Files
gocryptotrader/exchanges/bitflyer/bitflyer_wrapper.go
Adam 504c2fad6d Feature: Implement funding rates, futures and coin margin (exchange API coverage) (#530)
* ALMOST THERE

* more api wips

* more api thingz

* testing n more api wipz

* more apiz

* more wips

* what is goin on

* more wips

* whip n testing

* testing

* testing

no keys

* remove log

* kraken is broken

ugh

* still broken

* fixing auth funcs + usdtm api docs

* wip

* api stuffs

* whip

* more wips

* whip

* more wip

* api wip n testing

* wip

* wip

* unsaved

* wip n testing

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* whip

* wrapper authenticated functions

* adding asset type and fixing dependencies

* wip

* binance auth wrapper start

* wrapper functionality

* wip

* wip

* wip

* wrapper cancel functions

* order submission for wrappers

* wip

* more error fixing and nits

* websocket beginning n error fix

* wip

* WOW

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* fixing things

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* crapveyor

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* probably broke more things than he fixed

* rm lns n other thangs

* hope

* please

* stop it

* done

* ofcourse

* rm vb

* fix lbank

* appveyor please

* float lev

* DONT ASK RYAN FOR HELP EVER

* wip

* wip

* endpoint upgrades continued

* path upgrade

* NeeeNeeeNeeeNeeeNING

* fix stuffs

* fixing time issue

* fixing broken funcs

* glorious nits

* shaz changes

* fixing errors for fundmon

* more error fixing for fundmon

* test running past 30s

* basic changes

* THX AGAIN SHAZBERT

* path system upgrade

* config upgrade

* unsaved stuffs

* broken wip config upgrade

* path system upgrade contd.

* path system upgrade contd

* path upgrade ready for review

* testing verbose removed

* linter stuffs

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* fixed?

* bugfix

* wip

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* fix test

* wierd hack fix

* appveyor pls stop

* error found

* more useless nits

* bitmex err

* broken wip

* broken wip path upgrade change to uint32

* changed url lookups to uint

* WOW

* ready4review

* config fixed HOPEFULLY

* config fix and glorious changes

* efficient way of getting orders and open orders

* binance wrapper logic fixing

* testing, adding tests and fixing lot of errrrrs

* merge master

* appveyor stuffs

* appveyor stuffs

* fmt

* test

* octalLiteral issue fix?

* octalLiteral fix?

* rm vb

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* adding testz

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* Actually ready now

* FORMATTING

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* small change

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* shazbert nits

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* requested changes

* more requested changes

* noo

* last nit fixes

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* improving test cov

* Update .golangci.yml

* shazbert changes

* moving pair formatting

* format pair update wip

* path upgrade complete

* error fix

* appveyor linters

* more linters

* remove testexch

* more formatting changes

* changes

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* wip

* fixing broken code

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* all fixed

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* ftx margin api

* appveyor fixes

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* testing

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* git merge fix

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* glorious changes and error fix

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* more glorious changes and go mod tidy

* fixed now

* okex testing upgrade

* old config migration and batch fetching fix

* added test

* glorious requested changes WIP

* tested and fixed

* go fmted

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* additional funcs and tests for fundingRates

* OKEX tested and fixed

* appveyor fixes

* ineff assign

* 1 glorious change

* error fix

* typo

* shazbert changes

* glorious code changes and path fixing huobi WIP

* adding assetType to accountinfo functions

* fixing panic

* panic fix and updating account info wrappers WIP

* updateaccountinfo updated

* testing WIP binance USDT n Coin Margined and Kraken Futures

* auth functions tested and fixed

* added test

* config reverted

* shazbert and glorious changes

* shazbert and glorious changes

* latest changes and portfolio update

* go fmt change:

* remove commented codes

* improved error checking

* index out of range fix

* rm ln

* critical nit

* glorious latest changes

* appveyor changes

* shazbert change

* easier readability

* latest glorious changes

* shadow dec

* assetstore updated

* last change

* another last change

* merge changes

* go mod tidy

* thrasher requested changes wip

* improving struct layouts

* appveyor go fmt

* remove unnecessary code

* shazbert changes

* small change

* oopsie

* tidy

* configtest reverted

* error fix

* oopsie

* for what

* test patch fix

* insecurities

* fixing tests

* fix config
2021-02-12 16:19:18 +11:00

462 lines
13 KiB
Go

package bitflyer
import (
"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 (b *Bitflyer) GetDefaultConfig() (*config.ExchangeConfig, error) {
b.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = b.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = b.BaseCurrencies
err := b.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = b.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for Bitflyer
func (b *Bitflyer) SetDefaults() {
b.Name = "Bitflyer"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
requestFmt := &currency.PairFormat{
Delimiter: currency.UnderscoreDelimiter,
Uppercase: true,
}
configFmt := &currency.PairFormat{
Delimiter: currency.UnderscoreDelimiter,
Uppercase: true,
}
err := b.SetGlobalPairsManager(requestFmt,
configFmt,
asset.Spot,
asset.Futures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: false,
RESTCapabilities: protocol.Features{
TickerFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
},
WithdrawPermissions: exchange.WithdrawCryptoViaWebsiteOnly |
exchange.AutoWithdrawFiat,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
b.Requester = request.New(b.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
b.API.Endpoints = b.NewEndpoints()
err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: japanURL,
exchange.ChainAnalysis: chainAnalysis,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
}
// Setup takes in the supplied exchange configuration details and sets params
func (b *Bitflyer) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
return b.SetupDefaults(exch)
}
// Start starts the Bitflyer go routine
func (b *Bitflyer) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the Bitflyer wrapper
func (b *Bitflyer) Run() {
if b.Verbose {
b.PrintEnabledPairs()
}
if !b.GetEnabledFeatures().AutoPairUpdates {
return
}
err := b.UpdateTradablePairs(false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", b.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (b *Bitflyer) FetchTradablePairs(assetType asset.Item) ([]string, error) {
pairs, err := b.GetMarkets()
if err != nil {
return nil, err
}
format, err := b.GetPairFormat(assetType, false)
if err != nil {
return nil, err
}
var products []string
for i := range pairs {
if pairs[i].Alias != "" && assetType == asset.Futures {
products = append(products, pairs[i].Alias)
} else if pairs[i].Alias == "" &&
assetType == asset.Spot &&
strings.Contains(pairs[i].ProductCode,
format.Delimiter) {
products = append(products, pairs[i].ProductCode)
}
}
return products, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *Bitflyer) UpdateTradablePairs(forceUpdate bool) error {
assets := b.CurrencyPairs.GetAssetTypes()
for x := range assets {
pairs, err := b.FetchTradablePairs(assets[x])
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
err = b.UpdatePairs(p, assets[x], false, forceUpdate)
if err != nil {
return err
}
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bitflyer) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
tickerNew, err := b.GetTicker(b.CheckFXString(fPair).String())
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Pair: fPair,
Ask: tickerNew.BestAsk,
Bid: tickerNew.BestBid,
Last: tickerNew.Last,
Volume: tickerNew.Volume,
ExchangeName: b.Name,
AssetType: assetType})
if err != nil {
return nil, err
}
return ticker.GetTicker(b.Name, fPair, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (b *Bitflyer) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
tick, err := ticker.GetTicker(b.Name, fPair, assetType)
if err != nil {
return b.UpdateTicker(fPair, assetType)
}
return tick, nil
}
// CheckFXString upgrades currency pair if needed
func (b *Bitflyer) CheckFXString(p currency.Pair) currency.Pair {
if strings.Contains(p.Base.String(), "FX") {
p.Base = currency.FX_BTC
return p
}
return p
}
// FetchOrderbook returns the orderbook for a currency pair
func (b *Bitflyer) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
ob, err := orderbook.Get(b.Name, fPair, assetType)
if err != nil {
return b.UpdateOrderbook(fPair, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bitflyer) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
ExchangeName: b.Name,
Pair: p,
AssetType: assetType,
VerificationBypass: b.OrderbookVerificationBypass,
}
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
orderbookNew, err := b.GetOrderBook(b.CheckFXString(fPair).String())
if err != nil {
return book, err
}
for x := range orderbookNew.Asks {
book.Asks = append(book.Asks, orderbook.Item{
Price: orderbookNew.Asks[x].Price,
Amount: orderbookNew.Asks[x].Size})
}
for x := range orderbookNew.Bids {
book.Bids = append(book.Bids, orderbook.Item{
Price: orderbookNew.Bids[x].Price,
Amount: orderbookNew.Bids[x].Size})
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(b.Name, fPair, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies on the
// Bitflyer exchange
func (b *Bitflyer) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
return account.Holdings{}, common.ErrNotYetImplemented
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (b *Bitflyer) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(b.Name, assetType)
if err != nil {
return b.UpdateAccountInfo(assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *Bitflyer) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (b *Bitflyer) GetWithdrawalsHistory(c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
return nil, common.ErrNotYetImplemented
}
// GetRecentTrades returns recent historic trades
func (b *Bitflyer) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
p, err = b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
tradeData, err := b.GetExecutionHistory(p.String())
if err != nil {
return nil, err
}
var resp []trade.Data
for i := range tradeData {
var timestamp time.Time
timestamp, err = time.Parse("2006-01-02T15:04:05.999999999", tradeData[i].ExecDate)
if err != nil {
return nil, err
}
var side order.Side
side, err = order.StringToOrderSide(tradeData[i].Side)
if err != nil {
return nil, err
}
resp = append(resp, trade.Data{
TID: strconv.FormatInt(tradeData[i].ID, 10),
Exchange: b.Name,
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Price,
Amount: tradeData[i].Size,
Timestamp: timestamp,
})
}
err = b.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 (b *Bitflyer) GetHistoricTrades(_ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (b *Bitflyer) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
return order.SubmitResponse{}, common.ErrNotYetImplemented
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bitflyer) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Bitflyer) CancelOrder(_ *order.Cancel) error {
return common.ErrNotYetImplemented
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (b *Bitflyer) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *Bitflyer) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
// TODO, implement BitFlyer API
b.CancelAllExistingOrders()
return order.CancelAllResponse{}, common.ErrNotYetImplemented
}
// GetOrderInfo returns order information based on order ID
func (b *Bitflyer) 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 (b *Bitflyer) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
return "", common.ErrNotYetImplemented
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *Bitflyer) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrNotYetImplemented
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bitflyer) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrNotYetImplemented
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bitflyer) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrNotYetImplemented
}
// GetActiveOrders retrieves any orders that are active/open
func (b *Bitflyer) GetActiveOrders(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
return nil, common.ErrNotYetImplemented
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *Bitflyer) GetOrderHistory(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
return nil, common.ErrNotYetImplemented
}
// GetFeeByType returns an estimate of fee based on the type of transaction
func (b *Bitflyer) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !b.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return b.GetFee(feeBuilder)
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (b *Bitflyer) ValidateCredentials(assetType asset.Item) error {
_, err := b.UpdateAccountInfo(assetType)
return b.CheckTransientError(err)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (b *Bitflyer) 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 (b *Bitflyer) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrFunctionNotSupported
}