Enable additional ccxt params and http headers (#140)

api/exchange.go

@@ -14,6 +14,18 @@ type ExchangeAPIKey struct {
 	Secret string
 }
 
+// ExchangeParam specifies an additional parameter to be sent when initializing the exchange
+type ExchangeParam struct {
+	Param string
+	Value string
+}
+
+// ExchangeHeader specifies additional HTTP headers
+type ExchangeHeader struct {
+	Header string
+	Value  string
+}
+
 // Account allows you to access key account functions
 type Account interface {
 	GetAccountBalances(assetList []interface{}) (map[interface{}]model.Number, error)

cmd/trade.go

@@ -205,8 +205,24 @@ func makeExchangeShimSdex(
 			})
 		}
 
+		exchangeParams := []api.ExchangeParam{}
+		for _, param := range botConfig.ExchangeParams {
+			exchangeParams = append(exchangeParams, api.ExchangeParam{
+				Param: param.Param,
+				Value: param.Value,
+			})
+		}
+
+		exchangeHeaders := []api.ExchangeHeader{}
+		for _, header := range botConfig.ExchangeHeaders {
+			exchangeHeaders = append(exchangeHeaders, api.ExchangeHeader{
+				Header: header.Header,
+				Value:  header.Value,
+			})
+		}
+
 		var exchangeAPI api.Exchange
-		exchangeAPI, e = plugins.MakeTradingExchange(botConfig.TradingExchange, exchangeAPIKeys, *options.simMode)
+		exchangeAPI, e = plugins.MakeTradingExchange(botConfig.TradingExchange, exchangeAPIKeys, exchangeParams, exchangeHeaders, *options.simMode)
 		if e != nil {
 			logger.Fatal(l, fmt.Errorf("unable to make trading exchange: %s", e))
 			return nil, nil

examples/configs/trader/sample_mirror.cfg

@@ -53,4 +53,14 @@ PER_LEVEL_SPREAD=0.005
 # you can use multiple API keys to overcome rate limit concerns
 #[[EXCHANGE_API_KEYS]]
 #KEY=""
-#SECRET=""
+#SECRET=""
+
+# if your exchange requires additional parameters, list them here with the the necessary values (only ccxt supported currently)
+#[[EXCHANGE_PARAMS]]
+#PARAM=""
+#VALUE=""
+
+# if your exchange requires additional headers, list them here with the the necessary values (only ccxt supported currently)
+#[[EXCHANGE_HEADERS]]
+#HEADER=""
+#VALUE=""

examples/configs/trader/sample_trader.cfg

@@ -106,3 +106,20 @@ MAX_OP_FEE_STROOPS=5000
 #[[EXCHANGE_API_KEYS]]
 #KEY=""
 #SECRET=""
+
+# if your exchange requires additional parameters during initialization, list them here (only ccxt supported currently)
+# Note that some CCXT exchanges require additional parameters, e.g. coinbase pro requires a "password"
+#[[EXCHANGE_PARAMS]]
+#PARAM=""
+#VALUE=""
+#[[EXCHANGE_PARAMS]]
+#PARAM=""
+#VALUE=""
+
+# if your exchange requires additional parameters as http headers, list them here (only ccxt supported currently)
+#[[EXCHANGE_HEADERS]]
+#HEADER=""
+#VALUE=""
+#[[EXCHANGE_HEADERS]]
+#HEADER=""
+#VALUE=""

plugins/ccxtExchange.go

@@ -32,6 +32,8 @@ func makeCcxtExchange(
 	exchangeName string,
 	orderConstraintOverrides map[model.TradingPair]model.OrderConstraints,
 	apiKeys []api.ExchangeAPIKey,
+	exchangeParams []api.ExchangeParam,
+	headers []api.ExchangeHeader,
 	simMode bool,
 ) (api.Exchange, error) {
 	if len(apiKeys) == 0 {
@@ -42,7 +44,7 @@ func makeCcxtExchange(
 		return nil, fmt.Errorf("need exactly 1 ExchangeAPIKey")
 	}
 
