Files
gocryptotrader/exchanges/yobit/yobit_wrapper.go
Ryan O'Hara-Reid eb0571cc9b exchange: binance orderbook fix (#599)
* 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
2021-01-04 17:19:55 +11:00

652 lines
18 KiB
Go

package yobit
import (
"errors"
"math"
"sort"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (y *Yobit) GetDefaultConfig() (*config.ExchangeConfig, error) {
y.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = y.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = y.BaseCurrencies
err := y.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if y.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = y.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets current default value for Yobit
func (y *Yobit) SetDefaults() {
y.Name = "Yobit"
y.Enabled = true
y.Verbose = true
y.API.CredentialsValidator.RequiresKey = true
y.API.CredentialsValidator.RequiresSecret = true
requestFmt := &currency.PairFormat{Delimiter: currency.UnderscoreDelimiter, Separator: currency.DashDelimiter}
configFmt := &currency.PairFormat{Delimiter: currency.UnderscoreDelimiter, Uppercase: true}
err := y.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
y.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: false,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CryptoWithdrawalFee: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.WithdrawFiatViaWebsiteOnly,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
y.Requester = request.New(y.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
// Server responses are cached every 2 seconds.
request.WithLimiter(request.NewBasicRateLimit(time.Second, 1)))
y.API.Endpoints.URLDefault = apiPublicURL
y.API.Endpoints.URL = y.API.Endpoints.URLDefault
y.API.Endpoints.URLSecondaryDefault = apiPrivateURL
y.API.Endpoints.URLSecondary = y.API.Endpoints.URLSecondaryDefault
}
// Setup sets exchange configuration parameters for Yobit
func (y *Yobit) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
y.SetEnabled(false)
return nil
}
return y.SetupDefaults(exch)
}
// Start starts the WEX go routine
func (y *Yobit) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
y.Run()
wg.Done()
}()
}
// Run implements the Yobit wrapper
func (y *Yobit) Run() {
if y.Verbose {
y.PrintEnabledPairs()
}
if !y.GetEnabledFeatures().AutoPairUpdates {
return
}
err := y.UpdateTradablePairs(false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
y.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (y *Yobit) FetchTradablePairs(asset asset.Item) ([]string, error) {
info, err := y.GetInfo()
if err != nil {
return nil, err
}
var currencies []string
for x := range info.Pairs {
currencies = append(currencies, strings.ToUpper(x))
}
return currencies, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (y *Yobit) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := y.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
return y.UpdatePairs(p, asset.Spot, false, forceUpdate)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (y *Yobit) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
enabledPairs, err := y.GetEnabledPairs(assetType)
if err != nil {
return nil, err
}
pairsCollated, err := y.FormatExchangeCurrencies(enabledPairs, assetType)
if err != nil {
return nil, err
}
result, err := y.GetTicker(pairsCollated)
if err != nil {
return nil, err
}
for i := range enabledPairs {
fpair, err := y.FormatExchangeCurrency(enabledPairs[i], assetType)
if err != nil {
return nil, err
}
curr := fpair.Lower().String()
if _, ok := result[curr]; !ok {
continue
}
resultCurr := result[curr]
err = ticker.ProcessTicker(&ticker.Price{
Pair: enabledPairs[i],
Last: resultCurr.Last,
Ask: resultCurr.Sell,
Bid: resultCurr.Buy,
Low: resultCurr.Low,
QuoteVolume: resultCurr.VolumeCurrent,
Volume: resultCurr.Vol,
ExchangeName: y.Name,
AssetType: assetType,
})
if err != nil {
return nil, err
}
}
return ticker.GetTicker(y.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (y *Yobit) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tick, err := ticker.GetTicker(y.Name, p, assetType)
if err != nil {
return y.UpdateTicker(p, assetType)
}
return tick, nil
}
// FetchOrderbook returns the orderbook for a currency pair
func (y *Yobit) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(y.Name, p, assetType)
if err != nil {
return y.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (y *Yobit) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: y.Name, Pair: p, AssetType: assetType}
fpair, err := y.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
orderbookNew, err := y.GetDepth(fpair.String())
if err != nil {
return book, err
}
for i := range orderbookNew.Bids {
book.Bids = append(book.Bids,
orderbook.Item{
Price: orderbookNew.Bids[i][0],
Amount: orderbookNew.Bids[i][1],
})
}
for i := range orderbookNew.Asks {
book.Asks = append(book.Asks,
orderbook.Item{
Price: orderbookNew.Asks[i][0],
Amount: orderbookNew.Asks[i][1],
})
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(y.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// Yobit exchange
func (y *Yobit) UpdateAccountInfo() (account.Holdings, error) {
var response account.Holdings
response.Exchange = y.Name
accountBalance, err := y.GetAccountInformation()
if err != nil {
return response, err
}
var currencies []account.Balance
for x, y := range accountBalance.FundsInclOrders {
var exchangeCurrency account.Balance
exchangeCurrency.CurrencyName = currency.NewCode(x)
exchangeCurrency.TotalValue = y
exchangeCurrency.Hold = 0
for z, w := range accountBalance.Funds {
if z == x {
exchangeCurrency.Hold = y - w
}
}
currencies = append(currencies, exchangeCurrency)
}
response.Accounts = append(response.Accounts, account.SubAccount{
Currencies: currencies,
})
err = account.Process(&response)
if err != nil {
return account.Holdings{}, err
}
return response, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (y *Yobit) FetchAccountInfo() (account.Holdings, error) {
acc, err := account.GetHoldings(y.Name)
if err != nil {
return y.UpdateAccountInfo()
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (y *Yobit) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (y *Yobit) GetWithdrawalsHistory(c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
return nil, common.ErrNotYetImplemented
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (y *Yobit) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
p, err = y.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
var resp []trade.Data
var tradeData []Trade
tradeData, err = y.GetTrades(p.String())
if err != nil {
return nil, err
}
for i := range tradeData {
tradeTS := time.Unix(tradeData[i].Timestamp, 0)
side := order.Buy
if tradeData[i].Type == "ask" {
side = order.Sell
}
resp = append(resp, trade.Data{
Exchange: y.Name,
TID: strconv.FormatInt(tradeData[i].TID, 10),
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Price,
Amount: tradeData[i].Amount,
Timestamp: tradeTS,
})
}
err = y.AddTradesToBuffer(resp...)
