Files
gocryptotrader/exchanges/exchange.go
Ryan O'Hara-Reid 7b718700f7 orderbook: Implement initial linked list (#643)
* Exchanges: Initial implementation after rebase of depth (WIP)

* orderbook/buffer: convert and couple orderbook interaction functionality from buffer to orderbook linked list - Use single point reference for orderbook depth

* buffer/orderbook: conversion continued (WIP)

* exchange: buffer/linkedlist handover (WIP)

* Added some tests for yesterday

* linkedList: added more testing and trying to figure out broken things

* Started tying everything in

* continuous integration and testing

* orderbook: expanded tests

* go mod tidy

* Add in different synchornisation levels for protocols
Add in timer for the streaming system to reduce updates to datahandler
Add in more test code as I integrate more exchanges

* Depth: Add tests, add length check to call linked list updating, add in constructor.
Linked List: Improve tests, add in checks for zero liquidity on books.
Node: Added in cleaner POC, add in contructor.
Buffer: Fixed tests, checked benchmarks.

* orderbook: reinstate dispatch calls

* Addr glorious & madcozbad nits

* fix functionality and add tests

* Address linterinos

* remove label

* expanded comment

* fix races and and bitmex test

* reinstate go routine for alerting changes

* rm line :D

* fix more tests

* Addr glorious nits

* rm glorious field

* depth: defer unlock to stop deadlock

* orderbook: remove unused vars

* buffer: fix test to what it should be

* nits: madcosbad addr

* nits: glorious nits

* linkedlist: remove unused params

* orderbook: shift time call to outside of push to inline, add in case for update inster price for zero liquidity, nits

* orderbook: nits addressed

* engine: change stream -> websocket convention and remove unused function

* nits: glorious nits

* Websocket Buffer: Add verbosity switch

* linked list: Add comment

* linked list: fix spelling

* nits: glorious nits

* orderbook: Adds in test and explicit time type with constructor, fix nits

* linter

* spelling: removed the dere fence

* depth: Update alerting mechanism to a more battle tested state

* depth: spelling

* nits: glorious nits

* linked list: match cases

* buffer: fix linter issue

* golangci: increase timeout by 30 seconds

* nodes: update atomic checks

* spelling: fix

* node: add in commentary

* exchanges/syncer: add function to switch over to REST when websocket functionality is not available for a specific asset type

* linter: exchange linter issues

* syncer: Add in warning

* nits: glorious nits

* AssetWebsocketSupport: unexport map

* Nits: Adrr

* rm letter

* exchanges: Orderbook verification change for naming, deprecate checksum bypass as it has the potential to obfuscate errors that are at the tail end of the book, add in verification for websocket stream updates