-	c, e := sdk.MakeInitializedCcxtExchange(exchangeName, apiKeys[0])
+	c, e := sdk.MakeInitializedCcxtExchange(exchangeName, apiKeys[0], exchangeParams, headers)
 	if e != nil {
 		return nil, fmt.Errorf("error making a ccxt exchange: %s", e)
 	}

plugins/ccxtExchange_test.go

@@ -14,6 +14,7 @@ import (
 
 var supportedExchanges = []string{"binance"}
 var emptyAPIKey = api.ExchangeAPIKey{}
+var emptyParams = api.ExchangeParam{}
 var supportedTradingExchanges = map[string]api.ExchangeAPIKey{
 	"binance": {},
 }
@@ -30,7 +31,7 @@ func TestGetTickerPrice_Ccxt(t *testing.T) {
 
 	for _, exchangeName := range supportedExchanges {
 		t.Run(exchangeName, func(t *testing.T) {
-			testCcxtExchange, e := makeCcxtExchange(exchangeName, testOrderConstraints, []api.ExchangeAPIKey{emptyAPIKey}, false)
+			testCcxtExchange, e := makeCcxtExchange(exchangeName, testOrderConstraints, []api.ExchangeAPIKey{emptyAPIKey}, []api.ExchangeParam{emptyParams}, []api.ExchangeHeader{}, false)
 			if !assert.NoError(t, e) {
 				return
 			}
@@ -57,7 +58,7 @@ func TestGetOrderBook_Ccxt(t *testing.T) {
 
 	for _, exchangeName := range supportedExchanges {
 		t.Run(exchangeName, func(t *testing.T) {
-			testCcxtExchange, e := makeCcxtExchange(exchangeName, testOrderConstraints, []api.ExchangeAPIKey{emptyAPIKey}, false)
+			testCcxtExchange, e := makeCcxtExchange(exchangeName, testOrderConstraints, []api.ExchangeAPIKey{emptyAPIKey}, []api.ExchangeParam{emptyParams}, []api.ExchangeHeader{}, false)
 			if !assert.NoError(t, e) {
 				return
 			}
@@ -90,7 +91,7 @@ func TestGetTrades_Ccxt(t *testing.T) {
 
 	for _, exchangeName := range supportedExchanges {
 		t.Run(exchangeName, func(t *testing.T) {
-			testCcxtExchange, e := makeCcxtExchange(exchangeName, testOrderConstraints, []api.ExchangeAPIKey{emptyAPIKey}, false)
+			testCcxtExchange, e := makeCcxtExchange(exchangeName, testOrderConstraints, []api.ExchangeAPIKey{emptyAPIKey}, []api.ExchangeParam{}, []api.ExchangeHeader{}, false)
 			if !assert.NoError(t, e) {
 				return
 			}
@@ -115,7 +116,7 @@ func TestGetTradeHistory_Ccxt(t *testing.T) {
 
 	for exchangeName, apiKey := range supportedTradingExchanges {
 		t.Run(exchangeName, func(t *testing.T) {
-			testCcxtExchange, e := makeCcxtExchange(exchangeName, testOrderConstraints, []api.ExchangeAPIKey{apiKey}, false)
+			testCcxtExchange, e := makeCcxtExchange(exchangeName, testOrderConstraints, []api.ExchangeAPIKey{apiKey}, []api.ExchangeParam{emptyParams}, []api.ExchangeHeader{}, false)
 			if !assert.NoError(t, e) {
 				return
 			}
@@ -173,7 +174,7 @@ func validateTrades(t *testing.T, pair model.TradingPair, trades []model.Trade)
 func TestGetLatestTradeCursor_Ccxt(t *testing.T) {
 	for exchangeName, apiKey := range supportedTradingExchanges {
 		t.Run(exchangeName, func(t *testing.T) {
-			testCcxtExchange, e := makeCcxtExchange(exchangeName, testOrderConstraints, []api.ExchangeAPIKey{apiKey}, false)
+			testCcxtExchange, e := makeCcxtExchange(exchangeName, testOrderConstraints, []api.ExchangeAPIKey{apiKey}, []api.ExchangeParam{emptyParams}, []api.ExchangeHeader{}, false)
 			if !assert.NoError(t, e) {
 				return
 			}
@@ -212,7 +213,7 @@ func TestGetAccountBalances_Ccxt(t *testing.T) {
 
