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[Code refactoring] - Migrate exchange config to glaze json
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@sjanel
sjanel committed Nov 17, 2024
1 parent 151e257 commit 20c9c77
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16 changes: 8 additions & 8 deletions CONFIG.md
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Expand Up @@ -101,7 +101,7 @@ As an example, consider this file:
}
}
},
"tradefees": {
"tradeFees": {
"default": {
"maker": "0.1",
},
Expand All @@ -116,7 +116,7 @@ As an example, consider this file:

The chosen values will be:

| Exchange | `asset/withdrawExclude` | `tradefees/maker` |
| Exchange | `asset/withdrawExclude` | `tradeFees/maker` |
| -------- | ----------------------- | ----------------- |
| Binance | `BTC,BQX` | `0.1` |
| Kraken | `BTC,EUR,KFEE` | `0.1` |
Expand Down Expand Up @@ -146,8 +146,8 @@ Refer to the hardcoded default json example as a model in case of doubt.
| *query* | **updateFrequency.currencies** | Duration string (ex: `4h`) | Minimum duration between two consecutive requests of currencies |
| *query* | **updateFrequency.markets** | Duration string (ex: `4h`) | Minimum duration between two consecutive requests of markets |
| *query* | **updateFrequency.withdrawalFees** | Duration string (ex: `12h`) | Minimum duration between two consecutive requests of withdrawal fees |
| *query* | **updateFrequency.allOrderbooks** | Duration string (ex: `2s`) | Minimum duration between two consecutive requests of all order books (or ticker) |
| *query* | **updateFrequency.orderbook** | Duration string (ex: `1s`) | Minimum duration between two consecutive requests of a single orderbook |
| *query* | **updateFrequency.allOrderBooks** | Duration string (ex: `2s`) | Minimum duration between two consecutive requests of all order books (or ticker) |
| *query* | **updateFrequency.orderBook** | Duration string (ex: `1s`) | Minimum duration between two consecutive requests of a single orderbook |
| *query* | **updateFrequency.tradedVolume** | Duration string (ex: `4h`) | Minimum duration between two consecutive requests of last traded volume |
| *query* | **updateFrequency.lastPrice** | Duration string (ex: `1s500ms`) | Minimum duration between two consecutive requests of price |
| *query* | **updateFrequency.depositWallet** | Duration string (ex: `1min`) | Minimum duration between two consecutive requests of deposit information (including wallet) |
Expand All @@ -156,12 +156,12 @@ Refer to the hardcoded default json example as a model in case of doubt.
| *query* | **marketDataSerialization** | Boolean (`true` or `false`) | If `true` and `coincenter` is compiled with **protobuf** support, some market data will automatically be exported in the `data/serialization` directory (`orderbook` and `last-trades`) for a long term storage |
| *query* | **multiTradeAllowedByDefault** | Boolean (`true` or `false`) | If `true`, [multi-trade](README.md#multi-trade) will be allowed by default for `trade`, `buy` and `sell`. It can be overridden at command line level with `--no-multi-trade` and `--multi-trade`. |
| *query* | **validateApiKey** | Boolean (`true` or `false`) | If `true`, each loaded private key will be tested at start of the program. In case of a failure, it will be removed from the list of private accounts loaded by `coincenter`, so that later queries do not consider it instead of raising a runtime exception. The downside is that it will make an additional check that will make startup slower. | |
| *tradefees* | **maker** | String as decimal number representing a percentage (for instance, "0.15") | Trade fees occurring when a maker order is matched |
| *tradefees* | **taker** | String as decimal number representing a percentage (for instance, "0.15") | Trade fees occurring when a taker order is matched |
| *tradeFees* | **maker** | String as decimal number representing a percentage (for instance, "0.15") | Trade fees occurring when a maker order is matched |
| *tradeFees* | **taker** | String as decimal number representing a percentage (for instance, "0.15") | Trade fees occurring when a taker order is matched |
| *withdraw* | **validateDepositAddressesInFile** | Boolean (`true` or `false`) | If `true`, each withdraw will perform an additional validation check from a trusted list of "whitelisted" addresses in `depositaddresses.json` file. Withdraw will not be processed if destination wallet is not present in the file. |

