Files
gocryptotrader/exchanges/exchange_types.go
Scott b686cf2e0e Feature: Websocket order handling (#446)
* Initial changes, removing exchange name as an arg and puts it in the pointer struct. Adds case to ws routines

* Adds CancelAllOrders func, adds GetByExchangeAndID. Adds modify handler in routines.go

* initial poor attempts to have bitmex work with new datahandler handlers. fixes ordersides

* bitmex Completes new order

* Better bitmex handling, but not complete. Begins a gargantuan task of unifying order data structs. Sometimes an order update will contain lot's of information, so its best to be able to update all fields of our orders, rather than just an arbitrary subset. As a result, everything will be broken for the foreseeable future :glitch_crab:

* Removes old order handler which did nothing. Updates order properties for everything everywhere - now consistent. Changes order status. Adds asset type and wallet address to all order types

* Adds order updater to update only relevant fields since the object is generic, we don't know what fields are passed from what exchanges. Adds "lastupdated" field to order.Detail. Expands order cancellation for engine orders.

* Ensures that new orders are added to the ordermanager's order store. Saaa many comments. Internalises orderStore get func. Adds internalOrderID to orderdetail and adds websocket support for it

* Fixes a cancelAllOrders oopsie doopsie

* Adds potential func to update orderdetails from an orderdetail struct. Unsure if will keep.

* Begins btcmarkets implementation. Expands order "stringToOrder" funcs to allow for some more flexible string coversions. Removes order.Submit via websocket as it would cause unlimited order place issues :D

* Finishes btc markets without testing

* Adds untested ws auth func to btse

* Finises btse, fixes btcmarkets bug

* Adds coinbasepro support

* Fixes a few more fields in coinbase pro and readds the extra subs

* Begins work on coinbene. Plus theyve added a new ws connection yeee

* Wasted a bunch of time adding support to an additional websocket that isn't needed ;_; Fixed a bug in coinbasepro. Fully kitted out coinbene support. Updates order types with all fields

* Removes extra websocket connection ;_;

* Finishes gemini. Fixes order side unknown

* Adds okgroup support. Moves byte reading to another function to allow for unit testing. Updates routines to use pointers. Updates date update handling for order details

* Finishes order data for okgroup websocket, but starts the STRANGE process of converting all other websocket endpoints to be a little less silly

* Cleans up okroup websocket implementation. Fixes bug in Gemini

* Adds poloniex support. Updates ws order handling

* new bitmex support. Adds some tests now that its all in its own func. Fixes poloniex bug

* Begins work on authenticated binance websocket

* Attempts to track user data via binance websocket

* Maybe finishes Binance websocket support

* Begins adding test coverage to orders.go. Updates names of script properties to match updated

* Begins an experiment with code coverage. Fixes more rebase issues

* Completes orders coverage. Botches a few other things though. Fixes more scripting stuff

* All tests in engine package pass

* Adds some loevely routine tests

* Moves ordermanager to test Bot ordermanager
Adds lovely routine tests to ensure things that get sent to be handled the data handler are handled by the data handler by handling them

* Replaces "wsHandleData" with "wsReadData" as that's what its going to do now.

* Splits all wsHandleData into wsReadData and wsHandleData to allow for easy testing via sending []byte json examples to test proper functionality. Breaks so many tests

* Fixes majority of test issues. But data races which are tough on the engine package

* "Fixes" test by removing shutdown test. It interferes with too many things. Requires some thought

* Tests all the binance websocket points

* Adds better bitfinex websocket support.

* Adds testing for bitfinex, bitstamp and btcmarkets. Fixes websocket bugs encountered

* Adds BTSE ws tests. Fixes bugs in ws

* Adds coinbase pro tests. Fixes any issues

* Coinbene tests

* Starts to handle coinut. Runs into a problem conceptually regarding websocket roundtrip and orders. Both events need to happen without impacting eachother/racing

* Addresses a data race issue regarding websocket and bot order management submission - order submission locks at an earlier point to prevent routines.go from creating an order before order submission creates it. Updates rpcserver to use order management bot to submit orders.

* Finishes the hectic coinut testing

* Adds tests for gateio

* Fixes rebase issues. Updates tests to work without being overloaded

* Begins testing of gemini. fixes up minor issues

* ginishes gemini tests and fixes

* Adds hitbtc tests. Fixes all the many issues with hitbtc websocket

* Adds remaining tests. Increases default test channel limit again

* Begins work towards huobi tests

* Finishes huobi tests

* Fixed all mythical rebase adventures

* Begins kraken transformation

* Finishes kraken. Fixes coinbene leverage now that its changed

* Begins okgroup testing

* Adds okgroup ws tests

* Does some poloniex

* Fixes basic curreny issue by extracting to func

* Begins redesign of poloniex websocket datahandling. Completes authenticated handling, now onto unauth

* Finishes poloniex revision

* Finishes ZB additions

* Fixes data races

* Fixes rebase issues. Fixes bad kraken logic

* Fixes after reviewing code

* lint everywhere

* Fixes lingering lints

* lint

* Adds test coverage to order detail and modify updating

* Fixes linting

* Fixes huge int, fixes date tests

* Adds GetByExchange, adds test for it. Protects fakepass echange. Renames DisplayQty to DisplayQuantity. Removes verbose. Adds some websocket properties.  Updates bitmex asset type in test

* Addresses timestamps, type abbreviations, verbosity. Expands binance kline switch cases. Updates some websocket capabilities.

