mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 15:09:42 +00:00
* move limits, transition to key gen * rollout NewExchangePairAssetKey everywhere * test improvements * self-review fixes * ok, lets go * fix merge issue * slower value func,assertify,drop IsValidPairString * remove binance reference for backtesting test * Redundant nil checks removed due to redundancy * Update order_test.go * Move limits back into /exchanges/ * puts limits in a different box again * SHAZBERT SPECIAL SUGGESTIONS * Update gateio_wrapper.go * fixes all build issues * Many niteroos! * something has gone awry * bugfix * gk's everywhere nits * lint * extra lint * re-remove IsValidPairString * lint fix * standardise test * revert some bads * dupe rm * another revert 360 mcgee * un-in-revertify * Update exchange/order/limits/levels_test.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * fix * Update exchanges/binance/binance_test.go HERE'S HOPING GITHUB FORMATS THIS CORRECTLY! Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * update text * rn func, same line err gk4202000 --------- Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
588 lines
18 KiB
Go
588 lines
18 KiB
Go
package lbank
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import (
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"bytes"
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"context"
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"crypto"
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"crypto/md5" //nolint:gosec // Used for this exchange
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"crypto/rand"
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"crypto/rsa"
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"crypto/sha256"
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"crypto/x509"
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"encoding/base64"
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"encoding/hex"
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"encoding/pem"
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"errors"
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"fmt"
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"net/http"
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"net/url"
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"strconv"
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"strings"
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"time"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/encoding/json"
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"github.com/thrasher-corp/gocryptotrader/exchange/order/limits"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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)
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// Exchange implements exchange.IBotExchange and contains additional specific api methods for interacting with Lbank
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type Exchange struct {
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exchange.Base
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privateKey *rsa.PrivateKey
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}
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const (
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lbankAPIURL = "https://api.lbkex.com"
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lbankAPIVersion1 = "1"
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lbankAPIVersion2 = "2"
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lbankFeeNotFound = 0.0
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tradeBaseURL = "https://www.lbank.com/trade/"
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// Public endpoints
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lbankTicker = "ticker.do"
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lbankCurrencyPairs = "currencyPairs.do"
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lbankMarketDepths = "depth.do"
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lbankTrades = "trades.do"
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lbankKlines = "kline.do"
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lbankPairInfo = "accuracy.do"
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lbankUSD2CNYRate = "usdToCny.do"
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lbankWithdrawConfig = "withdrawConfigs.do"
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// Authenticated endpoints
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lbankUserInfo = "user_info.do"
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lbankPlaceOrder = "create_order.do"
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lbankCancelOrder = "cancel_order.do"
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lbankQueryOrder = "orders_info.do"
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lbankQueryHistoryOrder = "orders_info_history.do"
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lbankOrderTransactionDetails = "order_transaction_detail.do"
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lbankPastTransactions = "transaction_history.do"
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lbankOpeningOrders = "orders_info_no_deal.do"
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lbankWithdrawalRecords = "withdraws.do"
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lbankWithdraw = "withdraw.do"
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lbankRevokeWithdraw = "withdrawCancel.do"
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lbankTimestamp = "timestamp.do"
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)
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var (
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errPEMBlockIsNil = errors.New("pem block is nil")
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errUnableToParsePrivateKey = errors.New("unable to parse private key")
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errPrivateKeyNotLoaded = errors.New("private key not loaded")
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)
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// GetTicker returns a ticker for the specified symbol
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// symbol: eth_btc
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func (e *Exchange) GetTicker(ctx context.Context, symbol string) (*TickerResponse, error) {
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var t *TickerResponse
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params := url.Values{}
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params.Set("symbol", symbol)
