Added support for Binance exchange

README.md

@@ -20,6 +20,7 @@ Join our slack to discuss all things related to GoCryptoTrader! [GoCryptoTrader
 |----------|------|-----------|-----|
 | Alphapoint | Yes  | Yes        | NA  |
 | ANXPRO | Yes  | No        | NA  |
+| Bitfinex | Yes  | No        | NA  |
 | Bitfinex | Yes  | Yes        | NA  |
 | Bithumb | Yes  | NA       | NA  |
 | Bitstamp | Yes  | Yes       | NA  |

config/config_test.go

@@ -89,7 +89,7 @@ func TestGetEnabledExchanges(t *testing.T) {
 	}
 
 	exchanges := cfg.GetEnabledExchanges()
-	if len(exchanges) != 21 {
+	if len(exchanges) != 22 {
 		t.Error(
 			"Test failed. TestGetEnabledExchanges. Enabled exchanges value mismatch",
 		)
@@ -141,7 +141,7 @@ func TestGetDisabledExchanges(t *testing.T) {
 }
 
 func TestCountEnabledExchanges(t *testing.T) {
-	defaultEnabledExchanges := 21
+	defaultEnabledExchanges := 22
 	GetConfigEnabledExchanges := GetConfig()
 	err := GetConfigEnabledExchanges.LoadConfig(ConfigTestFile)
 	if err != nil {

config_example.json

@@ -80,6 +80,27 @@
     "Index": "BTC"
    }
   },
+  {
+   "Name": "Binance",
+   "Enabled": true,
+   "Verbose": false,
+   "Websocket": false,
+   "UseSandbox": false,
+   "RESTPollingDelay": 10,
+   "AuthenticatedAPISupport": false,
+   "APIKey": "Key",
+   "APISecret": "Secret",
+   "AvailablePairs": "ETHBTC,LTCBTC,BNBBTC,NEOBTC,123456,QTUMETH,EOSETH,SNTETH,BNTETH,BCCBTC,GASBTC,BNBETH,BTCUSDT,ETHUSDT,HSRBTC,OAXETH,DNTETH,MCOETH,ICNETH,MCOBTC,WTCBTC,WTCETH,LRCBTC,LRCETH,QTUMBTC,YOYOBTC,OMGBTC,OMGETH,ZRXBTC,ZRXETH,STRATBTC,STRATETH,SNGLSBTC,SNGLSETH,BQXBTC,BQXETH,KNCBTC,KNCETH,FUNBTC,FUNETH,SNMBTC,SNMETH,NEOETH,IOTABTC,IOTAETH,LINKBTC,LINKETH,XVGBTC,XVGETH,CTRBTC,CTRETH,SALTBTC,SALTETH,MDABTC,MDAETH,MTLBTC,MTLETH,SUBBTC,SUBETH,EOSBTC,SNTBTC,ETCETH,ETCBTC,MTHBTC,MTHETH,ENGBTC,ENGETH,DNTBTC,ZECBTC,ZECETH,BNTBTC,ASTBTC,ASTETH,DASHBTC,DASHETH,OAXBTC,ICNBTC,BTGBTC,BTGETH,EVXBTC,EVXETH,REQBTC,REQETH,VIBBTC,VIBETH,HSRETH,TRXBTC,TRXETH,POWRBTC,POWRETH,ARKBTC,ARKETH,YOYOETH,XRPBTC,XRPETH,MODBTC,MODETH,ENJBTC,ENJETH,STORJBTC,STORJETH,BNBUSDT,VENBNB,YOYOBNB,POWRBNB,VENBTC,VENETH,KMDBTC,KMDETH,NULSBNB,RCNBTC,RCNETH,RCNBNB,NULSBTC,NULSETH,RDNBTC,RDNETH,RDNBNB,XMRBTC,XMRETH,DLTBNB,WTCBNB,DLTBTC,DLTETH,AMBBTC,AMBETH,AMBBNB,BCCETH,BCCUSDT,BCCBNB,BATBTC,BATETH,BATBNB,BCPTBTC,BCPTETH,BCPTBNB,ARNBTC,ARNETH,GVTBTC,GVTETH,CDTBTC,CDTETH,GXSBTC,GXSETH,NEOUSDT,NEOBNB,POEBTC,POEETH,QSPBTC,QSPETH,QSPBNB,BTSBTC,BTSETH,BTSBNB,XZCBTC,XZCETH,XZCBNB,LSKBTC,LSKETH,LSKBNB,TNTBTC,TNTETH,FUELBTC,FUELETH,MANABTC,MANAETH,BCDBTC,BCDETH,DGDBTC,DGDETH,IOTABNB,ADXBTC,ADXETH,ADXBNB,ADABTC,ADAETH,PPTBTC,PPTETH,CMTBTC,CMTETH,CMTBNB,XLMBTC,XLMETH,XLMBNB,CNDBTC,CNDETH,CNDBNB,LENDBTC,LENDETH,WABIBTC,WABIETH,WABIBNB,LTCETH,LTCUSDT,LTCBNB,TNBBTC,TNBETH,WAVESBTC,WAVESETH,WAVESBNB,GTOBTC,GTOETH,GTOBNB,ICXBTC,ICXETH,ICXBNB,OSTBTC,OSTETH,OSTBNB,ELFBTC,ELFETH,AIONBTC,AIONETH,AIONBNB,NEBLBTC,NEBLETH,NEBLBNB,BRDBTC,BRDETH,BRDBNB,MCOBNB,EDOBTC,EDOETH,WINGSBTC,WINGSETH,NAVBTC,NAVETH,NAVBNB,LUNBTC,LUNETH,TRIGBTC,TRIGETH,TRIGBNB,APPCBTC,APPCETH,APPCBNB,VIBEBTC,VIBEETH,RLCBTC,RLCETH,RLCBNB,INSBTC,INSETH,PIVXBTC,PIVXETH,PIVXBNB,IOSTBTC,IOSTETH,CHATBTC,CHATETH",
+   "EnabledPairs": "BTCUSDT",
+   "BaseCurrencies": "USD",
+   "AssetTypes": "SPOT",
+   "ConfigCurrencyPairFormat": {
+    "Uppercase": true
+   },
+   "RequestCurrencyPairFormat": {
+    "Uppercase": true
+   }
+  },
   {
    "Name": "Bitfinex",
    "Enabled": true,