* Adds coverage to the stringToOrderType/Status functions introduced in PR

* Minor fixes addressing some time, error text and use of StringDataCompareInsensitive

* Introduces shiny new system which checks if there is an awaiting ID, if found, processes via wrapper method, else, goes through wsHandleData method. Removes weird locking system from wrapper/websocket data race. Updates bitfinex to properly handle websocket order requests and notifications

* Moves fakePassingExchange to test_helper. Fixes some order side implementations for trades. Botches a new error type

* Adds new error type to track and handle order classification errors separately

* Fully fleshes out ClassificationError for all instances of status conversion. Even in order trades and some wrapper functions

* Introduces common.SimpleTimeFormat for "2006-01-02 15:04:05". Fixes binance and bitfinex issues with auth endpoint use, map casting. Expands more order.ClassificationError usage. Fixes some more generic websocket response errors

* Future proofs order updating by utilising asset types. Expands testing to accomodate. Adds shiny new time type. Expands wrapper websocket functionality definitions

* minty linty

* Broken end of day code addressing basic nits on comments, returns and currency conversion

* Adds testing to btcmarkets websocket. Also updates websocket orderbook to use update instead

* Fixes fun rebase fun fun so fun

* Addresses minor nits regarding changed interface and comments

* Creates new function `GetRequestFormattedPairAndAssetType` to retrieve a currency pair and asset type based on a string. It will iterate over enabled pairs and compare them to formatted pairs and then return that pair if found.

* Fixes test

* Adds a single line to the end of the file, because that would be really bad if it wasn't there

* Updates fakepassexchange to not use params, updates test params, uses fatal in some tests where its important, updates order manager to have a rwmutex, removes some returns, improves ws key test for binance, updates properties to reflect their actual values, adds some more websocket properties

