Files
gocryptotrader/config/config_types.go
Ryan O'Hara-Reid eb0571cc9b exchange: binance orderbook fix (#599)
* port orderbook binance management from draft singular asset (spot) processing add additional updates to buffer management

* integrate port

* shifted burden of proof to exchange and remove repairing techniques that obfuscate issues and could caause artifacts

* WIP

* Update exchanges, update tests, update configuration so we can default off on buffer util.

* Add buffer enabled switching to all exchanges and some that are missing, default to off.

* lbtc set not aggregate books

* Addr linter issues

* EOD wip

* optimization and bug fix pass

* clean before test and benchmarking

* add testing/benchmarks to sorting/reversing functions, dropped pointer to slice as we aren't changing slice len or cap

* Add tests and removed ptr for main book as we just ammend amount

* addr exchange test issues

* ci issues

* addr glorious issues

* Addr MCB nits, fixed funding rate book for bitfinex and fixed potential panic on nil book return

* addr linter issues

* updated mistakes

* Fix more tests

* revert bypass

* Addr mcb nits

* fix zero price bug caused by exchange. Filted out bid result rather then unsubscribing. Updated orderbook to L2 so there is no aggregation.

* Allow for zero bid and ask books to be loaded and warn if found.

* remove authentication subscription conflicts as they do not have a channel ID return

* WIP - Batching outbound requests for kraken as they do not give you the partial if you subscribe to do many things.

* finalised outbound request for kraken

* filter zero value due to invalid returned data from exchange, add in max subscription amount and increased outbound batch limit

* expand to max allowed book length & fix issue where they were sending a zero length ask side when we sent a depth of zero

* Updated function comments and added in more realistic book sizing for sort cases

* change map ordering

* amalgamate maps in buffer

* Rm ln

* fix kraken linter issues

* add in buffer initialisation

* increase timout by 30seconds

* Coinbene: Add websocket orderbook length check.

* Engine: Improve switch statement for orderbook summary dissplay.

* Binance: Added tests, remove deadlock

* Exchanges: Change orderbook field -> IsFundingRate

* Orderbook Buffer: Added method to orderbookHolder

* Kraken: removed superfluous integer for sleep

* Bitmex: fixed error return

* cmd/gctcli: force 8 decimal place usage for orderbook streaming

* Kraken: Add checksum and fix bug where we were dropping returned data which was causing artifacts

* Kraken: As per orderbook documentation added in maxdepth field to update to filter depth that goes beyond current scope

* Bitfinex: Tracking down bug on margin-funding, added sequence and checksum validation websocket config on connect (WIP)

* Bitfinex: Complete implementation of checksum

* Bitfinex: Fix funding book insertion and checksum - Dropped updates and deleting items not on book are continuously occuring from stream

* Bitfinex: Fix linter issues

* Bitfinex: Fix even more linter issues.

* Bitmex: Populate orderbook base identification fields to be passed back when error occurrs

* OkGroup: Populate orderbook base identification fields to be passed back when error occurrs

* BTSE: Change string check to 'connect success' to capture multiple user successful strings

* Bitfinex: Updated handling of funding tickers

* Bitfinex: Fix undocumented alignment bug for funding rates

* Bitfinex: Updated error return with more information

* Bitfinex: Change REST fetching to Raw book to keep it in line with websocket implementation. Fix woopsy.

* Localbitcoins: Had to impose a rate limiter to stop errors, fixed return for easier error identification.

* Exchanges: Update failing tests

* LocalBitcoins: Addr nit and bumped time by 1 second for fetching books

* Kraken: Dynamically scale precision based on str return for checksum calculations

* Kraken: Add pair and asset type to validateCRC32 error reponse

* BTSE: Filter out zero amount orderbook price levels in websocket return

* Exchanges: Update orderbook functions to return orderbook base to differentiate errors.