exchange.go

@@ -7,6 +7,7 @@ import (
 	"github.com/thrasher-/gocryptotrader/common"
 	exchange "github.com/thrasher-/gocryptotrader/exchanges"
 	"github.com/thrasher-/gocryptotrader/exchanges/anx"
+	"github.com/thrasher-/gocryptotrader/exchanges/binance"
 	"github.com/thrasher-/gocryptotrader/exchanges/bitfinex"
 	"github.com/thrasher-/gocryptotrader/exchanges/bithumb"
 	"github.com/thrasher-/gocryptotrader/exchanges/bitstamp"
@@ -128,6 +129,8 @@ func LoadExchange(name string) error {
 	switch nameLower {
 	case "anx":
 		exch = new(anx.ANX)
+	case "binance":
+		exch = new(binance.Binance)
 	case "bitfinex":
 		exch = new(bitfinex.Bitfinex)
 	case "bithumb":

exchanges/binance/binance.go

@@ -0,0 +1,497 @@
+package binance
+
+import (
+	"bytes"
+	"errors"
+	"fmt"
+	"log"
+	"net/url"
+	"strconv"
+	"time"
+
+	"github.com/thrasher-/gocryptotrader/common"
+	"github.com/thrasher-/gocryptotrader/config"
+	exchange "github.com/thrasher-/gocryptotrader/exchanges"
+	"github.com/thrasher-/gocryptotrader/exchanges/ticker"
+)
+
+// Binance is the overarching type across the Bithumb package
+type Binance struct {
+	exchange.Base
+
+	// valid string list that a required by the exchange
+	validLimits    []string
+	validIntervals []string
+}
+
+const (
+	apiURL = "https://api.binance.com"
+
+	// Public endpoints
+	exchangeInfo     = "/api/v1/exchangeInfo"
+	orderBookDepth   = "/api/v1/depth"
+	recentTrades     = "/api/v1/trades"
+	historicalTrades = "/api/v1/historicalTrades"
+	aggregatedTrades = "/api/v1/aggTrades"
+	candleStick      = "/api/v1/klines"
+	priceChange      = "/api/v1/ticker/24hr"
+	symbolPrice      = "/api/v3/ticker/price"
+	bestPrice        = "/api/v3/ticker/bookTicker"
+
+	// Authenticated endpoints
+
+	newOrderTest = "/api/v3/order/test"
+	newOrder     = "/api/v3/order"
+	queryOrder   = "/api/v3/order"
+)
+
+// SetDefaults sets the basic defaults for Binance
+func (b *Binance) SetDefaults() {
+	b.Name = "Binance"
+	b.Enabled = false
+	b.Verbose = false
+	b.Websocket = false
+	b.RESTPollingDelay = 10
+	b.RequestCurrencyPairFormat.Delimiter = ""
+	b.RequestCurrencyPairFormat.Uppercase = true
+	b.ConfigCurrencyPairFormat.Delimiter = ""
+	b.ConfigCurrencyPairFormat.Uppercase = true
+	b.AssetTypes = []string{ticker.Spot}
+	b.SetValues()
+}
+
+// Setup takes in the supplied exchange configuration details and sets params
+func (b *Binance) Setup(exch config.ExchangeConfig) {
+	if !exch.Enabled {
+		b.SetEnabled(false)
+	} else {
+		b.Enabled = true
+		b.AuthenticatedAPISupport = exch.AuthenticatedAPISupport
+		b.SetAPIKeys(exch.APIKey, exch.APISecret, "", false)
+		b.RESTPollingDelay = exch.RESTPollingDelay
+		b.Verbose = exch.Verbose
+		b.Websocket = exch.Websocket
+		b.BaseCurrencies = common.SplitStrings(exch.BaseCurrencies, ",")
+		b.AvailablePairs = common.SplitStrings(exch.AvailablePairs, ",")
+		b.EnabledPairs = common.SplitStrings(exch.EnabledPairs, ",")
+		err := b.SetCurrencyPairFormat()
+		if err != nil {
+			log.Fatal(err)
+		}
+		err = b.SetAssetTypes()
+		if err != nil {
+			log.Fatal(err)
+		}
+	}
+}
+
+// GetExchangeValidCurrencyPairs returns the full pair list from the exchange
+// at the moment do not integrate with config currency pairs automatically
+func (b *Binance) GetExchangeValidCurrencyPairs() (string, error) {
+	var validCurrencyPairs []string
+
+	info, err := b.GetExchangeInfo()
+	if err != nil {
+		return "", err
+	}
+
+	for _, symbol := range info.Symbols {
+		validCurrencyPairs = append(validCurrencyPairs, symbol.Symbol)
+	}
+	return common.JoinStrings(validCurrencyPairs, ","), nil
+}
+
+// GetExchangeInfo returns exchange information. Check binance_types for more
+// information
+func (b *Binance) GetExchangeInfo() (ExchangeInfo, error) {
+	var resp ExchangeInfo
+	path := apiURL + exchangeInfo
+
+	return resp, common.SendHTTPGetRequest(path, true, b.Verbose, &resp)
+}
+
+// GetOrderBook returns full orderbook information
+//
+// symbol: string of currency pair
+// limit: returned limit amount
+func (b *Binance) GetOrderBook(symbol string, limit int64) (OrderBook, error) {
+	orderbook, resp := OrderBook{}, OrderBookData{}
+
+	if err := b.CheckLimit(limit); err != nil {
+		return orderbook, err
+	}
+	if err := b.CheckSymbol(symbol); err != nil {
+		return orderbook, err
+	}
+
+	params := url.Values{}
+	params.Set("symbol", common.StringToUpper(symbol))
+	params.Set("limit", strconv.FormatInt(limit, 10))
+
+	path := fmt.Sprintf("%s%s?%s", apiURL, orderBookDepth, params.Encode())
+
+	if err := common.SendHTTPGetRequest(path, true, b.Verbose, &resp); err != nil {
+		return orderbook, err
+	}
+
+	for _, asks := range resp.Asks {
+		var ASK struct {
+			Price    float64
+			Quantity float64
+		}
+		for i, ask := range asks.([]interface{}) {
+			switch i {
+			case 0:
+				ASK.Price, _ = strconv.ParseFloat(ask.(string), 64)
+			case 1:
+				ASK.Quantity, _ = strconv.ParseFloat(ask.(string), 64)
+			}
+			orderbook.Asks = append(orderbook.Asks, ASK)
+		}
+	}
+
+	for _, bids := range resp.Bids {
+		var BID struct {
+			Price    float64
+			Quantity float64
+		}
+		for i, bid := range bids.([]interface{}) {
+			switch i {
+			case 0:
+				BID.Price, _ = strconv.ParseFloat(bid.(string), 64)
