mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +00:00
* End of day commit moving packages and setting foundation into how trade processing will go * Conformity * tdd candle generation based on received trade data, renames orderbookbuffer back to buffer for now... * Formalises test functions and designs the trade processor * Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer * Figures out sqlboiler for sqlite. Updates websocket entries to process trade data * One more trade data * Adds more exchange support * Adds PSQL stuff * Begins creating sql implementation * End of day commit. Helper functions and understanding sql usage in GCT * Adds delete and cleans up table design * Finishes trades conceptually. Awaits candle data update in order to translate trades to candles * Initial handling of trades in coinbene * Proto * Fixing of some bugs, attempting to address coinbene asset type ws issues * Fixes up coinbene websocket implementation for the most part * finalises coinbene websocket implementation. Adds new ability to parse currencies without a delimiter * Implements rpc commands and adds testing * updates the following to be compatible with trade data update: Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer * Changes trade to be its own entity rather than attached to a websocket. * Adds coverage to trades. Changes signature of `AddTradesToBuffer` to return error. Now automatically shuts down without need for channel listening. Will automatically start up again if it gets data * Implements trade fetching at the wrapper level for a bunch of exchanges. Adds trade id to script updoot. Probably breaking change * Implements trade fetching for all wrappers hurray hurrah. Updates all the tests * Adds new interface func to get recent trades. Ensures GetExchangeHistory continues until conditions are met * Adds new readme, tests all new wrapper endpoints, updates exchange_wrapper_issues to test new endpoints. Updates exchange_wrapper_coverage with new coverage... Fixes lame bug causing wrapper tests to fail from being poorly setup. Adds loopy loop to ensure that all data is captured when requesting exchange history * Bugfix on psql migrations. Rebases latest changes, updates table design to use base and quote, updates trades to use exchange_name_id * Adds new config field for saving trades to the database per exchange. Now exits trade processing when trade saving is not enabled. Similarly for wrapper, does not save if not enabled * Minor bitfinex trade fixes. continues on buffer processing errors, now saves transactionid to the db * Adds support for generating candles from candlesextended. May extend it further, idk * Updates trade candles to be able to fill missing data with trades. Adds more tests. Also does a thing where you can forcefully override a candle based on internal trade data instead of API data * Fixes bug where force deletions did not follow up with insertions. Adds force to candle commands * Fixes specific exchange based issues. Extends recent trades to 24 hours where possible * Fixes issue with saved tests. Fixes tests for trades. Adds parallel to tests. Pre-fixes people's nits * Adds new GRPC functions to find out what data is missing from trades and candles. Fixes some assumptions from missing period code. * Adds unique constraint. Fixes up niggling issues for wrappers and websockets * Fixes issues with using unix times in the database trying to retrieve data via the CLI. Reduces save time to 15 seconds * Updates trades to use timestamps instead of int64 unix * Adds missing FTX wrapper implementation. Regens docs * Linting the linters. Updating readme * Adds new command to set whether an exchange can process trades * Doc update * Adds recent trades and historic trade endpoints to grpc * formats pair_test.go to appease linter gods * Addresses data race. Removes logging of missing intervals on unrelated function (now that it has its own rpc command). The buffer time isnt customisable, but I don't feel it needs to be at a config level at all really. * Fixes a few niterinos regarding spacing, type conversion, a weird Bitmex 0 trade value error, unsubscriptions and cli command references * Reduces map lookups. Adds base func and moves wrappers to use it * Uses better currency formatter. Adds time based validation to trade history. Reverts configtest.json * Reverts config and updates test names. Also WAYYYYY LESS SPAMMY * oopsie doopsie missed a whoopsie * mint flavoured lint * Fixes issues caused by rebase * Fixes issue with timestamps not converting properly from command to RPCServer. Adds new error type. Adds shorthand entries to some commands. Removes os.Exit from tests. Makes Gemini test rolling. Adds enabled exchange check to RPC function. Escapes timestamp on bitstamp. Renames var * fixes whoopsie oopsie doopsie I forgot to remove code shoopsie * missed a line * 🎉 🎉 :tada:Breaks everything in an end of day commit 🎉 🎉 🎉 * Modifies function 'createlocaloffset' to return a string instead. Uses strings for all time based start and end commands. Uses UTC times in RPC server and updates SQLITE to use formatted time based queries * Adds concurrency-safe way of changing SaveTradeData and checking it. Fixes embarrassing typo * End of day fix, adds bitfinex update to loop until either the return trades shows no new dates, or meets specifications. Fixes egregious typo * Improves testing and handling of historical trades function * Fixes tests after latest changes * Fix potential fatal err now that db is enabled in test config now * Fixes up some database settings to use a local engine instead of global var * DELICIOUS LINT CHOCOLATE FIXES * Fixes data race by slashing competitor's tyres * Adds mock test fixes to allow for live and stored data test * Removes verbosity in engine level tests. Adds new timezone format to highlight the timezone for RPC functions. Removes reference to Preix index fund * Oopsie doopsie, fixed a whoopsie * Loggers can no longer do data drag races on my lawn 👴 * Removes bad lock * Addresses command nits. End of day conceptual commit, trying to calculate spans of time in the context of missing periods. Tests will fail * Adds new stream response for retrieving trade history as it can take time to do. Unsuccessfully attempts to simplify time range calculation for missing trades response * Adds new timeperiods package to calculate time periods, time ranges and whether data is in those ranges. Removes kline basic implementation of same concept * Fixes lint issues. Fixes test. Moves trade cli commands to their own trade subcommands * Updates lakebtc to no longer have gethistorictrades as it is unsupported. Adds more validation to rpc functions * Removes requirement to have trades when testing trade wrapper functions. Doesn't really prove it works if there are no trades for a given currency in a time period. * Addresses nits, runs linting fix and ensures a test is consistent * Fix merge issues * Moves sort to timeperiods. Adds test coverage. Fixes typo * Removes log package in CLI * Fixes `GetTrades` url * Reorders all instances of validation occuring after settingup RPC connection * Fixes test to ensure that it is setup before testing that it is setup * Fixed issue with bool retrieval. Removes double append * Fixes Binance times, fixes bitfinex sell sides, fixes huobi times, sorts all responses * Fixes poloniex trade id consistency. Makes recent trade for poloniex consistent with others (15 minutes). Fixes coinbene. Fixes localbitcoins to use quote currency. Fixes coinut times. Updates huobi trade id, saves okgroup trades. Fixes bid and ask to buy and sell * Removes websocket trades for lakebtc as it did not meet our requirements for processing. Adds new constraints to the database to ensure we have uniqueness on trades where ID doesn't exist and doesn't trigger errors for trades where the tid does * Fixes migration for postgres to downscale properly * Really really fixes the psql index changes * Fixes broken tests * Now with working tests and no pocket lint * Makes the side column nullable with no more constraint for it. adds migrations and runs generation. comments lakebtc * Lint & Sprüngli * Updates zb to use more appropriate side * Fixes oopsie * Attempts to address a data race from globals * Fixes build * Fixes missed regen rpc files * Updates readme to point to trade readme. Fixes exchange_wrapper_coverage wrapper count and untested panics, tests bitfinex funding pair test for `fUSD`, adds shiny new param `tradeprocessinginterval` * mint flavoured lint * Uses the real default to set the default value by default * Fixes some extra tests surrounding email sending and number incompatibility * Reverts test config * re-adds gom2/usdt currency * Fixes typo, don't look! * Fixes minor codelingo pickups * Adds more precision to handling of trade data from Kraken. Expands test * interface christmas tree * lint
888 lines
26 KiB
Go
888 lines
26 KiB
Go
package engine
|
|
|
|
import (
|
|
"crypto/ecdsa"
|
|
"crypto/elliptic"
|
|
"crypto/rand"
|
|
"crypto/x509"
|
|
"crypto/x509/pkix"
|
|
"encoding/pem"
|
|
"errors"
|
|
"fmt"
|
|
"io/ioutil"
|
|
"math/big"
|
|
"net"
|
|
"os"
|
|
"path/filepath"
|
|
"strings"
|
|
"time"
|
|
|
|
"github.com/pquerna/otp/totp"
|
|
"github.com/thrasher-corp/gocryptotrader/common"
|
|
"github.com/thrasher-corp/gocryptotrader/common/file"
|
|
"github.com/thrasher-corp/gocryptotrader/currency"
|
|
"github.com/thrasher-corp/gocryptotrader/dispatch"
|
|
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/orderbook"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/stats"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
|
|
"github.com/thrasher-corp/gocryptotrader/gctscript/vm"
|
|
"github.com/thrasher-corp/gocryptotrader/log"
|
|
"github.com/thrasher-corp/gocryptotrader/portfolio"
|
|
)
|
|
|
|
var (
|
|
