offset_trades: add EXCHANGE_API_KEYS to mirror strategy

cmd/exchanges.go

@@ -2,7 +2,6 @@ package cmd
 
 import (
 	"fmt"
-	"sort"
 
 	"github.com/interstellar/kelp/plugins"
 
@@ -16,20 +15,22 @@ var exchanagesCmd = &cobra.Command{
 
 func init() {
 	exchanagesCmd.Run = func(ccmd *cobra.Command, args []string) {
-		fmt.Printf("  Exchange\tDescription\n")
+		fmt.Printf("  Exchange\t\tSupports Trading\tDescription\n")
 		fmt.Printf("  --------------------------------------------------------------------------------\n")
 		exchanges := plugins.Exchanges()
 		for _, name := range sortedExchangeKeys(exchanges) {
-			fmt.Printf("  %-14s%s\n", name, exchanges[name])
+			fmt.Printf("  %-14s\t%v\t\t\t%s\n", name, exchanges[name].TradeEnabled, exchanges[name].Description)
 		}
 	}
 }
 
-func sortedExchangeKeys(m map[string]string) []string {
-	keys := []string{}
-	for name := range m {
-		keys = append(keys, name)
+func sortedExchangeKeys(m map[string]plugins.ExchangeContainer) []string {
+	keys := make([]string, len(m))
+	for k, v := range m {
+		if len(keys[v.SortOrder]) > 0 && keys[v.SortOrder] != k {
+			panic(fmt.Errorf("invalid sort order specified for strategies, SortOrder that was repeated: %d", v.SortOrder))
+		}
+		keys[v.SortOrder] = k
 	}
-	sort.Strings(keys)
 	return keys
 }

examples/configs/trader/sample_mirror.cfg

@@ -37,4 +37,9 @@ VOLUME_DIVIDE_BY=500.0
 PER_LEVEL_SPREAD=0.005
 
 # set to true if you want the bot to offset your trades onto the backing exchange to realize the per_level_spread against each trade
-#OFFSET_TRADES=true
+# requires you to specify the EXCHANGE_API_KEYS below
+#OFFSET_TRADES=true
+# you can use multiple API keys to overcome rate limit concerns
+#[[EXCHANGE_API_KEYS]]
+#KEY=""
+#SECRET=""

plugins/factory.go

@@ -124,35 +124,50 @@ func Strategies() map[string]StrategyContainer {
 	return strategies
 }
 
-type exchangeContainer struct {
-	description string
-	makeFn      func() (api.Exchange, error)
+// exchangeFactoryData is a data container that has all the information needed to make an exchange
+type exchangeFactoryData struct {
+	apiKeys []api.ExchangeAPIKey
+}
+
+// ExchangeContainer contains the exchange factory method along with some metadata
+type ExchangeContainer struct {
+	SortOrder    uint8
+	Description  string
+	TradeEnabled bool
+	makeFn       func(exchangeFactoryData exchangeFactoryData) (api.Exchange, error)
 }
 
 // exchanges is a map of all the exchange integrations available
-var exchanges = map[string]exchangeContainer{
-	"kraken": exchangeContainer{
-		description: "Kraken is a popular centralized cryptocurrency exchange (https://www.kraken.com/)",
-		makeFn: func() (api.Exchange, error) {
-			apiKey := api.ExchangeAPIKey{Key: "", Secret: ""}
-			return makeKrakenExchange([]api.ExchangeAPIKey{apiKey})
+var exchanges = map[string]ExchangeContainer{
+	"kraken": ExchangeContainer{
+		SortOrder:    0,
+		Description:  "Kraken is a popular centralized cryptocurrency exchange (https://www.kraken.com/)",
+		TradeEnabled: true,
+		makeFn: func(exchangeFactoryData exchangeFactoryData) (api.Exchange, error) {
+			return makeKrakenExchange(exchangeFactoryData.apiKeys)
 		},
 	},
-	"ccxt-binance": exchangeContainer{
-		description: "Binance is a popular centralized cryptocurrency exchange (via ccxt-rest) - partial implementation",
-		makeFn: func() (api.Exchange, error) {
+	"ccxt-binance": ExchangeContainer{
+		SortOrder:    1,
+		Description:  "Binance is a popular centralized cryptocurrency exchange (via ccxt-rest)",
+		TradeEnabled: false,
+		makeFn: func(exchangeFactoryData exchangeFactoryData) (api.Exchange, error) {
 			return makeCcxtExchange("http://localhost:3000", "binance")
 		},
 	},
-	"ccxt-poloniex": exchangeContainer{
-		description: "Poloniex is a popular centralized cryptocurrency exchange (via ccxt-rest) - partial implementation",
-		makeFn: func() (api.Exchange, error) {
+	"ccxt-poloniex": ExchangeContainer{
+		SortOrder:    2,
+		Description:  "Poloniex is a popular centralized cryptocurrency exchange (via ccxt-rest)",
+		TradeEnabled: false,
+		makeFn: func(exchangeFactoryData exchangeFactoryData) (api.Exchange, error) {
 			return makeCcxtExchange("http://localhost:3000", "poloniex")
 		},
 	},
-	"ccxt-bittrex": exchangeContainer{
-		description: "Bittrex is a popular centralized cryptocurrency exchange (via ccxt-rest) - partial implementation",
-		makeFn: func() (api.Exchange, error) {
+	"ccxt-bittrex": ExchangeContainer{
+		SortOrder:    3,
+		Description:  "Bittrex is a popular centralized cryptocurrency exchange (via ccxt-rest)",
+		TradeEnabled: false,
+		makeFn: func(exchangeFactoryData exchangeFactoryData) (api.Exchange, error) {
 			return makeCcxtExchange("http://localhost:3000", "bittrex")
 		},
 	},
@@ -161,7 +176,10 @@ var exchanges = map[string]exchangeContainer{
 // MakeExchange is a factory method to make an exchange based on a given type
 func MakeExchange(exchangeType string) (api.Exchange, error) {
 	if exchange, ok := exchanges[exchangeType]; ok {
-		x, e := exchange.makeFn()
+		exchangeAPIKey := api.ExchangeAPIKey{Key: "", Secret: ""}
+		x, e := exchange.makeFn(exchangeFactoryData{
+			apiKeys: []api.ExchangeAPIKey{exchangeAPIKey},
+		})
 		if e != nil {
 			return nil, fmt.Errorf("error when making the '%s' exchange: %s", exchangeType, e)
 		}
@@ -171,11 +189,30 @@ func MakeExchange(exchangeType string) (api.Exchange, error) {
 	return nil, fmt.Errorf("invalid exchange type: %s", exchangeType)
 }
 
