mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-29 23:16:51 +00:00
Package exchanges
This commit is contained in:
Adrian Gallagher
219
exchanges/gdax/gdax_types.go
Normal file
219
exchanges/gdax/gdax_types.go
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@@ -0,0 +1,219 @@
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package gdax
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type GDAXTicker struct {
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TradeID int64 `json:"trade_id"`
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Price float64 `json:"price,string"`
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Size float64 `json:"size,string"`
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Time string `json:"time"`
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}
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type GDAXProduct struct {
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ID string `json:"id"`
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BaseCurrency string `json:"base_currency"`
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QuoteCurrency string `json:"quote_currency"`
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BaseMinSize float64 `json:"base_min_size,string"`
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BaseMaxSize int64 `json:"base_max_size,string"`
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QuoteIncrement float64 `json:"quote_increment,string"`
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DisplayName string `json:"string"`
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}
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type GDAXOrderL1L2 struct {
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Price float64
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Amount float64
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NumOrders float64
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}
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type GDAXOrderL3 struct {
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Price float64
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Amount float64
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OrderID string
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}
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type GDAXOrderbookL1L2 struct {
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Sequence int64 `json:"sequence"`
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Bids [][]GDAXOrderL1L2 `json:"asks"`
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Asks [][]GDAXOrderL1L2 `json:"asks"`
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}
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type GDAXOrderbookL3 struct {
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Sequence int64 `json:"sequence"`
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Bids [][]GDAXOrderL3 `json:"asks"`
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Asks [][]GDAXOrderL3 `json:"asks"`
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}
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type GDAXOrderbookResponse struct {
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Sequence int64 `json:"sequence"`
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Bids [][]interface{} `json:"bids"`
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Asks [][]interface{} `json:"asks"`
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}
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type GDAXTrade struct {
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TradeID int64 `json:"trade_id"`
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Price float64 `json:"price,string"`
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Size float64 `json:"size,string"`
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Time string `json:"time"`
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Side string `json:"side"`
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}
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type GDAXStats struct {
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Open float64 `json:"open,string"`
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High float64 `json:"high,string"`
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Low float64 `json:"low,string"`
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Volume float64 `json:"volume,string"`
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}
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type GDAXCurrency struct {
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ID string
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Name string
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MinSize float64 `json:"min_size,string"`
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}
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type GDAXHistory struct {
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Time int64
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Low float64
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High float64
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Open float64
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Close float64
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Volume float64
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}
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type GDAXAccountResponse struct {
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ID string `json:"id"`
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Balance float64 `json:"balance,string"`
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Hold float64 `json:"hold,string"`
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Available float64 `json:"available,string"`
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Currency string `json:"currency"`