errCertExpired = errors.New("gRPC TLS certificate has expired")
|
|
errCertDataIsNil = errors.New("gRPC TLS certificate PEM data is nil")
|
|
errCertTypeInvalid = errors.New("gRPC TLS certificate type is invalid")
|
|
)
|
|
|
|
// GetSubsystemsStatus returns the status of various subsystems
|
|
func (bot *Engine) GetSubsystemsStatus() map[string]bool {
|
|
systems := make(map[string]bool)
|
|
systems["communications"] = bot.CommsManager.Started()
|
|
systems["internet_monitor"] = bot.ConnectionManager.Started()
|
|
systems["orders"] = bot.OrderManager.Started()
|
|
systems["portfolio"] = bot.PortfolioManager.Started()
|
|
systems["ntp_timekeeper"] = bot.NTPManager.Started()
|
|
systems["database"] = bot.DatabaseManager.Started()
|
|
systems["exchange_syncer"] = bot.Settings.EnableExchangeSyncManager
|
|
systems["grpc"] = bot.Settings.EnableGRPC
|
|
systems["grpc_proxy"] = bot.Settings.EnableGRPCProxy
|
|
systems["gctscript"] = bot.GctScriptManager.Started()
|
|
systems["deprecated_rpc"] = bot.Settings.EnableDeprecatedRPC
|
|
systems["websocket_rpc"] = bot.Settings.EnableWebsocketRPC
|
|
systems["dispatch"] = dispatch.IsRunning()
|
|
return systems
|
|
}
|
|
|
|
// RPCEndpoint stores an RPC endpoint status and addr
|
|
type RPCEndpoint struct {
|
|
Started bool
|
|
ListenAddr string
|
|
}
|
|
|
|
// GetRPCEndpoints returns a list of RPC endpoints and their listen addrs
|
|
func GetRPCEndpoints() map[string]RPCEndpoint {
|
|
endpoints := make(map[string]RPCEndpoint)
|
|
endpoints["grpc"] = RPCEndpoint{
|
|
Started: Bot.Settings.EnableGRPC,
|
|
ListenAddr: "grpc://" + Bot.Config.RemoteControl.GRPC.ListenAddress,
|
|
}
|
|
endpoints["grpc_proxy"] = RPCEndpoint{
|
|
Started: Bot.Settings.EnableGRPCProxy,
|
|
ListenAddr: "http://" + Bot.Config.RemoteControl.GRPC.GRPCProxyListenAddress,
|
|
}
|
|
endpoints["deprecated_rpc"] = RPCEndpoint{
|
|
Started: Bot.Settings.EnableDeprecatedRPC,
|
|
ListenAddr: "http://" + Bot.Config.RemoteControl.DeprecatedRPC.ListenAddress,
|
|
}
|
|
endpoints["websocket_rpc"] = RPCEndpoint{
|
|
Started: Bot.Settings.EnableWebsocketRPC,
|
|
ListenAddr: "ws://" + Bot.Config.RemoteControl.WebsocketRPC.ListenAddress,
|
|
}
|
|
return endpoints
|
|
}
|
|
|
|
// SetSubsystem enables or disables an engine subsystem
|
|
func (bot *Engine) SetSubsystem(subsys string, enable bool) error {
|
|
switch strings.ToLower(subsys) {
|
|
case "communications":
|
|
if enable {
|
|
return bot.CommsManager.Start()
|
|
}
|
|
return bot.CommsManager.Stop()
|
|
case "internet_monitor":
|
|
if enable {
|
|
return bot.ConnectionManager.Start(&bot.Config.ConnectionMonitor)
|
|
}
|
|
return bot.CommsManager.Stop()
|
|
case "orders":
|
|
if enable {
|
|
return bot.OrderManager.Start()
|
|
}
|
|
return bot.OrderManager.Stop()
|
|
case "portfolio":
|
|
if enable {
|
|
return bot.PortfolioManager.Start()
|
|
}
|
|
return bot.OrderManager.Stop()
|
|
case "ntp_timekeeper":
|
|
if enable {
|
|
return bot.NTPManager.Start()
|
|
}
|
|
return bot.NTPManager.Stop()
|
|
case "database":
|
|
if enable {
|
|
return bot.DatabaseManager.Start(bot)
|
|
}
|
|
return bot.DatabaseManager.Stop()
|
|
case "exchange_syncer":
|
|
if enable {
|
|
bot.ExchangeCurrencyPairManager.Start()
|
|
}
|
|
bot.ExchangeCurrencyPairManager.Stop()
|
|
case "dispatch":
|
|
if enable {
|
|
return dispatch.Start(bot.Settings.DispatchMaxWorkerAmount, bot.Settings.DispatchJobsLimit)
|
|
}
|
|
return dispatch.Stop()
|
|
case "gctscript":
|
|
if enable {
|
|
vm.GCTScriptConfig.Enabled = true
|
|
return bot.GctScriptManager.Start()
|
|
}
|
|
vm.GCTScriptConfig.Enabled = false
|
|
return bot.GctScriptManager.Stop()
|
|
}
|
|
|
|
return errors.New("subsystem not found")
|
|
}
|
|
|
|
// GetExchangeOTPs returns OTP codes for all exchanges which have a otpsecret
|
|
// stored
|
|
func (bot *Engine) GetExchangeOTPs() (map[string]string, error) {
|
|
otpCodes := make(map[string]string)
|
|
for x := range bot.Config.Exchanges {
|
|
if otpSecret := bot.Config.Exchanges[x].API.Credentials.OTPSecret; otpSecret != "" {
|
|
exchName := bot.Config.Exchanges[x].Name
|
|
o, err := totp.GenerateCode(otpSecret, time.Now())
|
|
if err != nil {
|
|
log.Errorf(log.Global, "Unable to generate OTP code for exchange %s. Err: %s\n",
|
|
exchName, err)
|
|
continue
|
|
}
|
|
otpCodes[exchName] = o
|
|
}
|
|
}
|
|
|
|
if len(otpCodes) == 0 {
|
|
return nil, errors.New("no exchanges found which have a OTP secret stored")
|
|
}
|
|
|
|
return otpCodes, nil
|
|
}
|
|
|
|
// GetExchangeoOTPByName returns a OTP code for the desired exchange
|
|
// if it exists
|
|
func (bot *Engine) GetExchangeoOTPByName(exchName string) (string, error) {
|
|
for x := range bot.Config.Exchanges {
|
|
if !strings.EqualFold(bot.Config.Exchanges[x].Name, exchName) {
|
|
continue
|
|
}
|
|
|
|
if otpSecret := bot.Config.Exchanges[x].API.Credentials.OTPSecret; otpSecret != "" {
|
|
return totp.GenerateCode(otpSecret, time.Now())
|
|
}
|
|
}
|
|
return "", errors.New("exchange does not have a OTP secret stored")
