != nil {
return nil, err
}
return &gctrpc.WithdrawResponse{
Id: resp.ID.String(),
Status: resp.Exchange.Status,
}, nil
}
// WithdrawFiatFunds withdraws fiat funds specified by exchange
func (s *RPCServer) WithdrawFiatFunds(ctx context.Context, r *gctrpc.WithdrawFiatRequest) (*gctrpc.WithdrawResponse, error) {
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
bankAccount, err := banking.GetBankAccountByID(r.BankAccountId)
if err != nil {
base := exch.GetBase()
if base == nil {
return nil, errExchangeBaseNotFound
}
bankAccount, err = base.GetExchangeBankAccounts(r.BankAccountId,
r.Currency)
if err != nil {
return nil, err
}
}
req := &withdraw.Request{
Exchange: r.Exchange,
Amount: r.Amount,
Currency: currency.NewCode(strings.ToUpper(r.Currency)),
Type: withdraw.Fiat,
Description: r.Description,
Fiat: withdraw.FiatRequest{
Bank: *bankAccount,
},
}
exchCfg, err := s.Config.GetExchangeConfig(r.Exchange)
if err != nil {
return nil, err
}
if exchCfg.API.Credentials.OTPSecret != "" {
code, errOTP := totp.GenerateCode(exchCfg.API.Credentials.OTPSecret, time.Now())
if errOTP != nil {
return nil, errOTP
}
codeNum, errOTP := strconv.ParseInt(code, 10, 64)
if errOTP != nil {
return nil, errOTP
}
req.OneTimePassword = codeNum
}
if exchCfg.API.Credentials.PIN != "" {
pinCode, errPIN := strconv.ParseInt(exchCfg.API.Credentials.PIN, 10, 64)
if errPIN != nil {
return nil, errPIN
}
req.PIN = pinCode
}
req.TradePassword = exchCfg.API.Credentials.TradePassword
resp, err := s.Engine.WithdrawManager.SubmitWithdrawal(ctx, req)
if err != nil {
return nil, err
}
return &gctrpc.WithdrawResponse{
Id: resp.ID.String(),
Status: resp.Exchange.Status,
}, nil
}
// WithdrawalEventByID returns previous withdrawal request details
func (s *RPCServer) WithdrawalEventByID(_ context.Context, r *gctrpc.WithdrawalEventByIDRequest) (*gctrpc.WithdrawalEventByIDResponse, error) {
if !s.Config.Database.Enabled {
return nil, database.ErrDatabaseSupportDisabled
}
v, err := s.WithdrawManager.WithdrawalEventByID(r.Id)
if err != nil {
return nil, err
}
resp := &gctrpc.WithdrawalEventByIDResponse{
Event: &gctrpc.WithdrawalEventResponse{
Id: v.ID.String(),
Exchange: &gctrpc.WithdrawlExchangeEvent{
Name: v.Exchange.Name,
Id: v.Exchange.Name,
Status: v.Exchange.Status,
},
Request: &gctrpc.WithdrawalRequestEvent{
Currency: v.RequestDetails.Currency.String(),
Description: v.RequestDetails.Description,
Amount: v.RequestDetails.Amount,
Type: int32(v.RequestDetails.Type),
},
},
}
resp.Event.CreatedAt = timestamppb.New(v.CreatedAt)
if err := resp.Event.CreatedAt.CheckValid(); err != nil {
log.Errorf(log.GRPCSys, "withdrawal event by id CreatedAt: %s", err)
}
resp.Event.UpdatedAt = timestamppb.New(v.UpdatedAt)
if err := resp.Event.UpdatedAt.CheckValid(); err != nil {
log.Errorf(log.GRPCSys, "withdrawal event by id UpdatedAt: %s", err)
}
if v.RequestDetails.Type == withdraw.Crypto {
resp.Event.Request.Crypto = new(gctrpc.CryptoWithdrawalEvent)
resp.Event.Request.Crypto = &gctrpc.CryptoWithdrawalEvent{
Address: v.RequestDetails.Crypto.Address,
AddressTag: v.RequestDetails.Crypto.AddressTag,
Fee: v.RequestDetails.Crypto.FeeAmount,
}
} else if v.RequestDetails.Type == withdraw.Fiat {
if v.RequestDetails.Fiat != (withdraw.FiatRequest{}) {
resp.Event.Request.Fiat = new(gctrpc.FiatWithdrawalEvent)
resp.Event.Request.Fiat = &gctrpc.FiatWithdrawalEvent{
BankName: v.RequestDetails.Fiat.Bank.BankName,
AccountName: v.RequestDetails.Fiat.Bank.AccountName,
AccountNumber: v.RequestDetails.Fiat.Bank.AccountNumber,
Bsb: v.RequestDetails.Fiat.Bank.BSBNumber,
Swift: v.RequestDetails.Fiat.Bank.SWIFTCode,
Iban: v.RequestDetails.Fiat.Bank.IBAN,
}
}
}
return resp, nil
}
// WithdrawalEventsByExchange returns previous withdrawal request details by exchange
func (s *RPCServer) WithdrawalEventsByExchange(ctx context.Context, r *gctrpc.WithdrawalEventsByExchangeRequest) (*gctrpc.WithdrawalEventsByExchangeResponse, error) {
if !s.Config.Database.Enabled {
if r.Id == "" {
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
c := currency.NewCode(strings.ToUpper(r.Currency))
a, err := asset.New(r.AssetType)
if err != nil {
return nil, err
}
ret, err := exch.GetWithdrawalsHistory(ctx, c, a)
if err != nil {
return nil, err
}
return parseWithdrawalsHistory(ret, exch.GetName(), int(r.Limit)), nil
}
return nil, database.ErrDatabaseSupportDisabled
}
if r.Id == "" {
ret, err := s.WithdrawManager.WithdrawalEventByExchange(r.Exchange, int(r.Limit))
if err != nil {
return nil, err
}
return parseMultipleEvents(ret), nil
}
ret, err := s.WithdrawManager.WithdrawalEventByExchangeID(r.Exchange, r.Id)
if err != nil {
return nil, err
}
return parseSingleEvents(ret), nil
}
// WithdrawalEventsByDate returns previous withdrawal request details by exchange
func (s *RPCServer) WithdrawalEventsByDate(_ context.Context, r *gctrpc.WithdrawalEventsByDateRequest) (*gctrpc.WithdrawalEventsByExchangeResponse, error) {
start, err := time.Parse(common.SimpleTimeFormatWithTimezone, r.Start)
if err != nil {
return nil, fmt.Errorf("%w cannot parse start time %v", errInvalidTimes, err)
}
end, err := time.Parse(common.SimpleTimeFormatWithTimezone, r.End)
if err != nil {
return nil, fmt.Errorf("%w cannot parse end time %v", errInvalidTimes, err)
}
err = common.StartEndTimeCheck(start, end)
if err != nil {
return nil, err
}
var ret []*withdraw.Response
ret, err = s.WithdrawManager.WithdrawEventByDate(r.Exchange, start, end, int(r.Limit))
if err != nil {
return nil, err
}
return parseMultipleEvents(ret), nil
}
// GetLoggerDetails returns a loggers details
func (s *RPCServer) GetLoggerDetails(_ context.Context, r *gctrpc.GetLoggerDetailsRequest) (*gctrpc.GetLoggerDetailsResponse, error) {
levels, err := log.Level(r.Logger)
if err != nil {
return nil, err
}
return &gctrpc.GetLoggerDetailsResponse{
Info: levels.Info,
Debug: levels.Debug,
Warn: levels.Warn,
Error: levels.Error,
}, nil
}
// SetLoggerDetails sets a loggers details
func (s *RPCServer) SetLoggerDetails(_ context.Context, r *gctrpc.SetLoggerDetailsRequest) (*gctrpc.GetLoggerDetailsResponse, error) {
levels, err := log.SetLevel(r.Logger, r.Level)
if err != nil {
return nil, err
}
return &gctrpc.GetLoggerDetailsResponse{
Info: levels.Info,
Debug: levels.Debug,
Warn: levels.Warn,
Error: levels.Error,
}, nil
}
// GetExchangePairs returns a list of exchange supported assets and related pairs
func (s *RPCServer) GetExchangePairs(_ context.Context, r *gctrpc.GetExchangePairsRequest) (*gctrpc.GetExchangePairsResponse, error) {
exchCfg, err := s.Config.GetExchangeConfig(r.Exchange)
if err != nil {
return nil, err
}
assetTypes := exchCfg.CurrencyPairs.GetAssetTypes(false)
var a asset.Item
if r.Asset != "" {
a, err = asset.New(r.Asset)
if err != nil {
return nil, err
}
if !assetTypes.Contains(a) {
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
}
}
var resp gctrpc.GetExchangePairsResponse
resp.SupportedAssets = make(map[string]*gctrpc.PairsSupported)
for x := range assetTypes {
if r.Asset != "" && !strings.EqualFold(assetTypes[x].String(), r.Asset) {
continue
}
var enabled currency.Pairs
enabled, err = exchCfg.CurrencyPairs.GetPairs(assetTypes[x], true)
if err != nil {
return nil, err
}
var available currency.Pairs
available, err = exchCfg.CurrencyPairs.GetPairs(assetTypes[x], false)
if err != nil {
return nil, err
}
resp.SupportedAssets[assetTypes[x].String()] = &gctrpc.PairsSupported{
AvailablePairs: available.Join(),
EnabledPairs: enabled.Join(),
}
}
return &resp, nil
}
// SetExchangePair enables/disabled the specified pair(s) on an exchange
func (s *RPCServer) SetExchangePair(_ context.Context, r *gctrpc.SetExchangePairRequest) (*gctrpc.GenericResponse, error) {
exchCfg, err := s.Config.GetExchangeConfig(r.Exchange)
if err != nil {
return nil, err
}
a, err := asset.New(r.AssetType)
if err != nil {
return nil, err
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
err = checkParams(r.Exchange, exch, a, currency.EMPTYPAIR)
if err != nil {
return nil, err
}
base := exch.GetBase()
if base == nil {
return nil, errExchangeBaseNotFound
}
pairFmt, err := s.Config.GetPairFormat(r.Exchange, a)
if err != nil {
return nil, err
}
var pass bool
var newErrors error
for i := range r.Pairs {
var p currency.Pair
p, err = currency.NewPairFromStrings(r.Pairs[i].Base, r.Pairs[i].Quote)
if err != nil {
return nil, err
}
if r.Enable {
err = exchCfg.CurrencyPairs.EnablePair(a, p.Format(pairFmt))
if err != nil {
newErrors = common.AppendError(newErrors, fmt.Errorf("%s %w", r.Pairs[i], err))
continue
}
err = base.CurrencyPairs.EnablePair(a, p)
if err != nil {
newErrors = common.AppendError(newErrors, fmt.Errorf("%s %w", r.Pairs[i], err))
continue
}
pass = true
continue
}
err = exchCfg.CurrencyPairs.DisablePair(a, p.Format(pairFmt))
if err != nil {
if errors.Is(err, currency.ErrPairNotFound) {
newErrors = common.AppendError(newErrors, fmt.Errorf("%s %w", r.Pairs[i], errSpecificPairNotEnabled))
continue
}
return nil, err
}
err = base.CurrencyPairs.DisablePair(a, p)
if err != nil {
if errors.Is(err, currency.ErrPairNotFound) {
newErrors = common.AppendError(newErrors, fmt.Errorf("%s %w", r.Pairs[i], errSpecificPairNotEnabled))
continue
}
return nil, err
}
pass = true
}
if exch.IsWebsocketEnabled() && pass && base.Websocket.IsConnected() {
err = exch.FlushWebsocketChannels()
if err != nil {
newErrors = common.AppendError(newErrors, err)
}
}
if newErrors != nil {
return nil, newErrors
}
return &gctrpc.GenericResponse{Status: MsgStatusSuccess}, nil
}
// GetOrderbookStream streams the requested updated orderbook
func (s *RPCServer) GetOrderbookStream(r *gctrpc.GetOrderbookStreamRequest, stream gctrpc.GoCryptoTraderService_GetOrderbookStreamServer) error {
a, err := asset.New(r.AssetType)
if err != nil {
return err
}
p := currency.Pair{
Delimiter: r.Pair.Delimiter,
Base: currency.NewCode(r.Pair.Base),
Quote: currency.NewCode(r.Pair.Quote),
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return err
}
err = checkParams(r.Exchange, exch, a, p)
if err != nil {
return err
}
depth, err := orderbook.GetDepth(r.Exchange, p, a)
if err != nil {
return err
}
for {
resp := &gctrpc.OrderbookResponse{
Pair: &gctrpc.CurrencyPair{Base: r.Pair.Base, Quote: r.Pair.Quote},
AssetType: r.AssetType,
}
base, err := depth.Retrieve()
if err != nil {
resp.Error = err.Error()
resp.LastUpdated = time.Now().UnixMicro()
} else {
resp.LastUpdated = base.LastUpdated.UnixMicro()
resp.Bids = make([]*gctrpc.OrderbookItem, len(base.Bids))
for i := range base.Bids {
resp.Bids[i] = &gctrpc.OrderbookItem{
Amount: base.Bids[i].Amount,
Price: base.Bids[i].Price,
Id: base.Bids[i].ID}
}
resp.Asks = make([]*gctrpc.OrderbookItem, len(base.Asks))
for i := range base.Asks {
resp.Asks[i] = &gctrpc.OrderbookItem{
Amount: base.Asks[i].Amount,
Price: base.Asks[i].Price,
Id: base.Asks[i].ID}
}
}
err = stream.Send(resp)
if err != nil {
return err
}
<-depth.Wait(nil)
}
}
// GetExchangeOrderbookStream streams all orderbooks associated with an exchange
func (s *RPCServer) GetExchangeOrderbookStream(r *gctrpc.GetExchangeOrderbookStreamRequest, stream gctrpc.GoCryptoTraderService_GetExchangeOrderbookStreamServer) error {
if r.Exchange == "" {
return errExchangeNameUnset
}
if _, err := s.GetExchangeByName(r.Exchange); err != nil {
return err
}
pipe, err := orderbook.SubscribeToExchangeOrderbooks(r.Exchange)
if err != nil {
return err
}
defer func() {
pipeErr := pipe.Release()
if pipeErr != nil {
log.Errorln(log.DispatchMgr, pipeErr)
}
}()
for {
data, ok := <-pipe.Channel()
if !ok {
return errDispatchSystem
}
d, ok := data.(orderbook.Outbound)
if !ok {
return common.GetTypeAssertError("orderbook.Outbound", data)
}
resp := &gctrpc.OrderbookResponse{}
ob, err := d.Retrieve()
if err != nil {
resp.Error = err.Error()
resp.LastUpdated = time.Now().UnixMicro()
} else {
resp.LastUpdated = ob.LastUpdated.UnixMicro()
resp.Pair = &gctrpc.CurrencyPair{
Base: ob.Pair.Base.String(),
Quote: ob.Pair.Quote.String(),
}
resp.AssetType = ob.Asset.String()
resp.Bids = make([]*gctrpc.OrderbookItem, len(ob.Bids))
for i := range ob.Bids {
resp.Bids[i] = &gctrpc.OrderbookItem{
Amount: ob.Bids[i].Amount,
Price: ob.Bids[i].Price,
Id: ob.Bids[i].ID}
}
resp.Asks = make([]*gctrpc.OrderbookItem, len(ob.Asks))
for i := range ob.Asks {
resp.Asks[i] = &gctrpc.OrderbookItem{
Amount: ob.Asks[i].Amount,
Price: ob.Asks[i].Price,
Id: ob.Asks[i].ID}
}
}
err = stream.Send(resp)
if err != nil {
return err
}
}
}
// GetTickerStream streams the requested updated ticker
func (s *RPCServer) GetTickerStream(r *gctrpc.GetTickerStreamRequest, stream gctrpc.GoCryptoTraderService_GetTickerStreamServer) error {
if r.Exchange == "" {
return errExchangeNameUnset
}
if _, err := s.GetExchangeByName(r.Exchange); err != nil {
return err
}
a, err := asset.New(r.AssetType)
if err != nil {
return err
}
if r.Pair.String() == "" {
return errCurrencyPairUnset
}
if r.AssetType == "" {
return errAssetTypeUnset
}
p, err := currency.NewPairFromStrings(r.Pair.Base, r.Pair.Quote)
if err != nil {
return err
}
pipe, err := ticker.SubscribeTicker(r.Exchange, p, a)
if err != nil {
return err
}
defer func() {
pipeErr := pipe.Release()
if pipeErr != nil {
log.Errorln(log.DispatchMgr, pipeErr)
}
}()
for {
data, ok := <-pipe.Channel()
if !ok {
return errDispatchSystem
}
t, ok := data.(*ticker.Price)
if !ok {
return common.GetTypeAssertError("*ticker.Price", data)
}
err := stream.Send(&gctrpc.TickerResponse{
Pair: &gctrpc.CurrencyPair{
Base: t.Pair.Base.String(),
Quote: t.Pair.Quote.String(),
Delimiter: t.Pair.Delimiter},
LastUpdated: s.unixTimestamp(t.LastUpdated),
Last: t.Last,
High: t.High,
Low: t.Low,
Bid: t.Bid,
Ask: t.Ask,
Volume: t.Volume,
PriceAth: t.PriceATH,
})
if err != nil {
return err
}
}
}
// GetExchangeTickerStream streams all tickers associated with an exchange
func (s *RPCServer) GetExchangeTickerStream(r *gctrpc.GetExchangeTickerStreamRequest, stream gctrpc.GoCryptoTraderService_GetExchangeTickerStreamServer) error {
if r.Exchange == "" {
return errExchangeNameUnset
}
if _, err := s.GetExchangeByName(r.Exchange); err != nil {
return err
}
pipe, err := ticker.SubscribeToExchangeTickers(r.Exchange)
if err != nil {
return err
}
defer func() {
pipeErr := pipe.Release()
if pipeErr != nil {
log.Errorln(log.DispatchMgr, pipeErr)
}
}()
for {
data, ok := <-pipe.Channel()
if !ok {
return errDispatchSystem
}
t, ok := data.(*ticker.Price)
if !ok {
return common.GetTypeAssertError("*ticker.Price", data)
}
err := stream.Send(&gctrpc.TickerResponse{
Pair: &gctrpc.CurrencyPair{
Base: t.Pair.Base.String(),
Quote: t.Pair.Quote.String(),
Delimiter: t.Pair.Delimiter},
LastUpdated: s.unixTimestamp(t.LastUpdated),
Last: t.Last,
High: t.High,
Low: t.Low,
Bid: t.Bid,
Ask: t.Ask,
Volume: t.Volume,
PriceAth: t.PriceATH,
})
if err != nil {
return err
}
}
}
// GetAuditEvent returns matching audit events from database
func (s *RPCServer) GetAuditEvent(_ context.Context, r *gctrpc.GetAuditEventRequest) (*gctrpc.GetAuditEventResponse, error) {
start, err := time.Parse(common.SimpleTimeFormatWithTimezone, r.StartDate)
if err != nil {
return nil, fmt.Errorf("%w cannot parse start time %v", errInvalidTimes, err)
}
end, err := time.Parse(common.SimpleTimeFormatWithTimezone, r.EndDate)
if err != nil {
return nil, fmt.Errorf("%w cannot parse end time %v", errInvalidTimes, err)
}
err = common.StartEndTimeCheck(start, end)
if err != nil {
return nil, err
}
events, err := audit.GetEvent(start, end, r.OrderBy, int(r.Limit))
if err != nil {
return nil, err
}
resp := gctrpc.GetAuditEventResponse{}
switch v := events.(type) {
case postgres.AuditEventSlice:
for x := range v {
tempEvent := &gctrpc.AuditEvent{
Type: v[x].Type,
Identifier: v[x].Identifier,
Message: v[x].Message,
Timestamp: v[x].CreatedAt.In(time.UTC).Format(common.SimpleTimeFormatWithTimezone),
}
resp.Events = append(resp.Events, tempEvent)
}
case sqlite3.AuditEventSlice:
for x := range v {
tempEvent := &gctrpc.AuditEvent{
Type: v[x].Type,
Identifier: v[x].Identifier,
Message: v[x].Message,
Timestamp: v[x].CreatedAt,
}
resp.Events = append(resp.Events, tempEvent)
}
}
return &resp, nil
}
// GetHistoricCandles returns historical candles for a given exchange
func (s *RPCServer) GetHistoricCandles(ctx context.Context, r *gctrpc.GetHistoricCandlesRequest) (*gctrpc.GetHistoricCandlesResponse, error) {
start, err := time.Parse(common.SimpleTimeFormatWithTimezone, r.Start)
if err != nil {
return nil, fmt.Errorf("%w cannot parse start time %v", errInvalidTimes, err)
}
end, err := time.Parse(common.SimpleTimeFormatWithTimezone, r.End)
if err != nil {
return nil, fmt.Errorf("%w cannot parse end time %v", errInvalidTimes, err)
}
err = common.StartEndTimeCheck(start, end)
if err != nil {
return nil, err
}
if r.Pair == nil {
return nil, errCurrencyPairUnset
}
pair := currency.Pair{
Delimiter: r.Pair.Delimiter,
Base: currency.NewCode(r.Pair.Base),
Quote: currency.NewCode(r.Pair.Quote),
}
a, err := asset.New(r.AssetType)
if err != nil {
return nil, err
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
err = checkParams(r.Exchange, exch, a, pair)
if err != nil {
return nil, err
}
interval := kline.Interval(r.TimeInterval)
resp := gctrpc.GetHistoricCandlesResponse{
Interval: interval.Short(),
Pair: r.Pair,
Start: start.UTC().Format(common.SimpleTimeFormatWithTimezone),
End: end.UTC().Format(common.SimpleTimeFormatWithTimezone),
}
var klineItem *kline.Item
if r.UseDb {
klineItem, err = kline.LoadFromDatabase(r.Exchange,
pair,
a,
interval,
start,
end)
} else {
if r.ExRequest {
klineItem, err = exch.GetHistoricCandlesExtended(ctx, pair, a, interval, start, end)
} else {
klineItem, err = exch.GetHistoricCandles(ctx, pair, a, interval, start, end)
}
}
if err != nil {
return nil, err
}
if r.FillMissingWithTrades {
var tradeDataKline *kline.Item
tradeDataKline, err = fillMissingCandlesWithStoredTrades(start, end, klineItem)
if err != nil {
return nil, err
}
klineItem.Candles = append(klineItem.Candles, tradeDataKline.Candles...)
