package huobi 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 (h *HUOBI) GetDefaultConfig() (*config.ExchangeConfig, error) { h.SetDefaults() exchCfg := new(config.ExchangeConfig) exchCfg.Name = h.Name exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout exchCfg.BaseCurrencies = h.BaseCurrencies err := h.SetupDefaults(exchCfg) if err != nil { return nil, err } if h.Features.Supports.RESTCapabilities.AutoPairUpdates { err = h.UpdateTradablePairs(true) if err != nil { return nil, err } } return exchCfg, nil } // SetDefaults sets default values for the exchange func (h *HUOBI) SetDefaults() { h.Name = "Huobi" h.Enabled = true h.Verbose = true h.API.CredentialsValidator.RequiresKey = true h.API.CredentialsValidator.RequiresSecret = true h.CurrencyPairs = currency.PairsManager{ AssetTypes: asset.Items{ asset.Spot, }, UseGlobalFormat: true, RequestFormat: ¤cy.PairFormat{ Uppercase: false, }, ConfigFormat: ¤cy.PairFormat{ Delimiter: "-", Uppercase: true, }, } h.Features = exchange.Features{ Supports: exchange.FeaturesSupported{ REST: true, Websocket: true, RESTCapabilities: exchange.ProtocolFeatures{ AutoPairUpdates: true, TickerBatching: true, }, WithdrawPermissions: exchange.AutoWithdrawCryptoWithSetup | exchange.NoFiatWithdrawals, }, Enabled: exchange.FeaturesEnabled{ AutoPairUpdates: true, }, } h.Requester = request.New(h.Name, request.NewRateLimit(time.Second*10, huobiAuthRate), request.NewRateLimit(time.Second*10, huobiUnauthRate), common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout)) h.API.Endpoints.URLDefault = huobiAPIURL h.API.Endpoints.URL = h.API.Endpoints.URLDefault h.API.Endpoints.WebsocketURL = wsMarketURL h.Websocket = wshandler.New() h.Websocket.Functionality = wshandler.WebsocketKlineSupported | wshandler.WebsocketOrderbookSupported | wshandler.WebsocketTradeDataSupported | wshandler.WebsocketSubscribeSupported | wshandler.WebsocketUnsubscribeSupported | wshandler.WebsocketAuthenticatedEndpointsSupported | wshandler.WebsocketAccountDataSupported | wshandler.WebsocketMessageCorrelationSupported h.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit h.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout h.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit } // Setup sets user configuration func (h *HUOBI) Setup(exch *config.ExchangeConfig) error { if !exch.Enabled { h.SetEnabled(false) return nil } err := h.SetupDefaults(exch) if err != nil { return err } h.API.PEMKeySupport = exch.API.PEMKeySupport h.API.Credentials.PEMKey = exch.API.Credentials.PEMKey err = h.Websocket.Setup(h.WsConnect, h.Subscribe, h.Unsubscribe, exch.Name, exch.Features.Enabled.Websocket, exch.Verbose, wsMarketURL, exch.API.Endpoints.WebsocketURL, exch.API.AuthenticatedWebsocketSupport) if err != nil { return err } h.WebsocketConn = &wshandler.WebsocketConnection{ ExchangeName: h.Name, URL: wsMarketURL, ProxyURL: h.Websocket.GetProxyAddress(), Verbose: h.Verbose, RateLimit: rateLimit, ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout, ResponseMaxLimit: exch.WebsocketResponseMaxLimit, } h.AuthenticatedWebsocketConn = &wshandler.WebsocketConnection{ ExchangeName: h.Name, URL: wsAccountsOrdersURL, ProxyURL: h.Websocket.GetProxyAddress(), Verbose: h.Verbose, RateLimit: rateLimit, ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout, ResponseMaxLimit: exch.WebsocketResponseMaxLimit, } h.Websocket.Orderbook.Setup( exch.WebsocketOrderbookBufferLimit, false, false, false, false, exch.Name) return nil } // Start starts the HUOBI go routine func (h *HUOBI) Start(wg *sync.WaitGroup) { wg.Add(1) go func() { h.Run() wg.Done() }() } // Run implements the HUOBI wrapper func (h *HUOBI) Run() { if h.Verbose { log.Debugf(log.ExchangeSys, "%s Websocket: %s (url: %s).\n", h.GetName(), common.IsEnabled(h.Websocket.IsEnabled()), wsMarketURL) h.PrintEnabledPairs() } var forceUpdate bool if common.StringDataContains(h.GetEnabledPairs(asset.Spot).Strings(), "CNY") || common.StringDataContains(h.GetAvailablePairs(asset.Spot).Strings(), "CNY") { forceUpdate = true } if common.StringDataContains(h.BaseCurrencies.Strings(), "CNY") { cfg := config.GetConfig() exchCfg, err := cfg.GetExchangeConfig(h.Name) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to get exchange config. %s\n", h.Name, err) return } exchCfg.BaseCurrencies = currency.Currencies{currency.USD} h.BaseCurrencies = currency.Currencies{currency.USD} } if forceUpdate { enabledPairs := currency.Pairs{currency.Pair{ Base: currency.BTC.Lower(), Quote: currency.USDT.Lower(), Delimiter: "-", }, } log.Warn(log.ExchangeSys, "Available and enabled pairs for Huobi reset due to config upgrade, please enable the ones you would like again") err := h.UpdatePairs(enabledPairs, asset.Spot, true, true) if err != nil { log.Errorf(log.ExchangeSys, "%s Failed to update enabled currencies.