Files
gocryptotrader/exchanges/btcmarkets/btcmarkets_wrapper.go
Adrian Gallagher 63191ce3ec Engine QA (#381)
* 1) Update Dockerfile/docker-compose.yml
2) Remove inline strings for buy/sell/test pairs
3) Remove dangerous order submission values
4) Fix consistency with audit_events (all other spec files use
CamelCase)
5) Update web websocket endpoint
6) Fix main param set (and induce dryrun mode on specific command line
params)

* Engine QA

Link up exchange syncer to cmd params, disarm market selling bombs and fix OKEX endpoints

* Fix linter issue after merge

* Engine QA changes

Template updates
Wrapper code cleanup
Disarmed order bombs
Documentation updates

* Daily engine QA

Bitstamp improvements
Spelling mistakes
Add Coinbene exchange to support list
Protect API authenticated calls for Coinbene/LBank

* Engine QA changes

Fix exchange_wrapper_coverage tool
Add SupportsAsset to exchange interface
Fix inline string usage and add BCH withdrawal support

* Engine QA

Fix Bitstamp types
Inform user of errors when parsing time accross the codebase
Change time parsing warnings to errors (as they are)
Update markdown docs [with linter fixes]

* Engine QA changes

1) Add test for dryrunParamInteraction
2) Disarm OKCoin/OKEX bombs if someone accidently sets canManipulateRealOrders to true and runs all package tests
3) Actually check exchange setup errors for BTSE and Coinbene, plus address this in the wrapper template
4) Hardcode missing/non-retrievable contributors and bump the contributors
5) Convert numbers/strings to meaningful types in Bitstamp and OKEX
6) If WS is supported for the exchange wrapper template, preset authWebsocketSupport var

