Files
gocryptotrader/exchanges/exmo/exmo.go
Scott 74d5bca03b engine: Ticker REST/Websocket improvements (#345)
* Adds extra properties to Websocket ticker. Adds new properties to binance and bitfinex, but doesn't test anything yet. Changes names and properties of ticker package to make more streamlined

* Adds support for coinbasepro, coinut, gateio, gitbtc, huobi, hadax, kraken, okex, okcoin. Adds quoteVolume

* Adds poloniex and ZB ticker datas

* Updates ANX, Binance, Bitfinex, Bistamp, Bittrex, BTCMarkets, BTSE, CoinbasePRo, Coinut, Exmo tickers. It looks like a whole bunch of stuff is wrong in how tickers are done though :/

* Updates tickers everywhere. Will revert batch ones

* Re-Preseves ticker batching

* Minor fixes to ticks and removal of comment

* Logging errors instead of returning mid loop. Adds bitfinex batch ticker processing. Fixes unrelated okgroup wallet bug

* Removes bad code I wrote preventing function from running if feature not enabled

* Fixes issue with bitmex and rebase issues

* Fixes bitmex iterator error, splits hitbtc ticker requests

* Fixes okgroup currency pair formatting. Updates okgroup to use ticker batching. Fixes okgroup ticker issues due to assetTypes. Fixes okgroup ws pinging. Fixes Kraken's currency pairs formatting. Reverts ANXs auto parsing back to strings because ANX json makes me cry. Minor property improvements for coinut, coinbasepro, btse, exmo. Protects wshandler manageSubscriptions() from running and returning an error when feature not supported

* Updates config example to reflect the underscore dash situation

* Fixes a config delimiter oopsie. Simplifies ANX wrapper ticker parsing. Fixes bittrex date parsing. Simplifies okcoin switch to if.

* Fixes super fun issue where kraken has updated their currency pair format and must add new delimiter support. Fixes super fun issue where okex has updated their currency pair format and must add new delimiter support. Fixes super fun issue where okcoin has updated their currency pair format and must add new delimiter support.

* Updates config example for kraken

* Adds lbank batch ticker support. Adds details to errors

* Updates FetchTradablePairs to use the config delimiter to prevent issues if the delimiter ever changes

* Fixes nil reference bug. Uses NAme not GetNAme

* Fixes hardcoded delimiter in Binance.  Expands bitfinex websocket ticker fields. Updates Bitstamp rate limits. Expands BTSE ticker data fields. Fixes typo in coibasepro. Expands Coinut ticker data. Renames currency to curr as it conflicts with package name. Expands GateIO websocket ticker data. Fixes ticker data implementation for huobi and huobi hadax. Reverts ticker map to string instead of assetType. Fixes real stupid bug I introduced which preveted subscriptions from running :glitch_crab: Adds Price ATH to ws ticker type. Adds quotevolume to yobit ticker. Uses delimiter in ZB rather than hardcoded field.

* Fixes bug in syncer where if the websocket is already connected, then UsingWebsocket is not set

* Updates broken tests

* Simplifies poloniex frozen check

* Updates configtest.json with new delimiters

* Renames shorthand properties of structs. Fixes delimiter referencing

* Fixes some bugs and nits around variable declaration, currency pairs and config upscaling

* Adds config upgrade path for okcoin and okex. Reverts configtest.json.

* Fixes okex futures currency formatting by no longer using global currency format. updates Run code to adapt. Removes BTSE value

