[pull] master from thrasher-corp:master

cmd/exchange_wrapper_standards/exchange_wrapper_standards_test.go

@@ -612,8 +612,7 @@ var unsupportedAssets = []asset.Item{
 var unsupportedExchangeNames = []string{
 	"testexch",
 	"bitflyer", // Bitflyer has many "ErrNotYetImplemented, which is true, but not what we care to test for here
-	"btse",     // TODO rm once timeout issues resolved
-	"poloniex", // outdated API // TODO rm once updated
+	"btse",     // 	TODO rm once timeout issues resolved
 }
 
 // cryptoChainPerExchange holds the deposit address chain per exchange

config/versions/register.go

@@ -4,6 +4,7 @@ import (
 	v0 "github.com/thrasher-corp/gocryptotrader/config/versions/v0"
 	v1 "github.com/thrasher-corp/gocryptotrader/config/versions/v1"
 	v10 "github.com/thrasher-corp/gocryptotrader/config/versions/v10"
+	v11 "github.com/thrasher-corp/gocryptotrader/config/versions/v11"
 	v2 "github.com/thrasher-corp/gocryptotrader/config/versions/v2"
 	v3 "github.com/thrasher-corp/gocryptotrader/config/versions/v3"
 	v4 "github.com/thrasher-corp/gocryptotrader/config/versions/v4"
@@ -26,4 +27,5 @@ func init() {
 	Manager.registerVersion(8, &v8.Version{})
 	Manager.registerVersion(9, &v9.Version{})
 	Manager.registerVersion(10, &v10.Version{})
+	Manager.registerVersion(11, &v11.Version{})
 }

config/versions/v11/v11.go

@@ -0,0 +1,34 @@
+package v11
+
+import (
+	"context"
+	"errors"
+
+	"github.com/buger/jsonparser"
+)
+
+// Version is an ExchangeVersion to replace deprecated WS and REST endpoints for Poloniex
+type Version struct{}
+
+// Exchanges returns just Poloniex
+func (v *Version) Exchanges() []string { return []string{"Poloniex"} }
+
+// UpgradeExchange replaces deprecated WS and REST endpoints
+func (v *Version) UpgradeExchange(_ context.Context, e []byte) ([]byte, error) {
+	for _, key := range []string{"WebsocketSpotURL", "RestSpotURL"} {
+		url, err := jsonparser.GetString(e, "api", "urlEndpoints", key)
+		if err != nil && !errors.Is(err, jsonparser.KeyPathNotFoundError) {
+			return e, err
+		}
+		switch url {
+		case "wss://api2.poloniex.com", "https://poloniex.com":
+			e = jsonparser.Delete(e, "api", "urlEndpoints", key)
+		}
+	}
+	return e, nil
+}
+
+// DowngradeExchange is a no-op for v11
+func (v *Version) DowngradeExchange(_ context.Context, e []byte) ([]byte, error) {
+	return e, nil
+}