}
resp.Exchange = klineItem.Exchange
for i := range klineItem.Candles {
resp.Candle = append(resp.Candle, &gctrpc.Candle{
Time: klineItem.Candles[i].Time.UTC().Format(common.SimpleTimeFormatWithTimezone),
Low: klineItem.Candles[i].Low,
High: klineItem.Candles[i].High,
Open: klineItem.Candles[i].Open,
Close: klineItem.Candles[i].Close,
Volume: klineItem.Candles[i].Volume,
IsPartial: klineItem.Candles[i].ValidationIssues == kline.PartialCandle,
})
}
if r.Sync && !r.UseDb {
_, err = kline.StoreInDatabase(klineItem, r.Force)
if err != nil {
if errors.Is(err, exchangeDB.ErrNoExchangeFound) {
return nil, errors.New("exchange was not found in database, you can seed existing data or insert a new exchange via the dbseed")
}
return nil, err
}
}
return &resp, nil
}
func fillMissingCandlesWithStoredTrades(startTime, endTime time.Time, klineItem *kline.Item) (*kline.Item, error) {
candleTimes := make([]time.Time, len(klineItem.Candles))
for i := range klineItem.Candles {
candleTimes[i] = klineItem.Candles[i].Time
}
ranges, err := timeperiods.FindTimeRangesContainingData(startTime, endTime, klineItem.Interval.Duration(), candleTimes)
if err != nil {
return nil, err
}
var response kline.Item
for i := range ranges {
if ranges[i].HasDataInRange {
continue
}
var tradeCandles *kline.Item
trades, err := trade.GetTradesInRange(
klineItem.Exchange,
klineItem.Asset.String(),
klineItem.Pair.Base.String(),
klineItem.Pair.Quote.String(),
ranges[i].StartOfRange,
ranges[i].EndOfRange,
)
if err != nil {
return klineItem, err
}
if len(trades) == 0 {
continue
}
tradeCandles, err = trade.ConvertTradesToCandles(klineItem.Interval, trades...)
if err != nil {
return klineItem, err
}
if len(tradeCandles.Candles) == 0 {
continue
}
response.Candles = append(response.Candles, tradeCandles.Candles...)
for i := range response.Candles {
log.Infof(log.GRPCSys,
"Filled requested OHLCV data for %v %v %v interval at %v with trade data",
klineItem.Exchange,
klineItem.Pair.String(),
klineItem.Asset,
response.Candles[i].Time.In(time.UTC).Format(common.SimpleTimeFormatWithTimezone),
)
}
}
return &response, nil
}
// GCTScriptStatus returns a slice of current running scripts that includes next run time and uuid
func (s *RPCServer) GCTScriptStatus(_ context.Context, _ *gctrpc.GCTScriptStatusRequest) (*gctrpc.GCTScriptStatusResponse, error) {
if !s.gctScriptManager.IsRunning() {
return &gctrpc.GCTScriptStatusResponse{Status: gctscript.ErrScriptingDisabled.Error()}, nil
}
if gctscript.VMSCount.Len() < 1 {
return &gctrpc.GCTScriptStatusResponse{Status: "no scripts running"}, nil
}
resp := &gctrpc.GCTScriptStatusResponse{
Status: fmt.Sprintf("%v of %v virtual machines running", gctscript.VMSCount.Len(), s.gctScriptManager.GetMaxVirtualMachines()),
}
gctscript.AllVMSync.Range(func(_, v interface{}) bool {
vm, ok := v.(*gctscript.VM)
if !ok {
log.Errorf(log.GRPCSys, "%v", common.GetTypeAssertError("*gctscript.VM", v))
return false
}
resp.Scripts = append(resp.Scripts, &gctrpc.GCTScript{
Uuid: vm.ID.String(),
Name: vm.ShortName(),
NextRun: vm.NextRun.String(),
})
return true
})
return resp, nil
}
// GCTScriptQuery queries a running script and returns script running information
func (s *RPCServer) GCTScriptQuery(_ context.Context, r *gctrpc.GCTScriptQueryRequest) (*gctrpc.GCTScriptQueryResponse, error) {
if !s.gctScriptManager.IsRunning() {
return &gctrpc.GCTScriptQueryResponse{Status: gctscript.ErrScriptingDisabled.Error()}, nil
}
UUID, err := uuid.FromString(r.Script.Uuid)
if err != nil {
//nolint:nilerr // error is returned in the GCTScriptQueryResponse
return &gctrpc.GCTScriptQueryResponse{Status: MsgStatusError, Data: err.Error()}, nil
}
v, f := gctscript.AllVMSync.Load(UUID)
if !f {
return &gctrpc.GCTScriptQueryResponse{Status: MsgStatusError, Data: "UUID not found"}, nil
}
vm, ok := v.(*gctscript.VM)
if !ok {
return nil, common.GetTypeAssertError("*gctscript.VM", v)
}
resp := &gctrpc.GCTScriptQueryResponse{
Status: MsgStatusOK,
Script: &gctrpc.GCTScript{
Name: vm.ShortName(),
Uuid: vm.ID.String(),
Path: vm.Path,
NextRun: vm.NextRun.String(),
},
}
data, err := vm.Read()
if err != nil {
return nil, err
}
resp.Data = string(data)
return resp, nil
}
// GCTScriptExecute execute a script
func (s *RPCServer) GCTScriptExecute(_ context.Context, r *gctrpc.GCTScriptExecuteRequest) (*gctrpc.GenericResponse, error) {
if !s.gctScriptManager.IsRunning() {
return &gctrpc.GenericResponse{Status: gctscript.ErrScriptingDisabled.Error()}, nil
}
if r.Script.Path == "" {
r.Script.Path = gctscript.ScriptPath
}
gctVM := s.gctScriptManager.New()
if gctVM == nil {
return &gctrpc.GenericResponse{Status: MsgStatusError, Data: "unable to create VM instance"}, nil
}
script := filepath.Join(r.Script.Path, r.Script.Name)
if err := gctVM.Load(script); err != nil {
return &gctrpc.GenericResponse{ //nolint:nilerr // error is returned in the generic response
Status: MsgStatusError,
Data: err.Error(),
}, nil
}
go gctVM.CompileAndRun()
return &gctrpc.GenericResponse{
Status: MsgStatusOK,
Data: gctVM.ShortName() + " (" + gctVM.ID.String() + ") executed",
}, nil
}
// GCTScriptStop terminate a running script
func (s *RPCServer) GCTScriptStop(_ context.Context, r *gctrpc.GCTScriptStopRequest) (*gctrpc.GenericResponse, error) {
if !s.gctScriptManager.IsRunning() {
return &gctrpc.GenericResponse{Status: gctscript.ErrScriptingDisabled.Error()}, nil
}
UUID, err := uuid.FromString(r.Script.Uuid)
if err != nil {
return &gctrpc.GenericResponse{Status: MsgStatusError, Data: err.Error()}, nil //nolint:nilerr // error is returned in the generic response
}
v, f := gctscript.AllVMSync.Load(UUID)
if !f {
return &gctrpc.GenericResponse{Status: MsgStatusError, Data: "no running script found"}, nil
}
vm, ok := v.(*gctscript.VM)
if !ok {
return nil, common.GetTypeAssertError("*gctscript.VM", v)
}
err = vm.Shutdown()
status := " terminated"
if err != nil {
status = " " + err.Error()
}
return &gctrpc.GenericResponse{Status: MsgStatusOK, Data: vm.ID.String() + status}, nil
}
// GCTScriptUpload upload a new script to ScriptPath
func (s *RPCServer) GCTScriptUpload(_ context.Context, r *gctrpc.GCTScriptUploadRequest) (*gctrpc.GenericResponse, error) {
if !s.gctScriptManager.IsRunning() {
return &gctrpc.GenericResponse{Status: gctscript.ErrScriptingDisabled.Error()}, nil
}
fPath := filepath.Join(gctscript.ScriptPath, r.ScriptName)
var fPathExits = fPath
if filepath.Ext(fPath) == ".zip" {
fPathExits = fPathExits[0 : len(fPathExits)-4]
}
if s, err := os.Stat(fPathExits); !os.IsNotExist(err) {
if !r.Overwrite {
return nil, fmt.Errorf("%s script found and overwrite set to false", r.ScriptName)
}
f := filepath.Join(gctscript.ScriptPath, "version_history")
err = os.MkdirAll(f, file.DefaultPermissionOctal)
if err != nil {
return nil, err
}
timeString := strconv.FormatInt(time.Now().UnixNano(), 10)
renamedFile := filepath.Join(f, timeString+"-"+filepath.Base(fPathExits))
if s.IsDir() {
err = archive.Zip(fPathExits, renamedFile+".zip")
if err != nil {
return nil, err
}
} else {
err = file.Move(fPathExits, renamedFile)
if err != nil {
return nil, err
}
}
}
newFile, err := os.Create(fPath)
if err != nil {
return nil, err
}
_, err = newFile.Write(r.Data)
if err != nil {
return nil, err
}
err = newFile.Close()
if err != nil {
log.Errorln(log.Global, "Failed to close file handle, archive removal may fail")
}
if r.Archived {
files, errExtract := archive.UnZip(fPath, filepath.Join(gctscript.ScriptPath, r.ScriptName[:len(r.ScriptName)-4]))
if errExtract != nil {
log.Errorf(log.Global, "Failed to archive zip file %v", errExtract)
return &gctrpc.GenericResponse{Status: MsgStatusError, Data: errExtract.Error()}, nil
}
var failedFiles []string
for x := range files {
err = s.gctScriptManager.Validate(files[x])
if err != nil {
failedFiles = append(failedFiles, files[x])
}
}
err = os.Remove(fPath)
if err != nil {
return nil, err
}
if len(failedFiles) > 0 {
err = os.RemoveAll(filepath.Join(gctscript.ScriptPath, r.ScriptName[:len(r.ScriptName)-4]))
if err != nil {
log.Errorf(log.GCTScriptMgr, "Failed to remove file %v (%v), manual deletion required", filepath.Base(fPath), err)
}
return &gctrpc.GenericResponse{Status: gctscript.ErrScriptFailedValidation, Data: strings.Join(failedFiles, ", ")}, nil
}
} else {
err = s.gctScriptManager.Validate(fPath)
if err != nil {
errRemove := os.Remove(fPath)
if errRemove != nil {
log.Errorf(log.GCTScriptMgr, "Failed to remove file %v, manual deletion required: %v", filepath.Base(fPath), errRemove)
}
return &gctrpc.GenericResponse{Status: gctscript.ErrScriptFailedValidation, Data: err.Error()}, nil
}
}
return &gctrpc.GenericResponse{
Status: MsgStatusOK,
Data: fmt.Sprintf("script %s written", newFile.Name()),
}, nil
}
// GCTScriptReadScript read a script and return contents
func (s *RPCServer) GCTScriptReadScript(_ context.Context, r *gctrpc.GCTScriptReadScriptRequest) (*gctrpc.GCTScriptQueryResponse, error) {
if !s.gctScriptManager.IsRunning() {
return &gctrpc.GCTScriptQueryResponse{Status: gctscript.ErrScriptingDisabled.Error()}, nil
}
filename := filepath.Join(gctscript.ScriptPath, r.Script.Name)
if !strings.HasPrefix(filename, filepath.Clean(gctscript.ScriptPath)+string(os.PathSeparator)) {
return nil, fmt.Errorf("%s: invalid file path", filename)
}
data, err := os.ReadFile(filename)
if err != nil {
return nil, err
}
return &gctrpc.GCTScriptQueryResponse{
Status: MsgStatusOK,
Script: &gctrpc.GCTScript{
Name: filepath.Base(filename),
Path: filepath.Dir(filename),
},
Data: string(data),
}, nil
}
// GCTScriptListAll lists all scripts inside the default script path
func (s *RPCServer) GCTScriptListAll(context.Context, *gctrpc.GCTScriptListAllRequest) (*gctrpc.GCTScriptStatusResponse, error) {
if !s.gctScriptManager.IsRunning() {
return &gctrpc.GCTScriptStatusResponse{Status: gctscript.ErrScriptingDisabled.Error()}, nil
}
resp := &gctrpc.GCTScriptStatusResponse{}
err := filepath.Walk(gctscript.ScriptPath,
func(path string, _ os.FileInfo, err error) error {
if err != nil {
return err
}
if filepath.Ext(path) == common.GctExt {
resp.Scripts = append(resp.Scripts, &gctrpc.GCTScript{
Name: path,
})
}
return nil
})
if err != nil {
return nil, err
}
return resp, nil
}
// GCTScriptStopAll stops all running scripts
func (s *RPCServer) GCTScriptStopAll(context.Context, *gctrpc.GCTScriptStopAllRequest) (*gctrpc.GenericResponse, error) {
if !s.gctScriptManager.IsRunning() {
return &gctrpc.GenericResponse{Status: gctscript.ErrScriptingDisabled.Error()}, nil
}
err := s.gctScriptManager.ShutdownAll()
if err != nil {
return &gctrpc.GenericResponse{Status: "error", Data: err.Error()}, nil //nolint:nilerr // error is returned in the generic response
}
return &gctrpc.GenericResponse{
Status: MsgStatusOK,
Data: "all running scripts have been stopped",
}, nil
}
// GCTScriptAutoLoadToggle adds or removes an entry to the autoload list
func (s *RPCServer) GCTScriptAutoLoadToggle(_ context.Context, r *gctrpc.GCTScriptAutoLoadRequest) (*gctrpc.GenericResponse, error) {
if !s.gctScriptManager.IsRunning() {
return &gctrpc.GenericResponse{Status: gctscript.ErrScriptingDisabled.Error()}, nil
}
if r.Status {
err := s.gctScriptManager.Autoload(r.Script, true)
if err != nil {
//nolint:nilerr // error is returned in the generic response
return &gctrpc.GenericResponse{Status: "error", Data: err.Error()}, nil
}
return &gctrpc.GenericResponse{Status: "success", Data: "script " + r.Script + " removed from autoload list"}, nil
}
err := s.gctScriptManager.Autoload(r.Script, false)
if err != nil {
return &gctrpc.GenericResponse{Status: "error", Data: err.Error()}, nil //nolint:nilerr // error is returned in the generic response
}
return &gctrpc.GenericResponse{Status: "success", Data: "script " + r.Script + " added to autoload list"}, nil
}
// SetExchangeAsset enables or disables an exchanges asset type
func (s *RPCServer) SetExchangeAsset(_ context.Context, r *gctrpc.SetExchangeAssetRequest) (*gctrpc.GenericResponse, error) {
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
exchCfg, err := s.Config.GetExchangeConfig(r.Exchange)
if err != nil {
return nil, err
}
base := exch.GetBase()
if base == nil {
return nil, errExchangeBaseNotFound
}
if r.Asset == "" {
return nil, errors.New("asset type must be specified")
}
a, err := asset.New(r.Asset)
if err != nil {
return nil, err
}
err = base.CurrencyPairs.SetAssetEnabled(a, r.Enable)
if err != nil {
return nil, err
}
err = exchCfg.CurrencyPairs.SetAssetEnabled(a, r.Enable)
if err != nil {
return nil, err
}
if base.IsWebsocketEnabled() && base.Websocket.IsConnected() {
err = exch.FlushWebsocketChannels()
if err != nil {
return nil, err
}
}
return &gctrpc.GenericResponse{Status: MsgStatusSuccess}, nil
}
// SetAllExchangePairs enables or disables an exchanges pairs
func (s *RPCServer) SetAllExchangePairs(_ context.Context, r *gctrpc.SetExchangeAllPairsRequest) (*gctrpc.GenericResponse, error) {
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
exchCfg, err := s.Config.GetExchangeConfig(r.Exchange)
if err != nil {
return nil, err
}
base := exch.GetBase()
if base == nil {
return nil, errExchangeBaseNotFound
}
assets := base.CurrencyPairs.GetAssetTypes(false)
if r.Enable {
for i := range assets {
var pairs currency.Pairs
pairs, err = base.CurrencyPairs.GetPairs(assets[i], false)
if err != nil {
return nil, err
}
err = exchCfg.CurrencyPairs.StorePairs(assets[i], pairs, true)
if err != nil {
return nil, err
}
err = base.CurrencyPairs.StorePairs(assets[i], pairs, true)
if err != nil {
return nil, err
}
}
} else {
for i := range assets {
err = exchCfg.CurrencyPairs.StorePairs(assets[i], nil, true)
if err != nil {
return nil, err
}
err = base.CurrencyPairs.StorePairs(assets[i], nil, true)
if err != nil {
return nil, err
}
}
}
if exch.IsWebsocketEnabled() && base.Websocket.IsConnected() {
err = exch.FlushWebsocketChannels()
if err != nil {
return nil, err
}
}
return &gctrpc.GenericResponse{Status: MsgStatusSuccess}, nil
}
// UpdateExchangeSupportedPairs forces an update of the supported pairs which
// will update the available pairs list and remove any assets that are disabled
// by the exchange
func (s *RPCServer) UpdateExchangeSupportedPairs(ctx context.Context, r *gctrpc.UpdateExchangeSupportedPairsRequest) (*gctrpc.GenericResponse, error) {
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
base := exch.GetBase() // nolint:ifshort,nolintlint // false positive and triggers only on Windows
if base == nil {
return nil, errExchangeBaseNotFound
}
if !base.GetEnabledFeatures().AutoPairUpdates {
return nil,
errors.New("cannot auto pair update for exchange, a manual update is needed")
}
err = exch.UpdateTradablePairs(ctx, false)
if err != nil {
return nil, err
}
if exch.IsWebsocketEnabled() {
err = exch.FlushWebsocketChannels()
if err != nil {
return nil, err
}
}
return &gctrpc.GenericResponse{Status: MsgStatusSuccess}, nil
}
// GetExchangeAssets returns the supported asset types
func (s *RPCServer) GetExchangeAssets(_ context.Context, r *gctrpc.GetExchangeAssetsRequest) (*gctrpc.GetExchangeAssetsResponse, error) {
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
return &gctrpc.GetExchangeAssetsResponse{
Assets: exch.GetAssetTypes(false).JoinToString(","),
}, nil
}
// WebsocketGetInfo returns websocket connection information
func (s *RPCServer) WebsocketGetInfo(_ context.Context, r *gctrpc.WebsocketGetInfoRequest) (*gctrpc.WebsocketGetInfoResponse, error) {
