load orderConstraints for ccxtExchange from CCXT API (#112), closes #109

 closes #110

plugins/ccxtExchange.go

@@ -28,7 +28,7 @@ type ccxtExchange struct {
 func makeCcxtExchange(
 	ccxtBaseURL string,
 	exchangeName string,
-	orderConstraints map[model.TradingPair]model.OrderConstraints,
+	orderConstraintOverrides map[model.TradingPair]model.OrderConstraints,
 	apiKeys []api.ExchangeAPIKey,
 	simMode bool,
 ) (api.Exchange, error) {
@@ -41,10 +41,14 @@ func makeCcxtExchange(
 		return nil, fmt.Errorf("error making a ccxt exchange: %s", e)
 	}
 
+	if orderConstraintOverrides == nil {
+		orderConstraintOverrides = map[model.TradingPair]model.OrderConstraints{}
+	}
+
 	return ccxtExchange{
 		assetConverter:   model.CcxtAssetConverter,
 		delimiter:        "/",
-		orderConstraints: orderConstraints,
+		orderConstraints: orderConstraintOverrides,
 		api:              c,
 		simMode:          simMode,
 	}, nil
@@ -74,8 +78,8 @@ func (c ccxtExchange) GetTickerPrice(pairs []model.TradingPair) (map[model.Tradi
 		}
 
 		priceResult[p] = api.Ticker{
-			AskPrice: model.NumberFromFloat(askPrice, c.orderConstraints[p].PricePrecision),
-			BidPrice: model.NumberFromFloat(bidPrice, c.orderConstraints[p].PricePrecision),
+			AskPrice: model.NumberFromFloat(askPrice, c.GetOrderConstraints(&p).PricePrecision),
+			BidPrice: model.NumberFromFloat(bidPrice, c.GetOrderConstraints(&p).PricePrecision),
 		}
 	}
 
@@ -89,7 +93,26 @@ func (c ccxtExchange) GetAssetConverter() *model.AssetConverter {
 
 // GetOrderConstraints impl
 func (c ccxtExchange) GetOrderConstraints(pair *model.TradingPair) *model.OrderConstraints {
-	oc := c.orderConstraints[*pair]
+	if oc, ok := c.orderConstraints[*pair]; ok {
+		return &oc
+	}
+
+	pairString, e := pair.ToString(c.assetConverter, c.delimiter)
+	if e != nil {
+		// this should never really panic because we would have converted this trading pair to a string previously
+		panic(e)
+	}
+
+	// load from CCXT's cache
+	ccxtMarket := c.api.GetMarket(pairString)
+	if ccxtMarket == nil {
+		panic(fmt.Errorf("CCXT does not have precision and limit data for the passed in market: %s", pairString))
+	}
+	oc := *model.MakeOrderConstraints(ccxtMarket.Precision.Price, ccxtMarket.Precision.Amount, ccxtMarket.Limits.Amount.Min)
+
+	// cache it before returning
+	c.orderConstraints[*pair] = oc
+
 	return &oc
 }
 
@@ -142,8 +165,8 @@ func (c ccxtExchange) GetOrderBook(pair *model.TradingPair, maxCount int32) (*mo
 }
 
 func (c ccxtExchange) readOrders(orders []sdk.CcxtOrder, pair *model.TradingPair, orderAction model.OrderAction) []model.Order {
-	pricePrecision := c.orderConstraints[*pair].PricePrecision
-	volumePrecision := c.orderConstraints[*pair].VolumePrecision
+	pricePrecision := c.GetOrderConstraints(pair).PricePrecision
+	volumePrecision := c.GetOrderConstraints(pair).VolumePrecision
 
 	result := []model.Order{}
 	for _, o := range orders {
@@ -222,8 +245,8 @@ func (c ccxtExchange) readTrade(pair *model.TradingPair, pairString string, rawT
 		return nil, fmt.Errorf("expected '%s' for 'symbol' field, got: %s", pairString, rawTrade.Symbol)
 	}
 
-	pricePrecision := c.orderConstraints[*pair].PricePrecision
-	volumePrecision := c.orderConstraints[*pair].VolumePrecision
+	pricePrecision := c.GetOrderConstraints(pair).PricePrecision
+	volumePrecision := c.GetOrderConstraints(pair).VolumePrecision
 
 	trade := model.Trade{
 		Order: model.Order{
@@ -311,14 +334,14 @@ func (c ccxtExchange) convertOpenOrderFromCcxt(pair *model.TradingPair, o sdk.Cc
 			Pair:        pair,
 			OrderAction: orderAction,
 			OrderType:   model.OrderTypeLimit,
-			Price:       model.NumberFromFloat(o.Price, c.orderConstraints[*pair].PricePrecision),
-			Volume:      model.NumberFromFloat(o.Amount, c.orderConstraints[*pair].VolumePrecision),
+			Price:       model.NumberFromFloat(o.Price, c.GetOrderConstraints(pair).PricePrecision),
+			Volume:      model.NumberFromFloat(o.Amount, c.GetOrderConstraints(pair).VolumePrecision),
 			Timestamp:   ts,
 		},
 		ID:             o.ID,
 		StartTime:      ts,
 		ExpireTime:     nil,
-		VolumeExecuted: model.NumberFromFloat(o.Filled, c.orderConstraints[*pair].VolumePrecision),
+		VolumeExecuted: model.NumberFromFloat(o.Filled, c.GetOrderConstraints(pair).VolumePrecision),
 	}, nil
 }
 