+			case 1:
+				BID.Quantity, _ = strconv.ParseFloat(bid.(string), 64)
+			}
+			orderbook.Bids = append(orderbook.Bids, BID)
+		}
+	}
+	return orderbook, nil
+}
+
+// GetRecentTrades returns recent trade activity
+//
+// symbol: string of currency pair
+// limit: returned limit amount WARNING: MAX 500!
+func (b *Binance) GetRecentTrades(symbol string, limit int64) ([]RecentTrade, error) {
+	resp := []RecentTrade{}
+
+	if err := b.CheckLimit(limit); err != nil {
+		return resp, err
+	}
+	if err := b.CheckSymbol(symbol); err != nil {
+		return resp, err
+	}
+
+	params := url.Values{}
+	params.Set("symbol", common.StringToUpper(symbol))
+	params.Set("limit", strconv.FormatInt(limit, 10))
+
+	path := fmt.Sprintf("%s%s?%s", apiURL, recentTrades, params.Encode())
+
+	return resp, common.SendHTTPGetRequest(path, true, b.Verbose, &resp)
+}
+
+// GetHistoricalTrades returns historical trade activity
+//
+// symbol: string of currency pair
+// limit: returned limit amount WARNING: MAX 500! (NOT REQUIRED)
+// fromID:
+func (b *Binance) GetHistoricalTrades(symbol string, limit, fromID int64) ([]HistoricalTrade, error) {
+	resp := []HistoricalTrade{}
+
+	if err := b.CheckLimit(limit); err != nil {
+		return resp, err
+	}
+	if err := b.CheckSymbol(symbol); err != nil {
+		return resp, err
+	}
+
+	params := url.Values{}
+	params.Set("symbol", common.StringToUpper(symbol))
+	params.Set("limit", strconv.FormatInt(limit, 10))
+	params.Set("fromid", strconv.FormatInt(fromID, 10))
+
+	path := fmt.Sprintf("%s%s?%s", apiURL, historicalTrades, params.Encode())
+
+	return resp, common.SendHTTPGetRequest(path, true, b.Verbose, &resp)
+}
+
+// GetAggregatedTrades returns aggregated trade activity
+//
+// symbol: string of currency pair
+// limit: returned limit amount WARNING: MAX 500!
+func (b *Binance) GetAggregatedTrades(symbol string, limit int64) ([]AggregatedTrade, error) {
+	resp := []AggregatedTrade{}
+
+	if err := b.CheckLimit(limit); err != nil {
+		return resp, err
+	}
+	if err := b.CheckSymbol(symbol); err != nil {
+		return resp, err
+	}
+
+	params := url.Values{}
+	params.Set("symbol", common.StringToUpper(symbol))
+	params.Set("limit", strconv.FormatInt(limit, 10))
+
+	path := fmt.Sprintf("%s%s?%s", apiURL, aggregatedTrades, params.Encode())
+
+	return resp, common.SendHTTPGetRequest(path, true, b.Verbose, &resp)
+}
+
+// GetCandleStickData returns candle stick data
+//
+// symbol:
+// limit:
+// interval
+func (b *Binance) GetCandleStickData(symbol, interval string, limit int64) ([]CandleStick, error) {
+	var resp interface{}
+	var kline []CandleStick
+
+	if err := b.CheckLimit(limit); err != nil {
+		return kline, err
+	}
+	if err := b.CheckSymbol(symbol); err != nil {
+		return kline, err
+	}
+	if err := b.CheckIntervals(interval); err != nil {
+		return kline, err
+	}
+
+	params := url.Values{}
+	params.Set("symbol", common.StringToUpper(symbol))
+	params.Set("limit", strconv.FormatInt(limit, 10))
+	params.Set("interval", interval)
+
+	path := fmt.Sprintf("%s%s?%s", apiURL, candleStick, params.Encode())
+
+	if err := common.SendHTTPGetRequest(path, true, b.Verbose, &resp); err != nil {
+		return kline, err
+	}
+
+	for _, responseData := range resp.([]interface{}) {
+		var candle CandleStick
+		for i, individualData := range responseData.([]interface{}) {
+			switch i {
+			case 0:
+				candle.OpenTime = individualData.(float64)
+			case 1:
+				candle.Open, _ = strconv.ParseFloat(individualData.(string), 64)
+			case 2:
+				candle.High, _ = strconv.ParseFloat(individualData.(string), 64)
+			case 3:
+				candle.Low, _ = strconv.ParseFloat(individualData.(string), 64)
+			case 4:
+				candle.Close, _ = strconv.ParseFloat(individualData.(string), 64)
+			case 5:
+				candle.Volume, _ = strconv.ParseFloat(individualData.(string), 64)
+			case 6:
+				candle.CloseTime = individualData.(float64)
+			case 7:
+				candle.QuoteAssetVolume, _ = strconv.ParseFloat(individualData.(string), 64)
+			case 8:
+				candle.TradeCount = individualData.(float64)
+			case 9:
+				candle.TakerBuyAssetVolume, _ = strconv.ParseFloat(individualData.(string), 64)
+			case 10:
+				candle.TakerBuyQuoteAssetVolume, _ = strconv.ParseFloat(individualData.(string), 64)
+			}
+		}
+		kline = append(kline, candle)
+	}
+	return kline, nil
+}
+
+// GetPriceChangeStats returns price change statistics for the last 24 hours
+//
+// symbol: string of currency pair
+func (b *Binance) GetPriceChangeStats(symbol string) (PriceChangeStats, error) {
+	resp := PriceChangeStats{}
+
+	if err := b.CheckSymbol(symbol); err != nil {
+		return resp, err
+	}
+
+	params := url.Values{}
+	params.Set("symbol", common.StringToUpper(symbol))
+
+	path := fmt.Sprintf("%s%s?%s", apiURL, priceChange, params.Encode())
+
+	return resp, common.SendHTTPGetRequest(path, true, b.Verbose, &resp)
+}
+
+// GetLatestSpotPrice returns latest spot price of symbol
+//
+// symbol: string of currency pair
+func (b *Binance) GetLatestSpotPrice(symbol string) (SymbolPrice, error) {
+	resp := SymbolPrice{}
+
+	if err := b.CheckSymbol(symbol); err != nil {
+		return resp, err
+	}
+
+	params := url.Values{}
+	params.Set("symbol", common.StringToUpper(symbol))
