Files
gocryptotrader/exchanges/okgroup/okgroup_wrapper.go
Ryan O'Hara-Reid 099ffa1a60 stream/websocket: Consolidate fields by using exchange config pointer (#809)
* stream: add exchange config pointer to setup WebsocketSetup struct to reduce and consolidate setting of variables.

* config: reduce stutter

* config: reduce minor stutter

* glorious: nits addr.

* Update exchanges/stream/websocket.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* websocket: implement fix

* engine/helpers: fix test

* exchanges: fix after merge issues

* exchange_template: fix output

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2021-10-20 15:45:06 +11:00

747 lines
22 KiB
Go

package okgroup
import (
"context"
"errors"
"fmt"
"strconv"
"strings"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/convert"
"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/deposit"
"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/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// Note: GoCryptoTrader wrapper funcs currently only support SPOT trades.
// Therefore this OKGroup_Wrapper can be shared between OKEX and OKCoin.
// When circumstances change, wrapper funcs can be split appropriately
// Setup sets user exchange configuration settings
func (o *OKGroup) Setup(exch *config.Exchange) error {
if !exch.Enabled {
o.SetEnabled(false)
return nil
}
err := o.SetupDefaults(exch)
if err != nil {
return err
}
wsEndpoint, err := o.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = o.Websocket.Setup(&stream.WebsocketSetup{
ExchangeConfig: exch,
DefaultURL: wsEndpoint,
RunningURL: wsEndpoint,
Connector: o.WsConnect,
Subscriber: o.Subscribe,
Unsubscriber: o.Unsubscribe,
GenerateSubscriptions: o.GenerateDefaultSubscriptions,
Features: &o.Features.Supports.WebsocketCapabilities,
})
if err != nil {
return err
}
return o.Websocket.SetupNewConnection(stream.ConnectionSetup{
RateLimit: okGroupWsRateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
}
// FetchOrderbook returns orderbook base on the currency pair
func (o *OKGroup) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
fPair, err := o.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
ob, err := orderbook.Get(o.Name, fPair, assetType)
if err != nil {
return o.UpdateOrderbook(ctx, fPair, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (o *OKGroup) UpdateOrderbook(ctx context.Context, p currency.Pair, a asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: o.Name,
Pair: p,
Asset: a,
VerifyOrderbook: o.CanVerifyOrderbook,
}
if a == asset.Index {
return book, errors.New("no orderbooks for index")
}
fPair, err := o.FormatExchangeCurrency(p, a)
if err != nil {
return nil, err
}
orderbookNew, err := o.GetOrderBook(ctx,
GetOrderBookRequest{
InstrumentID: fPair.String(),
Size: 200,
}, a)
if err != nil {
return book, err
}
for x := range orderbookNew.Bids {
amount, convErr := strconv.ParseFloat(orderbookNew.Bids[x][1], 64)
if convErr != nil {
return book, err
}
price, convErr := strconv.ParseFloat(orderbookNew.Bids[x][0], 64)
if convErr != nil {
return book, err
}
var liquidationOrders, orderCount int64
// Contract specific variables
if len(orderbookNew.Bids[x]) == 4 {
liquidationOrders, convErr = strconv.ParseInt(orderbookNew.Bids[x][2], 10, 64)
if convErr != nil {
return book, err
}
orderCount, convErr = strconv.ParseInt(orderbookNew.Bids[x][3], 10, 64)
if convErr != nil {
return book, err
}
}
book.Bids = append(book.Bids, orderbook.Item{
Amount: amount,
Price: price,
LiquidationOrders: liquidationOrders,
OrderCount: orderCount,
})
}
for x := range orderbookNew.Asks {
amount, convErr := strconv.ParseFloat(orderbookNew.Asks[x][1], 64)
if convErr != nil {
