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Feature: Implement funding rates, futures and coin margin (exchange A…
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…PI coverage) (thrasher-corp#530)

* ALMOST THERE

* more api wips

* more api thingz

* testing n more api wipz

* more apiz

* more wips

* what is goin on

* more wips

* whip n testing

* testing

* testing

no keys

* remove log

* kraken is broken

ugh

* still broken

* fixing auth funcs + usdtm api docs

* wip

* api stuffs

* whip

* more wips

* whip

* more wip

* api wip n testing

* wip

* wip

* unsaved

* wip n testing

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* whip

* wrapper authenticated functions

* adding asset type and fixing dependencies

* wip

* binance auth wrapper start

* wrapper functionality

* wip

* wip

* wip

* wrapper cancel functions

* order submission for wrappers

* wip

* more error fixing and nits

* websocket beginning n error fix

* wip

* WOW

* glorious n shazzy nits

* useless nits

* wip

* fixing things

* merge stuffs

* crapveyor

* crapveyor rebuild

* probably broke more things than he fixed

* rm lns n other thangs

* hope

* please

* stop it

* done

* ofcourse

* rm vb

* fix lbank

* appveyor please

* float lev

* DONT ASK RYAN FOR HELP EVER

* wip

* wip

* endpoint upgrades continued

* path upgrade

* NeeeNeeeNeeeNeeeNING

* fix stuffs

* fixing time issue

* fixing broken funcs

* glorious nits

* shaz changes

* fixing errors for fundmon

* more error fixing for fundmon

* test running past 30s

* basic changes

* THX AGAIN SHAZBERT

* path system upgrade

* config upgrade

* unsaved stuffs

* broken wip config upgrade

* path system upgrade contd.

* path system upgrade contd

* path upgrade ready for review

* testing verbose removed

* linter stuffs

* appveyor stuffs

* appveyor stuff

* fixed?

* bugfix

* wip

* broken stuff

* fix test

* wierd hack fix

* appveyor pls stop

* error found

* more useless nits

* bitmex err

* broken wip

* broken wip path upgrade change to uint32

* changed url lookups to uint

* WOW

* ready4review

* config fixed HOPEFULLY

* config fix and glorious changes

* efficient way of getting orders and open orders

* binance wrapper logic fixing

* testing, adding tests and fixing lot of errrrrs

* merge master

* appveyor stuffs

* appveyor stuffs

* fmt

* test

* octalLiteral issue fix?

* octalLiteral fix?

* rm vb

* prnt ln to restart

* adding testz

* test fixzzz

* READY FOR REVIEW

* Actually ready now

* FORMATTING

* addressing shazzy n glorious nits

* crapveyor

* rm vb

* small change

* fixing err

* shazbert nits

* review changes

* requested changes

* more requested changes

* noo

* last nit fixes

* restart appveyor

* improving test cov

* Update .golangci.yml

* shazbert changes

* moving pair formatting

* format pair update wip

* path upgrade complete

* error fix

* appveyor linters

* more linters

* remove testexch

* more formatting changes

* changes

* shazbert changes

* checking older requested changes to ensure completion

* wip

* fixing broken code

* error fix

* all fixed

* additional changes

* more changes

* remove commented code

* ftx margin api

* appveyor fixes

* more appveyor issues + test addition

* more appveyor issues + test addition

* remove unnecessary

* testing

* testing, fixing okex api, error fix

* git merge fix

* go sum

* glorious changes and error fix

* rm vb

* more glorious changes and go mod tidy

* fixed now

* okex testing upgrade

* old config migration and batch fetching fix

* added test

* glorious requested changes WIP

* tested and fixed

* go fmted

* go fmt and test fix

* additional funcs and tests for fundingRates

* OKEX tested and fixed

* appveyor fixes

* ineff assign

* 1 glorious change

* error fix

* typo

* shazbert changes

* glorious code changes and path fixing huobi WIP

* adding assetType to accountinfo functions

* fixing panic

* panic fix and updating account info wrappers WIP

* updateaccountinfo updated

* testing WIP binance USDT n Coin Margined and Kraken Futures

* auth functions tested and fixed

* added test

* config reverted

* shazbert and glorious changes

* shazbert and glorious changes

* latest changes and portfolio update

* go fmt change:

* remove commented codes

* improved error checking

* index out of range fix

* rm ln

* critical nit

* glorious latest changes

* appveyor changes

* shazbert change

* easier readability

* latest glorious changes

* shadow dec

* assetstore updated

* last change

* another last change

* merge changes

* go mod tidy

* thrasher requested changes wip

* improving struct layouts

* appveyor go fmt

* remove unnecessary code

* shazbert changes

* small change

* oopsie

* tidy

* configtest reverted

* error fix

* oopsie

* for what

* test patch fix

* insecurities

* fixing tests

* fix config
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@MadCozBadd
MadCozBadd authored Feb 12, 2021
1 parent e9bd2ad commit 504c2fa
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Showing 169 changed files with 229,101 additions and 33,123 deletions.
28 changes: 19 additions & 9 deletions cmd/exchange_template/wrapper_file.tmpl
View file
Original file line number Diff line number Diff line change
Expand Up @@ -113,8 +113,12 @@ func ({{.Variable}} *{{.CapitalName}}) SetDefaults() {
{{.Variable}}.Requester = request.New({{.Variable}}.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))

{{.Variable}}.API.Endpoints.URLDefault = {{.Name}}APIURL
{{.Variable}}.API.Endpoints.URL = {{.Variable}}.API.Endpoints.URLDefault
// NOTE: SET THE URLs HERE
{{.Variable}}.API.Endpoints = {{.Variable}}.NewEndpoints()
{{.Variable}}.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: {{.Name}}APIURL,
// exchange.WebsocketSpot: {{.Name}}WSAPIURL,
})
{{.Variable}}.Websocket = stream.New()
{{.Variable}}.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
{{.Variable}}.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
Expand All @@ -130,17 +134,23 @@ func ({{.Variable}} *{{.CapitalName}}) Setup(exch *config.ExchangeConfig) error

{{.Variable}}.SetupDefaults(exch)

// If websocket is supported, please fill out the following
/*
wsRunningEndpoint, err := {{.Variable}}.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}

// If websocket is supported, please fill out the following

err = {{.Variable}}.Websocket.Setup(
&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: {{.Name}}WSURL,
DefaultURL: {{.Name}}WSAPIURL,
ExchangeName: exch.Name,
RunningURL: exch.API.Endpoints.WebsocketURL,
RunningURL: wsRunningEndpoint,
Connector: {{.Variable}}.WsConnect,
Subscriber: {{.Variable}}.Subscribe,
UnSubscriber: {{.Variable}}.Unsubscribe,
Expand Down Expand Up @@ -310,12 +320,12 @@ func ({{.Variable}} *{{.CapitalName}}) UpdateOrderbook(p currency.Pair, assetTyp
}

// UpdateAccountInfo retrieves balances for all enabled currencies
func ({{.Variable}} *{{.CapitalName}}) UpdateAccountInfo() (account.Holdings, error) {
func ({{.Variable}} *{{.CapitalName}}) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
return account.Holdings{}, common.ErrNotYetImplemented
}

// FetchAccountInfo retrieves balances for all enabled currencies
func ({{.Variable}} *{{.CapitalName}}) FetchAccountInfo() (account.Holdings, error) {
func ({{.Variable}} *{{.CapitalName}}) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
return account.Holdings{}, common.ErrNotYetImplemented
}

Expand Down Expand Up @@ -439,8 +449,8 @@ func ({{.Variable}} *{{.CapitalName}}) GetFeeByType(feeBuilder *exchange.FeeBuil
}

// ValidateCredentials validates current credentials used for wrapper
func ({{.Variable}} *{{.CapitalName}}) ValidateCredentials() error {
_, err := {{.Variable}}.UpdateAccountInfo()
func ({{.Variable}} *{{.CapitalName}}) ValidateCredentials(assetType asset.Item) error {
_, err := {{.Variable}}.UpdateAccountInfo(assetType)
return {{.Variable}}.CheckTransientError(err)
}