* general: fix spelling remove breakpoint

* nits: fix more glorious nits until more are found

* orderbook: fix tests

* orderbook: fix wait tests and add in more checks

* nits: addr

* orderbook: remove dispatch reference

* linkedlist: consolidate bid/ask functions

* linked lisdt: remove words

* fix spelling
2021-04-23 15:16:01 +10:00

1305 lines
40 KiB
Go

package exchange
import (
"errors"
"fmt"
"net"
"net/http"
"net/url"
"strconv"
"strings"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/convert"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"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/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/banking"
)
const (
warningBase64DecryptSecretKeyFailed = "exchange %s unable to base64 decode secret key.. Disabling Authenticated API support" // nolint // False positive (G101: Potential hardcoded credentials)
// WarningAuthenticatedRequestWithoutCredentialsSet error message for authenticated request without credentials set
WarningAuthenticatedRequestWithoutCredentialsSet = "exchange %s authenticated HTTP request called but not supported due to unset/default API keys"
// DefaultHTTPTimeout is the default HTTP/HTTPS Timeout for exchange requests
DefaultHTTPTimeout = time.Second * 15
// DefaultWebsocketResponseCheckTimeout is the default delay in checking for an expected websocket response
DefaultWebsocketResponseCheckTimeout = time.Millisecond * 50
// DefaultWebsocketResponseMaxLimit is the default max wait for an expected websocket response before a timeout
DefaultWebsocketResponseMaxLimit = time.Second * 7
// DefaultWebsocketOrderbookBufferLimit is the maximum number of orderbook updates that get stored before being applied
DefaultWebsocketOrderbookBufferLimit = 5
)
func (b *Base) checkAndInitRequester() {
if b.Requester == nil {
b.Requester = request.New(b.Name,
&http.Client{Transport: new(http.Transport)})
}
}
// SetHTTPClientTimeout sets the timeout value for the exchanges HTTP Client and
// also the underlying transports idle connection timeout
func (b *Base) SetHTTPClientTimeout(t time.Duration) error {
b.checkAndInitRequester()
b.Requester.HTTPClient.Timeout = t
tr, ok := b.Requester.HTTPClient.Transport.(*http.Transport)
if !ok {
return errors.New("transport not set, cannot set timeout")
}
tr.IdleConnTimeout = t
return nil
}
// SetHTTPClient sets exchanges HTTP client
func (b *Base) SetHTTPClient(h *http.Client) {
b.checkAndInitRequester()
b.Requester.HTTPClient = h
}
// GetHTTPClient gets the exchanges HTTP client
func (b *Base) GetHTTPClient() *http.Client {
b.checkAndInitRequester()
return b.Requester.HTTPClient
}
// SetHTTPClientUserAgent sets the exchanges HTTP user agent
func (b *Base) SetHTTPClientUserAgent(ua string) {
b.checkAndInitRequester()
b.Requester.UserAgent = ua
b.HTTPUserAgent = ua
}
// GetHTTPClientUserAgent gets the exchanges HTTP user agent
func (b *Base) GetHTTPClientUserAgent() string {
return b.HTTPUserAgent
}
// SetClientProxyAddress sets a proxy address for REST and websocket requests
func (b *Base) SetClientProxyAddress(addr string) error {
if addr == "" {
return nil
}
proxy, err := url.Parse(addr)
if err != nil {
return fmt.Errorf("exchange.go - setting proxy address error %s",
err)
}
err = b.Requester.SetProxy(proxy)
if err != nil {
return err
}
if b.Websocket != nil {
err = b.Websocket.SetProxyAddress(addr)
if err != nil {
return err
}
}
return nil
}
// SetFeatureDefaults sets the exchanges default feature
// support set
func (b *Base) SetFeatureDefaults() {
if b.Config.Features == nil {
s := &config.FeaturesConfig{
Supports: config.FeaturesSupportedConfig{
Websocket: b.Features.Supports.Websocket,
REST: b.Features.Supports.REST,
RESTCapabilities: protocol.Features{
AutoPairUpdates: b.Features.Supports.RESTCapabilities.AutoPairUpdates,
},
},
}
if b.Config.SupportsAutoPairUpdates != nil {
s.Supports.RESTCapabilities.AutoPairUpdates = *b.Config.SupportsAutoPairUpdates
s.Enabled.AutoPairUpdates = *b.Config.SupportsAutoPairUpdates
} else {
s.Supports.RESTCapabilities.AutoPairUpdates = b.Features.Supports.RESTCapabilities.AutoPairUpdates
s.Enabled.AutoPairUpdates = b.Features.Supports.RESTCapabilities.AutoPairUpdates
if !s.Supports.RESTCapabilities.AutoPairUpdates {
b.Config.CurrencyPairs.LastUpdated = time.Now().Unix()
b.CurrencyPairs.LastUpdated = b.Config.CurrencyPairs.LastUpdated
}
}
b.Config.Features = s
b.Config.SupportsAutoPairUpdates = nil
} else {
if b.Features.Supports.RESTCapabilities.AutoPairUpdates != b.Config.Features.Supports.RESTCapabilities.AutoPairUpdates {
b.Config.Features.Supports.RESTCapabilities.AutoPairUpdates = b.Features.Supports.RESTCapabilities.AutoPairUpdates
if !b.Config.Features.Supports.RESTCapabilities.AutoPairUpdates {
b.Config.CurrencyPairs.LastUpdated = time.Now().Unix()
}
}
if b.Features.Supports.REST != b.Config.Features.Supports.REST {
b.Config.Features.Supports.REST = b.Features.Supports.REST
}
if b.Features.Supports.RESTCapabilities.TickerBatching != b.Config.Features.Supports.RESTCapabilities.TickerBatching {
b.Config.Features.Supports.RESTCapabilities.TickerBatching = b.Features.Supports.RESTCapabilities.TickerBatching
}
if b.Features.Supports.Websocket != b.Config.Features.Supports.Websocket {
b.Config.Features.Supports.Websocket = b.Features.Supports.Websocket
}
if b.IsSaveTradeDataEnabled() != b.Config.Features.Enabled.SaveTradeData {
b.SetSaveTradeDataStatus(b.Config.Features.Enabled.SaveTradeData)
}
b.Features.Enabled.AutoPairUpdates = b.Config.Features.Enabled.AutoPairUpdates
