package gemini import ( "context" "errors" "fmt" "net/url" "sort" "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/account" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" "github.com/thrasher-corp/gocryptotrader/exchanges/deposit" "github.com/thrasher-corp/gocryptotrader/exchanges/kline" "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/stream" "github.com/thrasher-corp/gocryptotrader/exchanges/ticker" "github.com/thrasher-corp/gocryptotrader/exchanges/trade" "github.com/thrasher-corp/gocryptotrader/log" "github.com/thrasher-corp/gocryptotrader/portfolio/withdraw" ) // GetDefaultConfig returns a default exchange config func (g *Gemini) GetDefaultConfig() (*config.Exchange, error) { g.SetDefaults() exchCfg := new(config.Exchange) exchCfg.Name = g.Name exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout exchCfg.BaseCurrencies = g.BaseCurrencies err := g.SetupDefaults(exchCfg) if err != nil { return nil, err } if g.Features.Supports.RESTCapabilities.AutoPairUpdates { err := g.UpdateTradablePairs(context.TODO(), true) if err != nil { return nil, err } } return exchCfg, nil } // SetDefaults sets package defaults for gemini exchange func (g *Gemini) SetDefaults() { g.Name = "Gemini" g.Enabled = true g.Verbose = true g.API.CredentialsValidator.RequiresKey = true g.API.CredentialsValidator.RequiresSecret = true requestFmt := ¤cy.PairFormat{ Uppercase: true, Separator: ",", } configFmt := ¤cy.PairFormat{ Uppercase: true, Delimiter: currency.DashDelimiter, } err := g.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot) if err != nil { log.Errorln(log.ExchangeSys, err) } g.Features = exchange.Features{ Supports: exchange.FeaturesSupported{ REST: true, Websocket: true, RESTCapabilities: protocol.Features{ TickerFetching: true, TradeFetching: true, OrderbookFetching: true, AutoPairUpdates: true, AccountInfo: true, GetOrder: true, CancelOrders: true, CancelOrder: true, SubmitOrder: true, UserTradeHistory: true, CryptoDeposit: true, CryptoWithdrawal: true, TradeFee: true, FiatWithdrawalFee: true, CryptoWithdrawalFee: true, }, WebsocketCapabilities: protocol.Features{ OrderbookFetching: true, TradeFetching: true, AuthenticatedEndpoints: true, MessageSequenceNumbers: true, KlineFetching: true, Subscribe: true, Unsubscribe: true, }, WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission | exchange.AutoWithdrawCryptoWithSetup | exchange.WithdrawFiatViaWebsiteOnly, }, Enabled: exchange.FeaturesEnabled{ AutoPairUpdates: true, }, } g.Requester = request.New(g.Name, common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout), request.WithLimiter(SetRateLimit())) g.API.Endpoints = g.NewEndpoints() err = g.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{ exchange.RestSpot: geminiAPIURL, exchange.WebsocketSpot: geminiWebsocketEndpoint, }) if err != nil { log.Errorln(log.ExchangeSys, err) } g.Websocket = stream.New() g.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit g.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout g.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit } // Setup sets exchange configuration parameters func (g *Gemini) Setup(exch *config.Exchange) error { if !exch.Enabled { g.SetEnabled(false) return nil } err := g.SetupDefaults(exch) if err != nil { return err } if exch.UseSandbox { err = g.API.Endpoints.SetRunning(exchange.RestSpot.String(), geminiSandboxAPIURL) if err != nil { log.Error(log.ExchangeSys, err) } } wsRunningURL, err := g.API.Endpoints.GetURL(exchange.WebsocketSpot) if err != nil { return err } err = g.Websocket.Setup(&stream.WebsocketSetup{ ExchangeConfig: exch, DefaultURL: geminiWebsocketEndpoint, RunningURL: wsRunningURL, Connector: g.WsConnect, Subscriber: g.Subscribe, Unsubscriber: g.Unsubscribe, GenerateSubscriptions: g.GenerateDefaultSubscriptions, Features: &g.Features.Supports.WebsocketCapabilities, }) if err != nil { return err } err = g.Websocket.SetupNewConnection(stream.ConnectionSetup{ ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout, ResponseMaxLimit: exch.WebsocketResponseMaxLimit, URL: geminiWebsocketEndpoint + "/v2/" + geminiWsMarketData, }) if err != nil { return err } return g.Websocket.SetupNewConnection(stream.ConnectionSetup{ ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout, ResponseMaxLimit: exch.WebsocketResponseMaxLimit, URL: geminiWebsocketEndpoint + "/v1/" + geminiWsOrderEvents, Authenticated: true, }) } // Start starts the Gemini go routine func (g *Gemini) Start(wg *sync.WaitGroup) { wg.Add(1) go func() { g.Run() wg.Done() }() } // Run implements the Gemini wrapper func (g *Gemini) Run() { if g.Verbose { g.PrintEnabledPairs() } forceUpdate := false format, err := g.GetPairFormat(asset.Spot, false) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to get enabled currencies. Err %s\n", g.Name, err) return } enabled, err := g.CurrencyPairs.GetPairs(asset.Spot, true) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to get enabled currencies. Err %s\n", g.Name, err) return } avail, err := g.CurrencyPairs.GetPairs(asset.Spot, false) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to get available currencies. Err %s\n", g.Name, err) return } if !common.StringDataContains(enabled.Strings(), format.Delimiter) || !common.StringDataContains(avail.Strings(), format.Delimiter) { var enabledPairs currency.Pairs enabledPairs, err = currency.NewPairsFromStrings([]string{ currency.BTC.String() + format.Delimiter + currency.USD.String()}) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update currencies. Err %s\n", g.Name, err) } else { log.Warn(log.ExchangeSys, "Available pairs for Gemini reset due to config upgrade, please enable the ones you would like to use again") forceUpdate = true err = g.UpdatePairs(enabledPairs, asset.Spot, true, true) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update currencies. Err: %s\n", g.Name, err) } } } if !g.GetEnabledFeatures().AutoPairUpdates && !forceUpdate { return } err = g.UpdateTradablePairs(context.TODO(), forceUpdate) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", g.Name, err) } } // FetchTradablePairs returns a list of the exchanges tradable pairs func (g *Gemini) FetchTradablePairs(ctx context.Context, asset asset.Item) ([]string, error) { pairs, err := g.GetSymbols(ctx) if err != nil { return nil, err } var tradablePairs []string for x := range pairs { switch len(pairs[x]) { case 8: tradablePairs = append(tradablePairs, pairs[x][0:5]+currency.DashDelimiter+pairs[x][5:]) case 7: tradablePairs = append(tradablePairs, pairs[x][0:4]+currency.DashDelimiter+pairs[x][4:]) default: tradablePairs = append(tradablePairs, pairs[x][0:3]+currency.DashDelimiter+pairs[x][3:]) } } return tradablePairs, nil } // UpdateTradablePairs updates the exchanges available pairs and stores // them in the exchanges config func (g *Gemini) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error { pairs, err := g.FetchTradablePairs(ctx, asset.Spot) if err != nil { return err } p, err := currency.NewPairsFromStrings(pairs) if err != nil { return err } return g.UpdatePairs(p, asset.Spot, false, forceUpdate) } // UpdateAccountInfo Retrieves balances for all enabled currencies for the // Gemini exchange func (g *Gemini) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) { var response account.Holdings response.Exchange = g.Name accountBalance, err := g.GetBalances(ctx) if err != nil { return response, err } var currencies []account.Balance for i := range accountBalance { var exchangeCurrency account.Balance exchangeCurrency.CurrencyName = currency.NewCode(accountBalance[i].Currency) exchangeCurrency.TotalValue = accountBalance[i].Amount exchangeCurrency.Hold = accountBalance[i].Amount - accountBalance[i].Available currencies = append(currencies, exchangeCurrency) } response.Accounts = append(response.Accounts, account.SubAccount{ Currencies: currencies, }) err = account.Process(&response) if err != nil { return account.Holdings{}, err } return response, nil } // FetchAccountInfo retrieves balances for all enabled currencies func (g *Gemini) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) { acc, err := account.GetHoldings(g.Name, assetType) if err != nil { return