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
w, err := exch.GetWebsocket()
if err != nil {
return nil, err
}
return &gctrpc.WebsocketGetInfoResponse{
Exchange: exch.GetName(),
Supported: exch.SupportsWebsocket(),
Enabled: exch.IsWebsocketEnabled(),
Authenticated: w.CanUseAuthenticatedEndpoints(),
RunningUrl: w.GetWebsocketURL(),
ProxyAddress: w.GetProxyAddress(),
}, nil
}
// WebsocketSetEnabled enables or disables the websocket client
func (s *RPCServer) WebsocketSetEnabled(_ context.Context, r *gctrpc.WebsocketSetEnabledRequest) (*gctrpc.GenericResponse, error) {
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
w, err := exch.GetWebsocket()
if err != nil {
return nil, fmt.Errorf("websocket not supported for exchange %s", r.Exchange)
}
exchCfg, err := s.Config.GetExchangeConfig(r.Exchange)
if err != nil {
return nil, err
}
if r.Enable {
err = w.Enable()
if err != nil {
return nil, err
}
exchCfg.Features.Enabled.Websocket = true
return &gctrpc.GenericResponse{Status: MsgStatusSuccess, Data: "websocket enabled"}, nil
}
err = w.Disable()
if err != nil {
return nil, err
}
exchCfg.Features.Enabled.Websocket = false
return &gctrpc.GenericResponse{Status: MsgStatusSuccess, Data: "websocket disabled"}, nil
}
// WebsocketGetSubscriptions returns websocket subscription analysis
func (s *RPCServer) WebsocketGetSubscriptions(_ context.Context, r *gctrpc.WebsocketGetSubscriptionsRequest) (*gctrpc.WebsocketGetSubscriptionsResponse, error) {
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
w, err := exch.GetWebsocket()
if err != nil {
return nil, fmt.Errorf("websocket not supported for exchange %s", r.Exchange)
}
payload := new(gctrpc.WebsocketGetSubscriptionsResponse)
payload.Exchange = exch.GetName()
subs := w.GetSubscriptions()
for i := range subs {
params, err := json.Marshal(subs[i].Params)
if err != nil {
return nil, err
}
payload.Subscriptions = append(payload.Subscriptions,
&gctrpc.WebsocketSubscription{
Channel: subs[i].Channel,
Pairs: subs[i].Pairs.Join(),
Asset: subs[i].Asset.String(),
Params: string(params),
})
}
return payload, nil
}
// WebsocketSetProxy sets client websocket connection proxy
func (s *RPCServer) WebsocketSetProxy(_ context.Context, r *gctrpc.WebsocketSetProxyRequest) (*gctrpc.GenericResponse, error) {
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
w, err := exch.GetWebsocket()
if err != nil {
return nil, fmt.Errorf("websocket not supported for exchange %s", r.Exchange)
}
err = w.SetProxyAddress(r.Proxy)
if err != nil {
return nil, err
}
return &gctrpc.GenericResponse{Status: MsgStatusSuccess,
Data: fmt.Sprintf("new proxy has been set [%s] for %s websocket connection",
r.Exchange,
r.Proxy)}, nil
}
// WebsocketSetURL sets exchange websocket client connection URL
func (s *RPCServer) WebsocketSetURL(_ context.Context, r *gctrpc.WebsocketSetURLRequest) (*gctrpc.GenericResponse, error) {
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
w, err := exch.GetWebsocket()
if err != nil {
return nil, fmt.Errorf("websocket not supported for exchange %s", r.Exchange)
}
err = w.SetWebsocketURL(r.Url, false, true)
if err != nil {
return nil, err
}
return &gctrpc.GenericResponse{Status: MsgStatusSuccess,
Data: fmt.Sprintf("new URL has been set [%s] for %s websocket connection",
r.Exchange,
r.Url)}, nil
}
// GetSavedTrades returns trades from the database
func (s *RPCServer) GetSavedTrades(_ context.Context, r *gctrpc.GetSavedTradesRequest) (*gctrpc.SavedTradesResponse, error) {
if r.End == "" || r.Start == "" || r.Exchange == "" || r.Pair == nil || r.AssetType == "" || r.Pair.String() == "" {
return nil, errInvalidArguments
}
p := currency.Pair{
Delimiter: r.Pair.Delimiter,
Base: currency.NewCode(r.Pair.Base),
Quote: currency.NewCode(r.Pair.Quote),
}
a, err := asset.New(r.AssetType)
if err != nil {
return nil, err
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
err = checkParams(r.Exchange, exch, a, p)
if err != nil {
return nil, err
}
start, err := time.Parse(common.SimpleTimeFormatWithTimezone, r.Start)
if err != nil {
return nil, fmt.Errorf("%w cannot parse start time %v", errInvalidTimes, err)
}
end, err := time.Parse(common.SimpleTimeFormatWithTimezone, r.End)
if err != nil {
return nil, fmt.Errorf("%w cannot parse end time %v", errInvalidTimes, err)
}
err = common.StartEndTimeCheck(start, end)
if err != nil {
return nil, err
}
var trades []trade.Data
trades, err = trade.GetTradesInRange(r.Exchange, r.AssetType, r.Pair.Base, r.Pair.Quote, start, end)
if err != nil {
return nil, err
}
resp := &gctrpc.SavedTradesResponse{
ExchangeName: r.Exchange,
Asset: r.AssetType,
Pair: r.Pair,
}
for i := range trades {
resp.Trades = append(resp.Trades, &gctrpc.SavedTrades{
Price: trades[i].Price,
Amount: trades[i].Amount,
Side: trades[i].Side.String(),
Timestamp: trades[i].Timestamp.In(time.UTC).Format(common.SimpleTimeFormatWithTimezone),
TradeId: trades[i].TID,
})
}
if len(resp.Trades) == 0 {
return nil, fmt.Errorf("request for %v %v trade data between %v and %v and returned no results", r.Exchange, r.AssetType, r.Start, r.End)
}
return resp, nil
}
// ConvertTradesToCandles converts trades to candles using the interval requested
// returns the data too for extra fun scrutiny
func (s *RPCServer) ConvertTradesToCandles(_ context.Context, r *gctrpc.ConvertTradesToCandlesRequest) (*gctrpc.GetHistoricCandlesResponse, error) {
if r.End == "" || r.Start == "" || r.Exchange == "" || r.Pair == nil || r.AssetType == "" || r.Pair.String() == "" || r.TimeInterval == 0 {
return nil, errInvalidArguments
}
start, err := time.Parse(common.SimpleTimeFormatWithTimezone, r.Start)
if err != nil {
return nil, fmt.Errorf("%w cannot parse start time %v", errInvalidTimes, err)
}
end, err := time.Parse(common.SimpleTimeFormatWithTimezone, r.End)
if err != nil {
return nil, fmt.Errorf("%w cannot parse end time %v", errInvalidTimes, err)
}
err = common.StartEndTimeCheck(start, end)
if err != nil {
return nil, err
}
p := currency.Pair{
Delimiter: r.Pair.Delimiter,
Base: currency.NewCode(r.Pair.Base),
Quote: currency.NewCode(r.Pair.Quote),
}
a, err := asset.New(r.AssetType)
if err != nil {
return nil, err
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
err = checkParams(r.Exchange, exch, a, p)
if err != nil {
return nil, err
}
trades, err := trade.GetTradesInRange(r.Exchange, r.AssetType, r.Pair.Base, r.Pair.Quote, start, end)
if err != nil {
return nil, err
}
if len(trades) == 0 {
return nil, errNoTrades
}
interval := kline.Interval(r.TimeInterval)
klineItem, err := trade.ConvertTradesToCandles(interval, trades...)
if err != nil {
return nil, err
}
if len(klineItem.Candles) == 0 {
return nil, errors.New("no candles generated from trades")
}
resp := &gctrpc.GetHistoricCandlesResponse{
Exchange: r.Exchange,
Pair: r.Pair,
Start: r.Start,
End: r.End,
Interval: interval.String(),
}
for i := range klineItem.Candles {
resp.Candle = append(resp.Candle, &gctrpc.Candle{
Time: klineItem.Candles[i].Time.In(time.UTC).Format(common.SimpleTimeFormatWithTimezone),
Low: klineItem.Candles[i].Low,
High: klineItem.Candles[i].High,
Open: klineItem.Candles[i].Open,
Close: klineItem.Candles[i].Close,
Volume: klineItem.Candles[i].Volume,
IsPartial: klineItem.Candles[i].ValidationIssues == kline.PartialCandle,
})
}
if r.Sync {
_, err = kline.StoreInDatabase(klineItem, r.Force)
if err != nil {
return nil, err
}
}
return resp, nil
}
// FindMissingSavedCandleIntervals is used to help determine what candle data is missing
func (s *RPCServer) FindMissingSavedCandleIntervals(_ context.Context, r *gctrpc.FindMissingCandlePeriodsRequest) (*gctrpc.FindMissingIntervalsResponse, error) {
if r.End == "" || r.Start == "" || r.ExchangeName == "" || r.Pair == nil || r.AssetType == "" || r.Pair.String() == "" || r.Interval <= 0 {
return nil, errInvalidArguments
}
p := currency.Pair{
Delimiter: r.Pair.Delimiter,
Base: currency.NewCode(r.Pair.Base),
Quote: currency.NewCode(r.Pair.Quote),
}
a, err := asset.New(r.AssetType)
if err != nil {
return nil, err
}
exch, err := s.GetExchangeByName(r.ExchangeName)
if err != nil {
return nil, err
}
err = checkParams(r.ExchangeName, exch, a, p)
if err != nil {
return nil, err
}
start, err := time.Parse(common.SimpleTimeFormatWithTimezone, r.Start)
if err != nil {
return nil, fmt.Errorf("%w cannot parse start time %v", errInvalidTimes, err)
}
end, err := time.Parse(common.SimpleTimeFormatWithTimezone, r.End)
if err != nil {
return nil, fmt.Errorf("%w cannot parse end time %v", errInvalidTimes, err)
}
err = common.StartEndTimeCheck(start, end)
if err != nil {
return nil, err
}
klineItem, err := kline.LoadFromDatabase(
r.ExchangeName,
p,
a,
kline.Interval(r.Interval),
start,
end,
)
if err != nil {
return nil, err
}
resp := &gctrpc.FindMissingIntervalsResponse{
ExchangeName: r.ExchangeName,
AssetType: r.AssetType,
Pair: r.Pair,
MissingPeriods: []string{},
}
candleTimes := make([]time.Time, len(klineItem.Candles))
for i := range klineItem.Candles {
candleTimes[i] = klineItem.Candles[i].Time
}
var ranges []timeperiods.TimeRange
ranges, err = timeperiods.FindTimeRangesContainingData(start, end, klineItem.Interval.Duration(), candleTimes)
if err != nil {
return nil, err
}
foundCount := 0
for i := range ranges {
if !ranges[i].HasDataInRange {
resp.MissingPeriods = append(resp.MissingPeriods,
ranges[i].StartOfRange.UTC().Format(common.SimpleTimeFormatWithTimezone)+
" - "+
ranges[i].EndOfRange.UTC().Format(common.SimpleTimeFormatWithTimezone))
} else {
foundCount++
}
}
if len(resp.MissingPeriods) == 0 {
resp.Status = fmt.Sprintf("no missing candles found between %v and %v",
r.Start,
r.End,
)
} else {
resp.Status = fmt.Sprintf("Found %v candles. Missing %v candles in requested timeframe starting %v ending %v",
foundCount,
len(resp.MissingPeriods),
start.In(time.UTC).Format(common.SimpleTimeFormatWithTimezone),
end.In(time.UTC).Format(common.SimpleTimeFormatWithTimezone))
}
return resp, nil
}
// FindMissingSavedTradeIntervals is used to help determine what trade data is missing
func (s *RPCServer) FindMissingSavedTradeIntervals(_ context.Context, r *gctrpc.FindMissingTradePeriodsRequest) (*gctrpc.FindMissingIntervalsResponse, error) {
if r.End == "" || r.Start == "" || r.ExchangeName == "" || r.Pair == nil || r.AssetType == "" || r.Pair.String() == "" {
return nil, errInvalidArguments
}
p := currency.Pair{
Delimiter: r.Pair.Delimiter,
Base: currency.NewCode(r.Pair.Base),
Quote: currency.NewCode(r.Pair.Quote),
}
a, err := asset.New(r.AssetType)
if err != nil {
return nil, err
}
exch, err := s.GetExchangeByName(r.ExchangeName)
if err != nil {
return nil, err
}
err = checkParams(r.ExchangeName, exch, a, p)
if err != nil {
return nil, err
}
start, err := time.Parse(common.SimpleTimeFormatWithTimezone, r.Start)
if err != nil {
return nil, fmt.Errorf("%w cannot parse start time %v", errInvalidTimes, err)
}
end, err := time.Parse(common.SimpleTimeFormatWithTimezone, r.End)
if err != nil {
return nil, fmt.Errorf("%w cannot parse end time %v", errInvalidTimes, err)
}
err = common.StartEndTimeCheck(start, end)
if err != nil {
return nil, err
}
start = start.Truncate(time.Hour)
end = end.Truncate(time.Hour)
intervalMap := make(map[int64]bool)
iterationTime := start
for iterationTime.Before(end) {
intervalMap[iterationTime.Unix()] = false
iterationTime = iterationTime.Add(time.Hour)
}
var trades []trade.Data
trades, err = trade.GetTradesInRange(
r.ExchangeName,
r.AssetType,
r.Pair.Base,
r.Pair.Quote,
start,
end,
)
if err != nil {
return nil, err
}
resp := &gctrpc.FindMissingIntervalsResponse{
ExchangeName: r.ExchangeName,
AssetType: r.AssetType,
Pair: r.Pair,
MissingPeriods: []string{},
}
tradeTimes := make([]time.Time, len(trades))
for i := range trades {
tradeTimes[i] = trades[i].Timestamp
}
var ranges []timeperiods.TimeRange
ranges, err = timeperiods.FindTimeRangesContainingData(start, end, time.Hour, tradeTimes)
if err != nil {
return nil, err
}
foundCount := 0
for i := range ranges {
if !ranges[i].HasDataInRange {
resp.MissingPeriods = append(resp.MissingPeriods,
ranges[i].StartOfRange.UTC().Format(common.SimpleTimeFormatWithTimezone)+
" - "+
ranges[i].EndOfRange.UTC().Format(common.SimpleTimeFormatWithTimezone))
} else {
foundCount++
}
}
if len(resp.MissingPeriods) == 0 {
resp.Status = fmt.Sprintf("no missing periods found between %v and %v",
r.Start,
r.End,
)
} else {
resp.Status = fmt.Sprintf("Found %v periods. Missing %v periods between %v and %v",
foundCount,
len(resp.MissingPeriods),
start.In(time.UTC).Format(common.SimpleTimeFormatWithTimezone),
end.In(time.UTC).Format(common.SimpleTimeFormatWithTimezone))
}
return resp, nil
}
// SetExchangeTradeProcessing allows the setting of exchange trade processing
func (s *RPCServer) SetExchangeTradeProcessing(_ context.Context, r *gctrpc.SetExchangeTradeProcessingRequest) (*gctrpc.GenericResponse, error) {
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
b := exch.GetBase()
b.SetSaveTradeDataStatus(r.Status)
return &gctrpc.GenericResponse{
Status: "success",
}, nil
}
// GetHistoricTrades returns trades between a set of dates
func (s *RPCServer) GetHistoricTrades(r *gctrpc.GetSavedTradesRequest, stream gctrpc.GoCryptoTraderService_GetHistoricTradesServer) error {
if r.Exchange == "" || r.Pair == nil || r.AssetType == "" || r.Pair.String() == "" {
return errInvalidArguments
}
cp := currency.Pair{
Delimiter: r.Pair.Delimiter,
Base: currency.NewCode(r.Pair.Base),
Quote: currency.NewCode(r.Pair.Quote),
}
a, err := asset.New(r.AssetType)
if err != nil {
return err
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return err
}
err = checkParams(r.Exchange, exch, a, cp)
if err != nil {
return err
}
var trades []trade.Data
start, err := time.Parse(common.SimpleTimeFormatWithTimezone, r.Start)
if err != nil {
return fmt.Errorf("%w cannot parse start time %v", errInvalidTimes, err)
}
end, err := time.Parse(common.SimpleTimeFormatWithTimezone, r.End)
if err != nil {
return fmt.Errorf("%w cannot parse end time %v", errInvalidTimes, err)
}
err = common.StartEndTimeCheck(start, end)
if err != nil {
return err
}
resp := &gctrpc.SavedTradesResponse{
ExchangeName: r.Exchange,
Asset: r.AssetType,
Pair: r.Pair,
}
for iterateStartTime := start; iterateStartTime.Before(end); iterateStartTime = iterateStartTime.Add(time.Hour) {
iterateEndTime := iterateStartTime.Add(time.Hour)
trades, err = exch.GetHistoricTrades(stream.Context(), cp, a, iterateStartTime, iterateEndTime)
if err != nil {
return err
}
if len(trades) == 0 {
continue
}
grpcTrades := &gctrpc.SavedTradesResponse{
ExchangeName: r.Exchange,
Asset: r.AssetType,
Pair: r.Pair,
}
for i := range trades {
tradeTS := trades[i].Timestamp.In(time.UTC)
if tradeTS.After(end) {
break
}
grpcTrades.Trades = append(grpcTrades.Trades, &gctrpc.SavedTrades{
Price: trades[i].Price,
Amount: trades[i].Amount,
Side: trades[i].Side.String(),
Timestamp: tradeTS.Format(common.SimpleTimeFormatWithTimezone),
TradeId: trades[i].TID,
})
}
err = stream.Send(grpcTrades)
if err != nil {
return err
}
}
return stream.Send(resp)
}
// GetRecentTrades returns trades
func (s *RPCServer) GetRecentTrades(ctx context.Context, r *gctrpc.GetSavedTradesRequest) (*gctrpc.SavedTradesResponse, error) {
if r.Exchange == "" || r.Pair == nil || r.AssetType == "" || r.Pair.String() == "" {
return nil, errInvalidArguments
}
cp := currency.Pair{
Delimiter: r.Pair.Delimiter,
Base: currency.NewCode(r.Pair.Base),
Quote: currency.NewCode(r.Pair.Quote),
}
