Commit Graph

45 Commits

Author SHA1 Message Date
Scott
e4c443b901 Calculating each exchange's fees (#188)
* Adds some constants for fee types
Adds some fee calculation in an attempt to be generic
Adds fee stuff to Bittrex
Adds fee stuff to bitstamp

* Fixes bitstamp fee calculation

* Tests
Tests all scenarios for GetFeeByType

* Adds method to wrapper
Adds err to response
Checks for err

* Adds support for Bittrex fees

* Adds maker/taker dynamic to fees
Updates tests
Adds bitmex fee support
Removes unused switch case scenarios to not waste space

* Adds bithumb support for fee calculation

* Adds Bitfinex fee support
Adds list of currencies as const strings
Sets up bitflyer

* Fixes arguments

* Greatly expands symbols
Adds Binance fee calculation support
Cleans up previous exchanges

* Fixes errors for fee calculations

* Adds ANX fee support

* Adds btcc fee support
Adds alphapoint fee wrapper support
Renames method to match "enum"
Uses symbols in tests, not inline strings

* Adds support for BTCMarkets fee calculation
Adds new method to retrieve fee amount from BTCMarkets
Adds new fee type struct: FeeBuilder
Updates ANX and BTCMarkets to use new FeeBuilder type struct
Standardises the tests to run when it comes to fee calculation

* Migrates all existing exchange fee to use new feebuilder type struct
Uses standard testing model

* Fixes unit tests

* Updates maker taker fees in test config

* Removes parallel from fee testing

* Removes more parallel from tests

* Adds coinbasepro fee support

* Adds Coinut fee support

* Adds Exmo fee support
Adds maker fee support to coinut
Introduces a type for fees and bank transfers to prevent random strings being used

* Adds partial bitflyer support
Moves bitflyer to feeBuilder struct

* Adds gateio fee support

* Adds Gemini fee support

* Adds hitbtc fee support

* Adds huobi fee support

* Adds HuobiHadax fee support

* Adds itbit fee support

* Adds partial kraken fee support with trading fees

* Finishes basic Kraken fee support

* Adds basic LakeBTC fee support

* Adds basic liqui fee support

* Adds localbitcoins fee support.......

* Adds basic okcoin fee support

* Adds simple OKEX fee support
Adds many new currency symbols
Fixes liqui's fees

* Adds poloniex fee support

* Adds fee support for Yobit

* Adds WEX fee support

* Adds ZB fee support

* Removes bad reference

* Improves accuracy of variable name

* trading fee method names are now consistent

(cherry picked from commit 21c82e8b90cae590cfd73d365d7be39e1a00e973)

* Fixes rebasing issues

* Fixes issues from rebase
Removes "IsTaker" as IsMaker bool can imply taker
Updates tests to actually work.

* Adds a zero to the test

* Fixes bitfinex api endpoints and fixes fee calculations

* Updates btcmarkets trading fee calculation

* Verifies tests with apis for all exchanges except coinbasepro, itbit and bitflyer
Removes taker fee test as taker is default

* Removes redundant all exchange wrapper error checks due to the error checks being redundant

* Addresses review comments:
- Renames variables
- Changes how functions return data
- Fixes typo
2018-10-29 12:32:46 +11:00
Ryan O'Hara-Reid
d3c2800fe0 Initial overhaul of websocket connection and feeds (#189)
* Initial overhaul of websocket connection and feeds
* Added proxy support
* Piped to routines.go

* Added new websocket file in exchanges
Refactored orderbook handling into exchange_websocket.go
Added better error responses for binance_websocket.go
General clean for binance_websocket.go

* General fixes - bitfinex_websocket.go
Refactored orderbook cache code - bitfinex_websocket.go
Removed fatal error with unhandled type - routines.go

* Added general improvements to bitmex_websocket.go
Refactored orderbook handling to exchange_websocket.go
Added variable in Item struct in orderbook.go for looking up orders by ID

* Fix issue when routines are blocked due to Data Handler not started
Updated traffic handler
General fixes for bitstamp_websocket.go

* General fixes for coinbasepro_websocket.go

* General fixes for coinut_websocket.go
Fixed error return in exchange_websocket.go

* Removed comments in coinut_wrapper.go
Refactor orderbook logic from hitbtc_websocket.go to exchange_websocket.go