Expand Down
4 changes: 2 additions & 2 deletions cmd/exchange_wrapper_coverage/main.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -112,7 +112,7 @@ func testWrappers(e exchange.IBotExchange) []string {
funcs = append(funcs, "UpdateTradablePairs")
}

_, err = e.FetchAccountInfo()
_, err = e.FetchAccountInfo(assetType)
if err == common.ErrNotYetImplemented {
funcs = append(funcs, "GetAccountInfo")
}
Expand Down Expand Up @@ -201,7 +201,7 @@ func testWrappers(e exchange.IBotExchange) []string {
funcs = append(funcs, "GetHistoricCandlesExtended")
}

_, err = e.UpdateAccountInfo()
_, err = e.UpdateAccountInfo(assetType)
if err == common.ErrNotYetImplemented {
funcs = append(funcs, "UpdateAccountInfo")
}
Expand Down
2 changes: 1 addition & 1 deletion cmd/exchange_wrapper_issues/main.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -478,7 +478,7 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
}

var fetchAccountInfoResponse account.Holdings
fetchAccountInfoResponse, err = e.FetchAccountInfo()
fetchAccountInfoResponse, err = e.FetchAccountInfo(assetTypes[i])
msg = ""
if err != nil {
msg = err.Error()
Expand Down
11 changes: 6 additions & 5 deletions cmd/exchange_wrapper_issues/types.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -99,9 +99,10 @@ type Bank struct {

// OrderSubmission contains all data required for a wrapper order submission
type OrderSubmission struct {
OrderSide string `json:"orderSide"`
OrderType string `json:"orderType"`
Amount float64 `json:"amount"`
Price float64 `json:"price"`
OrderID string `json:"orderID"`
OrderSide string `json:"orderSide"`
OrderType string `json:"orderType"`
Amount float64 `json:"amount"`
Price float64 `json:"price"`
OrderID string `json:"orderID"`
AssetType asset.Item `json:"assetType"`
}
58 changes: 52 additions & 6 deletions cmd/gctcli/commands.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -725,13 +725,17 @@ func getOrderbooks(_ *cli.Context) error {
var getAccountInfoCommand = cli.Command{
Name: "getaccountinfo",
Usage: "gets the exchange account balance info",
ArgsUsage: "<exchange>",
ArgsUsage: "<exchange> <asset>",
Action: getAccountInfo,
Flags: []cli.Flag{
cli.StringFlag{
Name: "exchange",
Usage: "the exchange to get the account info for",
},
cli.StringFlag{
Name: "asset",
Usage: "the asset type to get the account info for",
},
},
}

Expand All @@ -746,11 +750,21 @@ func getAccountInfo(c *cli.Context) error {
} else {
exchange = c.Args().First()
}
var assetType string
if c.IsSet("asset") {
assetType = c.String("asset")
} else {
assetType = c.Args().Get(1)
}

if !validExchange(exchange) {
return errInvalidExchange
}

if !validAsset(assetType) {
return errInvalidAsset
}

conn, err := setupClient()
if err != nil {
return err
Expand All @@ -760,7 +774,8 @@ func getAccountInfo(c *cli.Context) error {
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.GetAccountInfo(context.Background(),
&gctrpc.GetAccountInfoRequest{
Exchange: exchange,
Exchange: exchange,
AssetType: assetType,
},
)
if err != nil {
Expand All @@ -774,13 +789,17 @@ func getAccountInfo(c *cli.Context) error {
var getAccountInfoStreamCommand = cli.Command{
Name: "getaccountinfostream",
Usage: "gets the account info stream for a specific exchange",
ArgsUsage: "<exchange>",
ArgsUsage: "<exchange> <asset>",
Action: getAccountInfoStream,
Flags: []cli.Flag{
cli.StringFlag{
Name: "exchange",
Usage: "the exchange to get the account info stream from",
},
cli.StringFlag{
Name: "asset",
Usage: "the asset type to get the account info stream for",
},
},
}

