Package exchanges

This commit is contained in:
Adrian Gallagher
2017-03-21 01:50:07 +11:00
parent bbe660b5f4
commit aeb327c80c
68 changed files with 3808 additions and 3621 deletions

View File

@@ -0,0 +1,15 @@
package huobi
type HuobiTicker struct {
High float64
Low float64
Last float64
Vol float64
Buy float64
Sell float64
}
type HuobiTickerResponse struct {
Time string
Ticker HuobiTicker
}

View File

@@ -0,0 +1,80 @@
package huobi
import (
"log"
"time"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
)
func (h *HUOBI) Start() {
go h.Run()
}
func (h *HUOBI) Run() {
if h.Verbose {
log.Printf("%s Websocket: %s (url: %s).\n", h.GetName(), common.IsEnabled(h.Websocket), HUOBI_SOCKETIO_ADDRESS)
log.Printf("%s polling delay: %ds.\n", h.GetName(), h.RESTPollingDelay)
log.Printf("%s %d currencies enabled: %s.\n", h.GetName(), len(h.EnabledPairs), h.EnabledPairs)
}
if h.Websocket {
go h.WebsocketClient()
}
for h.Enabled {
for _, x := range h.EnabledPairs {
currency := common.StringToLower(x[0:3])
go func() {
ticker, err := h.GetTickerPrice(currency)
if err != nil {
log.Println(err)
return
}
/*
HuobiLastUSD, _ := ConvertCurrency(ticker.Last, "CNY", "USD")
HuobiHighUSD, _ := ConvertCurrency(ticker.High, "CNY", "USD")
HuobiLowUSD, _ := ConvertCurrency(ticker.Low, "CNY", "USD")
log.Printf("Huobi %s: Last %f (%f) High %f (%f) Low %f (%f) Volume %f\n", currency, HuobiLastUSD, ticker.Last, HuobiHighUSD, ticker.High, HuobiLowUSD, ticker.Low, ticker.Volume)
AddExchangeInfo(h.GetName(), common.StringToUpper(currency[0:3]), common.StringToUpper(currency[3:]), ticker.Last, ticker.Volume)
AddExchangeInfo(h.GetName(), common.StringToUpper(currency[0:3]), "USD", HuobiLastUSD, ticker.Volume)
*/
log.Printf("Huobi %s: Last %f High %f Low %f Volume %f\n", currency, ticker.Last, ticker.High, ticker.Low, ticker.Volume)
}()
}
time.Sleep(time.Second * h.RESTPollingDelay)
}
}
func (h *HUOBI) GetTickerPrice(currency string) (ticker.TickerPrice, error) {
tickerNew, err := ticker.GetTicker(h.GetName(), common.StringToUpper(currency[0:3]), common.StringToUpper(currency[3:]))
if err == nil {
return tickerNew, nil
}
var tickerPrice ticker.TickerPrice
tick, err := h.GetTicker(currency)
if err != nil {
return tickerPrice, err
}
tickerPrice.Ask = tick.Sell
tickerPrice.Bid = tick.Buy
tickerPrice.FirstCurrency = common.StringToUpper(currency[0:3])
tickerPrice.SecondCurrency = common.StringToUpper(currency[3:])
tickerPrice.Low = tick.Low
tickerPrice.Last = tick.Last
tickerPrice.Volume = tick.Vol
tickerPrice.High = tick.High
ticker.ProcessTicker(h.GetName(), tickerPrice.FirstCurrency, tickerPrice.SecondCurrency, tickerPrice)
return tickerPrice, nil
}
//TODO: retrieve HUOBI balance info
//GetExchangeAccountInfo : Retrieves balances for all enabled currencies for the HUOBI exchange
func (e *HUOBI) GetExchangeAccountInfo() (exchange.ExchangeAccountInfo, error) {
var response exchange.ExchangeAccountInfo
response.ExchangeName = e.GetName()
return response, nil
}