* General fixes

* Removed comments
General fixes

* Updated routines.go

* After rebase fix

* Fixed update config pairs in okcoin.go

* fixed config currency issue in okcoin.go for okcoin China

* exchange_websocket.go
*Removed unused const dec
*Removed state change routine
*Improved trafficMonitor routine
*Increased verbosity for error returns
*Removed uneeded mutex locks

exchange_websocket_test.go
*Added new tests for websocket and orderbook updating

routines.go
*Removed string cased

* Fixed race conditions on sync.waitgroup in exchanges_websocket.go

* Changes variable name in config.go

* Removes unnecessary comment

* Removes indefinite lock on error return

* Removes unnecessary comment

* Adds support for BTCC websocket
Drops support for BTCC REST

* Rewords comment in exchange_websocket.go
Moves types to poloniex_types.go

* Moves types to coinut_types.go

* Removes uneeded range for accessing array variables for coinbase_websocket.go
Removes comments in coinut_types.go

* Adds verbosity flag to GCT
Suppresses verbose output from routines.go

* Fixes setting proxy for REST and Websocket per exchange
Upgrades error handling
Drops unused *url.Url variable in exchange type

* Adds test for setting proxy

* Fixes bug that closes connection due to incorrect timeout time through a proxy connection

* Clarify verbose flag message
2018-10-24 14:22:40 +11:00
herenow
604443fbbb Fix Huobi's POST requests (#186)
* Fix Huobi's POST request content-type

If we try to send a POST request to Huobi w/ a content-type of
"application/x-www-form-urlencoded" we will receive an error:

Content type 'application/x-www-form-urlencoded;charset=UTF-8' not supported

Their english documentation is incorrect, it does not specify this atm,
translating their chinese documentation, it states:

"Content-Type: application/json must be declared in the POST request header;
Content-Type: application/x-www-form-urlencoded must be declared in the GET
request header. (Chinese users recommend setting Accept-Language: zh-cn)"

* Fix Huobi's place new order request (send as json)

We should not send the order details through url parameters, this
needs to be sent as a json payload via the request body.

Documentation:

https://github.com/huobiapi/API_Docs_en/wiki/REST_Reference#post-v1orderordersplace--make-an-order-in-huobipro

* Fix Huobi's margin transfer/margin order/withdraw requests

This requests data need to be sent as json, not as a query string.

Docs:

https://github.com/huobiapi/API_Docs_en/wiki/REST_Reference#post-v1dwtransfer-inmargin--transfer-asset-from-spot-account-to-margin-account

https://github.com/huobiapi/API_Docs_en/wiki/REST_Reference#post-v1marginorders--margin-application

https://github.com/huobiapi/API_Docs_en/wiki/REST_Reference#post-v1dwwithdrawapicreate---create-a-withdraw-application

* Fix Huobi's margin repayment request

This request data needs to be sent a json, not via the query string.

Also note, that the "order-id" parameter is already sent through the
url path, it does not need to be included in the request body.
2018-10-03 10:58:32 +10:00
herenow
0fdf76d264 Optional Huobi’s auth private key signature param
This is a security feature that was introduced briefly, where you were
required to upload a public key while generating your api keys, and for
authentication you had to use your private keys to sign the request and
send it through this “PrivateSignature” param.

This security feature was rolled back and it is not mentioned anymore
in Huobi’s documentation.

For backwards compatibility purposes we should still keep this feature
though, they still seem to accept this parameter, I guess if you have
one of this old api keys, that was generated with a given public key,
you still have to send it.
2018-09-29 19:25:38 -03:00
Adrian Gallagher
042c4bfef2 bugfix: don't index or range over data if length is zero 2018-09-20 14:46:38 +10:00
soxipy
fb4e2d1452 localbitcoins fixes (#177)
* General LocalBitcoin fixes

* Added override variables to config for exchange packages to allow different API URL's
2018-08-27 14:19:29 +10:00
Adrian Gallagher
a0de1b78a7 Support configurable HTTP user agent per exchange 2018-08-07 13:05:13 +10:00
Adrian Gallagher
c63f1b0ff6 Port from idoall's codebase (#161)
* 修复火币Post REST API方法不正确的问题,同时增加火币海带丝交易所