##### Notes

- `updateFrequency` is itself a json document containing all duration values as query frequencies.
See [ExchangeConfig default file](src/objects/src/exchangeconfigdefault.hpp) as an example for the syntax.
- `updateFrequency` is itself a json document containing all duration values as query frequencies.
See [ExchangeConfig default file](src/schema/src/exchange-config-default.hpp) as an example for the syntax.
- Unused and not explicitly set values (so, when loaded from default values) from your personal `exchangeconfig.json` file will be logged for information about what will actually be used by `coincenter`.
4 changes: 2 additions & 2 deletions src/api-objects/include/apikeysprovider.hpp
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@@ -1,6 +1,6 @@
#pragma once

#include <map>
#include <array>
#include <string_view>

#include "apikey.hpp"
Expand Down Expand Up @@ -42,4 +42,4 @@ class APIKeysProvider {

APIKeysPerExchange _apiKeysPerExchange;
};
} // namespace cct::api
} // namespace cct::api
5 changes: 3 additions & 2 deletions src/api-objects/include/tradeoptions.hpp
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Expand Up @@ -3,13 +3,14 @@
#include <string_view>

#include "cct_string.hpp"
#include "exchange-query-config.hpp"
#include "monetaryamount.hpp"
#include "priceoptions.hpp"
#include "timedef.hpp"
#include "tradedefinitions.hpp"

namespace cct {
class ExchangeConfig;

class TradeOptions {
public:
static constexpr Duration kDefaultMinTimeBetweenPriceUpdates = seconds(5);
Expand All @@ -28,7 +29,7 @@ class TradeOptions {
TradeSyncPolicy tradeSyncPolicy = TradeSyncPolicy::kSynchronous);

/// Constructs a new TradeOptions based on 'rhs' with unspecified options overriden from exchange config values
TradeOptions(const TradeOptions &rhs, const ExchangeConfig &exchangeConfig);
TradeOptions(const TradeOptions &rhs, const schema::ExchangeQueryTradeConfig &exchangeTradeConfig);

constexpr Duration maxTradeTime() const { return _maxTradeTime; }

Expand Down
13 changes: 6 additions & 7 deletions src/api-objects/src/tradeoptions.cpp
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Expand Up @@ -4,7 +4,7 @@

#include "cct_string.hpp"
#include "durationstring.hpp"
#include "exchangeconfig.hpp"
#include "exchange-query-config.hpp"
#include "priceoptions.hpp"
#include "timedef.hpp"
#include "tradedefinitions.hpp"
Expand All @@ -23,15 +23,14 @@ TradeOptions::TradeOptions(const PriceOptions &priceOptions, TradeTimeoutAction
_tradeTypePolicy(tradeTypePolicy),
_tradeSyncPolicy(tradeSyncPolicy) {}

TradeOptions::TradeOptions(const TradeOptions &rhs, const ExchangeConfig &exchangeConfig)
: _maxTradeTime(rhs._maxTradeTime == kUndefinedDuration ? exchangeConfig.tradeConfig().timeout()
: rhs._maxTradeTime),
TradeOptions::TradeOptions(const TradeOptions &rhs, const schema::ExchangeQueryTradeConfig &exchangeTradeConfig)
: _maxTradeTime(rhs._maxTradeTime == kUndefinedDuration ? exchangeTradeConfig.timeout.duration : rhs._maxTradeTime),
_minTimeBetweenPriceUpdates(rhs._minTimeBetweenPriceUpdates == kUndefinedDuration
? exchangeConfig.tradeConfig().minPriceUpdateDuration()
? exchangeTradeConfig.minPriceUpdateDuration.duration
: rhs._minTimeBetweenPriceUpdates),
_priceOptions(rhs._priceOptions.isDefault() ? PriceOptions(exchangeConfig.tradeConfig()) : rhs._priceOptions),
_priceOptions(rhs._priceOptions.isDefault() ? PriceOptions(exchangeTradeConfig) : rhs._priceOptions),
_timeoutAction(rhs._timeoutAction == TradeTimeoutAction::kDefault
? exchangeConfig.tradeConfig().tradeTimeoutAction()
? (exchangeTradeConfig.timeoutMatch ? TradeTimeoutAction::kMatch : TradeTimeoutAction::kCancel)
: rhs._timeoutAction),
_tradeMode(rhs._tradeMode),
_tradeTypePolicy(rhs._tradeTypePolicy),
Expand Down
7 changes: 3 additions & 4 deletions src/api/common/include/exchange-permanent-curl-options.hpp
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Expand Up @@ -2,24 +2,23 @@

#include <cstdint>

#include "exchange-query-config.hpp"
#include "permanentcurloptions.hpp"

namespace cct {

class ExchangeConfig;

namespace api {

class ExchangePermanentCurlOptions {
public:
explicit ExchangePermanentCurlOptions(const ExchangeConfig &exchangeConfig);
explicit ExchangePermanentCurlOptions(const schema::ExchangeQueryConfig &queryConfig);

enum class Api : int8_t { Public, Private };