* Addresses binance switch linting

* Updates leverage property to int64

* Fixes what was broken
2020-03-03 13:32:14 +11:00

225 lines
7.4 KiB
Go

package exchange
import (
"time"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
)
// Endpoint authentication types
const (
RestAuthentication uint8 = 0
WebsocketAuthentication uint8 = 1
// Repeated exchange strings
// FeeType custom type for calculating fees based on method
WireTransfer InternationalBankTransactionType = iota
PerfectMoney
Neteller
AdvCash
Payeer
Skrill
Simplex
SEPA
Swift
RapidTransfer
MisterTangoSEPA
Qiwi
VisaMastercard
WebMoney
Capitalist
WesternUnion
MoneyGram
Contact
// Const declarations for fee types
BankFee FeeType = iota
InternationalBankDepositFee
InternationalBankWithdrawalFee
CryptocurrencyTradeFee
CyptocurrencyDepositFee
CryptocurrencyWithdrawalFee
OfflineTradeFee
// Definitions for each type of withdrawal method for a given exchange
NoAPIWithdrawalMethods uint32 = 0
NoAPIWithdrawalMethodsText string = "NONE, WEBSITE ONLY"
AutoWithdrawCrypto uint32 = (1 << 0)
AutoWithdrawCryptoWithAPIPermission uint32 = (1 << 1)
AutoWithdrawCryptoWithSetup uint32 = (1 << 2)
AutoWithdrawCryptoText string = "AUTO WITHDRAW CRYPTO"
AutoWithdrawCryptoWithAPIPermissionText string = "AUTO WITHDRAW CRYPTO WITH API PERMISSION"
AutoWithdrawCryptoWithSetupText string = "AUTO WITHDRAW CRYPTO WITH SETUP"
WithdrawCryptoWith2FA uint32 = (1 << 3)
WithdrawCryptoWithSMS uint32 = (1 << 4)
WithdrawCryptoWithEmail uint32 = (1 << 5)
WithdrawCryptoWithWebsiteApproval uint32 = (1 << 6)
WithdrawCryptoWithAPIPermission uint32 = (1 << 7)
WithdrawCryptoWith2FAText string = "WITHDRAW CRYPTO WITH 2FA"
WithdrawCryptoWithSMSText string = "WITHDRAW CRYPTO WITH SMS"
WithdrawCryptoWithEmailText string = "WITHDRAW CRYPTO WITH EMAIL"
WithdrawCryptoWithWebsiteApprovalText string = "WITHDRAW CRYPTO WITH WEBSITE APPROVAL"
WithdrawCryptoWithAPIPermissionText string = "WITHDRAW CRYPTO WITH API PERMISSION"
AutoWithdrawFiat uint32 = (1 << 8)
AutoWithdrawFiatWithAPIPermission uint32 = (1 << 9)
AutoWithdrawFiatWithSetup uint32 = (1 << 10)
AutoWithdrawFiatText string = "AUTO WITHDRAW FIAT"
AutoWithdrawFiatWithAPIPermissionText string = "AUTO WITHDRAW FIAT WITH API PERMISSION"
AutoWithdrawFiatWithSetupText string = "AUTO WITHDRAW FIAT WITH SETUP"
WithdrawFiatWith2FA uint32 = (1 << 11)
WithdrawFiatWithSMS uint32 = (1 << 12)
WithdrawFiatWithEmail uint32 = (1 << 13)
WithdrawFiatWithWebsiteApproval uint32 = (1 << 14)
WithdrawFiatWithAPIPermission uint32 = (1 << 15)
WithdrawFiatWith2FAText string = "WITHDRAW FIAT WITH 2FA"
WithdrawFiatWithSMSText string = "WITHDRAW FIAT WITH SMS"
WithdrawFiatWithEmailText string = "WITHDRAW FIAT WITH EMAIL"
WithdrawFiatWithWebsiteApprovalText string = "WITHDRAW FIAT WITH WEBSITE APPROVAL"
WithdrawFiatWithAPIPermissionText string = "WITHDRAW FIAT WITH API PERMISSION"
WithdrawCryptoViaWebsiteOnly uint32 = (1 << 16)
WithdrawFiatViaWebsiteOnly uint32 = (1 << 17)
WithdrawCryptoViaWebsiteOnlyText string = "WITHDRAW CRYPTO VIA WEBSITE ONLY"
WithdrawFiatViaWebsiteOnlyText string = "WITHDRAW FIAT VIA WEBSITE ONLY"
NoFiatWithdrawals uint32 = (1 << 18)
NoFiatWithdrawalsText string = "NO FIAT WITHDRAWAL"
UnknownWithdrawalTypeText string = "UNKNOWN"
)
// FeeType is the type for holding a custom fee type (International withdrawal fee)
type FeeType uint8
// InternationalBankTransactionType custom type for calculating fees based on fiat transaction types
type InternationalBankTransactionType uint8
// FeeBuilder is the type which holds all parameters required to calculate a fee
// for an exchange
type FeeBuilder struct {
FeeType FeeType
// Used for calculating crypto trading fees, deposits & withdrawals
Pair currency.Pair
IsMaker bool
// Fiat currency used for bank deposits & withdrawals
FiatCurrency currency.Code
BankTransactionType InternationalBankTransactionType
// Used to multiply for fee calculations
PurchasePrice float64
Amount float64
}
// TradeHistory holds exchange history data
type TradeHistory struct {
Timestamp time.Time
TID string
Price float64
Amount float64
Exchange string
Type string
Fee float64
Description string
}
// Candle holds historic rate information. Modelled after the Coinbase historic rate structure
type Candle struct {
Time int64
Low float64
High float64
Open float64
Close float64
Volume float64
}
// FundHistory holds exchange funding history data
type FundHistory struct {
ExchangeName string
Status string
TransferID string
Description string
Timestamp time.Time
Currency string
Amount float64
Fee float64
TransferType string
CryptoToAddress string
CryptoFromAddress string
CryptoTxID string
BankTo string
BankFrom string
}
// Features stores the supported and enabled features
// for the exchange
type Features struct {
Supports FeaturesSupported
Enabled FeaturesEnabled
}
// FeaturesEnabled stores the exchange enabled features
type FeaturesEnabled struct {
AutoPairUpdates bool
}
// FeaturesSupported stores the exchanges supported features
type FeaturesSupported struct {
REST bool
RESTCapabilities protocol.Features
Websocket bool
WebsocketCapabilities protocol.Features
WithdrawPermissions uint32
}
// API stores the exchange API settings
type API struct {
AuthenticatedSupport bool
AuthenticatedWebsocketSupport bool
PEMKeySupport bool
Endpoints struct {
URL string
URLDefault string
URLSecondary string
URLSecondaryDefault string
WebsocketURL string
}
Credentials struct {
Key string
Secret string
ClientID string
PEMKey string
}
CredentialsValidator struct {
// For Huobi (optional)
RequiresPEM bool
RequiresKey bool
RequiresSecret bool
RequiresClientID bool
RequiresBase64DecodeSecret bool
}
}
// Base stores the individual exchange information
type Base struct {
Name string
Enabled bool
Verbose bool
LoadedByConfig bool
SkipAuthCheck bool
API API
BaseCurrencies currency.Currencies
CurrencyPairs currency.PairsManager
Features Features
HTTPTimeout time.Duration
HTTPUserAgent string
HTTPRecording bool
HTTPDebugging bool
WebsocketResponseCheckTimeout time.Duration
WebsocketResponseMaxLimit time.Duration
WebsocketOrderbookBufferLimit int64
Websocket *wshandler.Websocket
*request.Requester
Config *config.ExchangeConfig
}