|
|
}
|
|
|
|
// GetAuthAPISupportedExchanges returns a list of auth api enabled exchanges
|
|
func (bot *Engine) GetAuthAPISupportedExchanges() []string {
|
|
var exchangeNames []string
|
|
exchanges := bot.GetExchanges()
|
|
for x := range exchanges {
|
|
if !exchanges[x].GetAuthenticatedAPISupport(exchange.RestAuthentication) &&
|
|
!exchanges[x].GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
|
|
continue
|
|
}
|
|
exchangeNames = append(exchangeNames, exchanges[x].GetName())
|
|
}
|
|
return exchangeNames
|
|
}
|
|
|
|
// IsOnline returns whether or not the engine has Internet connectivity
|
|
func (bot *Engine) IsOnline() bool {
|
|
return bot.ConnectionManager.IsOnline()
|
|
}
|
|
|
|
// GetAvailableExchanges returns a list of enabled exchanges
|
|
func (bot *Engine) GetAvailableExchanges() []string {
|
|
var enExchanges []string
|
|
for x := range bot.Config.Exchanges {
|
|
if bot.Config.Exchanges[x].Enabled {
|
|
enExchanges = append(enExchanges, bot.Config.Exchanges[x].Name)
|
|
}
|
|
}
|
|
return enExchanges
|
|
}
|
|
|
|
// GetAllAvailablePairs returns a list of all available pairs on either enabled
|
|
// or disabled exchanges
|
|
func (bot *Engine) GetAllAvailablePairs(enabledExchangesOnly bool, assetType asset.Item) currency.Pairs {
|
|
var pairList currency.Pairs
|
|
for x := range bot.Config.Exchanges {
|
|
if enabledExchangesOnly && !bot.Config.Exchanges[x].Enabled {
|
|
continue
|
|
}
|
|
|
|
exchName := bot.Config.Exchanges[x].Name
|
|
pairs, err := bot.Config.GetAvailablePairs(exchName, assetType)
|
|
if err != nil {
|
|
continue
|
|
}
|
|
|
|
for y := range pairs {
|
|
if pairList.Contains(pairs[y], false) {
|
|
continue
|
|
}
|
|
pairList = append(pairList, pairs[y])
|
|
}
|
|
}
|
|
return pairList
|
|
}
|
|
|
|
// GetSpecificAvailablePairs returns a list of supported pairs based on specific
|
|
// parameters
|
|
func (bot *Engine) GetSpecificAvailablePairs(enabledExchangesOnly, fiatPairs, includeUSDT, cryptoPairs bool, assetType asset.Item) currency.Pairs {
|
|
var pairList currency.Pairs
|
|
supportedPairs := bot.GetAllAvailablePairs(enabledExchangesOnly, assetType)
|
|
|
|
for x := range supportedPairs {
|
|
if fiatPairs {
|
|
if supportedPairs[x].IsCryptoFiatPair() &&
|
|
!supportedPairs[x].ContainsCurrency(currency.USDT) ||
|
|
(includeUSDT &&
|
|
supportedPairs[x].ContainsCurrency(currency.USDT) &&
|
|
supportedPairs[x].IsCryptoPair()) {
|
|
if pairList.Contains(supportedPairs[x], false) {
|
|
continue
|
|
}
|
|
pairList = append(pairList, supportedPairs[x])
|
|
}
|
|
}
|
|
if cryptoPairs {
|
|
if supportedPairs[x].IsCryptoPair() {
|
|
if pairList.Contains(supportedPairs[x], false) {
|
|
continue
|
|
}
|
|
pairList = append(pairList, supportedPairs[x])
|
|
}
|
|
}
|
|
}
|
|
return pairList
|
|
}
|
|
|
|
// IsRelatablePairs checks to see if the two pairs are relatable
|
|
func IsRelatablePairs(p1, p2 currency.Pair, includeUSDT bool) bool {
|
|
if p1.EqualIncludeReciprocal(p2) {
|
|
return true
|
|
}
|
|
|
|
var relatablePairs = GetRelatableCurrencies(p1, true, includeUSDT)
|
|
if p1.IsCryptoFiatPair() {
|
|
for x := range relatablePairs {
|
|
relatablePairs = append(relatablePairs,
|
|
GetRelatableFiatCurrencies(relatablePairs[x])...)
|
|
}
|
|
}
|
|
return relatablePairs.Contains(p2, false)
|
|
}
|
|
|
|
// MapCurrenciesByExchange returns a list of currency pairs mapped to an
|
|
// exchange
|
|
func (bot *Engine) MapCurrenciesByExchange(p currency.Pairs, enabledExchangesOnly bool, assetType asset.Item) map[string]currency.Pairs {
|
|
currencyExchange := make(map[string]currency.Pairs)
|
|
for x := range p {
|
|
for y := range bot.Config.Exchanges {
|
|
if enabledExchangesOnly && !bot.Config.Exchanges[y].Enabled {
|
|
continue
|
|
}
|
|
exchName := bot.Config.Exchanges[y].Name
|
|
if !bot.Config.SupportsPair(exchName, p[x], assetType) {
|
|
continue
|
|
}
|
|
|
|
result, ok := currencyExchange[exchName]
|
|
if !ok {
|
|
var pairs []currency.Pair
|
|
pairs = append(pairs, p[x])
|
|
currencyExchange[exchName] = pairs
|
|
} else {
|
|
if result.Contains(p[x], false) {
|
|
continue
|
|
}
|
|
result = append(result, p[x])
|
|
currencyExchange[exchName] = result
|
|
}
|
|
}
|
|
}
|
|
return currencyExchange
|
|
}
|
|
|
|
// GetExchangeNamesByCurrency returns a list of exchanges supporting
|
|
// a currency pair based on whether the exchange is enabled or not
|
|
func (bot *Engine) GetExchangeNamesByCurrency(p currency.Pair, enabled bool, assetType asset.Item) []string {
|
|
var exchanges []string
|
|
for x := range bot.Config.Exchanges {
|
|
if enabled != bot.Config.Exchanges[x].Enabled {
|
|
continue
|
|
}
|
|
|
|
exchName := bot.Config.Exchanges[x].Name
|
|
if !bot.Config.SupportsPair(exchName, p, assetType) {
|
|
continue
|
|
}
|
|
exchanges = append(exchanges, exchName)
|
|
}
|
|
return exchanges
|
|
}
|
|
|
|
// GetRelatableCryptocurrencies returns a list of currency pairs if it can find
