Files
gocryptotrader/exchanges/anx/anx_wrapper.go
Scott 0fbf8b172a Websocket orderbook buffering (#333)
* Initial commit setting up a map orderbook system with a buffer. It will write to the buffer, sort apply to main orderbook and then process.

* Moves namespaces again

* Updates orderbook to use a sweet new WebsocketOrderbookUpdate type to handle all updates whether its using ID or not. So good. Adds many tests

* Starting to implement orderbook update handling per exchange. Updates namespaces again. Hopefuylly will find a way to update via ID not timestamp, too many endpoints dont provide update timestamps

* Changes orderbookbuffer to use BufferUpdate type instead of orderbook.Base to achieve more functionality and no need for type conversion functions. Updates tests

* Updates all instances of ws.orderbook.Update. Simplifies some orderbook logic

* Introduces toggleable buffer. Renames orderbooks. Completes implementation for everywhere but OKGroup due to hash calculation

* Implements orderbook update for okgroup, but forgets about the orderbook hash checking

* Fixes okgroup checksum calculation. Fixes linting issue. Removes redundant Kraken tests.

* Introduces sorting toggle and separates from buffer toggle. Uses benchmarks to highlight performance gains

* Fixes Gemini rate limit and parsing. Removes comments and fixes typos

* Fixes bitfinex orderbook processing

* Inbuilt sorting, minor fixes for websocket implementations. Improves test coverage

* Adds surprise LakeBTC websocket support

* Fixes data race

* Fixes rebasing issues due to namespace movements

* Addresses PR nits: moves folder namespace from ws to websocket. Removes line spaces in imports. Fixes lakebtc websocket returns and defer fucntions. Fixes comments

* Adds poloniex orderook sorting support

* Enables bitstamp and hitbtc orderbook sorting. Fixes poloniex's sorting

* Renames namespaces and combines monitor and connection into wshandler. Removes unused SPOT const. Changes how orderbook stuff is loaded. It is done in startup with a setup. Removes exchange name from loadsnapshot as well

* Removes the connection.go from rebasing issues. Removes error response from functions used in goroutines

* Fixes test with exchange name output change

* Fixes issues where copy and paste and replace all were used poorly
2019-08-13 09:32:59 +10:00