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path := fmt.Sprintf("/v%s/%s?%s", lbankAPIVersion1, lbankTicker, params.Encode())
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return t, e.SendHTTPRequest(ctx, exchange.RestSpot, path, &t)
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}
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// GetTimestamp returns a timestamp
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func (e *Exchange) GetTimestamp(ctx context.Context) (time.Time, error) {
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var resp TimestampResponse
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path := fmt.Sprintf("/v%s/%s", lbankAPIVersion2, lbankTimestamp)
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err := e.SendHTTPRequest(ctx, exchange.RestSpot, path, &resp)
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if err != nil {
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return time.Time{}, err
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}
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return resp.Timestamp.Time(), nil
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}
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// GetTickers returns all tickers
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func (e *Exchange) GetTickers(ctx context.Context) ([]TickerResponse, error) {
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var t []TickerResponse
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params := url.Values{}
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params.Set("symbol", "all")
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path := fmt.Sprintf("/v%s/%s?%s", lbankAPIVersion1, lbankTicker, params.Encode())
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return t, e.SendHTTPRequest(ctx, exchange.RestSpot, path, &t)
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}
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// GetCurrencyPairs returns a list of supported currency pairs by the exchange
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func (e *Exchange) GetCurrencyPairs(ctx context.Context) ([]string, error) {
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path := fmt.Sprintf("/v%s/%s", lbankAPIVersion1,
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lbankCurrencyPairs)
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var result []string
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return result, e.SendHTTPRequest(ctx, exchange.RestSpot, path, &result)
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}
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// GetMarketDepths returns arrays of asks, bids and timestamp
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func (e *Exchange) GetMarketDepths(ctx context.Context, symbol string, size uint64) (*MarketDepthResponse, error) {
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var m MarketDepthResponse
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params := url.Values{}
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params.Set("symbol", symbol)
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params.Set("size", strconv.FormatUint(size, 10))
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path := fmt.Sprintf("/v%s/%s?%s", lbankAPIVersion2, lbankMarketDepths, params.Encode())
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return &m, e.SendHTTPRequest(ctx, exchange.RestSpot, path, &m)
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}
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// GetTrades returns an array of available trades regarding a particular exchange
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// The time parameter is optional, if provided it will return trades after the given time
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func (e *Exchange) GetTrades(ctx context.Context, symbol string, limit uint64, tm time.Time) ([]TradeResponse, error) {
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var g []TradeResponse
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params := url.Values{}
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params.Set("symbol", symbol)
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if limit > 0 {
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params.Set("size", strconv.FormatUint(limit, 10))
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}
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if !tm.IsZero() {
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params.Set("time", strconv.FormatInt(tm.Unix(), 10))
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}
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path := fmt.Sprintf("/v%s/%s?%s", lbankAPIVersion1, lbankTrades, params.Encode())
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return g, e.SendHTTPRequest(ctx, exchange.RestSpot, path, &g)
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}
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// GetKlines returns kline data
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func (e *Exchange) GetKlines(ctx context.Context, symbol, size, klineType string, tm time.Time) ([]KlineResponse, error) {
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var klineTemp [][]float64
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params := url.Values{}
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params.Set("symbol", symbol)
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params.Set("size", size)
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params.Set("type", klineType)
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params.Set("time", strconv.FormatInt(tm.Unix(), 10))
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path := fmt.Sprintf("/v%s/%s?%s", lbankAPIVersion1, lbankKlines, params.Encode())
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err := e.SendHTTPRequest(ctx, exchange.RestSpot, path, &klineTemp)
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if err != nil {
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return nil, err
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}
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k := make([]KlineResponse, len(klineTemp))
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for x := range klineTemp {
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if len(klineTemp[x]) < 6 {
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return nil, errors.New("unexpected kline data length")
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}
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k[x] = KlineResponse{