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}
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type GDAXAccountLedgerResponse struct {
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ID string `json:"id"`
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CreatedAt string `json:"created_at"`
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Amount float64 `json:"amount,string"`
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Balance float64 `json:"balance,string"`
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Type string `json:"type"`
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details interface{} `json:"details"`
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}
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type GDAXAccountHolds struct {
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ID string `json:"id"`
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AccountID string `json:"account_id"`
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CreatedAt string `json:"created_at"`
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UpdatedAt string `json:"updated_at"`
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Amount float64 `json:"amount,string"`
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Type string `json:"type"`
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Reference string `json:"ref"`
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}
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type GDAXOrdersResponse struct {
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ID string `json:"id"`
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Size float64 `json:"size,string"`
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Price float64 `json:"price,string"`
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ProductID string `json:"product_id"`
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Status string `json:"status"`
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FilledSize float64 `json:"filled_size,string"`
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FillFees float64 `json:"fill_fees,string"`
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Settled bool `json:"settled"`
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Side string `json:"side"`
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CreatedAt string `json:"created_at"`
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}
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type GDAXOrderResponse struct {
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ID string `json:"id"`
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Size float64 `json:"size,string"`
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Price float64 `json:"price,string"`
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DoneReason string `json:"done_reason"`
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Status string `json:"status"`
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Settled bool `json:"settled"`
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FilledSize float64 `json:"filled_size,string"`
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ProductID string `json:"product_id"`
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FillFees float64 `json:"fill_fees,string"`
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Side string `json:"side"`
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CreatedAt string `json:"created_at"`
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DoneAt string `json:"done_at"`
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}
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type GDAXFillResponse struct {
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TradeID int `json:"trade_id"`
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ProductID string `json:"product_id"`
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Price float64 `json:"price,string"`
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Size float64 `json:"size,string"`
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OrderID string `json:"order_id"`
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CreatedAt string `json:"created_at"`
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Liquidity string `json:"liquidity"`
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Fee float64 `json:"fee,string"`
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Settled bool `json:"settled"`
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Side string `json:"side"`
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}
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type GDAXReportResponse struct {
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ID string `json:"id"`
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Type string `json:"type"`
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Status string `json:"status"`
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CreatedAt string `json:"created_at"`
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CompletedAt string `json:"completed_at"`
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ExpiresAt string `json:"expires_at"`
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FileURL string `json:"file_url"`
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Params struct {
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StartDate string `json:"start_date"`
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EndDate string `json:"end_date"`
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} `json:params"`
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}
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type GDAXWebsocketSubscribe struct {
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Type string `json:"type"`
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ProductID string `json:"product_id"`