* BTSE: Fix spelling

* Bitmex: Fix error return string

* BTSE: Add orderbook filtering function

* Coinbene: Change wording

* BTSE: Add test for filtering

* Binance: Addr nits, added in variables for buffers and worker amounts and fixed error log messages

* GolangCI: Remove excess 0

* Binance: Reduces double ups on asset and pair in errors

* Binance: Fix error checking
2021-01-04 17:19:55 +11:00

383 lines
17 KiB
Go

package config
import (
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/database"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
gctscript "github.com/thrasher-corp/gocryptotrader/gctscript/vm"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio"
"github.com/thrasher-corp/gocryptotrader/portfolio/banking"
)
// Constants declared here are filename strings and test strings
const (
FXProviderFixer = "fixer"
EncryptedFile = "config.dat"
File = "config.json"
TestFile = "../testdata/configtest.json"
fileEncryptionPrompt = 0
fileEncryptionEnabled = 1
fileEncryptionDisabled = -1
pairsLastUpdatedWarningThreshold = 30 // 30 days
defaultHTTPTimeout = time.Second * 15
defaultWebsocketResponseCheckTimeout = time.Millisecond * 30
defaultWebsocketResponseMaxLimit = time.Second * 7
defaultWebsocketOrderbookBufferLimit = 5
defaultWebsocketTrafficTimeout = time.Second * 30
maxAuthFailures = 3
defaultNTPAllowedDifference = 50000000
defaultNTPAllowedNegativeDifference = 50000000
DefaultAPIKey = "Key"
DefaultAPISecret = "Secret"
DefaultAPIClientID = "ClientID"
)
// Constants here hold some messages
const (
ErrExchangeNameEmpty = "exchange #%d name is empty"
ErrExchangeAvailablePairsEmpty = "exchange %s available pairs is empty"
ErrExchangeEnabledPairsEmpty = "exchange %s enabled pairs is empty"
ErrExchangeBaseCurrenciesEmpty = "exchange %s base currencies is empty"
ErrExchangeNotFound = "exchange %s not found"
ErrNoEnabledExchanges = "no exchanges enabled"
ErrCryptocurrenciesEmpty = "cryptocurrencies variable is empty"
ErrFailureOpeningConfig = "fatal error opening %s file. Error: %s"
ErrCheckingConfigValues = "fatal error checking config values. Error: %s"
ErrSavingConfigBytesMismatch = "config file %q bytes comparison doesn't match, read %s expected %s"
WarningWebserverCredentialValuesEmpty = "webserver support disabled due to empty Username/Password values"
WarningWebserverListenAddressInvalid = "webserver support disabled due to invalid listen address"
WarningExchangeAuthAPIDefaultOrEmptyValues = "exchange %s authenticated API support disabled due to default/empty APIKey/Secret/ClientID values"
WarningPairsLastUpdatedThresholdExceeded = "exchange %s last manual update of available currency pairs has exceeded %d days. Manual update required!"
)
// Constants here define unset default values displayed in the config.json
// file
const (
APIURLNonDefaultMessage = "NON_DEFAULT_HTTP_LINK_TO_EXCHANGE_API"
WebsocketURLNonDefaultMessage = "NON_DEFAULT_HTTP_LINK_TO_WEBSOCKET_EXCHANGE_API"
DefaultUnsetAPIKey = "Key"
DefaultUnsetAPISecret = "Secret"
DefaultUnsetAccountPlan = "accountPlan"
DefaultForexProviderExchangeRatesAPI = "ExchangeRates"
)
// Variables here are used for configuration
var (
Cfg Config
m sync.Mutex
)
// Config is the overarching object that holds all the information for
// prestart management of Portfolio, Communications, Webserver and Enabled
// Exchanges
type Config struct {
Name string `json:"name"`
DataDirectory string `json:"dataDirectory"`
EncryptConfig int `json:"encryptConfig"`
GlobalHTTPTimeout time.Duration `json:"globalHTTPTimeout"`
Database database.Config `json:"database"`
Logging log.Config `json:"logging"`
ConnectionMonitor ConnectionMonitorConfig `json:"connectionMonitor"`