}
}
// SetAPICredentialDefaults sets the API Credential validator defaults
func (b *Base) SetAPICredentialDefaults() {
// Exchange hardcoded settings take precedence and overwrite the config settings
if b.Config.API.CredentialsValidator == nil {
b.Config.API.CredentialsValidator = new(config.APICredentialsValidatorConfig)
}
if b.Config.API.CredentialsValidator.RequiresKey != b.API.CredentialsValidator.RequiresKey {
b.Config.API.CredentialsValidator.RequiresKey = b.API.CredentialsValidator.RequiresKey
}
if b.Config.API.CredentialsValidator.RequiresSecret != b.API.CredentialsValidator.RequiresSecret {
b.Config.API.CredentialsValidator.RequiresSecret = b.API.CredentialsValidator.RequiresSecret
}
if b.Config.API.CredentialsValidator.RequiresBase64DecodeSecret != b.API.CredentialsValidator.RequiresBase64DecodeSecret {
b.Config.API.CredentialsValidator.RequiresBase64DecodeSecret = b.API.CredentialsValidator.RequiresBase64DecodeSecret
}
if b.Config.API.CredentialsValidator.RequiresClientID != b.API.CredentialsValidator.RequiresClientID {
b.Config.API.CredentialsValidator.RequiresClientID = b.API.CredentialsValidator.RequiresClientID
}
if b.Config.API.CredentialsValidator.RequiresPEM != b.API.CredentialsValidator.RequiresPEM {
b.Config.API.CredentialsValidator.RequiresPEM = b.API.CredentialsValidator.RequiresPEM
}
}
// SupportsRESTTickerBatchUpdates returns whether or not the
// exhange supports REST batch ticker fetching
func (b *Base) SupportsRESTTickerBatchUpdates() bool {
return b.Features.Supports.RESTCapabilities.TickerBatching
}
// SupportsAutoPairUpdates returns whether or not the exchange supports
// auto currency pair updating
func (b *Base) SupportsAutoPairUpdates() bool {
if b.Features.Supports.RESTCapabilities.AutoPairUpdates ||
b.Features.Supports.WebsocketCapabilities.AutoPairUpdates {
return true
}
return false
}
// GetLastPairsUpdateTime returns the unix timestamp of when the exchanges
// currency pairs were last updated
func (b *Base) GetLastPairsUpdateTime() int64 {
return b.CurrencyPairs.LastUpdated
}
// GetAssetTypes returns the available asset types for an individual exchange
func (b *Base) GetAssetTypes() asset.Items {
return b.CurrencyPairs.GetAssetTypes()
}
// GetPairAssetType returns the associated asset type for the currency pair
// This method is only useful for exchanges that have pair names with multiple delimiters (BTC-USD-0626)
// Helpful if the exchange has only a single asset type but in that case the asset type can be hard coded
func (b *Base) GetPairAssetType(c currency.Pair) (asset.Item, error) {
assetTypes := b.GetAssetTypes()
for i := range assetTypes {
avail, err := b.GetAvailablePairs(assetTypes[i])
if err != nil {
return "", err
}
if avail.Contains(c, true) {
return assetTypes[i], nil
}
}
return "", errors.New("asset type not associated with currency pair")
}
// GetClientBankAccounts returns banking details associated with
// a client for withdrawal purposes
func (b *Base) GetClientBankAccounts(exchangeName, withdrawalCurrency string) (*banking.Account, error) {
cfg := config.GetConfig()
return cfg.GetClientBankAccounts(exchangeName, withdrawalCurrency)
}
// GetExchangeBankAccounts returns banking details associated with an
// exchange for funding purposes
func (b *Base) GetExchangeBankAccounts(id, depositCurrency string) (*banking.Account, error) {
cfg := config.GetConfig()
return cfg.GetExchangeBankAccounts(b.Name, id, depositCurrency)
}
// SetCurrencyPairFormat checks the exchange request and config currency pair
// formats and syncs it with the exchanges SetDefault settings
func (b *Base) SetCurrencyPairFormat() {
if b.Config.CurrencyPairs == nil {
b.Config.CurrencyPairs = new(currency.PairsManager)
}
b.Config.CurrencyPairs.UseGlobalFormat = b.CurrencyPairs.UseGlobalFormat
if b.Config.CurrencyPairs.UseGlobalFormat {
b.Config.CurrencyPairs.RequestFormat = b.CurrencyPairs.RequestFormat
b.Config.CurrencyPairs.ConfigFormat = b.CurrencyPairs.ConfigFormat
return
}
if b.Config.CurrencyPairs.ConfigFormat != nil {
b.Config.CurrencyPairs.ConfigFormat = nil
}
if b.Config.CurrencyPairs.RequestFormat != nil {
b.Config.CurrencyPairs.RequestFormat = nil
}
assetTypes := b.GetAssetTypes()
for x := range assetTypes {
if _, err := b.Config.CurrencyPairs.Get(assetTypes[x]); err != nil {
ps, err := b.CurrencyPairs.Get(assetTypes[x])
if err != nil {
continue
}
b.Config.CurrencyPairs.Store(assetTypes[x], *ps)
}
}
}
// SetConfigPairs sets the exchanges currency pairs to the pairs set in the config
func (b *Base) SetConfigPairs() error {
assetTypes := b.Config.CurrencyPairs.GetAssetTypes()
exchangeAssets := b.CurrencyPairs.GetAssetTypes()
for x := range assetTypes {
if !exchangeAssets.Contains(assetTypes[x]) {
log.Warnf(log.ExchangeSys,
"%s exchange asset type %s unsupported, please manually remove from configuration",
b.Name,
assetTypes[x])
}
cfgPS, err := b.Config.CurrencyPairs.Get(assetTypes[x])
if err != nil {
return err
}
var enabledAsset bool
if b.Config.CurrencyPairs.IsAssetEnabled(assetTypes[x]) == nil {
enabledAsset = true
}
b.CurrencyPairs.SetAssetEnabled(assetTypes[x], enabledAsset)
if b.Config.CurrencyPairs.UseGlobalFormat {
b.CurrencyPairs.StorePairs(assetTypes[x], cfgPS.Available, false)
b.CurrencyPairs.StorePairs(assetTypes[x], cfgPS.Enabled, true)
continue
}
exchPS, err := b.CurrencyPairs.Get(assetTypes[x])
if err != nil {
return err
}
cfgPS.ConfigFormat = exchPS.ConfigFormat
cfgPS.RequestFormat = exchPS.RequestFormat