|
|
// any relatable currencies (e.g ETHBTC -> ETHLTC -> ETHUSDT -> ETHREP)
|
|
func GetRelatableCryptocurrencies(p currency.Pair) currency.Pairs {
|
|
var pairs currency.Pairs
|
|
cryptocurrencies := currency.GetCryptocurrencies()
|
|
|
|
for x := range cryptocurrencies {
|
|
newPair := currency.NewPair(p.Base, cryptocurrencies[x])
|
|
if newPair.IsInvalid() {
|
|
continue
|
|
}
|
|
|
|
if newPair.Base.Upper() == p.Base.Upper() &&
|
|
newPair.Quote.Upper() == p.Quote.Upper() {
|
|
continue
|
|
}
|
|
|
|
if pairs.Contains(newPair, false) {
|
|
continue
|
|
}
|
|
pairs = append(pairs, newPair)
|
|
}
|
|
return pairs
|
|
}
|
|
|
|
// GetRelatableFiatCurrencies returns a list of currency pairs if it can find
|
|
// any relatable currencies (e.g ETHUSD -> ETHAUD -> ETHGBP -> ETHJPY)
|
|
func GetRelatableFiatCurrencies(p currency.Pair) currency.Pairs {
|
|
var pairs currency.Pairs
|
|
fiatCurrencies := currency.GetFiatCurrencies()
|
|
|
|
for x := range fiatCurrencies {
|
|
newPair := currency.NewPair(p.Base, fiatCurrencies[x])
|
|
if newPair.Base.Upper() == newPair.Quote.Upper() {
|
|
continue
|
|
}
|
|
|
|
if newPair.Base.Upper() == p.Base.Upper() &&
|
|
newPair.Quote.Upper() == p.Quote.Upper() {
|
|
continue
|
|
}
|
|
|
|
if pairs.Contains(newPair, false) {
|
|
continue
|
|
}
|
|
pairs = append(pairs, newPair)
|
|
}
|
|
return pairs
|
|
}
|
|
|
|
// GetRelatableCurrencies returns a list of currency pairs if it can find
|
|
// any relatable currencies (e.g BTCUSD -> BTC USDT -> XBT USDT -> XBT USD)
|
|
// incOrig includes the supplied pair if desired
|
|
func GetRelatableCurrencies(p currency.Pair, incOrig, incUSDT bool) currency.Pairs {
|
|
var pairs currency.Pairs
|
|
|
|
addPair := func(p currency.Pair) {
|
|
if pairs.Contains(p, true) {
|
|
return
|
|
}
|
|
pairs = append(pairs, p)
|
|
}
|
|
|
|
buildPairs := func(p currency.Pair, incOrig bool) {
|
|
if incOrig {
|
|
addPair(p)
|
|
}
|
|
|
|
first := currency.GetTranslation(p.Base)
|
|
if first != p.Base {
|
|
addPair(currency.NewPair(first, p.Quote))
|
|
|
|
second := currency.GetTranslation(p.Quote)
|
|
if second != p.Quote {
|
|
addPair(currency.NewPair(first, second))
|
|
}
|
|
}
|
|
|
|
second := currency.GetTranslation(p.Quote)
|
|
if second != p.Quote {
|
|
addPair(currency.NewPair(p.Base, second))
|
|
}
|
|
}
|
|
|
|
buildPairs(p, incOrig)
|
|
buildPairs(p.Swap(), incOrig)
|
|
|
|
if !incUSDT {
|
|
pairs = pairs.RemovePairsByFilter(currency.USDT)
|
|
}
|
|
|
|
return pairs
|
|
}
|
|
|
|
// GetSpecificOrderbook returns a specific orderbook given the currency,
|
|
// exchangeName and assetType
|
|
func (bot *Engine) GetSpecificOrderbook(p currency.Pair, exchangeName string, assetType asset.Item) (*orderbook.Base, error) {
|
|
exch := bot.GetExchangeByName(exchangeName)
|
|
if exch == nil {
|
|
return nil, ErrExchangeNotFound
|
|
}
|
|
return exch.FetchOrderbook(p, assetType)
|
|
}
|
|
|
|
// GetSpecificTicker returns a specific ticker given the currency,
|
|
// exchangeName and assetType
|
|
func (bot *Engine) GetSpecificTicker(p currency.Pair, exchangeName string, assetType asset.Item) (*ticker.Price, error) {
|
|
exch := bot.GetExchangeByName(exchangeName)
|
|
if exch == nil {
|
|
return nil, ErrExchangeNotFound
|
|
}
|
|
return exch.FetchTicker(p, assetType)
|
|
}
|
|
|
|
// GetCollatedExchangeAccountInfoByCoin collates individual exchange account
|
|
// information and turns into into a map string of
|
|
// exchange.AccountCurrencyInfo
|
|
func GetCollatedExchangeAccountInfoByCoin(accounts []account.Holdings) map[currency.Code]account.Balance {
|
|
result := make(map[currency.Code]account.Balance)
|
|
for x := range accounts {
|
|
for y := range accounts[x].Accounts {
|
|
for z := range accounts[x].Accounts[y].Currencies {
|
|
currencyName := accounts[x].Accounts[y].Currencies[z].CurrencyName
|
|
avail := accounts[x].Accounts[y].Currencies[z].TotalValue
|
|
onHold := accounts[x].Accounts[y].Currencies[z].Hold
|
|
info, ok := result[currencyName]
|
|
if !ok {
|
|
accountInfo := account.Balance{
|
|
CurrencyName: currencyName,
|
|
Hold: onHold,
|
|
TotalValue: avail,
|
|
}
|
|
result[currencyName] = accountInfo
|
|
} else {
|
|
info.Hold += onHold
|
|
info.TotalValue += avail
|
|
result[currencyName] = info
|
|
}
|
|
}
|
|
}
|
|
}
|
|
return result
|
|
}
|
|
|
|
// GetExchangeHighestPriceByCurrencyPair returns the exchange with the highest
|
|
// price for a given currency pair and asset type
|
|
func GetExchangeHighestPriceByCurrencyPair(p currency.Pair, a asset.Item) (string, error) {
|
|
result := stats.SortExchangesByPrice(p, a, true)
|
|
if len(result) == 0 {
|
|
return "", fmt.Errorf("no stats for supplied currency pair and asset type")
|
|
}
|
|
|
|
return result[0].Exchange, nil
|
|
}
|
|
|
|
// GetExchangeLowestPriceByCurrencyPair returns the exchange with the lowest
|
|
// price for a given currency pair and asset type
|
|
func GetExchangeLowestPriceByCurrencyPair(p currency.Pair, assetType asset.Item) (string, error) {