\n", h.GetName()) } } if !h.GetEnabledFeatures().AutoPairUpdates && !forceUpdate { return } err := h.UpdateTradablePairs(forceUpdate) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", h.Name, err) } } // FetchTradablePairs returns a list of the exchanges tradable pairs func (h *HUOBI) FetchTradablePairs(asset asset.Item) ([]string, error) { symbols, err := h.GetSymbols() if err != nil { return nil, err } var pairs []string for x := range symbols { if symbols[x].State != "online" { continue } pairs = append(pairs, fmt.Sprintf("%v%v%v", symbols[x].BaseCurrency, h.GetPairFormat(asset, false).Delimiter, symbols[x].QuoteCurrency)) } return pairs, nil } // UpdateTradablePairs updates the exchanges available pairs and stores // them in the exchanges config func (h *HUOBI) UpdateTradablePairs(forceUpdate bool) error { pairs, err := h.FetchTradablePairs(asset.Spot) if err != nil { return err } return h.UpdatePairs(currency.NewPairsFromStrings(pairs), asset.Spot, false, forceUpdate) } // UpdateTicker updates and returns the ticker for a currency pair func (h *HUOBI) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) { var tickerPrice ticker.Price tickers, err := h.GetTickers() if err != nil { return tickerPrice, err } pairs := h.GetEnabledPairs(assetType) for i := range pairs { for j := range tickers.Data { pairFmt := h.FormatExchangeCurrency(pairs[i], assetType).String() if pairFmt != tickers.Data[j].Symbol { continue } tickerPrice := ticker.Price{ High: tickers.Data[j].High, Low: tickers.Data[j].Low, Volume: tickers.Data[j].Volume, Open: tickers.Data[j].Open, Close: tickers.Data[j].Close, Pair: pairs[i], } err = ticker.ProcessTicker(h.GetName(), &tickerPrice, assetType) if err != nil { log.Error(log.Ticker, err) } } } return ticker.GetTicker(h.Name, p, assetType) } // FetchTicker returns the ticker for a currency pair func (h *HUOBI) FetchTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) { tickerNew, err := ticker.GetTicker(h.GetName(), p, assetType) if err != nil { return h.UpdateTicker(p, assetType) } return tickerNew, nil } // FetchOrderbook returns orderbook base on the currency pair func (h *HUOBI) FetchOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) { ob, err := orderbook.Get(h.GetName(), p, assetType) if err != nil { return h.UpdateOrderbook(p, assetType) } return ob, nil } // UpdateOrderbook updates and returns the orderbook for a currency pair func (h *HUOBI) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) { var orderBook orderbook.Base orderbookNew, err := h.GetDepth(OrderBookDataRequestParams{ Symbol: h.FormatExchangeCurrency(p, assetType).String(), Type: OrderBookDataRequestParamsTypeStep1, }) if err != nil { return orderBook, err } for x := range orderbookNew.Bids { data := orderbookNew.Bids[x] orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: data[1], Price: data[0]}) } for x := range orderbookNew.Asks { data := orderbookNew.Asks[x] orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: data[1], Price: data[0]}) } orderBook.Pair = p orderBook.ExchangeName = h.GetName() orderBook.AssetType = assetType err = orderBook.Process() if err != nil { return orderBook, err } return orderbook.Get(h.Name, p, assetType) } // GetAccountID returns the account ID for trades func (h *HUOBI) GetAccountID() ([]Account, error) { acc, err := h.GetAccounts() if err != nil { return nil, err } if len(acc) < 1 { return nil, errors.New("no account returned") } return acc, nil } // GetAccountInfo retrieves balances for all enabled currencies for the // HUOBI exchange - to-do func (h *HUOBI) GetAccountInfo() (exchange.AccountInfo, error) { var info exchange.AccountInfo info.Exchange = h.GetName() accounts, err := h.GetAccountID() if err != nil { return info, err } for _, account := range accounts { var acc exchange.Account acc.ID = strconv.FormatInt(account.ID, 10) balances, err := h.GetAccountBalance(acc.ID) if err != nil { return info, err } var currencyDetails []exchange.AccountCurrencyInfo for _, balance := range balances { var frozen bool if balance.Type == "frozen" { frozen = true } var updated bool for i := range currencyDetails { if currencyDetails[i].CurrencyName == currency.NewCode(balance.Currency) { if