config/versions/v11/v11_test.go

@@ -0,0 +1,54 @@
+package v11_test
+
+import (
+	"testing"
+
+	"github.com/stretchr/testify/assert"
+	"github.com/stretchr/testify/require"
+	v11 "github.com/thrasher-corp/gocryptotrader/config/versions/v11"
+)
+
+func TestExchanges(t *testing.T) {
+	t.Parallel()
+	assert.Equal(t, []string{"Poloniex"}, new(v11.Version).Exchanges())
+}
+
+func TestUpgradeExchange(t *testing.T) {
+	t.Parallel()
+
+	for _, tt := range []struct {
+		in      string
+		urlType string
+		exp     string
+	}{
+		{"https://poloniex.com", "RestSpotURL", ""},
+		{"https://poloniex.private-proxy.com", "RestSpotURL", `"RestSpotURL": "https://poloniex.private-proxy.com"`},
+		{"wss://api2.poloniex.com", "WebsocketSpotURL", ""},
+		{"wss://poloniex.private-proxy.com", "WebsocketSpotURL", `"WebsocketSpotURL": "wss://poloniex.private-proxy.com"`},
+	} {
+		t.Run(tt.in, func(t *testing.T) {
+			t.Parallel()
+			in := []byte(`{"name":"Poloniex","api":{"urlEndpoints":{"` + tt.urlType + `": "` + tt.in + `"}}}`)
+			out, err := new(v11.Version).UpgradeExchange(t.Context(), in)
+			require.NoError(t, err)
+			exp := `{"name":"Poloniex","api":{"urlEndpoints":{` + tt.exp + `}}}`
+			assert.Equal(t, exp, string(out))
+		})
+	}
+
+	in := []byte(`{"name":"Poloniex","api":{}`)
+	out, err := new(v11.Version).UpgradeExchange(t.Context(), in)
+	require.NoError(t, err, "UpgradeExchange must not error when urlEndpoints is missing")
+	assert.Equal(t, string(in), string(out), "UpgradeExchange should return same input and no error when urlEndpoints is missing")
+
+	_, err = new(v11.Version).UpgradeExchange(t.Context(), []byte(`{"name":"Poloniex","api":{"urlEndpoints":{"WebsocketSpotURL": 42}}}`))
+	require.ErrorContains(t, err, "Value is not a string", "UpgradeExchange must error correctly on string value")
+}
+
+func TestDowngradeExchange(t *testing.T) {
+	t.Parallel()
+	in := []byte(`{"name":"Poloniex","api":{"urlEndpoints":{"WebsocketSpotURL": 42}}}`)
+	out, err := new(v11.Version).DowngradeExchange(t.Context(), in)
+	require.NoError(t, err)
+	require.Equal(t, string(in), string(out), "DowngradeExchange must not change json")
+}