Expand All @@ -797,10 +816,21 @@ func getAccountInfoStream(c *cli.Context) error {
exchangeName = c.Args().First()
}

var assetType string
if c.IsSet("asset") {
assetType = c.String("asset")
} else {
assetType = c.Args().Get(1)
}

if !validExchange(exchangeName) {
return errInvalidExchange
}

if !validAsset(assetType) {
return errInvalidAsset
}

conn, err := setupClient()
if err != nil {
return err
Expand All @@ -809,7 +839,7 @@ func getAccountInfoStream(c *cli.Context) error {

client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.GetAccountInfoStream(context.Background(),
&gctrpc.GetAccountInfoRequest{Exchange: exchangeName})
&gctrpc.GetAccountInfoRequest{Exchange: exchangeName, AssetType: assetType})
if err != nil {
return err
}
Expand All @@ -834,13 +864,17 @@ func getAccountInfoStream(c *cli.Context) error {
var updateAccountInfoCommand = cli.Command{
Name: "updateaccountinfo",
Usage: "updates the exchange account balance info",
ArgsUsage: "<exchange>",
ArgsUsage: "<exchange> <asset>",
Action: updateAccountInfo,
Flags: []cli.Flag{
cli.StringFlag{
Name: "exchange",
Usage: "the exchange to get the account info for",
},
cli.StringFlag{
Name: "asset",
Usage: "the asset type to get the account info for",
},
},
}

Expand All @@ -856,10 +890,21 @@ func updateAccountInfo(c *cli.Context) error {
exchange = c.Args().First()
}

var assetType string
if c.IsSet("asset") {
assetType = c.String("asset")
} else {
assetType = c.Args().Get(1)
}

if !validExchange(exchange) {
return errInvalidExchange
}

if !validAsset(assetType) {
return errInvalidAsset
}

conn, err := setupClient()
if err != nil {
return err
Expand All @@ -869,7 +914,8 @@ func updateAccountInfo(c *cli.Context) error {
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.UpdateAccountInfo(context.Background(),
&gctrpc.GetAccountInfoRequest{
Exchange: exchange,
Exchange: exchange,
AssetType: assetType,
},
)
if err != nil {
Expand Down
27 changes: 0 additions & 27 deletions config/config.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -832,13 +832,6 @@ func (c *Config) CheckExchangeConfigValues() error {
c.Exchanges[i].API.Credentials.ClientID = *c.Exchanges[i].ClientID
}

if c.Exchanges[i].WebsocketURL != nil {
c.Exchanges[i].API.Endpoints.WebsocketURL = *c.Exchanges[i].WebsocketURL
}

c.Exchanges[i].API.Endpoints.URL = *c.Exchanges[i].APIURL
c.Exchanges[i].API.Endpoints.URLSecondary = *c.Exchanges[i].APIURLSecondary

// Flush settings
c.Exchanges[i].AuthenticatedAPISupport = nil
c.Exchanges[i].AuthenticatedWebsocketAPISupport = nil
Expand Down Expand Up @@ -867,26 +860,6 @@ func (c *Config) CheckExchangeConfigValues() error {
c.Exchanges[i].Websocket = nil
}

if c.Exchanges[i].API.Endpoints.URL != APIURLNonDefaultMessage {
if c.Exchanges[i].API.Endpoints.URL == "" {
// Set default if nothing set
c.Exchanges[i].API.Endpoints.URL = APIURLNonDefaultMessage
}
}

if c.Exchanges[i].API.Endpoints.URLSecondary != APIURLNonDefaultMessage {
if c.Exchanges[i].API.Endpoints.URLSecondary == "" {
// Set default if nothing set
c.Exchanges[i].API.Endpoints.URLSecondary = APIURLNonDefaultMessage
}
}

if c.Exchanges[i].API.Endpoints.WebsocketURL != WebsocketURLNonDefaultMessage {
if c.Exchanges[i].API.Endpoints.WebsocketURL == "" {
c.Exchanges[i].API.Endpoints.WebsocketURL = WebsocketURLNonDefaultMessage
}
}

