mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +00:00
* Adds basic PoC for calculating/retrieving position data * A very unfortunate day of miscalculations * Adds position summary and funding rate details to RPC * Offline funding rate calculations * More helpers, more stats, refining data, automated retrieval * Adds new rpc server commands and attempts some organisation * lower string, lower stress * Adds ordermanager config. Fleshes outcli. Tracks positions automatically * Adds new separation for funding payments/rates * Combines funding rates and payments * Fun test coverage * ALL THE TESTS... I hope * Fixes * polishes ftx tests. improves perp check. Loops rates * Final touches before nit attax * buff 💪 * Stops NotYetImplemented spam with one simple trick! * Some lovely little niteroos * linteroo * Clarifies a couple of errors to help narrow likely end user problems * Fixes asset type bug, fixes closed position order return, fixes unset status bug * Fixes order manager handling when no rates are available yet * Continues on no funding rates instead. Removes err * Don't show predicted rate if the time is zero * Addresses scenario with no funding rate payments * Bug fixes and commentary before updating maps to use *currency.Item * Adds a pair key type * Polishes pKey, fixes map order bug * key is not a property in the event someone changes the base/quote * Adds improvements to order processing...Breaks it all * Shakes up the design of things by removing a function * Fixes issues with order manager positions. Limits update range * Fixes build issues. Identification of bad tests. * Merges and fixes features from master and this branch * buff linter 💪 * re-gen * proto regen * Addresses some nits. But not all of them. * Fixes issue where funding rates weren't returned 🎉 * completes transition futures tracking to map[*currency.Item]map[*currency.Item] * who did that? not me * removes redundant check on account of being redundant and unnecessary * so buf * addresses nits: duplications, startTime, loops, go tidy, typos * fixes minor mistakes * fixes 🍣 🐻 changes to int64
142 lines
7.4 KiB
Go
142 lines
7.4 KiB
Go
package exchange
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import (
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"context"
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"sync"
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"time"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/currencystate"
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"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/margin"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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)
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// IBotExchange enforces standard functions for all exchanges supported in
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// GoCryptoTrader
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type IBotExchange interface {
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Setup(exch *config.Exchange) error
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Start(wg *sync.WaitGroup) error
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SetDefaults()
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GetName() string
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SetEnabled(bool)
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FetchTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error)
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UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error)
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UpdateTickers(ctx context.Context, a asset.Item) error
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FetchOrderbook(ctx context.Context, p currency.Pair, a asset.Item) (*orderbook.Base, error)
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UpdateOrderbook(ctx context.Context, p currency.Pair, a asset.Item) (*orderbook.Base, error)
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FetchTradablePairs(ctx context.Context, a asset.Item) ([]string, error)
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UpdateTradablePairs(ctx context.Context, forceUpdate bool) error
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GetEnabledPairs(a asset.Item) (currency.Pairs, error)
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GetAvailablePairs(a asset.Item) (currency.Pairs, error)
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SetPairs(pairs currency.Pairs, a asset.Item, enabled bool) error
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GetAssetTypes(enabled bool) asset.Items
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GetRecentTrades(ctx context.Context, p currency.Pair, a asset.Item) ([]trade.Data, error)
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GetHistoricTrades(ctx context.Context, p currency.Pair, a asset.Item, startTime, endTime time.Time) ([]trade.Data, error)
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GetFeeByType(ctx context.Context, f *FeeBuilder) (float64, error)
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GetLastPairsUpdateTime() int64
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GetWithdrawPermissions() uint32
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FormatWithdrawPermissions() string
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GetFundingHistory(ctx context.Context) ([]FundHistory, error)
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GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, accountID, chain string) (*deposit.Address, error)
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GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error)
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GetWithdrawalsHistory(ctx context.Context, code currency.Code, a asset.Item) ([]WithdrawalHistory, error)
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WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error)
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WithdrawFiatFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error)
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WithdrawFiatFundsToInternationalBank(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error)
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SetHTTPClientUserAgent(ua string) error
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GetHTTPClientUserAgent() (string, error)
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SetClientProxyAddress(addr string) error
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GetDefaultConfig() (*config.Exchange, error)
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GetBase() *Base
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GetHistoricCandles(ctx context.Context, p currency.Pair, a asset.Item, timeStart, timeEnd time.Time, interval kline.Interval) (kline.Item, error)
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GetHistoricCandlesExtended(ctx context.Context, p currency.Pair, a asset.Item, timeStart, timeEnd time.Time, interval kline.Interval) (kline.Item, error)
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DisableRateLimiter() error
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EnableRateLimiter() error
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GetServerTime(ctx context.Context, ai asset.Item) (time.Time, error)