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}
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type GDAXWebsocketReceived struct {
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Type string `json:"type"`
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Time string `json:"time"`
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Sequence int `json:"sequence"`
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OrderID string `json:"order_id"`
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Size float64 `json:"size,string"`
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Price float64 `json:"price,string"`
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Side string `json:"side"`
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}
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type GDAXWebsocketOpen struct {
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Type string `json:"type"`
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Time string `json:"time"`
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Sequence int `json:"sequence"`
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OrderID string `json:"order_id"`
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Price float64 `json:"price,string"`
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RemainingSize float64 `json:"remaining_size,string"`
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Side string `json:"side"`
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}
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type GDAXWebsocketDone struct {
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Type string `json:"type"`
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Time string `json:"time"`
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Sequence int `json:"sequence"`
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Price float64 `json:"price,string"`
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OrderID string `json:"order_id"`
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Reason string `json:"reason"`
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Side string `json:"side"`
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RemainingSize float64 `json:"remaining_size,string"`
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}
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type GDAXWebsocketMatch struct {
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Type string `json:"type"`
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TradeID int `json:"trade_id"`
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Sequence int `json:"sequence"`
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MakerOrderID string `json:"maker_order_id"`
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TakerOrderID string `json:"taker_order_id"`
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Time string `json:"time"`
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Size float64 `json:"size,string"`
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Price float64 `json:"price,string"`
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Side string `json:"side"`
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}
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type GDAXWebsocketChange struct {
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Type string `json:"type"`
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Time string `json:"time"`
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Sequence int `json:"sequence"`
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OrderID string `json:"order_id"`
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NewSize float64 `json:"new_size,string"`
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OldSize float64 `json:"old_size,string"`
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Price float64 `json:"price,string"`
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Side string `json:"side"`
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}
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116
exchanges/gdax/gdax_wrapper.go
Normal file
116
exchanges/gdax/gdax_wrapper.go
Normal file
@@ -0,0 +1,116 @@
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package gdax
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import (
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"log"
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"time"
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"github.com/thrasher-/gocryptotrader/common"
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"github.com/thrasher-/gocryptotrader/exchanges"
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"github.com/thrasher-/gocryptotrader/exchanges/ticker"
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)
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func (g *GDAX) Start() {
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go g.Run()
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}
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func (g *GDAX) Run() {
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if g.Verbose {
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log.Printf("%s Websocket: %s. (url: %s).\n", g.GetName(), common.IsEnabled(g.Websocket), GDAX_WEBSOCKET_URL)
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log.Printf("%s polling delay: %ds.\n", g.GetName(), g.RESTPollingDelay)
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log.Printf("%s %d currencies enabled: %s.\n", g.GetName(), len(g.EnabledPairs), g.EnabledPairs)
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}
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if g.Websocket {
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go g.WebsocketClient()
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}