return book, err
}
price, convErr := strconv.ParseFloat(orderbookNew.Asks[x][0], 64)
if convErr != nil {
return book, err
}
var liquidationOrders, orderCount int64
// Contract specific variables
if len(orderbookNew.Asks[x]) == 4 {
liquidationOrders, convErr = strconv.ParseInt(orderbookNew.Asks[x][2], 10, 64)
if convErr != nil {
return book, err
}
orderCount, convErr = strconv.ParseInt(orderbookNew.Asks[x][3], 10, 64)
if convErr != nil {
return book, err
}
}
book.Asks = append(book.Asks, orderbook.Item{
Amount: amount,
Price: price,
LiquidationOrders: liquidationOrders,
OrderCount: orderCount,
})
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(o.Name, fPair, a)
}
// UpdateAccountInfo retrieves balances for all enabled currencies
func (o *OKGroup) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
currencies, err := o.GetSpotTradingAccounts(ctx)
if err != nil {
return account.Holdings{}, err
}
var resp account.Holdings
resp.Exchange = o.Name
currencyAccount := account.SubAccount{}
for i := range currencies {
hold, parseErr := strconv.ParseFloat(currencies[i].Hold, 64)
if parseErr != nil {
return resp, parseErr
}
totalValue, parseErr := strconv.ParseFloat(currencies[i].Balance, 64)
if parseErr != nil {
return resp, parseErr
}
currencyAccount.Currencies = append(currencyAccount.Currencies,
account.Balance{
CurrencyName: currency.NewCode(currencies[i].Currency),
Hold: hold,
TotalValue: totalValue,
})
}
resp.Accounts = append(resp.Accounts, currencyAccount)
err = account.Process(&resp)
if err != nil {
return resp, err
}
return resp, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (o *OKGroup) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(o.Name, assetType)
if err != nil {
return o.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (o *OKGroup) GetFundingHistory(ctx context.Context) (resp []exchange.FundHistory, err error) {
accountDepositHistory, err := o.GetAccountDepositHistory(ctx, "")
if err != nil {
return
}
for x := range accountDepositHistory {
orderStatus := ""
switch accountDepositHistory[x].Status {
case 0:
orderStatus = "waiting"
case 1:
orderStatus = "confirmation account"
case 2:
orderStatus = "recharge success"
}
resp = append(resp, exchange.FundHistory{
Amount: accountDepositHistory[x].Amount,
Currency: accountDepositHistory[x].Currency,
ExchangeName: o.Name,
Status: orderStatus,
Timestamp: accountDepositHistory[x].Timestamp,
TransferID: accountDepositHistory[x].TransactionID,
TransferType: "deposit",
})
}
accountWithdrawlHistory, err := o.GetAccountWithdrawalHistory(ctx, "")
for i := range accountWithdrawlHistory {
resp = append(resp, exchange.FundHistory{
Amount: accountWithdrawlHistory[i].Amount,
Currency: accountWithdrawlHistory[i].Currency,
ExchangeName: o.Name,
Status: OrderStatus[accountWithdrawlHistory[i].Status],
Timestamp: accountWithdrawlHistory[i].Timestamp,
TransferID: accountWithdrawlHistory[i].TransactionID,
TransferType: "withdrawal",
})
}
return resp, err
}
// SubmitOrder submits a new order
func (o *OKGroup) SubmitOrder(ctx context.Context, s *order.Submit) (order.SubmitResponse, error) {
if err := s.Validate(); err != nil {
return order.SubmitResponse{}, err
}
fpair, err := o.FormatExchangeCurrency(s.Pair, s.AssetType)
if err != nil {
return order.SubmitResponse{}, err
}
request := PlaceOrderRequest{
ClientOID: s.ClientID,
InstrumentID: fpair.String(),
Side: s.Side.Lower(),
Type: s.Type.Lower(),
Size: strconv.FormatFloat(s.Amount, 'f', -1, 64),
}
if s.Type == order.Limit {
request.Price = strconv.FormatFloat(s.Price, 'f', -1, 64)
}
orderResponse, err := o.PlaceSpotOrder(ctx, &request)
if err != nil {
return order.SubmitResponse{}, err
}
var resp order.SubmitResponse