471 lines
14 KiB
Go

package anx
import (
"fmt"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
// Start starts the ANX go routine
func (a *ANX) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
a.Run()
wg.Done()
}()
}
// Run implements the ANX wrapper
func (a *ANX) Run() {
if a.Verbose {
log.Debugf("%s polling delay: %ds.\n", a.GetName(), a.RESTPollingDelay)
log.Debugf("%s %d currencies enabled: %s.\n", a.GetName(), len(a.EnabledPairs), a.EnabledPairs)
}
tradablePairs, err := a.GetTradablePairs()
if err != nil {
log.Debugf("%s Failed to get available symbols.\n", a.GetName())
} else {
forceUpgrade := false
if !common.StringDataContains(a.EnabledPairs.Strings(), "_") ||
!common.StringDataContains(a.AvailablePairs.Strings(), "_") {
forceUpgrade = true
}
if forceUpgrade {
newPairs := []string{"BTC_USD,BTC_HKD,BTC_EUR,BTC_CAD,BTC_AUD,BTC_SGD,BTC_JPY,BTC_GBP,BTC_NZD,LTC_BTC,DOG_EBTC,STR_BTC,XRP_BTC"}
var enabledPairs currency.Pairs
for _, p := range newPairs {
enabledPairs = append(enabledPairs,
currency.NewPairDelimiter(p, "_"))
}
log.Warn("Enabled pairs for ANX reset due to config upgrade, please enable the ones you would like again.")
err = a.UpdateCurrencies(enabledPairs, true, true)
if err != nil {
log.Errorf("%s Failed to get config.\n", a.GetName())
}
}
var exchangeProducts currency.Pairs
for _, p := range tradablePairs {
exchangeProducts = append(exchangeProducts,
currency.NewPairDelimiter(p, "_"))
}
err = a.UpdateCurrencies(exchangeProducts, false, forceUpgrade)
if err != nil {
log.Errorf("%s Failed to get config.\n", a.GetName())
}
}
}
// GetTradablePairs returns a list of available
func (a *ANX) GetTradablePairs() ([]string, error) {
result, err := a.GetCurrencies()
if err != nil {
return nil, err
}
var currencies []string
for x := range result.CurrencyPairs {
currencies = append(currencies, result.CurrencyPairs[x].TradedCcy+"_"+result.CurrencyPairs[x].SettlementCcy)
}
return currencies, nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (a *ANX) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
var tickerPrice ticker.Price
tick, err := a.GetTicker(exchange.FormatExchangeCurrency(a.GetName(), p).String())
if err != nil {
return tickerPrice, err
}
tickerPrice.Pair = p
if tick.Data.Sell.Value != "" {
tickerPrice.Ask, err = strconv.ParseFloat(tick.Data.Sell.Value, 64)
if err != nil {
return tickerPrice, err
}
} else {
tickerPrice.Ask = 0
}
if tick.Data.Buy.Value != "" {
tickerPrice.Bid, err = strconv.ParseFloat(tick.Data.Buy.Value, 64)
if err != nil {
return tickerPrice, err
}
} else {
tickerPrice.Bid = 0
}
if tick.Data.Low.Value != "" {
tickerPrice.Low, err = strconv.ParseFloat(tick.Data.Low.Value, 64)
if err != nil {
return tickerPrice, err
}
} else {
tickerPrice.Low = 0
}
if tick.Data.Last.Value != "" {
tickerPrice.Last, err = strconv.ParseFloat(tick.Data.Last.Value, 64)
if err != nil {
return tickerPrice, err
}
} else {
tickerPrice.Last = 0
}
if tick.Data.Vol.Value != "" {
tickerPrice.Volume, err = strconv.ParseFloat(tick.Data.Vol.Value, 64)
if err != nil {
return tickerPrice, err
}
} else {
tickerPrice.Volume = 0
}
if tick.Data.High.Value != "" {
tickerPrice.High, err = strconv.ParseFloat(tick.Data.High.Value, 64)
if err != nil {
return tickerPrice, err
}
} else {
tickerPrice.High = 0
}
err = ticker.ProcessTicker(a.GetName(), &tickerPrice, assetType)
if err != nil {
return tickerPrice, err
}
return ticker.GetTicker(a.Name, p, assetType)
}
// GetTickerPrice returns the ticker for a currency pair
func (a *ANX) GetTickerPrice(p currency.Pair, assetType string) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker(a.GetName(), p, assetType)
if err != nil {
return a.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// GetOrderbookEx returns the orderbook for a currency pair
func (a *ANX) GetOrderbookEx(p currency.Pair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.Get(a.GetName(), p, assetType)
if err != nil {
return a.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (a *ANX) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := a.GetDepth(exchange.FormatExchangeCurrency(a.GetName(), p).String())
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Data.Asks {
orderBook.Asks = append(orderBook.Asks,
orderbook.Item{
Price: orderbookNew.Data.Asks[x].Price,
Amount: orderbookNew.Data.Asks[x].Amount})
}
for x := range orderbookNew.Data.Bids {
orderBook.Bids = append(orderBook.Bids,
orderbook.Item{
Price: orderbookNew.Data.Bids[x].Price,
Amount: orderbookNew.Data.Bids[x].Amount})
}
orderBook.Pair = p
orderBook.ExchangeName = a.GetName()
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(a.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies on the
// exchange
func (a *ANX) GetAccountInfo() (exchange.AccountInfo, error) {
var info exchange.AccountInfo
raw, err := a.GetAccountInformation()
if err != nil {
return info, err
}
var balance []exchange.AccountCurrencyInfo
for c := range raw.Wallets {
balance = append(balance, exchange.AccountCurrencyInfo{
CurrencyName: currency.NewCode(c),
TotalValue: raw.Wallets[c].AvailableBalance.Value,
Hold: raw.Wallets[c].Balance.Value,
})
}
info.Exchange = a.GetName()
info.Accounts = append(info.Accounts, exchange.Account{
Currencies: balance,
})