Profiler Profiler `json:"profiler"`
NTPClient NTPClientConfig `json:"ntpclient"`
GCTScript gctscript.Config `json:"gctscript"`
Currency CurrencyConfig `json:"currencyConfig"`
Communications CommunicationsConfig `json:"communications"`
RemoteControl RemoteControlConfig `json:"remoteControl"`
Portfolio portfolio.Base `json:"portfolioAddresses"`
Exchanges []ExchangeConfig `json:"exchanges"`
BankAccounts []banking.Account `json:"bankAccounts"`
// Deprecated config settings, will be removed at a future date
Webserver *WebserverConfig `json:"webserver,omitempty"`
CurrencyPairFormat *CurrencyPairFormatConfig `json:"currencyPairFormat,omitempty"`
FiatDisplayCurrency *currency.Code `json:"fiatDispayCurrency,omitempty"`
Cryptocurrencies *currency.Currencies `json:"cryptocurrencies,omitempty"`
SMS *SMSGlobalConfig `json:"smsGlobal,omitempty"`
// encryption session values
storedSalt []byte
sessionDK []byte
}
// ConnectionMonitorConfig defines the connection monitor variables to ensure
// that there is internet connectivity
type ConnectionMonitorConfig struct {
DNSList []string `json:"preferredDNSList"`
PublicDomainList []string `json:"preferredDomainList"`
CheckInterval time.Duration `json:"checkInterval"`
}
// ExchangeConfig holds all the information needed for each enabled Exchange.
type ExchangeConfig struct {
Name string `json:"name"`
Enabled bool `json:"enabled"`
Verbose bool `json:"verbose"`
UseSandbox bool `json:"useSandbox,omitempty"`
HTTPTimeout time.Duration `json:"httpTimeout"`
HTTPUserAgent string `json:"httpUserAgent,omitempty"`
HTTPDebugging bool `json:"httpDebugging,omitempty"`
WebsocketResponseCheckTimeout time.Duration `json:"websocketResponseCheckTimeout"`
WebsocketResponseMaxLimit time.Duration `json:"websocketResponseMaxLimit"`
WebsocketTrafficTimeout time.Duration `json:"websocketTrafficTimeout"`
WebsocketOrderbookBufferLimit int `json:"websocketOrderbookBufferLimit"`
WebsocketOrderbookBufferEnabled bool `json:"websocketOrderbookBufferEnabled"`
ProxyAddress string `json:"proxyAddress,omitempty"`
BaseCurrencies currency.Currencies `json:"baseCurrencies"`
CurrencyPairs *currency.PairsManager `json:"currencyPairs"`
API APIConfig `json:"api"`
Features *FeaturesConfig `json:"features"`
BankAccounts []banking.Account `json:"bankAccounts,omitempty"`
// Deprecated settings which will be removed in a future update
AvailablePairs *currency.Pairs `json:"availablePairs,omitempty"`
EnabledPairs *currency.Pairs `json:"enabledPairs,omitempty"`
AssetTypes *string `json:"assetTypes,omitempty"`
PairsLastUpdated *int64 `json:"pairsLastUpdated,omitempty"`
ConfigCurrencyPairFormat *currency.PairFormat `json:"configCurrencyPairFormat,omitempty"`
RequestCurrencyPairFormat *currency.PairFormat `json:"requestCurrencyPairFormat,omitempty"`
AuthenticatedAPISupport *bool `json:"authenticatedApiSupport,omitempty"`
AuthenticatedWebsocketAPISupport *bool `json:"authenticatedWebsocketApiSupport,omitempty"`
APIKey *string `json:"apiKey,omitempty"`
APISecret *string `json:"apiSecret,omitempty"`
APIAuthPEMKeySupport *bool `json:"apiAuthPemKeySupport,omitempty"`
APIAuthPEMKey *string `json:"apiAuthPemKey,omitempty"`
APIURL *string `json:"apiUrl,omitempty"`
APIURLSecondary *string `json:"apiUrlSecondary,omitempty"`
ClientID *string `json:"clientId,omitempty"`
SupportsAutoPairUpdates *bool `json:"supportsAutoPairUpdates,omitempty"`
Websocket *bool `json:"websocket,omitempty"`
WebsocketURL *string `json:"websocketUrl,omitempty"`
}
// Profiler defines the profiler configuration to enable pprof
type Profiler struct {
Enabled bool `json:"enabled"`
MutexProfileFraction int `json:"mutex_profile_fraction"`
}
// NTPClientConfig defines a network time protocol configuration to allow for