* Adds ":" as a delimiter for when a delimiter only shows up SOMETIMES

* Adds support for optional delimiter
2019-09-02 18:05:09 +10:00

516 lines
14 KiB
Go

package exmo
import (
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"strings"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
const (
exmoAPIURL = "https://api.exmo.com"
exmoAPIVersion = "1"
exmoTrades = "trades"
exmoOrderbook = "order_book"
exmoTicker = "ticker"
exmoPairSettings = "pair_settings"
exmoCurrency = "currency"
exmoUserInfo = "user_info"
exmoOrderCreate = "order_create"
exmoOrderCancel = "order_cancel"
exmoOpenOrders = "user_open_orders"
exmoUserTrades = "user_trades"
exmoCancelledOrders = "user_cancelled_orders"
exmoOrderTrades = "order_trades"
exmoRequiredAmount = "required_amount"
exmoDepositAddress = "deposit_address"
exmoWithdrawCrypt = "withdraw_crypt"
exmoGetWithdrawTXID = "withdraw_get_txid"
exmoExcodeCreate = "excode_create"
exmoExcodeLoad = "excode_load"
exmoWalletHistory = "wallet_history"
// Rate limit: 180 per/minute
exmoAuthRate = 180
exmoUnauthRate = 180
)
// EXMO exchange struct
type EXMO struct {
exchange.Base
}
// GetTrades returns the trades for a symbol or symbols
func (e *EXMO) GetTrades(symbol string) (map[string][]Trades, error) {
v := url.Values{}
v.Set("pair", symbol)
result := make(map[string][]Trades)
urlPath := fmt.Sprintf("%s/v%s/%s", e.API.Endpoints.URL, exmoAPIVersion, exmoTrades)
return result, e.SendHTTPRequest(common.EncodeURLValues(urlPath, v), &result)
}
// GetOrderbook returns the orderbook for a symbol or symbols
func (e *EXMO) GetOrderbook(symbol string) (map[string]Orderbook, error) {
v := url.Values{}
v.Set("pair", symbol)
result := make(map[string]Orderbook)
urlPath := fmt.Sprintf("%s/v%s/%s", e.API.Endpoints.URL, exmoAPIVersion, exmoOrderbook)
return result, e.SendHTTPRequest(common.EncodeURLValues(urlPath, v), &result)
}
// GetTicker returns the ticker for a symbol or symbols
func (e *EXMO) GetTicker() (map[string]Ticker, error) {
v := url.Values{}
result := make(map[string]Ticker)
urlPath := fmt.Sprintf("%s/v%s/%s", e.API.Endpoints.URL, exmoAPIVersion, exmoTicker)
return result, e.SendHTTPRequest(common.EncodeURLValues(urlPath, v), &result)
}
// GetPairSettings returns the pair settings for a symbol or symbols
func (e *EXMO) GetPairSettings() (map[string]PairSettings, error) {
result := make(map[string]PairSettings)
urlPath := fmt.Sprintf("%s/v%s/%s", e.API.Endpoints.URL, exmoAPIVersion, exmoPairSettings)
return result, e.SendHTTPRequest(urlPath, &result)
}
// GetCurrency returns a list of currencies
func (e *EXMO) GetCurrency() ([]string, error) {
var result []string
urlPath := fmt.Sprintf("%s/v%s/%s", e.API.Endpoints.URL, exmoAPIVersion, exmoCurrency)
return result, e.SendHTTPRequest(urlPath, &result)
}
// GetUserInfo returns the user info
func (e *EXMO) GetUserInfo() (UserInfo, error) {
var result UserInfo
err := e.SendAuthenticatedHTTPRequest(http.MethodPost, exmoUserInfo, url.Values{}, &result)
return result, err
}
// CreateOrder creates an order
// Params: pair, quantity, price and type
// Type can be buy, sell, market_buy, market_sell, market_buy_total and market_sell_total
func (e *EXMO) CreateOrder(pair, orderType string, price, amount float64) (int64, error) {
type response struct {
OrderID int64 `json:"order_id"`
Result bool `json:"result"`
Error string `json:"error"`
}
v := url.Values{}
v.Set("pair", pair)
v.Set("type", orderType)
v.Set("price", strconv.FormatFloat(price, 'f', -1, 64))
v.Set("quantity", strconv.FormatFloat(amount, 'f', -1, 64))
var resp response
err := e.SendAuthenticatedHTTPRequest(http.MethodPost, exmoOrderCreate, v, &resp)
if !resp.Result {
return -1, errors.New(resp.Error)
}
return resp.OrderID, err
}
// CancelExistingOrder cancels an order by the orderID
func (e *EXMO) CancelExistingOrder(orderID int64) error {
v := url.Values{}
v.Set("order_id", strconv.FormatInt(orderID, 10))
type response struct {
Result bool `json:"result"`
Error string `json:"error"`
}
var resp response
err := e.SendAuthenticatedHTTPRequest(http.MethodPost, exmoOrderCancel, v, &resp)
if !resp.Result {
return errors.New(resp.Error)
}
return err
}
// GetOpenOrders returns the users open orders
func (e *EXMO) GetOpenOrders() (map[string]OpenOrders, error) {
result := make(map[string]OpenOrders)
err := e.SendAuthenticatedHTTPRequest(http.MethodPost, exmoOpenOrders, url.Values{}, &result)
