package poloniex import ( "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/order" "github.com/thrasher-corp/gocryptotrader/exchanges/orderbook" "github.com/thrasher-corp/gocryptotrader/exchanges/protocol" "github.com/thrasher-corp/gocryptotrader/exchanges/request" "github.com/thrasher-corp/gocryptotrader/exchanges/ticker" "github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler" "github.com/thrasher-corp/gocryptotrader/exchanges/withdraw" log "github.com/thrasher-corp/gocryptotrader/logger" ) // GetDefaultConfig returns a default exchange config func (p *Poloniex) GetDefaultConfig() (*config.ExchangeConfig, error) { p.SetDefaults() exchCfg := new(config.ExchangeConfig) exchCfg.Name = p.Name exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout exchCfg.BaseCurrencies = p.BaseCurrencies err := p.SetupDefaults(exchCfg) if err != nil { return nil, err } if p.Features.Supports.RESTCapabilities.AutoPairUpdates { err = p.UpdateTradablePairs(true) if err != nil { return nil, err } } return exchCfg, nil } // SetDefaults sets default settings for poloniex func (p *Poloniex) SetDefaults() { p.Name = "Poloniex" p.Enabled = true p.Verbose = true p.API.CredentialsValidator.RequiresKey = true p.API.CredentialsValidator.RequiresSecret = true p.CurrencyPairs = currency.PairsManager{ AssetTypes: asset.Items{ asset.Spot, }, UseGlobalFormat: true, RequestFormat: ¤cy.PairFormat{ Delimiter: delimiterUnderscore, Uppercase: true, }, ConfigFormat: ¤cy.PairFormat{ Delimiter: delimiterUnderscore, Uppercase: true, }, } p.Features = exchange.Features{ Supports: exchange.FeaturesSupported{ REST: true, Websocket: true, RESTCapabilities: protocol.Features{ TickerBatching: true, TickerFetching: true, KlineFetching: true, TradeFetching: true, OrderbookFetching: true, AutoPairUpdates: true, AccountInfo: true, GetOrder: true, GetOrders: true, CancelOrder: true, CancelOrders: true, SubmitOrder: true, DepositHistory: true, WithdrawalHistory: true, UserTradeHistory: true, CryptoDeposit: true, CryptoWithdrawal: true, TradeFee: true, CryptoWithdrawalFee: true, }, WebsocketCapabilities: protocol.Features{ TickerFetching: true, TradeFetching: true, OrderbookFetching: true, Subscribe: true, Unsubscribe: true, AuthenticatedEndpoints: true, }, WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission | exchange.NoFiatWithdrawals, }, Enabled: exchange.FeaturesEnabled{ AutoPairUpdates: true, }, } p.Requester = request.New(p.Name, request.NewRateLimit(time.Second, poloniexAuthRate), request.NewRateLimit(time.Second, poloniexUnauthRate), common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout)) p.API.Endpoints.URLDefault = poloniexAPIURL p.API.Endpoints.URL = p.API.Endpoints.URLDefault p.API.Endpoints.WebsocketURL = poloniexWebsocketAddress p.Websocket = wshandler.New() p.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit p.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout p.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit } // Setup sets user exchange configuration settings func (p *Poloniex) Setup(exch *config.ExchangeConfig) error { if !exch.Enabled { p.SetEnabled(false) return nil } err := p.SetupDefaults(exch) if err != nil { return err } err = p.Websocket.Setup( &wshandler.WebsocketSetup{ Enabled: exch.Features.Enabled.Websocket, Verbose: exch.Verbose, AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport, WebsocketTimeout: exch.WebsocketTrafficTimeout, DefaultURL: poloniexWebsocketAddress, ExchangeName: exch.Name, RunningURL: exch.API.Endpoints.WebsocketURL, Connector: p.WsConnect, Subscriber: p.Subscribe, UnSubscriber: p.Unsubscribe, Features: &p.Features.Supports.WebsocketCapabilities, }) if err != nil { return err } p.WebsocketConn = &wshandler.WebsocketConnection{ ExchangeName: p.Name, URL: p.Websocket.GetWebsocketURL(), ProxyURL: p.Websocket.GetProxyAddress(), Verbose: p.Verbose, ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout, ResponseMaxLimit: exch.WebsocketResponseMaxLimit, } p.Websocket.Orderbook.Setup( exch.WebsocketOrderbookBufferLimit, false, true, true, false, exch.Name) return nil } // Start starts the Poloniex go routine func (p *Poloniex) Start(wg *sync.WaitGroup) { wg.Add(1) go func() { p.Run() wg.Done() }() } // Run implements the Poloniex wrapper func (p *Poloniex) Run() { if p.Verbose { log.Debugf(log.ExchangeSys, "%s Websocket: %s (url: %s).