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TimeStamp: time.Unix(int64(klineTemp[x][0]), 0).UTC(),
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OpenPrice: klineTemp[x][1],
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HighestPrice: klineTemp[x][2],
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LowestPrice: klineTemp[x][3],
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ClosePrice: klineTemp[x][4],
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TradingVolume: klineTemp[x][5],
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}
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}
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return k, nil
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}
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// GetUserInfo gets users account info
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func (e *Exchange) GetUserInfo(ctx context.Context) (InfoFinalResponse, error) {
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var resp InfoFinalResponse
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path := fmt.Sprintf("/v%s/%s?", lbankAPIVersion1, lbankUserInfo)
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err := e.SendAuthHTTPRequest(ctx, http.MethodPost, path, nil, &resp)
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if err != nil {
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return resp, err
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}
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if resp.Error != 0 {
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return resp, ErrorCapture(resp.Error)
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}
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return resp, nil
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}
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// CreateOrder creates an order
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func (e *Exchange) CreateOrder(ctx context.Context, pair, side string, amount, price float64) (CreateOrderResponse, error) {
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var resp CreateOrderResponse
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if !strings.EqualFold(side, order.Buy.String()) && !strings.EqualFold(side, order.Sell.String()) {
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return resp, order.ErrSideIsInvalid
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}
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if amount <= 0 {
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return resp, limits.ErrAmountBelowMin
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}
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if price <= 0 {
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return resp, limits.ErrPriceBelowMin
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}
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params := url.Values{}
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params.Set("symbol", pair)
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params.Set("type", strings.ToLower(side))
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params.Set("price", strconv.FormatFloat(price, 'f', -1, 64))
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params.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
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path := fmt.Sprintf("/v%s/%s?", lbankAPIVersion1, lbankPlaceOrder)
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err := e.SendAuthHTTPRequest(ctx, http.MethodPost, path, params, &resp)
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if err != nil {
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return resp, err
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}
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if resp.Error != 0 {
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return resp, ErrorCapture(resp.Error)
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}
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return resp, nil
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}
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// RemoveOrder cancels a given order
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func (e *Exchange) RemoveOrder(ctx context.Context, pair, orderID string) (RemoveOrderResponse, error) {
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var resp RemoveOrderResponse
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params := url.Values{}
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params.Set("symbol", pair)
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params.Set("order_id", orderID)
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path := fmt.Sprintf("/v%s/%s", lbankAPIVersion1, lbankCancelOrder)
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err := e.SendAuthHTTPRequest(ctx, http.MethodPost, path, params, &resp)
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if err != nil {
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return resp, err
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}
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if resp.Error != 0 {
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return resp, ErrorCapture(resp.Error)
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}
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return resp, nil
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}
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// QueryOrder finds out information about orders (can pass up to 3 comma separated values to this)
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// Lbank returns an empty string as their []OrderResponse instead of returning an empty array, so when len(tempResp.Orders) > 2 its not empty and should be unmarshalled separately
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func (e *Exchange) QueryOrder(ctx context.Context, pair, orderIDs string) (QueryOrderFinalResponse, error) {
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var resp QueryOrderFinalResponse
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var tempResp QueryOrderResponse
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params := url.Values{}
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params.Set("symbol", pair)
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params.Set("order_id", orderIDs)
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path := fmt.Sprintf("/v%s/%s?", lbankAPIVersion1, lbankQueryOrder)