return info, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (a *ANX) GetFundingHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (a *ANX) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
var resp []exchange.TradeHistory
return resp, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (a *ANX) SubmitOrder(p currency.Pair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, _ string) (exchange.SubmitOrderResponse, error) {
var submitOrderResponse exchange.SubmitOrderResponse
var isBuying bool
var limitPriceInSettlementCurrency float64
if side == exchange.BuyOrderSide {
isBuying = true
}
if orderType == exchange.LimitOrderType {
limitPriceInSettlementCurrency = price
}
response, err := a.NewOrder(orderType.ToString(),
isBuying,
p.Base.String(),
amount,
p.Quote.String(),
amount,
limitPriceInSettlementCurrency,
false,
"",
false)
if response != "" {
submitOrderResponse.OrderID = response
}
if err == nil {
submitOrderResponse.IsOrderPlaced = true
}
return submitOrderResponse, err
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (a *ANX) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (a *ANX) CancelOrder(order *exchange.OrderCancellation) error {
orderIDs := []string{order.OrderID}
_, err := a.CancelOrderByIDs(orderIDs)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (a *ANX) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
OrderStatus: make(map[string]string),
}
placedOrders, err := a.GetOrderList(true)
if err != nil {
return cancelAllOrdersResponse, err
}
var orderIDs []string
for i := range placedOrders {
orderIDs = append(orderIDs, placedOrders[i].OrderID)
}
resp, err := a.CancelOrderByIDs(orderIDs)
if err != nil {
return cancelAllOrdersResponse, err
}
for _, order := range resp.OrderCancellationResponses {
if order.Error != CancelRequestSubmitted {
cancelAllOrdersResponse.OrderStatus[order.UUID] = order.Error
}
}
return cancelAllOrdersResponse, err
}
// GetOrderInfo returns information on a current open order
func (a *ANX) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (a *ANX) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
return a.GetDepositAddressByCurrency(cryptocurrency.String(), "", false)
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (a *ANX) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return a.Send(withdrawRequest.Currency.String(), withdrawRequest.Address, "", fmt.Sprintf("%v", withdrawRequest.Amount))
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
// submitted
func (a *ANX) WithdrawFiatFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
// Fiat withdrawals available via website
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is
// submitted
func (a *ANX) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.WithdrawRequest) (string, error) {
// Fiat withdrawals available via website
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (a *ANX) GetWebsocket() (*wshandler.Websocket, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (a *ANX) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if (a.APIKey == "" || a.APISecret == "") && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return a.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (a *ANX) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
resp, err := a.GetOrderList(true)
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
for i := range resp {
orderDate := time.Unix(resp[i].Timestamp, 0)
orderType := exchange.OrderType(strings.ToUpper(resp[i].OrderType))
orderDetail := exchange.OrderDetail{
Amount: resp[i].TradedCurrencyAmount,
CurrencyPair: currency.NewPairWithDelimiter(resp[i].TradedCurrency,
resp[i].SettlementCurrency, a.ConfigCurrencyPairFormat.Delimiter),
OrderDate: orderDate,
Exchange: a.Name,
ID: resp[i].OrderID,
OrderType: orderType,
Price: resp[i].SettlementCurrencyAmount,
Status: resp[i].OrderStatus,
}
orders = append(orders, orderDetail)
}
exchange.FilterOrdersByType(&orders, getOrdersRequest.OrderType)
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (a *ANX) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
resp, err := a.GetOrderList(false)
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
for i := range resp {
orderDate := time.Unix(resp[i].Timestamp, 0)
orderType := exchange.OrderType(strings.ToUpper(resp[i].OrderType))
orderDetail := exchange.OrderDetail{
Amount: resp[i].TradedCurrencyAmount,
OrderDate: orderDate,
Exchange: a.Name,
ID: resp[i].OrderID,
OrderType: orderType,
Price: resp[i].SettlementCurrencyAmount,
Status: resp[i].OrderStatus,
CurrencyPair: currency.NewPairWithDelimiter(resp[i].TradedCurrency,
resp[i].SettlementCurrency,
a.ConfigCurrencyPairFormat.Delimiter),
}
orders = append(orders, orderDetail)
}
exchange.FilterOrdersByType(&orders, getOrdersRequest.OrderType)
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
return orders, nil
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (a *ANX) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (a *ANX) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// GetSubscriptions returns a copied list of subscriptions
func (a *ANX) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return nil, common.ErrFunctionNotSupported
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (a *ANX) AuthenticateWebsocket() error {
return common.ErrFunctionNotSupported
}