Files
gocryptotrader/exchanges/bitflyer/bitflyer.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

444 lines
14 KiB
Go

package bitflyer
import (
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"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/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
const (
// Bitflyer chain analysis endpoints
// APIURL
chainAnalysis = "https://chainflyer.bitflyer.jp/v1/"
// Public endpoints for chain analysis
latestBlock = "block/latest"
blockByBlockHash = "block/"
blockByBlockHeight = "block/height/"
transaction = "tx/"
address = "address/"
// APIURL
japanURL = "https://api.bitflyer.jp/v1"
usURL = "https://api.bitflyer.com/v1"
europeURL = "https://api.bitflyer.com/v1"
// Public Endpoints
pubGetMarkets = "/getmarkets/"
pubGetBoard = "/getboard"
pubGetTicker = "/getticker"
pubGetExecutionHistory = "/getexecutions"
pubGetHealth = "/gethealth"
pubGetChats = "/getchats"
// Autheticated Endpoints
privGetPermissions = "/me/getpermissions"
privGetBalance = "/me/getbalance"
privMarginStatus = "/me/getcollateral"
privGetCollateralAcc = "/me/getcollateralaccounts"
privGetDepositAddress = "/me/getaddresses"
privDepositHistory = "/me/getcoinins"
privTransactionHistory = "/me/getcoinouts"
privBankAccSummary = "/me/getbankaccounts"
privGetDeposits = "/me/getdeposits"
privWithdraw = "/me/withdraw"
privDepositCancellationHistory = "/me/getwithdrawals"
privSendOrder = "/me/sendchildorder"
privCancelOrder = "/me/cancelchildorder"
privParentOrder = "/me/sendparentorder"
privCancelParentOrder = "/me/cancelparentorder"
privCancelOrders = "/me/cancelallchildorders"
privListOrders = "/me/getchildorders"
privListParentOrders = "/me/getparentorders"
privParentOrderDetails = "/me/getparentorder"
privExecutions = "/me/getexecutions"
privOpenInterest = "/me/getpositions"
privMarginChange = "/me/getcollateralhistory"
privTradingCommission = "/me/gettradingcommission"
bitflyerAuthRate = 200
bitflyerUnauthRate = 500
)
// Bitflyer is the overarching type across this package
type Bitflyer struct {
exchange.Base
}
// SetDefaults sets the basic defaults for Bitflyer
func (b *Bitflyer) SetDefaults() {
b.Name = "Bitflyer"
b.Enabled = false
b.Verbose = false
b.RESTPollingDelay = 10
b.APIWithdrawPermissions = exchange.WithdrawCryptoViaWebsiteOnly |
exchange.AutoWithdrawFiat
b.RequestCurrencyPairFormat.Delimiter = "_"
b.RequestCurrencyPairFormat.Uppercase = true
b.ConfigCurrencyPairFormat.Delimiter = "_"
b.ConfigCurrencyPairFormat.Uppercase = true
b.AssetTypes = []string{ticker.Spot}
b.SupportsAutoPairUpdating = false
b.SupportsRESTTickerBatching = false
b.Requester = request.New(b.Name,
request.NewRateLimit(time.Minute, bitflyerAuthRate),
request.NewRateLimit(time.Minute, bitflyerUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
b.APIUrlDefault = japanURL
b.APIUrl = b.APIUrlDefault
b.APIUrlSecondaryDefault = chainAnalysis
b.APIUrlSecondary = b.APIUrlSecondaryDefault
b.Websocket = wshandler.New()
}
// Setup takes in the supplied exchange configuration details and sets params
func (b *Bitflyer) Setup(exch *config.ExchangeConfig) {
if !exch.Enabled {
b.SetEnabled(false)
} else {
b.Enabled = true
b.AuthenticatedAPISupport = exch.AuthenticatedAPISupport
b.SetAPIKeys(exch.APIKey, exch.APISecret, "", false)
b.SetHTTPClientTimeout(exch.HTTPTimeout)
b.SetHTTPClientUserAgent(exch.HTTPUserAgent)
b.RESTPollingDelay = exch.RESTPollingDelay
b.Verbose = exch.Verbose
b.HTTPDebugging = exch.HTTPDebugging
b.Websocket.SetWsStatusAndConnection(exch.Websocket)
b.BaseCurrencies = exch.BaseCurrencies
b.AvailablePairs = exch.AvailablePairs
b.EnabledPairs = exch.EnabledPairs
err := b.SetCurrencyPairFormat()
if err != nil {
log.Fatal(err)
}
err = b.SetAssetTypes()
if err != nil {
log.Fatal(err)
}
err = b.SetAutoPairDefaults()
if err != nil {
log.Fatal(err)
}
err = b.SetAPIURL(exch)
if err != nil {
log.Fatal(err)
}
err = b.SetClientProxyAddress(exch.ProxyAddress)
if err != nil {
log.Fatal(err)
}
}
}
// GetLatestBlockCA returns the latest block information from bitflyer chain
// analysis system
func (b *Bitflyer) GetLatestBlockCA() (ChainAnalysisBlock, error) {
var resp ChainAnalysisBlock
path := fmt.Sprintf("%s%s", b.APIUrlSecondary, latestBlock)
return resp, b.SendHTTPRequest(path, &resp)