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err := e.SendAuthHTTPRequest(ctx, http.MethodPost, path, params, &tempResp)
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if err != nil {
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return resp, err
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}
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var totalOrders []OrderResponse
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if len(tempResp.Orders) > 2 {
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err = json.Unmarshal(tempResp.Orders, &totalOrders)
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if err != nil {
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return resp, err
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}
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}
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resp.ErrCapture = tempResp.ErrCapture
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resp.Orders = totalOrders
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if err != nil {
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return resp, err
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}
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if resp.Error != 0 {
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return resp, ErrorCapture(resp.Error)
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}
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return resp, nil
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}
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// QueryOrderHistory finds order info in the past 2 days
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// Lbank returns an empty string as their []OrderResponse instead of returning an empty array, so when len(tempResp.Orders) > 2 its not empty and should be unmarshalled separately
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func (e *Exchange) QueryOrderHistory(ctx context.Context, pair, pageNumber, pageLength string) (OrderHistoryFinalResponse, error) {
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var resp OrderHistoryFinalResponse
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var tempResp OrderHistoryResponse
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params := url.Values{}
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params.Set("symbol", pair)
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params.Set("current_page", pageNumber)
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params.Set("page_length", pageLength)
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path := fmt.Sprintf("/v%s/%s?", lbankAPIVersion1, lbankQueryHistoryOrder)
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err := e.SendAuthHTTPRequest(ctx, http.MethodPost, path, params, &tempResp)
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if err != nil {
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return resp, err
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}
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var totalOrders []OrderResponse
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if len(tempResp.Orders) > 2 {
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err = json.Unmarshal(tempResp.Orders, &totalOrders)
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if err != nil {
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return resp, err
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}
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}
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resp.ErrCapture = tempResp.ErrCapture
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resp.PageLength = tempResp.PageLength
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resp.Orders = totalOrders
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resp.CurrentPage = tempResp.CurrentPage
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if resp.Error != 0 {
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return resp, ErrorCapture(resp.Error)
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}
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return resp, nil
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}
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// GetPairInfo finds information about all trading pairs
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func (e *Exchange) GetPairInfo(ctx context.Context) ([]PairInfoResponse, error) {
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var resp []PairInfoResponse
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path := fmt.Sprintf("/v%s/%s?", lbankAPIVersion1, lbankPairInfo)
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return resp, e.SendHTTPRequest(ctx, exchange.RestSpot, path, &resp)
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}
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// OrderTransactionDetails gets info about transactions
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func (e *Exchange) OrderTransactionDetails(ctx context.Context, symbol, orderID string) (TransactionHistoryResp, error) {
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var resp TransactionHistoryResp
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params := url.Values{}
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params.Set("symbol", symbol)
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params.Set("order_id", orderID)
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path := fmt.Sprintf("/v%s/%s?", lbankAPIVersion1, lbankOrderTransactionDetails)
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err := e.SendAuthHTTPRequest(ctx, http.MethodPost, path, params, &resp)
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if err != nil {
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return resp, err
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}
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if resp.Error != 0 {
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return resp, ErrorCapture(resp.Error)
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}
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return resp, nil
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}
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// TransactionHistory stores info about transactions
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func (e *Exchange) TransactionHistory(ctx context.Context, symbol, transactionType, startDate, endDate, from, direct, size string) (TransactionHistoryResp, error) {
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var resp TransactionHistoryResp
