Files
gocryptotrader/cmd/exchange_template/wrapper_file.tmpl
Gareth Kirwan 52c6b3bf0b Websocket: Various refactors and test improvements (#1466)
* Websocket: Remove IsInit and simplify SetProxyAddress

IsInit was basically the same as IsConnected.
Any time Connect was called both would be set to true.
Any time we had a disconnect they'd both be set to false
Shutdown() incorrectly didn't setInit(false)

SetProxyAddress simplified to only reconnect a connected Websocket.
Any other state means it hasn't been Connected, or it's about to
reconnect anyway.
There's no handling for IsConnecting previously, either, so I've wrapped
that behind the main mutex.

* Websocket: Expand and Assertify tests

* Websocket: Simplify state transistions

* Websocket: Simplify Connecting/Connected state

* Websocket: Tests and errors for websocket

* Websocket: Make WebsocketNotEnabled a real error

This allows for testing and avoids the repetition.
If each returned error is a error.New() you can never use errors.Is()

* Websocket: Add more testable errors

* Websocket: Improve GenerateMessageID test

Testing just the last id doesn't feel very robust

* Websocket: Protect Setup() from races

* Websocket: Use atomics instead of mutex

This was spurred by looking at the setState call in trafficMonitor and
the effect on blocking and efficiency.
With the new atomic types in Go 1.19, and the small types in use here,
atomics should be safe for our usage. bools should be truly atomic,
and uint32 is atomic when the accepted value range is less than one byte/uint8 since
that can be written atomicly by concurrent processors.
Maybe that's not even a factor any more, however we don't even have to worry enough to check.

* Websocket: Fix and simplify traffic monitor

trafficMonitor had a check throttle at the end of the for loop to stop it just gobbling the (blocking) trafficAlert channel non-stop.
That makes sense, except that nothing is sent to the trafficAlert channel if there's no listener.
So that means that it's out by one second on the trafficAlert, because any traffic received during the pause is doesn't try to send a traffic alert.

The unstopped timer is deliberately leaked for later GC when shutdown.
It won't delay/block anything, and it's a trivial memory leak during an infrequent event.

Deliberately Choosing to recreate the timer each time instead of using Stop, drain and reset

* Websocket: Split traficMonitor test on behaviours

* Websocket: Remove trafficMonitor connected status

trafficMonitor does not need to set the connection to be connected.
Connect() does that. Anything after that should result in a full
shutdown and restart. It can't and shouldn't become connected
unexpectedly, and this is most likely a race anyway.

Also dropped trafficCheckInterval to 100ms to mitigate races of traffic
alerts being buffered for too long.

* Websocket: Set disconnected earlier in Shutdown

This caused a possible race where state is still connected, but we start
to trigger interested actors via ShutdownC and Wait.
They may check state and then call Shutdown again, such as
trafficMonitor

* Websocket: Wait 5s for slow tests to pass traffic draining

Keep getting failures upstream on test rigs.
Think they can be very contended, so this pushes the boundary right out
to 5s
2024-02-23 18:39:25 +11:00