View File

@@ -0,0 +1,205 @@
package huobi
import (
"fmt"
"log"
"net/url"
"strconv"
"strings"
"time"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/config"
"github.com/thrasher-/gocryptotrader/exchanges"
)
const (
HUOBI_API_URL = "https://api.huobi.com/apiv2.php"
HUOBI_API_VERSION = "2"
)
type HUOBI struct {
exchange.ExchangeBase
}
func (h *HUOBI) SetDefaults() {
h.Name = "Huobi"
h.Enabled = false
h.Fee = 0
h.Verbose = false
h.Websocket = false
h.RESTPollingDelay = 10
}
func (h *HUOBI) Setup(exch config.ExchangeConfig) {
if !exch.Enabled {
h.SetEnabled(false)
} else {
h.Enabled = true
h.AuthenticatedAPISupport = exch.AuthenticatedAPISupport
h.SetAPIKeys(exch.APIKey, exch.APISecret, "", false)
h.RESTPollingDelay = exch.RESTPollingDelay
h.Verbose = exch.Verbose
h.Websocket = exch.Websocket
h.BaseCurrencies = common.SplitStrings(exch.BaseCurrencies, ",")
h.AvailablePairs = common.SplitStrings(exch.AvailablePairs, ",")
h.EnabledPairs = common.SplitStrings(exch.EnabledPairs, ",")
}
}
func (h *HUOBI) GetFee() float64 {
return h.Fee
}
func (h *HUOBI) GetTicker(symbol string) (HuobiTicker, error) {
resp := HuobiTickerResponse{}
path := fmt.Sprintf("http://api.huobi.com/staticmarket/ticker_%s_json.js", symbol)
err := common.SendHTTPGetRequest(path, true, &resp)
if err != nil {
return HuobiTicker{}, err
}
return resp.Ticker, nil
}
func (h *HUOBI) GetOrderBook(symbol string) bool {
path := fmt.Sprintf("http://api.huobi.com/staticmarket/depth_%s_json.js", symbol)
err := common.SendHTTPGetRequest(path, true, nil)
if err != nil {
log.Println(err)
return false
}
return true
}
func (h *HUOBI) GetAccountInfo() {
err := h.SendAuthenticatedRequest("get_account_info", url.Values{})
if err != nil {
log.Println(err)
}
}
func (h *HUOBI) GetOrders(coinType int) {
values := url.Values{}
values.Set("coin_type", strconv.Itoa(coinType))
err := h.SendAuthenticatedRequest("get_orders", values)
if err != nil {
log.Println(err)
}
}
func (h *HUOBI) GetOrderInfo(orderID, coinType int) {
values := url.Values{}
values.Set("id", strconv.Itoa(orderID))
values.Set("coin_type", strconv.Itoa(coinType))
err := h.SendAuthenticatedRequest("order_info", values)
if err != nil {
log.Println(err)
}
}
func (h *HUOBI) Trade(orderType string, coinType int, price, amount float64) {
values := url.Values{}
if orderType != "buy" {
orderType = "sell"
}
values.Set("coin_type", strconv.Itoa(coinType))
values.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
values.Set("price", strconv.FormatFloat(price, 'f', -1, 64))
err := h.SendAuthenticatedRequest(orderType, values)
if err != nil {
log.Println(err)
}
}
func (h *HUOBI) MarketTrade(orderType string, coinType int, price, amount float64) {
values := url.Values{}
if orderType != "buy_market" {
orderType = "sell_market"
}
values.Set("coin_type", strconv.Itoa(coinType))
values.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
values.Set("price", strconv.FormatFloat(price, 'f', -1, 64))
err := h.SendAuthenticatedRequest(orderType, values)
if err != nil {
log.Println(err)
}
}
func (h *HUOBI) CancelOrder(orderID, coinType int) {
values := url.Values{}
values.Set("coin_type", strconv.Itoa(coinType))
values.Set("id", strconv.Itoa(orderID))
err := h.SendAuthenticatedRequest("cancel_order", values)
if err != nil {
log.Println(err)
}
}
func (h *HUOBI) ModifyOrder(orderType string, coinType, orderID int, price, amount float64) {
values := url.Values{}
values.Set("coin_type", strconv.Itoa(coinType))
values.Set("id", strconv.Itoa(orderID))
values.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
values.Set("price", strconv.FormatFloat(price, 'f', -1, 64))
err := h.SendAuthenticatedRequest("modify_order", values)
if err != nil {
log.Println(err)
}
}
func (h *HUOBI) GetNewDealOrders(coinType int) {
values := url.Values{}
values.Set("coin_type", strconv.Itoa(coinType))
err := h.SendAuthenticatedRequest("get_new_deal_orders", values)
if err != nil {
log.Println(err)
}
}
func (h *HUOBI) GetOrderIDByTradeID(coinType, orderID int) {
values := url.Values{}
values.Set("coin_type", strconv.Itoa(coinType))
values.Set("trade_id", strconv.Itoa(orderID))
err := h.SendAuthenticatedRequest("get_order_id_by_trade_id", values)
if err != nil {
log.Println(err)
}
}
func (h *HUOBI) SendAuthenticatedRequest(method string, v url.Values) error {
v.Set("access_key", h.APIKey)
v.Set("created", strconv.FormatInt(time.Now().Unix(), 10))
v.Set("method", method)
hash := common.GetMD5([]byte(v.Encode() + "&secret_key=" + h.APISecret))
v.Set("sign", common.StringToLower(common.HexEncodeToString(hash)))
encoded := v.Encode()
if h.Verbose {
log.Printf("Sending POST request to %s with params %s\n", HUOBI_API_URL, encoded)
}
headers := make(map[string]string)
headers["Content-Type"] = "application/x-www-form-urlencoded"
resp, err := common.SendHTTPRequest("POST", HUOBI_API_URL, headers, strings.NewReader(encoded))
if err != nil {
return err
}
if h.Verbose {
log.Printf("Recieved raw: %s\n", resp)
}
return nil
}