\n", p.Name, common.IsEnabled(p.Websocket.IsEnabled()), poloniexWebsocketAddress) p.PrintEnabledPairs() } forceUpdate := false if common.StringDataCompare(p.GetAvailablePairs(asset.Spot).Strings(), "BTC_USDT") { log.Warnf(log.ExchangeSys, "%s contains invalid pair, forcing upgrade of available currencies.\n", p.Name) forceUpdate = true } if !p.GetEnabledFeatures().AutoPairUpdates && !forceUpdate { return } err := p.UpdateTradablePairs(forceUpdate) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", p.Name, err) } } // FetchTradablePairs returns a list of the exchanges tradable pairs func (p *Poloniex) FetchTradablePairs(asset asset.Item) ([]string, error) { resp, err := p.GetTicker() if err != nil { return nil, err } var currencies []string for x := range resp { currencies = append(currencies, x) } return currencies, nil } // UpdateTradablePairs updates the exchanges available pairs and stores // them in the exchanges config func (p *Poloniex) UpdateTradablePairs(forceUpgrade bool) error { pairs, err := p.FetchTradablePairs(asset.Spot) if err != nil { return err } return p.UpdatePairs(currency.NewPairsFromStrings(pairs), asset.Spot, false, forceUpgrade) } // UpdateTicker updates and returns the ticker for a currency pair func (p *Poloniex) UpdateTicker(currencyPair currency.Pair, assetType asset.Item) (*ticker.Price, error) { tickerPrice := new(ticker.Price) tick, err := p.GetTicker() if err != nil { return tickerPrice, err } enabledPairs := p.GetEnabledPairs(assetType) for i := range enabledPairs { var tp ticker.Price curr := p.FormatExchangeCurrency(enabledPairs[i], assetType).String() if _, ok := tick[curr]; !ok { continue } tp.Pair = enabledPairs[i] tp.Ask = tick[curr].LowestAsk tp.Bid = tick[curr].HighestBid tp.High = tick[curr].High24Hr tp.Last = tick[curr].Last tp.Low = tick[curr].Low24Hr tp.Volume = tick[curr].BaseVolume tp.QuoteVolume = tick[curr].QuoteVolume err = ticker.ProcessTicker(p.Name, &tp, assetType) if err != nil { log.Error(log.Ticker, err) } } return ticker.GetTicker(p.Name, currencyPair, assetType) } // FetchTicker returns the ticker for a currency pair func (p *Poloniex) FetchTicker(currencyPair currency.Pair, assetType asset.Item) (*ticker.Price, error) { tickerNew, err := ticker.GetTicker(p.Name, currencyPair, assetType) if err != nil { return p.UpdateTicker(currencyPair, assetType) } return tickerNew, nil } // FetchOrderbook returns orderbook base on the currency pair func (p *Poloniex) FetchOrderbook(currencyPair currency.Pair, assetType asset.Item) (*orderbook.Base, error) { ob, err := orderbook.Get(p.Name, currencyPair, assetType) if err != nil { return p.UpdateOrderbook(currencyPair, assetType) } return ob, nil } // UpdateOrderbook updates and returns the orderbook for a currency pair func (p *Poloniex) UpdateOrderbook(currencyPair currency.Pair, assetType asset.Item) (*orderbook.Base, error) { orderBook := new(orderbook.Base) orderbookNew, err := p.GetOrderbook("", 1000) if err != nil { return orderBook, err } enabledPairs := p.GetEnabledPairs(assetType) for i := range enabledPairs { data, ok := orderbookNew.Data[p.FormatExchangeCurrency(enabledPairs[i], assetType).String()] if !ok { continue } var obItems []orderbook.Item for y := range data.Bids { obItems = append(obItems, orderbook.Item{ Amount: data.Bids[y].Amount, Price: data.Bids[y].Price}) } orderBook.Bids = obItems obItems = []orderbook.Item{} for y := range data.Asks { obItems = append(obItems, orderbook.Item{ Amount: data.Asks[y].Amount, Price: data.Asks[y].Price}) } orderBook.Asks = obItems orderBook.Pair = enabledPairs[i] orderBook.ExchangeName = p.Name orderBook.AssetType = assetType err = orderBook.Process() if err != nil { return orderBook, err } } return orderbook.Get(p.Name, currencyPair, assetType) } // GetAccountInfo retrieves balances for all enabled currencies for the // Poloniex exchange func (p *Poloniex) GetAccountInfo() (exchange.AccountInfo, error) { var response exchange.AccountInfo response.Exchange = p.Name accountBalance, err := p.GetBalances() if err != nil { return response, err } var currencies []exchange.AccountCurrencyInfo for x, y := range accountBalance.Currency { var exchangeCurrency exchange.AccountCurrencyInfo exchangeCurrency.CurrencyName = currency.NewCode(x) exchangeCurrency.TotalValue = y currencies = append(currencies, exchangeCurrency) } response.Accounts = append(response.Accounts, exchange.Account{ Currencies: currencies, }) return response, nil } // GetFundingHistory returns funding history, deposits and // withdrawals func (p *Poloniex) GetFundingHistory() ([]exchange.FundHistory, error) { return nil, common.ErrFunctionNotSupported } // GetExchangeHistory returns historic trade data since exchange opening. func (p *Poloniex) GetExchangeHistory(currencyPair currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) { return nil, common.ErrNotYetImplemented } // SubmitOrder submits a new order func (p *Poloniex) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) { var submitOrderResponse order.SubmitResponse if err := s.Validate(); err != nil { return submitOrderResponse, err } fillOrKill := s.OrderType == order.Market isBuyOrder := s.OrderSide == order.Buy response, err := p.PlaceOrder(s.Pair.String(), s.Price, s.Amount, false, fillOrKill, isBuyOrder) if err != nil { return submitOrderResponse, err } if response.OrderNumber > 0 { submitOrderResponse.OrderID = strconv.FormatInt(response.OrderNumber, 10) } submitOrderResponse.IsOrderPlaced = true if s.OrderType == order.Market { submitOrderResponse.FullyMatched = true } return submitOrderResponse, nil } // ModifyOrder will allow of changing orderbook placement and limit to // market conversion func (p *Poloniex) ModifyOrder(action *order.Modify) (string, error) { oID, err := strconv.ParseInt(action.OrderID, 10, 64) if err != nil { return "", err } resp, err := p.MoveOrder(oID, action.Price, action.Amount, action.PostOnly, action.ImmediateOrCancel) if err != nil { return "", err } return strconv.FormatInt(resp.OrderNumber, 10), nil } // CancelOrder cancels an order by its corresponding ID number func (p *Poloniex) CancelOrder(order *order.Cancel) error { orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64) if err != nil { return err } return p.CancelExistingOrder(orderIDInt) } // CancelAllOrders cancels all orders associated with a currency pair func (p *Poloniex) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) { cancelAllOrdersResponse := order.CancelAllResponse{ Status: make(map[string]string), } openOrders, err := p.GetOpenOrdersForAllCurrencies() if err != nil { return cancelAllOrdersResponse, err } for key := range openOrders.Data { for i := range openOrders.Data[key] { err = p.CancelExistingOrder(openOrders.Data[key][i].OrderNumber) if err != nil { id := strconv.FormatInt(openOrders.Data[key][i].OrderNumber, 10) cancelAllOrdersResponse.Status[id] = err.Error() } } } return cancelAllOrdersResponse, nil } // GetOrderInfo returns information on a current open order func (p *Poloniex) GetOrderInfo(orderID string) (order.Detail, error) { var orderDetail order.Detail return orderDetail, common.ErrNotYetImplemented } // GetDepositAddress returns a deposit address for a specified currency func (p *Poloniex) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) { a, err := p.GetDepositAddresses() if err != nil { return "", err } address, ok := a.Addresses[cryptocurrency.Upper().String()] if !ok { return "", fmt.Errorf("cannot find deposit address for %s", cryptocurrency) } return address, nil } // WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is // submitted func (p *Poloniex) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.CryptoRequest) (string, error) { _, err := p.Withdraw(withdrawRequest.Currency.String(), withdrawRequest.Address, withdrawRequest.Amount) return "", err } // WithdrawFiatFunds returns a withdrawal ID when a // withdrawal is submitted func (p *Poloniex) WithdrawFiatFunds(withdrawRequest *withdraw.FiatRequest) (string, error) { return "", common.ErrFunctionNotSupported } // WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a // withdrawal is submitted func (p *Poloniex) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.FiatRequest) (string, error) { return "", common.ErrFunctionNotSupported } // GetWebsocket returns a pointer to the exchange websocket func (p *Poloniex) GetWebsocket() (*wshandler.Websocket, error) { return p.Websocket, nil } // GetFeeByType returns an estimate of fee based on type of transaction func (p *Poloniex) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) { if (!p.AllowAuthenticatedRequest() || p.SkipAuthCheck) && // Todo check connection status feeBuilder.FeeType == exchange.CryptocurrencyTradeFee { feeBuilder.FeeType = exchange.OfflineTradeFee } return p.GetFee(feeBuilder) } // GetActiveOrders retrieves any orders that are active/open func (p *Poloniex) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) { resp, err := p.GetOpenOrdersForAllCurrencies() if err != nil { return nil, err } var orders []order.Detail for key := range resp.Data { symbol := currency.NewPairDelimiter(key, p.GetPairFormat(asset.Spot, false).Delimiter) for i := range resp.Data[key] { orderSide := order.Side(strings.ToUpper(resp.Data[key][i].Type)) orderDate, err := time.Parse(poloniexDateLayout, resp.Data[key][i].Date) if err != nil { log.Errorf(log.ExchangeSys, "Exchange %v Func %v Order %v Could not parse date to unix with value of %v", p.Name, "GetActiveOrders", resp.Data[key][i].OrderNumber, resp.Data[key][i].Date) } orders = append(orders, order.Detail{ ID: strconv.FormatInt(resp.Data[key][i].OrderNumber, 10), OrderSide: orderSide, Amount: resp.Data[key][i].Amount, OrderDate: orderDate, Price: resp.Data[key][i].Rate, CurrencyPair: symbol, Exchange: p.Name, }) } } order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks) order.FilterOrdersByCurrencies(&orders, req.Currencies) order.FilterOrdersBySide(&orders, req.OrderSide) return orders, nil } // GetOrderHistory retrieves account order information // Can Limit response to specific order status func (p *Poloniex) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) { resp, err := p.GetAuthenticatedTradeHistory(req.StartTicks.Unix(), req.EndTicks.Unix(), 10000) if err != nil { return nil, err } var orders []order.Detail for key := range resp.Data { symbol := currency.NewPairDelimiter(key, p.GetPairFormat(asset.Spot, false).Delimiter) for i := range resp.Data[key] { orderSide := order.Side(strings.ToUpper(resp.Data[key][i].Type)) orderDate, err := time.Parse(poloniexDateLayout, resp.Data[key][i].Date) if err != nil { log.Errorf(log.ExchangeSys, "Exchange %v Func %v Order %v Could not parse date to unix with value of %v", p.Name, "GetActiveOrders", resp.Data[key][i].OrderNumber, resp.Data[key][i].Date) } orders = append(orders, order.Detail{ ID: strconv.FormatInt(resp.Data[key][i].GlobalTradeID, 10), OrderSide: orderSide, Amount: resp.Data[key][i].Amount, OrderDate: orderDate, Price: resp.Data[key][i].Rate, CurrencyPair: symbol, Exchange: p.Name, }) } } order.FilterOrdersByCurrencies(&orders, req.Currencies) order.FilterOrdersBySide(&orders, req.OrderSide) return orders, nil } // SubscribeToWebsocketChannels appends to ChannelsToSubscribe // which lets websocket.manageSubscriptions handle subscribing func (p *Poloniex) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error { p.Websocket.SubscribeToChannels(channels) return nil } // UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe // which lets websocket.manageSubscriptions handle unsubscribing func (p *Poloniex) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error { p.Websocket.RemoveSubscribedChannels(channels) return nil } // GetSubscriptions returns a copied list of subscriptions func (p *Poloniex) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) { return p.Websocket.GetSubscriptions(), nil } // AuthenticateWebsocket sends an authentication message to the websocket func (p *Poloniex) AuthenticateWebsocket() error { return common.ErrFunctionNotSupported }