package binance import ( "errors" "fmt" "strconv" "strings" "sync" "time" "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/currency" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" "github.com/thrasher-corp/gocryptotrader/exchanges/orderbook" "github.com/thrasher-corp/gocryptotrader/exchanges/request" "github.com/thrasher-corp/gocryptotrader/exchanges/ticker" "github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler" log "github.com/thrasher-corp/gocryptotrader/logger" ) // GetDefaultConfig returns a default exchange config func (b *Binance) GetDefaultConfig() (*config.ExchangeConfig, error) { b.SetDefaults() exchCfg := new(config.ExchangeConfig) exchCfg.Name = b.Name exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout exchCfg.BaseCurrencies = b.BaseCurrencies err := b.SetupDefaults(exchCfg) if err != nil { return nil, err } if b.Features.Supports.RESTCapabilities.AutoPairUpdates { err = b.UpdateTradablePairs(true) if err != nil { return nil, err } } return exchCfg, nil } // SetDefaults sets the basic defaults for Binance func (b *Binance) SetDefaults() { b.Name = "Binance" b.Enabled = true b.Verbose = true b.API.CredentialsValidator.RequiresKey = true b.API.CredentialsValidator.RequiresSecret = true b.SetValues() b.CurrencyPairs = currency.PairsManager{ AssetTypes: asset.Items{ asset.Spot, }, UseGlobalFormat: true, RequestFormat: ¤cy.PairFormat{ Uppercase: true, }, ConfigFormat: ¤cy.PairFormat{ Delimiter: "-", Uppercase: true, }, } b.Features = exchange.Features{ Supports: exchange.FeaturesSupported{ REST: true, Websocket: true, RESTCapabilities: exchange.ProtocolFeatures{ AutoPairUpdates: true, TickerBatching: true, }, WithdrawPermissions: exchange.AutoWithdrawCrypto | exchange.NoFiatWithdrawals, }, Enabled: exchange.FeaturesEnabled{ AutoPairUpdates: true, }, } b.Requester = request.New(b.Name, request.NewRateLimit(time.Second, binanceAuthRate), request.NewRateLimit(time.Second, binanceUnauthRate), common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout)) b.API.Endpoints.URLDefault = apiURL b.API.Endpoints.URL = b.API.Endpoints.URLDefault b.Websocket = wshandler.New() b.API.Endpoints.WebsocketURL = binanceDefaultWebsocketURL b.Websocket.Functionality = wshandler.WebsocketTradeDataSupported | wshandler.WebsocketTickerSupported | wshandler.WebsocketKlineSupported | wshandler.WebsocketOrderbookSupported b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit } // Setup takes in the supplied exchange configuration details and sets params func (b *Binance) Setup(exch *config.ExchangeConfig) error { if !exch.Enabled { b.SetEnabled(false) return nil } err := b.SetupDefaults(exch) if err != nil { return err } err = b.Websocket.Setup(b.WSConnect, nil, nil, exch.Name, exch.Features.Enabled.Websocket, exch.Verbose, binanceDefaultWebsocketURL, exch.API.Endpoints.WebsocketURL, exch.API.AuthenticatedWebsocketSupport) if err != nil { return err } b.WebsocketConn = &wshandler.WebsocketConnection{ ExchangeName: b.Name, URL: b.Websocket.GetWebsocketURL(), ProxyURL: b.Websocket.GetProxyAddress(), Verbose: b.Verbose, ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout, ResponseMaxLimit: exch.WebsocketResponseMaxLimit, } b.Websocket.Orderbook.Setup( exch.WebsocketOrderbookBufferLimit, true, true, true, false, exch.Name) return nil } // Start starts the Binance go routine func (b *Binance) Start(wg *sync.WaitGroup) { wg.Add(1) go func() { b.Run() wg.Done() }() } // Run implements the Binance wrapper func (b *Binance) Run() { if b.Verbose { log.Debugf(log.ExchangeSys, "%s Websocket: %s. (url: %s).