resp.IsOrderPlaced = orderResponse.Result
resp.OrderID = orderResponse.OrderID
if s.Type == order.Market {
resp.FullyMatched = true
}
return resp, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (o *OKGroup) ModifyOrder(ctx context.Context, action *order.Modify) (order.Modify, error) {
return order.Modify{}, common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (o *OKGroup) CancelOrder(ctx context.Context, cancel *order.Cancel) (err error) {
err = cancel.Validate(cancel.StandardCancel())
if err != nil {
return
}
orderID, err := strconv.ParseInt(cancel.ID, 10, 64)
if err != nil {
return
}
fpair, err := o.FormatExchangeCurrency(cancel.Pair,
cancel.AssetType)
if err != nil {
return
}
orderCancellationResponse, err := o.CancelSpotOrder(ctx,
CancelSpotOrderRequest{
InstrumentID: fpair.String(),
OrderID: orderID,
})
if !orderCancellationResponse.Result {
err = fmt.Errorf("order %d failed to be cancelled",
orderCancellationResponse.OrderID)
}
return
}
// CancelAllOrders cancels all orders associated with a currency pair
func (o *OKGroup) CancelAllOrders(ctx context.Context, orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
if err := orderCancellation.Validate(); err != nil {
return order.CancelAllResponse{}, err
}
orderIDs := strings.Split(orderCancellation.ID, ",")
resp := order.CancelAllResponse{}
resp.Status = make(map[string]string)
var orderIDNumbers []int64
for i := range orderIDs {
orderIDNumber, err := strconv.ParseInt(orderIDs[i], 10, 64)
if err != nil {
resp.Status[orderIDs[i]] = err.Error()
continue
}
orderIDNumbers = append(orderIDNumbers, orderIDNumber)
}
fpair, err := o.FormatExchangeCurrency(orderCancellation.Pair,
orderCancellation.AssetType)
if err != nil {
return resp, err
}
cancelOrdersResponse, err := o.CancelMultipleSpotOrders(ctx,
CancelMultipleSpotOrdersRequest{
InstrumentID: fpair.String(),
OrderIDs: orderIDNumbers,
})
if err != nil {
return resp, err
}
for x := range cancelOrdersResponse {
for y := range cancelOrdersResponse[x] {
resp.Status[strconv.FormatInt(cancelOrdersResponse[x][y].OrderID, 10)] = strconv.FormatBool(cancelOrdersResponse[x][y].Result)
}
}
return resp, err
}
// GetOrderInfo returns order information based on order ID
func (o *OKGroup) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (resp order.Detail, err error) {
mOrder, err := o.GetSpotOrder(ctx, GetSpotOrderRequest{OrderID: orderID})
if err != nil {
return
}
if assetType == "" {
assetType = asset.Spot
}
format, err := o.GetPairFormat(assetType, false)
if err != nil {
return resp, err
}
p, err := currency.NewPairDelimiter(mOrder.InstrumentID, format.Delimiter)
if err != nil {
return resp, err
}
resp = order.Detail{
Amount: mOrder.Size,
Pair: p,
Exchange: o.Name,
Date: mOrder.Timestamp,
ExecutedAmount: mOrder.FilledSize,
Status: order.Status(mOrder.Status),
Side: order.Side(mOrder.Side),
}
return
}
// GetDepositAddress returns a deposit address for a specified currency
func (o *OKGroup) GetDepositAddress(ctx context.Context, p currency.Code, _, _ string) (*deposit.Address, error) {
wallet, err := o.GetAccountDepositAddressForCurrency(ctx, p.Lower().String())
if err != nil || len(wallet) == 0 {
return nil, err
}
return &deposit.Address{
Address: wallet[0].Address,
Tag: wallet[0].Tag,
}, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (o *OKGroup) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
withdrawal, err := o.AccountWithdraw(ctx,
AccountWithdrawRequest{
Amount: withdrawRequest.Amount,
Currency: withdrawRequest.Currency.Lower().String(),
Destination: 4, // 1, 2, 3 are all internal
Fee: withdrawRequest.Crypto.FeeAmount,
ToAddress: withdrawRequest.Crypto.Address,