b.CurrencyPairs.StorePairs(assetTypes[x], cfgPS.Available, false)
b.CurrencyPairs.StorePairs(assetTypes[x], cfgPS.Enabled, true)
}
return nil
}
// GetAuthenticatedAPISupport returns whether the exchange supports
// authenticated API requests
func (b *Base) GetAuthenticatedAPISupport(endpoint uint8) bool {
switch endpoint {
case RestAuthentication:
return b.API.AuthenticatedSupport
case WebsocketAuthentication:
return b.API.AuthenticatedWebsocketSupport
}
return false
}
// GetName is a method that returns the name of the exchange base
func (b *Base) GetName() string {
return b.Name
}
// GetEnabledFeatures returns the exchanges enabled features
func (b *Base) GetEnabledFeatures() FeaturesEnabled {
return b.Features.Enabled
}
// GetSupportedFeatures returns the exchanges supported features
func (b *Base) GetSupportedFeatures() FeaturesSupported {
return b.Features.Supports
}
// GetPairFormat returns the pair format based on the exchange and
// asset type
func (b *Base) GetPairFormat(assetType asset.Item, requestFormat bool) (currency.PairFormat, error) {
if b.CurrencyPairs.UseGlobalFormat {
if requestFormat {
if b.CurrencyPairs.RequestFormat == nil {
return currency.PairFormat{},
errors.New("global request format is nil")
}
return *b.CurrencyPairs.RequestFormat, nil
}
if b.CurrencyPairs.ConfigFormat == nil {
return currency.PairFormat{},
errors.New("global config format is nil")
}
return *b.CurrencyPairs.ConfigFormat, nil
}
ps, err := b.CurrencyPairs.Get(assetType)
if err != nil {
return currency.PairFormat{}, err
}
if requestFormat {
if ps.RequestFormat == nil {
return currency.PairFormat{},
errors.New("asset type request format is nil")
}
return *ps.RequestFormat, nil
}
if ps.ConfigFormat == nil {
return currency.PairFormat{},
errors.New("asset type config format is nil")
}
return *ps.ConfigFormat, nil
}
// GetEnabledPairs is a method that returns the enabled currency pairs of
// the exchange by asset type, if the asset type is disabled this will return no
// enabled pairs
func (b *Base) GetEnabledPairs(a asset.Item) (currency.Pairs, error) {
err := b.CurrencyPairs.IsAssetEnabled(a)
if err != nil {
return nil, nil
}
format, err := b.GetPairFormat(a, false)
if err != nil {
return nil, err
}
enabledpairs, err := b.CurrencyPairs.GetPairs(a, true)
if err != nil {
return nil, err
}
return enabledpairs.Format(format.Delimiter,
format.Index,
format.Uppercase),
nil
}
// GetRequestFormattedPairAndAssetType is a method that returns the enabled currency pair of
// along with its asset type. Only use when there is no chance of the same name crossing over
func (b *Base) GetRequestFormattedPairAndAssetType(p string) (currency.Pair, asset.Item, error) {
assetTypes := b.GetAssetTypes()
var response currency.Pair
for i := range assetTypes {
format, err := b.GetPairFormat(assetTypes[i], true)
if err != nil {
return response, assetTypes[i], err
}
pairs, err := b.CurrencyPairs.GetPairs(assetTypes[i], true)
if err != nil {
return response, assetTypes[i], err
}
for j := range pairs {
formattedPair := pairs[j].Format(format.Delimiter, format.Uppercase)
if strings.EqualFold(formattedPair.String(), p) {
return formattedPair, assetTypes[i], nil
}
}
}
return response, "", errors.New("pair not found: " + p)
}
// GetAvailablePairs is a method that returns the available currency pairs
// of the exchange by asset type
func (b *Base) GetAvailablePairs(assetType asset.Item) (currency.Pairs, error) {
format, err := b.GetPairFormat(assetType, false)
if err != nil {
return nil, err
}
pairs, err := b.CurrencyPairs.GetPairs(assetType, false)
if err != nil {
return nil, err
}
return pairs.Format(format.Delimiter, format.Index, format.Uppercase), nil
}
// SupportsPair returns true or not whether a currency pair exists in the
// exchange available currencies or not
func (b *Base) SupportsPair(p currency.Pair, enabledPairs bool, assetType asset.Item) error {
if enabledPairs {
pairs, err := b.GetEnabledPairs(assetType)
if err != nil {
return err
}
if pairs.Contains(p, false) {
return nil
}
return errors.New("pair not supported")
}
avail, err := b.GetAvailablePairs(assetType)
if err != nil {
return err
}
if avail.Contains(p, false) {
return nil
}
return errors.New("pair not supported")
}
// FormatExchangeCurrencies returns a string containing
// the exchanges formatted currency pairs
func (b *Base) FormatExchangeCurrencies(pairs []currency.Pair, assetType asset.Item) (string, error) {
var currencyItems strings.Builder
pairFmt, err := b.GetPairFormat(assetType, true)
if err != nil {
return "", err
}
for x := range pairs {
format, err := b.FormatExchangeCurrency(pairs[x], assetType)
if err != nil {
return "", err
}
currencyItems.WriteString(format.String())
if x == len(pairs)-1 {
continue
}
currencyItems.WriteString(pairFmt.Separator)
}
if currencyItems.Len() == 0 {
return "", errors.New("returned empty string")
}
return currencyItems.String(), nil
}
// FormatExchangeCurrency is a method that formats and returns a currency pair
// based on the user currency display preferences
func (b *Base) FormatExchangeCurrency(p currency.Pair, assetType asset.Item) (currency.Pair, error) {
pairFmt, err := b.GetPairFormat(assetType, true)
if err != nil {
return currency.Pair{}, err
}
return p.Format(pairFmt.Delimiter, pairFmt.Uppercase), nil
}
// SetEnabled is a method that sets if the exchange is enabled
func (b *Base) SetEnabled(enabled bool) {
b.Enabled = enabled
}
// IsEnabled is a method that returns if the current exchange is enabled
