mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-17 15:09:59 +00:00
* port orderbook binance management from draft singular asset (spot) processing add additional updates to buffer management * integrate port * shifted burden of proof to exchange and remove repairing techniques that obfuscate issues and could caause artifacts * WIP * Update exchanges, update tests, update configuration so we can default off on buffer util. * Add buffer enabled switching to all exchanges and some that are missing, default to off. * lbtc set not aggregate books * Addr linter issues * EOD wip * optimization and bug fix pass * clean before test and benchmarking * add testing/benchmarks to sorting/reversing functions, dropped pointer to slice as we aren't changing slice len or cap * Add tests and removed ptr for main book as we just ammend amount * addr exchange test issues * ci issues * addr glorious issues * Addr MCB nits, fixed funding rate book for bitfinex and fixed potential panic on nil book return * addr linter issues * updated mistakes * Fix more tests * revert bypass * Addr mcb nits * fix zero price bug caused by exchange. Filted out bid result rather then unsubscribing. Updated orderbook to L2 so there is no aggregation. * Allow for zero bid and ask books to be loaded and warn if found. * remove authentication subscription conflicts as they do not have a channel ID return * WIP - Batching outbound requests for kraken as they do not give you the partial if you subscribe to do many things. * finalised outbound request for kraken * filter zero value due to invalid returned data from exchange, add in max subscription amount and increased outbound batch limit * expand to max allowed book length & fix issue where they were sending a zero length ask side when we sent a depth of zero * Updated function comments and added in more realistic book sizing for sort cases * change map ordering * amalgamate maps in buffer * Rm ln * fix kraken linter issues * add in buffer initialisation * increase timout by 30seconds * Coinbene: Add websocket orderbook length check. * Engine: Improve switch statement for orderbook summary dissplay. * Binance: Added tests, remove deadlock * Exchanges: Change orderbook field -> IsFundingRate * Orderbook Buffer: Added method to orderbookHolder * Kraken: removed superfluous integer for sleep * Bitmex: fixed error return * cmd/gctcli: force 8 decimal place usage for orderbook streaming * Kraken: Add checksum and fix bug where we were dropping returned data which was causing artifacts * Kraken: As per orderbook documentation added in maxdepth field to update to filter depth that goes beyond current scope * Bitfinex: Tracking down bug on margin-funding, added sequence and checksum validation websocket config on connect (WIP) * Bitfinex: Complete implementation of checksum * Bitfinex: Fix funding book insertion and checksum - Dropped updates and deleting items not on book are continuously occuring from stream * Bitfinex: Fix linter issues * Bitfinex: Fix even more linter issues. * Bitmex: Populate orderbook base identification fields to be passed back when error occurrs * OkGroup: Populate orderbook base identification fields to be passed back when error occurrs * BTSE: Change string check to 'connect success' to capture multiple user successful strings * Bitfinex: Updated handling of funding tickers * Bitfinex: Fix undocumented alignment bug for funding rates * Bitfinex: Updated error return with more information * Bitfinex: Change REST fetching to Raw book to keep it in line with websocket implementation. Fix woopsy. * Localbitcoins: Had to impose a rate limiter to stop errors, fixed return for easier error identification. * Exchanges: Update failing tests * LocalBitcoins: Addr nit and bumped time by 1 second for fetching books * Kraken: Dynamically scale precision based on str return for checksum calculations * Kraken: Add pair and asset type to validateCRC32 error reponse * BTSE: Filter out zero amount orderbook price levels in websocket return * Exchanges: Update orderbook functions to return orderbook base to differentiate errors. * BTSE: Fix spelling * Bitmex: Fix error return string * BTSE: Add orderbook filtering function * Coinbene: Change wording * BTSE: Add test for filtering * Binance: Addr nits, added in variables for buffers and worker amounts and fixed error log messages * GolangCI: Remove excess 0 * Binance: Reduces double ups on asset and pair in errors * Binance: Fix error checking
454 lines
13 KiB
Go
454 lines
13 KiB
Go
package bitflyer
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import (
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"sort"
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"strconv"
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"strings"
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"sync"
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"time"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/log"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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)
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// GetDefaultConfig returns a default exchange config
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func (b *Bitflyer) GetDefaultConfig() (*config.ExchangeConfig, error) {
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b.SetDefaults()
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exchCfg := new(config.ExchangeConfig)
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exchCfg.Name = b.Name
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exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
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exchCfg.BaseCurrencies = b.BaseCurrencies
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err := b.SetupDefaults(exchCfg)
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if err != nil {
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return nil, err
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}
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if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err = b.UpdateTradablePairs(true)
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if err != nil {
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return nil, err
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}
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}
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return exchCfg, nil
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}
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// SetDefaults sets the basic defaults for Bitflyer
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func (b *Bitflyer) SetDefaults() {
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b.Name = "Bitflyer"
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b.Enabled = true
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b.Verbose = true
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b.API.CredentialsValidator.RequiresKey = true
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b.API.CredentialsValidator.RequiresSecret = true
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requestFmt := ¤cy.PairFormat{
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Delimiter: currency.UnderscoreDelimiter,
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Uppercase: true,
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}
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configFmt := ¤cy.PairFormat{
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Delimiter: currency.UnderscoreDelimiter,
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Uppercase: true,
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}
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err := b.SetGlobalPairsManager(requestFmt,
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configFmt,
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asset.Spot,
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asset.Futures)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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b.Features = exchange.Features{
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Supports: exchange.FeaturesSupported{
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REST: true,
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Websocket: false,
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RESTCapabilities: protocol.Features{
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TickerFetching: true,
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OrderbookFetching: true,
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AutoPairUpdates: true,
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TradeFee: true,