plugins/factory.go

@@ -173,17 +173,10 @@ var exchanges = map[string]ExchangeContainer{
 		Description:  "Binance is a popular centralized cryptocurrency exchange (via ccxt-rest)",
 		TradeEnabled: true,
 		makeFn: func(exchangeFactoryData exchangeFactoryData) (api.Exchange, error) {
-			// https://www.binance.com/api/v1/exchangeInfo
-			// https://support.binance.com/hc/en-us/articles/115000594711-Trading-Rule
-			binanceOrderConstraints := map[model.TradingPair]model.OrderConstraints{
-				*model.MakeTradingPair(model.XLM, model.USDT): *model.MakeOrderConstraints(5, 2, 100.0), // converted USDT value to XLM for minBaseVolume with a lot of slack
-				*model.MakeTradingPair(model.XLM, model.BTC):  *model.MakeOrderConstraints(8, 0, 100.0), // converted BTC value to XLM for minBaseVolume with a lot of slack
-			}
-
 			return makeCcxtExchange(
 				"http://localhost:3000",
 				"binance",
-				binanceOrderConstraints,
+				nil,
 				exchangeFactoryData.apiKeys,
 				exchangeFactoryData.simMode,
 			)
@@ -197,7 +190,7 @@ var exchanges = map[string]ExchangeContainer{
 			return makeCcxtExchange(
 				"http://localhost:3000",
 				"poloniex",
-				map[model.TradingPair]model.OrderConstraints{}, // TODO when enabling trading
+				nil,
 				exchangeFactoryData.apiKeys,
 				exchangeFactoryData.simMode,
 			)
@@ -211,7 +204,7 @@ var exchanges = map[string]ExchangeContainer{
 			return makeCcxtExchange(
 				"http://localhost:3000",
 				"bittrex",
-				map[model.TradingPair]model.OrderConstraints{}, // TODO when enabling trading
+				nil,
 				exchangeFactoryData.apiKeys,
 				exchangeFactoryData.simMode,
 			)

support/sdk/ccxt.go

@@ -20,6 +20,27 @@ type Ccxt struct {
 	ccxtBaseURL  string
 	exchangeName string
 	instanceName string
+	markets      map[string]CcxtMarket
+}
+
+// CcxtMarket represents the result of a LoadMarkets call
+type CcxtMarket struct {
+	// only contains currently needed data
+	Symbol string `json:"symbol"`
+	Base   string `json:"base"`
+	Quote  string `json:"quote"`
+	Limits struct {
+		Amount struct {
+			Min float64 `json:"min"`
+		} `json:"amount"`
+		Price struct {
+			Min float64 `json:"min"`
+		} `json:"price"`
+	} `json:"limits"`
+	Precision struct {
+		Amount int8 `json:"amount"`
+		Price  int8 `json:"price"`
+	} `json:"precision"`
 }
 
 const pathExchanges = "/exchanges"
@@ -88,11 +109,19 @@ func (c *Ccxt) init(apiKey api.ExchangeAPIKey) error {
 	}
 
 	// load markets to populate fields related to markets
+	var marketsResponse interface{}
 	url := c.ccxtBaseURL + pathExchanges + "/" + c.exchangeName + "/" + c.instanceName + "/loadMarkets"
-	e = networking.JSONRequest(c.httpClient, "POST", url, "", map[string]string{}, nil)
+	e = networking.JSONRequest(c.httpClient, "POST", url, "", map[string]string{}, &marketsResponse)
 	if e != nil {
 		return fmt.Errorf("error loading markets for exchange instance (exchange=%s, instanceName=%s): %s", c.exchangeName, c.instanceName, e)
 	}
+	// decode markets and sets it on the ccxt instance
+	var markets map[string]CcxtMarket
+	e = mapstructure.Decode(marketsResponse, &markets)
+	if e != nil {
+		return fmt.Errorf("error converting loadMarkets output to a map of Market for exchange instance (exchange=%s, instanceName=%s): %s", c.exchangeName, c.instanceName, e)
+	}
+	c.markets = markets
 
 	return nil
 }
@@ -180,6 +209,14 @@ func (c *Ccxt) symbolExists(tradingPair string) error {
 	return fmt.Errorf("trading pair '%s' does not exist in the list of %d symbols on exchange '%s'", tradingPair, len(symbolsList), c.exchangeName)
 }
 
+// GetMarket returns the CcxtMarket instance
+func (c *Ccxt) GetMarket(tradingPair string) *CcxtMarket {
+	if v, ok := c.markets[tradingPair]; ok {
+		return &v
+	}
+	return nil
+}
+
 // FetchTicker calls the /fetchTicker endpoint on CCXT, trading pair is the CCXT version of the trading pair
 func (c *Ccxt) FetchTicker(tradingPair string) (map[string]interface{}, error) {
 	e := c.symbolExists(tradingPair)