func (b *Base) IsEnabled() bool {
return b.Enabled
}
// SetAPIKeys is a method that sets the current API keys for the exchange
func (b *Base) SetAPIKeys(apiKey, apiSecret, clientID string) {
b.API.Credentials.Key = apiKey
b.API.Credentials.ClientID = clientID
if b.API.CredentialsValidator.RequiresBase64DecodeSecret {
result, err := crypto.Base64Decode(apiSecret)
if err != nil {
b.API.AuthenticatedSupport = false
b.API.AuthenticatedWebsocketSupport = false
log.Warnf(log.ExchangeSys,
warningBase64DecryptSecretKeyFailed,
b.Name)
return
}
b.API.Credentials.Secret = string(result)
} else {
b.API.Credentials.Secret = apiSecret
}
}
// SetupDefaults sets the exchange settings based on the supplied config
func (b *Base) SetupDefaults(exch *config.ExchangeConfig) error {
b.Enabled = true
b.LoadedByConfig = true
b.Config = exch
b.Verbose = exch.Verbose
b.API.AuthenticatedSupport = exch.API.AuthenticatedSupport
b.API.AuthenticatedWebsocketSupport = exch.API.AuthenticatedWebsocketSupport
if b.API.AuthenticatedSupport || b.API.AuthenticatedWebsocketSupport {
b.SetAPIKeys(exch.API.Credentials.Key,
exch.API.Credentials.Secret,
exch.API.Credentials.ClientID)
}
if exch.HTTPTimeout <= time.Duration(0) {
exch.HTTPTimeout = DefaultHTTPTimeout
}
err := b.SetHTTPClientTimeout(exch.HTTPTimeout)
if err != nil {
return err
}
if exch.CurrencyPairs == nil {
exch.CurrencyPairs = new(currency.PairsManager)
}
b.HTTPDebugging = exch.HTTPDebugging
b.SetHTTPClientUserAgent(exch.HTTPUserAgent)
b.SetCurrencyPairFormat()
err = b.SetConfigPairs()
if err != nil {
return err
}
b.SetFeatureDefaults()
if b.API.Endpoints == nil {
b.API.Endpoints = b.NewEndpoints()
}
err = b.SetAPIURL()
if err != nil {
return err
}
b.SetAPICredentialDefaults()
err = b.SetClientProxyAddress(exch.ProxyAddress)
if err != nil {
return err
}
b.BaseCurrencies = exch.BaseCurrencies
if exch.OrderbookConfig.VerificationBypass {
log.Warnf(log.ExchangeSys,
"%s orderbook verification has been bypassed via config.",
b.Name)
}
b.CanVerifyOrderbook = !exch.OrderbookConfig.VerificationBypass
return nil
}
// AllowAuthenticatedRequest checks to see if the required fields have been set
// before sending an authenticated API request
func (b *Base) AllowAuthenticatedRequest() bool {
if b.SkipAuthCheck {
return true
}
// Individual package usage, allow request if API credentials are valid a
// and without needing to set AuthenticatedSupport to true
if !b.LoadedByConfig {
return b.ValidateAPICredentials()
}
// Bot usage, AuthenticatedSupport can be disabled by user if desired, so
// don't allow authenticated requests.
if !b.API.AuthenticatedSupport && !b.API.AuthenticatedWebsocketSupport {
return false
}
// Check to see if the user has enabled AuthenticatedSupport, but has
// invalid API credentials set and loaded by config
return b.ValidateAPICredentials()
}
// ValidateAPICredentials validates the exchanges API credentials
func (b *Base) ValidateAPICredentials() bool {
if b.API.CredentialsValidator.RequiresKey {
if b.API.Credentials.Key == "" ||
b.API.Credentials.Key == config.DefaultAPIKey {
log.Warnf(log.ExchangeSys,
"exchange %s requires API key but default/empty one set",
b.Name)
return false
}
}
if b.API.CredentialsValidator.RequiresSecret {
if b.API.Credentials.Secret == "" ||
b.API.Credentials.Secret == config.DefaultAPISecret {
log.Warnf(log.ExchangeSys,
"exchange %s requires API secret but default/empty one set",
b.Name)
return false
}
}
if b.API.CredentialsValidator.RequiresPEM {
if b.API.Credentials.PEMKey == "" ||
strings.Contains(b.API.Credentials.PEMKey, "JUSTADUMMY") {
log.Warnf(log.ExchangeSys,
"exchange %s requires API PEM key but default/empty one set",
b.Name)
return false
}
}
if b.API.CredentialsValidator.RequiresClientID {
if b.API.Credentials.ClientID == "" ||
b.API.Credentials.ClientID == config.DefaultAPIClientID {
log.Warnf(log.ExchangeSys,
"exchange %s requires API ClientID but default/empty one set",
b.Name)
return false
}
}
if b.API.CredentialsValidator.RequiresBase64DecodeSecret && !b.LoadedByConfig {
_, err := crypto.Base64Decode(b.API.Credentials.Secret)
if err != nil {
log.Warnf(log.ExchangeSys,
"exchange %s API secret base64 decode failed: %s",
b.Name, err)
return false
}
}
return true
}
// SetPairs sets the exchange currency pairs for either enabledPairs or
// availablePairs
func (b *Base) SetPairs(pairs currency.Pairs, assetType asset.Item, enabled bool) error {
if len(pairs) == 0 {
return fmt.Errorf("%s SetPairs error - pairs is empty", b.Name)
}
pairFmt, err := b.GetPairFormat(assetType, false)
if err != nil {
return err
}
var newPairs currency.Pairs
for x := range pairs {
newPairs = append(newPairs, pairs[x].Format(pairFmt.Delimiter,
pairFmt.Uppercase))
}
b.CurrencyPairs.StorePairs(assetType, newPairs, enabled)
b.Config.CurrencyPairs.StorePairs(assetType, newPairs, enabled)
return nil
}
// UpdatePairs updates the exchange currency pairs for either enabledPairs or
// availablePairs
func (b *Base) UpdatePairs(exchangeProducts currency.Pairs, assetType asset.Item, enabled, force bool) error {
exchangeProducts = exchangeProducts.Upper()
var products currency.Pairs
for x := range exchangeProducts {
if exchangeProducts[x].String() == "" {
continue
}
products = append(products, exchangeProducts[x])
}
var updateType string
targetPairs, err := b.CurrencyPairs.GetPairs(assetType, enabled)
if err != nil {
return err
}
if enabled {
updateType = "enabled"
} else {
updateType = "available"
}
newPairs, removedPairs := targetPairs.FindDifferences(products)