|
|
result := stats.SortExchangesByPrice(p, assetType, false)
|
|
if len(result) == 0 {
|
|
return "", fmt.Errorf("no stats for supplied currency pair and asset type")
|
|
}
|
|
|
|
return result[0].Exchange, nil
|
|
}
|
|
|
|
// SeedExchangeAccountInfo seeds account info
|
|
func SeedExchangeAccountInfo(accounts []account.Holdings) {
|
|
if len(accounts) == 0 {
|
|
return
|
|
}
|
|
|
|
port := portfolio.GetPortfolio()
|
|
|
|
for x := range accounts {
|
|
exchangeName := accounts[x].Exchange
|
|
var currencies []account.Balance
|
|
for y := range accounts[x].Accounts {
|
|
for z := range accounts[x].Accounts[y].Currencies {
|
|
var update bool
|
|
for i := range currencies {
|
|
if accounts[x].Accounts[y].Currencies[z].CurrencyName == currencies[i].CurrencyName {
|
|
currencies[i].Hold += accounts[x].Accounts[y].Currencies[z].Hold
|
|
currencies[i].TotalValue += accounts[x].Accounts[y].Currencies[z].TotalValue
|
|
update = true
|
|
}
|
|
}
|
|
|
|
if update {
|
|
continue
|
|
}
|
|
|
|
currencies = append(currencies, account.Balance{
|
|
CurrencyName: accounts[x].Accounts[y].Currencies[z].CurrencyName,
|
|
TotalValue: accounts[x].Accounts[y].Currencies[z].TotalValue,
|
|
Hold: accounts[x].Accounts[y].Currencies[z].Hold,
|
|
})
|
|
}
|
|
}
|
|
|
|
for x := range currencies {
|
|
currencyName := currencies[x].CurrencyName
|
|
total := currencies[x].TotalValue
|
|
|
|
if !port.ExchangeAddressExists(exchangeName, currencyName) {
|
|
if total <= 0 {
|
|
continue
|
|
}
|
|
|
|
log.Debugf(log.PortfolioMgr, "Portfolio: Adding new exchange address: %s, %s, %f, %s\n",
|
|
exchangeName,
|
|
currencyName,
|
|
total,
|
|
portfolio.PortfolioAddressExchange)
|
|
|
|
port.Addresses = append(
|
|
port.Addresses,
|
|
portfolio.Address{Address: exchangeName,
|
|
CoinType: currencyName,
|
|
Balance: total,
|
|
Description: portfolio.PortfolioAddressExchange})
|
|
} else {
|
|
if total <= 0 {
|
|
log.Debugf(log.PortfolioMgr, "Portfolio: Removing %s %s entry.\n",
|
|
exchangeName,
|
|
currencyName)
|
|
port.RemoveExchangeAddress(exchangeName, currencyName)
|
|
} else {
|
|
balance, ok := port.GetAddressBalance(exchangeName,
|
|
portfolio.PortfolioAddressExchange,
|
|
currencyName)
|
|
if !ok {
|
|
continue
|
|
}
|
|
|
|
if balance != total {
|
|
log.Debugf(log.PortfolioMgr, "Portfolio: Updating %s %s entry with balance %f.\n",
|
|
exchangeName,
|
|
currencyName,
|
|
total)
|
|
port.UpdateExchangeAddressBalance(exchangeName,
|
|
currencyName,
|
|
total)
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
// GetCryptocurrenciesByExchange returns a list of cryptocurrencies the exchange supports
|
|
func (bot *Engine) GetCryptocurrenciesByExchange(exchangeName string, enabledExchangesOnly, enabledPairs bool, assetType asset.Item) ([]string, error) {
|
|
var cryptocurrencies []string
|
|
for x := range bot.Config.Exchanges {
|
|
if !strings.EqualFold(bot.Config.Exchanges[x].Name, exchangeName) {
|
|
continue
|
|
}
|
|
if enabledExchangesOnly && !bot.Config.Exchanges[x].Enabled {
|
|
continue
|
|
}
|
|
|
|
var err error
|
|
var pairs []currency.Pair
|
|
if enabledPairs {
|
|
pairs, err = bot.Config.GetEnabledPairs(exchangeName, assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
} else {
|
|
pairs, err = bot.Config.GetAvailablePairs(exchangeName, assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
}
|
|
|
|
for y := range pairs {
|
|
if pairs[y].Base.IsCryptocurrency() &&
|
|
!common.StringDataCompareInsensitive(cryptocurrencies, pairs[y].Base.String()) {
|
|
cryptocurrencies = append(cryptocurrencies, pairs[y].Base.String())
|
|
}
|
|
|
|
if pairs[y].Quote.IsCryptocurrency() &&
|
|
!common.StringDataCompareInsensitive(cryptocurrencies, pairs[y].Quote.String()) {
|
|
cryptocurrencies = append(cryptocurrencies, pairs[y].Quote.String())
|
|
}
|
|
}
|
|
}
|
|
return cryptocurrencies, nil
|
|
}
|
|
|
|
// GetCryptocurrencyDepositAddressesByExchange returns the cryptocurrency deposit addresses for a particular exchange
|
|
func (bot *Engine) GetCryptocurrencyDepositAddressesByExchange(exchName string) (map[string]string, error) {
|
|
if bot.DepositAddressManager != nil {
|
|
return bot.DepositAddressManager.GetDepositAddressesByExchange(exchName)
|
|
}
|
|
|
|
result := bot.GetExchangeCryptocurrencyDepositAddresses()
|
|
r, ok := result[exchName]
|
|
if !ok {
|
|
return nil, ErrExchangeNotFound
|
|
}
|
|
return r, nil
|
|
}
|
|
|
|
// GetExchangeCryptocurrencyDepositAddress returns the cryptocurrency deposit address for a particular
|
|
// exchange
|
|
func (bot *Engine) GetExchangeCryptocurrencyDepositAddress(exchName, accountID string, item currency.Code) (string, error) {
|
|
if bot.DepositAddressManager != nil {
|
|
return bot.DepositAddressManager.GetDepositAddressByExchange(exchName, item)
|
|
}
|
|
|
|
exch := bot.GetExchangeByName(exchName)
|
|
if exch == nil {
|
|
return "", ErrExchangeNotFound
|
|
}
|
|