PermanentCurlOptions::Builder builderBase(Api api) const;

private:
const ExchangeConfig &_exchangeConfig;
const schema::ExchangeQueryConfig &_queryConfig;
};

} // namespace api
Expand Down
1 change: 0 additions & 1 deletion src/api/common/include/exchangeprivateapi.hpp
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Expand Up @@ -11,7 +11,6 @@
#include "currencycode.hpp"
#include "currencyexchangeflatset.hpp"
#include "depositsconstraints.hpp"
#include "exchangeconfig.hpp"
#include "exchangeprivateapitypes.hpp"
#include "exchangepublicapi.hpp"
#include "exchangepublicapitypes.hpp"
Expand Down
9 changes: 6 additions & 3 deletions src/api/common/include/exchangepublicapi.hpp
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Expand Up @@ -29,9 +29,12 @@ namespace cct {
class AbstractMarketDataDeserializer;
class AbstractMarketDataSerializer;
class CoincenterInfo;
class ExchangeConfig;
class FiatConverter;

namespace schema {
struct ExchangeConfig;
}

namespace api {

class ExchangePublic : public CacheFileUpdatorInterface {
Expand Down Expand Up @@ -179,7 +182,7 @@ class ExchangePublic : public CacheFileUpdatorInterface {

const CoincenterInfo &coincenterInfo() const { return _coincenterInfo; }

const ExchangeConfig &exchangeConfig() const { return _exchangeConfig; }
const schema::ExchangeConfig &exchangeConfig() const { return _exchangeConfig; }

CommonAPI &commonAPI() { return _commonApi; }

Expand Down Expand Up @@ -215,7 +218,7 @@ class ExchangePublic : public CacheFileUpdatorInterface {
FiatConverter &_fiatConverter;
CommonAPI &_commonApi;
const CoincenterInfo &_coincenterInfo;
const ExchangeConfig &_exchangeConfig;
const schema::ExchangeConfig &_exchangeConfig;
std::unique_ptr<AbstractMarketDataDeserializer> _marketDataDeserializerPtr;
std::unique_ptr<AbstractMarketDataSerializer> _marketDataSerializerPtr;
std::recursive_mutex _publicRequestsMutex;
Expand Down
18 changes: 9 additions & 9 deletions src/api/common/src/exchange-permanent-curl-options.cpp
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@@ -1,27 +1,27 @@
#include "exchange-permanent-curl-options.hpp"

#include "exchangeconfig.hpp"
#include "exchange-query-config.hpp"
#include "permanentcurloptions.hpp"

namespace cct::api {

ExchangePermanentCurlOptions::ExchangePermanentCurlOptions(const ExchangeConfig &exchangeConfig)
: _exchangeConfig(exchangeConfig) {}
ExchangePermanentCurlOptions::ExchangePermanentCurlOptions(const schema::ExchangeQueryConfig &queryConfig)
: _queryConfig(queryConfig) {}

PermanentCurlOptions::Builder ExchangePermanentCurlOptions::builderBase(Api api) const {
PermanentCurlOptions::Builder builder;

builder.setAcceptedEncoding(_exchangeConfig.acceptEncoding())
.setRequestCallLogLevel(_exchangeConfig.requestsCallLogLevel())
.setRequestAnswerLogLevel(_exchangeConfig.requestsAnswerLogLevel())
.setTimeout(_exchangeConfig.httpConfig().timeout());
builder.setAcceptedEncoding(_queryConfig.acceptEncoding)
.setRequestCallLogLevel(_queryConfig.logLevels.requestsCall)
.setRequestAnswerLogLevel(_queryConfig.logLevels.requestsAnswer)
.setTimeout(_queryConfig.http.timeout.duration);

switch (api) {
case Api::Private:
builder.setMinDurationBetweenQueries(_exchangeConfig.privateAPIRate());
builder.setMinDurationBetweenQueries(_queryConfig.privateAPIRate.duration);
break;
case Api::Public:
builder.setMinDurationBetweenQueries(_exchangeConfig.publicAPIRate())
builder.setMinDurationBetweenQueries(_queryConfig.publicAPIRate.duration)
.setTooManyErrorsPolicy(PermanentCurlOptions::TooManyErrorsPolicy::kReturnEmptyResponse);
break;
default:
Expand Down
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