a, err := asset.New(r.AssetType)
if err != nil {
return nil, err
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
err = checkParams(r.Exchange, exch, a, cp)
if err != nil {
return nil, err
}
var trades []trade.Data
trades, err = exch.GetRecentTrades(ctx, cp, a)
if err != nil {
return nil, err
}
resp := &gctrpc.SavedTradesResponse{
ExchangeName: r.Exchange,
Asset: r.AssetType,
Pair: r.Pair,
}
for i := range trades {
resp.Trades = append(resp.Trades, &gctrpc.SavedTrades{
Price: trades[i].Price,
Amount: trades[i].Amount,
Side: trades[i].Side.String(),
Timestamp: trades[i].Timestamp.In(time.UTC).Format(common.SimpleTimeFormatWithTimezone),
TradeId: trades[i].TID,
})
}
if len(resp.Trades) == 0 {
return nil, fmt.Errorf("request for %v %v trade data and returned no results", r.Exchange, r.AssetType)
}
return resp, nil
}
func checkParams(exchName string, e exchange.IBotExchange, a asset.Item, p currency.Pair) error {
if e == nil {
return fmt.Errorf("%s %w", exchName, errExchangeNotLoaded)
}
if !e.IsEnabled() {
return fmt.Errorf("%s %w", exchName, errExchangeNotEnabled)
}
if a.IsValid() {
b := e.GetBase()
if b == nil {
return fmt.Errorf("%s %w", exchName, errExchangeBaseNotFound)
}
err := b.CurrencyPairs.IsAssetEnabled(a)
if err != nil {
return err
}
}
if p.IsEmpty() {
return nil
}
enabledPairs, err := e.GetEnabledPairs(a)
if err != nil {
return err
}
if enabledPairs.Contains(p, true) {
return nil
}
availablePairs, err := e.GetAvailablePairs(a)
if err != nil {
return err
}
if availablePairs.Contains(p, true) {
return fmt.Errorf("%v %w", p, errCurrencyNotEnabled)
}
return fmt.Errorf("%v %w", p, errCurrencyPairInvalid)
}
func parseMultipleEvents(ret []*withdraw.Response) *gctrpc.WithdrawalEventsByExchangeResponse {
v := &gctrpc.WithdrawalEventsByExchangeResponse{}
for x := range ret {
tempEvent := &gctrpc.WithdrawalEventResponse{
Id: ret[x].ID.String(),
Exchange: &gctrpc.WithdrawlExchangeEvent{
Name: ret[x].Exchange.Name,
Id: ret[x].Exchange.ID,
Status: ret[x].Exchange.Status,
},
Request: &gctrpc.WithdrawalRequestEvent{
Currency: ret[x].RequestDetails.Currency.String(),
Description: ret[x].RequestDetails.Description,
Amount: ret[x].RequestDetails.Amount,
Type: int32(ret[x].RequestDetails.Type),
},
}
tempEvent.CreatedAt = timestamppb.New(ret[x].CreatedAt)
if err := tempEvent.CreatedAt.CheckValid(); err != nil {
log.Errorf(log.Global, "withdrawal parseMultipleEvents CreatedAt: %s", err)
}
tempEvent.UpdatedAt = timestamppb.New(ret[x].UpdatedAt)
if err := tempEvent.UpdatedAt.CheckValid(); err != nil {
log.Errorf(log.Global, "withdrawal parseMultipleEvents UpdatedAt: %s", err)
}
if ret[x].RequestDetails.Type == withdraw.Crypto {
tempEvent.Request.Crypto = new(gctrpc.CryptoWithdrawalEvent)
tempEvent.Request.Crypto = &gctrpc.CryptoWithdrawalEvent{
Address: ret[x].RequestDetails.Crypto.Address,
AddressTag: ret[x].RequestDetails.Crypto.AddressTag,
Fee: ret[x].RequestDetails.Crypto.FeeAmount,
}
} else if ret[x].RequestDetails.Type == withdraw.Fiat {
if ret[x].RequestDetails.Fiat != (withdraw.FiatRequest{}) {
tempEvent.Request.Fiat = new(gctrpc.FiatWithdrawalEvent)
tempEvent.Request.Fiat = &gctrpc.FiatWithdrawalEvent{
BankName: ret[x].RequestDetails.Fiat.Bank.BankName,
AccountName: ret[x].RequestDetails.Fiat.Bank.AccountName,
AccountNumber: ret[x].RequestDetails.Fiat.Bank.AccountNumber,
Bsb: ret[x].RequestDetails.Fiat.Bank.BSBNumber,
Swift: ret[x].RequestDetails.Fiat.Bank.SWIFTCode,
Iban: ret[x].RequestDetails.Fiat.Bank.IBAN,
}
}
}
v.Event = append(v.Event, tempEvent)
}
return v
}
func parseWithdrawalsHistory(ret []exchange.WithdrawalHistory, exchName string, limit int) *gctrpc.WithdrawalEventsByExchangeResponse {
v := &gctrpc.WithdrawalEventsByExchangeResponse{}
for x := range ret {
if limit > 0 && x >= limit {
return v
}
tempEvent := &gctrpc.WithdrawalEventResponse{
Id: ret[x].TransferID,
Exchange: &gctrpc.WithdrawlExchangeEvent{
Name: exchName,
Status: ret[x].Status,
},
Request: &gctrpc.WithdrawalRequestEvent{
Currency: ret[x].Currency,
Description: ret[x].Description,
Amount: ret[x].Amount,
},
}
tempEvent.UpdatedAt = timestamppb.New(ret[x].Timestamp)
if err := tempEvent.UpdatedAt.CheckValid(); err != nil {
log.Errorf(log.Global, "withdrawal parseWithdrawalsHistory UpdatedAt: %s", err)
}
tempEvent.Request.Crypto = &gctrpc.CryptoWithdrawalEvent{
Address: ret[x].CryptoToAddress,
Fee: ret[x].Fee,
TxId: ret[x].CryptoTxID,
}
v.Event = append(v.Event, tempEvent)
}
return v
}
func parseSingleEvents(ret *withdraw.Response) *gctrpc.WithdrawalEventsByExchangeResponse {
tempEvent := &gctrpc.WithdrawalEventResponse{
Id: ret.ID.String(),
Exchange: &gctrpc.WithdrawlExchangeEvent{
Name: ret.Exchange.Name,
Id: ret.Exchange.Name,
Status: ret.Exchange.Status,
},
Request: &gctrpc.WithdrawalRequestEvent{
Currency: ret.RequestDetails.Currency.String(),
Description: ret.RequestDetails.Description,
Amount: ret.RequestDetails.Amount,
Type: int32(ret.RequestDetails.Type),
},
}
tempEvent.CreatedAt = timestamppb.New(ret.CreatedAt)
if err := tempEvent.CreatedAt.CheckValid(); err != nil {
log.Errorf(log.Global, "withdrawal parseSingleEvents CreatedAt %s", err)
}
tempEvent.UpdatedAt = timestamppb.New(ret.UpdatedAt)
if err := tempEvent.UpdatedAt.CheckValid(); err != nil {
log.Errorf(log.Global, "withdrawal parseSingleEvents UpdatedAt: %s", err)
}
if ret.RequestDetails.Type == withdraw.Crypto {
tempEvent.Request.Crypto = new(gctrpc.CryptoWithdrawalEvent)
tempEvent.Request.Crypto = &gctrpc.CryptoWithdrawalEvent{
Address: ret.RequestDetails.Crypto.Address,
AddressTag: ret.RequestDetails.Crypto.AddressTag,
Fee: ret.RequestDetails.Crypto.FeeAmount,
}
} else if ret.RequestDetails.Type == withdraw.Fiat {
if ret.RequestDetails.Fiat != (withdraw.FiatRequest{}) {
tempEvent.Request.Fiat = new(gctrpc.FiatWithdrawalEvent)
tempEvent.Request.Fiat = &gctrpc.FiatWithdrawalEvent{
BankName: ret.RequestDetails.Fiat.Bank.BankName,
AccountName: ret.RequestDetails.Fiat.Bank.AccountName,
AccountNumber: ret.RequestDetails.Fiat.Bank.AccountNumber,
Bsb: ret.RequestDetails.Fiat.Bank.BSBNumber,
Swift: ret.RequestDetails.Fiat.Bank.SWIFTCode,
Iban: ret.RequestDetails.Fiat.Bank.IBAN,
}
}
}
return &gctrpc.WithdrawalEventsByExchangeResponse{
Event: []*gctrpc.WithdrawalEventResponse{tempEvent},
}
}
// UpsertDataHistoryJob adds or updates a data history job for the data history manager
// It will upsert the entry in the database and allow for the processing of the job
func (s *RPCServer) UpsertDataHistoryJob(_ context.Context, r *gctrpc.UpsertDataHistoryJobRequest) (*gctrpc.UpsertDataHistoryJobResponse, error) {
if r == nil {
return nil, errNilRequestData
}
a, err := asset.New(r.Asset)
if err != nil {
return nil, err
}
p := currency.Pair{
Delimiter: r.Pair.Delimiter,
Base: currency.NewCode(r.Pair.Base),
Quote: currency.NewCode(r.Pair.Quote),
}
e, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
err = checkParams(r.Exchange, e, a, p)
if err != nil {
return nil, err
}
start, err := time.Parse(common.SimpleTimeFormatWithTimezone, r.StartDate)
if err != nil {
return nil, fmt.Errorf("%w cannot parse start time %v", errInvalidTimes, err)
}
end, err := time.Parse(common.SimpleTimeFormatWithTimezone, r.EndDate)
if err != nil {
return nil, fmt.Errorf("%w cannot parse end time %v", errInvalidTimes, err)
}
err = common.StartEndTimeCheck(start, end)
if err != nil {
return nil, err
}
job := DataHistoryJob{
Nickname: r.Nickname,
Exchange: r.Exchange,
Asset: a,
Pair: p,
StartDate: start,
EndDate: end,
Interval: kline.Interval(r.Interval),
RunBatchLimit: r.BatchSize,
RequestSizeLimit: r.RequestSizeLimit,
DataType: dataHistoryDataType(r.DataType),
MaxRetryAttempts: r.MaxRetryAttempts,
Status: dataHistoryStatusActive,
OverwriteExistingData: r.OverwriteExistingData,
ConversionInterval: kline.Interval(r.ConversionInterval),
DecimalPlaceComparison: r.DecimalPlaceComparison,
SecondaryExchangeSource: r.SecondaryExchangeName,
IssueTolerancePercentage: r.IssueTolerancePercentage,
ReplaceOnIssue: r.ReplaceOnIssue,
PrerequisiteJobNickname: r.PrerequisiteJobNickname,
}
err = s.dataHistoryManager.UpsertJob(&job, r.InsertOnly)
if err != nil {
return nil, err
}
result, err := s.dataHistoryManager.GetByNickname(r.Nickname, false)
if err != nil {
return nil, fmt.Errorf("%s %w", r.Nickname, err)
}
return &gctrpc.UpsertDataHistoryJobResponse{
JobId: result.ID.String(),
Message: "successfully upserted job: " + result.Nickname,
}, nil
}
// GetDataHistoryJobDetails returns a data history job's details
// can request all data history results with r.FullDetails
func (s *RPCServer) GetDataHistoryJobDetails(_ context.Context, r *gctrpc.GetDataHistoryJobDetailsRequest) (*gctrpc.DataHistoryJob, error) {
if r == nil {
return nil, errNilRequestData
}
if r.Id == "" && r.Nickname == "" {
return nil, errNicknameIDUnset
}
if r.Nickname != "" && r.Id != "" {
return nil, errOnlyNicknameOrID
}
var (
result *DataHistoryJob
err error
jobResults []*gctrpc.DataHistoryJobResult
)
if r.Id != "" {
var id uuid.UUID
id, err = uuid.FromString(r.Id)
if err != nil {
return nil, fmt.Errorf("%s %w", r.Id, err)
}
result, err = s.dataHistoryManager.GetByID(id)
if err != nil {
return nil, fmt.Errorf("%s %w", r.Id, err)
}
} else {
result, err = s.dataHistoryManager.GetByNickname(r.Nickname, r.FullDetails)
if err != nil {
return nil, fmt.Errorf("%s %w", r.Nickname, err)
}
if r.FullDetails {
for _, v := range result.Results {
for i := range v {
jobResults = append(jobResults, &gctrpc.DataHistoryJobResult{
StartDate: v[i].IntervalStartDate.Format(time.DateTime),
EndDate: v[i].IntervalEndDate.Format(time.DateTime),
HasData: v[i].Status == dataHistoryStatusComplete,
Message: v[i].Result,
RunDate: v[i].Date.Format(time.DateTime),
})
}
}
}
}
return &gctrpc.DataHistoryJob{
Id: result.ID.String(),
Nickname: result.Nickname,
Exchange: result.Exchange,
Asset: result.Asset.String(),
Pair: &gctrpc.CurrencyPair{
Delimiter: result.Pair.Delimiter,
Base: result.Pair.Base.String(),
Quote: result.Pair.Quote.String(),
},
StartDate: result.StartDate.Format(time.DateTime),
EndDate: result.EndDate.Format(time.DateTime),
Interval: int64(result.Interval.Duration()),
RequestSizeLimit: result.RequestSizeLimit,
MaxRetryAttempts: result.MaxRetryAttempts,
BatchSize: result.RunBatchLimit,
Status: result.Status.String(),
DataType: result.DataType.String(),
ConversionInterval: int64(result.ConversionInterval.Duration()),
OverwriteExistingData: result.OverwriteExistingData,
PrerequisiteJobNickname: result.PrerequisiteJobNickname,
DecimalPlaceComparison: result.DecimalPlaceComparison,
SecondaryExchangeName: result.SecondaryExchangeSource,
IssueTolerancePercentage: result.IssueTolerancePercentage,
ReplaceOnIssue: result.ReplaceOnIssue,
JobResults: jobResults,
}, nil
}
// GetActiveDataHistoryJobs returns any active data history job details
func (s *RPCServer) GetActiveDataHistoryJobs(_ context.Context, _ *gctrpc.GetInfoRequest) (*gctrpc.DataHistoryJobs, error) {
jobs, err := s.dataHistoryManager.GetActiveJobs()
if err != nil {
return nil, err
}
response := make([]*gctrpc.DataHistoryJob, len(jobs))
for i := range jobs {
response[i] = &gctrpc.DataHistoryJob{
Id: jobs[i].ID.String(),
Nickname: jobs[i].Nickname,
Exchange: jobs[i].Exchange,
Asset: jobs[i].Asset.String(),
Pair: &gctrpc.CurrencyPair{
Delimiter: jobs[i].Pair.Delimiter,
Base: jobs[i].Pair.Base.String(),
Quote: jobs[i].Pair.Quote.String(),
},
StartDate: jobs[i].StartDate.Format(time.DateTime),
EndDate: jobs[i].EndDate.Format(time.DateTime),
Interval: int64(jobs[i].Interval.Duration()),
RequestSizeLimit: jobs[i].RequestSizeLimit,
MaxRetryAttempts: jobs[i].MaxRetryAttempts,
BatchSize: jobs[i].RunBatchLimit,
Status: jobs[i].Status.String(),
DataType: jobs[i].DataType.String(),
ConversionInterval: int64(jobs[i].ConversionInterval.Duration()),
OverwriteExistingData: jobs[i].OverwriteExistingData,
PrerequisiteJobNickname: jobs[i].PrerequisiteJobNickname,
DecimalPlaceComparison: jobs[i].DecimalPlaceComparison,
SecondaryExchangeName: jobs[i].SecondaryExchangeSource,
IssueTolerancePercentage: jobs[i].IssueTolerancePercentage,
ReplaceOnIssue: jobs[i].ReplaceOnIssue,
}
}
return &gctrpc.DataHistoryJobs{Results: response}, nil
}
// GetDataHistoryJobsBetween returns all jobs created between supplied dates
func (s *RPCServer) GetDataHistoryJobsBetween(_ context.Context, r *gctrpc.GetDataHistoryJobsBetweenRequest) (*gctrpc.DataHistoryJobs, error) {
if r == nil {
return nil, errNilRequestData
}
start, err := time.Parse(common.SimpleTimeFormatWithTimezone, r.StartDate)
if err != nil {
return nil, fmt.Errorf("%w cannot parse start time %v", errInvalidTimes, err)
}
end, err := time.Parse(common.SimpleTimeFormatWithTimezone, r.EndDate)
if err != nil {
return nil, fmt.Errorf("%w cannot parse end time %v", errInvalidTimes, err)
}
err = common.StartEndTimeCheck(start.Local(), end)
if err != nil {
return nil, err
}
jobs, err := s.dataHistoryManager.GetAllJobStatusBetween(start, end)
if err != nil {
return nil, err
}
respJobs := make([]*gctrpc.DataHistoryJob, len(jobs))
for i := range jobs {
respJobs[i] = &gctrpc.DataHistoryJob{
Id: jobs[i].ID.String(),
Nickname: jobs[i].Nickname,
Exchange: jobs[i].Exchange,
Asset: jobs[i].Asset.String(),
Pair: &gctrpc.CurrencyPair{
Delimiter: jobs[i].Pair.Delimiter,
Base: jobs[i].Pair.Base.String(),
Quote: jobs[i].Pair.Quote.String(),
},
StartDate: jobs[i].StartDate.Format(time.DateTime),
EndDate: jobs[i].EndDate.Format(time.DateTime),
Interval: int64(jobs[i].Interval.Duration()),
RequestSizeLimit: jobs[i].RequestSizeLimit,
MaxRetryAttempts: jobs[i].MaxRetryAttempts,
BatchSize: jobs[i].RunBatchLimit,
Status: jobs[i].Status.String(),
DataType: jobs[i].DataType.String(),
ConversionInterval: int64(jobs[i].ConversionInterval.Duration()),
OverwriteExistingData: jobs[i].OverwriteExistingData,
PrerequisiteJobNickname: jobs[i].PrerequisiteJobNickname,
DecimalPlaceComparison: jobs[i].DecimalPlaceComparison,
SecondaryExchangeName: jobs[i].SecondaryExchangeSource,
IssueTolerancePercentage: jobs[i].IssueTolerancePercentage,
ReplaceOnIssue: jobs[i].ReplaceOnIssue,
}
}
return &gctrpc.DataHistoryJobs{
Results: respJobs,
}, nil
}
// GetDataHistoryJobSummary provides a general look at how a data history job is going with the "resultSummaries" property
func (s *RPCServer) GetDataHistoryJobSummary(_ context.Context, r *gctrpc.GetDataHistoryJobDetailsRequest) (*gctrpc.DataHistoryJob, error) {
if r == nil {
return nil, errNilRequestData
}
if r.Nickname == "" {
return nil, fmt.Errorf("get job summary %w", errNicknameUnset)
}
job, err := s.dataHistoryManager.GenerateJobSummary(r.Nickname)
if err != nil {
return nil, err
}
return &gctrpc.DataHistoryJob{
Nickname: job.Nickname,
Exchange: job.Exchange,
Asset: job.Asset.String(),
Pair: &gctrpc.CurrencyPair{
Delimiter: job.Pair.Delimiter,
Base: job.Pair.Base.String(),
Quote: job.Pair.Quote.String(),
},
StartDate: job.StartDate.Format(time.DateTime),
EndDate: job.EndDate.Format(time.DateTime),
Interval: int64(job.Interval.Duration()),
Status: job.Status.String(),
DataType: job.DataType.String(),
ConversionInterval: int64(job.ConversionInterval.Duration()),
OverwriteExistingData: job.OverwriteExistingData,
PrerequisiteJobNickname: job.PrerequisiteJobNickname,
ResultSummaries: job.ResultRanges,
}, nil
}
// unixTimestamp returns given time in either unix seconds or unix nanoseconds, depending
// on the remoteControl/gRPC/timeInNanoSeconds boolean configuration.
