Files
gocryptotrader/engine/exchange.go
Adam 504c2fad6d Feature: Implement funding rates, futures and coin margin (exchange API coverage) (#530)
* ALMOST THERE

* more api wips

* more api thingz

* testing n more api wipz

* more apiz

* more wips

* what is goin on

* more wips

* whip n testing

* testing

* testing

no keys

* remove log

* kraken is broken

ugh

* still broken

* fixing auth funcs + usdtm api docs

* wip

* api stuffs

* whip

* more wips

* whip

* more wip

* api wip n testing

* wip

* wip

* unsaved

* wip n testing

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* whip

* wrapper authenticated functions

* adding asset type and fixing dependencies

* wip

* binance auth wrapper start

* wrapper functionality

* wip

* wip

* wip

* wrapper cancel functions

* order submission for wrappers

* wip

* more error fixing and nits

* websocket beginning n error fix

* wip

* WOW

* glorious n shazzy nits

* useless nits

* wip

* fixing things

* merge stuffs

* crapveyor

* crapveyor rebuild

* probably broke more things than he fixed

* rm lns n other thangs

* hope

* please

* stop it

* done

* ofcourse

* rm vb

* fix lbank

* appveyor please

* float lev

* DONT ASK RYAN FOR HELP EVER

* wip

* wip

* endpoint upgrades continued

* path upgrade

* NeeeNeeeNeeeNeeeNING

* fix stuffs

* fixing time issue

* fixing broken funcs

* glorious nits

* shaz changes

* fixing errors for fundmon

* more error fixing for fundmon

* test running past 30s

* basic changes

* THX AGAIN SHAZBERT

* path system upgrade

* config upgrade

* unsaved stuffs

* broken wip config upgrade

* path system upgrade contd.

* path system upgrade contd

* path upgrade ready for review

* testing verbose removed

* linter stuffs

* appveyor stuffs

* appveyor stuff

* fixed?

* bugfix

* wip

* broken stuff

* fix test

* wierd hack fix

* appveyor pls stop

* error found

* more useless nits

* bitmex err

* broken wip

* broken wip path upgrade change to uint32

* changed url lookups to uint

* WOW

* ready4review

* config fixed HOPEFULLY

* config fix and glorious changes

* efficient way of getting orders and open orders

* binance wrapper logic fixing

* testing, adding tests and fixing lot of errrrrs

* merge master

* appveyor stuffs

* appveyor stuffs

* fmt

* test

* octalLiteral issue fix?

* octalLiteral fix?

* rm vb

* prnt ln to restart

* adding testz

* test fixzzz

* READY FOR REVIEW

* Actually ready now

* FORMATTING

* addressing shazzy n glorious nits

* crapveyor

* rm vb

* small change

* fixing err

* shazbert nits

* review changes

* requested changes

* more requested changes

* noo

* last nit fixes

* restart appveyor

* improving test cov

* Update .golangci.yml

* shazbert changes

* moving pair formatting

* format pair update wip

* path upgrade complete

* error fix

* appveyor linters

* more linters

* remove testexch

* more formatting changes

* changes

* shazbert changes

* checking older requested changes to ensure completion

* wip

* fixing broken code

* error fix

* all fixed

* additional changes

* more changes

* remove commented code

* ftx margin api

* appveyor fixes

* more appveyor issues + test addition

* more appveyor issues + test addition

* remove unnecessary

* testing

* testing, fixing okex api, error fix

* git merge fix

* go sum

* glorious changes and error fix

* rm vb

* more glorious changes and go mod tidy

* fixed now

* okex testing upgrade

* old config migration and batch fetching fix

* added test

* glorious requested changes WIP

* tested and fixed

* go fmted

* go fmt and test fix

* additional funcs and tests for fundingRates

* OKEX tested and fixed

* appveyor fixes

* ineff assign

* 1 glorious change

* error fix

* typo

* shazbert changes

* glorious code changes and path fixing huobi WIP

* adding assetType to accountinfo functions

* fixing panic

* panic fix and updating account info wrappers WIP

* updateaccountinfo updated

* testing WIP binance USDT n Coin Margined and Kraken Futures

* auth functions tested and fixed

* added test

* config reverted

* shazbert and glorious changes

* shazbert and glorious changes

* latest changes and portfolio update

* go fmt change:

* remove commented codes

* improved error checking

* index out of range fix

* rm ln

* critical nit

* glorious latest changes

* appveyor changes

* shazbert change

* easier readability

* latest glorious changes

* shadow dec

* assetstore updated

* last change

* another last change

* merge changes

* go mod tidy

* thrasher requested changes wip

* improving struct layouts

* appveyor go fmt

* remove unnecessary code

* shazbert changes

* small change

* oopsie

* tidy

* configtest reverted

* error fix

* oopsie

* for what

* test patch fix

* insecurities

* fixing tests

* fix config
2021-02-12 16:19:18 +11:00

392 lines
10 KiB
Go

package engine
import (
"errors"
"strings"
"sync"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/binance"
"github.com/thrasher-corp/gocryptotrader/exchanges/bitfinex"
"github.com/thrasher-corp/gocryptotrader/exchanges/bitflyer"
"github.com/thrasher-corp/gocryptotrader/exchanges/bithumb"
"github.com/thrasher-corp/gocryptotrader/exchanges/bitmex"
"github.com/thrasher-corp/gocryptotrader/exchanges/bitstamp"
"github.com/thrasher-corp/gocryptotrader/exchanges/bittrex"
"github.com/thrasher-corp/gocryptotrader/exchanges/btcmarkets"
"github.com/thrasher-corp/gocryptotrader/exchanges/btse"
"github.com/thrasher-corp/gocryptotrader/exchanges/coinbasepro"
"github.com/thrasher-corp/gocryptotrader/exchanges/coinbene"
"github.com/thrasher-corp/gocryptotrader/exchanges/coinut"
"github.com/thrasher-corp/gocryptotrader/exchanges/exmo"
"github.com/thrasher-corp/gocryptotrader/exchanges/ftx"
"github.com/thrasher-corp/gocryptotrader/exchanges/gateio"
"github.com/thrasher-corp/gocryptotrader/exchanges/gemini"
"github.com/thrasher-corp/gocryptotrader/exchanges/hitbtc"
"github.com/thrasher-corp/gocryptotrader/exchanges/huobi"
"github.com/thrasher-corp/gocryptotrader/exchanges/itbit"
"github.com/thrasher-corp/gocryptotrader/exchanges/kraken"
"github.com/thrasher-corp/gocryptotrader/exchanges/lakebtc"
"github.com/thrasher-corp/gocryptotrader/exchanges/lbank"
"github.com/thrasher-corp/gocryptotrader/exchanges/localbitcoins"
"github.com/thrasher-corp/gocryptotrader/exchanges/okcoin"
"github.com/thrasher-corp/gocryptotrader/exchanges/okex"
"github.com/thrasher-corp/gocryptotrader/exchanges/poloniex"
"github.com/thrasher-corp/gocryptotrader/exchanges/yobit"
"github.com/thrasher-corp/gocryptotrader/exchanges/zb"
"github.com/thrasher-corp/gocryptotrader/log"
)
// vars related to exchange functions
var (
ErrNoExchangesLoaded = errors.New("no exchanges have been loaded")
ErrExchangeNotFound = errors.New("exchange not found")
ErrExchangeAlreadyLoaded = errors.New("exchange already loaded")
ErrExchangeFailedToLoad = errors.New("exchange failed to load")
)
type exchangeManager struct {
m sync.Mutex
exchanges map[string]exchange.IBotExchange
}
func (bot *Engine) dryrunParamInteraction(param string) {
if !bot.Settings.CheckParamInteraction {
return
}
if !bot.Settings.EnableDryRun {
log.Warnf(log.Global,
"Command line argument '-%s' induces dry run mode."+
" Set -dryrun=false if you wish to override this.",
param)
bot.Settings.EnableDryRun = true
}
}
func (e *exchangeManager) add(exch exchange.IBotExchange) {
e.m.Lock()
if e.exchanges == nil {
e.exchanges = make(map[string]exchange.IBotExchange)
}
e.exchanges[strings.ToLower(exch.GetName())] = exch
e.m.Unlock()
}
func (e *exchangeManager) getExchanges() []exchange.IBotExchange {
if e.Len() == 0 {
return nil
}
e.m.Lock()
defer e.m.Unlock()
var exchs []exchange.IBotExchange
for x := range e.exchanges {