}
// GetBlockCA returns block information by blockhash from bitflyer chain
// analysis system
func (b *Bitflyer) GetBlockCA(blockhash string) (ChainAnalysisBlock, error) {
var resp ChainAnalysisBlock
path := fmt.Sprintf("%s%s%s", b.APIUrlSecondary, blockByBlockHash, blockhash)
return resp, b.SendHTTPRequest(path, &resp)
}
// GetBlockbyHeightCA returns the block information by height from bitflyer chain
// analysis system
func (b *Bitflyer) GetBlockbyHeightCA(height int64) (ChainAnalysisBlock, error) {
var resp ChainAnalysisBlock
path := fmt.Sprintf("%s%s%s", b.APIUrlSecondary, blockByBlockHeight, strconv.FormatInt(height, 10))
return resp, b.SendHTTPRequest(path, &resp)
}
// GetTransactionByHashCA returns transaction information by txHash from
// bitflyer chain analysis system
func (b *Bitflyer) GetTransactionByHashCA(txHash string) (ChainAnalysisTransaction, error) {
var resp ChainAnalysisTransaction
path := fmt.Sprintf("%s%s%s", b.APIUrlSecondary, transaction, txHash)
return resp, b.SendHTTPRequest(path, &resp)
}
// GetAddressInfoCA returns balance information for address by addressln string
// from bitflyer chain analysis system
func (b *Bitflyer) GetAddressInfoCA(addressln string) (ChainAnalysisAddress, error) {
var resp ChainAnalysisAddress
path := fmt.Sprintf("%s%s%s", b.APIUrlSecondary, address, addressln)
return resp, b.SendHTTPRequest(path, &resp)
}
// GetMarkets returns market information
func (b *Bitflyer) GetMarkets() ([]MarketInfo, error) {
var resp []MarketInfo
path := fmt.Sprintf("%s%s", b.APIUrl, pubGetMarkets)
return resp, b.SendHTTPRequest(path, &resp)
}
// GetOrderBook returns market orderbook depth
func (b *Bitflyer) GetOrderBook(symbol string) (Orderbook, error) {
var resp Orderbook
v := url.Values{}
v.Set("product_code", symbol)
path := fmt.Sprintf("%s%s?%s", b.APIUrl, pubGetBoard, v.Encode())
return resp, b.SendHTTPRequest(path, &resp)
}
// GetTicker returns ticker information
func (b *Bitflyer) GetTicker(symbol string) (Ticker, error) {
var resp Ticker
v := url.Values{}
v.Set("product_code", symbol)
path := fmt.Sprintf("%s%s?%s", b.APIUrl, pubGetTicker, v.Encode())
return resp, b.SendHTTPRequest(path, &resp)
}
// GetExecutionHistory returns past trades that were executed on the market
func (b *Bitflyer) GetExecutionHistory(symbol string) ([]ExecutedTrade, error) {
var resp []ExecutedTrade
v := url.Values{}
v.Set("product_code", symbol)
path := fmt.Sprintf("%s%s?%s", b.APIUrl, pubGetExecutionHistory, v.Encode())
return resp, b.SendHTTPRequest(path, &resp)
}
// GetExchangeStatus returns exchange status information
func (b *Bitflyer) GetExchangeStatus() (string, error) {
resp := make(map[string]string)
path := fmt.Sprintf("%s%s", b.APIUrl, pubGetHealth)
err := b.SendHTTPRequest(path, &resp)
if err != nil {
return "", err
}
switch resp["status"] {
case "BUSY":
return "the exchange is experiencing high traffic", nil
case "VERY BUSY":
return "the exchange is experiencing heavy traffic", nil
case "SUPER BUSY":
return "the exchange is experiencing extremely heavy traffic. There is a possibility that orders will fail or be processed after a delay.", nil
case "STOP":
return "STOP", errors.New("the exchange has been stopped. Orders will not be accepted")
}
return "NORMAL", nil
}
// GetChats returns trollbox chat log
// Note: returns vary from instant to infinty
func (b *Bitflyer) GetChats(fromDate string) ([]ChatLog, error) {
var resp []ChatLog
v := url.Values{}
v.Set("from_date", fromDate)
path := fmt.Sprintf("%s%s?%s", b.APIUrl, pubGetChats, v.Encode())
return resp, b.SendHTTPRequest(path, &resp)
}
// GetPermissions returns current permissions for associated with your API
// keys
func (b *Bitflyer) GetPermissions() {
// Needs to be updated
}
// GetAccountBalance returnsthe full list of account funds
func (b *Bitflyer) GetAccountBalance() {
// Needs to be updated
}
// GetMarginStatus returns current margin status
func (b *Bitflyer) GetMarginStatus() {
// Needs to be updated
}
// GetCollateralAccounts returns a full list of collateralised accounts
func (b *Bitflyer) GetCollateralAccounts() {
// Needs to be updated
}
// GetCryptoDepositAddress returns an address for cryptocurrency deposits
func (b *Bitflyer) GetCryptoDepositAddress() {