func (s *RPCServer) unixTimestamp(x time.Time) int64 {
if s.Config.RemoteControl.GRPC.TimeInNanoSeconds {
return x.UnixNano()
}
return x.Unix()
}
// SetDataHistoryJobStatus sets a data history job's status
func (s *RPCServer) SetDataHistoryJobStatus(_ context.Context, r *gctrpc.SetDataHistoryJobStatusRequest) (*gctrpc.GenericResponse, error) {
if r == nil {
return nil, errNilRequestData
}
if r.Nickname == "" && r.Id == "" {
return nil, errNicknameIDUnset
}
if r.Nickname != "" && r.Id != "" {
return nil, errOnlyNicknameOrID
}
status := "success"
err := s.dataHistoryManager.SetJobStatus(r.Nickname, r.Id, dataHistoryStatus(r.Status))
if err != nil {
log.Errorln(log.GRPCSys, err)
status = "failed"
}
return &gctrpc.GenericResponse{Status: status}, err
}
// UpdateDataHistoryJobPrerequisite sets or removes a prerequisite job for an existing job
// if the prerequisite job is "", then the relationship is removed
func (s *RPCServer) UpdateDataHistoryJobPrerequisite(_ context.Context, r *gctrpc.UpdateDataHistoryJobPrerequisiteRequest) (*gctrpc.GenericResponse, error) {
if r == nil {
return nil, errNilRequestData
}
if r.Nickname == "" {
return nil, errNicknameUnset
}
status := "success"
err := s.dataHistoryManager.SetJobRelationship(r.PrerequisiteJobNickname, r.Nickname)
if err != nil {
return nil, err
}
if r.PrerequisiteJobNickname == "" {
return &gctrpc.GenericResponse{Status: status, Data: fmt.Sprintf("Removed prerequisite from job '%v'", r.Nickname)}, nil
}
return &gctrpc.GenericResponse{Status: status, Data: fmt.Sprintf("Set job '%v' prerequisite job to '%v' and set status to paused", r.Nickname, r.PrerequisiteJobNickname)}, nil
}
// CurrencyStateGetAll returns a full snapshot of currency states, whether they
// are able to be withdrawn, deposited or traded on an exchange.
func (s *RPCServer) CurrencyStateGetAll(_ context.Context, r *gctrpc.CurrencyStateGetAllRequest) (*gctrpc.CurrencyStateResponse, error) {
return s.currencyStateManager.GetAllRPC(r.Exchange)
}
// CurrencyStateWithdraw determines via RPC if the currency code is operational for
// withdrawal from an exchange
func (s *RPCServer) CurrencyStateWithdraw(_ context.Context, r *gctrpc.CurrencyStateWithdrawRequest) (*gctrpc.GenericResponse, error) {
ai, err := asset.New(r.Asset)
if err != nil {
return nil, err
}
return s.currencyStateManager.CanWithdrawRPC(r.Exchange,
currency.NewCode(r.Code),
ai)
}
// CurrencyStateDeposit determines via RPC if the currency code is operational for
// depositing to an exchange
func (s *RPCServer) CurrencyStateDeposit(_ context.Context, r *gctrpc.CurrencyStateDepositRequest) (*gctrpc.GenericResponse, error) {
ai, err := asset.New(r.Asset)
if err != nil {
return nil, err
}
return s.currencyStateManager.CanDepositRPC(r.Exchange,
currency.NewCode(r.Code),
ai)
}
// CurrencyStateTrading determines via RPC if the currency code is operational for trading
func (s *RPCServer) CurrencyStateTrading(_ context.Context, r *gctrpc.CurrencyStateTradingRequest) (*gctrpc.GenericResponse, error) {
ai, err := asset.New(r.Asset)
if err != nil {
return nil, err
}
return s.currencyStateManager.CanTradeRPC(r.Exchange,
currency.NewCode(r.Code),
ai)
}
// CurrencyStateTradingPair determines via RPC if the pair is operational for trading
func (s *RPCServer) CurrencyStateTradingPair(_ context.Context, r *gctrpc.CurrencyStateTradingPairRequest) (*gctrpc.GenericResponse, error) {
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
cp, err := currency.NewPairFromString(r.Pair)
if err != nil {
return nil, err
}
ai, err := asset.New(r.Asset)
if err != nil {
return nil, err
}
err = checkParams(r.Exchange, exch, ai, cp)
if err != nil {
return nil, err
}
err = exch.CanTradePair(cp, ai)
if err != nil {
return nil, err
}
return s.currencyStateManager.CanTradePairRPC(r.Exchange,
cp,
ai)
}
func (s *RPCServer) buildFuturePosition(position *futures.Position, getFundingPayments, includeFundingRates, includeOrders, includePredictedRate bool) *gctrpc.FuturePosition {
response := &gctrpc.FuturePosition{
Exchange: position.Exchange,
Asset: position.Asset.String(),
Pair: &gctrpc.CurrencyPair{
Delimiter: position.Pair.Delimiter,
Base: position.Pair.Base.String(),
Quote: position.Pair.Quote.String(),
},
Status: position.Status.String(),
OpeningDate: position.OpeningDate.Format(common.SimpleTimeFormatWithTimezone),
OpeningDirection: position.OpeningDirection.String(),
OpeningPrice: position.OpeningPrice.String(),
OpeningSize: position.OpeningSize.String(),
CurrentDirection: position.LatestDirection.String(),
CurrentPrice: position.LatestPrice.String(),
CurrentSize: position.LatestSize.String(),
UnrealisedPnl: position.UnrealisedPNL.String(),
RealisedPnl: position.RealisedPNL.String(),
OrderCount: int64(len(position.Orders)),
}
if getFundingPayments {
var sum decimal.Decimal
fundingData := &gctrpc.FundingData{}
for i := range position.FundingRates.FundingRates {
if includeFundingRates {
fundingData.Rates = append(fundingData.Rates, &gctrpc.FundingRate{
Date: position.FundingRates.FundingRates[i].Time.Format(common.SimpleTimeFormatWithTimezone),
Rate: position.FundingRates.FundingRates[i].Rate.String(),
Payment: position.FundingRates.FundingRates[i].Payment.String(),
})
}
sum = sum.Add(position.FundingRates.FundingRates[i].Payment)
}
fundingData.PaymentSum = sum.String()
response.FundingData = fundingData
if includePredictedRate && !position.FundingRates.PredictedUpcomingRate.Time.IsZero() {
fundingData.UpcomingRate = &gctrpc.FundingRate{
Date: position.FundingRates.PredictedUpcomingRate.Time.Format(common.SimpleTimeFormatWithTimezone),
Rate: position.FundingRates.PredictedUpcomingRate.Rate.String(),
}
}
}
if includeOrders {
for i := range position.Orders {
od := &gctrpc.OrderDetails{
Exchange: position.Orders[i].Exchange,
Id: position.Orders[i].OrderID,
ClientOrderId: position.Orders[i].ClientOrderID,
BaseCurrency: position.Orders[i].Pair.Base.String(),
QuoteCurrency: position.Orders[i].Pair.Quote.String(),
AssetType: position.Orders[i].AssetType.String(),
OrderSide: position.Orders[i].Side.String(),
OrderType: position.Orders[i].Type.String(),
CreationTime: position.Orders[i].Date.Format(common.SimpleTimeFormatWithTimezone),
Status: position.Orders[i].Status.String(),
Price: position.Orders[i].Price,
Amount: position.Orders[i].Cost,
OpenVolume: position.Orders[i].RemainingAmount,
Fee: position.Orders[i].Fee,
Cost: position.Orders[i].Cost,
}
if !position.Orders[i].LastUpdated.IsZero() {
od.UpdateTime = position.Orders[i].LastUpdated.Format(common.SimpleTimeFormatWithTimezone)
}
for j := range position.Orders[i].Trades {
od.Trades = append(od.Trades, &gctrpc.TradeHistory{
CreationTime: position.Orders[i].Trades[j].Timestamp.Unix(),
Id: position.Orders[i].Trades[j].TID,
Price: position.Orders[i].Trades[j].Price,
Amount: position.Orders[i].Trades[j].Amount,
Exchange: position.Orders[i].Trades[j].Exchange,
AssetType: position.Orders[i].AssetType.String(),
OrderSide: position.Orders[i].Trades[j].Side.String(),
Fee: position.Orders[i].Trades[j].Fee,
Total: position.Orders[i].Trades[j].Total,
})
}
response.Orders = append(response.Orders, od)
}
}
return response
}
// GetManagedPosition returns an open positions from the order manager, no calling any API endpoints to return this information
func (s *RPCServer) GetManagedPosition(_ context.Context, r *gctrpc.GetManagedPositionRequest) (*gctrpc.GetManagedPositionsResponse, error) {
if r == nil {
return nil, fmt.Errorf("%w GetManagedPositionRequest", common.ErrNilPointer)
}
if err := futures.CheckFundingRatePrerequisites(r.GetFundingPayments, r.IncludePredictedRate, r.GetFundingPayments); err != nil {
return nil, err
}
if r.Pair == nil {
return nil, fmt.Errorf("%w request pair", common.ErrNilPointer)
}
var (
exch exchange.IBotExchange
ai asset.Item
cp currency.Pair
err error
)
exch, err = s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
if !exch.IsEnabled() {
return nil, fmt.Errorf("%w '%v'", errExchangeDisabled, exch.GetName())
}
feat := exch.GetSupportedFeatures()
if !feat.FuturesCapabilities.OrderManagerPositionTracking {
return nil, fmt.Errorf("%w OrderManagerPositionTracking for exchange %v", common.ErrFunctionNotSupported, exch.GetName())
}
ai, err = asset.New(r.Asset)
if err != nil {
return nil, err
}
if !ai.IsFutures() {
return nil, fmt.Errorf("%w '%v'", futures.ErrNotFuturesAsset, ai)
}
cp, err = currency.NewPairFromStrings(r.Pair.Base, r.Pair.Quote)
if err != nil {
return nil, err
}
err = checkParams(r.Exchange, exch, ai, cp)
if err != nil {
return nil, err
}
position, err := s.OrderManager.GetOpenFuturesPosition(r.Exchange, ai, cp)
if err != nil {
return nil, err
}
return &gctrpc.GetManagedPositionsResponse{Positions: []*gctrpc.FuturePosition{
s.buildFuturePosition(position, r.GetFundingPayments, r.IncludeFullFundingRates, r.IncludeFullOrderData, r.IncludePredictedRate),
}}, nil
}
// GetAllManagedPositions returns all open positions from the order manager, no calling any API endpoints to return this information
func (s *RPCServer) GetAllManagedPositions(_ context.Context, r *gctrpc.GetAllManagedPositionsRequest) (*gctrpc.GetManagedPositionsResponse, error) {
if r == nil {
return nil, fmt.Errorf("%w GetAllManagedPositionsRequest", common.ErrNilPointer)
}
if err := futures.CheckFundingRatePrerequisites(r.GetFundingPayments, r.IncludePredictedRate, r.GetFundingPayments); err != nil {
return nil, err
}
positions, err := s.OrderManager.GetAllOpenFuturesPositions()
if err != nil {
return nil, err
}
sort.Slice(positions, func(i, j int) bool {
return positions[i].OpeningDate.Before(positions[j].OpeningDate)
})
response := make([]*gctrpc.FuturePosition, len(positions))
for i := range positions {
response[i] = s.buildFuturePosition(&positions[i], r.GetFundingPayments, r.IncludeFullFundingRates, r.IncludeFullOrderData, r.IncludePredictedRate)
}
return &gctrpc.GetManagedPositionsResponse{Positions: response}, nil
}
// GetFuturesPositionsSummary returns a summary of futures positions for an exchange asset pair from the API
func (s *RPCServer) GetFuturesPositionsSummary(ctx context.Context, r *gctrpc.GetFuturesPositionsSummaryRequest) (*gctrpc.GetFuturesPositionsSummaryResponse, error) {
if r == nil {
return nil, fmt.Errorf("%w GetFuturesPositionsSummaryRequest", common.ErrNilPointer)
}
if r.Pair == nil {
return nil, currency.ErrCurrencyPairEmpty
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
if !exch.IsEnabled() {
return nil, fmt.Errorf("%s %w", r.Exchange, errExchangeNotEnabled)
}
feat := exch.GetSupportedFeatures()
if !feat.FuturesCapabilities.Positions {
return nil, fmt.Errorf("%w futures position tracking for exchange %v", common.ErrFunctionNotSupported, exch.GetName())
}
ai, err := asset.New(r.Asset)
if err != nil {
return nil, err
}
if !ai.IsFutures() {
return nil, fmt.Errorf("%s %w", ai, futures.ErrNotFuturesAsset)
}
enabledPairs, err := exch.GetEnabledPairs(ai)
if err != nil {
return nil, err
}
cp, err := enabledPairs.DeriveFrom(r.Pair.Base + r.Pair.Quote)
if err != nil {
return nil, err
}
var underlying currency.Pair
if r.UnderlyingPair != nil {
underlying, err = currency.NewPairFromStrings(r.UnderlyingPair.Base, r.UnderlyingPair.Quote)
if err != nil {
return nil, err
}
}
var stats *futures.PositionSummary
stats, err = exch.GetFuturesPositionSummary(ctx, &futures.PositionSummaryRequest{
Asset: ai,
Pair: cp,
UnderlyingPair: underlying,
})
if err != nil {
return nil, fmt.Errorf("cannot GetFuturesPositionSummary %w", err)
}
positionStats := &gctrpc.FuturesPositionStats{}
if !stats.MaintenanceMarginRequirement.IsZero() {
positionStats.MaintenanceMarginRequirement = stats.MaintenanceMarginRequirement.String()
}
if !stats.InitialMarginRequirement.IsZero() {
positionStats.InitialMarginRequirement = stats.InitialMarginRequirement.String()
}
if !stats.CollateralUsed.IsZero() {
positionStats.CollateralUsed = stats.CollateralUsed.String()
}
if !stats.MarkPrice.IsZero() {
positionStats.MarkPrice = stats.MarkPrice.String()
}
if !stats.CurrentSize.IsZero() {
positionStats.CurrentSize = stats.CurrentSize.String()
}
if !stats.ContractMultiplier.IsZero() {
positionStats.ContractMultiplier = stats.ContractMultiplier.String()
}
if !stats.ContractSize.IsZero() {
positionStats.ContractSize = stats.ContractSize.String()
}
if !stats.AverageOpenPrice.IsZero() {
positionStats.AverageOpenPrice = stats.AverageOpenPrice.String()
}
if !stats.UnrealisedPNL.IsZero() {
positionStats.RecentPnl = stats.UnrealisedPNL.String()
}
if !stats.MaintenanceMarginFraction.IsZero() {
positionStats.MarginFraction = stats.MaintenanceMarginFraction.String()
}
if !stats.FreeCollateral.IsZero() {
positionStats.FreeCollateral = stats.FreeCollateral.String()
}
if !stats.TotalCollateral.IsZero() {
positionStats.TotalCollateral = stats.TotalCollateral.String()
}
if !stats.EstimatedLiquidationPrice.IsZero() {
positionStats.EstimatedLiquidationPrice = stats.EstimatedLiquidationPrice.String()
}
if !stats.FrozenBalance.IsZero() {
positionStats.FrozenBalance = stats.FrozenBalance.String()
}
if !stats.EquityOfCurrency.IsZero() {
positionStats.EquityOfCurrency = stats.EquityOfCurrency.String()
}
if !stats.AvailableEquity.IsZero() {
positionStats.AvailableEquity = stats.AvailableEquity.String()
}
if !stats.CashBalance.IsZero() {
positionStats.CashBalance = stats.CashBalance.String()
}
if !stats.DiscountEquity.IsZero() {
positionStats.DiscountEquity = stats.DiscountEquity.String()
}
if !stats.EquityUSD.IsZero() {
positionStats.EquityUsd = stats.EquityUSD.String()
}
if !stats.IsolatedEquity.IsZero() {
positionStats.IsolatedEquity = stats.IsolatedEquity.String()
}
if stats.ContractSettlementType != futures.UnsetSettlementType {
positionStats.ContractSettlementType = stats.ContractSettlementType.String()
}
if !stats.IsolatedLiabilities.IsZero() {
positionStats.IsolatedLiabilities = stats.IsolatedLiabilities.String()
}
if !stats.IsolatedUPL.IsZero() {
positionStats.IsolatedUpl = stats.IsolatedUPL.String()
}
if !stats.NotionalLeverage.IsZero() {
positionStats.NotionalLeverage = stats.NotionalLeverage.String()
}
if !stats.TotalEquity.IsZero() {
positionStats.TotalEquity = stats.TotalEquity.String()
}
if !stats.StrategyEquity.IsZero() {
positionStats.StrategyEquity = stats.StrategyEquity.String()
}
return &gctrpc.GetFuturesPositionsSummaryResponse{
Exchange: exch.GetName(),
Asset: ai.String(),
Pair: &gctrpc.CurrencyPair{
Delimiter: cp.Delimiter,
Base: cp.Base.String(),
Quote: cp.Quote.String(),
},
PositionStats: positionStats,
}, nil
}
// GetFuturesPositionsOrders returns futures position orders from exchange API