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params := url.Values{}
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params.Set("symbol", symbol)
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params.Set("type", transactionType)
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params.Set("start_date", startDate)
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params.Set("end_date", endDate)
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params.Set("from", from)
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params.Set("direct", direct)
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params.Set("size", size)
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path := fmt.Sprintf("/v%s/%s?", lbankAPIVersion1, lbankPastTransactions)
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err := e.SendAuthHTTPRequest(ctx, http.MethodPost, path, params, &resp)
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if err != nil {
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return resp, err
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}
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if resp.Error != 0 {
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return resp, ErrorCapture(resp.Error)
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}
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return resp, nil
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}
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// GetOpenOrders gets opening orders
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// Lbank returns an empty string as their []OrderResponse instead of returning an empty array, so when len(tempResp.Orders) > 2 its not empty and should be unmarshalled separately
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func (e *Exchange) GetOpenOrders(ctx context.Context, pair, pageNumber, pageLength string) (OpenOrderFinalResponse, error) {
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var resp OpenOrderFinalResponse
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var tempResp OpenOrderResponse
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params := url.Values{}
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params.Set("symbol", pair)
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params.Set("current_page", pageNumber)
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params.Set("page_length", pageLength)
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path := fmt.Sprintf("/v%s/%s", lbankAPIVersion1, lbankOpeningOrders)
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err := e.SendAuthHTTPRequest(ctx, http.MethodPost, path, params, &tempResp)
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if err != nil {
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return resp, err
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}
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var totalOrders []OrderResponse
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if len(tempResp.Orders) > 2 {
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err = json.Unmarshal(tempResp.Orders, &totalOrders)
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if err != nil {
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return resp, err
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}
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}
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resp.ErrCapture = tempResp.ErrCapture
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resp.PageLength = tempResp.PageLength
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resp.PageNumber = tempResp.PageNumber
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resp.Orders = totalOrders
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if resp.Error != 0 {
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return resp, ErrorCapture(resp.Error)
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}
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return resp, nil
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}
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// USD2RMBRate finds USD-CNY Rate
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func (e *Exchange) USD2RMBRate(ctx context.Context) (ExchangeRateResponse, error) {
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var resp ExchangeRateResponse
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path := fmt.Sprintf("/v%s/%s", lbankAPIVersion1, lbankUSD2CNYRate)
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return resp, e.SendHTTPRequest(ctx, exchange.RestSpot, path, &resp)
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}
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// GetWithdrawConfig gets information about withdrawals
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func (e *Exchange) GetWithdrawConfig(ctx context.Context, c currency.Code) ([]WithdrawConfigResponse, error) {
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var resp []WithdrawConfigResponse
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params := url.Values{}
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params.Set("assetCode", c.Lower().String())
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path := fmt.Sprintf("/v%s/%s?%s", lbankAPIVersion1, lbankWithdrawConfig, params.Encode())
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return resp, e.SendHTTPRequest(ctx, exchange.RestSpot, path, &resp)
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}
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// Withdraw sends a withdrawal request
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func (e *Exchange) Withdraw(ctx context.Context, account, assetCode, amount, memo, mark, withdrawType string) (WithdrawResponse, error) {
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var resp WithdrawResponse
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params := url.Values{}
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params.Set("account", account)
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params.Set("assetCode", assetCode)
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params.Set("amount", amount)
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if memo != "" {
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params.Set("memo", memo)
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}
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if mark != "" {
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params.Set("mark", mark)
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}
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if withdrawType != "" {