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exchangeProducts, err := g.GetProducts()
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if err != nil {
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log.Printf("%s Failed to get available products.\n", g.GetName())
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} else {
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log.Println(exchangeProducts)
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/*
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currencies := []string{}
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for _, x := range exchangeProducts {
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if x.ID != "BTC" && x.ID != "USD" && x.ID != "GBP" {
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currencies = append(currencies, x.ID[0:3]+x.ID[4:])
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}
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}
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diff := common.StringSliceDifference(g.AvailablePairs, currencies)
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if len(diff) > 0 {
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exch, err := bot.config.GetExchangeConfig(g.Name)
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if err != nil {
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log.Println(err)
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} else {
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log.Printf("%s Updating available pairs. Difference: %s.\n", g.Name, diff)
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exch.AvailablePairs = common.JoinStrings(currencies, ",")
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bot.config.UpdateExchangeConfig(exch)
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}
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}
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*/
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}
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for g.Enabled {
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for _, x := range g.EnabledPairs {
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currency := x[0:3] + "-" + x[3:]
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go func() {
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ticker, err := g.GetTickerPrice(currency)
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if err != nil {
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log.Println(err)
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return
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}
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log.Printf("GDAX %s: Last %f High %f Low %f Volume %f\n", currency, ticker.Last, ticker.High, ticker.Low, ticker.Volume)
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//AddExchangeInfo(g.GetName(), currency[0:3], currency[4:], ticker.Last, ticker.Volume)
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}()
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}
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time.Sleep(time.Second * g.RESTPollingDelay)
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}
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}
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//GetExchangeAccountInfo : Retrieves balances for all enabled currencies for the GDAX exchange
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func (e *GDAX) GetExchangeAccountInfo() (exchange.ExchangeAccountInfo, error) {
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var response exchange.ExchangeAccountInfo
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response.ExchangeName = e.GetName()
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accountBalance, err := e.GetAccounts()
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if err != nil {
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return response, err
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}
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for i := 0; i < len(accountBalance); i++ {
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var exchangeCurrency exchange.ExchangeAccountCurrencyInfo
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exchangeCurrency.CurrencyName = accountBalance[i].Currency
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exchangeCurrency.TotalValue = accountBalance[i].Balance
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exchangeCurrency.Hold = accountBalance[i].Hold
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response.Currencies = append(response.Currencies, exchangeCurrency)
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}
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return response, nil
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}
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func (g *GDAX) GetTickerPrice(currency string) (ticker.TickerPrice, error) {
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tickerNew, err := ticker.GetTicker(g.GetName(), currency[0:3], currency[3:])
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if err == nil {
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return tickerNew, nil
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}
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var tickerPrice ticker.TickerPrice
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tick, err := g.GetTicker(currency)
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if err != nil {
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return ticker.TickerPrice{}, err
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}
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stats, err := g.GetStats(currency)
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if err != nil {
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return ticker.TickerPrice{}, err