// Check if see if the new currency pairs format is empty and flesh it out if so
if c.Exchanges[i].CurrencyPairs == nil {
c.Exchanges[i].CurrencyPairs = new(currency.PairsManager)
Expand Down
14 changes: 1 addition & 13 deletions config/config_test.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -1312,10 +1312,7 @@ func TestCheckExchangeConfigValues(t *testing.T) {
!strings.Contains(cfg.Exchanges[0].API.Credentials.PEMKey, "ASDF") ||
!cfg.Exchanges[0].API.PEMKeySupport ||
!cfg.Exchanges[0].API.AuthenticatedSupport ||
!cfg.Exchanges[0].API.AuthenticatedWebsocketSupport ||
cfg.Exchanges[0].API.Endpoints.WebsocketURL != "wss://1337" ||
cfg.Exchanges[0].API.Endpoints.URL != APIURLNonDefaultMessage ||
cfg.Exchanges[0].API.Endpoints.URLSecondary != APIURLNonDefaultMessage {
!cfg.Exchanges[0].API.AuthenticatedWebsocketSupport {
t.Error("unexpected values")
}

Expand All @@ -1336,9 +1333,6 @@ func TestCheckExchangeConfigValues(t *testing.T) {
cfg.Exchanges[0].Features = nil
cfg.Exchanges[0].SupportsAutoPairUpdates = convert.BoolPtr(true)
cfg.Exchanges[0].Websocket = convert.BoolPtr(true)
cfg.Exchanges[0].API.Endpoints.URL = ""
cfg.Exchanges[0].API.Endpoints.URLSecondary = ""
cfg.Exchanges[0].API.Endpoints.WebsocketURL = ""

err = cfg.CheckExchangeConfigValues()
if err != nil {
Expand All @@ -1351,12 +1345,6 @@ func TestCheckExchangeConfigValues(t *testing.T) {
t.Error("unexpected values")
}

if cfg.Exchanges[0].API.Endpoints.URL != APIURLNonDefaultMessage ||
cfg.Exchanges[0].API.Endpoints.URLSecondary != APIURLNonDefaultMessage ||
cfg.Exchanges[0].API.Endpoints.WebsocketURL != WebsocketURLNonDefaultMessage {
t.Error("unexpected values")
}

p1, err := currency.NewPairDelimiter(testPair, "-")
if err != nil {
t.Fatal(err)
Expand Down
3 changes: 2 additions & 1 deletion config/config_types.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -375,9 +375,10 @@ type APIConfig struct {
AuthenticatedWebsocketSupport bool `json:"authenticatedWebsocketApiSupport"`
PEMKeySupport bool `json:"pemKeySupport,omitempty"`

Endpoints APIEndpointsConfig `json:"endpoints"`
Credentials APICredentialsConfig `json:"credentials"`
CredentialsValidator *APICredentialsValidatorConfig `json:"credentialsValidator,omitempty"`
OldEndPoints *APIEndpointsConfig `json:"endpoints,omitempty"`
Endpoints map[string]string `json:"urlEndpoints"`
}

// OrderbookConfig stores the orderbook configuration variables
Expand Down
1 change: 1 addition & 0 deletions currency/code_types.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -59,6 +59,7 @@ var (
EOS = NewCode("EOS")
XLM = NewCode("XLM")
USDT = NewCode("USDT")
USDC = NewCode("USDC")
ADA = NewCode("ADA")
XMR = NewCode("XMR")
TRX = NewCode("TRX")
Expand Down
13 changes: 12 additions & 1 deletion engine/exchange.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -8,6 +8,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/binance"
"github.com/thrasher-corp/gocryptotrader/exchanges/bitfinex"
"github.com/thrasher-corp/gocryptotrader/exchanges/bitflyer"
Expand Down Expand Up @@ -331,7 +332,17 @@ func (bot *Engine) LoadExchange(name string, useWG bool, wg *sync.WaitGroup) err
base := exch.GetBase()
if base.API.AuthenticatedSupport ||
base.API.AuthenticatedWebsocketSupport {
err = exch.ValidateCredentials()
assetTypes := base.GetAssetTypes()
var useAsset asset.Item
for a := range assetTypes {
err = base.CurrencyPairs.IsAssetEnabled(assetTypes[a])
if err != nil {
continue
}
useAsset = assetTypes[a]
break
}
err = exch.ValidateCredentials(useAsset)
if err != nil {
log.Warnf(log.ExchangeSys,
"%s: Cannot validate credentials, authenticated support has been disabled, Error: %s\n",
Expand Down
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