+
+	path := fmt.Sprintf("%s%s?%s", apiURL, symbolPrice, params.Encode())
+
+	return resp, common.SendHTTPGetRequest(path, true, b.Verbose, &resp)
+}
+
+// GetBestPrice returns the latest best price for symbol
+//
+// symbol: string of currency pair
+func (b *Binance) GetBestPrice(symbol string) (BestPrice, error) {
+	resp := BestPrice{}
+
+	if err := b.CheckSymbol(symbol); err != nil {
+		return resp, err
+	}
+
+	params := url.Values{}
+	params.Set("symbol", common.StringToUpper(symbol))
+
+	path := fmt.Sprintf("%s%s?%s", apiURL, bestPrice, params.Encode())
+
+	return resp, common.SendHTTPGetRequest(path, true, b.Verbose, &resp)
+}
+
+// NewOrderTest sends a new order
+func (b *Binance) NewOrderTest() (interface{}, error) {
+	var resp interface{}
+
+	path := fmt.Sprintf("%s%s", apiURL, newOrderTest)
+
+	params := url.Values{}
+	params.Set("symbol", "BTCUSDT")
+	params.Set("side", "BUY")
+	params.Set("type", "MARKET")
+	params.Set("quantity", "0.1")
+
+	return resp, b.SendAuthHTTPRequest("POST", path, params, &resp)
+}
+
+// NewOrder sends a new order to Binance
+func (b *Binance) NewOrder(o NewOrderRequest) (NewOrderResponse, error) {
+	var resp NewOrderResponse
+
+	path := fmt.Sprintf("%s%s", apiURL, newOrderTest)
+
+	params := url.Values{}
+	params.Set("symbol", o.Symbol)
+	params.Set("side", o.Side)
+	params.Set("type", o.TradeType)
+	params.Set("timeInForce", o.TimeInForce)
+	params.Set("quantity", strconv.FormatFloat(o.Quantity, 'f', -1, 64))
+	params.Set("price", strconv.FormatFloat(o.Price, 'f', -1, 64))
+	params.Set("newClientOrderID", o.NewClientOrderID)
+	params.Set("stopPrice", strconv.FormatFloat(o.StopPrice, 'f', -1, 64))
+	params.Set("icebergQty", strconv.FormatFloat(o.IcebergQty, 'f', -1, 64))
+	params.Set("newOrderRespType", o.NewOrderRespType)
+
+	if err := b.SendAuthHTTPRequest("POST", path, params, &resp); err != nil {
+		return resp, err
+	}
+
+	if resp.Code != 0 {
+		return resp, errors.New(resp.Msg)
+	}
+	return resp, nil
+}
+
+// QueryOrder returns information on a past order
+func (b *Binance) QueryOrder(symbol, origClientOrderID string, orderID int64) (QueryOrderData, error) {
+	var resp QueryOrderData
+
+	path := fmt.Sprintf("%s%s", apiURL, queryOrder)
+
+	params := url.Values{}
+	params.Set("symbol", common.StringToUpper(symbol))
+	params.Set("origClientOrderId", origClientOrderID)
+	params.Set("orderId", strconv.FormatInt(orderID, 10))
+
+	if err := b.SendAuthHTTPRequest("GET", path, params, &resp); err != nil {
+		return resp, err
+	}
+
+	if resp.Code != 0 {
+		return resp, errors.New(resp.Msg)
+	}
+	return resp, nil
+}
+
+// SendAuthHTTPRequest something
+func (b *Binance) SendAuthHTTPRequest(method, path string, params url.Values, result interface{}) error {
+	if !b.AuthenticatedAPISupport {
+		return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet, b.Name)
+	}
+
+	if params == nil {
+		params = url.Values{}
+	}
+	params.Set("recvWindow", strconv.FormatInt(5000, 10))
+	params.Set("timestamp", strconv.FormatInt(time.Now().Unix()*1000, 10))
+
+	signature := params.Encode()
+	hmacSigned := common.GetHMAC(common.HashSHA256, []byte(signature), []byte(b.APISecret))
+	hmacSignedStr := common.HexEncodeToString(hmacSigned)
+	params.Set("signature", hmacSignedStr)
+
+	if b.Nonce.Get() == 0 {
+		b.Nonce.Set(time.Now().UnixNano() / int64(time.Millisecond))
+	} else {
+		b.Nonce.Inc()
+	}
+
+	headers := make(map[string]string)
+	headers["X-MBX-APIKEY"] = b.APIKey
+	headers["Content-Type"] = "application/x-www-form-urlencoded"
+
+	if b.Verbose {
+		log.Printf("sent path: \n%s\n", path)
+	}
+
+	resp, err := common.SendHTTPRequest(method, path, headers, bytes.NewBufferString(params.Encode()))
+	if err != nil {
+		return err
+	}
+
+	if b.Verbose {
+		log.Printf("Received raw: \n%s\n", resp)
+	}
+
+	if err = common.JSONDecode([]byte(resp), &result); err != nil {
+		return errors.New("sendAuthenticatedHTTPRequest: Unable to JSON Unmarshal response." + err.Error())
+	}
+	return nil
+}
+
+// CheckLimit checks value against a variable list
+func (b *Binance) CheckLimit(limit int64) error {
+	if !common.DataContains(b.validLimits, strconv.FormatInt(limit, 10)) {
+		return errors.New("Incorrect limit values - valid values are 5, 10, 20, 50, 100, 500, 1000")
+	}
+	return nil
+}
+
+// CheckSymbol checks value against a variable list
+func (b *Binance) CheckSymbol(symbol string) error {
+	if !common.DataContains(b.AvailablePairs, symbol) {
+		return errors.New("Incorrect symbol values - please check available pairs in configuration")
+	}
+	return nil
+}
+
+// CheckIntervals checks value against a variable list
+func (b *Binance) CheckIntervals(interval string) error {
+	if !common.DataContains(b.validIntervals, interval) {
+		return errors.New(`Incorrect interval values - valid values are "1m","3m","5m","15m","30m","1h","2h","4h","6h","8h","12h","1d","3d","1w","1M"`)
+	}
+	return nil
+}
+
+// SetValues sets the default valid values
+func (b *Binance) SetValues() {
+	b.validLimits = []string{"5", "10", "20", "50", "100", "500", "1000"}
+	b.validIntervals = []string{"1m", "3m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "8h", "12h", "1d", "3d", "1w", "1M"}
+}

