package exchange import ( "errors" "log" "net/http" "sync" "time" "github.com/thrasher-/gocryptotrader/common" "github.com/thrasher-/gocryptotrader/config" "github.com/thrasher-/gocryptotrader/currency/pair" "github.com/thrasher-/gocryptotrader/exchanges/nonce" "github.com/thrasher-/gocryptotrader/exchanges/orderbook" "github.com/thrasher-/gocryptotrader/exchanges/request" "github.com/thrasher-/gocryptotrader/exchanges/ticker" ) const ( warningBase64DecryptSecretKeyFailed = "WARNING -- Exchange %s unable to base64 decode secret key.. Disabling Authenticated API support." // WarningAuthenticatedRequestWithoutCredentialsSet error message for authenticated request without credentials set WarningAuthenticatedRequestWithoutCredentialsSet = "WARNING -- Exchange %s authenticated HTTP request called but not supported due to unset/default API keys." // ErrExchangeNotFound is a constant for an error message ErrExchangeNotFound = "Exchange not found in dataset." // DefaultHTTPTimeout is the default HTTP/HTTPS Timeout for exchange requests DefaultHTTPTimeout = time.Second * 15 ) // AccountInfo is a Generic type to hold each exchange's holdings in // all enabled currencies type AccountInfo struct { ExchangeName string Currencies []AccountCurrencyInfo } // AccountCurrencyInfo is a sub type to store currency name and value type AccountCurrencyInfo struct { CurrencyName string TotalValue float64 Hold float64 } // TradeHistory holds exchange history data type TradeHistory struct { Timestamp int64 TID int64 Price float64 Amount float64 Exchange string Type string } // OrderDetail holds order detail data type OrderDetail struct { Exchange string ID int64 BaseCurrency string QuoteCurrency string OrderSide string OrderType string CreationTime int64 Status string Price float64 Amount float64 OpenVolume float64 } // FundHistory holds exchange funding history data type FundHistory struct { ExchangeName string Status string TransferID int64 Description string Timestamp int64 Currency string Amount float64 Fee float64 TransferType string CryptoToAddress string CryptoFromAddress string CryptoTxID string BankTo string BankFrom string } // Base stores the individual exchange information type Base struct { Name string Enabled bool Verbose bool Websocket bool RESTPollingDelay time.Duration AuthenticatedAPISupport bool APISecret, APIKey, APIAuthPEMKey, ClientID string Nonce nonce.Nonce TakerFee, MakerFee, Fee float64 BaseCurrencies []string AvailablePairs []string EnabledPairs []string AssetTypes []string PairsLastUpdated int64 SupportsAutoPairUpdating bool SupportsRESTTickerBatching bool HTTPTimeout time.Duration HTTPUserAgent string WebsocketURL string APIUrl string APIUrlDefault string APIUrlSecondary string APIUrlSecondaryDefault string RequestCurrencyPairFormat config.CurrencyPairFormatConfig ConfigCurrencyPairFormat config.CurrencyPairFormatConfig *request.Requester } // IBotExchange enforces standard functions for all exchanges supported in // GoCryptoTrader type IBotExchange interface { Setup(exch config.ExchangeConfig) Start(wg *sync.WaitGroup) SetDefaults() GetName() string IsEnabled() bool SetEnabled(bool) GetTickerPrice(currency pair.CurrencyPair, assetType string) (ticker.Price, error) UpdateTicker(currency pair.CurrencyPair, assetType string) (ticker.Price, error) GetOrderbookEx(currency pair.CurrencyPair, assetType string) (orderbook.Base, error) UpdateOrderbook(currency pair.CurrencyPair, assetType string) (orderbook.Base, error) GetEnabledCurrencies() []pair.CurrencyPair GetAvailableCurrencies() []pair.CurrencyPair GetExchangeAccountInfo() (AccountInfo, error) GetAuthenticatedAPISupport() bool SetCurrencies(pairs []pair.CurrencyPair, enabledPairs bool) error