 	for exchangeName, apiKey := range supportedTradingExchanges {
 		t.Run(exchangeName, func(t *testing.T) {
-			testCcxtExchange, e := makeCcxtExchange(exchangeName, testOrderConstraints, []api.ExchangeAPIKey{apiKey}, false)
+			testCcxtExchange, e := makeCcxtExchange(exchangeName, testOrderConstraints, []api.ExchangeAPIKey{apiKey}, []api.ExchangeParam{emptyParams}, []api.ExchangeHeader{}, false)
 			if !assert.NoError(t, e) {
 				return
 			}
@@ -257,7 +258,7 @@ func TestGetOpenOrders_Ccxt(t *testing.T) {
 	for exchangeName, apiKey := range supportedTradingExchanges {
 		for _, pair := range tradingPairs {
 			t.Run(exchangeName, func(t *testing.T) {
-				testCcxtExchange, e := makeCcxtExchange(exchangeName, testOrderConstraints, []api.ExchangeAPIKey{apiKey}, false)
+				testCcxtExchange, e := makeCcxtExchange(exchangeName, testOrderConstraints, []api.ExchangeAPIKey{apiKey}, []api.ExchangeParam{emptyParams}, []api.ExchangeHeader{}, false)
 				if !assert.NoError(t, e) {
 					return
 				}
@@ -372,7 +373,7 @@ func TestAddOrder_Ccxt(t *testing.T) {
 			},
 		} {
 			t.Run(exchangeName, func(t *testing.T) {
-				testCcxtExchange, e := makeCcxtExchange(exchangeName, testOrderConstraints, []api.ExchangeAPIKey{apiKey}, false)
+				testCcxtExchange, e := makeCcxtExchange(exchangeName, testOrderConstraints, []api.ExchangeAPIKey{apiKey}, []api.ExchangeParam{emptyParams}, []api.ExchangeHeader{}, false)
 				if !assert.NoError(t, e) {
 					return
 				}
@@ -422,7 +423,7 @@ func TestCancelOrder_Ccxt(t *testing.T) {
 			},
 		} {
 			t.Run(exchangeName, func(t *testing.T) {
-				testCcxtExchange, e := makeCcxtExchange(exchangeName, testOrderConstraints, []api.ExchangeAPIKey{apiKey}, false)
+				testCcxtExchange, e := makeCcxtExchange(exchangeName, testOrderConstraints, []api.ExchangeAPIKey{apiKey}, []api.ExchangeParam{emptyParams}, []api.ExchangeHeader{}, false)
 				if !assert.NoError(t, e) {
 					return
 				}
@@ -442,6 +443,7 @@ func TestCancelOrder_Ccxt(t *testing.T) {
 }
 
 func TestGetOrderConstraints_Ccxt_Precision(t *testing.T) {
+	// coinbasepro gives incorrect precision values so we do not test it here
 	testCases := []struct {
 		exchangeName       string
 		pair               *model.TradingPair
@@ -473,7 +475,7 @@ func TestGetOrderConstraints_Ccxt_Precision(t *testing.T) {
 
 	for _, kase := range testCases {
 		t.Run(kase.exchangeName, func(t *testing.T) {
-			testCcxtExchange, e := makeCcxtExchange(kase.exchangeName, nil, []api.ExchangeAPIKey{emptyAPIKey}, false)
+			testCcxtExchange, e := makeCcxtExchange(kase.exchangeName, nil, []api.ExchangeAPIKey{emptyAPIKey}, []api.ExchangeParam{emptyParams}, []api.ExchangeHeader{}, false)
 			if !assert.NoError(t, e) {
 				return
 			}

plugins/factory.go

@@ -151,8 +151,10 @@ func Strategies() map[string]StrategyContainer {
 
 // exchangeFactoryData is a data container that has all the information needed to make an exchange
 type exchangeFactoryData struct {
-	simMode bool
-	apiKeys []api.ExchangeAPIKey
+	simMode        bool
+	apiKeys        []api.ExchangeAPIKey
+	exchangeParams []api.ExchangeParam
+	headers        []api.ExchangeHeader
 }
 
 // ExchangeContainer contains the exchange factory method along with some metadata
@@ -214,6 +216,8 @@ func loadExchanges() {
 						boundExchangeName,
 						nil,
 						exchangeFactoryData.apiKeys,
+						exchangeFactoryData.exchangeParams,
+						exchangeFactoryData.headers,
 						exchangeFactoryData.simMode,
 					)
 				},
@@ -241,7 +245,7 @@ func MakeExchange(exchangeType string, simMode bool) (api.Exchange, error) {
 }
 