exchanges/binance/binance_test.go

@@ -0,0 +1,130 @@
+package binance
+
+import (
+	"testing"
+
+	"github.com/thrasher-/gocryptotrader/config"
+)
+
+// Please supply your own keys here for due diligence testing
+const (
+	testAPIKey    = ""
+	testAPISecret = ""
+)
+
+var b Binance
+
+func TestSetDefaults(t *testing.T) {
+	b.SetDefaults()
+}
+
+func TestSetup(t *testing.T) {
+	cfg := config.GetConfig()
+	cfg.LoadConfig("../../testdata/configtest.json")
+	binanceConfig, err := cfg.GetExchangeConfig("Binance")
+	if err != nil {
+		t.Error("Test Failed - Binance Setup() init error")
+	}
+
+	binanceConfig.AuthenticatedAPISupport = true
+	binanceConfig.APIKey = testAPIKey
+	binanceConfig.APISecret = testAPISecret
+
+	b.Setup(binanceConfig)
+}
+
+func TestGetExchangeValidCurrencyPairs(t *testing.T) {
+	t.Parallel()
+	_, err := b.GetExchangeValidCurrencyPairs()
+	if err != nil {
+		t.Error("Test Failed - Binance GetExchangeValidCurrencyPairs() error", err)
+	}
+}
+
+func TestGetOrderBook(t *testing.T) {
+	t.Parallel()
+	_, err := b.GetOrderBook("BTCUSDT", 5)
+	if err != nil {
+		t.Error("Test Failed - Binance GetOrderBook() error", err)
+	}
+}
+
+func TestGetRecentTrades(t *testing.T) {
+	t.Parallel()
+	_, err := b.GetRecentTrades("BTCUSDT", 5)
+	if err != nil {
+		t.Error("Test Failed - Binance GetRecentTrades() error", err)
+	}
+}
+
+func TestGetHistoricalTrades(t *testing.T) {
+	t.Parallel()
+	_, err := b.GetHistoricalTrades("BTCUSDT", 5, 1337)
+	if err == nil {
+		t.Error("Test Failed - Binance GetHistoricalTrades() error", err)
+	}
+}
+
+func TestGetAggregatedTrades(t *testing.T) {
+	t.Parallel()
+	_, err := b.GetAggregatedTrades("BTCUSDT", 5)
+	if err != nil {
+		t.Error("Test Failed - Binance GetAggregatedTrades() error", err)
+	}
+}
+
+func TestGetCandleStickData(t *testing.T) {
+	t.Parallel()
+	_, err := b.GetCandleStickData("BTCUSDT", "1d", 5)
+	if err != nil {
+		t.Error("Test Failed - Binance GetCandleStickData() error", err)
+	}
+}
+
+func TestGetPriceChangeStats(t *testing.T) {
+	t.Parallel()
+	_, err := b.GetPriceChangeStats("BTCUSDT")
+	if err != nil {
+		t.Error("Test Failed - Binance GetPriceChangeStats() error", err)
+	}
+}
+
+func TestGetLatestSpotPrice(t *testing.T) {
+	t.Parallel()
+	_, err := b.GetLatestSpotPrice("BTCUSDT")
+	if err != nil {
+		t.Error("Test Failed - Binance GetLatestSpotPrice() error", err)
+	}
+}
+
+func TestGetBestPrice(t *testing.T) {
+	t.Parallel()
+	_, err := b.GetBestPrice("BTCUSDT")
+	if err != nil {
+		t.Error("Test Failed - Binance GetBestPrice() error", err)
+	}
+}
+
+func TestNewOrderTest(t *testing.T) {
+	t.Parallel()
+	_, err := b.NewOrderTest()
+	if err != nil {
+		t.Error("Test Failed - Binance NewOrderTest() error", err)
+	}
+}
+
+func TestNewOrder(t *testing.T) {
+	t.Parallel()
+	_, err := b.NewOrder(NewOrderRequest{})
+	if err == nil {
+		t.Error("Test Failed - Binance NewOrder() error", err)
+	}
+}
+
+func TestQueryOrder(t *testing.T) {
+	t.Parallel()
+	_, err := b.QueryOrder("", "", 1337)
+	if err == nil {
+		t.Error("Test Failed - Binance QueryOrder() error", err)
+	}
+}