GetExchangeHistory(pair.CurrencyPair, string) ([]TradeHistory, error) SupportsAutoPairUpdates() bool GetLastPairsUpdateTime() int64 SupportsRESTTickerBatchUpdates() bool GetExchangeFundTransferHistory() ([]FundHistory, error) SubmitExchangeOrder(p pair.CurrencyPair, side OrderSide, orderType OrderType, amount, price float64, clientID string) (int64, error) ModifyExchangeOrder(orderID int64, modify ModifyOrder) (int64, error) CancelExchangeOrder(orderID int64) error CancelAllExchangeOrders() error GetExchangeOrderInfo(orderID int64) (OrderDetail, error) GetExchangeDepositAddress(cryptocurrency pair.CurrencyItem) (string, error) WithdrawCryptoExchangeFunds(address string, cryptocurrency pair.CurrencyItem, amount float64) (string, error) WithdrawFiatExchangeFunds(currency pair.CurrencyItem, amount float64) (string, error) } // SupportsRESTTickerBatchUpdates returns whether or not the // exhange supports REST batch ticker fetching func (e *Base) SupportsRESTTickerBatchUpdates() bool { return e.SupportsRESTTickerBatching } // SetHTTPClientTimeout sets the timeout value for the exchanges // HTTP Client func (e *Base) SetHTTPClientTimeout(t time.Duration) { if e.Requester == nil { e.Requester = request.New(e.Name, request.NewRateLimit(time.Second, 0), request.NewRateLimit(time.Second, 0), new(http.Client)) } e.Requester.HTTPClient.Timeout = t } // SetHTTPClient sets exchanges HTTP client func (e *Base) SetHTTPClient(h *http.Client) { if e.Requester == nil { e.Requester = request.New(e.Name, request.NewRateLimit(time.Second, 0), request.NewRateLimit(time.Second, 0), new(http.Client)) } e.Requester.HTTPClient = h } // GetHTTPClient gets the exchanges HTTP client func (e *Base) GetHTTPClient() *http.Client { if e.Requester == nil { e.Requester = request.New(e.Name, request.NewRateLimit(time.Second, 0), request.NewRateLimit(time.Second, 0), new(http.Client)) } return e.Requester.HTTPClient } // SetHTTPClientUserAgent sets the exchanges HTTP user agent func (e *Base) SetHTTPClientUserAgent(ua string) { if e.Requester == nil { e.Requester = request.New(e.Name, request.NewRateLimit(time.Second, 0), request.NewRateLimit(time.Second, 0), new(http.Client)) } e.Requester.UserAgent = ua e.HTTPUserAgent = ua } // GetHTTPClientUserAgent gets the exchanges HTTP user agent func (e *Base) GetHTTPClientUserAgent() string { return e.HTTPUserAgent } // SetAutoPairDefaults sets the default values for whether or not the exchange // supports auto pair updating or not func (e *Base) SetAutoPairDefaults() error { cfg := config.GetConfig() exch, err := cfg.GetExchangeConfig(e.Name) if err != nil { return err } update := false if e.SupportsAutoPairUpdating { if !exch.SupportsAutoPairUpdates { exch.SupportsAutoPairUpdates = true exch.PairsLastUpdated = 0 update = true } } else { if exch.PairsLastUpdated == 0 { exch.PairsLastUpdated = time.Now().Unix() e.PairsLastUpdated = exch.PairsLastUpdated update = true } } if update { return cfg.UpdateExchangeConfig(exch) } return nil } // SupportsAutoPairUpdates returns whether or not the exchange supports // auto currency pair updating func (e *Base) SupportsAutoPairUpdates() bool { return e.SupportsAutoPairUpdating } // GetLastPairsUpdateTime returns the unix timestamp of when the exchanges // currency pairs were last updated func (e *Base) GetLastPairsUpdateTime() int64 { return e.PairsLastUpdated } // SetAssetTypes checks the exchange asset types (whether it supports SPOT, // Binary or Futures) and sets it to a default setting if it doesn't exist func (e *Base) SetAssetTypes() error { cfg := config.GetConfig() exch, err := cfg.GetExchangeConfig(e.Name) if err != nil { return err } update := false if exch.AssetTypes == "" { exch.AssetTypes = common.JoinStrings(e.AssetTypes, ",") update = true } else { e.AssetTypes = common.SplitStrings(exch.AssetTypes, ",") } if update { return cfg.UpdateExchangeConfig(exch) } return nil } // GetExchangeAssetTypes returns the asset types the exchange supports (SPOT, // binary, futures) func GetExchangeAssetTypes(exchName string) ([]string, error) { cfg := config.GetConfig() exch, err := cfg.GetExchangeConfig(exchName) if err != nil { return nil, err } return common.SplitStrings(exch.AssetTypes, ","), nil } // GetClientBankAccounts returns banking details associated with // a client for withdrawal purposes func (e *Base) GetClientBankAccounts(exchangeName, withdrawalCurrency string) (config.BankAccount, error) { cfg := config.GetConfig() return cfg.GetClientBankAccounts(exchangeName, withdrawalCurrency) } // GetExchangeBankAccounts returns banking details associated with an // exchange for funding purposes func (e *Base) GetExchangeBankAccounts(exchangeName, depositCurrency string) (config.BankAccount, error) { cfg := config.GetConfig() return cfg.GetExchangeBankAccounts(exchangeName, depositCurrency) } // CompareCurrencyPairFormats checks and returns whether or not the two supplied // config currency pairs match func CompareCurrencyPairFormats(pair1 config.CurrencyPairFormatConfig, pair2 *config.CurrencyPairFormatConfig) bool { if pair1.Delimiter != pair2.Delimiter || pair1.Uppercase != pair2.Uppercase || pair1.Separator != pair2.Separator || pair1.Index != pair2.Index { return false } return true } // SetCurrencyPairFormat checks the exchange request and config currency pair // formats and sets it to a default setting if it doesn't exist func (e *Base) SetCurrencyPairFormat() error { cfg := config.GetConfig() exch, err := cfg.GetExchangeConfig(e.Name) if err != nil { return err } update := false if exch.RequestCurrencyPairFormat == nil { exch.RequestCurrencyPairFormat = &config.CurrencyPairFormatConfig{ Delimiter: e.RequestCurrencyPairFormat.Delimiter, Uppercase: e.RequestCurrencyPairFormat.Uppercase, Separator: e.RequestCurrencyPairFormat.Separator, Index: e.RequestCurrencyPairFormat.Index, } update = true } else { if CompareCurrencyPairFormats(e.RequestCurrencyPairFormat, exch.RequestCurrencyPairFormat) { e.RequestCurrencyPairFormat = *exch.RequestCurrencyPairFormat } else { *exch.RequestCurrencyPairFormat = e.RequestCurrencyPairFormat update = true } } if exch.ConfigCurrencyPairFormat == nil { exch.ConfigCurrencyPairFormat = &config.CurrencyPairFormatConfig{ Delimiter: e.ConfigCurrencyPairFormat.Delimiter, Uppercase: e.ConfigCurrencyPairFormat.Uppercase, Separator: e.ConfigCurrencyPairFormat.Separator, Index: e.ConfigCurrencyPairFormat.Index, } update = true } else { if CompareCurrencyPairFormats(e.ConfigCurrencyPairFormat, exch.ConfigCurrencyPairFormat) { e.ConfigCurrencyPairFormat = *exch.ConfigCurrencyPairFormat } else { *exch.ConfigCurrencyPairFormat = e.ConfigCurrencyPairFormat update = true } } if update { return cfg.UpdateExchangeConfig(exch) } return nil } // GetAuthenticatedAPISupport returns whether the exchange supports // authenticated API requests func (e *Base) GetAuthenticatedAPISupport() bool { return e.AuthenticatedAPISupport } // GetName is a method that returns the name of the exchange base func (e *Base) GetName() string { return e.Name } // GetEnabledCurrencies is a method that returns the enabled currency pairs of // the exchange base func (e *Base) GetEnabledCurrencies() []pair.CurrencyPair { return pair.FormatPairs(e.EnabledPairs, e.ConfigCurrencyPairFormat.Delimiter, e.ConfigCurrencyPairFormat.Index) } // GetAvailableCurrencies is a method that returns the available currency pairs // of the exchange base func (e *Base) GetAvailableCurrencies() []pair.CurrencyPair { return