Files
gocryptotrader/exchanges/bitflyer/bitflyer_wrapper.go
Ryan O'Hara-Reid 0a84c5d97a Request package update & rate limit system expansion (#413)
* Initial rework of rework of requester - WIP

* Implementing and checking rate limits - WIP

* implemented coinbene rate limiting shenanigans

* add in remaining WIP

* fixy

* use authenticated rate limit

* drop ceiling as this can be done with a counter later

* add functionality to struct

* purge config options for rate limiting so as to keep things minimal

* prepare futures and swap rate limiting for implementation

* Address linter issues

* Addressed nits, fixed race

* fix linter issue

* remove global var as this was only setting when newrequester was called

* moved rate limit functionality into its own file

* Update Bitfinex with correct rate limit and test endpoints (WIP)

* finish off bitfinex adjustments

* fixes

* fix linter issues

* slowed rate for coinbasepro

* drop rate limit for huobi as the doc times have intermittent 429 issues.

* Set MACOSX_DEPLOYMENT_TARGET to remove linking warning

* Addr Thrasher nits

* Addr glorious nits

* unexport do request function

* fixed nitorinos

* Fixed something I missed

* move disabled rate limiter into loadexchange and use interface functionality

* Add temp quick fix
2020-02-06 11:44:28 +11:00

391 lines
12 KiB
Go

package bitflyer
import (
"strings"
"sync"
"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/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/websocket/wshandler"
"github.com/thrasher-corp/gocryptotrader/exchanges/withdraw"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
// 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
b.CurrencyPairs = currency.PairsManager{
AssetTypes: asset.Items{
asset.Spot,
asset.Futures,
},
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Delimiter: "_",
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Delimiter: "_",
Uppercase: true,
},
}
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),
SetRateLimit())
b.API.Endpoints.URLDefault = japanURL
b.API.Endpoints.URL = b.API.Endpoints.URLDefault
b.API.Endpoints.URLSecondaryDefault = chainAnalysis
b.API.Endpoints.URLSecondary = b.API.Endpoints.URLSecondaryDefault
}
// 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
}
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,
b.GetPairFormat(assetType, false).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 {
for x := range b.CurrencyPairs.AssetTypes {
a := b.CurrencyPairs.AssetTypes[x]
pairs, err := b.FetchTradablePairs(a)
if err != nil {
return err
}
err = b.UpdatePairs(currency.NewPairsFromStrings(pairs),
a,
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) {
tickerPrice := new(ticker.Price)
p = b.CheckFXString(p)
tickerNew, err := b.GetTicker(p.String())
if err != nil {
return tickerPrice, err
}
tickerPrice.Pair = p
tickerPrice.Ask = tickerNew.BestAsk
tickerPrice.Bid = tickerNew.BestBid
tickerPrice.Last = tickerNew.Last
tickerPrice.Volume = tickerNew.Volume
err = ticker.ProcessTicker(b.Name, tickerPrice, assetType)
if err != nil {
return tickerPrice, err
}
return ticker.GetTicker(b.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (b *Bitflyer) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tick, err := ticker.GetTicker(b.Name, p, assetType)
if err != nil {
return b.UpdateTicker(p, 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) {
ob, err := orderbook.Get(b.Name, p, assetType)
if err != nil {
return b.UpdateOrderbook(p, 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) {
orderBook := new(orderbook.Base)
p = b.CheckFXString(p)
orderbookNew, err := b.GetOrderBook(p.String())
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Asks {
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Price: orderbookNew.Asks[x].Price, Amount: orderbookNew.Asks[x].Size})
}
for x := range orderbookNew.Bids {
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Price: orderbookNew.Bids[x].Price, Amount: orderbookNew.Bids[x].Size})
}
orderBook.Pair = p
orderBook.ExchangeName = b.Name
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(b.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies on the
// Bitflyer exchange
func (b *Bitflyer) UpdateAccountInfo() (account.Holdings, error) {
return account.Holdings{}, common.ErrNotYetImplemented
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (b *Bitflyer) FetchAccountInfo() (account.Holdings, error) {
acc, err := account.GetHoldings(b.Name)
if err != nil {
return b.UpdateAccountInfo()
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *Bitflyer) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (b *Bitflyer) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// 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 *order.Cancel) error {
return 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 information on a current open order
func (b *Bitflyer) GetOrderInfo(orderID string) (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.CryptoRequest) (string, error) {
return "", common.ErrNotYetImplemented
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bitflyer) WithdrawFiatFunds(withdrawRequest *withdraw.FiatRequest) (string, error) {
return "", common.ErrNotYetImplemented
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bitflyer) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.FiatRequest) (string, error) {
return "", common.ErrNotYetImplemented
}
// GetWebsocket returns a pointer to the exchange websocket
func (b *Bitflyer) GetWebsocket() (*wshandler.Websocket, 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)
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (b *Bitflyer) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (b *Bitflyer) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// GetSubscriptions returns a copied list of subscriptions
func (b *Bitflyer) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return nil, common.ErrFunctionNotSupported
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (b *Bitflyer) AuthenticateWebsocket() error {
return common.ErrFunctionNotSupported
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (b *Bitflyer) ValidateCredentials() error {
_, err := b.UpdateAccountInfo()
return b.CheckTransientError(err)
}