* Fix the shadow people

* Link the SyncContinuously paramerino

* Also show SyncContinuously in engine.PrintSettings

* Address nitterinos and use correct filepath for logs

* Bitstamp: Extract ALL THE APM

* Fix additional nitterinos

* Fix time parsing error for Bittrex
2019-11-22 16:07:30 +11:00

661 lines
20 KiB
Go

package btcmarkets
import (
"errors"
"fmt"
"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/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"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
// GetDefaultConfig returns a default exchange config
func (b *BTCMarkets) 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 basic defaults
func (b *BTCMarkets) SetDefaults() {
b.Name = "BTC Markets"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
b.API.CredentialsValidator.RequiresBase64DecodeSecret = true
b.API.Endpoints.URLDefault = btcMarketsAPIURL
b.API.Endpoints.URL = b.API.Endpoints.URLDefault
b.CurrencyPairs = currency.PairsManager{
AssetTypes: asset.Items{
asset.Spot,
},
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Delimiter: "-",
Uppercase: true,
},
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
SubmitOrder: true,
UserTradeHistory: true,
CryptoWithdrawal: true,
FiatWithdraw: true,
TradeFee: true,
FiatWithdrawalFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AccountInfo: true,
Subscribe: true,
AuthenticatedEndpoints: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto |
exchange.AutoWithdrawFiat,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
b.Requester = request.New(b.Name,
request.NewRateLimit(time.Second*10, btcmarketsAuthLimit),
request.NewRateLimit(time.Second*10, btcmarketsUnauthLimit),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
b.API.Endpoints.WebsocketURL = btcMarketsWSURL
b.Websocket = wshandler.New()
b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in an exchange configuration and sets all parameters
func (b *BTCMarkets) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
err := b.SetupDefaults(exch)
if err != nil {
return err
}
err = b.Websocket.Setup(
&wshandler.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: btcMarketsWSURL,
ExchangeName: exch.Name,
RunningURL: exch.API.Endpoints.WebsocketURL,
Connector: b.WsConnect,
Subscriber: b.Subscribe,
Features: &b.Features.Supports.WebsocketCapabilities,
})
if err != nil {
return err
}
b.WebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: b.Name,
URL: b.Websocket.GetWebsocketURL(),
ProxyURL: b.Websocket.GetProxyAddress(),
Verbose: b.Verbose,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
}
return nil
}
// Start starts the BTC Markets go routine
func (b *BTCMarkets) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the BTC Markets wrapper
func (b *BTCMarkets) Run() {
if b.Verbose {
b.PrintEnabledPairs()
}
forceUpdate := false
if !common.StringDataContains(b.GetEnabledPairs(asset.Spot).Strings(), "-") ||
!common.StringDataContains(b.GetAvailablePairs(asset.Spot).Strings(), "-") {
enabledPairs := []string{"BTC-AUD"}
log.Warnln(log.ExchangeSys, "Available pairs for BTC Markets reset due to config upgrade, please enable the pairs you would like again.")
forceUpdate = true
err := b.UpdatePairs(currency.NewPairsFromStrings(enabledPairs), asset.Spot, true, true)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update currencies. Err: %s", b.Name, err)
}
}
if !b.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err := b.UpdateTradablePairs(forceUpdate)
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 *BTCMarkets) FetchTradablePairs(asset asset.Item) ([]string, error) {
markets, err := b.GetMarkets()
if err != nil {
return nil, err
}
var pairs []string
for x := range markets {
pairs = append(pairs, fmt.Sprintf("%v%v%v", markets[x].Instrument, b.GetPairFormat(asset, false).Delimiter, markets[x].Currency))
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *BTCMarkets) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := b.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
return b.UpdatePairs(currency.NewPairsFromStrings(pairs), asset.Spot, false, forceUpdate)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *BTCMarkets) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
var tickerPrice ticker.Price
tick, err := b.GetTicker(p.Base.String(), p.Quote.String())
if err != nil {
return tickerPrice, err
}
tickerPrice = ticker.Price{
Last: tick.LastPrice,
High: tick.High24h,
Low: tick.Low24h,
Bid: tick.BestBid,
Ask: tick.BestAsk,
Volume: tick.Volume24h,
Pair: p,
LastUpdated: time.Unix(tick.Timestamp, 0),
}
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 *BTCMarkets) FetchTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker(b.Name, p, assetType)
if err != nil {