pair.FormatPairs(e.AvailablePairs, e.ConfigCurrencyPairFormat.Delimiter, e.ConfigCurrencyPairFormat.Index) } // SupportsCurrency returns true or not whether a currency pair exists in the // exchange available currencies or not func (e *Base) SupportsCurrency(p pair.CurrencyPair, enabledPairs bool) bool { if enabledPairs { return pair.Contains(e.GetEnabledCurrencies(), p, false) } return pair.Contains(e.GetAvailableCurrencies(), p, false) } // GetExchangeFormatCurrencySeperator returns whether or not a specific // exchange contains a separator used for API requests func GetExchangeFormatCurrencySeperator(exchName string) bool { cfg := config.GetConfig() exch, err := cfg.GetExchangeConfig(exchName) if err != nil { return false } if exch.RequestCurrencyPairFormat.Separator != "" { return true } return false } // GetAndFormatExchangeCurrencies returns a pair.CurrencyItem string containing // the exchanges formatted currency pairs func GetAndFormatExchangeCurrencies(exchName string, pairs []pair.CurrencyPair) (pair.CurrencyItem, error) { var currencyItems pair.CurrencyItem cfg := config.GetConfig() exch, err := cfg.GetExchangeConfig(exchName) if err != nil { return currencyItems, err } for x := range pairs { currencyItems += FormatExchangeCurrency(exchName, pairs[x]) if x == len(pairs)-1 { continue } currencyItems += pair.CurrencyItem(exch.RequestCurrencyPairFormat.Separator) } return currencyItems, nil } // FormatExchangeCurrency is a method that formats and returns a currency pair // based on the user currency display preferences func FormatExchangeCurrency(exchName string, p pair.CurrencyPair) pair.CurrencyItem { cfg := config.GetConfig() exch, _ := cfg.GetExchangeConfig(exchName) return p.Display(exch.RequestCurrencyPairFormat.Delimiter, exch.RequestCurrencyPairFormat.Uppercase) } // FormatCurrency is a method that formats and returns a currency pair // based on the user currency display preferences func FormatCurrency(p pair.CurrencyPair) pair.CurrencyItem { cfg := config.GetConfig() return p.Display(cfg.Currency.CurrencyPairFormat.Delimiter, cfg.Currency.CurrencyPairFormat.Uppercase) } // SetEnabled is a method that sets if the exchange is enabled func (e *Base) SetEnabled(enabled bool) { e.Enabled = enabled } // IsEnabled is a method that returns if the current exchange is enabled func (e *Base) IsEnabled() bool { return e.Enabled } // SetAPIKeys is a method that sets the current API keys for the exchange func (e *Base) SetAPIKeys(APIKey, APISecret, ClientID string, b64Decode bool) { if !e.AuthenticatedAPISupport { return } e.APIKey = APIKey e.ClientID = ClientID if b64Decode { result, err := common.Base64Decode(APISecret) if err != nil { e.AuthenticatedAPISupport = false log.Printf(warningBase64DecryptSecretKeyFailed, e.Name) } e.APISecret = string(result) } else { e.APISecret = APISecret } } // SetCurrencies sets the exchange currency pairs for either enabledPairs or // availablePairs func (e *Base) SetCurrencies(pairs []pair.CurrencyPair, enabledPairs bool) error { cfg := config.GetConfig() exchCfg, err := cfg.GetExchangeConfig(e.Name) if err != nil { return err } var pairsStr []string for x := range pairs { pairsStr = append(pairsStr, pairs[x].Display(exchCfg.ConfigCurrencyPairFormat.Delimiter, exchCfg.ConfigCurrencyPairFormat.Uppercase).String()) } if enabledPairs { exchCfg.EnabledPairs = common.JoinStrings(pairsStr, ",") e.EnabledPairs = pairsStr } else { exchCfg.AvailablePairs = common.JoinStrings(pairsStr, ",") e.AvailablePairs = pairsStr } return cfg.UpdateExchangeConfig(exchCfg) } // UpdateCurrencies updates the exchange currency pairs for either enabledPairs or // availablePairs func (e *Base) UpdateCurrencies(exchangeProducts []string, enabled, force bool) error { exchangeProducts = common.SplitStrings(common.StringToUpper(common.JoinStrings(exchangeProducts, ",")), ",") var products []string for x := range exchangeProducts { if exchangeProducts[x] == "" { continue } products = append(products, exchangeProducts[x]) } var newPairs, removedPairs []string var updateType string if enabled { newPairs, removedPairs = pair.FindPairDifferences(e.EnabledPairs, products) updateType = "enabled" } else { newPairs, removedPairs = pair.FindPairDifferences(e.AvailablePairs, products) updateType = "available" } if force || len(newPairs) > 0 || len(removedPairs) > 0 { cfg := config.GetConfig() exch, err := cfg.GetExchangeConfig(e.Name) if err != nil { return err } if force { log.Printf("%s forced update of %s pairs.", e.Name, updateType) } else { if len(newPairs) > 0 { log.Printf("%s Updating pairs - New: %s.\n", e.Name, newPairs) } if len(removedPairs) > 0 { log.Printf("%s Updating pairs - Removed: %s.\n", e.Name, removedPairs) } } if enabled { exch.EnabledPairs = common.JoinStrings(products, ",") e.EnabledPairs = products } else { exch.AvailablePairs = common.JoinStrings(products, ",") e.AvailablePairs = products } return cfg.UpdateExchangeConfig(exch) } return nil } // ModifyOrder is a an order modifyer type ModifyOrder struct { OrderType OrderSide Price float64 Amount float64 } // Format holds exchange formatting type Format struct { ExchangeName string OrderType map[string]string OrderSide map[string]string } // Formatting contain a range of exchanges formatting type Formatting []Format // formats is a quick formatting list for generic parameters var formats = Formatting{ Format{ ExchangeName: "BTC Markets", OrderType: map[string]string{ "Limit": "Limit", "Market": "Market", }, OrderSide: map[string]string{ "Buy": "Bid", "Sell": "Ask", }, }, } // OrderType enforces a standard for Ordertypes across the code base type OrderType string // Format changes the ordertype to the exchange standard and returns a string func (o OrderType) Format(exchangeName string) string { for _, format := range formats { if format.ExchangeName == exchangeName { return format.OrderType[string(o)] } } return "" } // OrderTypeLimit returns an OrderType limit order func OrderTypeLimit() OrderType { return "Limit" } // OrderTypeMarket returns an OrderType Market order func OrderTypeMarket() OrderType { return "Market" } // OrderSide enforces a standard for OrderSides across the code base type OrderSide string // Format changes the ordertype to the exchange standard and returns a string func (o OrderSide) Format(exchangeName string) string { for _, format := range formats { if format.ExchangeName == exchangeName { return format.OrderSide[string(o)] } } return "" } // OrderSideBuy returns an OrderSide buy order func OrderSideBuy() OrderSide { return "Buy" } // OrderSideSell returns an OrderSide Sell order func OrderSideSell() OrderSide { return "Sell" } // SetAPIURL sets configuration API URL for an exchange func (e *Base) SetAPIURL(ec config.ExchangeConfig) error { if ec.APIURL == "" || ec.APIURLSecondary == "" { return errors.New("SetAPIURL error variable zero value") } if ec.APIURL != config.APIURLDefaultMessage { e.APIUrl = ec.APIURL } if ec.APIURLSecondary != config.APIURLDefaultMessage { e.APIUrlSecondary = ec.APIURLSecondary } return nil } // GetAPIURL returns the set API URL func (e *Base) GetAPIURL() string { return e.APIUrl } // GetSecondaryAPIURL returns the set Secondary API URL func (e *Base) GetSecondaryAPIURL() string { return e.APIUrlSecondary } // GetAPIURLDefault returns exchange default URL func (e *Base) GetAPIURLDefault() string { return e.APIUrlDefault } // GetAPIURLSecondaryDefault returns exchange default secondary URL func (e *Base) GetAPIURLSecondaryDefault() string { return e.APIUrlSecondaryDefault }