mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-14 15:09:51 +00:00
* 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
276 lines
8.6 KiB
Go
276 lines
8.6 KiB
Go
package exchange
|
|
|
|
import (
|
|
"sync"
|
|
"time"
|
|
|
|
"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/order"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
|
|
)
|
|
|
|
// 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
|
|
}
|
|
|
|
// 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
|
|
}
|
|
|
|
// 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
|
|
BankTo 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
|
|
Kline kline.ExchangeCapabilitiesEnabled
|
|
SaveTradeData 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
|
|
}
|
|
|
|
// Endpoints stores running url endpoints for exchanges
|
|
type Endpoints struct {
|
|
Exchange string
|
|
defaults map[string]string
|
|
sync.RWMutex
|
|
}
|
|
|
|
// API stores the exchange API settings
|
|
type API struct {
|
|
AuthenticatedSupport bool
|
|
AuthenticatedWebsocketSupport bool
|
|
PEMKeySupport bool
|
|
|
|
Endpoints *Endpoints
|
|
|
|
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 *stream.Websocket
|
|
*request.Requester
|
|
Config *config.ExchangeConfig
|
|
settingsMutex sync.RWMutex
|
|
// CanVerifyOrderbook determines if the orderbook verification can be bypassed,
|
|
// increasing potential update speed but decreasing confidence in orderbook
|
|
// integrity.
|
|
CanVerifyOrderbook bool
|
|
order.ExecutionLimits
|
|
|
|
AssetWebsocketSupport
|
|
}
|
|
|
|
// url lookup consts
|
|
const (
|
|
RestSpot URL = iota
|
|
RestSpotSupplementary
|
|
RestUSDTMargined
|
|
RestCoinMargined
|
|
RestFutures
|
|
RestSwap
|
|
RestSandbox
|
|
WebsocketSpot
|
|
WebsocketSpotSupplementary
|
|
ChainAnalysis
|
|
EdgeCase1
|
|
EdgeCase2
|
|
EdgeCase3
|
|
)
|
|
|
|
var keyURLs = []URL{RestSpot,
|
|
RestSpotSupplementary,
|
|
RestUSDTMargined,
|
|
RestCoinMargined,
|
|
RestFutures,
|
|
RestSwap,
|
|
RestSandbox,
|
|
WebsocketSpot,
|
|
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
|
|
}
|