config_example.json

@@ -2308,31 +2308,36 @@
      "delimiter": "_"
     },
     "useGlobalFormat": true,
-    "assetTypes": [
-     "spot"
-    ],
     "pairs": {
      "spot": {
+      "assetEnabled": true,
       "enabled": "BTC_LTC,BTC_ETH,BTC_DOGE,BTC_DASH,BTC_XRP",
       "available": "BTC_SC,BTC_GNT,USDC_LTC,PAX_ETH,USDT_BSVBEAR,BUSD_BNB,USDT_WRX,USDT_IBVOL,USDT_ETH,BTC_ETC,USDC_ETH,BTC_POLY,BTC_ATOM,USDT_ATOM,TRX_STEEM,USDT_NEO,USDT_XRPBULL,USDT_AVA,USDT_DASH,USDT_ZRX,USDT_TRXBEAR,USDT_PAX,DAI_ETH,BTC_NEO,TRX_JST,BTC_FXC,USDT_ETC,USDT_ZEC,BTC_STORJ,USDT_GNT,USDT_QTUM,BTC_FOAM,TRX_BTT,USDT_BCHC,BTC_XFIL,USDC_XMR,TRX_WIN,USDT_SNX,BTC_LEND,USDT_BSVBULL,BTC_DOGE,BTC_REP,USDT_REP,BTC_STRAT,USDT_EOS,BTC_BAT,BTC_BCHABC,USDT_BUSD,BTC_XRP,BTC_ARDR,USDT_LINKBULL,BTC_CHR,USDT_CUSDT,TRX_WRX,USDT_XRP,ETH_ZEC,BTC_KNC,USDT_DOGE,BTC_LPT,USDT_BTT,ETH_COMP,USDC_GRIN,USDC_DASH,USDT_GRIN,USDT_XTZ,BTC_GAS,USDT_DAI,TRX_NEO,USDT_LINKBEAR,TRX_CHR,BTC_MDT,USDT_XMR,BTC_DCR,BTC_CVC,USDT_BNB,BTC_NXT,BTC_LSK,BTC_OMG,BTC_QTUM,BTC_BCHSV,BTC_SNX,BTC_MANA,USDC_EOS,DAI_BTC,BTC_SWFTC,TRX_BNB,BTC_STEEM,USDJ_BTC,USDJ_BTT,USDT_LRC,USDT_BAL,BNB_BTC,USDC_DOGE,BTC_TRX,BTC_XTZ,TRX_XTZ,USDT_MATIC,USDT_BCHBEAR,USDT_SWFTC,BTC_LTC,USDC_XRP,BTC_NMR,TRX_MATIC,USDT_XRPBEAR,BTC_ZEC,BTC_SNT,USDT_SC,USDT_BCHSV,TRX_ETH,BUSD_BTC,BTC_DASH,ETH_BAT,BTC_LOOM,TRX_SNX,ETH_ZRX,USDC_BCHABC,USDC_ETC,USDT_BULL,PAX_BTC,USDJ_TRX,BTC_WRX,BTC_BTS,USDT_LTC,BTC_LINK,USDT_USDJ,TRX_SWFTC,USDT_LINK,TRX_AVA,USDC_USDT,USDT_JST,TRX_FXC,USDT_CHR,USDT_XFIL,BTC_ETHBNT,BTC_LRC,USDT_BAT,USDC_ATOM,USDT_WIN,ETH_EOS,USDT_TRX,TRX_MDT,BTC_AVA,BTC_XEM,USDT_BTC,BTC_EOS,USDT_LSK,BTC_MATIC,USDT_FXC,USDT_STEEM,USDC_BCHSV,USDT_TRXBULL,USDT_EOSBULL,USDT_LEND,ETH_ETC,USDT_MANA,USDT_ETHBULL,USDT_REN,USDT_COMP,BTC_XMR,BTC_ETH,BTC_ZRX,USDC_BTC,TRX_XRP,USDT_ETHBEAR,USDT_BVOL,ETH_BAL,USDT_MDT,BTC_BNT,USDC_ZEC,USDT_BCHABC,TRX_LINK,BTC_MKR,USDT_BCN,USDT_EOSBEAR,BTC_REN,USDT_STR,USDC_STR,USDT_BEAR,USDT_BCHBULL,BTC_STR,USDC_TRX,USDT_MKR"
+     },
+     "futures": {
+      "assetEnabled": true,
+      "enabled": "XBT_USDT_PERP,ETH_USDT_PERP,BCH_USDT_PERP",
+      "available": "BNB_USDT_PERP,TRX_USDT_PERP,LTC_USDT_PERP,APT_USDT_PERP,1000PEPE_USDT_PERP,1000SHIB_USDT_PERP,BTC_USDT_PERP,DOGE_USDT_PERP,AVAX_USDT_PERP,XRP_USDT_PERP,SOL_USDT_PERP,ETH_USDT_PERP,BCH_USDT_PERP"
      }
     }
    },
    "api": {
     "authenticatedSupport": false,
     "authenticatedWebsocketApiSupport": false,
-    "endpoints": {
-     "url": "NON_DEFAULT_HTTP_LINK_TO_EXCHANGE_API",
-     "urlSecondary": "NON_DEFAULT_HTTP_LINK_TO_EXCHANGE_API",
-     "websocketURL": "NON_DEFAULT_HTTP_LINK_TO_WEBSOCKET_EXCHANGE_API"
-    },
     "credentials": {
-     "key": "Key",
-     "secret": "Secret"
+     "key": "",
+     "secret": ""
     },
     "credentialsValidator": {
      "requiresKey": true,
      "requiresSecret": true
+    },
+    "urlEndpoints": {
+     "RestSpotURL": "https://api.poloniex.com",
+     "WebsocketPrivateURL": "wss://ws.poloniex.com/ws/private",
+     "WebsocketSpotURL": "wss://ws.poloniex.com/ws/public",
+     "WebsocketFuturesURL": "wss://ws.poloniex.com/ws/v3/public",
+     "WebsocketFuturesPrivateURL": "wss://ws.poloniex.com/ws/v3/private"
     }
    },
    "features": {
@@ -2347,7 +2352,7 @@
     },
     "enabled": {
      "autoPairUpdates": true,
-     "websocketAPI": false
+     "websocketAPI": true
     }
    },
    "bankAccounts": [

exchanges/exchange.go

@@ -1364,6 +1364,10 @@ func (u URL) String() string {
 		return websocketPrivateURL
 	case WebsocketSpotSupplementary:
 		return websocketSpotSupplementaryURL
+	case WebsocketFutures:
+		return websocketFuturesURL
+	case WebsocketFuturesPrivate:
+		return websocketFuturesPrivateURL
 	case ChainAnalysis:
 		return chainAnalysisURL
 	case EdgeCase1:
@@ -1414,6 +1418,10 @@ func getURLTypeFromString(ep string) (URL, error) {
 		return WebsocketPrivate, nil
 	case websocketSpotSupplementaryURL:
 		return WebsocketSpotSupplementary, nil
+	case websocketFuturesURL:
+		return WebsocketFutures, nil
+	case websocketFuturesPrivateURL:
+		return WebsocketFuturesPrivate, nil
 	case chainAnalysisURL:
 		return ChainAnalysis, nil
 	case edgeCase1URL:

exchanges/exchange_test.go

@@ -1649,6 +1649,8 @@ func TestString(t *testing.T) {
 		{WebsocketTrade, websocketTradeURL},
 		{WebsocketPrivate, websocketPrivateURL},
 		{WebsocketSpotSupplementary, websocketSpotSupplementaryURL},
+		{WebsocketFutures, websocketFuturesURL},
+		{WebsocketFuturesPrivate, websocketFuturesPrivateURL},
 		{ChainAnalysis, chainAnalysisURL},
 		{EdgeCase1, edgeCase1URL},
 		{EdgeCase2, edgeCase2URL},
@@ -1813,6 +1815,8 @@ func TestGetGetURLTypeFromString(t *testing.T) {
 		{Endpoint: websocketTradeURL, Expected: WebsocketTrade},
 		{Endpoint: websocketPrivateURL, Expected: WebsocketPrivate},
 		{Endpoint: websocketSpotSupplementaryURL, Expected: WebsocketSpotSupplementary},
+		{Endpoint: websocketFuturesURL, Expected: WebsocketFutures},
+		{Endpoint: websocketFuturesPrivateURL, Expected: WebsocketFuturesPrivate},
 		{Endpoint: chainAnalysisURL, Expected: ChainAnalysis},
 		{Endpoint: edgeCase1URL, Expected: EdgeCase1},
 		{Endpoint: edgeCase2URL, Expected: EdgeCase2},

exchanges/exchange_types.go

@@ -282,6 +282,8 @@ const (
 	WebsocketTrade
 	WebsocketPrivate
 	WebsocketSpotSupplementary
+	WebsocketFutures
+	WebsocketFuturesPrivate
 	ChainAnalysis
 	EdgeCase1
 	EdgeCase2
@@ -304,6 +306,8 @@ const (
 	websocketTradeURL             = "WebsocketTradeURL"
 	websocketPrivateURL           = "WebsocketPrivateURL"
 	websocketSpotSupplementaryURL = "WebsocketSpotSupplementaryURL"
+	websocketFuturesURL           = "WebsocketFuturesURL"
+	websocketFuturesPrivateURL    = "WebsocketFuturesPrivateURL"
 	chainAnalysisURL              = "ChainAnalysisURL"
 	edgeCase1URL                  = "EdgeCase1URL"
 	edgeCase2URL                  = "EdgeCase2URL"
@@ -328,6 +332,8 @@ var keyURLs = []URL{
 	WebsocketTrade,
 	WebsocketPrivate,
 	WebsocketSpotSupplementary,
+	WebsocketFutures,
+	WebsocketFuturesPrivate,
 	ChainAnalysis,
 	EdgeCase1,
 	EdgeCase2,

exchanges/kline/kline_types.go

@@ -147,6 +147,7 @@ type Candle struct {
 	Low              float64
 	Close            float64
 	Volume           float64
+	QuoteVolume      float64
 	ValidationIssues string
 }
 

exchanges/mock/server.go

@@ -253,15 +253,13 @@ func MatchAndGetResponse(mockData []HTTPResponse, requestVals url.Values, isQuer
 		}
 
 		mockVals := url.Values{}
-		var err error
 		if json.Valid([]byte(data)) {
-			something := make(map[string]any)
-			err = json.Unmarshal([]byte(data), &something)
-			if err != nil {
+			dataMap := make(map[string]any)
+			if err := json.Unmarshal([]byte(data), &dataMap); err != nil {
 				return nil, err
 			}
 
-			for k, v := range something {
+			for k, v := range dataMap {
 				switch val := v.(type) {
 				case string:
 					mockVals.Add(k, val)
@@ -277,6 +275,7 @@ func MatchAndGetResponse(mockData []HTTPResponse, requestVals url.Values, isQuer
 				}
 			}
 		} else {
+			var err error
 			mockVals, err = url.ParseQuery(data)
 			if err != nil {
 				return nil, err

exchanges/order/order_types.go

@@ -34,6 +34,9 @@ var (
 	ErrCannotLiquidate = errors.New("cannot liquidate position")
 