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FiatDepositFee: true,
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FiatWithdrawalFee: true,
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},
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WithdrawPermissions: exchange.WithdrawCryptoViaWebsiteOnly |
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exchange.AutoWithdrawFiat,
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},
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Enabled: exchange.FeaturesEnabled{
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AutoPairUpdates: true,
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},
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}
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b.Requester = request.New(b.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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request.WithLimiter(SetRateLimit()))
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b.API.Endpoints.URLDefault = japanURL
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b.API.Endpoints.URL = b.API.Endpoints.URLDefault
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b.API.Endpoints.URLSecondaryDefault = chainAnalysis
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b.API.Endpoints.URLSecondary = b.API.Endpoints.URLSecondaryDefault
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}
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// Setup takes in the supplied exchange configuration details and sets params
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func (b *Bitflyer) Setup(exch *config.ExchangeConfig) error {
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if !exch.Enabled {
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b.SetEnabled(false)
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return nil
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}
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return b.SetupDefaults(exch)
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}
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// Start starts the Bitflyer go routine
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func (b *Bitflyer) Start(wg *sync.WaitGroup) {
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wg.Add(1)
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go func() {
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b.Run()
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wg.Done()
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}()
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}
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// Run implements the Bitflyer wrapper
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func (b *Bitflyer) Run() {
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if b.Verbose {
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b.PrintEnabledPairs()
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}
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if !b.GetEnabledFeatures().AutoPairUpdates {
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return
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}
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err := b.UpdateTradablePairs(false)
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if err != nil {
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log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", b.Name, err)
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}
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}
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// FetchTradablePairs returns a list of the exchanges tradable pairs
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func (b *Bitflyer) FetchTradablePairs(assetType asset.Item) ([]string, error) {
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pairs, err := b.GetMarkets()
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if err != nil {
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return nil, err
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}
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format, err := b.GetPairFormat(assetType, false)
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if err != nil {
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return nil, err
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}
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var products []string
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for i := range pairs {
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if pairs[i].Alias != "" && assetType == asset.Futures {
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products = append(products, pairs[i].Alias)
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} else if pairs[i].Alias == "" &&
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assetType == asset.Spot &&
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strings.Contains(pairs[i].ProductCode,
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format.Delimiter) {
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products = append(products, pairs[i].ProductCode)
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}
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}
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return products, nil
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}
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// UpdateTradablePairs updates the exchanges available pairs and stores
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// them in the exchanges config
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func (b *Bitflyer) UpdateTradablePairs(forceUpdate bool) error {
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assets := b.CurrencyPairs.GetAssetTypes()
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for x := range assets {
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pairs, err := b.FetchTradablePairs(assets[x])
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if err != nil {
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return err
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}
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p, err := currency.NewPairsFromStrings(pairs)
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if err != nil {
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return err
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}
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err = b.UpdatePairs(p, assets[x], false, forceUpdate)
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if err != nil {
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return err
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}
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}
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return nil
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (b *Bitflyer) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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fPair, err := b.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return nil, err
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}
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tickerNew, err := b.GetTicker(b.CheckFXString(fPair).String())
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if err != nil {
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return nil, err
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Pair: fPair,
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Ask: tickerNew.BestAsk,
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Bid: tickerNew.BestBid,
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Last: tickerNew.Last,
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Volume: tickerNew.Volume,
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ExchangeName: b.Name,
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AssetType: assetType})
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if err != nil {
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return nil, err
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}
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return ticker.GetTicker(b.Name, fPair, assetType)
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}
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// FetchTicker returns the ticker for a currency pair
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func (b *Bitflyer) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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fPair, err := b.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return nil, err
