Files
gocryptotrader/currency/manager.go
Scott 5f2f6f884b Binance,Okx: Add Leverage, MarginType, Positions and CollateralMode support (#1220)
* init

* surprise train commit

* basic distinctions

* the terms of binance are confusing

* renames and introduction of allocatedMargin

* add new margin funcs

* pulling out wires

* implement proper getposition stuff

* bad coding day

* investigate order manager next

* a broken mess, but a progressing one

* finally completes some usdtmargined stuff

* coinMfutures eludes me

* expand to okx

* imports fix

* completes okx wrapper implementations

* cleans and polishes before rpc implementations

* rpc setup, order manager features, exch features

* more rpc, collateral and margin things

* mini test

* looking at rpc response, expansion of features

* reorganising before the storm

* changing how futures requests work

* cleanup and tests of cli usage

* remove silly client side logic

* cleanup

* collateral package, typo fix, margin err, rpc derive

* uses convert.StringToFloat ONLY ON STRUCTS FROM THIS PR

* fix binance order history bug

* niteroos

* adds new funcs to exchange standards testing

* more post merge fixes

* fix binance

* replace simepletimeformat

* fix for merge

* merge fixes

* micro fixes

* order side now required for leverage

* fix up the rest

* global -> portfolio collateral

* Update exchanges/collateral/collateral_test.go

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

* adds fields and todos

* rm field redundancy

* lint fix oopsie daisy

* fixes panic, expands error and cli explanations (sorry shaz)