// Needs to be updated
}
// GetDepositHistory returns a full history of deposits
func (b *Bitflyer) GetDepositHistory() {
// Needs to be updated
}
// GetTransactionHistory returns a full history of transactions
func (b *Bitflyer) GetTransactionHistory() {
// Needs to be updated
}
// GetBankAccSummary returns a full list of bank accounts assoc. with your keys
func (b *Bitflyer) GetBankAccSummary() {
// Needs to be updated
}
// GetCashDeposits returns a full list of cash deposits to the exchange
func (b *Bitflyer) GetCashDeposits() {
// Needs to be updated
}
// WithdrawFunds withdraws funds to a certain bank
func (b *Bitflyer) WithdrawFunds() {
// Needs to be updated
}
// GetDepositCancellationHistory returns the cancellation history of deposits
func (b *Bitflyer) GetDepositCancellationHistory() {
// Needs to be updated
}
// SendOrder creates new order
func (b *Bitflyer) SendOrder() {
// Needs to be updated
}
// CancelExistingOrder cancels an order
func (b *Bitflyer) CancelExistingOrder() {
// Needs to be updated
}
// SendParentOrder sends a special order
func (b *Bitflyer) SendParentOrder() {
// Needs to be updated
}
// CancelParentOrder cancels a special order
func (b *Bitflyer) CancelParentOrder() {
// Needs to be updated
}
// CancelAllExistingOrders cancels all orders on the exchange
func (b *Bitflyer) CancelAllExistingOrders() {
// Needs to be updated
}
// GetAllOrders returns a list of all orders
func (b *Bitflyer) GetAllOrders() {
// Needs to be updated
}
// GetParentOrders returns a list of all parent orders
func (b *Bitflyer) GetParentOrders() {
// Needs to be updated
}
// GetParentOrderDetails returns a detailing of a parent order
func (b *Bitflyer) GetParentOrderDetails() {
// Needs to be updated
}
// GetExecutions returns execution details
func (b *Bitflyer) GetExecutions() {
// Needs to be updated
}
// GetOpenInterest returns a summary of open interest
func (b *Bitflyer) GetOpenInterest() {
// Needs to be updated
}
// GetMarginChange returns collateral history
func (b *Bitflyer) GetMarginChange() {
// Needs to be updated
}
// GetTradingCommission returns trading commission
func (b *Bitflyer) GetTradingCommission() {
// Needs to be updated
}
// SendHTTPRequest sends an unauthenticated request
func (b *Bitflyer) SendHTTPRequest(path string, result interface{}) error {
return b.SendPayload(http.MethodGet, path, nil, nil, result, false, false, b.Verbose, b.HTTPDebugging)
}
// SendAuthHTTPRequest sends an authenticated HTTP request
// Note: HTTP not done due to incorrect account privileges, please open a PR
// if you have access and update the authenticated requests
// TODO: Fill out this function once API access is obtained
func (b *Bitflyer) SendAuthHTTPRequest() {
// headers := make(map[string]string)
// headers["ACCESS-KEY"] = b.APIKey
// headers["ACCESS-TIMESTAMP"] = strconv.FormatInt(time.Now().UnixNano(), 10)
}
// GetFee returns an estimate of fee based on type of transaction
// TODO: Figure out the weird fee structure. Do we use Bitcoin Easy Exchange,Lightning Spot,Bitcoin Market,Lightning FX/Futures ???
func (b *Bitflyer) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
case exchange.InternationalBankDepositFee:
fee = getDepositFee(feeBuilder.BankTransactionType, feeBuilder.FiatCurrency)
case exchange.InternationalBankWithdrawalFee:
fee = getWithdrawalFee(feeBuilder.BankTransactionType, feeBuilder.FiatCurrency, feeBuilder.Amount)
case exchange.OfflineTradeFee:
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
// calculateTradingFee returns fee when performing a trade
func calculateTradingFee(price, amount float64) float64 {
// bitflyer has fee tiers, but does not disclose them via API, so the largest has to be assumed
return 0.0012 * price * amount
}
func getDepositFee(bankTransactionType exchange.InternationalBankTransactionType, c currency.Code) (fee float64) {
if bankTransactionType == exchange.WireTransfer {
if c.Item == currency.JPY.Item {
fee = 324
}
}
return fee
}
func getWithdrawalFee(bankTransactionType exchange.InternationalBankTransactionType, c currency.Code, amount float64) (fee float64) {
if bankTransactionType == exchange.WireTransfer {
if c.Item == currency.JPY.Item {
if amount < 30000 {
fee = 540
} else {
fee = 756
}
}
}
return fee
}