frozen { currencyDetails[i].Hold = balance.Balance } else { currencyDetails[i].TotalValue = balance.Balance } updated = true } } if updated { continue } if frozen { currencyDetails = append(currencyDetails, exchange.AccountCurrencyInfo{ CurrencyName: currency.NewCode(balance.Currency), Hold: balance.Balance, }) } else { currencyDetails = append(currencyDetails, exchange.AccountCurrencyInfo{ CurrencyName: currency.NewCode(balance.Currency), TotalValue: balance.Balance, }) } } acc.Currencies = currencyDetails info.Accounts = append(info.Accounts, acc) } return info, nil } // GetFundingHistory returns funding history, deposits and // withdrawals func (h *HUOBI) GetFundingHistory() ([]exchange.FundHistory, error) { var fundHistory []exchange.FundHistory return fundHistory, common.ErrFunctionNotSupported } // GetExchangeHistory returns historic trade data since exchange opening. func (h *HUOBI) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) { return nil, common.ErrNotYetImplemented } // SubmitOrder submits a new order func (h *HUOBI) 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 } accountID, err := strconv.ParseInt(order.ClientID, 10, 64) if err != nil { return submitOrderResponse, err } var formattedType SpotNewOrderRequestParamsType var params = SpotNewOrderRequestParams{ Amount: order.Amount, Source: "api", Symbol: strings.ToLower(order.Pair.String()), AccountID: int(accountID), } switch { case order.OrderSide == exchange.BuyOrderSide && order.OrderType == exchange.MarketOrderType: formattedType = SpotNewOrderRequestTypeBuyMarket case order.OrderSide == exchange.SellOrderSide && order.OrderType == exchange.MarketOrderType: formattedType = SpotNewOrderRequestTypeSellMarket case order.OrderSide == exchange.BuyOrderSide && order.OrderType == exchange.LimitOrderType: formattedType = SpotNewOrderRequestTypeBuyLimit params.Price = order.Price case order.OrderSide == exchange.SellOrderSide && order.OrderType == exchange.LimitOrderType: formattedType = SpotNewOrderRequestTypeSellLimit params.Price = order.Price } params.Type = formattedType response, err := h.SpotNewOrder(params) if response > 0 { submitOrderResponse.OrderID = fmt.Sprintf("%v", response) } if err == nil { submitOrderResponse.IsOrderPlaced = true } return submitOrderResponse, err } // ModifyOrder will allow of changing orderbook placement and limit to // market conversion func (h *HUOBI) ModifyOrder(action *exchange.ModifyOrder) (string, error) { return "", common.ErrFunctionNotSupported } // CancelOrder cancels an order by its corresponding ID number func (h *HUOBI) CancelOrder(order *exchange.OrderCancellation) error { orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64) if err != nil { return err } _, err = h.CancelExistingOrder(orderIDInt) return err } // CancelAllOrders cancels all orders associated with a currency pair func (h *HUOBI) CancelAllOrders(orderCancellation *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) { var cancelAllOrdersResponse exchange.CancelAllOrdersResponse for _, currency := range h.GetEnabledPairs(asset.Spot) { resp, err := h.CancelOpenOrdersBatch(orderCancellation.AccountID, h.FormatExchangeCurrency(currency, asset.Spot).String()) if err != nil { return cancelAllOrdersResponse, err } if resp.Data.FailedCount > 0 { return cancelAllOrdersResponse, fmt.Errorf("%v orders failed to cancel", resp.Data.FailedCount) } if resp.Status == "error" { return cancelAllOrdersResponse, errors.New(resp.ErrorMessage) } } return cancelAllOrdersResponse, nil } // GetOrderInfo returns information on a current open order func (h *HUOBI) GetOrderInfo(orderID string) (exchange.OrderDetail, error) { var orderDetail exchange.OrderDetail return orderDetail, common.ErrNotYetImplemented } // GetDepositAddress returns a deposit address for a specified currency func (h *HUOBI) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) { return "", common.ErrFunctionNotSupported } // WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is // submitted func (h *HUOBI) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoWithdrawRequest) (string, error) { resp, err := h.Withdraw(withdrawRequest.Currency, withdrawRequest.Address, withdrawRequest.AddressTag, withdrawRequest.Amount, withdrawRequest.FeeAmount) return fmt.Sprintf("%v", resp), err } // WithdrawFiatFunds returns a withdrawal ID when a // withdrawal is submitted func (h *HUOBI) WithdrawFiatFunds(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) { return "", common.ErrFunctionNotSupported } // WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a // withdrawal is submitted func (h *HUOBI) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) { return "", common.ErrFunctionNotSupported } // GetWebsocket returns a pointer to the exchange websocket func (h *HUOBI) GetWebsocket() (*wshandler.Websocket, error) { return h.Websocket, nil } // GetFeeByType returns an estimate of fee based on type of transaction func (h *HUOBI) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) { if !h.AllowAuthenticatedRequest() && // Todo check connection status feeBuilder.FeeType == exchange.CryptocurrencyTradeFee { feeBuilder.FeeType = exchange.OfflineTradeFee } return h.GetFee(feeBuilder) } // GetActiveOrders retrieves any orders that are active/open func (h *HUOBI) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) { if len(getOrdersRequest.Currencies) == 0 { return nil, errors.New("currency must be supplied") } side := "" if getOrdersRequest.OrderSide == exchange.AnyOrderSide || getOrdersRequest.OrderSide == "" { side = "" } else if getOrdersRequest.OrderSide == exchange.SellOrderSide { side = strings.ToLower(string(getOrdersRequest.OrderSide)) } var orders []exchange.OrderDetail for _, c := range getOrdersRequest.Currencies { resp, err := h.GetOpenOrders(h.API.Credentials.ClientID, c.Lower().String(), side, 500) if err != nil { return nil, err } for i := range resp { orderDetail := exchange.OrderDetail{ ID: fmt.Sprintf("%v", resp[i].ID), Price: resp[i].Price, Amount: resp[i].Amount, CurrencyPair: c, Exchange: h.Name, ExecutedAmount: resp[i].FilledAmount, OrderDate: time.Unix(0, resp[i].CreatedAt*int64(time.Millisecond)), Status: resp[i].State, AccountID: strconv.FormatFloat(resp[i].AccountID, 'f', -1, 64), Fee: resp[i].FilledFees, } setOrderSideAndType(resp[i].Type, &orderDetail) orders = append(orders, orderDetail) } } exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks) return orders, nil } // GetOrderHistory retrieves account order information // Can Limit response to specific order status func (h *HUOBI) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) { if len(getOrdersRequest.Currencies) == 0 { return nil, errors.New("currency must be supplied") } states := "partial-canceled,filled,canceled" var orders []exchange.OrderDetail for _, c := range getOrdersRequest.Currencies { resp, err := h.GetOrders(c.Lower().String(), "", "", "", states, "", "", "") if err != nil { return nil, err } for i := range resp { orderDetail := exchange.OrderDetail{ ID: fmt.Sprintf("%v", resp[i].ID), Price: resp[i].Price, Amount: resp[i].Amount, CurrencyPair: c, Exchange: h.Name, ExecutedAmount: resp[i].FilledAmount, OrderDate: time.Unix(0, resp[i].CreatedAt*int64(time.Millisecond)), Status: resp[i].State, AccountID: strconv.FormatFloat(resp[i].AccountID, 'f', -1, 64), Fee: resp[i].FilledFees, } setOrderSideAndType(resp[i].Type, &orderDetail) orders = append(orders, orderDetail) } } exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks) return orders, nil } func setOrderSideAndType(requestType string, orderDetail *exchange.OrderDetail) { switch SpotNewOrderRequestParamsType(requestType) { case SpotNewOrderRequestTypeBuyMarket: orderDetail.OrderSide = exchange.BuyOrderSide orderDetail.OrderType = exchange.MarketOrderType case SpotNewOrderRequestTypeSellMarket: orderDetail.OrderSide = exchange.SellOrderSide orderDetail.OrderType = exchange.MarketOrderType case SpotNewOrderRequestTypeBuyLimit: orderDetail.OrderSide = exchange.BuyOrderSide orderDetail.OrderType = exchange.LimitOrderType case SpotNewOrderRequestTypeSellLimit: orderDetail.OrderSide = exchange.SellOrderSide orderDetail.OrderType = exchange.LimitOrderType } } // SubscribeToWebsocketChannels appends to ChannelsToSubscribe // which lets websocket.manageSubscriptions handle subscribing func (h *HUOBI) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error { h.Websocket.SubscribeToChannels(channels) return nil } // UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe // which lets websocket.manageSubscriptions handle unsubscribing func (h *HUOBI) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error { h.Websocket.RemoveSubscribedChannels(channels) return nil } // GetSubscriptions returns a copied list of subscriptions func (h *HUOBI) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) { return h.Websocket.GetSubscriptions(), nil } // AuthenticateWebsocket sends an authentication message to the websocket func (h *HUOBI) AuthenticateWebsocket() error { return h.wsLogin() }