Files
gocryptotrader/engine/rpcserver.go
Gareth Kirwan 1199f38546 subscriptions: Encapsulate, replace Pair with Pairs and refactor; improve exchange support
* Websocket: Use ErrSubscribedAlready

instead of errChannelAlreadySubscribed

* Subscriptions: Replace Pair with Pairs

Given that some subscriptions have multiple pairs, support that as the
standard.

* Docs: Update subscriptions in add new exch

* RPC: Update Subscription Pairs

* Linter: Disable testifylint.Len

We deliberately use Equal over Len to avoid spamming the contents of large Slices

* Websocket: Add suffix to state consts

* Binance: Subscription Pairs support

* Bitfinex: Subscription Pairs support

* Bithumb: Subscription Pairs support

* Bitmex: Subscription Pairs support

* Bitstamp: Subscription Pairs support

* BTCMarkets: Subscription Pairs support

* BTSE: Subscription Pairs support

* Coinbase: Subscription Pairs support

* Coinut: Subscription Pairs support

* GateIO: Subscription Pairs support

* Gemini: Subscription Pairs support and improvement

* Hitbtc: Subscription Pairs support

* Huboi: Subscription Pairs support

* Kucoin: Subscription Pairs support

* Okcoin: Subscription Pairs support

* Poloniex: Subscription Pairs support

* Kraken: Add subscription Pairs support

Note: This is a naieve implementation because we want to rebase the
kraken websocket rewrite on top of this

* Bybit: Subscription Pairs support

* Okx: Subscription Pairs support

* Bitmex: Subsription configuration

* Fixes unauthenticated websocket left as CanUseAuth
* Fixes auth subs happening privately

* CoinbasePro: Subscription Configuration

* Consolidate ProductIDs when all subscriptions are for the same list

* Websocket: Log actual sent message when Verbose

* Subscriptions: Improve clarity of which key is which in Match

* Subscriptions: Lint fix for HugeParam

* Subscriptions: Add AddPairs and move keys from test

* Subscriptions: Simplify subscription keys and add key types

* Subscriptions: Add List.GroupPairs Rename sub.AddPairs

* Subscription: Fix ExactKey not matching 0 pairs

* Subscriptions: Remove unused IdentityKey and HasPairKey

* Subscriptions: Fix GetKey test

* Subscriptions: Test coverage improvements

* Websocket: Change State on Add/Remove

* Subscriptions: Improve error context

* Subscriptions: Fix Enable: false subs not ignored

* Bitfinex: Fix WsAuth test failing on DataHandler

DataHandler is eaten by dataMonitor now, so we need to use ToRoutine

* Deribit: Subscription Pairs support

* Websocket: Accept nil lists for checkSubscriptions

If the user passes in a nil (implicitly empty) list, we would not panic.
Therefore the burden of correctness about that data lies with them.
The list of subscriptions is empty, and that's okay, and possibly
convenient

* Websocket: Add context to NilPointer errors

* Subscriptions: Add context to nil errors

* Exchange: Fix error expectations in UnsubToWSChans
2024-06-07 11:54:08 +10:00

6052 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 err != 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 err != nil {
return nil, errOTP
}
codeNum, errOTP := strconv.ParseInt(code, 10, 64)
if err != nil {
return nil, errOTP
}
req.OneTimePassword = codeNum
}
if exchCfg.API.Credentials.PIN != "" {
pinCode, errPIN := strconv.ParseInt(exchCfg.API.Credentials.PIN, 10, 64)
if err != 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
}
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, fmt.Sprintf("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
}