TradePwd: withdrawRequest.TradePassword,
})
if err != nil {
return nil, err
}
if !withdrawal.Result {
return nil,
fmt.Errorf("could not withdraw currency %s to %s, no error specified",
withdrawRequest.Currency,
withdrawRequest.Crypto.Address)
}
return &withdraw.ExchangeResponse{
ID: strconv.FormatInt(withdrawal.WithdrawalID, 10),
}, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (o *OKGroup) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (o *OKGroup) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (o *OKGroup) GetWithdrawalsHistory(ctx context.Context, c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
return nil, common.ErrNotYetImplemented
}
// GetActiveOrders retrieves any orders that are active/open
func (o *OKGroup) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) (resp []order.Detail, err error) {
err = req.Validate()
if err != nil {
return nil, err
}
for x := range req.Pairs {
var fPair currency.Pair
fPair, err = o.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
if err != nil {
return nil, err
}
var spotOpenOrders []GetSpotOrderResponse
spotOpenOrders, err = o.GetSpotOpenOrders(ctx,
GetSpotOpenOrdersRequest{
InstrumentID: fPair.String(),
})
if err != nil {
return resp, err
}
for i := range spotOpenOrders {
resp = append(resp, order.Detail{
ID: spotOpenOrders[i].OrderID,
Price: spotOpenOrders[i].Price,
Amount: spotOpenOrders[i].Size,
Pair: req.Pairs[x],
Exchange: o.Name,
Side: order.Side(spotOpenOrders[i].Side),
Type: order.Type(spotOpenOrders[i].Type),
ExecutedAmount: spotOpenOrders[i].FilledSize,
Date: spotOpenOrders[i].Timestamp,
Status: order.Status(spotOpenOrders[i].Status),
})
}
}
return resp, err
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (o *OKGroup) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) (resp []order.Detail, err error) {
err = req.Validate()
if err != nil {
return nil, err
}
for x := range req.Pairs {
var fPair currency.Pair
fPair, err = o.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
if err != nil {
return nil, err
}
var spotOpenOrders []GetSpotOrderResponse
spotOpenOrders, err = o.GetSpotOrders(ctx,
GetSpotOrdersRequest{
Status: strings.Join([]string{"filled", "cancelled", "failure"}, "|"),
InstrumentID: fPair.String(),
})
if err != nil {
return resp, err
}
for i := range spotOpenOrders {
resp = append(resp, order.Detail{
ID: spotOpenOrders[i].OrderID,
Price: spotOpenOrders[i].Price,
Amount: spotOpenOrders[i].Size,
Pair: req.Pairs[x],
Exchange: o.Name,
Side: order.Side(spotOpenOrders[i].Side),
Type: order.Type(spotOpenOrders[i].Type),
ExecutedAmount: spotOpenOrders[i].FilledSize,
Date: spotOpenOrders[i].Timestamp,
Status: order.Status(spotOpenOrders[i].Status),
})
}
}
return resp, err
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (o *OKGroup) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if !o.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return o.GetFee(ctx, feeBuilder)
}
// GetWithdrawCapabilities returns the types of withdrawal methods permitted by the exchange
func (o *OKGroup) GetWithdrawCapabilities() uint32 {
return o.GetWithdrawPermissions()
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (o *OKGroup) AuthenticateWebsocket(_ context.Context) error {
return o.WsLogin()
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (o *OKGroup) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
_, err := o.UpdateAccountInfo(ctx, assetType)
return o.CheckTransientError(err)
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (o *OKGroup) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (o *OKGroup) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := o.ValidateKline(pair, a, interval); err != nil {
return kline.Item{}, err