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}
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tickerPrice.FirstCurrency = currency[0:3]
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tickerPrice.SecondCurrency = currency[4:]
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tickerPrice.Volume = stats.Volume
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tickerPrice.Last = tick.Price
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tickerPrice.High = stats.High
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tickerPrice.Low = stats.Low
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ticker.ProcessTicker(g.GetName(), tickerPrice.FirstCurrency, tickerPrice.SecondCurrency, tickerPrice)
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return tickerPrice, nil
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}
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427
exchanges/gdax/gdaxhttp.go
Normal file
427
exchanges/gdax/gdaxhttp.go
Normal file
@@ -0,0 +1,427 @@
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package gdax
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import (
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"bytes"
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"errors"
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"fmt"
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"log"
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"net/url"
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"strconv"
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"time"
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"github.com/thrasher-/gocryptotrader/common"
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"github.com/thrasher-/gocryptotrader/config"
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"github.com/thrasher-/gocryptotrader/exchanges"
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)
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const (
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GDAX_API_URL = "https://api.gdax.com/"
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GDAX_API_VERISON = "0"
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GDAX_PRODUCTS = "products"
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GDAX_ORDERBOOK = "book"
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GDAX_TICKER = "ticker"
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GDAX_TRADES = "trades"
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GDAX_HISTORY = "candles"
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GDAX_STATS = "stats"
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GDAX_CURRENCIES = "currencies"
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GDAX_ACCOUNTS = "accounts"
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GDAX_LEDGER = "ledger"
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GDAX_HOLDS = "holds"
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GDAX_ORDERS = "orders"
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GDAX_FILLS = "fills"
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GDAX_TRANSFERS = "transfers"
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GDAX_REPORTS = "reports"
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)
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type GDAX struct {
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exchange.ExchangeBase
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}
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func (g *GDAX) SetDefaults() {
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g.Name = "GDAX"
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g.Enabled = false
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g.Verbose = false
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g.TakerFee = 0.25
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g.MakerFee = 0
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g.Verbose = false
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g.Websocket = false
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g.RESTPollingDelay = 10
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}
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func (g *GDAX) Setup(exch config.ExchangeConfig) {
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if !exch.Enabled {
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g.SetEnabled(false)
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} else {
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g.Enabled = true
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g.AuthenticatedAPISupport = exch.AuthenticatedAPISupport
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g.SetAPIKeys(exch.APIKey, exch.APISecret, exch.ClientID, true)
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g.RESTPollingDelay = exch.RESTPollingDelay
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g.Verbose = exch.Verbose
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g.Websocket = exch.Websocket
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g.BaseCurrencies = common.SplitStrings(exch.BaseCurrencies, ",")
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g.AvailablePairs = common.SplitStrings(exch.AvailablePairs, ",")
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g.EnabledPairs = common.SplitStrings(exch.EnabledPairs, ",")
|
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}
|
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}
|
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|
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func (g *GDAX) GetFee(maker bool) float64 {
|
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if maker {
|
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return g.MakerFee
|
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} else {
|