if err != nil {
return nil, err
}
sort.Sort(trade.ByDate(resp))
return resp, nil
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (y *Yobit) GetHistoricTrades(_ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
// Yobit only supports limit orders
func (y *Yobit) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
if s.Type != order.Limit {
return submitOrderResponse, errors.New("only limit orders are allowed")
}
fPair, err := y.FormatExchangeCurrency(s.Pair, s.AssetType)
if err != nil {
return submitOrderResponse, err
}
response, err := y.Trade(fPair.String(),
s.Side.String(),
s.Amount,
s.Price)
if err != nil {
return submitOrderResponse, err
}
if response > 0 {
submitOrderResponse.OrderID = strconv.FormatInt(response, 10)
}
submitOrderResponse.IsOrderPlaced = true
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (y *Yobit) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (y *Yobit) CancelOrder(o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
orderIDInt, err := strconv.ParseInt(o.ID, 10, 64)
if err != nil {
return err
}
return y.CancelExistingOrder(orderIDInt)
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (y *Yobit) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (y *Yobit) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
var allActiveOrders []map[string]ActiveOrders
enabledPairs, err := y.GetEnabledPairs(asset.Spot)
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range enabledPairs {
fCurr, err := y.FormatExchangeCurrency(enabledPairs[i], asset.Spot)
if err != nil {
return cancelAllOrdersResponse, err
}
activeOrdersForPair, err := y.GetOpenOrders(fCurr.String())
if err != nil {
return cancelAllOrdersResponse, err
}
allActiveOrders = append(allActiveOrders, activeOrdersForPair)
}
for i := range allActiveOrders {
for key := range allActiveOrders[i] {
orderIDInt, err := strconv.ParseInt(key, 10, 64)
if err != nil {
cancelAllOrdersResponse.Status[key] = err.Error()
continue
}
err = y.CancelExistingOrder(orderIDInt)
if err != nil {
cancelAllOrdersResponse.Status[key] = err.Error()
}
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns order information based on order ID
func (y *Yobit) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (y *Yobit) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
a, err := y.GetCryptoDepositAddress(cryptocurrency.String())
if err != nil {
return "", err
}
return a.Return.Address, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (y *Yobit) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
resp, err := y.WithdrawCoinsToAddress(withdrawRequest.Currency.String(),
withdrawRequest.Amount,
withdrawRequest.Crypto.Address)
if err != nil {
return nil, err
}
if len(resp.Error) > 0 {
return nil, errors.New(resp.Error)
}
return &withdraw.ExchangeResponse{}, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (y *Yobit) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (y *Yobit) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (y *Yobit) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !y.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return y.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (y *Yobit) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var orders []order.Detail
format, err := y.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
for x := range req.Pairs {
fCurr, err := y.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
if err != nil {
return nil, err
}
resp, err := y.GetOpenOrders(fCurr.String())
if err != nil {
return nil, err
}
for id := range resp {
var symbol currency.Pair
symbol, err = currency.NewPairDelimiter(resp[id].Pair, format.Delimiter)
if err != nil {
return nil, err
}
orderDate := time.Unix(int64(resp[id].TimestampCreated), 0)
side := order.Side(strings.ToUpper(resp[id].Type))
orders = append(orders, order.Detail{
ID: id,
Amount: resp[id].Amount,
Price: resp[id].Rate,
Side: side,
Date: orderDate,
Pair: symbol,
Exchange: y.Name,
})
}
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (y *Yobit) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var allOrders []TradeHistory
for x := range req.Pairs {
fpair, err := y.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
if err != nil {
return nil, err
}
resp, err := y.GetTradeHistory(0,
10000,
math.MaxInt64,
req.StartTicks.Unix(),
req.EndTicks.Unix(),
"DESC",
fpair.String())
if err != nil {
return nil, err
}
for key := range resp {
allOrders = append(allOrders, resp[key])
}
}
format, err := y.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range allOrders {
var symbol currency.Pair
symbol, err = currency.NewPairDelimiter(allOrders[i].Pair, format.Delimiter)
if err != nil {
return nil, err
}
orderDate := time.Unix(int64(allOrders[i].Timestamp), 0)
side := order.Side(strings.ToUpper(allOrders[i].Type))
orders = append(orders, order.Detail{
ID: strconv.FormatFloat(allOrders[i].OrderID, 'f', -1, 64),
Amount: allOrders[i].Amount,
Price: allOrders[i].Rate,
Side: side,
Date: orderDate,
Pair: symbol,
Exchange: y.Name,
})
}
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (y *Yobit) ValidateCredentials() error {
_, err := y.UpdateAccountInfo()
return y.CheckTransientError(err)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (y *Yobit) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrFunctionNotSupported
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (y *Yobit) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrFunctionNotSupported
}