func (s *RPCServer) GetFuturesPositionsOrders(ctx context.Context, r *gctrpc.GetFuturesPositionsOrdersRequest) (*gctrpc.GetFuturesPositionsOrdersResponse, error) {
if r == nil {
return nil, fmt.Errorf("%w GetFuturesPositionsOrdersRequest", common.ErrNilPointer)
}
if r.Pair == nil {
return nil, currency.ErrCurrencyPairEmpty
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
feat := exch.GetSupportedFeatures()
if !feat.FuturesCapabilities.Positions {
return nil, fmt.Errorf("%w futures position tracking for exchange %v", common.ErrFunctionNotSupported, exch.GetName())
}
if r.SyncWithOrderManager && !feat.FuturesCapabilities.OrderManagerPositionTracking {
return nil, fmt.Errorf("%w OrderManagerPositionTracking", common.ErrFunctionNotSupported)
}
if !exch.IsEnabled() {
return nil, fmt.Errorf("%s %w", r.Exchange, errExchangeNotEnabled)
}
ai, err := asset.New(r.Asset)
if err != nil {
return nil, err
}
if !ai.IsFutures() {
return nil, fmt.Errorf("%s %w", ai, futures.ErrNotFuturesAsset)
}
enabledPairs, err := exch.GetEnabledPairs(ai)
if err != nil {
return nil, err
}
cp, err := enabledPairs.DeriveFrom(r.Pair.Base + r.Pair.Quote)
if err != nil {
return nil, err
}
var start, end time.Time
if r.StartDate != "" {
start, err = time.Parse(common.SimpleTimeFormatWithTimezone, r.StartDate)
if err != nil {
return nil, err
}
}
if r.EndDate != "" {
end, err = time.Parse(common.SimpleTimeFormatWithTimezone, r.EndDate)
if err != nil {
return nil, err
}
}
err = common.StartEndTimeCheck(start, end)
if err != nil && !errors.Is(err, common.ErrDateUnset) {
return nil, err
}
positionDetails, err := exch.GetFuturesPositionOrders(ctx, &futures.PositionsRequest{
Asset: ai,
Pairs: currency.Pairs{cp},
StartDate: start,
EndDate: end,
RespectOrderHistoryLimits: r.RespectOrderHistoryLimits,
})
if err != nil {
return nil, err
}
response := &gctrpc.GetFuturesPositionsOrdersResponse{}
positions := make([]*gctrpc.FuturePosition, len(positionDetails))
var anyOrders bool
for i := range positionDetails {
details := &gctrpc.FuturePosition{
Exchange: exch.GetName(),
Asset: positionDetails[i].Asset.String(),
Pair: &gctrpc.CurrencyPair{
Delimiter: positionDetails[i].Pair.Delimiter,
Base: positionDetails[i].Pair.Base.String(),
Quote: positionDetails[i].Pair.Quote.String(),
},
ContractSettlementType: positionDetails[i].ContractSettlementType.String(),
Orders: make([]*gctrpc.OrderDetails, len(positionDetails[i].Orders)),
}
for j := range positionDetails[i].Orders {
anyOrders = true
details.Orders[j] = &gctrpc.OrderDetails{
Exchange: exch.GetName(),
Id: positionDetails[i].Orders[j].OrderID,
ClientOrderId: positionDetails[i].Orders[j].ClientOrderID,
BaseCurrency: positionDetails[i].Orders[j].Pair.Base.String(),
QuoteCurrency: positionDetails[i].Orders[j].Pair.Quote.String(),
AssetType: positionDetails[i].Orders[j].AssetType.String(),
OrderSide: positionDetails[i].Orders[j].Side.String(),
OrderType: positionDetails[i].Orders[j].Type.String(),
CreationTime: positionDetails[i].Orders[j].Date.Format(common.SimpleTimeFormatWithTimezone),
UpdateTime: positionDetails[i].Orders[j].LastUpdated.Format(common.SimpleTimeFormatWithTimezone),
Status: positionDetails[i].Orders[j].Status.String(),
Price: positionDetails[i].Orders[j].Price,
Amount: positionDetails[i].Orders[j].Amount,
OpenVolume: positionDetails[i].Orders[j].RemainingAmount,
Fee: positionDetails[i].Orders[j].Fee,
Cost: positionDetails[i].Orders[j].Cost,
ContractAmount: positionDetails[i].Orders[j].ContractAmount,
}
}
positions[i] = details
}
if !anyOrders {
return &gctrpc.GetFuturesPositionsOrdersResponse{}, nil
}
response.Positions = positions
if r.SyncWithOrderManager {
for i := range positionDetails {
err = s.OrderManager.processFuturesPositions(exch, &positionDetails[i])
if err != nil {
return nil, err
}
}
}
return response, nil
}
// GetFundingRates returns the funding rates for an exchange, asset, pair
func (s *RPCServer) GetFundingRates(ctx context.Context, r *gctrpc.GetFundingRatesRequest) (*gctrpc.GetFundingRatesResponse, error) {
if r == nil {
return nil, fmt.Errorf("%w GetFundingRatesRequest", common.ErrNilPointer)
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
feat := exch.GetSupportedFeatures()
if !feat.FuturesCapabilities.FundingRates {
return nil, fmt.Errorf("%w FundingRates for exchange %v", common.ErrFunctionNotSupported, exch.GetName())
}
a, err := asset.New(r.Asset)
if err != nil {
return nil, err
}
if !a.IsFutures() {
return nil, fmt.Errorf("%s %w", a, futures.ErrNotFuturesAsset)
}
start := time.Now().AddDate(0, -1, 0)
end := time.Now()
if r.StartDate != "" {
start, err = time.Parse(common.SimpleTimeFormatWithTimezone, r.StartDate)
if err != nil {
return nil, err
}
}
if r.EndDate != "" {
end, err = time.Parse(common.SimpleTimeFormatWithTimezone, r.EndDate)
if err != nil {
return nil, err
}
}
err = common.StartEndTimeCheck(start, end)
if err != nil && !errors.Is(err, common.ErrDateUnset) {
return nil, err
}
cp, err := exch.MatchSymbolWithAvailablePairs(r.Pair.Base+r.Pair.Quote, a, false)
if err != nil {
return nil, err
}
pairs, err := exch.GetEnabledPairs(a)
if err != nil {
return nil, err
}
if !pairs.Contains(cp, true) {
return nil, fmt.Errorf("%w %v", errPairNotEnabled, cp)
}
funding, err := exch.GetHistoricalFundingRates(ctx, &fundingrate.HistoricalRatesRequest{
Asset: a,
Pair: cp,
StartDate: start,
EndDate: end,
IncludePayments: r.IncludePayments,
IncludePredictedRate: r.IncludePredicted,
RespectHistoryLimits: r.RespectHistoryLimits,
PaymentCurrency: currency.NewCode(r.PaymentCurrency),
})
if err != nil {
return nil, err
}
var hasPayment bool
var response gctrpc.GetFundingRatesResponse
fundingData := &gctrpc.FundingData{
Exchange: r.Exchange,
Asset: r.Asset,
Pair: &gctrpc.CurrencyPair{
Delimiter: funding.Pair.Delimiter,
Base: funding.Pair.Base.String(),
Quote: funding.Pair.Quote.String(),
},
StartDate: start.Format(common.SimpleTimeFormatWithTimezone),
EndDate: end.Format(common.SimpleTimeFormatWithTimezone),
LatestRate: &gctrpc.FundingRate{
Date: funding.LatestRate.Time.Format(common.SimpleTimeFormatWithTimezone),
Rate: funding.LatestRate.Rate.String(),
},
}
rates := make([]*gctrpc.FundingRate, len(funding.FundingRates))
for j := range funding.FundingRates {
rates[j] = &gctrpc.FundingRate{
Rate: funding.FundingRates[j].Rate.String(),
Date: funding.FundingRates[j].Time.Format(common.SimpleTimeFormatWithTimezone),
}
if r.IncludePayments {
if !funding.FundingRates[j].Payment.IsZero() {
hasPayment = true
}
rates[j].Payment = funding.FundingRates[j].Payment.String()
}
}
if r.IncludePayments {
fundingData.PaymentSum = funding.PaymentSum.String()
fundingData.PaymentCurrency = funding.PaymentCurrency.String()
if !hasPayment {
fundingData.PaymentMessage = "no payments found for payment currency " + funding.PaymentCurrency.String() +
" please ensure you have set the correct payment currency in the request"
}
}
if !funding.TimeOfNextRate.IsZero() {
fundingData.TimeOfNextRate = funding.TimeOfNextRate.Format(common.SimpleTimeFormatWithTimezone)
}
fundingData.Rates = rates
if r.IncludePredicted {
fundingData.UpcomingRate = &gctrpc.FundingRate{
Date: funding.PredictedUpcomingRate.Time.Format(common.SimpleTimeFormatWithTimezone),
Rate: funding.PredictedUpcomingRate.Rate.String(),
}
}
response.Rates = fundingData
return &response, nil
}
// GetLatestFundingRate returns the latest funding rate for an exchange, asset, pair
func (s *RPCServer) GetLatestFundingRate(ctx context.Context, r *gctrpc.GetLatestFundingRateRequest) (*gctrpc.GetLatestFundingRateResponse, error) {
if r == nil {
return nil, fmt.Errorf("%w GetLatestFundingRateRequest", common.ErrNilPointer)
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
a, err := asset.New(r.Asset)
if err != nil {
return nil, err
}
if !a.IsFutures() {
return nil, fmt.Errorf("%s %w", a, futures.ErrNotFuturesAsset)
}
cp, err := exch.MatchSymbolWithAvailablePairs(r.Pair.Base+r.Pair.Quote, a, false)
if err != nil {
return nil, err
}
pairs, err := exch.GetEnabledPairs(a)
if err != nil {
return nil, err
}
if !pairs.Contains(cp, true) {
return nil, fmt.Errorf("%w %v", errPairNotEnabled, cp)
}
fundingRates, err := exch.GetLatestFundingRates(ctx, &fundingrate.LatestRateRequest{
Asset: a,
Pair: cp,
IncludePredictedRate: r.IncludePredicted,
})
if err != nil {
return nil, err
}
if len(fundingRates) != 1 {
return nil, fmt.Errorf("expected 1 funding rate, received %v", len(fundingRates))
}
var response gctrpc.GetLatestFundingRateResponse
fundingData := &gctrpc.FundingData{
Exchange: r.Exchange,
Asset: r.Asset,
Pair: &gctrpc.CurrencyPair{
Delimiter: fundingRates[0].Pair.Delimiter,
Base: fundingRates[0].Pair.Base.String(),
Quote: fundingRates[0].Pair.Quote.String(),
},
LatestRate: &gctrpc.FundingRate{
Date: fundingRates[0].LatestRate.Time.Format(common.SimpleTimeFormatWithTimezone),
Rate: fundingRates[0].LatestRate.Rate.String(),
},
}
if !fundingRates[0].TimeOfNextRate.IsZero() {
fundingData.TimeOfNextRate = fundingRates[0].TimeOfNextRate.Format(common.SimpleTimeFormatWithTimezone)
}
if r.IncludePredicted {
fundingData.UpcomingRate = &gctrpc.FundingRate{
Date: fundingRates[0].PredictedUpcomingRate.Time.Format(common.SimpleTimeFormatWithTimezone),
Rate: fundingRates[0].PredictedUpcomingRate.Rate.String(),
}
}
response.Rate = fundingData
return &response, nil
}
// GetCollateral returns the total collateral for an exchange's asset
// as exchanges can scale collateral and represent it in a singular currency,
// a user can opt to include a breakdown by currency
func (s *RPCServer) GetCollateral(ctx context.Context, r *gctrpc.GetCollateralRequest) (*gctrpc.GetCollateralResponse, error) {
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
feat := exch.GetSupportedFeatures()
if !feat.FuturesCapabilities.Collateral {
return nil, fmt.Errorf("%w Get Collateral for exchange %v", common.ErrFunctionNotSupported, exch.GetName())
}
a, err := asset.New(r.Asset)
if err != nil {
return nil, err
}
err = checkParams(r.Exchange, exch, a, currency.EMPTYPAIR)
if err != nil {
return nil, err
}
if !a.IsFutures() {
return nil, fmt.Errorf("%s %w", a, futures.ErrNotFuturesAsset)
}
ai, err := exch.FetchAccountInfo(ctx, a)
if err != nil {
return nil, err
}
creds, err := exch.GetCredentials(ctx)
if err != nil {
return nil, err
}
subAccounts := make([]string, len(ai.Accounts))
var acc *account.SubAccount
for i := range ai.Accounts {
subAccounts[i] = ai.Accounts[i].ID
if ai.Accounts[i].ID == "main" && creds.SubAccount == "" {
acc = &ai.Accounts[i]
break
}
if strings.EqualFold(creds.SubAccount, ai.Accounts[i].ID) {
acc = &ai.Accounts[i]
break
}
}
if acc == nil {
return nil, fmt.Errorf("%w for %s %s and stored credentials - available subaccounts: %s",
errNoAccountInformation,
exch.GetName(),
creds.SubAccount,
strings.Join(subAccounts, ","))
}
var spotPairs currency.Pairs
if r.CalculateOffline {
spotPairs, err = exch.GetAvailablePairs(asset.Spot)
if err != nil {
return nil, fmt.Errorf("GetCollateral offline calculation error via GetAvailablePairs %s %s", exch.GetName(), err)
}
}
calculators := make([]futures.CollateralCalculator, 0, len(acc.Currencies))
for i := range acc.Currencies {
total := decimal.NewFromFloat(acc.Currencies[i].Total)
free := decimal.NewFromFloat(acc.Currencies[i].AvailableWithoutBorrow)
cal := futures.CollateralCalculator{
CalculateOffline: r.CalculateOffline,
CollateralCurrency: acc.Currencies[i].Currency,
Asset: a,
FreeCollateral: free,
LockedCollateral: total.Sub(free),
}
if r.CalculateOffline &&
!acc.Currencies[i].Currency.Equal(currency.USD) {
var tick *ticker.Price
tickerCurr := currency.NewPair(acc.Currencies[i].Currency, currency.USD)
if !spotPairs.Contains(tickerCurr, true) {
// cannot price currency to calculate collateral
continue
}
tick, err = exch.FetchTicker(ctx, tickerCurr, asset.Spot)
if err != nil {
log.Errorf(log.GRPCSys, "GetCollateral offline calculation error via FetchTicker %s %s", exch.GetName(), err)
continue
}
if tick.Last == 0 {
continue
}
cal.USDPrice = decimal.NewFromFloat(tick.Last)
}
calculators = append(calculators, cal)
}
calc := &futures.TotalCollateralCalculator{
CollateralAssets: calculators,
CalculateOffline: r.CalculateOffline,
FetchPositions: true,
}
c, err := exch.CalculateTotalCollateral(ctx, calc)
if err != nil {
return nil, err
}
var collateralDisplayCurrency = " " + c.CollateralCurrency.String()
result := &gctrpc.GetCollateralResponse{
SubAccount: creds.SubAccount,
CollateralCurrency: c.CollateralCurrency.String(),
AvailableCollateral: c.AvailableCollateral.String() + collateralDisplayCurrency,
UsedCollateral: c.UsedCollateral.String() + collateralDisplayCurrency,
}
if !c.CollateralContributedByPositiveSpotBalances.IsZero() {
result.CollateralContributedByPositiveSpotBalances = c.CollateralContributedByPositiveSpotBalances.String() + collateralDisplayCurrency
}
if !c.TotalValueOfPositiveSpotBalances.IsZero() {
result.TotalValueOfPositiveSpotBalances = c.TotalValueOfPositiveSpotBalances.String() + collateralDisplayCurrency
}
if !c.AvailableMaintenanceCollateral.IsZero() {
result.MaintenanceCollateral = c.AvailableMaintenanceCollateral.String() + collateralDisplayCurrency
}
if !c.UnrealisedPNL.IsZero() {
result.UnrealisedPnl = c.UnrealisedPNL.String()
}
if c.UsedBreakdown != nil {
result.UsedBreakdown = &gctrpc.CollateralUsedBreakdown{}
if !c.UsedBreakdown.LockedInStakes.IsZero() {
result.UsedBreakdown.LockedInStakes = c.UsedBreakdown.LockedInStakes.String() + collateralDisplayCurrency
}
if !c.UsedBreakdown.LockedInNFTBids.IsZero() {
result.UsedBreakdown.LockedInNftBids = c.UsedBreakdown.LockedInNFTBids.String() + collateralDisplayCurrency
}
if !c.UsedBreakdown.LockedInFeeVoucher.IsZero() {
result.UsedBreakdown.LockedInFeeVoucher = c.UsedBreakdown.LockedInFeeVoucher.String() + collateralDisplayCurrency
}
if !c.UsedBreakdown.LockedInSpotMarginFundingOffers.IsZero() {
result.UsedBreakdown.LockedInSpotMarginFundingOffers = c.UsedBreakdown.LockedInSpotMarginFundingOffers.String() + collateralDisplayCurrency
}
if !c.UsedBreakdown.LockedInSpotOrders.IsZero() {
result.UsedBreakdown.LockedInSpotOrders = c.UsedBreakdown.LockedInSpotOrders.String() + collateralDisplayCurrency
}
if !c.UsedBreakdown.LockedAsCollateral.IsZero() {
result.UsedBreakdown.LockedAsCollateral = c.UsedBreakdown.LockedAsCollateral.String() + collateralDisplayCurrency
}
if !c.UsedBreakdown.UsedInPositions.IsZero() {
result.UsedBreakdown.UsedInFutures = c.UsedBreakdown.UsedInPositions.String() + collateralDisplayCurrency
}
if !c.UsedBreakdown.UsedInSpotMarginBorrows.IsZero() {