return result, err
}
// GetUserTrades returns the user trades
func (e *EXMO) GetUserTrades(pair, offset, limit string) (map[string][]UserTrades, error) {
result := make(map[string][]UserTrades)
v := url.Values{}
v.Set("pair", pair)
if offset != "" {
v.Set("offset", offset)
}
if limit != "" {
v.Set("limit", limit)
}
err := e.SendAuthenticatedHTTPRequest(http.MethodPost, exmoUserTrades, v, &result)
return result, err
}
// GetCancelledOrders returns a list of cancelled orders
func (e *EXMO) GetCancelledOrders(offset, limit string) ([]CancelledOrder, error) {
var result []CancelledOrder
v := url.Values{}
if offset != "" {
v.Set("offset", offset)
}
if limit != "" {
v.Set("limit", limit)
}
err := e.SendAuthenticatedHTTPRequest(http.MethodPost, exmoCancelledOrders, v, &result)
return result, err
}
// GetOrderTrades returns a history of order trade details for the specific orderID
func (e *EXMO) GetOrderTrades(orderID int64) (OrderTrades, error) {
var result OrderTrades
v := url.Values{}
v.Set("order_id", strconv.FormatInt(orderID, 10))
err := e.SendAuthenticatedHTTPRequest(http.MethodPost, exmoOrderTrades, v, &result)
return result, err
}
// GetRequiredAmount calculates the sum of buying a certain amount of currency
// for the particular currency pair
func (e *EXMO) GetRequiredAmount(pair string, amount float64) (RequiredAmount, error) {
v := url.Values{}
v.Set("pair", pair)
v.Set("quantity", strconv.FormatFloat(amount, 'f', -1, 64))
var result RequiredAmount
err := e.SendAuthenticatedHTTPRequest(http.MethodPost, exmoRequiredAmount, v, &result)
return result, err
}
// GetCryptoDepositAddress returns a list of addresses for cryptocurrency deposits
func (e *EXMO) GetCryptoDepositAddress() (map[string]string, error) {
var result interface{}
err := e.SendAuthenticatedHTTPRequest(http.MethodPost, exmoDepositAddress, url.Values{}, &result)
if err != nil {
return nil, err
}
switch r := result.(type) {
case map[string]interface{}:
mapString := make(map[string]string)
for key, value := range r {
strValue := fmt.Sprintf("%v", value)
mapString[key] = strValue
}
return mapString, nil
default:
return nil, errors.New("no addresses found, generate required addresses via site")
}
}
// WithdrawCryptocurrency withdraws a cryptocurrency from the exchange to the desired address
// NOTE: This API function is available only after request to their tech support team
func (e *EXMO) WithdrawCryptocurrency(currency, address, invoice string, amount float64) (int64, error) {
type response struct {
TaskID int64 `json:"task_id,string"`
Result bool `json:"result"`
Error string `json:"error"`
Success int64 `json:"success"`
}
v := url.Values{}
v.Set("currency", currency)
v.Set("address", address)
if strings.EqualFold(currency, "XRP") {
v.Set(invoice, invoice)
}
v.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
var resp response
err := e.SendAuthenticatedHTTPRequest(http.MethodPost, exmoWithdrawCrypt, v, &resp)
if err != nil {
return -1, err
}
if resp.Success == 0 || !resp.Result {
return -1, errors.New(resp.Error)
}
return resp.TaskID, err
}
// GetWithdrawTXID gets the result of a withdrawal request
func (e *EXMO) GetWithdrawTXID(taskID int64) (string, error) {
type response struct {
Status bool `json:"status"`
TXID string `json:"txid"`
}
v := url.Values{}
v.Set("task_id", strconv.FormatInt(taskID, 10))
var result response
err := e.SendAuthenticatedHTTPRequest(http.MethodPost, exmoGetWithdrawTXID, v, &result)
return result.TXID, err
}
// ExcodeCreate creates an EXMO coupon
func (e *EXMO) ExcodeCreate(currency string, amount float64) (ExcodeCreate, error) {
v := url.Values{}
v.Set("currency", currency)
v.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
var result ExcodeCreate
err := e.SendAuthenticatedHTTPRequest(http.MethodPost, exmoExcodeCreate, v, &result)
return result, err
}
// ExcodeLoad loads an EXMO coupon
func (e *EXMO) ExcodeLoad(excode string) (ExcodeLoad, error) {
v := url.Values{}
v.Set("code", excode)
var result ExcodeLoad
err := e.SendAuthenticatedHTTPRequest(http.MethodPost, exmoExcodeLoad, v, &result)
return result, err
}
// GetWalletHistory returns the users deposit/withdrawal history
func (e *EXMO) GetWalletHistory(date int64) (WalletHistory, error) {
v := url.Values{}
v.Set("date", strconv.FormatInt(date, 10))
var result WalletHistory