// positive and negative differences
type NTPClientConfig struct {
Level int `json:"enabled"`
Pool []string `json:"pool"`
AllowedDifference *time.Duration `json:"allowedDifference"`
AllowedNegativeDifference *time.Duration `json:"allowedNegativeDifference"`
}
// GRPCConfig stores the gRPC settings
type GRPCConfig struct {
Enabled bool `json:"enabled"`
ListenAddress string `json:"listenAddress"`
GRPCProxyEnabled bool `json:"grpcProxyEnabled"`
GRPCProxyListenAddress string `json:"grpcProxyListenAddress"`
}
// DepcrecatedRPCConfig stores the deprecatedRPCConfig settings
type DepcrecatedRPCConfig struct {
Enabled bool `json:"enabled"`
ListenAddress string `json:"listenAddress"`
}
// WebsocketRPCConfig stores the websocket config info
type WebsocketRPCConfig struct {
Enabled bool `json:"enabled"`
ListenAddress string `json:"listenAddress"`
ConnectionLimit int `json:"connectionLimit"`
MaxAuthFailures int `json:"maxAuthFailures"`
AllowInsecureOrigin bool `json:"allowInsecureOrigin"`
}
// RemoteControlConfig stores the RPC services config
type RemoteControlConfig struct {
Username string `json:"username"`
Password string `json:"password"`
GRPC GRPCConfig `json:"gRPC"`
DeprecatedRPC DepcrecatedRPCConfig `json:"deprecatedRPC"`
WebsocketRPC WebsocketRPCConfig `json:"websocketRPC"`
}
// WebserverConfig stores the old webserver config
type WebserverConfig struct {
Enabled bool `json:"enabled"`
AdminUsername string `json:"adminUsername"`
AdminPassword string `json:"adminPassword"`
ListenAddress string `json:"listenAddress"`
WebsocketConnectionLimit int `json:"websocketConnectionLimit"`
WebsocketMaxAuthFailures int `json:"websocketMaxAuthFailures"`
WebsocketAllowInsecureOrigin bool `json:"websocketAllowInsecureOrigin"`
}
// Post holds the bot configuration data
type Post struct {
Data Config `json:"data"`
}
// CurrencyPairFormatConfig stores the users preferred currency pair display
type CurrencyPairFormatConfig struct {
Uppercase bool `json:"uppercase"`
Delimiter string `json:"delimiter,omitempty"`
Separator string `json:"separator,omitempty"`
Index string `json:"index,omitempty"`
}
// BankTransaction defines a related banking transaction
type BankTransaction struct {
ReferenceNumber string `json:"referenceNumber"`
TransactionNumber string `json:"transactionNumber"`
PaymentInstructions string `json:"paymentInstructions"`
}
// CurrencyConfig holds all the information needed for currency related manipulation
type CurrencyConfig struct {
ForexProviders []currency.FXSettings `json:"forexProviders"`
CryptocurrencyProvider CryptocurrencyProvider `json:"cryptocurrencyProvider"`
Cryptocurrencies currency.Currencies `json:"cryptocurrencies"`
CurrencyPairFormat *CurrencyPairFormatConfig `json:"currencyPairFormat"`
FiatDisplayCurrency currency.Code `json:"fiatDisplayCurrency"`
CurrencyFileUpdateDuration time.Duration `json:"currencyFileUpdateDuration"`
ForeignExchangeUpdateDuration time.Duration `json:"foreignExchangeUpdateDuration"`
}
// CryptocurrencyProvider defines coinmarketcap tools
type CryptocurrencyProvider struct {
Name string `json:"name"`
Enabled bool `json:"enabled"`
Verbose bool `json:"verbose"`
APIkey string `json:"apiKey"`
AccountPlan string `json:"accountPlan"`
}
// CommunicationsConfig holds all the information needed for each
// enabled communication package
type CommunicationsConfig struct {
SlackConfig SlackConfig `json:"slack"`
SMSGlobalConfig SMSGlobalConfig `json:"smsGlobal"`
SMTPConfig SMTPConfig `json:"smtp"`
TelegramConfig TelegramConfig `json:"telegram"`
}
// IsAnyEnabled returns whether or any any comms relayers
// are enabled
func (c *CommunicationsConfig) IsAnyEnabled() bool {