exchanges/binance/binance_types.go

@@ -0,0 +1,204 @@
+package binance
+
+// ExchangeInfo holds the full exchange information type
+type ExchangeInfo struct {
+	Code       int    `json:"code"`
+	Msg        string `json:"msg"`
+	Timezone   string `json:"timezone"`
+	Servertime int64  `json:"serverTime"`
+	RateLimits []struct {
+		RateLimitType string `json:"rateLimitType"`
+		Interval      string `json:"interval"`
+		Limit         int    `json:"limit"`
+	} `json:"rateLimits"`
+	ExchangeFilters interface{} `json:"exchangeFilters"`
+	Symbols         []struct {
+		Symbol             string   `json:"symbol"`
+		Status             string   `json:"status"`
+		BaseAsset          string   `json:"baseAsset"`
+		BaseAssetPrecision int      `json:"baseAssetPrecision"`
+		QuoteAsset         string   `json:"quoteAsset"`
+		QuotePrecision     int      `json:"quotePrecision"`
+		OrderTypes         []string `json:"orderTypes"`
+		IcebergAllowed     bool     `json:"icebergAllowed"`
+		Filters            []struct {
+			FilterType  string  `json:"filterType"`
+			MinPrice    float64 `json:"minPrice,string"`
+			MaxPrice    float64 `json:"maxPrice,string"`
+			TickSize    float64 `json:"tickSize,string"`
+			MinQty      float64 `json:"minQty,string"`
+			MaxQty      float64 `json:"maxQty,string"`
+			StepSize    float64 `json:"stepSize,string"`
+			MinNotional float64 `json:"minNotional,string"`
+		} `json:"filters"`
+	} `json:"symbols"`
+}
+
+// OrderBookData is resp data from orderbook endpoint
+type OrderBookData struct {
+	Code         int           `json:"code"`
+	Msg          string        `json:"msg"`
+	LastUpdateID int64         `json:"lastUpdateId"`
+	Bids         []interface{} `json:"bids"`
+	Asks         []interface{} `json:"asks"`
+}
+
+// OrderBook actual structured data that can be used for orderbook
+type OrderBook struct {
+	Code int
+	Msg  string
+	Bids []struct {
+		Price    float64
+		Quantity float64
+	}
+	Asks []struct {
+		Price    float64
+		Quantity float64
+	}
+}
+
+// RecentTrade holds recent trade data
+type RecentTrade struct {
+	Code         int     `json:"code"`
+	Msg          string  `json:"msg"`
+	ID           int64   `json:"id"`
+	Price        float64 `json:"price,string"`
+	Quantity     float64 `json:"qty,string"`
+	Time         int64   `json:"time"`
+	IsBuyerMaker bool    `json:"isBuyerMaker"`
+	IsBestMatch  bool    `json:"isBestMatch"`
+}
+
+// HistoricalTrade holds recent trade data
+type HistoricalTrade struct {
+	Code         int     `json:"code"`
+	Msg          string  `json:"msg"`
+	ID           int64   `json:"id"`
+	Price        float64 `json:"price,string"`
+	Quantity     float64 `json:"qty,string"`
+	Time         int64   `json:"time"`
+	IsBuyerMaker bool    `json:"isBuyerMaker"`
+	IsBestMatch  bool    `json:"isBestMatch"`
+}
+
+// AggregatedTrade holds aggregated trade information
+type AggregatedTrade struct {
+	ATradeID       int64   `json:"a"`
+	Price          float64 `json:"p,string"`
+	Quantity       float64 `json:"q,string"`
+	FirstTradeID   int64   `json:"f"`
+	LastTradeID    int64   `json:"l"`
+	TimeStamp      int64   `json:"T"`
+	Maker          bool    `json:"m"`
+	BestMatchPrice bool    `json:"M"`
+}
+
+// CandleStick holds kline data
+type CandleStick struct {
+	OpenTime                 float64
+	Open                     float64
+	High                     float64
+	Low                      float64
+	Close                    float64
+	Volume                   float64
+	CloseTime                float64
+	QuoteAssetVolume         float64
+	TradeCount               float64
+	TakerBuyAssetVolume      float64
+	TakerBuyQuoteAssetVolume float64
+}
+
+// PriceChangeStats contains statistics for the last 24 hours trade
+type PriceChangeStats struct {
+	Symbol             string  `json:"symbol"`
+	PriceChange        float64 `json:"priceChange,string"`
+	PriceChangePercent float64 `json:"priceChangePercent,string"`
+	WeightedAvgPrice   float64 `json:"weightedAvgPrice,string"`
+	PrevClosePrice     float64 `json:"prevClosePrice,string"`
+	LastPrice          float64 `json:"lastPrice,string"`
+	LastQty            float64 `json:"lastQty,string"`
+	BidPrice           float64 `json:"bidPrice,string"`
+	AskPrice           float64 `json:"askPrice,string"`
+	OpenPrice          float64 `json:"openPrice,string"`
+	HighPrice          float64 `json:"highPrice,string"`
+	LowPrice           float64 `json:"lowPrice,string"`
+	Volume             float64 `json:"volume,string"`
+	QuoteVolume        float64 `json:"quoteVolume,string"`
+	OpenTime           int64   `json:"openTime"`
+	CloseTime          int64   `json:"closeTime"`
+	FirstID            int64   `json:"fristId"`
+	LastID             int64   `json:"lastId"`
+	Count              int64   `json:"count"`
+}
+
+// SymbolPrice holds basic symbol price
+type SymbolPrice struct {
+	Symbol string  `json:"symbol"`
+	Price  float64 `json:"price,string"`
+}
+
+// BestPrice holds best price data
+type BestPrice struct {
+	Symbol   string  `json:"symbol"`
+	BidPrice float64 `json:"bidPrice,string"`
+	BidQty   float64 `json:"bidQty,string"`
+	AskPrice float64 `json:"askPrice,string"`
+	AskQty   float64 `json:"askQty,string"`
+}
+
+// NewOrderRequest request type
+type NewOrderRequest struct {
+	Symbol           string
+	Side             string
+	TradeType        string
+	TimeInForce      string
+	Quantity         float64
+	Price            float64
+	NewClientOrderID string
+	StopPrice        float64
+	IcebergQty       float64
+	NewOrderRespType string
+}
+
+// NewOrderResponse is the return structured response from the exchange
+type NewOrderResponse struct {
+	Code            int     `json:"code"`
+	Msg             string  `json:"msg"`
+	Symbol          string  `json:"symbol"`
+	OrderID         int64   `json:"orderId"`
+	ClientOrderID   string  `json:"clientOrderId"`
+	TransactionTime int64   `json:"transactTime"`
+	Price           float64 `json:"price,string"`
+	OrigQty         float64 `json:"origQty,string"`
+	ExecutedQty     float64 `json:"executedQty,string"`
+	Status          string  `json:"status"`
+	TimeInForce     string  `json:"timeInForce"`
+	Type            string  `json:"type"`
+	Side            string  `json:"side"`
+	Fills           []struct {
+		Price           float64 `json:"price,string"`
+		Qty             float64 `json:"qty,string"`
+		Commission      float64 `json:"commission,string"`
+		CommissionAsset float64 `json:"commissionAsset,string"`
+	} `json:"fills"`
+}
+
+// QueryOrderData holds query order data
+type QueryOrderData struct {
+	Code          int     `json:"code"`
+	Msg           string  `json:"msg"`
+	Symbol        string  `json:"symbol"`
+	OrderID       int64   `json:"orderId"`
+	ClientOrderID string  `json:"clientOrderId"`
+	Price         float64 `json:"price,string"`
+	OrigQty       float64 `json:"origQty,string"`
+	ExecutedQty   float64 `json:"executedQty,string"`
+	Status        string  `json:"status"`
+	TimeInForce   string  `json:"timeInForce"`
+	Type          string  `json:"type"`
+	Side          string  `json:"side"`
+	StopPrice     float64 `json:"stopPrice,string"`
+	IcebergQty    float64 `json:"icebergQty,string"`
+	Time          int64   `json:"time"`
+	IsWorking     bool    `json:"isWorking"`
+}