524 lines
19 KiB
Cheetah

{{define "wrapper"}}
package {{.Name}}
import (
"context"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
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/deposit"
"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func ({{.Variable}} *{{.CapitalName}}) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
{{.Variable}}.SetDefaults()
exchCfg := new(config.Exchange)
exchCfg.Name = {{.Variable}}.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = {{.Variable}}.BaseCurrencies
{{.Variable}}.SetupDefaults(exchCfg)
if {{.Variable}}.Features.Supports.RESTCapabilities.AutoPairUpdates {
err := {{.Variable}}.UpdateTradablePairs(ctx, true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for {{.CapitalName}}
func ({{.Variable}} *{{.CapitalName}}) SetDefaults() {
{{.Variable}}.Name = "{{.CapitalName}}"
{{.Variable}}.Enabled = true
{{.Variable}}.Verbose = true
{{.Variable}}.API.CredentialsValidator.RequiresKey = true
{{.Variable}}.API.CredentialsValidator.RequiresSecret = true
// If using only one pair format for request and configuration, across all
// supported asset types either SPOT and FUTURES etc. You can use the
// example below:
// Request format denotes what the pair as a string will be, when you send
// a request to an exchange.
requestFmt := &currency.PairFormat{/*Set pair request formatting details here for e.g.*/ Uppercase: true, Delimiter: ":"}
// Config format denotes what the pair as a string will be, when saved to
// the config.json file.
configFmt := &currency.PairFormat{/*Set pair request formatting details here*/}
err := {{.Variable}}.SetGlobalPairsManager(requestFmt, configFmt, /*multiple assets can be set here using the asset package ie asset.Spot*/)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
// If assets require multiple differences in formatting for request and
// configuration, another exchange method can be be used e.g. futures
// contracts require a dash as a delimiter rather than an underscore. You
// can use this example below:
fmt1 := currency.PairStore{
RequestFormat: &currency.PairFormat{Uppercase: true},
ConfigFormat: &currency.PairFormat{Uppercase: true},
}
fmt2 := currency.PairStore{
RequestFormat: &currency.PairFormat{Uppercase: true},
ConfigFormat: &currency.PairFormat{Uppercase: true, Delimiter: ":"},
}
err = {{.Variable}}.StoreAssetPairFormat(asset.Spot, fmt1)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = {{.Variable}}.StoreAssetPairFormat(asset.Margin, fmt2)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
// Fill out the capabilities/features that the exchange supports
{{.Variable}}.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
{{ if .REST }} REST: true, {{ end }}
{{ if .WS }} Websocket: true, {{ end }}
RESTCapabilities: protocol.Features{
TickerFetching: true,
OrderbookFetching: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
OrderbookFetching: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto |
exchange.AutoWithdrawFiat,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
// NOTE: SET THE EXCHANGES RATE LIMIT HERE
{{.Variable}}.Requester, err = request.New({{.Variable}}.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
// NOTE: SET THE URLs HERE
{{.Variable}}.API.Endpoints = {{.Variable}}.NewEndpoints()
{{.Variable}}.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: {{.Name}}APIURL,
// exchange.WebsocketSpot: {{.Name}}WSAPIURL,
})
{{.Variable}}.Websocket = stream.NewWebsocket()
{{.Variable}}.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
{{.Variable}}.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
{{.Variable}}.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in the supplied exchange configuration details and sets params
func ({{.Variable}} *{{.CapitalName}}) Setup(exch *config.Exchange) error {
err := exch.Validate()
if err != nil {
return err
}
if !exch.Enabled {
{{.Variable}}.SetEnabled(false)
return nil
}
err = {{.Variable}}.SetupDefaults(exch)
if err != nil {
return err
}
/*
wsRunningEndpoint, err := {{.Variable}}.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
// If websocket is supported, please fill out the following
err = {{.Variable}}.Websocket.Setup(
&stream.WebsocketSetup{
ExchangeConfig: exch,
DefaultURL: {{.Name}}WSAPIURL,
RunningURL: wsRunningEndpoint,
Connector: {{.Variable}}.WsConnect,
Subscriber: {{.Variable}}.Subscribe,
UnSubscriber: {{.Variable}}.Unsubscribe,
Features: &{{.Variable}}.Features.Supports.WebsocketCapabilities,
})
if err != nil {
return err
}
{{.Variable}}.WebsocketConn = &stream.WebsocketConnection{
ExchangeName: {{.Variable}}.Name,
URL: {{.Variable}}.Websocket.GetWebsocketURL(),
ProxyURL: {{.Variable}}.Websocket.GetProxyAddress(),
Verbose: {{.Variable}}.Verbose,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
}
*/
return nil
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func ({{.Variable}} *{{.CapitalName}}) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
// Implement fetching the exchange available pairs if supported
return nil, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func ({{.Variable}} *{{.CapitalName}}) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
assetTypes := {{.Variable}}.GetAssetTypes(false)
for x := range assetTypes {
pairs, err := {{.Variable}}.FetchTradablePairs(ctx, assetTypes[x])
if err != nil {