return exch.GetDepositAddress(item, accountID)
|
|
}
|
|
|
|
// GetExchangeCryptocurrencyDepositAddresses obtains an exchanges deposit cryptocurrency list
|
|
func (bot *Engine) GetExchangeCryptocurrencyDepositAddresses() map[string]map[string]string {
|
|
result := make(map[string]map[string]string)
|
|
exchanges := bot.GetExchanges()
|
|
for x := range exchanges {
|
|
exchName := exchanges[x].GetName()
|
|
if !exchanges[x].GetAuthenticatedAPISupport(exchange.RestAuthentication) {
|
|
if bot.Settings.Verbose {
|
|
log.Debugf(log.ExchangeSys, "GetExchangeCryptocurrencyDepositAddresses: Skippping %s due to disabled authenticated API support.\n", exchName)
|
|
}
|
|
continue
|
|
}
|
|
|
|
cryptoCurrencies, err := bot.GetCryptocurrenciesByExchange(exchName, true, true, asset.Spot)
|
|
if err != nil {
|
|
log.Debugf(log.ExchangeSys, "%s failed to get cryptocurrency deposit addresses. Err: %s\n", exchName, err)
|
|
continue
|
|
}
|
|
|
|
cryptoAddr := make(map[string]string)
|
|
for y := range cryptoCurrencies {
|
|
cryptocurrency := cryptoCurrencies[y]
|
|
depositAddr, err := exchanges[x].GetDepositAddress(currency.NewCode(cryptocurrency), "")
|
|
if err != nil {
|
|
log.Errorf(log.Global, "%s failed to get cryptocurrency deposit addresses. Err: %s\n", exchName, err)
|
|
continue
|
|
}
|
|
cryptoAddr[cryptocurrency] = depositAddr
|
|
}
|
|
result[exchName] = cryptoAddr
|
|
}
|
|
return result
|
|
}
|
|
|
|
// FormatCurrency is a method that formats and returns a currency pair
|
|
// based on the user currency display preferences
|
|
func FormatCurrency(p currency.Pair) currency.Pair {
|
|
return p.Format(Bot.Config.Currency.CurrencyPairFormat.Delimiter,
|
|
Bot.Config.Currency.CurrencyPairFormat.Uppercase)
|
|
}
|
|
|
|
// GetExchangeNames returns a list of enabled or disabled exchanges
|
|
func (bot *Engine) GetExchangeNames(enabledOnly bool) []string {
|
|
exchangeNames := bot.GetAvailableExchanges()
|
|
if enabledOnly {
|
|
return exchangeNames
|
|
}
|
|
exchangeNames = append(exchangeNames, bot.Config.GetDisabledExchanges()...)
|
|
return exchangeNames
|
|
}
|
|
|
|
// GetAllActiveTickers returns all enabled exchange tickers
|
|
func (bot *Engine) GetAllActiveTickers() []EnabledExchangeCurrencies {
|
|
var tickerData []EnabledExchangeCurrencies
|
|
exchanges := bot.GetExchanges()
|
|
for x := range exchanges {
|
|
assets := exchanges[x].GetAssetTypes()
|
|
exchName := exchanges[x].GetName()
|
|
var exchangeTicker EnabledExchangeCurrencies
|
|
exchangeTicker.ExchangeName = exchName
|
|
|
|
for y := range assets {
|
|
currencies, err := exchanges[x].GetEnabledPairs(assets[y])
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys,
|
|
"Exchange %s could not retrieve enabled currencies. Err: %s\n",
|
|
exchName,
|
|
err)
|
|
continue
|
|
}
|
|
for z := range currencies {
|
|
tp, err := exchanges[x].FetchTicker(currencies[z], assets[y])
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "Exchange %s failed to retrieve %s ticker. Err: %s\n", exchName,
|
|
currencies[z].String(),
|
|
err)
|
|
continue
|
|
}
|
|
exchangeTicker.ExchangeValues = append(exchangeTicker.ExchangeValues, *tp)
|
|
}
|
|
tickerData = append(tickerData, exchangeTicker)
|
|
}
|
|
}
|
|
return tickerData
|
|
}
|
|
|
|
// GetAllEnabledExchangeAccountInfo returns all the current enabled exchanges
|
|
func (bot *Engine) GetAllEnabledExchangeAccountInfo() AllEnabledExchangeAccounts {
|
|
var response AllEnabledExchangeAccounts
|
|
exchanges := bot.GetExchanges()
|
|
for x := range exchanges {
|
|
if exchanges[x] != nil && exchanges[x].IsEnabled() {
|
|
if !exchanges[x].GetAuthenticatedAPISupport(exchange.RestAuthentication) {
|
|
if bot.Settings.Verbose {
|
|
log.Debugf(log.ExchangeSys,
|
|
"GetAllEnabledExchangeAccountInfo: Skipping %s due to disabled authenticated API support.\n",
|
|
exchanges[x].GetName())
|
|
}
|
|
continue
|
|
}
|
|
accountInfo, err := exchanges[x].FetchAccountInfo()
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys,
|
|
"Error encountered retrieving exchange account info for %s. Error %s\n",
|
|
exchanges[x].GetName(),
|
|
err)
|
|
continue
|
|
}
|
|
response.Data = append(response.Data, accountInfo)
|
|
}
|
|
}
|
|
return response
|
|
}
|
|
|
|
func verifyCert(pemData []byte) error {
|
|
var pemBlock *pem.Block
|
|
pemBlock, _ = pem.Decode(pemData)
|
|
if pemBlock == nil {
|
|
return errCertDataIsNil
|
|
}
|
|
|
|
if pemBlock.Type != "CERTIFICATE" {
|
|
return errCertTypeInvalid
|
|
}
|
|
|
|
cert, err := x509.ParseCertificate(pemBlock.Bytes)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
if time.Now().After(cert.NotAfter) {
|
|
return errCertExpired
|
|
}
|
|
return nil
|
|
}
|
|
|
|
func checkCerts(certDir string) error {
|
|
certFile := filepath.Join(certDir, "cert.pem")
|
|
keyFile := filepath.Join(certDir, "key.pem")
|
|
|
|
if !file.Exists(certFile) || !file.Exists(keyFile) {
|
|
log.Warnln(log.Global, "gRPC certificate/key file missing, recreating...")