if c.SMSGlobalConfig.Enabled ||
c.SMTPConfig.Enabled ||
c.SlackConfig.Enabled ||
c.TelegramConfig.Enabled {
return true
}
return false
}
// SlackConfig holds all variables to start and run the Slack package
type SlackConfig struct {
Name string `json:"name"`
Enabled bool `json:"enabled"`
Verbose bool `json:"verbose"`
TargetChannel string `json:"targetChannel"`
VerificationToken string `json:"verificationToken"`
}
// SMSContact stores the SMS contact info
type SMSContact struct {
Name string `json:"name"`
Number string `json:"number"`
Enabled bool `json:"enabled"`
}
// SMSGlobalConfig structure holds all the variables you need for instant
// messaging and broadcast used by SMSGlobal
type SMSGlobalConfig struct {
Name string `json:"name"`
From string `json:"from"`
Enabled bool `json:"enabled"`
Verbose bool `json:"verbose"`
Username string `json:"username"`
Password string `json:"password"`
Contacts []SMSContact `json:"contacts"`
}
// SMTPConfig holds all variables to start and run the SMTP package
type SMTPConfig struct {
Name string `json:"name"`
Enabled bool `json:"enabled"`
Verbose bool `json:"verbose"`
Host string `json:"host"`
Port string `json:"port"`
AccountName string `json:"accountName"`
AccountPassword string `json:"accountPassword"`
From string `json:"from"`
RecipientList string `json:"recipientList"`
}
// TelegramConfig holds all variables to start and run the Telegram package
type TelegramConfig struct {
Name string `json:"name"`
Enabled bool `json:"enabled"`
Verbose bool `json:"verbose"`
VerificationToken string `json:"verificationToken"`
}
// FeaturesSupportedConfig stores the exchanges supported features
type FeaturesSupportedConfig struct {
REST bool `json:"restAPI"`
RESTCapabilities protocol.Features `json:"restCapabilities,omitempty"`
Websocket bool `json:"websocketAPI"`
WebsocketCapabilities protocol.Features `json:"websocketCapabilities,omitempty"`
}
// FeaturesEnabledConfig stores the exchanges enabled features
type FeaturesEnabledConfig struct {
AutoPairUpdates bool `json:"autoPairUpdates"`
Websocket bool `json:"websocketAPI"`
SaveTradeData bool `json:"saveTradeData"`
}
// FeaturesConfig stores the exchanges supported and enabled features
type FeaturesConfig struct {
Supports FeaturesSupportedConfig `json:"supports"`
Enabled FeaturesEnabledConfig `json:"enabled"`
}
// APIEndpointsConfig stores the API endpoint addresses
type APIEndpointsConfig struct {
URL string `json:"url"`
URLSecondary string `json:"urlSecondary"`
WebsocketURL string `json:"websocketURL"`
}
// APICredentialsConfig stores the API credentials
type APICredentialsConfig struct {
Key string `json:"key,omitempty"`
Secret string `json:"secret,omitempty"`
ClientID string `json:"clientID,omitempty"`
PEMKey string `json:"pemKey,omitempty"`
OTPSecret string `json:"otpSecret,omitempty"`
}
// APICredentialsValidatorConfig stores the API credentials validator settings
type APICredentialsValidatorConfig struct {
// For Huobi (optional)
RequiresPEM bool `json:"requiresPEM,omitempty"`
RequiresKey bool `json:"requiresKey,omitempty"`
RequiresSecret bool `json:"requiresSecret,omitempty"`
RequiresClientID bool `json:"requiresClientID,omitempty"`
RequiresBase64DecodeSecret bool `json:"requiresBase64DecodeSecret,omitempty"`
}
// APIConfig stores the exchange API config
type APIConfig struct {
AuthenticatedSupport bool `json:"authenticatedSupport"`
AuthenticatedWebsocketSupport bool `json:"authenticatedWebsocketApiSupport"`
PEMKeySupport bool `json:"pemKeySupport,omitempty"`
Endpoints APIEndpointsConfig `json:"endpoints"`
Credentials APICredentialsConfig `json:"credentials"`
CredentialsValidator *APICredentialsValidatorConfig `json:"credentialsValidator,omitempty"`
}