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return g.TakerFee
|
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}
|
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}
|
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|
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func (g *GDAX) GetProducts() ([]GDAXProduct, error) {
|
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products := []GDAXProduct{}
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err := common.SendHTTPGetRequest(GDAX_API_URL+GDAX_PRODUCTS, true, &products)
|
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|
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if err != nil {
|
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return nil, err
|
||||
}
|
||||
|
||||
return products, nil
|
||||
}
|
||||
|
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func (g *GDAX) GetOrderbook(symbol string, level int) (interface{}, error) {
|
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orderbook := GDAXOrderbookResponse{}
|
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path := ""
|
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if level > 0 {
|
||||
levelStr := strconv.Itoa(level)
|
||||
path = fmt.Sprintf("%s/%s/%s?level=%s", GDAX_API_URL+GDAX_PRODUCTS, symbol, GDAX_ORDERBOOK, levelStr)
|
||||
} else {
|
||||
path = fmt.Sprintf("%s/%s/%s", GDAX_API_URL+GDAX_PRODUCTS, symbol, GDAX_ORDERBOOK)
|
||||
}
|
||||
|
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err := common.SendHTTPGetRequest(path, true, &orderbook)
|
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if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
if level == 3 {
|
||||
ob := GDAXOrderbookL3{}
|
||||
ob.Sequence = orderbook.Sequence
|
||||
for _, x := range orderbook.Asks {
|
||||
price, err := strconv.ParseFloat((x[0].(string)), 64)
|
||||
if err != nil {
|
||||
continue
|
||||
}
|
||||
amount, err := strconv.ParseFloat((x[1].(string)), 64)
|
||||
if err != nil {
|
||||
continue
|
||||
}
|
||||
|
||||
order := make([]GDAXOrderL3, 1)
|
||||
order[0].Price = price
|
||||
order[0].Amount = amount
|
||||
order[0].OrderID = x[2].(string)
|
||||
ob.Asks = append(ob.Asks, order)
|
||||
}
|
||||
for _, x := range orderbook.Bids {
|
||||
price, err := strconv.ParseFloat((x[0].(string)), 64)
|
||||
if err != nil {
|
||||
continue
|
||||
}
|
||||
amount, err := strconv.ParseFloat((x[1].(string)), 64)
|
||||
if err != nil {
|
||||
continue
|
||||
}
|
||||
|
||||
order := make([]GDAXOrderL3, 1)
|
||||
order[0].Price = price
|
||||
order[0].Amount = amount
|
||||
order[0].OrderID = x[2].(string)
|
||||
ob.Bids = append(ob.Bids, order)
|
||||
}
|
||||
return ob, nil
|
||||
} else {
|
||||
ob := GDAXOrderbookL1L2{}
|
||||
ob.Sequence = orderbook.Sequence
|
||||
for _, x := range orderbook.Asks {
|
||||
price, err := strconv.ParseFloat((x[0].(string)), 64)
|
||||
if err != nil {
|
||||
continue
|
||||
}
|
||||
amount, err := strconv.ParseFloat((x[1].(string)), 64)
|
||||
if err != nil {
|
||||
continue
|
||||
}
|
||||
|
||||
order := make([]GDAXOrderL1L2, 1)
|
||||
order[0].Price = price
|
||||
order[0].Amount = amount
|
||||
order[0].NumOrders = x[2].(float64)
|
||||
ob.Asks = append(ob.Asks, order)
|
||||
}
|
||||
for _, x := range orderbook.Bids {
|
||||
price, err := strconv.ParseFloat((x[0].(string)), 64)
|
||||
if err != nil {
|
||||
continue
|
||||
}
|
||||
amount, err := strconv.ParseFloat((x[1].(string)), 64)
|
||||
if err != nil {
|
||||
continue
|
||||
}
|
||||
|
||||
order := make([]GDAXOrderL1L2, 1)
|
||||
order[0].Price = price
|
||||
order[0].Amount = amount
|
||||
order[0].NumOrders = x[2].(float64)
|
||||
ob.Bids = append(ob.Bids, order)
|
||||
}
|
||||
return ob, nil
|
||||
}
|
||||
}
|
||||
|
||||
func (g *GDAX) GetTicker(symbol string) (GDAXTicker, error) {
|
||||
ticker := GDAXTicker{}
|
||||
path := fmt.Sprintf("%s/%s/%s", GDAX_API_URL+GDAX_PRODUCTS, symbol, GDAX_TICKER)
|
||||
err := common.SendHTTPGetRequest(path, true, &ticker)
|
||||
|
||||
if err != nil {
|
||||
return ticker, err
|
||||
}
|
||||
return ticker, nil
|
||||
}
|
||||
|
||||
func (g *GDAX) GetTrades(symbol string) ([]GDAXTrade, error) {
|
||||
trades := []GDAXTrade{}
|
||||
path := fmt.Sprintf("%s/%s/%s", GDAX_API_URL+GDAX_PRODUCTS, symbol, GDAX_TRADES)
|
||||
err := common.SendHTTPGetRequest(path, true, &trades)
|
||||
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return trades, nil
|
||||
}
|
||||
|
||||
func (g *GDAX) GetHistoricRates(symbol string, start, end, granularity int64) ([]GDAXHistory, error) {
|
||||
history := []GDAXHistory{}
|
||||
values := url.Values{}
|
||||
|
||||
if start > 0 {
|
||||
values.Set("start", strconv.FormatInt(start, 10))
|
||||
}
|
||||
|
||||
if end > 0 {
|
||||
values.Set("end", strconv.FormatInt(end, 10))
|
||||
}
|
||||
|
||||
if granularity > 0 {
|
||||
values.Set("granularity", strconv.FormatInt(granularity, 10))
|
||||
}
|
||||
|
||||
path := common.EncodeURLValues(fmt.Sprintf("%s/%s/%s", GDAX_API_URL+GDAX_PRODUCTS, symbol, GDAX_HISTORY), values)
|
||||
err := common.SendHTTPGetRequest(path, true, &history)
|
||||
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return history, nil
|
||||
}
|
||||
|
||||
func (g *GDAX) GetStats(symbol string) (GDAXStats, error) {
|
||||
stats := GDAXStats{}
|
||||
path := fmt.Sprintf("%s/%s/%s", GDAX_API_URL+GDAX_PRODUCTS, symbol, GDAX_STATS)
|
||||
err := common.SendHTTPGetRequest(path, true, &stats)
|
||||
|
||||
if err != nil {
|
||||
return stats, err
|
||||
}
|
||||
return stats, nil
|
||||
}
|
||||
|
||||
func (g *GDAX) GetCurrencies() ([]GDAXCurrency, error) {
|
||||
currencies := []GDAXCurrency{}
|
||||
err := common.SendHTTPGetRequest(GDAX_API_URL+GDAX_CURRENCIES, true, ¤cies)
|
||||
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return currencies, nil
|
||||
}
|
||||
|
||||
func (g *GDAX) GetAccounts() ([]GDAXAccountResponse, error) {
|
||||
resp := []GDAXAccountResponse{}
|
||||
