Bitmex exchange (#160)

* Added REST support for Bitmex

* Added Bitmex documentation updates

* Update config_example.json

* Added final REST functions for user account operations.

* Added initial websocket support

* Change function access
Added reconnection logic

* Added initial routine management
Updated wrapper functions

* General fixes

exchanges/bitmex/bitmex_wrapper.go

@@ -0,0 +1,195 @@
+package bitmex
+
+import (
+	"errors"
+	"log"
+	"sync"
+	"time"
+
+	"github.com/thrasher-/gocryptotrader/common"
+	"github.com/thrasher-/gocryptotrader/currency/pair"
+	exchange "github.com/thrasher-/gocryptotrader/exchanges"
+	"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
+	"github.com/thrasher-/gocryptotrader/exchanges/ticker"
+)
+
+// Start starts the Bitmex go routine
+func (b *Bitmex) Start(wg *sync.WaitGroup) {
+	wg.Add(1)
+	go func() {
+		b.Run()
+		wg.Done()
+	}()
+}
+
+// Run implements the Bitmex wrapper
+func (b *Bitmex) Run() {
+	if b.Verbose {
+		log.Printf("%s Websocket: %s. (url: %s).\n", b.GetName(), common.IsEnabled(b.Websocket), b.WebsocketURL)
+		log.Printf("%s polling delay: %ds.\n", b.GetName(), b.RESTPollingDelay)
+		log.Printf("%s %d currencies enabled: %s.\n", b.GetName(), len(b.EnabledPairs), b.EnabledPairs)
+	}
+
+	marketInfo, err := b.GetActiveInstruments(GenericRequestParams{})
+	if err != nil {
+		log.Printf("%s Failed to get available symbols.\n", b.GetName())
+	} else {
+
+		var exchangeProducts []string
+
+		for _, info := range marketInfo {
+			exchangeProducts = append(exchangeProducts, info.Symbol)
+		}
+
+		err = b.UpdateCurrencies(exchangeProducts, false, false)
+		if err != nil {
+			log.Printf("%s Failed to update available currencies.\n", b.GetName())
+		}
+	}
+}
+
+// UpdateTicker updates and returns the ticker for a currency pair
+func (b *Bitmex) UpdateTicker(p pair.CurrencyPair, assetType string) (ticker.Price, error) {
+	var tickerPrice ticker.Price
+	currency := exchange.FormatExchangeCurrency(b.Name, p)
+
+	tick, err := b.GetTrade(GenericRequestParams{
+		Symbol:    currency.String(),
+		StartTime: time.Now().Format(time.RFC3339),
+		Reverse:   true,
+		Count:     1})
+	if err != nil {
+		return tickerPrice, err
+	}
+
+	if len(tick) == 0 {
+		return tickerPrice, errors.New("Bitmex REST error: no ticker return")
+	}
+
+	tickerPrice.Pair = p
+	tickerPrice.LastUpdated = time.Now()
+	tickerPrice.CurrencyPair = tick[0].Symbol
+	tickerPrice.Last = tick[0].Price
+	tickerPrice.Volume = float64(tick[0].Size)
+
+	ticker.ProcessTicker(b.Name, p, tickerPrice, assetType)
+
+	return tickerPrice, nil
+}
+
+// GetTickerPrice returns the ticker for a currency pair
+func (b *Bitmex) GetTickerPrice(p pair.CurrencyPair, assetType string) (ticker.Price, error) {
+	tickerNew, err := ticker.GetTicker(b.GetName(), p, assetType)
+	if err != nil {
+		return b.UpdateTicker(p, assetType)
+	}
+	return tickerNew, nil
+}
+
+// GetOrderbookEx returns orderbook base on the currency pair
+func (b *Bitmex) GetOrderbookEx(currency pair.CurrencyPair, assetType string) (orderbook.Base, error) {
+	ob, err := orderbook.GetOrderbook(b.GetName(), currency, assetType)
+	if err != nil {
+		return b.UpdateOrderbook(currency, assetType)
+	}
+	return ob, nil
+}
+
+// UpdateOrderbook updates and returns the orderbook for a currency pair
+func (b *Bitmex) UpdateOrderbook(p pair.CurrencyPair, assetType string) (orderbook.Base, error) {
+	var orderBook orderbook.Base
+
+	orderbookNew, err := b.GetOrderbook(OrderBookGetL2Params{
+		Symbol: exchange.FormatExchangeCurrency(b.Name, p).String(),