if force || len(newPairs) > 0 || len(removedPairs) > 0 {
if force {
log.Debugf(log.ExchangeSys,
"%s forced update of %s [%v] pairs.",
b.Name,
updateType,
strings.ToUpper(assetType.String()))
} else {
if len(newPairs) > 0 {
log.Debugf(log.ExchangeSys,
"%s Updating %s pairs [%v] - Added: %s.\n",
b.Name,
updateType,
strings.ToUpper(assetType.String()),
newPairs)
}
if len(removedPairs) > 0 {
log.Debugf(log.ExchangeSys,
"%s Updating %s pairs [%v] - Removed: %s.\n",
b.Name,
updateType,
strings.ToUpper(assetType.String()),
removedPairs)
}
}
b.Config.CurrencyPairs.StorePairs(assetType, products, enabled)
b.CurrencyPairs.StorePairs(assetType, products, enabled)
if !enabled {
// If available pairs are changed we will remove currency pair items
// that are still included in the enabled pairs list.
enabledPairs, err := b.CurrencyPairs.GetPairs(assetType, true)
if err == nil {
return nil
}
_, remove := enabledPairs.FindDifferences(products)
for i := range remove {
enabledPairs = enabledPairs.Remove(remove[i])
}
if len(remove) > 0 {
log.Debugf(log.ExchangeSys,
"%s Checked and updated enabled pairs [%v] - Removed: %s.\n",
b.Name,
strings.ToUpper(assetType.String()),
remove)
b.Config.CurrencyPairs.StorePairs(assetType, enabledPairs, true)
b.CurrencyPairs.StorePairs(assetType, enabledPairs, true)
}
}
}
return nil
}
// SetAPIURL sets configuration API URL for an exchange
func (b *Base) SetAPIURL() error {
checkInsecureEndpoint := func(endpoint string) {
if strings.Contains(endpoint, "https") || strings.Contains(endpoint, "wss") {
return
}
log.Warnf(log.ExchangeSys,
"%s is using HTTP instead of HTTPS or WS instead of WSS [%s] for API functionality, an"+
" attacker could eavesdrop on this connection. Use at your"+
" own risk.",
b.Name, endpoint)
}
var err error
if b.Config.API.OldEndPoints != nil {
if b.Config.API.OldEndPoints.URL != "" && b.Config.API.OldEndPoints.URL != config.APIURLNonDefaultMessage {
err = b.API.Endpoints.SetRunning(RestSpot.String(), b.Config.API.OldEndPoints.URL)
if err != nil {
return err
}
checkInsecureEndpoint(b.Config.API.OldEndPoints.URL)
}
if b.Config.API.OldEndPoints.URLSecondary != "" && b.Config.API.OldEndPoints.URLSecondary != config.APIURLNonDefaultMessage {
err = b.API.Endpoints.SetRunning(RestSpotSupplementary.String(), b.Config.API.OldEndPoints.URLSecondary)
if err != nil {
return err
}
checkInsecureEndpoint(b.Config.API.OldEndPoints.URLSecondary)
}
if b.Config.API.OldEndPoints.WebsocketURL != "" && b.Config.API.OldEndPoints.WebsocketURL != config.WebsocketURLNonDefaultMessage {
err = b.API.Endpoints.SetRunning(WebsocketSpot.String(), b.Config.API.OldEndPoints.WebsocketURL)
if err != nil {
return err
}
checkInsecureEndpoint(b.Config.API.OldEndPoints.WebsocketURL)
}
b.Config.API.OldEndPoints = nil
} else if b.Config.API.Endpoints != nil {
for key, val := range b.Config.API.Endpoints {
if val == "" ||
val == config.APIURLNonDefaultMessage ||
val == config.WebsocketURLNonDefaultMessage {
continue
}
checkInsecureEndpoint(val)
err = b.API.Endpoints.SetRunning(key, val)
if err != nil {
return err
}
}
}
runningMap := b.API.Endpoints.GetURLMap()
b.Config.API.Endpoints = runningMap
return nil
}
// SupportsREST returns whether or not the exchange supports
// REST
func (b *Base) SupportsREST() bool {
return b.Features.Supports.REST
}
// GetWithdrawPermissions passes through the exchange's withdraw permissions
func (b *Base) GetWithdrawPermissions() uint32 {
return b.Features.Supports.WithdrawPermissions
}
// SupportsWithdrawPermissions compares the supplied permissions with the exchange's to verify they're supported
func (b *Base) SupportsWithdrawPermissions(permissions uint32) bool {
exchangePermissions := b.GetWithdrawPermissions()
return permissions&exchangePermissions == permissions
}
// FormatWithdrawPermissions will return each of the exchange's compatible withdrawal methods in readable form
func (b *Base) FormatWithdrawPermissions() string {
var services []string
for i := 0; i < 32; i++ {
var check uint32 = 1 << uint32(i)
if b.GetWithdrawPermissions()&check != 0 {
switch check {
case AutoWithdrawCrypto:
services = append(services, AutoWithdrawCryptoText)
case AutoWithdrawCryptoWithAPIPermission:
services = append(services, AutoWithdrawCryptoWithAPIPermissionText)
case AutoWithdrawCryptoWithSetup:
services = append(services, AutoWithdrawCryptoWithSetupText)
case WithdrawCryptoWith2FA:
services = append(services, WithdrawCryptoWith2FAText)
case WithdrawCryptoWithSMS:
services = append(services, WithdrawCryptoWithSMSText)
case WithdrawCryptoWithEmail:
services = append(services, WithdrawCryptoWithEmailText)
case WithdrawCryptoWithWebsiteApproval:
services = append(services, WithdrawCryptoWithWebsiteApprovalText)
case WithdrawCryptoWithAPIPermission:
services = append(services, WithdrawCryptoWithAPIPermissionText)
case AutoWithdrawFiat:
services = append(services, AutoWithdrawFiatText)
case AutoWithdrawFiatWithAPIPermission:
services = append(services, AutoWithdrawFiatWithAPIPermissionText)
case AutoWithdrawFiatWithSetup:
services = append(services, AutoWithdrawFiatWithSetupText)
case WithdrawFiatWith2FA:
services = append(services, WithdrawFiatWith2FAText)
case WithdrawFiatWithSMS:
services = append(services, WithdrawFiatWithSMSText)
case WithdrawFiatWithEmail:
services = append(services, WithdrawFiatWithEmailText)
case WithdrawFiatWithWebsiteApproval:
services = append(services, WithdrawFiatWithWebsiteApprovalText)
case WithdrawFiatWithAPIPermission:
services = append(services, WithdrawFiatWithAPIPermissionText)
case WithdrawCryptoViaWebsiteOnly:
services = append(services, WithdrawCryptoViaWebsiteOnlyText)
case WithdrawFiatViaWebsiteOnly:
services = append(services, WithdrawFiatViaWebsiteOnlyText)
case NoFiatWithdrawals:
services = append(services, NoFiatWithdrawalsText)
default:
services = append(services, fmt.Sprintf("%s[1<<%v]", UnknownWithdrawalTypeText, i))
}
}
}
if len(services) > 0 {
return strings.Join(services, " & ")
}
return NoAPIWithdrawalMethodsText
}
// SupportsAsset whether or not the supplied asset is supported
// by the exchange
func (b *Base) SupportsAsset(a asset.Item) bool {
_, ok := b.CurrencyPairs.Pairs[a]
return ok
}
// PrintEnabledPairs prints the exchanges enabled asset pairs
func (b *Base) PrintEnabledPairs() {
for k, v := range b.CurrencyPairs.Pairs {
log.Infof(log.ExchangeSys, "%s Asset type %v:\n\t Enabled pairs: %v",
b.Name, strings.ToUpper(k.String()), v.Enabled)
}
}
// GetBase returns the exchange base
func (b *Base) GetBase() *Base { return b }
// CheckTransientError catches transient errors and returns nil if found, used
// for validation of API credentials
func (b *Base) CheckTransientError(err error) error {
if _, ok := err.(net.Error); ok {
log.Warnf(log.ExchangeSys,
"%s net error captured, will not disable authentication %s",
b.Name,
err)
return nil
}
return err
}
// DisableRateLimiter disables the rate limiting system for the exchange
func (b *Base) DisableRateLimiter() error {
return b.Requester.DisableRateLimiter()
}
// EnableRateLimiter enables the rate limiting system for the exchange
func (b *Base) EnableRateLimiter() error {
return b.Requester.EnableRateLimiter()
}
// StoreAssetPairFormat initialises and stores a defined asset format
func (b *Base) StoreAssetPairFormat(a asset.Item, f currency.PairStore) error {
if a.String() == "" {
return fmt.Errorf("%s cannot add to pairs manager, no asset provided",
b.Name)
}
if f.AssetEnabled == nil {
f.AssetEnabled = convert.BoolPtr(true)
}
if f.RequestFormat == nil {
return fmt.Errorf("%s cannot add to pairs manager, request pair format not provided",
b.Name)
}
if f.ConfigFormat == nil {
return fmt.Errorf("%s cannot add to pairs manager, config pair format not provided",
b.Name)
}
if b.CurrencyPairs.Pairs == nil {
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
}
b.CurrencyPairs.Pairs[a] = &f
return nil
}
// SetGlobalPairsManager sets defined asset and pairs management system with
// with global formatting
func (b *Base) SetGlobalPairsManager(request, config *currency.PairFormat, assets ...asset.Item) error {
if request == nil {
return fmt.Errorf("%s cannot set pairs manager, request pair format not provided",
b.Name)
}
if config == nil {
return fmt.Errorf("%s cannot set pairs manager, config pair format not provided",
b.Name)
}
if len(assets) == 0 {
return fmt.Errorf("%s cannot set pairs manager, no assets provided",
b.Name)
}
b.CurrencyPairs.UseGlobalFormat = true
b.CurrencyPairs.RequestFormat = request
b.CurrencyPairs.ConfigFormat = config
if b.CurrencyPairs.Pairs != nil {
return fmt.Errorf("%s cannot set pairs manager, pairs already set",
b.Name)
}
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
for i := range assets {
if assets[i].String() == "" {
b.CurrencyPairs.Pairs = nil
return fmt.Errorf("%s cannot set pairs manager, asset is empty string",
b.Name)
}
b.CurrencyPairs.Pairs[assets[i]] = new(currency.PairStore)
b.CurrencyPairs.Pairs[assets[i]].ConfigFormat = config
b.CurrencyPairs.Pairs[assets[i]].RequestFormat = request
}
return nil
}
// GetWebsocket returns a pointer to the exchange websocket
func (b *Base) GetWebsocket() (*stream.Websocket, error) {
if b.Websocket == nil {
return nil, common.ErrFunctionNotSupported
}
return b.Websocket, nil
}
// SupportsWebsocket returns whether or not the exchange supports
// websocket
func (b *Base) SupportsWebsocket() bool {
return b.Features.Supports.Websocket
}
// IsWebsocketEnabled returns whether or not the exchange has its
// websocket client enabled
func (b *Base) IsWebsocketEnabled() bool {
if b.Websocket == nil {
return false
}
return b.Websocket.IsEnabled()
}
// FlushWebsocketChannels refreshes websocket channel subscriptions based on
// websocket features. Used in the event of a pair/asset or subscription change.
func (b *Base) FlushWebsocketChannels() error {
if b.Websocket == nil {
return nil
}
return b.Websocket.FlushChannels()
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (b *Base) SubscribeToWebsocketChannels(channels []stream.ChannelSubscription) error {
if b.Websocket == nil {
return common.ErrFunctionNotSupported
}
return b.Websocket.SubscribeToChannels(channels)
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (b *Base) UnsubscribeToWebsocketChannels(channels []stream.ChannelSubscription) error {
if b.Websocket == nil {
return common.ErrFunctionNotSupported
}
return b.Websocket.UnsubscribeChannels(channels)
}
// GetSubscriptions returns a copied list of subscriptions
func (b *Base) GetSubscriptions() ([]stream.ChannelSubscription, error) {
if b.Websocket == nil {
return nil, common.ErrFunctionNotSupported
}
return b.Websocket.GetSubscriptions(), nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (b *Base) AuthenticateWebsocket() error {
return common.ErrFunctionNotSupported
}
// KlineIntervalEnabled returns if requested interval is enabled on exchange
func (b *Base) klineIntervalEnabled(in kline.Interval) bool {
return b.Features.Enabled.Kline.Intervals[in.Word()]
}