err := g.SendAuthenticatedHTTPRequest("GET", GDAX_API_URL+GDAX_ACCOUNTS, nil, &resp)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
func (g *GDAX) GetAccount(account string) (GDAXAccountResponse, error) {
|
||||
resp := GDAXAccountResponse{}
|
||||
path := fmt.Sprintf("%s/%s", GDAX_ACCOUNTS, account)
|
||||
err := g.SendAuthenticatedHTTPRequest("GET", GDAX_API_URL+path, nil, &resp)
|
||||
if err != nil {
|
||||
return resp, err
|
||||
}
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
func (g *GDAX) GetAccountHistory(accountID string) ([]GDAXAccountLedgerResponse, error) {
|
||||
resp := []GDAXAccountLedgerResponse{}
|
||||
path := fmt.Sprintf("%s/%s/%s", GDAX_ACCOUNTS, accountID, GDAX_LEDGER)
|
||||
err := g.SendAuthenticatedHTTPRequest("GET", GDAX_API_URL+path, nil, &resp)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
func (g *GDAX) GetHolds(accountID string) ([]GDAXAccountHolds, error) {
|
||||
resp := []GDAXAccountHolds{}
|
||||
path := fmt.Sprintf("%s/%s/%s", GDAX_ACCOUNTS, accountID, GDAX_HOLDS)
|
||||
err := g.SendAuthenticatedHTTPRequest("GET", GDAX_API_URL+path, nil, &resp)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
func (g *GDAX) PlaceOrder(clientRef string, price, amount float64, side string, productID, stp string) (string, error) {
|
||||
request := make(map[string]interface{})
|
||||
|
||||
if clientRef != "" {
|
||||
request["client_oid"] = clientRef
|
||||
}
|
||||
|
||||
request["price"] = strconv.FormatFloat(price, 'f', -1, 64)
|
||||
request["size"] = strconv.FormatFloat(amount, 'f', -1, 64)
|
||||
request["side"] = side
|
||||
request["product_id"] = productID
|
||||
|
||||
if stp != "" {
|
||||
request["stp"] = stp
|
||||
}
|
||||
|
||||
type OrderResponse struct {
|
||||
ID string `json:"id"`
|
||||
}
|
||||
|
||||
resp := OrderResponse{}
|
||||
err := g.SendAuthenticatedHTTPRequest("POST", GDAX_API_URL+GDAX_ORDERS, request, &resp)
|
||||
if err != nil {
|
||||
return "", err
|
||||
}
|
||||
|
||||
return resp.ID, nil
|
||||
}
|
||||
|
||||
func (g *GDAX) CancelOrder(orderID string) error {
|
||||
path := fmt.Sprintf("%s/%s", GDAX_ORDERS, orderID)
|
||||
err := g.SendAuthenticatedHTTPRequest("DELETE", GDAX_API_URL+path, nil, nil)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
return nil
|
||||
}
|
||||
|
||||
func (g *GDAX) GetOrders(params url.Values) ([]GDAXOrdersResponse, error) {
|
||||
path := common.EncodeURLValues(GDAX_API_URL+GDAX_ORDERS, params)
|
||||
resp := []GDAXOrdersResponse{}
|
||||
err := g.SendAuthenticatedHTTPRequest("GET", path, nil, &resp)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
func (g *GDAX) GetOrder(orderID string) (GDAXOrderResponse, error) {
|
||||
path := fmt.Sprintf("%s/%s", GDAX_ORDERS, orderID)
|
||||
resp := GDAXOrderResponse{}
|
||||
err := g.SendAuthenticatedHTTPRequest("GET", GDAX_API_URL+path, nil, &resp)
|
||||
if err != nil {
|
||||
return resp, err
|
||||
}
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
func (g *GDAX) GetFills(params url.Values) ([]GDAXFillResponse, error) {
|
||||
path := common.EncodeURLValues(GDAX_API_URL+GDAX_FILLS, params)
|
||||
resp := []GDAXFillResponse{}
|
||||
err := g.SendAuthenticatedHTTPRequest("GET", path, nil, &resp)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
func (g *GDAX) Transfer(transferType string, amount float64, accountID string) error {
|
||||
request := make(map[string]interface{})
|
||||
request["type"] = transferType
|
||||
request["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
|
||||
request["GDAX_account_id"] = accountID
|
||||
|
||||
err := g.SendAuthenticatedHTTPRequest("POST", GDAX_API_URL+GDAX_TRANSFERS, request, nil)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
return nil
|
||||
}
|
||||
|
||||
func (g *GDAX) GetReport(reportType, startDate, endDate string) (GDAXReportResponse, error) {
|
||||
request := make(map[string]interface{})
|
||||
request["type"] = reportType
|
||||
request["start_date"] = startDate
|
||||
request["end_date"] = endDate
|
||||
|
||||
resp := GDAXReportResponse{}
|
||||
err := g.SendAuthenticatedHTTPRequest("POST", GDAX_API_URL+GDAX_REPORTS, request, &resp)
|
||||
if err != nil {
|
||||
return resp, err
|
||||
}
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
func (g *GDAX) GetReportStatus(reportID string) (GDAXReportResponse, error) {
|
||||
path := fmt.Sprintf("%s/%s", GDAX_REPORTS, reportID)
|
||||
resp := GDAXReportResponse{}
|
||||
err := g.SendAuthenticatedHTTPRequest("POST", GDAX_API_URL+path, nil, &resp)
|
||||
if err != nil {
|
||||
return resp, err
|
||||
}
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
func (g *GDAX) SendAuthenticatedHTTPRequest(method, path string, params map[string]interface{}, result interface{}) (err error) {
|
||||
timestamp := strconv.FormatInt(time.Now().UnixNano(), 10)[0:13]
|
||||
payload := []byte("")
|
||||
|
||||
if params != nil {
|
||||
payload, err = common.JSONEncode(params)
|
||||
|
||||
if err != nil {
|
||||
return errors.New("SendAuthenticatedHTTPRequest: Unable to JSON request")
|
||||
}
|
||||
|
||||
if g.Verbose {
|
||||
log.Printf("Request JSON: %s\n", payload)
|
||||
}
|
||||
}
|
||||
|
||||
message := timestamp + method + path + string(payload)
|
||||
hmac := common.GetHMAC(common.HASH_SHA256, []byte(message), []byte(g.APISecret))
|
||||
headers := make(map[string]string)
|
||||
headers["CB-ACCESS-SIGN"] = common.Base64Encode([]byte(hmac))
|
||||
headers["CB-ACCESS-TIMESTAMP"] = timestamp
|
||||
headers["CB-ACCESS-KEY"] = g.APIKey
|
||||
headers["CB-ACCESS-PASSPHRASE"] = g.ClientID
|
||||
headers["Content-Type"] = "application/json"
|
||||
|
||||
resp, err := common.SendHTTPRequest(method, GDAX_API_URL+path, headers, bytes.NewBuffer(payload))
|
||||
|
||||
if g.Verbose {
|
||||
log.Printf("Recieved raw: \n%s\n", resp)
|
||||
}
|
||||
|
||||
err = common.JSONDecode([]byte(resp), &result)
|
||||
|
||||
if err != nil {
|
||||
return errors.New("Unable to JSON Unmarshal response.")
