Files
gocryptotrader/exchanges/trade
Jaydeep Rajpurohit 247da918a8 exchanges: Add ByBit support (#887)
* few fixes and add ratelimiter

* adds test

* revert configtest.json changes

* configtest updated

* WIP: adds public endpoint support

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* fixes

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* Complete WS spot testing

* adds support for ws events

* minor change

* WIP: adds REST support for CoinMarginedFutures

* Fixes

* WIP: adds REST support for CoinMarginedFutures

* Fixes

* improvement in SPOT REST

* Typo fix

* WIP: add REST support for CMF Account API

* minor fixes

* WIP: add support for CMF conditional orders and few minor fixes

* complete support for CMF conditional orders

* adds support for public CMF endpoint

* adds support for CMF position API

* Complete REST CMF support

* WIP

* Testing REST CMF support

* Testing REST CMF support

* Testing REST CMF support completed

* WIP: add support for UMF

* completed non-auth UMF

* WIP: add support for REST Auth. UMF

* WIP: add support for REST Auth. UMF and some improvements

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* renaming

* adds REST support for futures

* add testcases for UMF and some optimizations

* add testcases for futures

* Testing UMF, futures and its changes

* Fixes

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* WIP: ws support for futures

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* Steps for new PR

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* Changes for making BYBIT compatible with existing code base

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* Changes for making BYBIT compatible with existing code base

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* add bybitTime

* add bybitTimeSec, bybitTimeMilliSec, bybitTimeNanoSec and necessary support

* fix GetTradeHistory function

* error handling

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* add GetServerTime API

* adds GetHistoricCandlesExtended and review changes

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* integrating CMF Bybit recent change log

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* review commit

* adds embeddable type in API response for all API and integrate it

* fixes

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* compatible changes

* adds asset to GetWithdrawalsHistory

* adds asset_type in rpc.proto

* adds asset argument in gctcli withdrawal request command

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* web socket fix

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* fix for GetActiveOrders

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* fix merge issues

* improving error reporting

* adds wrapper testcases and a minor fix

* gctrpc changes

* adds test cases
fixes in websocket

* review changes for ws

* review changes in WS

* fix gctrpc

* merge fixes

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* WIP

* updates pair in configs

* adds new asset USDCMarginedFutures

* adds URL const for USDCMarginedFutures

* adds API support

* minor fixes

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* minor fix

* adds API

* adds API

* adds API

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* adds support for USDC auth requests to SendAuthHTTPRequest

* adds SendUSDCAuthHTTPRequest

* run test and fix them

* rollback support added for Auth. USDC request inside SendAuthHTTPRequest

* adds API and test cases

* adds API and test cases

* adds APIs and test cases

* adds APIs

* adds rate limit for USDC

* adds USDCMarginedFutures to wrapper

* adds USDC testcases in wrapper and fix few issues

* minor test fixes

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* Merge changes

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* remove "else" and optimize

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* fix lint issue

* merge fix

* fix test

* fix templates and run them

* changes after merge

* review changes and improvements

* code improvement

* fixes with respect to changes in API response in documentation

* fixed review change in test

* adds check in CancelExistingOrder

* update exchange template

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* adds GetDepositAddress API

* WIP: adds GetOrderHistory

* complete GetOrderHistory

* fixes

* adds test case

* fixes and add WithdrawFund API

* WIP

* WIP

* updating all SendAuthHTTPRequest call

* adds WithdrawCryptocurrencyFunds

* update test cases

* fix lint issues

* fixes after merge

* adds GetAvailableTransferChains and few fixes

* minor fix in GetDepositAddress

* minor fix with WS ping/pong handling

* add ping handler for WS Auth.

* fix typo mistake

* update doc
2022-08-08 11:29:43 +10:00
..
2022-08-08 11:29:43 +10:00

GoCryptoTrader package Trade

Build Status Software License GoDoc Coverage Status Go Report Card

This trade package is part of the GoCryptoTrader codebase.

This is still in active development

You can track ideas, planned features and what's in progress on this Trello board: https://trello.com/b/ZAhMhpOy/gocryptotrader.

Join our slack to discuss all things related to GoCryptoTrader! GoCryptoTrader Slack

Current Features for trade

  • The trade package contains a processor for both REST and websocket trade history processing
    • Its primary purpose is to collect trade data from multiple sources and save it to the database's trade table
    • If you do not have database enabled, then trades will not be processed

Requirements to save a trade to the database

  • Database has to be enabled
  • Under config.json, under your selected exchange, enable the field saveTradeData
    • This will enable trade processing to occur for that specific exchange
    • This can also be done via gRPC under the SetExchangeTradeProcessing command

Usage

  • To send trade data to be processed, use the following example:
err := trade.AddTradesToBuffer(b.Name, trade.Data{
    Exchange:     b.Name,
    TID:          strconv.FormatInt(tradeData[i].TID, 10),
    CurrencyPair: p,
    AssetType:    assetType,
    Side:         side,
    Price:        tradeData[i].Price,
    Amount:       tradeData[i].Amount,
    Timestamp:    tradeTS,
})

b in this context is an IBotExchange implemented struct

Rules

  • If the trade processor has not started, it will automatically start upon being sent trade data.
  • The processor will add all received trades to a buffer
  • After 15 seconds, the trade processor will parse and save all trades on the buffer to the trade table
    • This is to save on constant writing to the database. Trade data, especially when received via websocket would cause massive issues on the round trip of saving data for every trade
  • If the processor has not received any trades in that 15 second timeframe, it will shut down.
    • Sending trade data to it later will automatically start it up again

Exchange Support Table

Exchange Recent Trades via REST Live trade updates via Websocket Trade history via REST
Alphapoint No No No
Binance Yes Yes Yes
Bitfinex Yes Yes Yes
Bitflyer Yes No No
Bithumb Yes Yes No
BitMEX Yes Yes Yes
Bitstamp Yes Yes No
Bittrex Yes Yes No
BTCMarkets Yes Yes No
BTSE Yes Yes No
Bybit Yes Yes Yes
CoinbasePro Yes Yes No
COINUT Yes Yes No
Exmo Yes NA No
FTX Yes Yes Yes
GateIO Yes Yes No
Gemini Yes Yes Yes
HitBTC Yes Yes Yes
Huobi.Pro Yes Yes No
ItBit Yes NA No
Kraken Yes Yes No
Lbank Yes No Yes
LocalBitcoins Yes NA No
OKCoin International Yes Yes No
OKEX Yes Yes No
Poloniex Yes Yes Yes
Yobit Yes NA No
ZB.COM Yes Yes No

Please click GoDocs chevron above to view current GoDoc information for this package

Contribution

Please feel free to submit any pull requests or suggest any desired features to be added.

When submitting a PR, please abide by our coding guidelines:

  • Code must adhere to the official Go formatting guidelines (i.e. uses gofmt).
  • Code must be documented adhering to the official Go commentary guidelines.
  • Code must adhere to our coding style.
  • Pull requests need to be based on and opened against the master branch.

Donations

If this framework helped you in any way, or you would like to support the developers working on it, please donate Bitcoin to:

bc1qk0jareu4jytc0cfrhr5wgshsq8282awpavfahc