Files
gocryptotrader/exchanges/exchange_types.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

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
}