View File

@@ -0,0 +1,221 @@
package huobi
import (
"log"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/socketio"
)
const (
HUOBI_SOCKETIO_ADDRESS = "https://hq.huobi.com:443"
//Service API
HUOBI_SOCKET_REQ_SYMBOL_LIST = "reqSymbolList"
HUOBI_SOCKET_REQ_SYMBOL_DETAIL = "reqSymbolDetail"
HUOBI_SOCKET_REQ_SUBSCRIBE = "reqMsgSubscribe"
HUOBI_SOCKET_REQ_UNSUBSCRIBE = "reqMsgUnsubscribe"
// Market data API
HUOBI_SOCKET_MARKET_DETAIL = "marketDetail"
HUOBI_SOCKET_TRADE_DETAIL = "tradeDetail"
HUOBI_SOCKET_MARKET_DEPTH_TOP = "marketDepthTop"
HUOBI_SOCKET_MARKET_DEPTH_TOP_SHORT = "marketDepthTopShort"
HUOBI_SOCKET_MARKET_DEPTH = "marketDepth"
HUOBI_SOCKET_MARKET_DEPTH_TOP_DIFF = "marketDepthTopDiff"
HUOBI_SOCKET_MARKET_DEPTH_DIFF = "marketDepthDiff"
HUOBI_SOCKET_MARKET_LAST_KLINE = "lastKLine"
HUOBI_SOCKET_MARKET_LAST_TIMELINE = "lastTimeLine"
HUOBI_SOCKET_MARKET_OVERVIEW = "marketOverview"
HUOBI_SOCKET_MARKET_STATIC = "marketStatic"
// History data API
HUOBI_SOCKET_REQ_TIMELINE = "reqTimeLine"
HUOBI_SOCKET_REQ_KLINE = "reqKLine"
HUOBI_SOCKET_REQ_DEPTH_TOP = "reqMarketDepthTop"
HUOBI_SOCKET_REQ_DEPTH = "reqMarketDepth"
HUOBI_SOCKET_REQ_TRADE_DETAIL_TOP = "reqTradeDetailTop"
HUOBI_SOCKET_REQ_MARKET_DETAIL = "reqMarketDetail"
)
var HuobiSocket *socketio.SocketIO
type HuobiDepth struct {
SymbolID string `json:"symbolId"`
Time float64 `json:"time"`
Version float64 `json:"version"`
BidName string `json:"bidName"`
BidPrice []float64 `json:"bidPrice"`
BidTotal []float64 `json:"bidTotal"`
BidAmount []float64 `json:"bidAmount"`
AskName string `json:"askName"`
AskPrice []float64 `json:"askPrice"`
AskTotal []float64 `json:"askTotal"`
AskAmount []float64 `json:"askAmount"`
}
type HuobiWebsocketTrade struct {
Price []float64 `json:"price"`
Level []float64 `json:"level"`
Amount []float64 `json:"amount"`
AccuAmount []float64 `json:"accuAmount"`
}
type HuobiWebsocketTradeDetail struct {
SymbolID string `json:"symbolId"`
TradeID []int64 `json:"tradeId"`
Price []float64 `json:"price"`
Time []int64 `json:"time"`
Amount []float64 `json:"amount"`
TopBids []HuobiWebsocketTrade `json:"topBids"`
TopAsks []HuobiWebsocketTrade `json:"topAsks"`
}
type HuobiWebsocketMarketOverview struct {
SymbolID string `json:"symbolId"`
Last float64 `json:"priceNew"`
Open float64 `json:"priceOpen"`
High float64 `json:"priceHigh"`
Low float64 `json:"priceLow"`
Ask float64 `json:"priceAsk"`
Bid float64 `json:"priceBid"`
Volume float64 `json:"totalVolume"`
TotalAmount float64 `json:"totalAmount"`
}
type HuobiWebsocketLastTimeline struct {
ID int64 `json:"_id"`
SymbolID string `json:"symbolId"`
Time int64 `json:"time"`
LastPrice float64 `json:"priceLast"`
Amount float64 `json:"amount"`
Volume float64 `json:"volume"`
Count int64 `json:"count"`
}
type HuobiResponse struct {
Version int `json:"version"`
MsgType string `json:"msgType"`
RequestIndex int64 `json:"requestIndex"`
RetCode int64 `json:"retCode"`
RetMessage string `json:"retMsg"`
Payload map[string]interface{} `json:"payload"`
}