return b.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (b *BTCMarkets) 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 *BTCMarkets) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := b.GetOrderbook(p.Base.String(),
p.Quote.String())
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Bids {
orderBook.Bids = append(orderBook.Bids, orderbook.Item{
Amount: orderbookNew.Bids[x][1],
Price: orderbookNew.Bids[x][0],
})
}
for x := range orderbookNew.Asks {
orderBook.Asks = append(orderBook.Asks, orderbook.Item{
Amount: orderbookNew.Asks[x][1],
Price: orderbookNew.Asks[x][0],
})
}
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)
}
// GetAccountInfo retrieves balances for all enabled currencies for the
// BTCMarkets exchange
func (b *BTCMarkets) GetAccountInfo() (exchange.AccountInfo, error) {
var response exchange.AccountInfo
response.Exchange = b.Name
accountBalance, err := b.GetAccountBalance()
if err != nil {
return response, err
}
var currencies []exchange.AccountCurrencyInfo
for i := 0; i < len(accountBalance); i++ {
var exchangeCurrency exchange.AccountCurrencyInfo
exchangeCurrency.CurrencyName = currency.NewCode(accountBalance[i].Currency)
exchangeCurrency.TotalValue = accountBalance[i].Balance
exchangeCurrency.Hold = accountBalance[i].PendingFunds
currencies = append(currencies, exchangeCurrency)
}
response.Accounts = append(response.Accounts, exchange.Account{
Currencies: currencies,
})
return response, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *BTCMarkets) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (b *BTCMarkets) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (b *BTCMarkets) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
if strings.EqualFold(s.OrderSide.String(), order.Sell.String()) {
s.OrderSide = order.Ask
}
if strings.EqualFold(s.OrderSide.String(), order.Buy.String()) {
s.OrderSide = order.Bid
}
response, err := b.NewOrder(s.Pair.Base.Upper().String(),
s.Pair.Quote.Upper().String(),
s.Price,
s.Amount,
s.OrderSide.String(),
s.OrderType.String(),
s.ClientID)
if response > 0 {
submitOrderResponse.OrderID = strconv.FormatInt(response, 10)
}
if err == nil {
submitOrderResponse.IsOrderPlaced = true
}
return submitOrderResponse, err
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *BTCMarkets) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *BTCMarkets) CancelOrder(order *order.Cancel) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
}
_, err = b.CancelExistingOrder([]int64{orderIDInt})
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *BTCMarkets) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
openOrders, err := b.GetOpenOrders()
if err != nil {
return cancelAllOrdersResponse, err
}
var orderList []int64
for i := range openOrders {
orderList = append(orderList, openOrders[i].ID)
}
if len(orderList) > 0 {
orders, err := b.CancelExistingOrder(orderList)
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range orders {
if !orders[i].Success {
cancelAllOrdersResponse.Status[strconv.FormatInt(orders[i].ID, 10)] = orders[i].ErrorMessage
}
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (b *BTCMarkets) GetOrderInfo(orderID string) (order.Detail, error) {
var OrderDetail order.Detail
o, err := strconv.ParseInt(orderID, 10, 64)
if err != nil {
return OrderDetail, err
}
orders, err := b.GetOrderDetail([]int64{o})
if err != nil {
return OrderDetail, err
}
if len(orders) > 1 {
return OrderDetail, errors.New("too many orders returned")
}
if len(orders) == 0 {
return OrderDetail, errors.New("no orders found")
}
for i := range orders {
var side order.Side
if strings.EqualFold(orders[i].OrderSide, order.Ask.String()) {
side = order.Sell
} else if strings.EqualFold(orders[i].OrderSide, order.Bid.String()) {
side = order.Buy
}
orderDate := time.Unix(int64(orders[i].CreationTime), 0)
orderType := order.Type(strings.ToUpper(orders[i].OrderType))
OrderDetail.Amount = orders[i].Volume
OrderDetail.OrderDate = orderDate
OrderDetail.Exchange = b.Name
OrderDetail.ID = strconv.FormatInt(orders[i].ID, 10)
OrderDetail.RemainingAmount = orders[i].OpenVolume
OrderDetail.OrderSide = side
OrderDetail.OrderType = orderType
OrderDetail.Price = orders[i].Price
OrderDetail.Status = order.Status(orders[i].Status)
OrderDetail.CurrencyPair = currency.NewPairWithDelimiter(orders[i].Instrument,
orders[i].Currency,
b.GetPairFormat(asset.Spot, false).Delimiter)
}
return OrderDetail, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *BTCMarkets) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is submitted
func (b *BTCMarkets) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoWithdrawRequest) (string, error) {
return b.WithdrawCrypto(withdrawRequest.Amount, withdrawRequest.Currency.String(), withdrawRequest.Address)