}
formattedPair, err := o.FormatExchangeCurrency(pair, a)
if err != nil {
return kline.Item{}, err
}
req := &GetMarketDataRequest{
Asset: a,
Start: start.UTC().Format(time.RFC3339),
End: end.UTC().Format(time.RFC3339),
Granularity: o.FormatExchangeKlineInterval(interval),
InstrumentID: formattedPair.String(),
}
candles, err := o.GetMarketData(ctx, req)
if err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: o.Name,
Pair: pair,
Asset: a,
Interval: interval,
}
for x := range candles {
t, ok := candles[x].([]interface{})
if !ok {
return kline.Item{}, errors.New("unable to type asset candle data")
}
if len(t) < 6 {
return kline.Item{}, errors.New("incorrect candles data length")
}
v, ok := t[0].(string)
if !ok {
return kline.Item{}, errors.New("unable to type asset time data")
}
var tempCandle kline.Candle
if tempCandle.Time, err = time.Parse(time.RFC3339, v); err != nil {
return kline.Item{}, err
}
if tempCandle.Open, err = convert.FloatFromString(t[1]); err != nil {
return kline.Item{}, err
}
if tempCandle.High, err = convert.FloatFromString(t[2]); err != nil {
return kline.Item{}, err
}
if tempCandle.Low, err = convert.FloatFromString(t[3]); err != nil {
return kline.Item{}, err
}
if tempCandle.Close, err = convert.FloatFromString(t[4]); err != nil {
return kline.Item{}, err
}
if tempCandle.Volume, err = convert.FloatFromString(t[5]); err != nil {
return kline.Item{}, err
}
ret.Candles = append(ret.Candles, tempCandle)
}
ret.SortCandlesByTimestamp(false)
return ret, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (o *OKGroup) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := o.ValidateKline(pair, a, interval); err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: o.Name,
Pair: pair,
Asset: a,
Interval: interval,
}
dates, err := kline.CalculateCandleDateRanges(start, end, interval, o.Features.Enabled.Kline.ResultLimit)
if err != nil {
return kline.Item{}, err
}
formattedPair, err := o.FormatExchangeCurrency(pair, a)
if err != nil {
return kline.Item{}, err
}
for x := range dates.Ranges {
req := &GetMarketDataRequest{
Asset: a,
Start: dates.Ranges[x].Start.Time.UTC().Format(time.RFC3339),
End: dates.Ranges[x].End.Time.UTC().Format(time.RFC3339),
Granularity: o.FormatExchangeKlineInterval(interval),
InstrumentID: formattedPair.String(),
}
var candles GetMarketDataResponse
candles, err = o.GetMarketData(ctx, req)
if err != nil {
return kline.Item{}, err
}
for i := range candles {
t, ok := candles[i].([]interface{})
if !ok {
return kline.Item{}, errors.New("unable to type assert candles data")
}
if len(t) < 6 {
return kline.Item{}, errors.New("candle data length invalid")
}
v, ok := t[0].(string)
if !ok {
return kline.Item{}, errors.New("unable to type assert time value")
}
var tempCandle kline.Candle
if tempCandle.Time, err = time.Parse(time.RFC3339, v); err != nil {
return kline.Item{}, err
}
if tempCandle.Open, err = convert.FloatFromString(t[1]); err != nil {
return kline.Item{}, err
}
if tempCandle.High, err = convert.FloatFromString(t[2]); err != nil {
return kline.Item{}, err
}
if tempCandle.Low, err = convert.FloatFromString(t[3]); err != nil {
return kline.Item{}, err
}
if tempCandle.Close, err = convert.FloatFromString(t[4]); err != nil {
return kline.Item{}, err
}
if tempCandle.Volume, err = convert.FloatFromString(t[5]); err != nil {
return kline.Item{}, err
}
ret.Candles = append(ret.Candles, tempCandle)
}
}
dates.SetHasDataFromCandles(ret.Candles)
summary := dates.DataSummary(false)
if len(summary) > 0 {
log.Warnf(log.ExchangeSys, "%v - %v", o.Base.Name, summary)
}
ret.RemoveDuplicates()
ret.RemoveOutsideRange(start, end)
ret.SortCandlesByTimestamp(false)
return ret, nil
}