// FormatExchangeKlineInterval returns Interval to string
// Exchanges can override this if they require custom formatting
func (b *Base) FormatExchangeKlineInterval(in kline.Interval) string {
return strconv.FormatFloat(in.Duration().Seconds(), 'f', 0, 64)
}
// ValidateKline confirms that the requested pair, asset & interval are supported and/or enabled by the requested exchange
func (b *Base) ValidateKline(pair currency.Pair, a asset.Item, interval kline.Interval) error {
var errorList []string
var err kline.ErrorKline
if b.CurrencyPairs.IsAssetEnabled(a) != nil {
err.Asset = a
errorList = append(errorList, "asset not enabled")
} else if !b.CurrencyPairs.Pairs[a].Enabled.Contains(pair, true) {
err.Pair = pair
errorList = append(errorList, "pair not enabled")
}
if !b.klineIntervalEnabled(interval) {
err.Interval = interval
errorList = append(errorList, "interval not supported")
}
if len(errorList) > 0 {
err.Err = errors.New(strings.Join(errorList, ","))
return &err
}
return nil
}
// AddTradesToBuffer is a helper function that will only
// add trades to the buffer if it is allowed
func (b *Base) AddTradesToBuffer(trades ...trade.Data) error {
if !b.IsSaveTradeDataEnabled() {
return nil
}
return trade.AddTradesToBuffer(b.Name, trades...)
}
// IsSaveTradeDataEnabled checks the state of
// SaveTradeData in a concurrent-friendly manner
func (b *Base) IsSaveTradeDataEnabled() bool {
b.settingsMutex.RLock()
isEnabled := b.Features.Enabled.SaveTradeData
b.settingsMutex.RUnlock()
return isEnabled
}
// SetSaveTradeDataStatus locks and sets the status of
// the config and the exchange's setting for SaveTradeData
func (b *Base) SetSaveTradeDataStatus(enabled bool) {
b.settingsMutex.Lock()
defer b.settingsMutex.Unlock()
b.Features.Enabled.SaveTradeData = enabled
b.Config.Features.Enabled.SaveTradeData = enabled
if b.Verbose {
log.Debugf(log.Trade, "Set %v 'SaveTradeData' to %v", b.Name, enabled)
}
}
// NewEndpoints declares default and running URLs maps
func (b *Base) NewEndpoints() *Endpoints {
return &Endpoints{
Exchange: b.Name,
defaults: make(map[string]string),
}
}
// SetDefaultEndpoints declares and sets the default URLs map
func (e *Endpoints) SetDefaultEndpoints(m map[URL]string) error {
for k, v := range m {
err := e.SetRunning(k.String(), v)
if err != nil {
return err
}
}
return nil
}
// SetRunning populates running URLs map
func (e *Endpoints) SetRunning(key, val string) error {
e.Lock()
defer e.Unlock()
err := validateKey(key)
if err != nil {
return err
}
_, err = url.ParseRequestURI(val)
if err != nil {
log.Warnf(log.ExchangeSys,
"Could not set custom URL for %s to %s for exchange %s. invalid URI for request.",
key,
val,
e.Exchange)
return nil
}
e.defaults[key] = val
return nil
}
func validateKey(keyVal string) error {
for x := range keyURLs {
if keyURLs[x].String() == keyVal {
return nil
}
}
return errors.New("keyVal invalid")
}
// GetURL gets default url from URLs map
func (e *Endpoints) GetURL(key URL) (string, error) {
e.RLock()
defer e.RUnlock()
val, ok := e.defaults[key.String()]
if !ok {
return "", fmt.Errorf("no endpoint path found for the given key: %v", key)
}
return val, nil
}
// GetURLMap gets all urls for either running or default map based on the bool value supplied
func (e *Endpoints) GetURLMap() map[string]string {
e.RLock()
var urlMap = make(map[string]string)
for k, v := range e.defaults {
urlMap[k] = v
}
e.RUnlock()
return urlMap
}
// FormatSymbol formats the given pair to a string suitable for exchange API requests
func (b *Base) FormatSymbol(pair currency.Pair, assetType asset.Item) (string, error) {
pairFmt, err := b.GetPairFormat(assetType, true)
if err != nil {
return pair.String(), err
}
return pairFmt.Format(pair), nil
}
func (u URL) String() string {
switch u {
case RestSpot:
return "RestSpotURL"
case RestSpotSupplementary:
return "RestSpotSupplementaryURL"
case RestUSDTMargined:
return "RestUSDTMarginedFuturesURL"
case RestCoinMargined:
return "RestCoinMarginedFuturesURL"
case RestFutures:
return "RestFuturesURL"
case RestSandbox:
return "RestSandboxURL"
case RestSwap:
return "RestSwapURL"
case WebsocketSpot:
return "WebsocketSpotURL"
case WebsocketSpotSupplementary:
return "WebsocketSpotSupplementaryURL"
case ChainAnalysis:
return "ChainAnalysisURL"
case EdgeCase1:
return "EdgeCase1URL"
case EdgeCase2:
return "EdgeCase2URL"
case EdgeCase3:
return "EdgeCase3URL"
default:
return ""
}
}
// UpdateOrderExecutionLimits updates order execution limits this is overridable
func (b *Base) UpdateOrderExecutionLimits(a asset.Item) error {
return common.ErrNotYetImplemented
}
// DisableAssetWebsocketSupport disables websocket functionality for the
// supplied asset item. In the case that websocket functionality has not yet
// been implemented for that specific asset type. This is a base method to
// check availability of asset type.
func (b *Base) DisableAssetWebsocketSupport(aType asset.Item) error {
if !b.SupportsAsset(aType) {
return fmt.Errorf("%s %w",
aType,
asset.ErrNotSupported)
}
b.AssetWebsocketSupport.m.Lock()
if b.AssetWebsocketSupport.unsupported == nil {
b.AssetWebsocketSupport.unsupported = make(map[asset.Item]bool)
}
b.AssetWebsocketSupport.unsupported[aType] = true
b.AssetWebsocketSupport.m.Unlock()
return nil
}
// IsAssetWebsocketSupported checks to see if the supplied asset type is
// supported by websocket.
func (a *AssetWebsocketSupport) IsAssetWebsocketSupported(aType asset.Item) bool {
a.m.RLock()
defer a.m.RUnlock()
return a.unsupported == nil || !a.unsupported[aType]
}