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}
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tick, err := ticker.GetTicker(b.Name, fPair, assetType)
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if err != nil {
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return b.UpdateTicker(fPair, assetType)
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}
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return tick, nil
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}
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// CheckFXString upgrades currency pair if needed
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func (b *Bitflyer) CheckFXString(p currency.Pair) currency.Pair {
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if strings.Contains(p.Base.String(), "FX") {
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p.Base = currency.FX_BTC
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return p
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}
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return p
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}
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// FetchOrderbook returns the orderbook for a currency pair
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func (b *Bitflyer) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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fPair, err := b.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return nil, err
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}
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ob, err := orderbook.Get(b.Name, fPair, assetType)
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if err != nil {
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return b.UpdateOrderbook(fPair, assetType)
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}
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return ob, nil
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}
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// UpdateOrderbook updates and returns the orderbook for a currency pair
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func (b *Bitflyer) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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book := &orderbook.Base{ExchangeName: b.Name, Pair: p, AssetType: assetType}
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fPair, err := b.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return book, err
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}
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orderbookNew, err := b.GetOrderBook(b.CheckFXString(fPair).String())
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if err != nil {
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return book, err
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}
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for x := range orderbookNew.Asks {
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book.Asks = append(book.Asks, orderbook.Item{
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Price: orderbookNew.Asks[x].Price,
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Amount: orderbookNew.Asks[x].Size})
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}
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for x := range orderbookNew.Bids {
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book.Bids = append(book.Bids, orderbook.Item{
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Price: orderbookNew.Bids[x].Price,
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Amount: orderbookNew.Bids[x].Size})
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}
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err = book.Process()
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if err != nil {
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return book, err
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}
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return orderbook.Get(b.Name, fPair, assetType)
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}
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// UpdateAccountInfo retrieves balances for all enabled currencies on the
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// Bitflyer exchange
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func (b *Bitflyer) UpdateAccountInfo() (account.Holdings, error) {
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return account.Holdings{}, common.ErrNotYetImplemented
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}
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// FetchAccountInfo retrieves balances for all enabled currencies
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func (b *Bitflyer) FetchAccountInfo() (account.Holdings, error) {
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acc, err := account.GetHoldings(b.Name)
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if err != nil {
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return b.UpdateAccountInfo()
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}
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return acc, nil
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}
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// GetFundingHistory returns funding history, deposits and
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// withdrawals
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func (b *Bitflyer) GetFundingHistory() ([]exchange.FundHistory, error) {
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return nil, common.ErrFunctionNotSupported
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}
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// GetWithdrawalsHistory returns previous withdrawals data
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func (b *Bitflyer) GetWithdrawalsHistory(c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
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return nil, common.ErrNotYetImplemented
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}
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// GetRecentTrades returns recent historic trades
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func (b *Bitflyer) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
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var err error
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p, err = b.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return nil, err
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}
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tradeData, err := b.GetExecutionHistory(p.String())
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if err != nil {
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return nil, err
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}
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var resp []trade.Data
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for i := range tradeData {
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var timestamp time.Time
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timestamp, err = time.Parse("2006-01-02T15:04:05.999999999", tradeData[i].ExecDate)
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if err != nil {
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return nil, err
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}
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var side order.Side
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side, err = order.StringToOrderSide(tradeData[i].Side)
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if err != nil {
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return nil, err
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}
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resp = append(resp, trade.Data{
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TID: strconv.FormatInt(tradeData[i].ID, 10),
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Exchange: b.Name,
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CurrencyPair: p,
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AssetType: assetType,
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Side: side,
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Price: tradeData[i].Price,
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Amount: tradeData[i].Size,
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Timestamp: timestamp,
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})
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}
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err = b.AddTradesToBuffer(resp...)