exchanges/binance/binance_wrapper.go

@@ -0,0 +1,95 @@
+package binance
+
+import (
+	"errors"
+	"log"
+
+	"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 OKEX go routine
+func (b *Binance) Start() {
+	go b.Run()
+}
+
+// Run implements the OKEX wrapper
+func (b *Binance) 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)
+	}
+}
+
+// UpdateTicker updates and returns the ticker for a currency pair
+func (b *Binance) UpdateTicker(p pair.CurrencyPair, assetType string) (ticker.Price, error) {
+	var tickerPrice ticker.Price
+
+	tick, err := b.GetPriceChangeStats(p.Pair().String())
+	if err != nil {
+		return tickerPrice, err
+	}
+
+	tickerPrice.Pair = p
+	tickerPrice.Ask = tick.AskPrice
+	tickerPrice.Bid = tick.BidPrice
+	tickerPrice.High = tick.HighPrice
+	tickerPrice.Last = tick.LastPrice
+	tickerPrice.Low = tick.LowPrice
+	tickerPrice.Volume = tick.LastQty
+
+	ticker.ProcessTicker(b.GetName(), p, tickerPrice, assetType)
+
+	return ticker.GetTicker(b.Name, p, assetType)
+}
+
+// GetTickerPrice returns the ticker for a currency pair
+func (b *Binance) 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 *Binance) 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 *Binance) UpdateOrderbook(p pair.CurrencyPair, assetType string) (orderbook.Base, error) {
+	var orderBook orderbook.Base
+	currency := p.GetFirstCurrency().String()
+
+	orderbookNew, err := b.GetOrderBook(currency, 1000)
+	if err != nil {
+		return orderBook, err
+	}
+
+	for _, bids := range orderbookNew.Bids {
+		orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: bids.Quantity, Price: bids.Price})
+	}
+
+	for _, asks := range orderbookNew.Asks {
+		orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: asks.Quantity, Price: asks.Price})
+	}
+
+	orderbook.ProcessOrderbook(b.GetName(), p, orderBook, assetType)
+	return orderbook.GetOrderbook(b.Name, p, assetType)
+}
+
+// GetExchangeAccountInfo retrieves balances for all enabled currencies for the
+// Bithumb exchange
+func (b *Binance) GetExchangeAccountInfo() (exchange.AccountInfo, error) {
+	var response exchange.AccountInfo
+	return response, errors.New("not implemented")
+}