\n", b.GetName(), common.IsEnabled(b.Websocket.IsEnabled()), b.Websocket.GetWebsocketURL()) b.PrintEnabledPairs() } forceUpdate := false if !common.StringDataContains(b.GetEnabledPairs(asset.Spot).Strings(), b.GetPairFormat(asset.Spot, false).Delimiter) || !common.StringDataContains(b.GetAvailablePairs(asset.Spot).Strings(), b.GetPairFormat(asset.Spot, false).Delimiter) { enabledPairs := currency.NewPairsFromStrings([]string{fmt.Sprintf("BTC%vUSDT", b.GetPairFormat(asset.Spot, false).Delimiter)}) log.Warn(log.ExchangeSys, "Available pairs for Binance reset due to config upgrade, please enable the ones you would like to use again") forceUpdate = true err := b.UpdatePairs(enabledPairs, asset.Spot, true, true) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update currencies. Err: %s\n", b.Name, err) } } if !b.GetEnabledFeatures().AutoPairUpdates && !forceUpdate { return } err := b.UpdateTradablePairs(forceUpdate) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", b.Name, err) } } // FetchTradablePairs returns a list of the exchanges tradable pairs func (b *Binance) FetchTradablePairs(asset asset.Item) ([]string, error) { var validCurrencyPairs []string info, err := b.GetExchangeInfo() if err != nil { return nil, err } for x := range info.Symbols { if info.Symbols[x].Status == "TRADING" { validCurrencyPairs = append(validCurrencyPairs, fmt.Sprintf("%v%v%v", info.Symbols[x].BaseAsset, b.GetPairFormat(asset, false).Delimiter, info.Symbols[x].QuoteAsset)) } } return validCurrencyPairs, nil } // UpdateTradablePairs updates the exchanges available pairs and stores // them in the exchanges config func (b *Binance) UpdateTradablePairs(forceUpdate bool) error { pairs, err := b.FetchTradablePairs(asset.Spot) if err != nil { return err } return b.UpdatePairs(currency.NewPairsFromStrings(pairs), asset.Spot, false, forceUpdate) } // UpdateTicker updates and returns the ticker for a currency pair func (b *Binance) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) { var tickerPrice ticker.Price tick, err := b.GetTickers() if err != nil { return tickerPrice, err } pairs := b.GetEnabledPairs(assetType) for i := range pairs { for y := range tick { pairFmt := b.FormatExchangeCurrency(pairs[i], assetType).String() if tick[y].Symbol != pairFmt { continue } tickerPrice := ticker.Price{ Last: tick[y].LastPrice, High: tick[y].HighPrice, Low: tick[y].LowPrice, Bid: tick[y].BidPrice, Ask: tick[y].AskPrice, Volume: tick[y].Volume, QuoteVolume: tick[y].QuoteVolume, Open: tick[y].OpenPrice, Close: tick[y].PrevClosePrice, Pair: pairs[i], } err = ticker.ProcessTicker(b.Name, &tickerPrice, assetType) if err != nil { log.Error(log.Ticker, err) } } } return ticker.GetTicker(b.Name, p, assetType) } // FetchTicker returns the ticker for a currency pair func (b *Binance) FetchTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) { tickerNew, err := ticker.GetTicker(b.GetName(), p, assetType) if err != nil { return b.UpdateTicker(p, assetType) } return tickerNew, nil } // FetchOrderbook returns orderbook base on the currency pair func (b *Binance) FetchOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) { ob, err := orderbook.Get(b.GetName(), p, assetType) if err != nil { return b.UpdateOrderbook(p, assetType) } return ob, nil } // UpdateOrderbook updates and returns the orderbook for a currency pair func (b *Binance) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) { var orderBook orderbook.Base orderbookNew, err := b.GetOrderBook(OrderBookDataRequestParams{Symbol: b.FormatExchangeCurrency(p, assetType).String(), Limit: 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.Pair = p orderBook.ExchangeName = b.GetName() orderBook.AssetType = assetType err = orderBook.Process() if err != nil { return orderBook, err } return orderbook.Get(b.Name, p, assetType) } // GetAccountInfo retrieves balances for all enabled currencies for the // Bithumb exchange func (b *Binance) GetAccountInfo() (exchange.AccountInfo, error) { var info exchange.AccountInfo raw, err := b.GetAccount() if err != nil { return info, err } var currencyBalance []exchange.AccountCurrencyInfo for _, balance := range raw.Balances { freeCurrency, err := strconv.ParseFloat(balance.Free, 64) if err != nil { return info, err } lockedCurrency, err := strconv.ParseFloat(balance.Locked, 64) if err != nil { return info, err } currencyBalance = append(currencyBalance, exchange.AccountCurrencyInfo{ CurrencyName: currency.NewCode(balance.Asset), TotalValue: freeCurrency + lockedCurrency, Hold: freeCurrency, }) } info.Exchange = b.GetName() info.Accounts = append(info.Accounts, exchange.Account{ Currencies: currencyBalance, }) return info, nil } // GetFundingHistory returns funding history, deposits and // withdrawals func (b *Binance) GetFundingHistory() ([]exchange.FundHistory, error) { var fundHistory []exchange.FundHistory return fundHistory, common.ErrFunctionNotSupported } // GetExchangeHistory returns historic trade data since exchange opening. func (b *Binance) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) { return nil, common.ErrNotYetImplemented } // SubmitOrder submits a new order func (b *Binance) SubmitOrder(order *exchange.OrderSubmission) (exchange.SubmitOrderResponse, error) { var submitOrderResponse exchange.SubmitOrderResponse if order == nil { return submitOrderResponse, exchange.ErrOrderSubmissionIsNil } if err := order.Validate(); err != nil { return submitOrderResponse, err } var sideType string if order.OrderSide == exchange.BuyOrderSide { sideType = exchange.BuyOrderSide.ToString() } else { sideType = exchange.SellOrderSide.ToString() } var requestParamsOrderType RequestParamsOrderType switch order.OrderType { case exchange.MarketOrderType: requestParamsOrderType = BinanceRequestParamsOrderMarket case exchange.LimitOrderType: requestParamsOrderType = BinanceRequestParamsOrderLimit default: submitOrderResponse.IsOrderPlaced = false return submitOrderResponse, errors.New("unsupported order type") } var orderRequest = NewOrderRequest{ Symbol: order.Pair.Base.String() + order.Pair.Quote.String(), Side: sideType, Price: order.Price, Quantity: order.Amount, TradeType: requestParamsOrderType, TimeInForce: BinanceRequestParamsTimeGTC, } response, err := b.NewOrder(&orderRequest) if response.OrderID > 0 { submitOrderResponse.OrderID = fmt.Sprintf("%v", response.OrderID) } if err == nil { submitOrderResponse.IsOrderPlaced = true } return submitOrderResponse, err } // ModifyOrder will allow of changing orderbook placement and limit to // market conversion func (b *Binance) ModifyOrder(action *exchange.ModifyOrder) (string, error) { return "", common.ErrFunctionNotSupported } // CancelOrder cancels an order by its corresponding ID number func (b *Binance) CancelOrder(order *exchange.OrderCancellation) error { orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64) if err != nil { return err } _, err = b.CancelExistingOrder(b.FormatExchangeCurrency(order.CurrencyPair, order.AssetType).String(), orderIDInt, order.AccountID) return err } // CancelAllOrders cancels all orders associated with a currency pair func (b *Binance) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) { cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{ OrderStatus: make(map[string]string), } openOrders, err := b.OpenOrders("") if err != nil { return cancelAllOrdersResponse, err } for i := range openOrders { _, err = b.CancelExistingOrder(openOrders[i].Symbol, openOrders[i].OrderID, "") if err != nil { cancelAllOrdersResponse.OrderStatus[strconv.FormatInt(openOrders[i].OrderID, 10)] = err.Error() } } return cancelAllOrdersResponse, nil } // GetOrderInfo returns information on a current open order func (b *Binance) GetOrderInfo(orderID string) (exchange.OrderDetail, error) { var orderDetail exchange.OrderDetail return orderDetail, common.ErrNotYetImplemented } // GetDepositAddress returns a deposit address for a specified currency func (b *Binance) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) { return b.GetDepositAddressForCurrency(cryptocurrency.String()) } // WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is // submitted func (b *Binance) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoWithdrawRequest) (string, error) { amountStr := strconv.FormatFloat(withdrawRequest.Amount, 'f', -1, 64) return b.WithdrawCrypto(withdrawRequest.Currency.String(), withdrawRequest.Address, withdrawRequest.AddressTag, withdrawRequest.Description, amountStr) } // WithdrawFiatFunds returns a withdrawal ID when a // withdrawal is submitted func (b *Binance) WithdrawFiatFunds(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) { return "", common.ErrFunctionNotSupported } // WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a // withdrawal is submitted func (b *Binance) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) { return "", common.ErrFunctionNotSupported } // GetWebsocket returns a pointer to the exchange websocket func (b *Binance) GetWebsocket() (*wshandler.Websocket, error) { return b.Websocket, nil } // GetFeeByType returns an estimate of fee based on type of transaction func (b *Binance) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) { if (!b.AllowAuthenticatedRequest() || b.SkipAuthCheck) && // Todo check connection status feeBuilder.FeeType == exchange.CryptocurrencyTradeFee { feeBuilder.FeeType = exchange.OfflineTradeFee } return b.GetFee(feeBuilder) } // GetActiveOrders retrieves any orders that are active/open func (b *Binance) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) { if len(getOrdersRequest.Currencies) == 0 { return nil, errors.New("at least one currency is required to fetch order history") } var orders []exchange.OrderDetail for _, c := range getOrdersRequest.Currencies { resp, err := b.OpenOrders(b.FormatExchangeCurrency(c, asset.Spot).String()) if err != nil { return nil, err } for i := range resp { orderSide := exchange.OrderSide(strings.ToUpper(resp[i].Side)) orderType := exchange.OrderType(strings.ToUpper(resp[i].Type)) orderDate := time.Unix(0, int64(resp[i].Time)*int64(time.Millisecond)) orders = append(orders, exchange.OrderDetail{ Amount: resp[i].OrigQty, OrderDate: orderDate, Exchange: b.Name, ID: fmt.Sprintf("%v", resp[i].OrderID), OrderSide: orderSide, OrderType: orderType, Price: resp[i].Price, Status: resp[i].Status, CurrencyPair: currency.NewPairFromString(resp[i].Symbol), }) } } exchange.FilterOrdersByType(&orders, getOrdersRequest.OrderType) exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide) exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks) return orders, nil } // GetOrderHistory retrieves account order information // Can Limit response to specific order status func (b *Binance) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) { if len(getOrdersRequest.Currencies) == 0 { return nil, errors.New("at least one currency is required to fetch order history") } var orders []exchange.OrderDetail for _, c := range getOrdersRequest.Currencies { resp, err := b.AllOrders(b.FormatExchangeCurrency(c, asset.Spot).String(), "", "1000") if err != nil { return nil, err } for i := range resp { orderSide := exchange.OrderSide(strings.ToUpper(resp[i].Side)) orderType := exchange.OrderType(strings.ToUpper(resp[i].Type)) orderDate := time.Unix(0, int64(resp[i].Time)*int64(time.Millisecond)) // New orders are covered in GetOpenOrders if resp[i].Status == "NEW" { continue } orders = append(orders, exchange.OrderDetail{ Amount: resp[i].OrigQty, OrderDate: orderDate, Exchange: b.Name, ID: fmt.Sprintf("%v", resp[i].OrderID), OrderSide: orderSide, OrderType: orderType, Price: resp[i].Price, CurrencyPair: currency.NewPairFromString(resp[i].Symbol), Status: resp[i].Status, }) } } exchange.FilterOrdersByType(&orders, getOrdersRequest.OrderType) exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide) exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks) return orders, nil } // SubscribeToWebsocketChannels appends to ChannelsToSubscribe // which lets websocket.manageSubscriptions handle subscribing func (b *Binance) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error { return common.ErrFunctionNotSupported } // UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe // which lets websocket.manageSubscriptions handle unsubscribing func (b *Binance) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error { return common.ErrFunctionNotSupported } // GetSubscriptions returns a copied list of subscriptions func (b *Binance) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) { return b.Websocket.GetSubscriptions(), nil } // AuthenticateWebsocket sends an authentication message to the websocket func (b *Binance) AuthenticateWebsocket() error { return common.ErrFunctionNotSupported }