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GetWebsocket() (*stream.Websocket, error)
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SubscribeToWebsocketChannels(channels []stream.ChannelSubscription) error
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UnsubscribeToWebsocketChannels(channels []stream.ChannelSubscription) error
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GetSubscriptions() ([]stream.ChannelSubscription, error)
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FlushWebsocketChannels() error
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AuthenticateWebsocket(ctx context.Context) error
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GetOrderExecutionLimits(a asset.Item, cp currency.Pair) (order.MinMaxLevel, error)
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CheckOrderExecutionLimits(a asset.Item, cp currency.Pair, price, amount float64, orderType order.Type) error
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UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error
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GetCredentials(ctx context.Context) (*account.Credentials, error)
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ValidateCredentials(ctx context.Context, a asset.Item) error
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FunctionalityChecker
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AccountManagement
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OrderManagement
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CurrencyStateManagement
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FuturesManagement
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}
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// OrderManagement defines functionality for order management
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type OrderManagement interface {
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SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error)
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ModifyOrder(ctx context.Context, action *order.Modify) (*order.ModifyResponse, error)
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CancelOrder(ctx context.Context, o *order.Cancel) error
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CancelBatchOrders(ctx context.Context, o []order.Cancel) (order.CancelBatchResponse, error)
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CancelAllOrders(ctx context.Context, orders *order.Cancel) (order.CancelAllResponse, error)
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GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error)
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GetActiveOrders(ctx context.Context, getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error)
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GetOrderHistory(ctx context.Context, getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error)
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}
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// CurrencyStateManagement defines functionality for currency state management
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type CurrencyStateManagement interface {
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GetCurrencyStateSnapshot() ([]currencystate.Snapshot, error)
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UpdateCurrencyStates(ctx context.Context, a asset.Item) error
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CanTradePair(p currency.Pair, a asset.Item) error
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CanTrade(c currency.Code, a asset.Item) error
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CanWithdraw(c currency.Code, a asset.Item) error
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CanDeposit(c currency.Code, a asset.Item) error
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}
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// AccountManagement defines functionality for exchange account management
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type AccountManagement interface {
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UpdateAccountInfo(ctx context.Context, a asset.Item) (account.Holdings, error)
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FetchAccountInfo(ctx context.Context, a asset.Item) (account.Holdings, error)
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HasAssetTypeAccountSegregation() bool
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}
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// FunctionalityChecker defines functionality for retrieving exchange
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// support/enabled features
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type FunctionalityChecker interface {
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IsEnabled() bool
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IsAssetWebsocketSupported(a asset.Item) bool
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SupportsAsset(assetType asset.Item) bool
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SupportsREST() bool
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SupportsWithdrawPermissions(permissions uint32) bool
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SupportsRESTTickerBatchUpdates() bool
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IsWebsocketEnabled() bool
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SupportsWebsocket() bool
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SupportsAutoPairUpdates() bool
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IsWebsocketAuthenticationSupported() bool
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IsRESTAuthenticationSupported() bool
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}
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// FuturesManagement manages futures orders, pnl and collateral calculations
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type FuturesManagement interface {
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GetPositionSummary(context.Context, *order.PositionSummaryRequest) (*order.PositionSummary, error)
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ScaleCollateral(ctx context.Context, calculator *order.CollateralCalculator) (*order.CollateralByCurrency, error)
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CalculateTotalCollateral(context.Context, *order.TotalCollateralCalculator) (*order.TotalCollateralResponse, error)
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GetFuturesPositions(context.Context, *order.PositionsRequest) ([]order.PositionDetails, error)
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GetFundingRates(context.Context, *order.FundingRatesRequest) ([]order.FundingRates, error)
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IsPerpetualFutureCurrency(asset.Item, currency.Pair) (bool, error)
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GetCollateralCurrencyForContract(asset.Item, currency.Pair) (currency.Code, asset.Item, error)
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GetMarginRatesHistory(context.Context, *margin.RateHistoryRequest) (*margin.RateHistoryResponse, error)
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order.PNLCalculation
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}
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