-// Exchanges returns the list of exchanges along with the description
-func Exchanges() map[string]string {
-	m := make(map[string]string, len(exchanges))
-	for name := range exchanges {
-		m[name] = exchanges[name].description
+// MakeTradingExchange is a factory method to make an exchange based on a given type
+func MakeTradingExchange(exchangeType string, apiKeys []api.ExchangeAPIKey) (api.Exchange, error) {
+	if exchange, ok := exchanges[exchangeType]; ok {
+		if !exchange.TradeEnabled {
+			return nil, fmt.Errorf("trading is not enabled on this exchange: %s", exchangeType)
+		}
+
+		if len(apiKeys) == 0 {
+			return nil, fmt.Errorf("cannot make trading exchange, apiKeys mising")
+		}
+
+		x, e := exchange.makeFn(exchangeFactoryData{
+			apiKeys: apiKeys,
+		})
+		if e != nil {
+			return nil, fmt.Errorf("error when making the '%s' exchange: %s", exchangeType, e)
+		}
+		return x, nil
 	}
-	return m
+
+	return nil, fmt.Errorf("invalid exchange type: %s", exchangeType)
+}
+
+// Exchanges returns the list of exchanges
+func Exchanges() map[string]ExchangeContainer {
+	return exchanges
 }

plugins/mirrorStrategy.go

@@ -11,15 +11,32 @@ import (
 	"github.com/stellar/go/clients/horizon"
 )
 
+type exchangeAPIKeysToml []struct {
+	Key    string `valid:"-" toml:"KEY"`
+	Secret string `valid:"-" toml:"SECRET"`
+}
+
+func (t *exchangeAPIKeysToml) toExchangeAPIKeys() []api.ExchangeAPIKey {
+	apiKeys := []api.ExchangeAPIKey{}
+	for _, apiKey := range *t {
+		apiKeys = append(apiKeys, api.ExchangeAPIKey{
+			Key:    apiKey.Key,
+			Secret: apiKey.Secret,
+		})
+	}
+	return apiKeys
+}
+
 // mirrorConfig contains the configuration params for this strategy
 type mirrorConfig struct {
-	Exchange       string  `valid:"-" toml:"EXCHANGE"`
-	ExchangeBase   string  `valid:"-" toml:"EXCHANGE_BASE"`
-	ExchangeQuote  string  `valid:"-" toml:"EXCHANGE_QUOTE"`
-	OrderbookDepth int32   `valid:"-" toml:"ORDERBOOK_DEPTH"`
-	VolumeDivideBy float64 `valid:"-" toml:"VOLUME_DIVIDE_BY"`
-	PerLevelSpread float64 `valid:"-" toml:"PER_LEVEL_SPREAD"`
-	OffsetTrades   bool    `valid:"-" toml:"OFFSET_TRADES"`
+	Exchange        string              `valid:"-" toml:"EXCHANGE"`
+	ExchangeBase    string              `valid:"-" toml:"EXCHANGE_BASE"`
+	ExchangeQuote   string              `valid:"-" toml:"EXCHANGE_QUOTE"`
+	OrderbookDepth  int32               `valid:"-" toml:"ORDERBOOK_DEPTH"`
+	VolumeDivideBy  float64             `valid:"-" toml:"VOLUME_DIVIDE_BY"`
+	PerLevelSpread  float64             `valid:"-" toml:"PER_LEVEL_SPREAD"`
+	OffsetTrades    bool                `valid:"-" toml:"OFFSET_TRADES"`
+	ExchangeAPIKeys exchangeAPIKeysToml `valid:"-" toml:"EXCHANGE_API_KEYS"`
 }
 
 // String impl.
@@ -46,9 +63,19 @@ var _ api.FillHandler = &mirrorStrategy{}
 
 // makeMirrorStrategy is a factory method
 func makeMirrorStrategy(sdex *SDEX, baseAsset *horizon.Asset, quoteAsset *horizon.Asset, config *mirrorConfig) (api.Strategy, error) {
-	exchange, e := MakeExchange(config.Exchange)
-	if e != nil {
-		return nil, e
+	var exchange api.Exchange
+	var e error
+	if config.OffsetTrades {
+		exchangeAPIKeys := config.ExchangeAPIKeys.toExchangeAPIKeys()
+		exchange, e = MakeTradingExchange(config.Exchange, exchangeAPIKeys)
+		if e != nil {
+			return nil, e
+		}
+	} else {
+		exchange, e = MakeExchange(config.Exchange)
+		if e != nil {
+			return nil, e
+		}
 	}
 
 	orderbookPair := &model.TradingPair{