g.UpdateAccountInfo(ctx, assetType) } return acc, nil } // UpdateTickers updates the ticker for all currency pairs of a given asset type func (g *Gemini) UpdateTickers(ctx context.Context, a asset.Item) error { return common.ErrFunctionNotSupported } // UpdateTicker updates and returns the ticker for a currency pair func (g *Gemini) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) { fPair, err := g.FormatExchangeCurrency(p, a) if err != nil { return nil, err } tick, err := g.GetTicker(ctx, fPair.String()) if err != nil { return nil, err } err = ticker.ProcessTicker(&ticker.Price{ High: tick.High, Low: tick.Low, Bid: tick.Bid, Ask: tick.Ask, Open: tick.Open, Close: tick.Close, Pair: fPair, ExchangeName: g.Name, AssetType: a}) if err != nil { return nil, err } return ticker.GetTicker(g.Name, fPair, a) } // FetchTicker returns the ticker for a currency pair func (g *Gemini) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) { fPair, err := g.FormatExchangeCurrency(p, assetType) if err != nil { return nil, err } tickerNew, err := ticker.GetTicker(g.Name, fPair, assetType) if err != nil { return g.UpdateTicker(ctx, fPair, assetType) } return tickerNew, nil } // FetchOrderbook returns orderbook base on the currency pair func (g *Gemini) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) { fPair, err := g.FormatExchangeCurrency(p, assetType) if err != nil { return nil, err } ob, err := orderbook.Get(g.Name, fPair, assetType) if err != nil { return g.UpdateOrderbook(ctx, fPair, assetType) } return ob, nil } // UpdateOrderbook updates and returns the orderbook for a currency pair func (g *Gemini) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) { book := &orderbook.Base{ Exchange: g.Name, Pair: p, Asset: assetType, VerifyOrderbook: g.CanVerifyOrderbook, } fPair, err := g.FormatExchangeCurrency(p, assetType) if err != nil { return book, err } orderbookNew, err := g.GetOrderbook(ctx, fPair.String(), url.Values{}) if err != nil { return book, err } for x := range orderbookNew.Bids { book.Bids = append(book.Bids, orderbook.Item{ Amount: orderbookNew.Bids[x].Amount, Price: orderbookNew.Bids[x].Price}) } for x := range orderbookNew.Asks { book.Asks = append(book.Asks, orderbook.Item{ Amount: orderbookNew.Asks[x].Amount, Price: orderbookNew.Asks[x].Price}) } err = book.Process() if err != nil { return book, err } return orderbook.Get(g.Name, fPair, assetType) } // GetFundingHistory returns funding history, deposits and // withdrawals func (g *Gemini) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) { return nil, common.ErrFunctionNotSupported } // GetWithdrawalsHistory returns previous withdrawals data func (g *Gemini) GetWithdrawalsHistory(ctx context.Context, c currency.Code) (resp []exchange.WithdrawalHistory, err error) { return nil, common.ErrNotYetImplemented } // GetRecentTrades returns the most recent trades for a currency and asset func (g *Gemini) GetRecentTrades(ctx context.Context, pair currency.Pair, assetType asset.Item) ([]trade.Data, error) { return g.GetHistoricTrades(ctx, pair, assetType, time.Time{}, time.Time{}) } // GetHistoricTrades returns historic trade data within the timeframe provided func (g *Gemini) GetHistoricTrades(ctx context.Context, p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) { if err := common.StartEndTimeCheck(timestampStart, timestampEnd); err != nil && !errors.Is(err, common.ErrDateUnset) { return nil, fmt.Errorf("invalid time range supplied. Start: %v End %v %w", timestampStart, timestampEnd, err) } var err error p, err = g.FormatExchangeCurrency(p, assetType) if err != nil { return nil, err } var resp []trade.Data ts := timestampStart limit := 500 allTrades: for { var tradeData []Trade tradeData, err = g.GetTrades(ctx, p.String(), ts.Unix(), int64(limit), false) if err != nil { return nil, err } for i := range tradeData { tradeTS := time.Unix(tradeData[i].Timestamp, 0) if tradeTS.After(timestampEnd) && !timestampEnd.IsZero() { break allTrades } var side order.Side side, err = order.StringToOrderSide(tradeData[i].Type) if err != nil { return nil, err } resp = append(resp, trade.Data{ Exchange: g.Name, TID: strconv.FormatInt(tradeData[i].TID, 10), CurrencyPair: p, AssetType: assetType, Side: side, Price: tradeData[i].Price, Amount: tradeData[i].Amount, Timestamp: tradeTS, }) if i == len(tradeData)-1 { if ts == tradeTS { break allTrades } ts = tradeTS } } if len(tradeData) != limit { break allTrades } } err = g.AddTradesToBuffer(resp...) if err != nil { return nil, err } resp = trade.FilterTradesByTime(resp, timestampStart, timestampEnd) sort.Sort(trade.ByDate(resp)) return resp, nil } // SubmitOrder submits a new order func (g *Gemini) SubmitOrder(ctx context.Context, s *order.Submit) (order.SubmitResponse, error) { var submitOrderResponse order.SubmitResponse if err := s.Validate(); err != nil { return submitOrderResponse, err } if s.Type != order.Limit { return submitOrderResponse, errors.New("only limit orders are enabled through this exchange") } fpair, err := g.FormatExchangeCurrency(s.Pair, asset.Spot) if err != nil { return submitOrderResponse, err } response, err := g.NewOrder(ctx, fpair.String(), s.Amount, s.Price, s.Side.String(), "exchange limit") if err != nil { return submitOrderResponse, err } if response > 0 { submitOrderResponse.OrderID = strconv.FormatInt(response, 10) } submitOrderResponse.IsOrderPlaced = true return submitOrderResponse, nil } // ModifyOrder will allow of changing orderbook placement and limit to // market conversion func (g *Gemini) ModifyOrder(ctx context.Context, action *order.Modify) (order.Modify, error) { return order.Modify{}, common.ErrFunctionNotSupported } // CancelOrder cancels an order by its corresponding ID number func (g *Gemini) CancelOrder(ctx context.Context, o *order.Cancel) error { if err := o.Validate(o.StandardCancel()); err != nil { return err } orderIDInt, err := strconv.ParseInt(o.ID, 10, 64) if err != nil { return err } _, err = g.CancelExistingOrder(ctx, orderIDInt) return err } // CancelBatchOrders cancels an orders by their corresponding ID numbers func (g *Gemini) CancelBatchOrders(ctx context.Context, o []order.Cancel) (order.CancelBatchResponse, error) { return order.CancelBatchResponse{}, common.ErrNotYetImplemented } // CancelAllOrders cancels all orders associated with a currency pair func (g *Gemini) CancelAllOrders(ctx context.Context, _ *order.Cancel) (order.CancelAllResponse, error) { cancelAllOrdersResponse := order.CancelAllResponse{ Status: make(map[string]string), } resp, err := g.CancelExistingOrders(ctx, false) if err != nil { return cancelAllOrdersResponse, err } for i := range resp.Details.CancelRejects { cancelAllOrdersResponse.Status[resp.Details.CancelRejects[i]] = "Could not cancel order" } return cancelAllOrdersResponse, nil } // GetOrderInfo returns order information based on order ID func (g *Gemini) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) { var orderDetail order.Detail return orderDetail, common.ErrNotYetImplemented } // GetDepositAddress returns a deposit address for a specified currency func (g *Gemini) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, _ string) (*deposit.Address, error) { addr, err := g.GetCryptoDepositAddress(ctx, "", cryptocurrency.String()) if err != nil { return nil, err } return &deposit.Address{Address: addr.Address}, nil } // WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is // submitted func (g *Gemini) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) { if err := withdrawRequest.Validate(); err != nil { return nil, err } resp, err := g.WithdrawCrypto(ctx, withdrawRequest.Crypto.Address, withdrawRequest.Currency.String(), withdrawRequest.Amount) if err != nil { return nil, err } if resp.Result == "error" { return nil, errors.New(resp.Message) } return &withdraw.ExchangeResponse{ ID: resp.TXHash, }, err } // WithdrawFiatFunds returns a withdrawal ID when a // withdrawal is submitted func (g *Gemini) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) { return nil, common.ErrFunctionNotSupported } // WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a // withdrawal is submitted func (g *Gemini) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) { return nil, common.ErrFunctionNotSupported } // GetFeeByType returns an estimate of fee based on type of transaction func (g *Gemini) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) { if (!g.AllowAuthenticatedRequest() || g.SkipAuthCheck) && // Todo check connection status feeBuilder.FeeType == exchange.CryptocurrencyTradeFee { feeBuilder.FeeType = exchange.OfflineTradeFee } return g.GetFee(ctx, feeBuilder) } // GetActiveOrders retrieves any orders that are active/open func (g *Gemini) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) { if err := req.Validate(); err != nil { return nil, err } resp, err := g.GetOrders(ctx) if err != nil { return nil, err } availPairs, err := g.GetAvailablePairs(asset.Spot) if err != nil { return nil, err } format, err := g.GetPairFormat(asset.Spot, true) if err != nil { return nil, err } var orders []order.Detail for i := range resp { var symbol currency.Pair symbol, err = currency.NewPairFromFormattedPairs(resp[i].Symbol, availPairs, format) if err != nil { return nil, err } var orderType order.Type if resp[i].Type == "exchange limit" { orderType = order.Limit } else if resp[i].Type == "market buy" || resp[i].Type == "market sell" { orderType = order.Market } side := order.Side(strings.ToUpper(resp[i].Type)) orderDate := time.Unix(resp[i].Timestamp, 0) orders = append(orders, order.Detail{ Amount: resp[i].OriginalAmount, RemainingAmount: resp[i].RemainingAmount, ID: strconv.FormatInt(resp[i].OrderID, 10), ExecutedAmount: resp[i].ExecutedAmount, Exchange: g.Name, Type: orderType, Side: side, Price: resp[i].Price, Pair: symbol, Date: orderDate, }) } order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime) order.FilterOrdersBySide(&orders, req.Side) order.FilterOrdersByType(&orders, req.Type) order.FilterOrdersByCurrencies(&orders, req.Pairs) return orders, nil } // GetOrderHistory retrieves account order information // Can Limit response to specific order status func (g *Gemini) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) { if err := req.Validate(); err != nil { return nil, err } if len(req.Pairs) == 0 { return nil, errors.New("currency must be supplied") } var trades []TradeHistory for j := range req.Pairs { fpair, err := g.FormatExchangeCurrency(req.Pairs[j], asset.Spot) if err != nil { return nil, err } resp, err := g.GetTradeHistory(ctx, fpair.String(), req.StartTime.Unix()) if err != nil { return nil, err } for i := range resp { resp[i].BaseCurrency = req.Pairs[j].Base.String() resp[i].QuoteCurrency = req.Pairs[j].Quote.String() trades = append(trades, resp[i]) } } format, err := g.GetPairFormat(asset.Spot, false) if err != nil { return nil, err } var orders []order.Detail for i := range trades { side := order.Side(strings.ToUpper(trades[i].Type)) orderDate := time.Unix(trades[i].Timestamp, 0) detail := order.Detail{ ID: strconv.FormatInt(trades[i].OrderID, 10), Amount: trades[i].Amount, ExecutedAmount: trades[i].Amount, Exchange: g.Name, Date: orderDate, Side: side, Fee: trades[i].FeeAmount, Price: trades[i].Price, AverageExecutedPrice: trades[i].Price, Pair: currency.NewPairWithDelimiter( trades[i].BaseCurrency, trades[i].QuoteCurrency, format.Delimiter, ), } detail.InferCostsAndTimes() orders = append(orders, detail) } order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime) order.FilterOrdersBySide(&orders, req.Side) return orders, nil } // ValidateCredentials validates current credentials used for wrapper // functionality func (g *Gemini) ValidateCredentials(ctx context.Context, assetType asset.Item) error { _, err := g.UpdateAccountInfo(ctx, assetType) return g.CheckTransientError(err) } // GetHistoricCandles returns candles between a time period for a set time interval func (g *Gemini) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) { return kline.Item{}, common.ErrFunctionNotSupported } // GetHistoricCandlesExtended returns candles between a time period for a set time interval func (g *Gemini) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) { return kline.Item{}, common.ErrFunctionNotSupported }