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params.Set("type", withdrawType)
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}
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path := fmt.Sprintf("/v%s/%s", lbankAPIVersion1,
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lbankWithdraw)
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err := e.SendAuthHTTPRequest(ctx, http.MethodPost, path, params, &resp)
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if err != nil {
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return resp, err
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}
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if resp.Error != 0 {
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return resp, ErrorCapture(resp.Error)
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}
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return resp, nil
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}
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// RevokeWithdraw cancels the withdrawal given the withdrawalID
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func (e *Exchange) RevokeWithdraw(ctx context.Context, withdrawID string) (RevokeWithdrawResponse, error) {
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var resp RevokeWithdrawResponse
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params := url.Values{}
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if withdrawID != "" {
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params.Set("withdrawId", withdrawID)
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}
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path := fmt.Sprintf("/v%s/%s?", lbankAPIVersion1, lbankRevokeWithdraw)
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err := e.SendAuthHTTPRequest(ctx, http.MethodPost, path, params, &resp)
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if err != nil {
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return resp, err
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}
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if resp.Error != 0 {
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return resp, ErrorCapture(resp.Error)
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}
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return resp, nil
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}
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// GetWithdrawalRecords gets withdrawal records
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func (e *Exchange) GetWithdrawalRecords(ctx context.Context, assetCode string, pageNo, status, pageSize int64) (WithdrawalResponse, error) {
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var resp WithdrawalResponse
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params := url.Values{}
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|
params.Set("assetCode", assetCode)
|
|
params.Set("status", strconv.FormatInt(status, 10))
|
|
params.Set("pageNo", strconv.FormatInt(pageNo, 10))
|
|
params.Set("pageSize", strconv.FormatInt(pageSize, 10))
|
|
path := fmt.Sprintf("/v%s/%s", lbankAPIVersion1, lbankWithdrawalRecords)
|
|
err := e.SendAuthHTTPRequest(ctx, http.MethodPost, path, params, &resp)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
if resp.Error != 0 {
|
|
return resp, ErrorCapture(resp.Error)
|
|
}
|
|
|
|
return resp, nil
|
|
}
|
|
|
|
// ErrorCapture captures errors
|
|
func ErrorCapture(code int64) error {
|
|
msg, ok := errorCodes[code]
|
|
if !ok {
|
|
return fmt.Errorf("undefined code please check api docs for error code definition: %v", code)
|
|
}
|
|
return errors.New(msg)
|
|
}
|
|
|
|
// SendHTTPRequest sends an unauthenticated HTTP request
|
|
func (e *Exchange) SendHTTPRequest(ctx context.Context, ep exchange.URL, path string, result any) error {
|
|
endpoint, err := e.API.Endpoints.GetURL(ep)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
item := &request.Item{
|
|
Method: http.MethodGet,
|
|
Path: endpoint + path,
|
|
Result: result,
|
|
Verbose: e.Verbose,
|
|
HTTPDebugging: e.HTTPDebugging,
|
|
HTTPRecording: e.HTTPRecording,
|
|
HTTPMockDataSliceLimit: e.HTTPMockDataSliceLimit,
|
|
}
|
|
|
|
return e.SendPayload(ctx, request.Unset, func() (*request.Item, error) {
|
|
return item, nil
|
|
}, request.UnauthenticatedRequest)
|
|
}
|
|
|
|
func (e *Exchange) loadPrivKey(ctx context.Context) error {
|
|
creds, err := e.GetCredentials(ctx)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
key := strings.Join([]string{
|
|
"-----BEGIN RSA PRIVATE KEY-----",
|
|
creds.Secret,
|
|
"-----END RSA PRIVATE KEY-----",
|
|
}, "\n")
|
|
|
|
block, _ := pem.Decode([]byte(key))
|
|
if block == nil {
|
|
return errPEMBlockIsNil
|
|
}
|
|
|
|
p, err := x509.ParsePKCS8PrivateKey(block.Bytes)
|
|
if err != nil {
|
|
return fmt.Errorf("%w: %w", errUnableToParsePrivateKey, err)
|
|
}
|
|
|
|
var ok bool
|
|
e.privateKey, ok = p.(*rsa.PrivateKey)
|
|
if !ok {
|
|
return common.GetTypeAssertError("*rsa.PrivateKey", p)
|
|
}
|
|
return nil
|
|
}
|
|
|
|
func (e *Exchange) sign(data string) (string, error) {
|
|
if e.privateKey == nil {
|
|
return "", errPrivateKeyNotLoaded
|
|
}
|
|
md5sum := md5.Sum([]byte(data)) //nolint:gosec // Used for this exchange
|
|
shasum := sha256.Sum256([]byte(strings.ToUpper(hex.EncodeToString(md5sum[:]))))
|
|
r, err := rsa.SignPKCS1v15(rand.Reader, e.privateKey, crypto.SHA256, shasum[:])
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
return base64.StdEncoding.EncodeToString(r), nil
|
|
}
|
|
|
|
// SendAuthHTTPRequest sends an authenticated request
|
|
func (e *Exchange) SendAuthHTTPRequest(ctx context.Context, method, endpoint string, vals url.Values, result any) error {
|
|
creds, err := e.GetCredentials(ctx)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
if vals == nil {
|
|
vals = url.Values{}
|
|
}
|
|
|
|
vals.Set("api_key", creds.Key)
|
|
sig, err := e.sign(vals.Encode())
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
vals.Set("sign", sig)
|
|
payload := vals.Encode()
|
|
headers := make(map[string]string)
|
|
headers["Content-Type"] = "application/x-www-form-urlencoded"
|
|
|
|
item := &request.Item{
|
|
Method: method,
|
|
Path: endpoint,
|
|
Headers: headers,
|
|
Result: result,
|
|
Verbose: e.Verbose,
|
|
HTTPDebugging: e.HTTPDebugging,
|
|
HTTPRecording: e.HTTPRecording,
|
|
HTTPMockDataSliceLimit: e.HTTPMockDataSliceLimit,
|
|
}
|
|
|
|
return e.SendPayload(ctx, request.Unset, func() (*request.Item, error) {
|
|
item.Body = bytes.NewBufferString(payload)
|
|
return item, nil
|
|
}, request.AuthenticatedRequest)
|
|
}
|