func (h *HUOBI) BuildHuobiWebsocketRequest(msgType string, requestIndex int64, symbolRequest []string) map[string]interface{} {
request := map[string]interface{}{}
request["version"] = 1
request["msgType"] = msgType
if requestIndex != 0 {
request["requestIndex"] = requestIndex
}
if len(symbolRequest) != 0 {
request["symbolIdList"] = symbolRequest
}
return request
}
func (h *HUOBI) BuildHuobiWebsocketRequestExtra(msgType string, requestIndex int64, symbolIdList interface{}) interface{} {
request := map[string]interface{}{}
request["version"] = 1
request["msgType"] = msgType
if requestIndex != 0 {
request["requestIndex"] = requestIndex
}
request["symbolList"] = symbolIdList
return request
}
func (h *HUOBI) BuildHuobiWebsocketParamsList(objectName, currency, pushType, period, count, from, to, percentage string) interface{} {
list := map[string]interface{}{}
list["symbolId"] = currency
list["pushType"] = pushType
if period != "" {
list["period"] = period
}
if percentage != "" {
list["percent"] = percentage
}
if count != "" {
list["count"] = count
}
if from != "" {
list["from"] = from
}
if to != "" {
list["to"] = to
}
listArray := []map[string]interface{}{}
listArray = append(listArray, list)
listCompleted := make(map[string][]map[string]interface{})
listCompleted[objectName] = listArray
return listCompleted
}
func (h *HUOBI) OnConnect(output chan socketio.Message) {
if h.Verbose {
log.Printf("%s Connected to Websocket.", h.GetName())
}
for _, x := range h.EnabledPairs {
currency := common.StringToLower(x)
msg := h.BuildHuobiWebsocketRequestExtra(HUOBI_SOCKET_REQ_SUBSCRIBE, 100, h.BuildHuobiWebsocketParamsList(HUOBI_SOCKET_MARKET_OVERVIEW, currency, "pushLong", "", "", "", "", ""))
result, err := common.JSONEncode(msg)
if err != nil {
log.Println(err)
}
output <- socketio.CreateMessageEvent("request", string(result), nil, HuobiSocket.Version)
}
}
func (h *HUOBI) OnDisconnect(output chan socketio.Message) {
log.Printf("%s Disconnected from websocket server.. Reconnecting.\n", h.GetName())
h.WebsocketClient()
}
func (h *HUOBI) OnError() {
log.Printf("%s Error with Websocket connection.. Reconnecting.\n", h.GetName())
h.WebsocketClient()
}
func (h *HUOBI) OnMessage(message []byte, output chan socketio.Message) {
}
func (h *HUOBI) OnRequest(message []byte, output chan socketio.Message) {
response := HuobiResponse{}
err := common.JSONDecode(message, &response)
if err != nil {
log.Println(err)
}
}
func (h *HUOBI) WebsocketClient() {
events := make(map[string]func(message []byte, output chan socketio.Message))
events["request"] = h.OnRequest
events["message"] = h.OnMessage
HuobiSocket = &socketio.SocketIO{
Version: 0.9,
OnConnect: h.OnConnect,
OnEvent: events,
OnError: h.OnError,
OnDisconnect: h.OnDisconnect,
}
for h.Enabled && h.Websocket {
err := socketio.ConnectToSocket(HUOBI_SOCKETIO_ADDRESS, HuobiSocket)
if err != nil {
log.Printf("%s Unable to connect to Websocket. Err: %s\n", h.GetName(), err)
continue
}
log.Printf("%s Disconnected from Websocket.\n", h.GetName())
}
}