|
|
return genCert(certDir)
|
|
}
|
|
|
|
pemData, err := ioutil.ReadFile(certFile)
|
|
if err != nil {
|
|
return fmt.Errorf("unable to open TLS cert file: %s", err)
|
|
}
|
|
|
|
if err = verifyCert(pemData); err != nil {
|
|
if err != errCertExpired {
|
|
return err
|
|
}
|
|
log.Warnln(log.Global, "gRPC certificate has expired, regenerating...")
|
|
return genCert(certDir)
|
|
}
|
|
|
|
log.Infoln(log.Global, "gRPC TLS certificate and key files exist, will use them.")
|
|
return nil
|
|
}
|
|
|
|
func genCert(targetDir string) error {
|
|
privKey, err := ecdsa.GenerateKey(elliptic.P256(), rand.Reader)
|
|
if err != nil {
|
|
return fmt.Errorf("failed to generate ecdsa private key: %s", err)
|
|
}
|
|
|
|
serialNumberLimit := new(big.Int).Lsh(big.NewInt(1), 128)
|
|
serialNumber, err := rand.Int(rand.Reader, serialNumberLimit)
|
|
if err != nil {
|
|
return fmt.Errorf("failed to generate serial number: %s", err)
|
|
}
|
|
|
|
host, err := os.Hostname()
|
|
if err != nil {
|
|
return fmt.Errorf("failed to get hostname: %s", err)
|
|
}
|
|
|
|
dnsNames := []string{host}
|
|
if host != "localhost" {
|
|
dnsNames = append(dnsNames, "localhost")
|
|
}
|
|
|
|
template := x509.Certificate{
|
|
SerialNumber: serialNumber,
|
|
Subject: pkix.Name{
|
|
Organization: []string{"gocryptotrader"},
|
|
CommonName: host,
|
|
},
|
|
NotBefore: time.Now(),
|
|
NotAfter: time.Now().Add(time.Hour * 24 * 365),
|
|
IsCA: true,
|
|
BasicConstraintsValid: true,
|
|
KeyUsage: x509.KeyUsageKeyEncipherment | x509.KeyUsageDigitalSignature | x509.KeyUsageCertSign,
|
|
ExtKeyUsage: []x509.ExtKeyUsage{x509.ExtKeyUsageServerAuth},
|
|
IPAddresses: []net.IP{
|
|
net.ParseIP("127.0.0.1"),
|
|
net.ParseIP("::1"),
|
|
},
|
|
DNSNames: dnsNames,
|
|
}
|
|
|
|
derBytes, err := x509.CreateCertificate(rand.Reader, &template, &template, &privKey.PublicKey, privKey)
|
|
if err != nil {
|
|
return fmt.Errorf("failed to create certificate: %s", err)
|
|
}
|
|
|
|
certData := pem.EncodeToMemory(&pem.Block{Type: "CERTIFICATE", Bytes: derBytes})
|
|
if certData == nil {
|
|
return fmt.Errorf("cert data is nil")
|
|
}
|
|
|
|
b, err := x509.MarshalECPrivateKey(privKey)
|
|
if err != nil {
|
|
return fmt.Errorf("failed to marshal ECDSA private key: %s", err)
|
|
}
|
|
|
|
keyData := pem.EncodeToMemory(&pem.Block{Type: "EC PRIVATE KEY", Bytes: b})
|
|
if keyData == nil {
|
|
return fmt.Errorf("key pem data is nil")
|
|
}
|
|
|
|
err = file.Write(filepath.Join(targetDir, "key.pem"), keyData)
|
|
if err != nil {
|
|
return fmt.Errorf("failed to write key.pem file %s", err)
|
|
}
|
|
|
|
err = file.Write(filepath.Join(targetDir, "cert.pem"), certData)
|
|
if err != nil {
|
|
return fmt.Errorf("failed to write cert.pem file %s", err)
|
|
}
|
|
|
|
log.Infof(log.Global, "gRPC TLS key.pem and cert.pem files written to %s\n", targetDir)
|
|
return nil
|
|
}
|