return err
}
err = {{.Variable}}.UpdatePairs(pairs, assetTypes[x], false, forceUpdate)
if err != nil {
return err
}
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func ({{.Variable}} *{{.CapitalName}}) UpdateTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
// NOTE: EXAMPLE FOR GETTING TICKER PRICE
/*
tickerPrice := new(ticker.Price)
tick, err := {{.Variable}}.GetTicker(p.String())
if err != nil {
return tickerPrice, err
}
tickerPrice = &ticker.Price{
High: tick.High,
Low: tick.Low,
Bid: tick.Bid,
Ask: tick.Ask,
Open: tick.Open,
Close: tick.Close,
Pair: p,
}
err = ticker.ProcessTicker({{.Variable}}.Name, tickerPrice, assetType)
if err != nil {
return tickerPrice, err
}
*/
return ticker.GetTicker({{.Variable}}.Name, p, assetType)
}
// UpdateTickers updates all currency pairs of a given asset type
func ({{.Variable}} *{{.CapitalName}}) UpdateTickers(ctx context.Context, assetType asset.Item) error {
// NOTE: EXAMPLE FOR GETTING TICKER PRICE
/*
tick, err := {{.Variable}}.GetTickers()
if err != nil {
return err
}
for y := range tick {
cp, err := currency.NewPairFromString(tick[y].Symbol)
if err != nil {
return err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick[y].LastPrice,
High: tick[y].HighPrice,
Low: tick[y].LowPrice,
Bid: tick[y].BidPrice,
Ask: tick[y].AskPrice,
Volume: tick[y].Volume,
QuoteVolume: tick[y].QuoteVolume,
Open: tick[y].OpenPrice,
Close: tick[y].PrevClosePrice,
Pair: cp,
ExchangeName: b.Name,
AssetType: assetType,
})
if err != nil {
return err
}
}
*/
return nil
}
// FetchTicker returns the ticker for a currency pair
func ({{.Variable}} *{{.CapitalName}}) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker({{.Variable}}.Name, p, assetType)
if err != nil {
return {{.Variable}}.UpdateTicker(ctx, p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func ({{.Variable}} *{{.CapitalName}}) FetchOrderbook(ctx context.Context, pair currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get({{.Variable}}.Name, pair, assetType)
if err != nil {
return {{.Variable}}.UpdateOrderbook(ctx, pair, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func ({{.Variable}} *{{.CapitalName}}) UpdateOrderbook(ctx context.Context, pair currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: {{.Variable}}.Name,
Pair: pair,
Asset: assetType,
VerifyOrderbook: {{.Variable}}.CanVerifyOrderbook,
}
// NOTE: UPDATE ORDERBOOK EXAMPLE
/*
orderbookNew, err := {{.Variable}}.GetOrderBook(exchange.FormatExchangeCurrency({{.Variable}}.Name, p).String(), 1000)
if err != nil {
return book, err
}
book.Bids = make([]orderbook.Item, len(orderbookNew.Bids))
for x := range orderbookNew.Bids {
book.Bids[x] = orderbook.Item{
Amount: orderbookNew.Bids[x].Quantity,
Price: orderbookNew.Bids[x].Price,
}
}
book.Asks = make([]orderbook.Item, len(orderbookNew.Asks))
for x := range orderbookNew.Asks {
book.Asks[x] = orderbook.Item{
Amount: orderBookNew.Asks[x].Quantity,
Price: orderBookNew.Asks[x].Price,
}
}
*/
err := book.Process()
if err != nil {
return book, err
}
return orderbook.Get({{.Variable}}.Name, pair, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies
func ({{.Variable}} *{{.CapitalName}}) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
// If fetching requires more than one asset type please set
// HasAssetTypeAccountSegregation to true in RESTCapabilities above.
return account.Holdings{}, common.ErrNotYetImplemented
}
// FetchAccountInfo retrieves balances for all enabled currencies
func ({{.Variable}} *{{.CapitalName}}) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
// Example implementation below:
// creds, err := {{.Variable}}.GetCredentials(ctx)
// if err != nil {
// return account.Holdings{}, err
// }
// acc, err := account.GetHoldings({{.Variable}}.Name, creds, assetType)
// if err != nil {
// return {{.Variable}}.UpdateAccountInfo(ctx, assetType)
// }
// return acc, nil
return account.Holdings{}, common.ErrNotYetImplemented
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func ({{.Variable}} *{{.CapitalName}}) GetAccountFundingHistory(ctx context.Context) ([]exchange.FundingHistory, error) {
return nil, common.ErrNotYetImplemented
}
// GetWithdrawalsHistory returns previous withdrawals data
func ({{.Variable}} *{{.CapitalName}}) GetWithdrawalsHistory(ctx context.Context, c currency.Code, a asset.Item) ([]exchange.WithdrawalHistory, error) {
return nil, common.ErrNotYetImplemented
}
// GetRecentTrades returns the most recent trades for a currency and asset
func ({{.Variable}} *{{.CapitalName}}) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
return nil, common.ErrNotYetImplemented
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func ({{.Variable}} *{{.CapitalName}}) GetHistoricTrades(ctx context.Context, p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
return nil, common.ErrNotYetImplemented
}
// GetServerTime returns the current exchange server time.
func ({{.Variable}} *{{.CapitalName}}) GetServerTime(ctx context.Context, a asset.Item) (time.Time, error) {
return time.Time{}, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func ({{.Variable}} *{{.CapitalName}}) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
if err := s.Validate(); err != nil {
return nil, err
}
// When an order has been submitted you can use this helpful constructor to