 	ErrUnknownTrackingMode = errors.New("unknown tracking mode")
+	ErrGetFailed           = errors.New("get order failed")
+	ErrPlaceFailed         = errors.New("place order failed")
+	ErrCancelFailed        = errors.New("cancel order failed")
 )
 
 // Submit contains all properties of an order that may be required
@@ -104,8 +107,16 @@ type Submit struct {
 	TrackingMode  TrackingMode
 	TrackingValue float64
 
+	// LimitTrackingMode specifies the limit price offset used to place a limit order relative to the market price.
+	LimitTrackingMode  TrackingMode
+	LimitTrackingValue float64
+
 	// RFQDisabled, when set, attempts to route the order to the exchange CLOB. Currently only supported by Coinbase
 	RFQDisabled bool
+
+	// SlippageTolerance used to control the maximum slippage ratio, the value range is greater than 0 and less than 1
+	// https://api-docs.poloniex.com/spot/api/private/order
+	SlippageTolerance float64
 }
 
 // SubmitResponse is what is returned after submitting an order to an exchange
@@ -157,13 +168,14 @@ const (
 // are required to be populated
 type Modify struct {
 	// Order Identifiers
-	Exchange      string
-	OrderID       string
-	ClientOrderID string
-	Type          Type
-	Side          Side
-	AssetType     asset.Item
-	Pair          currency.Pair
+	Exchange         string
+	OrderID          string
+	ClientOrderID    string
+	NewClientOrderID string
+	Type             Type
+	Side             Side
+	AssetType        asset.Item
+	Pair             currency.Pair
 
 	// Change fields
 	TimeInForce  TimeInForce
@@ -176,6 +188,10 @@ type Modify struct {
 	TriggerPriceType PriceType
 
 	RiskManagementModes RiskManagementModes
+
+	// SlippageTolerance used to control the maximum slippage ratio, the value range is greater than 0 and less than 1
+	// https://api-docs.poloniex.com/spot/api/private/order
+	SlippageTolerance float64
 }
 
 // ModifyResponse is an order modifying return type
@@ -372,6 +388,7 @@ const (
 	AnyType
 	Liquidation
 	Trigger
+	LimitMaker
 	OCO             // One-cancels-the-other order
 	ConditionalStop // One-way stop order
 	TWAP            // time-weighted average price
@@ -380,10 +397,11 @@ const (
 	MarketMakerProtection
 
 	// Hybrid order types
-	StopLimit        = Stop | Limit
-	StopMarket       = Stop | Market
-	TakeProfitMarket = TakeProfit | Market
-	Bracket          = Stop | TakeProfit
+	StopLimit         = Stop | Limit
+	StopMarket        = Stop | Market
+	TakeProfitMarket  = TakeProfit | Market
+	TrailingStopLimit = TrailingStop | Limit
+	Bracket           = Stop | TakeProfit
 )
 
 // order-type string representations
@@ -399,9 +417,11 @@ const (
 	orderTakeProfit            = "TAKE PROFIT"
 	orderTakeProfitMarket      = "TAKE PROFIT MARKET"
 	orderTrailingStop          = "TRAILING_STOP"
+	orderTrailingStopLimit     = "TRAILING_STOP_LIMIT"
 	orderIOS                   = "IOS"
 	orderLiquidation           = "LIQUIDATION"
 	orderTrigger               = "TRIGGER"
+	orderLimitMaker            = "LIMIT_MAKER"
 	orderOCO                   = "OCO"
 	orderOptimalLimit          = "OPTIMAL_LIMIT"
 	orderMarketMakerProtection = "MMP"
@@ -413,22 +433,19 @@ const (
 var AllOrderTypes = Limit |
 	Market |
 	Stop |
-	StopLimit |
-	StopMarket |
 	TakeProfit |
-	TakeProfitMarket |
 	TrailingStop |
 	IOS |
 	AnyType |
 	Liquidation |
 	Trigger |
+	LimitMaker |
 	OCO |
 	ConditionalStop |
 	TWAP |
 	Chase |
 	OptimalLimit |
-	MarketMakerProtection |
-	Bracket
+	MarketMakerProtection
 
 // Side enforces a standard for order sides across the code base
 type Side uint32