exchs = append(exchs, e.exchanges[x])
}
return exchs
}
func (e *exchangeManager) removeExchange(exchName string) error {
if e.Len() == 0 {
return ErrNoExchangesLoaded
}
exch := e.getExchangeByName(exchName)
if exch == nil {
return ErrExchangeNotFound
}
e.m.Lock()
defer e.m.Unlock()
delete(e.exchanges, strings.ToLower(exchName))
log.Infof(log.ExchangeSys, "%s exchange unloaded successfully.\n", exchName)
return nil
}
func (e *exchangeManager) getExchangeByName(exchangeName string) exchange.IBotExchange {
if e.Len() == 0 {
return nil
}
e.m.Lock()
defer e.m.Unlock()
exch, ok := e.exchanges[strings.ToLower(exchangeName)]
if !ok {
return nil
}
return exch
}
func (e *exchangeManager) Len() int {
e.m.Lock()
defer e.m.Unlock()
return len(e.exchanges)
}
func (e *exchangeManager) unloadExchange(exchangeName string) error {
exchCfg, err := Bot.Config.GetExchangeConfig(exchangeName)
if err != nil {
return err
}
err = e.removeExchange(exchangeName)
if err != nil {
return err
}
exchCfg.Enabled = false
return nil
}
// GetExchangeByName returns an exchange given an exchange name
func (bot *Engine) GetExchangeByName(exchName string) exchange.IBotExchange {
return bot.exchangeManager.getExchangeByName(exchName)
}
// UnloadExchange unloads an exchange by name
func (bot *Engine) UnloadExchange(exchName string) error {
return bot.exchangeManager.unloadExchange(exchName)
}
// GetExchanges retrieves the loaded exchanges
func (bot *Engine) GetExchanges() []exchange.IBotExchange {
return bot.exchangeManager.getExchanges()
}
// LoadExchange loads an exchange by name
func (bot *Engine) LoadExchange(name string, useWG bool, wg *sync.WaitGroup) error {
nameLower := strings.ToLower(name)
var exch exchange.IBotExchange
if bot.exchangeManager.getExchangeByName(nameLower) != nil {
return ErrExchangeAlreadyLoaded
}
switch nameLower {
case "binance":
exch = new(binance.Binance)
case "bitfinex":
exch = new(bitfinex.Bitfinex)
case "bitflyer":
exch = new(bitflyer.Bitflyer)
case "bithumb":
exch = new(bithumb.Bithumb)
case "bitmex":
exch = new(bitmex.Bitmex)
case "bitstamp":
exch = new(bitstamp.Bitstamp)
case "bittrex":
exch = new(bittrex.Bittrex)
case "btc markets":
exch = new(btcmarkets.BTCMarkets)
case "btse":
exch = new(btse.BTSE)
case "coinbene":
exch = new(coinbene.Coinbene)
case "coinut":
exch = new(coinut.COINUT)
case "exmo":
exch = new(exmo.EXMO)
case "coinbasepro":
exch = new(coinbasepro.CoinbasePro)
case "ftx":
exch = new(ftx.FTX)
case "gateio":
exch = new(gateio.Gateio)
case "gemini":
exch = new(gemini.Gemini)
case "hitbtc":
exch = new(hitbtc.HitBTC)
case "huobi":
exch = new(huobi.HUOBI)
case "itbit":
exch = new(itbit.ItBit)
case "kraken":
exch = new(kraken.Kraken)
case "lakebtc":
exch = new(lakebtc.LakeBTC)
case "lbank":
exch = new(lbank.Lbank)
case "localbitcoins":
exch = new(localbitcoins.LocalBitcoins)
case "okcoin international":
exch = new(okcoin.OKCoin)
case "okex":
exch = new(okex.OKEX)
case "poloniex":
exch = new(poloniex.Poloniex)
case "yobit":
exch = new(yobit.Yobit)
case "zb":
exch = new(zb.ZB)
default:
return ErrExchangeNotFound
}
if exch == nil {
return ErrExchangeFailedToLoad
}
exch.SetDefaults()
exchCfg, err := bot.Config.GetExchangeConfig(name)
if err != nil {
return err
}
if bot.Settings.EnableAllPairs {
if exchCfg.CurrencyPairs != nil {
bot.dryrunParamInteraction("enableallpairs")
assets := exchCfg.CurrencyPairs.GetAssetTypes()
for x := range assets {
var pairs currency.Pairs
pairs, err = exchCfg.CurrencyPairs.GetPairs(assets[x], false)
if err != nil {
return err
}