result.UsedBreakdown.UsedInSpotMargin = c.UsedBreakdown.UsedInSpotMarginBorrows.String() + collateralDisplayCurrency
}
}
if r.IncludeBreakdown {
for i := range c.BreakdownOfPositions {
result.PositionBreakdown = append(result.PositionBreakdown, &gctrpc.CollateralByPosition{
Currency: c.BreakdownOfPositions[i].PositionCurrency.String(),
Size: c.BreakdownOfPositions[i].Size.String(),
OpenOrderSize: c.BreakdownOfPositions[i].OpenOrderSize.String(),
PositionSize: c.BreakdownOfPositions[i].PositionSize.String(),
MarkPrice: c.BreakdownOfPositions[i].MarkPrice.String() + collateralDisplayCurrency,
RequiredMargin: c.BreakdownOfPositions[i].RequiredMargin.String(),
TotalCollateralUsed: c.BreakdownOfPositions[i].CollateralUsed.String() + collateralDisplayCurrency,
})
}
for i := range c.BreakdownByCurrency {
if c.BreakdownByCurrency[i].TotalFunds.IsZero() && !r.IncludeZeroValues {
continue
}
var originalDisplayCurrency = " " + c.BreakdownByCurrency[i].Currency.String()
cb := &gctrpc.CollateralForCurrency{
Currency: c.BreakdownByCurrency[i].Currency.String(),
ExcludedFromCollateral: c.BreakdownByCurrency[i].SkipContribution,
TotalFunds: c.BreakdownByCurrency[i].TotalFunds.String() + originalDisplayCurrency,
AvailableForUseAsCollateral: c.BreakdownByCurrency[i].AvailableForUseAsCollateral.String() + originalDisplayCurrency,
ApproxFairMarketValue: c.BreakdownByCurrency[i].FairMarketValue.String() + collateralDisplayCurrency,
Weighting: c.BreakdownByCurrency[i].Weighting.String(),
CollateralContribution: c.BreakdownByCurrency[i].CollateralContribution.String() + collateralDisplayCurrency,
ScaledToCurrency: c.BreakdownByCurrency[i].ScaledCurrency.String(),
}
if !c.BreakdownByCurrency[i].AdditionalCollateralUsed.IsZero() {
cb.AdditionalCollateralUsed = c.BreakdownByCurrency[i].AdditionalCollateralUsed.String() + collateralDisplayCurrency
}
if !c.BreakdownByCurrency[i].ScaledUsed.IsZero() {
cb.FundsInUse = c.BreakdownByCurrency[i].ScaledUsed.String() + collateralDisplayCurrency
}
if !c.BreakdownByCurrency[i].UnrealisedPNL.IsZero() {
cb.UnrealisedPnl = c.BreakdownByCurrency[i].UnrealisedPNL.String() + collateralDisplayCurrency
}
if c.BreakdownByCurrency[i].ScaledUsedBreakdown != nil {
breakDownDisplayCurrency := collateralDisplayCurrency
if c.BreakdownByCurrency[i].Weighting.IsZero() && c.BreakdownByCurrency[i].FairMarketValue.IsZero() {
// cannot determine value, show in like currency instead
breakDownDisplayCurrency = originalDisplayCurrency
}
cb.UsedBreakdown = &gctrpc.CollateralUsedBreakdown{}
if !c.BreakdownByCurrency[i].ScaledUsedBreakdown.LockedInStakes.IsZero() {
cb.UsedBreakdown.LockedInStakes = c.BreakdownByCurrency[i].ScaledUsedBreakdown.LockedInStakes.String() + breakDownDisplayCurrency
}
if !c.BreakdownByCurrency[i].ScaledUsedBreakdown.LockedInNFTBids.IsZero() {
cb.UsedBreakdown.LockedInNftBids = c.BreakdownByCurrency[i].ScaledUsedBreakdown.LockedInNFTBids.String() + breakDownDisplayCurrency
}
if !c.BreakdownByCurrency[i].ScaledUsedBreakdown.LockedInFeeVoucher.IsZero() {
cb.UsedBreakdown.LockedInFeeVoucher = c.BreakdownByCurrency[i].ScaledUsedBreakdown.LockedInFeeVoucher.String() + breakDownDisplayCurrency
}
if !c.BreakdownByCurrency[i].ScaledUsedBreakdown.LockedInSpotMarginFundingOffers.IsZero() {
cb.UsedBreakdown.LockedInSpotMarginFundingOffers = c.BreakdownByCurrency[i].ScaledUsedBreakdown.LockedInSpotMarginFundingOffers.String() + breakDownDisplayCurrency
}
if !c.BreakdownByCurrency[i].ScaledUsedBreakdown.LockedInSpotOrders.IsZero() {
cb.UsedBreakdown.LockedInSpotOrders = c.BreakdownByCurrency[i].ScaledUsedBreakdown.LockedInSpotOrders.String() + breakDownDisplayCurrency
}
if !c.BreakdownByCurrency[i].ScaledUsedBreakdown.LockedAsCollateral.IsZero() {
cb.UsedBreakdown.LockedAsCollateral = c.BreakdownByCurrency[i].ScaledUsedBreakdown.LockedAsCollateral.String() + breakDownDisplayCurrency
}
if !c.BreakdownByCurrency[i].ScaledUsedBreakdown.UsedInPositions.IsZero() {
cb.UsedBreakdown.UsedInFutures = c.BreakdownByCurrency[i].ScaledUsedBreakdown.UsedInPositions.String() + breakDownDisplayCurrency
}
if !c.BreakdownByCurrency[i].ScaledUsedBreakdown.UsedInSpotMarginBorrows.IsZero() {
cb.UsedBreakdown.UsedInSpotMargin = c.BreakdownByCurrency[i].ScaledUsedBreakdown.UsedInSpotMarginBorrows.String() + breakDownDisplayCurrency
}
}
if c.BreakdownByCurrency[i].Error != nil {
cb.Error = c.BreakdownByCurrency[i].Error.Error()
}
result.CurrencyBreakdown = append(result.CurrencyBreakdown, cb)
}
}
return result, nil
}
// Shutdown terminates bot session externally
func (s *RPCServer) Shutdown(_ context.Context, _ *gctrpc.ShutdownRequest) (*gctrpc.ShutdownResponse, error) {
if !s.Engine.Settings.EnableGRPCShutdown {
return nil, errShutdownNotAllowed
}
if s.Engine.GRPCShutdownSignal == nil {
return nil, errGRPCShutdownSignalIsNil
}
s.Engine.GRPCShutdownSignal <- struct{}{}
s.Engine.GRPCShutdownSignal = nil
return &gctrpc.ShutdownResponse{}, nil
}
// GetTechnicalAnalysis using the requested technical analysis method will
// return a set(s) of signals for price action analysis.
func (s *RPCServer) GetTechnicalAnalysis(ctx context.Context, r *gctrpc.GetTechnicalAnalysisRequest) (*gctrpc.GetTechnicalAnalysisResponse, error) {
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
as, err := asset.New(r.AssetType)
if err != nil {
return nil, err
}
pair, err := currency.NewPairFromStrings(r.Pair.Base, r.Pair.Quote)
if err != nil {
return nil, err
}
klines, err := exch.GetHistoricCandlesExtended(ctx, pair,
as,
kline.Interval(r.Interval),
r.Start.AsTime(),
r.End.AsTime())
if err != nil {
return nil, err
}
signals := make(map[string]*gctrpc.ListOfSignals)
switch strings.ToUpper(r.AlgorithmType) {
case "TWAP":
var price float64
price, err = klines.GetTWAP()
if err != nil {
return nil, err
}
signals["TWAP"] = &gctrpc.ListOfSignals{Signals: []float64{price}}
case "VWAP":
var prices []float64
prices, err = klines.GetVWAPs()
if err != nil {
return nil, err
}
signals["VWAP"] = &gctrpc.ListOfSignals{Signals: prices}
case "ATR":
var prices []float64
prices, err = klines.GetAverageTrueRange(r.Period)
if err != nil {
return nil, err
}
signals["ATR"] = &gctrpc.ListOfSignals{Signals: prices}
case "BBANDS":
var bollinger *kline.Bollinger
bollinger, err = klines.GetBollingerBands(r.Period,
r.StandardDeviationUp,
r.StandardDeviationDown,
indicators.MaType(r.MovingAverageType))
if err != nil {
return nil, err
}
signals["UPPER"] = &gctrpc.ListOfSignals{Signals: bollinger.Upper}
signals["MIDDLE"] = &gctrpc.ListOfSignals{Signals: bollinger.Middle}
signals["LOWER"] = &gctrpc.ListOfSignals{Signals: bollinger.Lower}
case "COCO":
otherExch := exch
if r.OtherExchange != "" {
otherExch, err = s.GetExchangeByName(r.OtherExchange)
if err != nil {
return nil, err
}
}
otherAs := as
if r.OtherAssetType != "" {
otherAs, err = asset.New(r.OtherAssetType)
if err != nil {
return nil, err
}
}
if r.OtherPair.String() == "" {
return nil, errors.New("other pair is empty, to compare this must be specified")
}
var otherPair currency.Pair
otherPair, err = currency.NewPairFromStrings(r.OtherPair.Base, r.OtherPair.Quote)
if err != nil {
return nil, err
}
var otherKlines *kline.Item
otherKlines, err = otherExch.GetHistoricCandlesExtended(ctx,
otherPair,
otherAs,
kline.Interval(r.Interval),
r.Start.AsTime(),
r.End.AsTime())
if err != nil {
return nil, err
}
var correlation []float64
correlation, err = klines.GetCorrelationCoefficient(otherKlines, r.Period)
if err != nil {
return nil, err
}
signals["COCO"] = &gctrpc.ListOfSignals{Signals: correlation}
case "SMA":
var prices []float64
prices, err = klines.GetSimpleMovingAverageOnClose(r.Period)
if err != nil {
return nil, err
}
signals["SMA"] = &gctrpc.ListOfSignals{Signals: prices}
case "EMA":
var prices []float64
prices, err = klines.GetExponentialMovingAverageOnClose(r.Period)
if err != nil {
return nil, err
}
signals["EMA"] = &gctrpc.ListOfSignals{Signals: prices}
case "MACD":
var macd *kline.MACD
macd, err = klines.GetMovingAverageConvergenceDivergenceOnClose(r.FastPeriod,
r.SlowPeriod,
r.Period)
if err != nil {
return nil, err
}
signals["MACD"] = &gctrpc.ListOfSignals{Signals: macd.Results}
signals["SIGNAL"] = &gctrpc.ListOfSignals{Signals: macd.SignalVals}
signals["HISTOGRAM"] = &gctrpc.ListOfSignals{Signals: macd.Histogram}
case "MFI":
var prices []float64
prices, err = klines.GetMoneyFlowIndex(r.Period)
if err != nil {
return nil, err
}
signals["MFI"] = &gctrpc.ListOfSignals{Signals: prices}
case "OBV":
var prices []float64
prices, err = klines.GetOnBalanceVolume()
if err != nil {
return nil, err
}
signals["OBV"] = &gctrpc.ListOfSignals{Signals: prices}
case "RSI":
var prices []float64
prices, err = klines.GetRelativeStrengthIndexOnClose(r.Period)
if err != nil {
return nil, err
}
signals["RSI"] = &gctrpc.ListOfSignals{Signals: prices}
default:
return nil, fmt.Errorf("%w '%s'", errInvalidStrategy, r.AlgorithmType)
}
return &gctrpc.GetTechnicalAnalysisResponse{Signals: signals}, nil
}
// GetMarginRatesHistory returns the margin lending or borrow rates for an exchange, asset, currency along with many customisable options
func (s *RPCServer) GetMarginRatesHistory(ctx context.Context, r *gctrpc.GetMarginRatesHistoryRequest) (*gctrpc.GetMarginRatesHistoryResponse, error) {
if r == nil {
return nil, fmt.Errorf("%w GetMarginRatesHistoryRequest", common.ErrNilPointer)
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
a, err := asset.New(r.Asset)
if err != nil {
return nil, err
}
err = checkParams(r.Exchange, exch, a, currency.EMPTYPAIR)
if err != nil {
return nil, err
}
c := currency.NewCode(r.Currency)
pairs, err := exch.GetEnabledPairs(a)
if err != nil {
return nil, err
}
if !pairs.ContainsCurrency(c) {
return nil, fmt.Errorf("%w '%v' in enabled pairs", currency.ErrCurrencyNotFound, r.Currency)
}
start := time.Now().AddDate(0, -1, 0)
end := time.Now()
if r.StartDate != "" {
start, err = time.Parse(common.SimpleTimeFormatWithTimezone, r.StartDate)
if err != nil {
return nil, err
}
}
if r.EndDate != "" {
end, err = time.Parse(common.SimpleTimeFormatWithTimezone, r.EndDate)
if err != nil {
return nil, err
}
}
err = common.StartEndTimeCheck(start, end)
if err != nil {
return nil, err
}
req := &margin.RateHistoryRequest{
Exchange: exch.GetName(),
Asset: a,
Currency: c,
StartDate: start,
EndDate: end,
GetPredictedRate: r.GetPredictedRate,
GetLendingPayments: r.GetLendingPayments,
GetBorrowRates: r.GetBorrowRates,
GetBorrowCosts: r.GetBorrowCosts,
CalculateOffline: r.CalculateOffline,
}
if req.CalculateOffline {
if r.TakerFeeRate == "" {
return nil, fmt.Errorf("%w for offline calculations", common.ErrCannotCalculateOffline)
}
req.TakeFeeRate, err = decimal.NewFromString(r.TakerFeeRate)
if err != nil {
return nil, err
}
if req.TakeFeeRate.LessThanOrEqual(decimal.Zero) {
return nil, fmt.Errorf("%w for offline calculations", common.ErrCannotCalculateOffline)
}
if len(r.Rates) == 0 {
return nil, fmt.Errorf("%w for offline calculations", common.ErrCannotCalculateOffline)
}
req.Rates = make([]margin.Rate, len(r.Rates))
for i := range r.Rates {
var offlineRate margin.Rate
offlineRate.Time, err = time.Parse(common.SimpleTimeFormatWithTimezone, r.Rates[i].Time)
if err != nil {
return nil, err
}
offlineRate.HourlyRate, err = decimal.NewFromString(r.Rates[i].HourlyRate)
if err != nil {
return nil, err
}
if r.Rates[i].BorrowCost != nil {
offlineRate.BorrowCost.Size, err = decimal.NewFromString(r.Rates[i].BorrowCost.Size)
if err != nil {
return nil, err
}
}
if r.Rates[i].LendingPayment != nil {
offlineRate.LendingPayment.Size, err = decimal.NewFromString(r.Rates[i].LendingPayment.Size)
if err != nil {
return nil, err
}
}
req.Rates[i] = offlineRate
}
}
lendingResp, err := exch.GetMarginRatesHistory(ctx, req)
if err != nil {
return nil, err
}
if len(lendingResp.Rates) == 0 {
return nil, order.ErrNoRates
}
resp := &gctrpc.GetMarginRatesHistoryResponse{
LatestRate: &gctrpc.MarginRate{
Time: lendingResp.Rates[len(lendingResp.Rates)-1].Time.Format(common.SimpleTimeFormatWithTimezone),
HourlyRate: lendingResp.Rates[len(lendingResp.Rates)-1].HourlyRate.String(),
YearlyRate: lendingResp.Rates[len(lendingResp.Rates)-1].YearlyRate.String(),
MarketBorrowSize: lendingResp.Rates[len(lendingResp.Rates)-1].MarketBorrowSize.String(),
},
TotalRates: int64(len(lendingResp.Rates)),
}
if r.GetBorrowRates {
resp.LatestRate.HourlyBorrowRate = lendingResp.Rates[len(lendingResp.Rates)-1].HourlyBorrowRate.String()
resp.LatestRate.YearlyBorrowRate = lendingResp.Rates[len(lendingResp.Rates)-1].YearlyBorrowRate.String()
}
if r.GetBorrowRates || r.GetLendingPayments {
resp.TakerFeeRate = lendingResp.TakerFeeRate.String()
}
if r.GetLendingPayments {
resp.SumLendingPayments = lendingResp.SumLendingPayments.String()
resp.AvgLendingSize = lendingResp.AverageLendingSize.String()
}
if r.GetBorrowCosts {
resp.SumBorrowCosts = lendingResp.SumBorrowCosts.String()
resp.AvgBorrowSize = lendingResp.AverageBorrowSize.String()
}
if r.GetPredictedRate {
resp.PredictedRate = &gctrpc.MarginRate{
Time: lendingResp.PredictedRate.Time.Format(common.SimpleTimeFormatWithTimezone),
HourlyRate: lendingResp.PredictedRate.HourlyRate.String(),
YearlyRate: lendingResp.PredictedRate.YearlyRate.String(),
}
if r.GetBorrowRates {
resp.PredictedRate.HourlyBorrowRate = lendingResp.PredictedRate.HourlyBorrowRate.String()
resp.PredictedRate.YearlyBorrowRate = lendingResp.PredictedRate.YearlyBorrowRate.String()
}
}
if r.IncludeAllRates {
resp.Rates = make([]*gctrpc.MarginRate, len(lendingResp.Rates))
for i := range lendingResp.Rates {
rate := &gctrpc.MarginRate{
Time: lendingResp.Rates[i].Time.Format(common.SimpleTimeFormatWithTimezone),
HourlyRate: lendingResp.Rates[i].HourlyRate.String(),
YearlyRate: lendingResp.Rates[i].YearlyRate.String(),
MarketBorrowSize: lendingResp.Rates[i].MarketBorrowSize.String(),
}
if r.GetBorrowRates {
rate.HourlyBorrowRate = lendingResp.Rates[i].HourlyBorrowRate.String()
rate.YearlyBorrowRate = lendingResp.Rates[i].YearlyBorrowRate.String()
}
if r.GetBorrowCosts {
rate.BorrowCost = &gctrpc.BorrowCost{
Cost: lendingResp.Rates[i].BorrowCost.Cost.String(),
Size: lendingResp.Rates[i].BorrowCost.Size.String(),
}
}
if r.GetLendingPayments {
rate.LendingPayment = &gctrpc.LendingPayment{
Payment: lendingResp.Rates[i].LendingPayment.Payment.String(),
Size: lendingResp.Rates[i].LendingPayment.Size.String(),
}
}
resp.Rates[i] = rate
}
}
return resp, nil
}
// GetOrderbookMovement using the requested amount simulates a buy or sell and
// returns the nominal/impact percentages and costings.