testdata/configtest.json

@@ -80,6 +80,27 @@
     "Index": "BTC"
    }
   },
+  {
+   "Name": "Binance",
+   "Enabled": true,
+   "Verbose": false,
+   "Websocket": false,
+   "UseSandbox": false,
+   "RESTPollingDelay": 10,
+   "AuthenticatedAPISupport": false,
+   "APIKey": "Key",
+   "APISecret": "Secret",
+   "AvailablePairs": "ETHBTC,LTCBTC,BNBBTC,NEOBTC,123456,QTUMETH,EOSETH,SNTETH,BNTETH,BCCBTC,GASBTC,BNBETH,BTCUSDT,ETHUSDT,HSRBTC,OAXETH,DNTETH,MCOETH,ICNETH,MCOBTC,WTCBTC,WTCETH,LRCBTC,LRCETH,QTUMBTC,YOYOBTC,OMGBTC,OMGETH,ZRXBTC,ZRXETH,STRATBTC,STRATETH,SNGLSBTC,SNGLSETH,BQXBTC,BQXETH,KNCBTC,KNCETH,FUNBTC,FUNETH,SNMBTC,SNMETH,NEOETH,IOTABTC,IOTAETH,LINKBTC,LINKETH,XVGBTC,XVGETH,CTRBTC,CTRETH,SALTBTC,SALTETH,MDABTC,MDAETH,MTLBTC,MTLETH,SUBBTC,SUBETH,EOSBTC,SNTBTC,ETCETH,ETCBTC,MTHBTC,MTHETH,ENGBTC,ENGETH,DNTBTC,ZECBTC,ZECETH,BNTBTC,ASTBTC,ASTETH,DASHBTC,DASHETH,OAXBTC,ICNBTC,BTGBTC,BTGETH,EVXBTC,EVXETH,REQBTC,REQETH,VIBBTC,VIBETH,HSRETH,TRXBTC,TRXETH,POWRBTC,POWRETH,ARKBTC,ARKETH,YOYOETH,XRPBTC,XRPETH,MODBTC,MODETH,ENJBTC,ENJETH,STORJBTC,STORJETH,BNBUSDT,VENBNB,YOYOBNB,POWRBNB,VENBTC,VENETH,KMDBTC,KMDETH,NULSBNB,RCNBTC,RCNETH,RCNBNB,NULSBTC,NULSETH,RDNBTC,RDNETH,RDNBNB,XMRBTC,XMRETH,DLTBNB,WTCBNB,DLTBTC,DLTETH,AMBBTC,AMBETH,AMBBNB,BCCETH,BCCUSDT,BCCBNB,BATBTC,BATETH,BATBNB,BCPTBTC,BCPTETH,BCPTBNB,ARNBTC,ARNETH,GVTBTC,GVTETH,CDTBTC,CDTETH,GXSBTC,GXSETH,NEOUSDT,NEOBNB,POEBTC,POEETH,QSPBTC,QSPETH,QSPBNB,BTSBTC,BTSETH,BTSBNB,XZCBTC,XZCETH,XZCBNB,LSKBTC,LSKETH,LSKBNB,TNTBTC,TNTETH,FUELBTC,FUELETH,MANABTC,MANAETH,BCDBTC,BCDETH,DGDBTC,DGDETH,IOTABNB,ADXBTC,ADXETH,ADXBNB,ADABTC,ADAETH,PPTBTC,PPTETH,CMTBTC,CMTETH,CMTBNB,XLMBTC,XLMETH,XLMBNB,CNDBTC,CNDETH,CNDBNB,LENDBTC,LENDETH,WABIBTC,WABIETH,WABIBNB,LTCETH,LTCUSDT,LTCBNB,TNBBTC,TNBETH,WAVESBTC,WAVESETH,WAVESBNB,GTOBTC,GTOETH,GTOBNB,ICXBTC,ICXETH,ICXBNB,OSTBTC,OSTETH,OSTBNB,ELFBTC,ELFETH,AIONBTC,AIONETH,AIONBNB,NEBLBTC,NEBLETH,NEBLBNB,BRDBTC,BRDETH,BRDBNB,MCOBNB,EDOBTC,EDOETH,WINGSBTC,WINGSETH,NAVBTC,NAVETH,NAVBNB,LUNBTC,LUNETH,TRIGBTC,TRIGETH,TRIGBNB,APPCBTC,APPCETH,APPCBNB,VIBEBTC,VIBEETH,RLCBTC,RLCETH,RLCBNB,INSBTC,INSETH,PIVXBTC,PIVXETH,PIVXBNB,IOSTBTC,IOSTETH,CHATBTC,CHATETH",
+   "EnabledPairs": "BTCUSDT",
+   "BaseCurrencies": "USD",
+   "AssetTypes": "SPOT",
+   "ConfigCurrencyPairFormat": {
+    "Uppercase": true
+   },
+   "RequestCurrencyPairFormat": {
+    "Uppercase": true
+   }
+  },
   {
    "Name": "Bitfinex",
    "Enabled": true,