err := e.SendAuthenticatedHTTPRequest(http.MethodPost, exmoWalletHistory, v, &result)
return result, err
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (e *EXMO) SendHTTPRequest(path string, result interface{}) error {
return e.SendPayload(http.MethodGet,
path,
nil,
nil,
result,
false,
false,
e.Verbose,
e.HTTPDebugging,
e.HTTPRecording)
}
// SendAuthenticatedHTTPRequest sends an authenticated HTTP request
func (e *EXMO) SendAuthenticatedHTTPRequest(method, endpoint string, vals url.Values, result interface{}) error {
if !e.AllowAuthenticatedRequest() {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet,
e.Name)
}
n := e.Requester.GetNonce(true).String()
vals.Set("nonce", n)
payload := vals.Encode()
hash := crypto.GetHMAC(crypto.HashSHA512,
[]byte(payload),
[]byte(e.API.Credentials.Secret))
if e.Verbose {
log.Debugf(log.ExchangeSys, "Sending %s request to %s with params %s\n",
method,
endpoint,
payload)
}
headers := make(map[string]string)
headers["Key"] = e.API.Credentials.Key
headers["Sign"] = crypto.HexEncodeToString(hash)
headers["Content-Type"] = "application/x-www-form-urlencoded"
path := fmt.Sprintf("%s/v%s/%s", e.API.Endpoints.URL, exmoAPIVersion, endpoint)
return e.SendPayload(method,
path,
headers,
strings.NewReader(payload),
result,
true,
true,
e.Verbose,
e.HTTPDebugging,
e.HTTPRecording)
}
// GetFee returns an estimate of fee based on type of transaction
func (e *EXMO) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
case exchange.CryptocurrencyWithdrawalFee:
fee = getCryptocurrencyWithdrawalFee(feeBuilder.Pair.Base)
case exchange.InternationalBankWithdrawalFee:
fee = getInternationalBankWithdrawalFee(feeBuilder.FiatCurrency,
feeBuilder.Amount,
feeBuilder.BankTransactionType)
case exchange.InternationalBankDepositFee:
fee = getInternationalBankDepositFee(feeBuilder.FiatCurrency,
feeBuilder.Amount,
feeBuilder.BankTransactionType)
case exchange.OfflineTradeFee:
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
func getCryptocurrencyWithdrawalFee(c currency.Code) float64 {
return WithdrawalFees[c]
}
func calculateTradingFee(price, amount float64) float64 {
return 0.002 * price * amount
}
func getInternationalBankWithdrawalFee(c currency.Code, amount float64, bankTransactionType exchange.InternationalBankTransactionType) float64 {
var fee float64
switch bankTransactionType {
case exchange.WireTransfer:
switch c {
case currency.RUB:
fee = 3200
case currency.PLN:
fee = 125
case currency.TRY:
fee = 0
}
case exchange.PerfectMoney:
switch c {
case currency.USD:
fee = 0.01 * amount
case currency.EUR:
fee = 0.0195 * amount
}
case exchange.Neteller:
switch c {
case currency.USD:
fee = 0.0195 * amount
case currency.EUR:
fee = 0.0195 * amount
}
case exchange.AdvCash:
switch c {
case currency.USD:
fee = 0.0295 * amount
case currency.EUR:
fee = 0.03 * amount
case currency.RUB:
fee = 0.0195 * amount
case currency.UAH:
fee = 0.0495 * amount
}
case exchange.Payeer:
switch c {
case currency.USD:
fee = 0.0395 * amount
case currency.EUR:
fee = 0.01 * amount
case currency.RUB:
fee = 0.0595 * amount
}
case exchange.Skrill:
switch c {
case currency.USD:
fee = 0.0145 * amount
case currency.EUR:
fee = 0.03 * amount
case currency.TRY:
fee = 0
}
case exchange.VisaMastercard:
switch c {
case currency.USD:
fee = 0.06 * amount
case currency.EUR:
fee = 0.06 * amount
case currency.PLN:
fee = 0.06 * amount
}
}
return fee
}
func getInternationalBankDepositFee(c currency.Code, amount float64, bankTransactionType exchange.InternationalBankTransactionType) float64 {
var fee float64
switch bankTransactionType {
case exchange.WireTransfer:
switch c {
case currency.RUB:
fee = 1600
case currency.PLN:
fee = 30
case currency.TRY:
fee = 0
}
case exchange.Neteller:
switch c {
case currency.USD:
fee = (0.035 * amount) + 0.29
case currency.EUR:
fee = (0.035 * amount) + 0.25
}
case exchange.AdvCash:
switch c {
case currency.USD:
fee = 0.0295 * amount
case currency.EUR:
fee = 0.01 * amount
case currency.RUB:
fee = 0.0495 * amount
case currency.UAH:
fee = 0.01 * amount
}
case exchange.Payeer:
switch c {
case currency.USD:
fee = 0.0195 * amount
case currency.EUR:
fee = 0.0295 * amount
case currency.RUB:
fee = 0.0345 * amount
}
case exchange.Skrill:
switch c {
case currency.USD:
fee = (0.0495 * amount) + 0.36
case currency.EUR:
fee = (0.0295 * amount) + 0.29
case currency.PLN:
fee = (0.035 * amount) + 1.21
case currency.TRY:
fee = 0
}
}
return fee
}