func (s *RPCServer) GetOrderbookMovement(_ context.Context, r *gctrpc.GetOrderbookMovementRequest) (*gctrpc.GetOrderbookMovementResponse, error) {
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
as, err := asset.New(r.Asset)
if err != nil {
return nil, err
}
pair, err := currency.NewPairFromStrings(r.Pair.Base, r.Pair.Quote)
if err != nil {
return nil, err
}
if pair.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
err = checkParams(r.Exchange, exch, as, pair)
if err != nil {
return nil, err
}
depth, err := orderbook.GetDepth(exch.GetName(), pair, as)
if err != nil {
return nil, err
}
isRest, err := depth.IsRESTSnapshot()
if err != nil {
return nil, err
}
updateProtocol := "WEBSOCKET"
if isRest {
updateProtocol = "REST"
}
var move *orderbook.Movement
var bought, sold, side string
if r.Sell {
move, err = depth.HitTheBidsFromBest(r.Amount, r.Purchase)
bought = pair.Quote.Upper().String()
sold = pair.Base.Upper().String()
side = order.Bid.String()
} else {
move, err = depth.LiftTheAsksFromBest(r.Amount, r.Purchase)
bought = pair.Base.Upper().String()
sold = pair.Quote.Upper().String()
side = order.Ask.String()
}
if err != nil {
return nil, err
}
return &gctrpc.GetOrderbookMovementResponse{
NominalPercentage: move.NominalPercentage,
ImpactPercentage: move.ImpactPercentage,
SlippageCost: move.SlippageCost,
CurrencyBought: bought,
Bought: move.Purchased,
CurrencySold: sold,
Sold: move.Sold,
SideAffected: side,
UpdateProtocol: updateProtocol,
FullOrderbookSideConsumed: move.FullBookSideConsumed,
NoSlippageOccurred: move.ImpactPercentage == 0,
StartPrice: move.StartPrice,
EndPrice: move.EndPrice,
AverageOrderCost: move.AverageOrderCost,
}, nil
}
// GetOrderbookAmountByNominal using the requested nominal percentage requirement
// returns the amount on orderbook that can fit without exceeding that value.
func (s *RPCServer) GetOrderbookAmountByNominal(_ context.Context, r *gctrpc.GetOrderbookAmountByNominalRequest) (*gctrpc.GetOrderbookAmountByNominalResponse, error) {
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
as, err := asset.New(r.Asset)
if err != nil {
return nil, err
}
pair, err := currency.NewPairFromStrings(r.Pair.Base, r.Pair.Quote)
if err != nil {
return nil, err
}
if pair.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
err = checkParams(r.Exchange, exch, as, pair)
if err != nil {
return nil, err
}
depth, err := orderbook.GetDepth(exch.GetName(), pair, as)
if err != nil {
return nil, err
}
isRest, err := depth.IsRESTSnapshot()
if err != nil {
return nil, err
}
updateProtocol := "WEBSOCKET"
if isRest {
updateProtocol = "REST"
}
var nominal *orderbook.Movement
var selling, buying, side string
if r.Sell {
nominal, err = depth.HitTheBidsByNominalSlippageFromBest(r.NominalPercentage)
selling = pair.Upper().Base.String()
buying = pair.Upper().Quote.String()
side = order.Bid.String()
} else {
nominal, err = depth.LiftTheAsksByNominalSlippageFromBest(r.NominalPercentage)
buying = pair.Upper().Base.String()
selling = pair.Upper().Quote.String()
side = order.Ask.String()
}
if err != nil {
return nil, err
}
return &gctrpc.GetOrderbookAmountByNominalResponse{
AmountRequired: nominal.Sold,
CurrencySelling: selling,
AmountReceived: nominal.Purchased,
CurrencyBuying: buying,
SideAffected: side,
ApproximateNominalSlippagePercentage: nominal.NominalPercentage,
UpdateProtocol: updateProtocol,
FullOrderbookSideConsumed: nominal.FullBookSideConsumed,
StartPrice: nominal.StartPrice,
EndPrice: nominal.EndPrice,
AverageOrderCost: nominal.AverageOrderCost,
}, nil
}
// GetOrderbookAmountByImpact using the requested impact percentage requirement
// determines the amount on orderbook that can fit that will slip the orderbook.
func (s *RPCServer) GetOrderbookAmountByImpact(_ context.Context, r *gctrpc.GetOrderbookAmountByImpactRequest) (*gctrpc.GetOrderbookAmountByImpactResponse, error) {
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
as, err := asset.New(r.Asset)
if err != nil {
return nil, err
}
pair, err := currency.NewPairFromStrings(r.Pair.Base, r.Pair.Quote)
if err != nil {
return nil, err
}
if pair.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
err = checkParams(r.Exchange, exch, as, pair)
if err != nil {
return nil, err
}
depth, err := orderbook.GetDepth(exch.GetName(), pair, as)
if err != nil {
return nil, err
}
isRest, err := depth.IsRESTSnapshot()
if err != nil {
return nil, err
}
updateProtocol := "WEBSOCKET"
if isRest {
updateProtocol = "REST"
}
var impact *orderbook.Movement
var selling, buying, side string
if r.Sell {
impact, err = depth.HitTheBidsByImpactSlippageFromBest(r.ImpactPercentage)
selling = pair.Upper().Base.String()
buying = pair.Upper().Quote.String()
side = order.Bid.String()
} else {
impact, err = depth.LiftTheAsksByImpactSlippageFromBest(r.ImpactPercentage)
buying = pair.Upper().Base.String()
selling = pair.Upper().Quote.String()
side = order.Ask.String()
}
if err != nil {
return nil, err
}
return &gctrpc.GetOrderbookAmountByImpactResponse{
AmountRequired: impact.Sold,
CurrencySelling: selling,
AmountReceived: impact.Purchased,
CurrencyBuying: buying,
SideAffected: side,
ApproximateImpactSlippagePercentage: impact.ImpactPercentage,
UpdateProtocol: updateProtocol,
FullOrderbookSideConsumed: impact.FullBookSideConsumed,
StartPrice: impact.StartPrice,
EndPrice: impact.EndPrice,
AverageOrderCost: impact.AverageOrderCost,
}, nil
}
// GetCollateralMode returns the collateral type for the account asset
func (s *RPCServer) GetCollateralMode(ctx context.Context, r *gctrpc.GetCollateralModeRequest) (*gctrpc.GetCollateralModeResponse, error) {
if r == nil {
return nil, fmt.Errorf("%w GetCollateralModeRequest", common.ErrNilPointer)
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
feat := exch.GetSupportedFeatures()
if !feat.FuturesCapabilities.CollateralMode {
return nil, fmt.Errorf("%w GetCollateralMode for exchange %v", common.ErrFunctionNotSupported, exch.GetName())
}
item, err := asset.New(r.Asset)
if err != nil {
return nil, err
}
if !exch.IsEnabled() {
return nil, fmt.Errorf("%s %w", exch.GetName(), errExchangeNotEnabled)
}
if !item.IsValid() {
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, r.Asset)
}
b := exch.GetBase()
if b == nil {
return nil, fmt.Errorf("%s %w", exch.GetName(), errExchangeBaseNotFound)
}
err = b.CurrencyPairs.IsAssetEnabled(item)
if err != nil {
return nil, err
}
collateralMode, err := exch.GetCollateralMode(ctx, item)
if err != nil {
return nil, err
}
return &gctrpc.GetCollateralModeResponse{
Exchange: r.Exchange,
Asset: r.Asset,
CollateralMode: collateralMode.String(),
}, nil
}
// SetCollateralMode sets the collateral type for the account asset
func (s *RPCServer) SetCollateralMode(ctx context.Context, r *gctrpc.SetCollateralModeRequest) (*gctrpc.SetCollateralModeResponse, error) {
if r == nil {
return nil, fmt.Errorf("%w SetCollateralModeRequest", common.ErrNilPointer)
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
if !exch.IsEnabled() {
return nil, fmt.Errorf("%s %w", exch.GetName(), errExchangeNotEnabled)
}
feat := exch.GetSupportedFeatures()
if !feat.FuturesCapabilities.CollateralMode {
return nil, fmt.Errorf("%w SetCollateralMode for exchange %v", common.ErrFunctionNotSupported, exch.GetName())
}
item, err := asset.New(r.Asset)
if err != nil {
return nil, err
}
b := exch.GetBase()
if b == nil {
return nil, fmt.Errorf("%s %w", exch.GetName(), errExchangeBaseNotFound)
}
err = b.CurrencyPairs.IsAssetEnabled(item)
if err != nil {
return nil, fmt.Errorf("%v %w", item, err)
}
cm, err := collateral.StringToMode(r.CollateralMode)
if err != nil {
return nil, fmt.Errorf("%w %v", order.ErrCollateralInvalid, r.CollateralMode)
}
err = exch.SetCollateralMode(ctx, item, cm)
if err != nil {
return nil, err
}
return &gctrpc.SetCollateralModeResponse{
Exchange: r.Exchange,
Asset: r.Asset,
Success: true,
}, nil
}
// SetMarginType sets the margin type for the account asset pair
func (s *RPCServer) SetMarginType(ctx context.Context, r *gctrpc.SetMarginTypeRequest) (*gctrpc.SetMarginTypeResponse, error) {
if r == nil {
return nil, fmt.Errorf("%w SetMarginTypeRequest", common.ErrNilPointer)
}
if r.Pair == nil {
return nil, currency.ErrCurrencyPairEmpty
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
if !exch.IsEnabled() {
return nil, fmt.Errorf("%s %w", r.Exchange, errExchangeNotEnabled)
}
ai, err := asset.New(r.Asset)
if err != nil {
return nil, err
}
enabledPairs, err := exch.GetEnabledPairs(ai)
if err != nil {
return nil, err
}
cp, err := enabledPairs.DeriveFrom(r.Pair.Base + r.Pair.Quote)
if err != nil {
return nil, err
}
mt, err := margin.StringToMarginType(r.MarginType)
if err != nil {
return nil, err
}
err = exch.SetMarginType(ctx, ai, cp, mt)
if err != nil {
return nil, err
}
return &gctrpc.SetMarginTypeResponse{
Exchange: r.Exchange,
Asset: r.Asset,
Pair: r.Pair,
Success: true,
}, nil
}
// GetLeverage returns the leverage for the account asset pair
func (s *RPCServer) GetLeverage(ctx context.Context, r *gctrpc.GetLeverageRequest) (*gctrpc.GetLeverageResponse, error) {
if r == nil {
return nil, fmt.Errorf("%w GetLeverageRequest", common.ErrNilPointer)
}
if r.Pair == nil {
return nil, currency.ErrCurrencyPairEmpty
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
if !exch.IsEnabled() {
return nil, fmt.Errorf("%s %w", r.Exchange, errExchangeNotEnabled)
}
feat := exch.GetSupportedFeatures()
if !feat.FuturesCapabilities.Leverage {
return nil, fmt.Errorf("%w futures position tracking for exchange %v", common.ErrFunctionNotSupported, exch.GetName())
}
ai, err := asset.New(r.Asset)
if err != nil {
return nil, err
}
enabledPairs, err := exch.GetEnabledPairs(ai)
if err != nil {
return nil, err
}
cp, err := enabledPairs.DeriveFrom(r.Pair.Base + r.Pair.Quote)
if err != nil {
return nil, err
}
mt, err := margin.StringToMarginType(r.MarginType)
if err != nil {
return nil, err
}
var orderSide order.Side
if r.OrderSide != "" {
orderSide, err = order.StringToOrderSide(r.OrderSide)
if err != nil {
return nil, err
}
}
leverage, err := exch.GetLeverage(ctx, ai, cp, mt, orderSide)
if err != nil {
return nil, err
}
return &gctrpc.GetLeverageResponse{
Exchange: r.Exchange,
Asset: r.Asset,
Pair: r.Pair,
MarginType: r.MarginType,
Leverage: leverage,
OrderSide: r.OrderSide,
}, nil
}
// SetLeverage sets the leverage for the account asset pair
func (s *RPCServer) SetLeverage(ctx context.Context, r *gctrpc.SetLeverageRequest) (*gctrpc.SetLeverageResponse, error) {
if r == nil {
return nil, fmt.Errorf("%w SetLeverageRequest", common.ErrNilPointer)
}
if r.Pair == nil {
return nil, currency.ErrCurrencyPairEmpty
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
if !exch.IsEnabled() {
return nil, fmt.Errorf("%s %w", r.Exchange, errExchangeNotEnabled)
}
feat := exch.GetSupportedFeatures()
if !feat.FuturesCapabilities.Leverage {
return nil, fmt.Errorf("%w futures position tracking for exchange %v", common.ErrFunctionNotSupported, exch.GetName())
}
ai, err := asset.New(r.Asset)
if err != nil {
return nil, err
}
enabledPairs, err := exch.GetEnabledPairs(ai)
if err != nil {
return nil, err
}
cp, err := enabledPairs.DeriveFrom(r.Pair.Base + r.Pair.Quote)
if err != nil {
return nil, err
}
mt, err := margin.StringToMarginType(r.MarginType)
if err != nil {
return nil, err
}
var orderSide order.Side
if r.OrderSide != "" {
orderSide, err = order.StringToOrderSide(r.OrderSide)
if err != nil {
return nil, err
}
}
err = exch.SetLeverage(ctx, ai, cp, mt, r.Leverage, orderSide)
if err != nil {
return nil, err
}
return &gctrpc.SetLeverageResponse{
Exchange: r.Exchange,
Asset: r.Asset,
Pair: r.Pair,
MarginType: r.MarginType,
OrderSide: r.OrderSide,
Success: true,
}, nil
}
// ChangePositionMargin sets a position's margin
func (s *RPCServer) ChangePositionMargin(ctx context.Context, r *gctrpc.ChangePositionMarginRequest) (*gctrpc.ChangePositionMarginResponse, error) {
if r == nil {
return nil, fmt.Errorf("%w ChangePositionMarginRequest", common.ErrNilPointer)
}
if r.Pair == nil {
return nil, currency.ErrCurrencyPairEmpty
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
if !exch.IsEnabled() {
return nil, fmt.Errorf("%s %w", r.Exchange, errExchangeNotEnabled)
}
ai, err := asset.New(r.Asset)
if err != nil {
return nil, err
}
enabledPairs, err := exch.GetEnabledPairs(ai)
if err != nil {
return nil, err
}
cp, err := enabledPairs.DeriveFrom(r.Pair.Base + r.Pair.Quote)
if err != nil {
return nil, err
}
mt, err := margin.StringToMarginType(r.MarginType)
if err != nil {
return nil, err
}
resp, err := exch.ChangePositionMargin(ctx, &margin.PositionChangeRequest{
Exchange: exch.GetName(),
Pair: cp,
Asset: ai,
MarginType: mt,
OriginalAllocatedMargin: r.OriginalAllocatedMargin,
NewAllocatedMargin: r.NewAllocatedMargin,
MarginSide: r.MarginSide,
})
if err != nil {
return nil, err
}
return &gctrpc.ChangePositionMarginResponse{
Exchange: r.Exchange,
Asset: r.Asset,
Pair: r.Pair,
MarginType: r.MarginType,
NewAllocatedMargin: resp.AllocatedMargin,
MarginSide: r.MarginSide,
}, nil
}
// GetOpenInterest fetches the open interest from the exchange
func (s *RPCServer) GetOpenInterest(ctx context.Context, r *gctrpc.GetOpenInterestRequest) (*gctrpc.GetOpenInterestResponse, error) {
if r == nil {
return nil, fmt.Errorf("%w GetOpenInterestRequest", common.ErrNilPointer)
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
if !exch.IsEnabled() {
return nil, fmt.Errorf("%s %w", r.Exchange, errExchangeNotEnabled)
}
feat := exch.GetSupportedFeatures()
if !feat.FuturesCapabilities.OpenInterest.Supported {
return nil, common.ErrFunctionNotSupported
}
keys := make([]key.PairAsset, len(r.Data))
for i := range r.Data {
var a asset.Item
a, err = asset.New(r.Data[i].Asset)
if err != nil {
return nil, err
}
keys[i].Base = currency.NewCode(r.Data[i].Pair.Base).Item
keys[i].Quote = currency.NewCode(r.Data[i].Pair.Quote).Item
keys[i].Asset = a
}
openInterest, err := exch.GetOpenInterest(ctx, keys...)
if err != nil {
return nil, err
}
resp := make([]*gctrpc.OpenInterestDataResponse, len(openInterest))
for i := range openInterest {
resp[i] = &gctrpc.OpenInterestDataResponse{
Exchange: openInterest[i].Key.Exchange,
Pair: &gctrpc.CurrencyPair{
Base: openInterest[i].Key.Base.String(),
Quote: openInterest[i].Key.Quote.String(),
},
Asset: openInterest[i].Key.Asset.String(),
OpenInterest: openInterest[i].OpenInterest,
}
}
return &gctrpc.GetOpenInterestResponse{
Data: resp,
}, nil
}
// GetCurrencyTradeURL returns the URL for the trading pair
func (s *RPCServer) GetCurrencyTradeURL(ctx context.Context, r *gctrpc.GetCurrencyTradeURLRequest) (*gctrpc.GetCurrencyTradeURLResponse, error) {
if r == nil {
return nil, fmt.Errorf("%w GetCurrencyTradeURLRequest", common.ErrNilPointer)
}
exch, err := s.GetExchangeByName(r.Exchange)
if err != nil {
return nil, err
}
if !exch.IsEnabled() {
return nil, fmt.Errorf("%s %w", r.Exchange, errExchangeNotEnabled)
}
ai, err := asset.New(r.Asset)
if err != nil {
return nil, err
}
if r.Pair == nil ||
(r.Pair.Base == "" && r.Pair.Quote == "") {
return nil, currency.ErrCurrencyPairEmpty
}
cp, err := exch.MatchSymbolWithAvailablePairs(r.Pair.Base+r.Pair.Quote, ai, false)
if err != nil {
return nil, err
}
url, err := exch.GetCurrencyTradeURL(ctx, ai, cp)
if err != nil {
return nil, err
}
return &gctrpc.GetCurrencyTradeURLResponse{
Url: url,
}, nil
}