* ensures casing is appropriate for underlying

* Adds a shiny TODO

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2023-09-26 16:16:31 +10:00

455 lines
11 KiB
Go

package currency
import (
"encoding/json"
"errors"
"fmt"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/convert"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
)
var (
// ErrAssetAlreadyEnabled defines an error for the pairs management system
// that declares the asset is already enabled.
ErrAssetAlreadyEnabled = errors.New("asset already enabled")
// ErrPairAlreadyEnabled returns when enabling a pair that is already enabled
ErrPairAlreadyEnabled = errors.New("pair already enabled")
// ErrPairNotFound is returned when a currency pair is not found
ErrPairNotFound = errors.New("pair not found")
// ErrAssetIsNil is an error when the asset has not been populated by the
// configuration
ErrAssetIsNil = errors.New("asset is nil")
// ErrPairNotContainedInAvailablePairs defines an error when a pair is not
// contained in the available pairs list and is not supported by the
// exchange for that asset type.
ErrPairNotContainedInAvailablePairs = errors.New("pair not contained in available pairs")
// ErrPairManagerNotInitialised is returned when a pairs manager is requested, but has not been setup
ErrPairManagerNotInitialised = errors.New("pair manager not initialised")
// ErrAssetNotFound is returned when an asset does not exist in the pairstore
ErrAssetNotFound = errors.New("asset type not found in pair store")
errPairStoreIsNil = errors.New("pair store is nil")
errPairFormatIsNil = errors.New("pair format is nil")
)
// GetAssetTypes returns a list of stored asset types
func (p *PairsManager) GetAssetTypes(enabled bool) asset.Items {
p.m.RLock()
defer p.m.RUnlock()
assetTypes := make(asset.Items, 0, len(p.Pairs))
for k, ps := range p.Pairs {
if enabled && (ps.AssetEnabled == nil || !*ps.AssetEnabled) {
continue
}
assetTypes = append(assetTypes, k)
}
return assetTypes
}
// Get gets the currency pair config based on the asset type
func (p *PairsManager) Get(a asset.Item) (*PairStore, error) {
if !a.IsValid() {
return nil, fmt.Errorf("%s %w", a, asset.ErrNotSupported)
}
p.m.RLock()
defer p.m.RUnlock()
c, ok := p.Pairs[a]
if !ok {
return nil,
fmt.Errorf("cannot get pair store, %v %w", a, asset.ErrNotSupported)
}
return c.copy()
}
// Store stores a new currency pair config based on its asset type
func (p *PairsManager) Store(a asset.Item, ps *PairStore) error {
if !a.IsValid() {
return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
}
cpy, err := ps.copy()
if err != nil {
return err
}
p.m.Lock()
if p.Pairs == nil {
p.Pairs = make(map[asset.Item]*PairStore)
}
p.Pairs[a] = cpy
p.m.Unlock()
return nil
}
// Delete deletes a map entry based on the supplied asset type
func (p *PairsManager) Delete(a asset.Item) {
p.m.Lock()
delete(p.Pairs, a)
p.m.Unlock()
}
// GetPairs gets a list of stored pairs based on the asset type and whether
// they're enabled or not
func (p *PairsManager) GetPairs(a asset.Item, enabled bool) (Pairs, error) {
if !a.IsValid() {
return nil, fmt.Errorf("%s %w", a, asset.ErrNotSupported)
}
p.m.RLock()
defer p.m.RUnlock()
pairStore, ok := p.Pairs[a]
if !ok {
return nil, nil
}
if !enabled {
availPairs := make(Pairs, len(pairStore.Available))
copy(availPairs, pairStore.Available)
return availPairs, nil
}
lenCheck := len(pairStore.Enabled)
if lenCheck == 0 {
return nil, nil
}
// NOTE: enabledPairs is declared before the next check for comparison
// reasons within exchange update pairs functionality.
enabledPairs := make(Pairs, lenCheck)
copy(enabledPairs, pairStore.Enabled)
err := pairStore.Available.ContainsAll(pairStore.Enabled, true)
if err != nil {
err = fmt.Errorf("%w of asset type %s", err, a)
}
return enabledPairs, err
}
// StoreFormat stores a new format for request or config format.
func (p *PairsManager) StoreFormat(a asset.Item, pFmt *PairFormat, config bool) error {
if !a.IsValid() {
return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
}
if pFmt == nil {
return errPairFormatIsNil
}
cpy := *pFmt
p.m.Lock()
defer p.m.Unlock()
if p.Pairs == nil {
p.Pairs = make(map[asset.Item]*PairStore)
}
pairStore, ok := p.Pairs[a]
if !ok {
pairStore = new(PairStore)
p.Pairs[a] = pairStore
}
if config {
pairStore.ConfigFormat = &cpy
} else {
pairStore.RequestFormat = &cpy
}
return nil
}
// StorePairs stores a list of pairs based on the asset type and whether
// they're enabled or not
func (p *PairsManager) StorePairs(a asset.Item, pairs Pairs, enabled bool) error {
if !a.IsValid() {
return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
}
// NOTE: Length check not needed in this scenario as it has the ability to
// remove the entire stored list if needed.
cpy := make(Pairs, len(pairs))
copy(cpy, pairs)
p.m.Lock()
defer p.m.Unlock()
if p.Pairs == nil {
p.Pairs = make(map[asset.Item]*PairStore)
}
pairStore, ok := p.Pairs[a]
if !ok {
pairStore = new(PairStore)
p.Pairs[a] = pairStore
}
if enabled {
pairStore.Enabled = cpy
} else {
pairStore.Available = cpy
}
return nil
}
// EnsureOnePairEnabled not all assets have pairs, eg options
// search for an asset that does and enable one if none are enabled
// error if no currency pairs found for an entire exchange
// returns the asset and pair of a pair if it has been enabled
func (p *PairsManager) EnsureOnePairEnabled() (Pair, asset.Item, error) {
if p == nil {