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
125
exchanges/gdax/gdaxwebsocket.go
Normal file
125
exchanges/gdax/gdaxwebsocket.go
Normal file
@@ -0,0 +1,125 @@
|
||||
package gdax
|
||||
|
||||
import (
|
||||
"log"
|
||||
"net/http"
|
||||
|
||||
"github.com/gorilla/websocket"
|
||||
"github.com/thrasher-/gocryptotrader/common"
|
||||
)
|
||||
|
||||
const (
|
||||
GDAX_WEBSOCKET_URL = "wss://ws-feed.exchange.gdax.com"
|
||||
)
|
||||
|
||||
func (g *GDAX) WebsocketSubscribe(product string, conn *websocket.Conn) error {
|
||||
subscribe := GDAXWebsocketSubscribe{"subscribe", product}
|
||||
json, err := common.JSONEncode(subscribe)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
err = conn.WriteMessage(websocket.TextMessage, json)
|
||||
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
return nil
|
||||
}
|
||||
|
||||
func (g *GDAX) WebsocketClient() {
|
||||
for g.Enabled && g.Websocket {
|
||||
var Dialer websocket.Dialer
|
||||
conn, _, err := Dialer.Dial(GDAX_WEBSOCKET_URL, http.Header{})
|
||||
|
||||
if err != nil {
|
||||
log.Printf("%s Unable to connect to Websocket. Error: %s\n", g.GetName(), err)
|
||||
continue
|
||||
}
|
||||
|
||||
log.Printf("%s Connected to Websocket.\n", g.GetName())
|
||||
|
||||
currencies := []string{}
|
||||
for _, x := range g.EnabledPairs {
|
||||
currency := x[0:3] + "-" + x[3:]
|
||||
currencies = append(currencies, currency)
|
||||
}
|
||||
|
||||
for _, x := range currencies {
|
||||
err = g.WebsocketSubscribe(x, conn)
|
||||
if err != nil {
|
||||
log.Printf("%s Websocket subscription error: %s\n", g.GetName(), err)
|
||||
continue
|
||||
}
|
||||
}
|
||||
|
||||
if g.Verbose {
|
||||
log.Printf("%s Subscribed to product messages.", g.GetName())
|
||||
}
|
||||
|
||||
for g.Enabled && g.Websocket {
|
||||
msgType, resp, err := conn.ReadMessage()
|
||||
if err != nil {
|
||||
log.Println(err)
|
||||
break
|
||||
}
|
||||
|
||||
switch msgType {
|
||||
case websocket.TextMessage:
|
||||
type MsgType struct {
|
||||
Type string `json:"type"`
|
||||
}
|
||||
|
||||
msgType := MsgType{}
|
||||
err := common.JSONDecode(resp, &msgType)
|
||||
if err != nil {
|
||||
log.Println(err)
|
||||
continue
|
||||
}
|
||||
|
||||
switch msgType.Type {
|
||||
case "error":
|
||||
log.Println(string(resp))
|
||||
break
|
||||
case "received":
|
||||
received := GDAXWebsocketReceived{}
|
||||
err := common.JSONDecode(resp, &received)
|
||||
if err != nil {
|
||||
log.Println(err)
|
||||
continue
|
||||
}
|
||||
case "open":
|
||||
open := GDAXWebsocketOpen{}
|
||||
err := common.JSONDecode(resp, &open)
|
||||
if err != nil {
|
||||
log.Println(err)
|
||||
continue
|
||||
}
|
||||
case "done":
|
||||
done := GDAXWebsocketDone{}
|
||||
err := common.JSONDecode(resp, &done)
|
||||
if err != nil {
|
||||
log.Println(err)
|
||||
continue
|
||||
}
|
||||
case "match":
|
||||
match := GDAXWebsocketMatch{}
|
||||
err := common.JSONDecode(resp, &match)
|
||||
if err != nil {
|
||||
log.Println(err)
|
||||
continue
|
||||
}
|
||||
case "change":
|
||||
change := GDAXWebsocketChange{}
|
||||
err := common.JSONDecode(resp, &change)
|
||||
if err != nil {
|
||||
log.Println(err)
|
||||
continue
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
conn.Close()
|
||||
log.Printf("%s Websocket client disconnected.", g.GetName())
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user