// return. Please add any additional order details to the
// order.SubmitResponse if you think they are applicable.
// resp, err := s.DeriveSubmitResponse( /*newOrderID*/)
// if err != nil {
// return nil, nil
// }
// resp.Date = exampleTime // e.g. If this is supplied by the exchanges API.
// return resp, nil
return nil, common.ErrNotYetImplemented
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func ({{.Variable}} *{{.CapitalName}}) ModifyOrder(ctx context.Context, action *order.Modify) (*order.ModifyResponse, error) {
if err := action.Validate(); err != nil {
return nil, err
}
// When an order has been modified you can use this helpful constructor to
// return. Please add any additional order details to the
// order.ModifyResponse if you think they are applicable.
// resp, err := action.DeriveModifyResponse()
// if err != nil {
// return nil, nil
// }
// resp.OrderID = maybeANewOrderID // e.g. If this is supplied by the exchanges API.
return nil, common.ErrNotYetImplemented
}
// CancelOrder cancels an order by its corresponding ID number
func ({{.Variable}} *{{.CapitalName}}) CancelOrder(ctx context.Context, ord *order.Cancel) error {
// if err := ord.Validate(ord.StandardCancel()); err != nil {
// return err
// }
return common.ErrNotYetImplemented
}
// CancelBatchOrders cancels orders by their corresponding ID numbers
func ({{.Variable}} *{{.CapitalName}}) CancelBatchOrders(ctx context.Context, orders []order.Cancel) (*order.CancelBatchResponse, error) {
return nil, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func ({{.Variable}} *{{.CapitalName}}) CancelAllOrders(ctx context.Context, orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
// if err := orderCancellation.Validate(); err != nil {
// return err
// }
return order.CancelAllResponse{}, common.ErrNotYetImplemented
}
// GetOrderInfo returns order information based on order ID
func ({{.Variable}} *{{.CapitalName}}) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (*order.Detail, error) {
return nil, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func ({{.Variable}} *{{.CapitalName}}) GetDepositAddress(ctx context.Context, c currency.Code, accountID string, chain string) (*deposit.Address, error) {
return nil, common.ErrNotYetImplemented
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func ({{.Variable}} *{{.CapitalName}}) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
// if err := withdrawRequest.Validate(); err != nil {
// return nil, err
// }
return nil, common.ErrNotYetImplemented
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
// submitted
func ({{.Variable}} *{{.CapitalName}}) WithdrawFiatFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
// if err := withdrawRequest.Validate(); err != nil {
// return nil, err
// }
return nil, common.ErrNotYetImplemented
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is
// submitted
func ({{.Variable}} *{{.CapitalName}}) WithdrawFiatFundsToInternationalBank(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
// if err := withdrawRequest.Validate(); err != nil {
// return nil, err
// }
return nil, common.ErrNotYetImplemented
}
// GetActiveOrders retrieves any orders that are active/open
func ({{.Variable}} *{{.CapitalName}}) GetActiveOrders(ctx context.Context, getOrdersRequest *order.MultiOrderRequest) (order.FilteredOrders, error) {
// if err := getOrdersRequest.Validate(); err != nil {
// return nil, err
// }
return nil, common.ErrNotYetImplemented
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func ({{.Variable}} *{{.CapitalName}}) GetOrderHistory(ctx context.Context, getOrdersRequest *order.MultiOrderRequest) (order.FilteredOrders, error) {
// if err := getOrdersRequest.Validate(); err != nil {
// return nil, err
// }
return nil, common.ErrNotYetImplemented
}
// GetFeeByType returns an estimate of fee based on the type of transaction
func ({{.Variable}} *{{.CapitalName}}) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
return 0, common.ErrNotYetImplemented
}
// ValidateAPICredentials validates current credentials used for wrapper
func ({{.Variable}} *{{.CapitalName}}) ValidateAPICredentials(ctx context.Context, assetType asset.Item) error {
_, err := {{.Variable}}.UpdateAccountInfo(ctx, assetType)
return {{.Variable}}.CheckTransientError(err)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func ({{.Variable}} *{{.CapitalName}}) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
return nil, common.ErrNotYetImplemented
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func ({{.Variable}} *{{.CapitalName}}) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
return nil, common.ErrNotYetImplemented
}
// GetFuturesContractDetails returns all contracts from the exchange by asset type
func ({{.Variable}} *{{.CapitalName}}) GetFuturesContractDetails(context.Context, asset.Item) ([]futures.Contract, error) {
return nil, common.ErrNotYetImplemented
}
// GetLatestFundingRates returns the latest funding rates data
func ({{.Variable}} *{{.CapitalName}}) GetLatestFundingRates(_ context.Context, _ *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
return nil, common.ErrNotYetImplemented
}
// UpdateOrderExecutionLimits updates order execution limits
func ({{.Variable}} *{{.CapitalName}}) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
return common.ErrNotYetImplemented
}
{{end}}