 // MakeTradingExchange is a factory method to make an exchange based on a given type
-func MakeTradingExchange(exchangeType string, apiKeys []api.ExchangeAPIKey, simMode bool) (api.Exchange, error) {
+func MakeTradingExchange(exchangeType string, apiKeys []api.ExchangeAPIKey, exchangeParams []api.ExchangeParam, headers []api.ExchangeHeader, simMode bool) (api.Exchange, error) {
 	if exchange, ok := getExchanges()[exchangeType]; ok {
 		if !exchange.TradeEnabled {
 			return nil, fmt.Errorf("trading is not enabled on this exchange: %s", exchangeType)
@@ -252,8 +256,10 @@ func MakeTradingExchange(exchangeType string, apiKeys []api.ExchangeAPIKey, simM
 		}
 
 		x, e := exchange.makeFn(exchangeFactoryData{
-			simMode: simMode,
-			apiKeys: apiKeys,
+			simMode:        simMode,
+			apiKeys:        apiKeys,
+			exchangeParams: exchangeParams,
+			headers:        headers,
 		})
 		if e != nil {
 			return nil, fmt.Errorf("error when making the '%s' exchange: %s", exchangeType, e)

plugins/mirrorStrategy.go

@@ -28,6 +28,38 @@ func (t *exchangeAPIKeysToml) toExchangeAPIKeys() []api.ExchangeAPIKey {
 	return apiKeys
 }
 
+type exchangeParamsToml []struct {
+	Param string `valid:"-" toml:"PARAM"`
+	Value string `valid:"-" toml:"VALUE"`
+}
+
+func (t *exchangeParamsToml) toExchangeParams() []api.ExchangeParam {
+	exchangeParams := []api.ExchangeParam{}
+	for _, param := range *t {
+		exchangeParams = append(exchangeParams, api.ExchangeParam{
+			Param: param.Param,
+			Value: param.Value,
+		})
+	}
+	return exchangeParams
+}
+
+type exchangeHeadersToml []struct {
+	Header string `valid:"-" toml:"HEADER"`
+	Value  string `valid:"-" toml:"VALUE"`
+}
+
+func (t *exchangeHeadersToml) toExchangeHeaders() []api.ExchangeHeader {
+	apiHeaders := []api.ExchangeHeader{}
+	for _, header := range *t {
+		apiHeaders = append(apiHeaders, api.ExchangeHeader{
+			Header: header.Header,
+			Value:  header.Value,
+		})
+	}
+	return apiHeaders
+}
+
 // mirrorConfig contains the configuration params for this strategy
 type mirrorConfig struct {
 	Exchange                string              `valid:"-" toml:"EXCHANGE"`
@@ -42,12 +74,16 @@ type mirrorConfig struct {
 	MinQuoteVolumeOverride  *float64            `valid:"-" toml:"MIN_QUOTE_VOLUME_OVERRIDE"`
 	OffsetTrades            bool                `valid:"-" toml:"OFFSET_TRADES"`
 	ExchangeAPIKeys         exchangeAPIKeysToml `valid:"-" toml:"EXCHANGE_API_KEYS"`
+	ExchangeParams          exchangeParamsToml  `valid:"-" toml:"EXCHANGE_PARAMS"`
+	ExchangeHeaders         exchangeHeadersToml `valid:"-" toml:"EXCHANGE_HEADERS"`
 }
 
 // String impl.
 func (c mirrorConfig) String() string {
 	return utils.StructString(c, map[string]func(interface{}) interface{}{
 		"EXCHANGE_API_KEYS":         utils.Hide,
+		"EXCHANGE_PARAMS":           utils.Hide,
+		"EXCHANGE_HEADERS":          utils.Hide,
 		"PRICE_PRECISION_OVERRIDE":  utils.UnwrapInt8Pointer,
 		"VOLUME_PRECISION_OVERRIDE": utils.UnwrapInt8Pointer,
 		"MIN_BASE_VOLUME_OVERRIDE":  utils.UnwrapFloat64Pointer,
@@ -104,7 +140,9 @@ func makeMirrorStrategy(sdex *SDEX, ieif *IEIF, pair *model.TradingPair, baseAss
 	var e error
 	if config.OffsetTrades {
 		exchangeAPIKeys := config.ExchangeAPIKeys.toExchangeAPIKeys()
-		exchange, e = MakeTradingExchange(config.Exchange, exchangeAPIKeys, simMode)
+		exchangeParams := config.ExchangeParams.toExchangeParams()
+		exchangeHeaders := config.ExchangeHeaders.toExchangeHeaders()
+		exchange, e = MakeTradingExchange(config.Exchange, exchangeAPIKeys, exchangeParams, exchangeHeaders, simMode)
 		if e != nil {
 			return nil, e
 		}