return EMPTYPAIR, asset.Empty, common.ErrNilPointer
}
p.m.Lock()
defer p.m.Unlock()
for _, v := range p.Pairs {
if v.AssetEnabled == nil ||
!*v.AssetEnabled ||
len(v.Available) == 0 {
continue
}
if len(v.Enabled) > 0 {
return EMPTYPAIR, asset.Empty, nil
}
}
for k, v := range p.Pairs {
if v.AssetEnabled == nil ||
!*v.AssetEnabled ||
len(v.Available) == 0 {
continue
}
rp, err := v.Available.GetRandomPair()
if err != nil {
return EMPTYPAIR, asset.Empty, err
}
p.Pairs[k].Enabled = v.Enabled.Add(rp)
return rp, k, nil
}
return EMPTYPAIR, asset.Empty, ErrCurrencyPairsEmpty
}
// DisablePair removes the pair from the enabled pairs list if found
func (p *PairsManager) DisablePair(a asset.Item, pair Pair) error {
if !a.IsValid() {
return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
}
if pair.IsEmpty() {
return ErrCurrencyPairEmpty
}
p.m.Lock()
defer p.m.Unlock()
pairStore, err := p.getPairStoreRequiresLock(a)
if err != nil {
return err
}
enabled, err := pairStore.Enabled.Remove(pair)
if err != nil {
return err
}
pairStore.Enabled = enabled
return nil
}
// EnablePair adds a pair to the list of enabled pairs if it exists in the list
// of available pairs and isn't already added
func (p *PairsManager) EnablePair(a asset.Item, pair Pair) error {
if !a.IsValid() {
return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
}
if pair.IsEmpty() {
return ErrCurrencyPairEmpty
}
p.m.Lock()
defer p.m.Unlock()
pairStore, err := p.getPairStoreRequiresLock(a)
if err != nil {
return err
}
if pairStore.Enabled.Contains(pair, true) {
return fmt.Errorf("%s %w", pair, ErrPairAlreadyEnabled)
}
if !pairStore.Available.Contains(pair, true) {
return fmt.Errorf("%s %w in the list of available pairs",
pair, ErrPairNotFound)
}
pairStore.Enabled = pairStore.Enabled.Add(pair)
return nil
}
// IsAssetPairEnabled checks if a pair is enabled for an enabled asset type
func (p *PairsManager) IsAssetPairEnabled(a asset.Item, pair Pair) error {
if !a.IsValid() {
return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
}
if pair.IsEmpty() {
return ErrCurrencyPairEmpty
}
p.m.RLock()
defer p.m.RUnlock()
pairStore, err := p.getPairStoreRequiresLock(a)
if err != nil {
return err
}
if pairStore.AssetEnabled == nil {
return fmt.Errorf("%s %w", a, ErrAssetIsNil)
}
if !*pairStore.AssetEnabled {
return fmt.Errorf("%s %w", a, asset.ErrNotEnabled)
}
if !pairStore.Enabled.Contains(pair, true) {
return fmt.Errorf("%s %w", pair, ErrPairNotFound)
}
return nil
}
// IsAssetEnabled checks to see if an asset is enabled
func (p *PairsManager) IsAssetEnabled(a asset.Item) error {
if !a.IsValid() {
return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
}
p.m.RLock()
defer p.m.RUnlock()
pairStore, err := p.getPairStoreRequiresLock(a)
if err != nil {
return err
}
if pairStore.AssetEnabled == nil {
return fmt.Errorf("%s %w", a, ErrAssetIsNil)
}
if !*pairStore.AssetEnabled {
return fmt.Errorf("%s %w", a, asset.ErrNotEnabled)
}
return nil
}
// SetAssetEnabled sets if an asset is enabled or disabled for first run
func (p *PairsManager) SetAssetEnabled(a asset.Item, enabled bool) error {
if !a.IsValid() {
return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
}
p.m.Lock()
defer p.m.Unlock()
pairStore, err := p.getPairStoreRequiresLock(a)
if err != nil {
return err
}
if pairStore.AssetEnabled == nil {
pairStore.AssetEnabled = convert.BoolPtr(enabled)
return nil
}
if !*pairStore.AssetEnabled && !enabled {
return errors.New("asset already disabled")
} else if *pairStore.AssetEnabled && enabled {
return ErrAssetAlreadyEnabled
}
*pairStore.AssetEnabled = enabled
return nil
}
func (p *PairsManager) getPairStoreRequiresLock(a asset.Item) (*PairStore, error) {
if p.Pairs == nil {
return nil, fmt.Errorf("%w when requesting %v pairs", ErrPairManagerNotInitialised, a)
}
pairStore, ok := p.Pairs[a]
if !ok {
return nil, fmt.Errorf("%w %v", ErrAssetNotFound, a)
}
if pairStore == nil {
return nil, errors.New("currency store is nil")
}
return pairStore, nil
}
// UnmarshalJSON implements the unmarshal json interface so that the key can be
// correctly unmarshalled from a string into a uint.
func (fs *FullStore) UnmarshalJSON(d []byte) error {
var temp map[string]*PairStore
err := json.Unmarshal(d, &temp)
if err != nil {
return err
}
*fs = make(FullStore, len(temp))
for key, val := range temp {
ai, err := asset.New(key)
if err != nil {
return err
}
(*fs)[ai] = val
}
return nil
}
// MarshalJSON implements the marshal json interface so that the key can be
// correctly marshalled from a uint.
func (fs FullStore) MarshalJSON() ([]byte, error) {
temp := make(map[string]*PairStore, len(fs))
for key, val := range fs {
temp[key.String()] = val
}
return json.Marshal(temp)
}
// copy copies and segregates pair store from internal and external calls.
func (ps *PairStore) copy() (*PairStore, error) {
if ps == nil {
return nil, errPairStoreIsNil
}
var assetEnabled *bool
if ps.AssetEnabled != nil {
assetEnabled = convert.BoolPtr(*ps.AssetEnabled)
}
enabled := make(Pairs, len(ps.Enabled))
copy(enabled, ps.Enabled)
avail := make(Pairs, len(ps.Available))
copy(avail, ps.Available)
var rFmt *PairFormat
if ps.RequestFormat != nil {
cpy := *ps.RequestFormat
rFmt = &cpy
}
var cFmt *PairFormat
if ps.ConfigFormat != nil {
cpy := *ps.ConfigFormat
cFmt = &cpy
}
return &PairStore{
AssetEnabled: assetEnabled,
Enabled: enabled,
Available: avail,
RequestFormat: rFmt,
ConfigFormat: cFmt,
}, nil
}