+		Depth:  500})
+	if err != nil {
+		return orderBook, err
+	}
+
+	for _, ob := range orderbookNew {
+		if ob.Side == "Sell" {
+			orderBook.Asks = append(orderBook.Asks,
+				orderbook.Item{Amount: float64(ob.Size), Price: ob.Price})
+			continue
+		}
+		if ob.Side == "Buy" {
+			orderBook.Bids = append(orderBook.Bids,
+				orderbook.Item{Amount: float64(ob.Size), Price: ob.Price})
+			continue
+		}
+	}
+	orderbook.ProcessOrderbook(b.GetName(), p, orderBook, assetType)
+
+	return orderbook.GetOrderbook(b.Name, p, assetType)
+}
+
+// GetExchangeAccountInfo retrieves balances for all enabled currencies for the
+// Bitmex exchange
+func (b *Bitmex) GetExchangeAccountInfo() (exchange.AccountInfo, error) {
+	var response exchange.AccountInfo
+	return response, errors.New("not implemented")
+}
+
+// GetExchangeFundTransferHistory returns funding history, deposits and
+// withdrawals
+func (b *Bitmex) GetExchangeFundTransferHistory() ([]exchange.FundHistory, error) {
+	var fundHistory []exchange.FundHistory
+	return fundHistory, errors.New("not supported on exchange")
+}
+
+// GetExchangeHistory returns historic trade data since exchange opening.
+func (b *Bitmex) GetExchangeHistory(p pair.CurrencyPair, assetType string) ([]exchange.TradeHistory, error) {
+	var resp []exchange.TradeHistory
+
+	return resp, errors.New("trade history not yet implemented")
+}
+
+// SubmitExchangeOrder submits a new order
+func (b *Bitmex) SubmitExchangeOrder(p pair.CurrencyPair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, clientID string) (int64, error) {
+	return 0, errors.New("not yet implemented")
+}
+
+// ModifyExchangeOrder will allow of changing orderbook placement and limit to
+// market conversion
+func (b *Bitmex) ModifyExchangeOrder(orderID int64, action exchange.ModifyOrder) (int64, error) {
+	return 0, errors.New("not yet implemented")
+}
+
+// CancelExchangeOrder cancels an order by its corresponding ID number
+func (b *Bitmex) CancelExchangeOrder(orderID int64) error {
+	return errors.New("not yet implemented")
+}
+
+// CancelAllExchangeOrders cancels all orders associated with a currency pair
+func (b *Bitmex) CancelAllExchangeOrders() error {
+	return errors.New("not yet implemented")
+}
+
+// GetExchangeOrderInfo returns information on a current open order
+func (b *Bitmex) GetExchangeOrderInfo(orderID int64) (exchange.OrderDetail, error) {
+	var orderDetail exchange.OrderDetail
+	return orderDetail, errors.New("not yet implemented")
+}
+
+// GetExchangeDepositAddress returns a deposit address for a specified currency
+func (b *Bitmex) GetExchangeDepositAddress(cryptocurrency pair.CurrencyItem) (string, error) {
+	return "", errors.New("not yet implemented")
+}
+
+// WithdrawCryptoExchangeFunds returns a withdrawal ID when a withdrawal is
+// submitted
+func (b *Bitmex) WithdrawCryptoExchangeFunds(address string, cryptocurrency pair.CurrencyItem, amount float64) (string, error) {
+	return "", errors.New("not yet implemented")
+}
+
+// WithdrawFiatExchangeFunds returns a withdrawal ID when a withdrawal is
+// submitted
+func (b *Bitmex) WithdrawFiatExchangeFunds(currency pair.CurrencyItem, amount float64) (string, error) {
+	return "", errors.New("not yet implemented")
+}
+
+// WithdrawExchangeFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is
+// submitted
+func (b *Bitmex) WithdrawExchangeFiatFundsToInternationalBank(currency pair.CurrencyItem, amount float64) (string, error) {
+	return "", errors.New("not yet implemented")
+}