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (b *BTCMarkets) WithdrawFiatFunds(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
if withdrawRequest.Currency != currency.AUD {
return "", errors.New("only AUD is supported for withdrawals")
}
return b.WithdrawAUD(withdrawRequest.BankAccountName,
strconv.FormatFloat(withdrawRequest.BankAccountNumber, 'f', -1, 64),
withdrawRequest.BankName,
strconv.FormatFloat(withdrawRequest.BankCode, 'f', -1, 64),
withdrawRequest.Amount)
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (b *BTCMarkets) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (b *BTCMarkets) GetWebsocket() (*wshandler.Websocket, error) {
return b.Websocket, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *BTCMarkets) 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)
}
// GetActiveOrders retrieves any orders that are active/open
func (b *BTCMarkets) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
resp, err := b.GetOpenOrders()
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range resp {
var side order.Side
if strings.EqualFold(resp[i].OrderSide, order.Ask.String()) {
side = order.Sell
} else if strings.EqualFold(resp[i].OrderSide, order.Bid.String()) {
side = order.Buy
}
orderDate := time.Unix(int64(resp[i].CreationTime), 0)
orderType := order.Type(strings.ToUpper(resp[i].OrderType))
openOrder := order.Detail{
ID: strconv.FormatInt(resp[i].ID, 10),
Amount: resp[i].Volume,
Exchange: b.Name,
RemainingAmount: resp[i].OpenVolume,
OrderDate: orderDate,
OrderSide: side,
OrderType: orderType,
Price: resp[i].Price,
Status: order.Status(resp[i].Status),
CurrencyPair: currency.NewPairWithDelimiter(resp[i].Instrument,
resp[i].Currency,
b.GetPairFormat(asset.Spot, false).Delimiter),
}
for j := range resp[i].Trades {
tradeDate := time.Unix(int64(resp[i].Trades[j].CreationTime), 0)
openOrder.Trades = append(openOrder.Trades, order.TradeHistory{
Amount: resp[i].Trades[j].Volume,
Exchange: b.Name,
Price: resp[i].Trades[j].Price,
TID: resp[i].Trades[j].ID,
Timestamp: tradeDate,
Fee: resp[i].Trades[j].Fee,
Description: resp[i].Trades[j].Description,
})
}
orders = append(orders, openOrder)
}
order.FilterOrdersByType(&orders, req.OrderType)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersBySide(&orders, req.OrderSide)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *BTCMarkets) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
if len(req.Currencies) == 0 {
return nil, errors.New("requires at least one currency pair to retrieve history")
}
var respOrders []Order
for i := range req.Currencies {
resp, err := b.GetOrders(req.Currencies[i].Base.String(),
req.Currencies[i].Quote.String(),
200,
0,
true)
if err != nil {
return nil, err
}
respOrders = append(respOrders, resp...)
}
var orders []order.Detail
for i := range respOrders {
var side order.Side
if strings.EqualFold(respOrders[i].OrderSide, order.Ask.String()) {
side = order.Sell
} else if strings.EqualFold(respOrders[i].OrderSide, order.Bid.String()) {
side = order.Buy
}
orderDate := time.Unix(int64(respOrders[i].CreationTime), 0)
orderType := order.Type(strings.ToUpper(respOrders[i].OrderType))
openOrder := order.Detail{
ID: strconv.FormatInt(respOrders[i].ID, 10),
Amount: respOrders[i].Volume,
Exchange: b.Name,
RemainingAmount: respOrders[i].OpenVolume,
OrderDate: orderDate,
OrderSide: side,
OrderType: orderType,
Price: respOrders[i].Price,
Status: order.Status(respOrders[i].Status),
CurrencyPair: currency.NewPairWithDelimiter(respOrders[i].Instrument,
respOrders[i].Currency,
b.GetPairFormat(asset.Spot, false).Delimiter),
}
for j := range respOrders[i].Trades {
tradeDate := time.Unix(int64(respOrders[i].Trades[j].CreationTime), 0)
openOrder.Trades = append(openOrder.Trades, order.TradeHistory{
Amount: respOrders[i].Trades[j].Volume,
Exchange: b.Name,
Price: respOrders[i].Trades[j].Price,
TID: respOrders[i].Trades[j].ID,
Timestamp: tradeDate,
Fee: respOrders[i].Trades[j].Fee,
Description: respOrders[i].Trades[j].Description,
})
}
orders = append(orders, openOrder)
}
order.FilterOrdersByType(&orders, req.OrderType)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersBySide(&orders, req.OrderSide)
return orders, nil
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (b *BTCMarkets) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (b *BTCMarkets) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// GetSubscriptions returns a copied list of subscriptions
func (b *BTCMarkets) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return nil, common.ErrFunctionNotSupported
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (b *BTCMarkets) AuthenticateWebsocket() error {
return common.ErrFunctionNotSupported
}