* add vendor folder

* 修改命名空间依赖

* 第一次提交分支

* 增加取消订单功能

* 修复binance.GetAccount方法

* 更新readme.md

* 增加 Gateio 交易所的支持,支持获取K线、支持的交易对、交易市场参数

* 替换HuobiHadax的参数

* 买/卖订单、取消订单

* OKEX 币币交易:增加获取用户信息,下订单,取消订单

* 测试ok kline

* 修复 Bitfinex 的 GetAccountInfo 方法

* 做一些不必要的删减

* 修复binfinex不返回错误的bug

* 统一我修改交易所的Kline获取方式

* Bitfinex 增加获取最新价格

* update main.go

* 更新GetSymbol方法

* 修改火币和海带丝的Kline编号ID类型

* 修改海带丝的默认配置大小写

* okex增加获取最新价格

*   调整okex的参数判断

* 调整比特儿的参数名称

* 修改火币、火币Hadax的参数全名

* 更新海带丝的配置名称

* 修改bintfinex的GetAccountInfo方法

* 去掉一行注释

* 支持zb交易所的部分功能

* 修复获取K线时没有设置参数的错误

* 增加 Binance 取消订单的方法,获取订单状态,获取所有打开的状态以及所有订单

* 修改获取深度和历史订单的数据

* 修改币安获取深度的参数

* 修改火币获取市场深度的参数

* 修改okex获取市场深度的参数

* 修改币安、OKex获取历史订单的参数

* 修复币安提交参数错误的问题

* merge upstrem

* merge后,调整一部分命名空间

* 修改ZB时间参数的命名方式

* 继续替换命名空间

* 命名空间的替换

* 继续命名空间的替换

* 测试

* Port code from idoall's PR

* Drop errors dep

* Start amending PR

* Fix commented code
* Translate text from Chinese to English (except for ZB). The reasning behind this is that it's a Chinese exchange and the structs are self explanatory in English, but would for other developers in China

* Translate Chinese text, basic formatting changes

* Remove commented lines and address feedback on PR
2018-08-04 08:30:20 +10:00
Ryan O'Hara-Reid
3b8591bcc8 Updated documentation tool (#155)
* Updated documentation tool
Added templates
Updated documentation using tool

* Fixed incorrect version in web README

* Added new templates to tool.
Updated documents in templates across the code base.
Used tool to regenerate documentation.
2018-07-19 16:02:24 +10:00
Marco Franssen
0f209165d5 Improved code quality (#154)
* Removed package-lock.json form gitignore as it ensures specific package versions