exchCfg.CurrencyPairs.StorePairs(assets[x], pairs, true)
}
}
}
if bot.Settings.EnableExchangeVerbose {
bot.dryrunParamInteraction("exchangeverbose")
exchCfg.Verbose = true
}
if bot.Settings.EnableExchangeWebsocketSupport {
bot.dryrunParamInteraction("exchangewebsocketsupport")
if exchCfg.Features != nil {
if exchCfg.Features.Supports.Websocket {
exchCfg.Features.Enabled.Websocket = true
}
}
}
if bot.Settings.EnableExchangeAutoPairUpdates {
bot.dryrunParamInteraction("exchangeautopairupdates")
if exchCfg.Features != nil {
if exchCfg.Features.Supports.RESTCapabilities.AutoPairUpdates {
exchCfg.Features.Enabled.AutoPairUpdates = true
}
}
}
if bot.Settings.DisableExchangeAutoPairUpdates {
bot.dryrunParamInteraction("exchangedisableautopairupdates")
if exchCfg.Features != nil {
if exchCfg.Features.Supports.RESTCapabilities.AutoPairUpdates {
exchCfg.Features.Enabled.AutoPairUpdates = false
}
}
}
if bot.Settings.HTTPUserAgent != "" {
bot.dryrunParamInteraction("httpuseragent")
exchCfg.HTTPUserAgent = bot.Settings.HTTPUserAgent
}
if bot.Settings.HTTPProxy != "" {
bot.dryrunParamInteraction("httpproxy")
exchCfg.ProxyAddress = bot.Settings.HTTPProxy
}
if bot.Settings.HTTPTimeout != exchange.DefaultHTTPTimeout {
bot.dryrunParamInteraction("httptimeout")
exchCfg.HTTPTimeout = bot.Settings.HTTPTimeout
}
if bot.Settings.EnableExchangeHTTPDebugging {
bot.dryrunParamInteraction("exchangehttpdebugging")
exchCfg.HTTPDebugging = bot.Settings.EnableExchangeHTTPDebugging
}
if bot.Settings.EnableAllExchanges {
bot.dryrunParamInteraction("enableallexchanges")
}
if !bot.Settings.EnableExchangeHTTPRateLimiter {
log.Warnf(log.ExchangeSys,
"Loaded exchange %s rate limiting has been turned off.\n",
exch.GetName(),
)
err = exch.DisableRateLimiter()
if err != nil {
log.Errorf(log.ExchangeSys,
"Loaded exchange %s rate limiting cannot be turned off: %s.\n",
exch.GetName(),
err,
)
}
}
exchCfg.Enabled = true
err = exch.Setup(exchCfg)
if err != nil {
exchCfg.Enabled = false
return err
}
bot.exchangeManager.add(exch)
base := exch.GetBase()
if base.API.AuthenticatedSupport ||
base.API.AuthenticatedWebsocketSupport {
assetTypes := base.GetAssetTypes()
var useAsset asset.Item
for a := range assetTypes {
err = base.CurrencyPairs.IsAssetEnabled(assetTypes[a])
if err != nil {
continue
}
useAsset = assetTypes[a]
break
}
err = exch.ValidateCredentials(useAsset)
if err != nil {
log.Warnf(log.ExchangeSys,
"%s: Cannot validate credentials, authenticated support has been disabled, Error: %s\n",
base.Name,
err)
base.API.AuthenticatedSupport = false
base.API.AuthenticatedWebsocketSupport = false
exchCfg.API.AuthenticatedSupport = false
exchCfg.API.AuthenticatedWebsocketSupport = false
}
}
if useWG {
exch.Start(wg)
} else {
tempWG := sync.WaitGroup{}
exch.Start(&tempWG)
tempWG.Wait()
}
return nil
}
// SetupExchanges sets up the exchanges used by the Bot
func (bot *Engine) SetupExchanges() {
var wg sync.WaitGroup
configs := bot.Config.GetAllExchangeConfigs()
for x := range configs {
if !configs[x].Enabled && !bot.Settings.EnableAllExchanges {
log.Debugf(log.ExchangeSys, "%s: Exchange support: Disabled\n", configs[x].Name)
continue
}
err := bot.LoadExchange(configs[x].Name, true, &wg)
if err != nil {
log.Errorf(log.ExchangeSys, "LoadExchange %s failed: %s\n", configs[x].Name, err)
continue
}
log.Debugf(log.ExchangeSys,
"%s: Exchange support: Enabled (Authenticated API support: %s - Verbose mode: %s).\n",
configs[x].Name,
common.IsEnabled(configs[x].API.AuthenticatedSupport),
common.IsEnabled(configs[x].Verbose),
)
}
wg.Wait()
}