Files
gocryptotrader/exchanges/exchange_types.go
Scott 85403fe801 exchange/order/limits: Migrate to new package and integrate with exchanges (#1860)
* move limits, transition to key gen

* rollout NewExchangePairAssetKey everywhere

* test improvements

* self-review fixes

* ok, lets go

* fix merge issue

* slower value func,assertify,drop IsValidPairString

* remove binance reference for backtesting test

* Redundant nil checks removed due to redundancy

* Update order_test.go

* Move limits back into /exchanges/

* puts limits in a different box again

* SHAZBERT SPECIAL SUGGESTIONS

* Update gateio_wrapper.go

* fixes all build issues

* Many niteroos!

* something has gone awry

* bugfix

* gk's everywhere nits

* lint

* extra lint

* re-remove IsValidPairString

* lint fix

* standardise test

* revert some bads

* dupe rm

* another revert 360 mcgee

* un-in-revertify

* Update exchange/order/limits/levels_test.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* fix

* Update exchanges/binance/binance_test.go

HERE'S HOPING GITHUB FORMATS THIS CORRECTLY!

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* update text

* rn func, same line err gk4202000

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
2025-08-26 12:30:21 +10:00

341 lines
11 KiB
Go

package exchange
import (
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchange/websocket"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/currencystate"
"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/subscription"
)
// Endpoint authentication types
const (
// 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
CryptocurrencyDepositFee
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
}
// FundingHistory holds exchange funding history data
type FundingHistory 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
CryptoChain string
BankTo string
BankFrom string
}
// WithdrawalHistory holds exchange Withdrawal history data
type WithdrawalHistory struct {
Status string
TransferID string
Description string
Timestamp time.Time
Currency string
Amount float64
Fee float64
TransferType string
CryptoToAddress string
CryptoTxID string
CryptoChain string
BankTo string
}
// Features stores the supported and enabled features
// for the exchange
type Features struct {
Supports FeaturesSupported
Enabled FeaturesEnabled
Subscriptions subscription.List
CurrencyTranslations currency.Translations
TradingRequirements protocol.TradingRequirements
}
// FeaturesEnabled stores the exchange enabled features
type FeaturesEnabled struct {
AutoPairUpdates bool
Kline kline.ExchangeCapabilitiesEnabled
SaveTradeData bool
TradeFeed bool
FillsFeed bool
}
// FeaturesSupported stores the exchanges supported features
type FeaturesSupported struct {
REST bool
RESTCapabilities protocol.Features
Websocket bool
WebsocketCapabilities protocol.Features
WithdrawPermissions uint32
Kline kline.ExchangeCapabilitiesSupported
MaximumOrderHistory time.Duration
FuturesCapabilities FuturesCapabilities
OfflineFuturesCapabilities FuturesCapabilities
}
// FuturesCapabilities stores the exchange's futures capabilities
type FuturesCapabilities struct {
FundingRates bool
MaximumFundingRateHistory time.Duration
FundingRateBatching map[asset.Item]bool
SupportedFundingRateFrequencies map[kline.Interval]bool
Positions bool
OrderManagerPositionTracking bool
Collateral bool
CollateralMode bool
Leverage bool
OpenInterest OpenInterestSupport
}
// OpenInterestSupport helps breakdown a feature and how it is supported
type OpenInterestSupport struct {
Supported bool
SupportedViaTicker bool
SupportsRestBatch bool
}
// MarginCapabilities stores the exchange's margin capabilities
type MarginCapabilities struct {
SetMarginType bool
ChangePositionMargin bool
GetMarginRateHistory bool
}
// Endpoints stores running url endpoints for exchanges
type Endpoints struct {
Exchange string
defaults map[string]string
mu sync.RWMutex
}
// API stores the exchange API settings
type API struct {
AuthenticatedSupport bool
AuthenticatedWebsocketSupport bool
PEMKeySupport bool
Endpoints *Endpoints
credentials account.Credentials
credMu sync.RWMutex
CredentialsValidator config.APICredentialsValidatorConfig
}
// 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
HTTPRecording bool
HTTPMockDataSliceLimit int // Use with HTTPRecording to reduce the size of recorded mock data
HTTPDebugging bool
BypassConfigFormatUpgrades bool
WebsocketResponseCheckTimeout time.Duration
WebsocketResponseMaxLimit time.Duration
WebsocketOrderbookBufferLimit int64
Websocket *websocket.Manager
*request.Requester
Config *config.Exchange
settingsMutex sync.RWMutex
// ValidateOrderbook determines if the orderbook verification can be bypassed,
// increasing potential update speed but decreasing confidence in orderbook
// integrity.
ValidateOrderbook bool
AssetWebsocketSupport
*currencystate.States
}
// url lookup consts
const (
Invalid URL = iota
RestSpot
RestSpotSupplementary
RestUSDTMargined
RestCoinMargined
RestFutures
RestFuturesSupplementary
RestUSDCMargined
RestSwap
RestSandbox
WebsocketSpot
WebsocketCoinMargined
WebsocketUSDTMargined
WebsocketUSDCMargined
WebsocketOptions
WebsocketPrivate
WebsocketSpotSupplementary
ChainAnalysis
EdgeCase1
EdgeCase2
EdgeCase3
restSpotURL = "RestSpotURL"
restSpotSupplementaryURL = "RestSpotSupplementaryURL"
restUSDTMarginedFuturesURL = "RestUSDTMarginedFuturesURL"
restCoinMarginedFuturesURL = "RestCoinMarginedFuturesURL"
restUSDCMarginedFuturesURL = "RestUSDCMarginedFuturesURL"
restFuturesURL = "RestFuturesURL"
restFuturesSupplementaryURL = "RestFuturesSupplementaryURL"
restSandboxURL = "RestSandboxURL"
restSwapURL = "RestSwapURL"
websocketSpotURL = "WebsocketSpotURL"
websocketCoinMarginedURL = "WebsocketCoinMarginedURL"
websocketUSDTMarginedURL = "WebsocketUSDTMarginedURL"
websocketUSDCMarginedURL = "WebsocketUSDCMarginedURL"
websocketOptionsURL = "WebsocketOptionsURL"
websocketPrivateURL = "WebsocketPrivateURL"
websocketSpotSupplementaryURL = "WebsocketSpotSupplementaryURL"
chainAnalysisURL = "ChainAnalysisURL"
edgeCase1URL = "EdgeCase1URL"
edgeCase2URL = "EdgeCase2URL"
edgeCase3URL = "EdgeCase3URL"
)
var keyURLs = []URL{
RestSpot,
RestSpotSupplementary,
RestUSDTMargined,
RestCoinMargined,
RestFutures,
RestFuturesSupplementary,
RestUSDCMargined,
RestSwap,
RestSandbox,
WebsocketSpot,
WebsocketCoinMargined,
WebsocketUSDTMargined,
WebsocketUSDCMargined,
WebsocketOptions,
WebsocketPrivate,
WebsocketSpotSupplementary,
ChainAnalysis,
EdgeCase1,
EdgeCase2,
EdgeCase3,
}
// URL stores uint conversions
type URL uint16
// AssetWebsocketSupport defines the availability of websocket functionality to
// the specific asset type. TODO: Deprecate as this is a temp item to address
// certain limitations quickly.
type AssetWebsocketSupport struct {
unsupported map[asset.Item]bool
m sync.RWMutex
}