* Updated all @angular web dependencies

* Resolved tslint errors using autofix option

* Resolved some more tslint issues

* Added lint scripts to package.json to easy lint the ts files

* Updated codelyzer and tslint

* Run web on travis using node 10 and run the lint task

* Resolved some more tslint issues after upgrading tslint and codelyzer

* Resolved golint issues with regards to exchange comments

* Resolved spelling errors shown by goreportcard.com

* Resolved gofmt warnings using goreportcard.com

* Resolved golint issue by removing unrequired else statement

* Refactored slack.go to reduce cyclomatic complexity

* Fixed govet issue where Slack was passed as value instead of reference
2018-07-18 15:46:47 +10:00
Adrian Gallagher
4fadc6ff48 Adds support for new Huobi authorised requests and a tool for ecdsa keys
Fixes: https://github.com/thrasher-/gocryptotrader/issues/150
2018-07-13 15:54:31 +10:00
Ryan O'Hara-Reid
ed675bde30 Add bank details support 2018-07-12 12:25:07 +10:00
Frank
0478c55b45 fix huobib/binance api bug (#129) 2018-06-04 19:20:05 +10:00
Ryan O'Hara-Reid
02dbab03ce Added new initial functions for bot/exchange interface. (#120) 2018-05-30 13:49:58 +10:00
Ryan O'Hara-Reid
dc11f87b8b Updated README template files and regenerated documentation. (#125) 2018-05-14 10:03:17 +10:00
Adrian Gallagher
ac41a7cfad New features and bug fixes
- Modifications made to the request package. Planned improvements will be
sending requests on intervals, rate limiter back off support, dynamic tuning
and requests packaged into a request job group.
- Can modify each exchanges individual HTTP client (e.g timeout and
transport settings).
- Bot now uses an exchange config HTTP timeout value.
- Bot now uses a global HTTP timeout (configurable).
- Batched ticker request support for exchanges.
- Ticker and Orderbook fetching now are spanned accross multiple
go routines and regulated by a sync wait group.
- Fixes hack used to load exchanges, now uses a sync wait group.
- Ticker and Orderbook storage and fetching now uses mutex locks.
- New pair function for finding different pairs between two supplied
 pair arrays. This is used for currency pair updates for exchange which
support dynamic updating.
- Shows removal/additions of dynamic updates currencies.
2018-05-04 13:20:19 +10:00
Ryan O'Hara-Reid
7fc9d20fd7 Introduce request package and integrate with exchanges 2018-03-27 14:22:52 +11:00
Adrian Gallagher
52dfddbb18 Feature: Add support to check whether an exchange supports automatic currency pair updates and if they don't, show a warning if the last currency pair update is >= 30 days
Also fix race condition in config get/set functions
2018-03-27 12:53:46 +11:00
Adrian Gallagher
c0ccc901dc Fix GoReport issues 2018-03-26 12:18:19 +11:00
Ryan O'Hara-Reid
9514754960 New documents generated by documentation tool. 2018-02-28 09:55:11 +11:00
Ryan O'Hara-Reid
bfdb6ba307 Fixed go vet and linter issues for Huobi exchange. 2018-02-26 13:26:40 +11:00
Ryan O'Hara-Reid
10d5abacb3 Initial implementation of interface function for getting exchange history. 2018-02-26 10:01:42 +11:00
Adrian Gallagher
e8f8e32609 Add/improve common string functions, currency pair handling, fix LBTC orderbook amount 2018-02-08 12:00:55 +11:00
Adrian Gallagher
1e92cab53a Update Huobi REST authenticated and unauthenticated requests 2018-01-30 13:11:36 +11:00
Adrian Gallagher
2e1b5afd94 Fix err check 2018-01-29 17:13:26 +11:00
Ryan O'Hara-Reid
48d07d48dd Added basic test and fixed basic linter issues. 2017-11-23 11:19:38 +11:00
Ryan O'Hara-Reid
79a1911c93 In the common package added JSONDecode error check. Added verbosity in SendHTTPGetRequest. Updated Nonce package function. Fixed issues in ItBit package and expanded test coverage. 2017-09-18 14:47:14 +10:00
Adrian Gallagher
87633c2142 Link up orderbook websocket code, improve exchange test coverage and various other fixes 2017-09-14 15:07:59 +10:00
Adrian Gallagher
913c104d09 Finish off websocket ticker demo, update config files and fix tests 2017-09-14 15:04:38 +10:00
Adrian Gallagher
ad7ae88ff4 Add UpdateOrderbook exchange function and update all exchanges to support it 2017-09-11 14:02:39 +10:00
Adrian Gallagher
a5b3a6b489 Add demo routines function to fetch all exchange tickers 2017-09-11 14:02:39 +10:00
Adrian Gallagher
a1040c8d94 Start websocket implementation 2017-09-11 14:02:39 +10:00
Adrian Gallagher
4dcce85810 Default to HTTPS everywhere in project 2017-08-25 16:57:06 +10:00
Adrian Gallagher
55ea1fe434 Add generalised functions for handling exchange enabled and available currencies 2017-08-25 15:54:45 +10:00
Adrian Gallagher
7be8c0272b Add currency pair display method to display a currency pair based on user config preferences (e.g BTC-USD or BTCUSD) 2017-08-23 15:52:15 +10:00
Adrian Gallagher
4eaa9d0ec9 Prevent authenticated calls when authenticated API support is disabled 2017-08-21 13:10:57 +10:00
Adrian Gallagher
0f55715987 Run gofmt and fix poloniex orderbook issue
Fixes https://github.com/thrasher-/gocryptotrader/issues/40
2017-08-09 23:18:23 -07:00
Adrian Gallagher
c7399ce69b Fix various issues for goreport 2017-08-10 09:15:46 +10:00
Ryan O'Hara-Reid
de48b62731 Fixed stutter issues from exchange.go 2017-07-31 11:45:12 +10:00
Adrian Gallagher
d526e9f2a9 Add currency pair support 2017-04-19 00:16:53 +10:00
Adrian Gallagher
b84a27a6a5 Add method for obtaining orderbook info 2017-04-08 02:42:18 +10:00
Adrian Gallagher
7aff04e4c6 Standardise filenames 2017-03-30 14:05:32 +11:00
Adrian Gallagher
659ac59bbb Package stats 2017-03-29 13:47:56 +11:00
Adrian Gallagher
a9d9ee54f7 Package currency 2017-03-29 13:47:56 +11:00
Adrian Gallagher
aeb327c80c Package exchanges 2017-03-29 13:47:56 +11:00