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if err != nil {
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return nil, err
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}
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sort.Sort(trade.ByDate(resp))
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return resp, nil
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}
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// GetHistoricTrades returns historic trade data within the timeframe provided
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func (b *Bitflyer) GetHistoricTrades(_ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
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return nil, common.ErrFunctionNotSupported
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}
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// SubmitOrder submits a new order
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func (b *Bitflyer) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
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return order.SubmitResponse{}, common.ErrNotYetImplemented
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}
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// ModifyOrder will allow of changing orderbook placement and limit to
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// market conversion
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func (b *Bitflyer) ModifyOrder(action *order.Modify) (string, error) {
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return "", common.ErrFunctionNotSupported
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}
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// CancelOrder cancels an order by its corresponding ID number
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func (b *Bitflyer) CancelOrder(_ *order.Cancel) error {
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return common.ErrNotYetImplemented
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}
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// CancelBatchOrders cancels an orders by their corresponding ID numbers
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func (b *Bitflyer) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
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return order.CancelBatchResponse{}, common.ErrNotYetImplemented
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}
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// CancelAllOrders cancels all orders associated with a currency pair
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func (b *Bitflyer) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
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// TODO, implement BitFlyer API
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b.CancelAllExistingOrders()
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return order.CancelAllResponse{}, common.ErrNotYetImplemented
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}
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// GetOrderInfo returns order information based on order ID
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func (b *Bitflyer) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
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var orderDetail order.Detail
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return orderDetail, common.ErrNotYetImplemented
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}
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// GetDepositAddress returns a deposit address for a specified currency
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func (b *Bitflyer) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
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return "", common.ErrNotYetImplemented
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}
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// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
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// submitted
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func (b *Bitflyer) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
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return nil, common.ErrNotYetImplemented
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}
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// WithdrawFiatFunds returns a withdrawal ID when a
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// withdrawal is submitted
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func (b *Bitflyer) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
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return nil, common.ErrNotYetImplemented
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}
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// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
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// withdrawal is submitted
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func (b *Bitflyer) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
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return nil, common.ErrNotYetImplemented
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}
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// GetActiveOrders retrieves any orders that are active/open
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func (b *Bitflyer) GetActiveOrders(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
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return nil, common.ErrNotYetImplemented
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}
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// GetOrderHistory retrieves account order information
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// Can Limit response to specific order status
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func (b *Bitflyer) GetOrderHistory(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
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return nil, common.ErrNotYetImplemented
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}
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// GetFeeByType returns an estimate of fee based on the type of transaction
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func (b *Bitflyer) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
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if !b.AllowAuthenticatedRequest() && // Todo check connection status
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feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
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feeBuilder.FeeType = exchange.OfflineTradeFee
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}
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return b.GetFee(feeBuilder)
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}
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// ValidateCredentials validates current credentials used for wrapper
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// functionality
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func (b *Bitflyer) ValidateCredentials() error {
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_, err := b.UpdateAccountInfo()
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return b.CheckTransientError(err)
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}
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// GetHistoricCandles returns candles between a time period for a set time interval
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func (b *Bitflyer) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
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return kline.Item{}, common.ErrFunctionNotSupported
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}
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// GetHistoricCandlesExtended returns candles between a time period for a set time interval
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func (b *Bitflyer) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
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return kline.Item{}, common.ErrFunctionNotSupported
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}
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