mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +00:00
* 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
268 lines
8.7 KiB
Go
268 lines
8.7 KiB
Go
package bitflyer
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import (
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"errors"
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"sync"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
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log "github.com/thrasher-corp/gocryptotrader/logger"
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)
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// Start starts the Bitflyer go routine
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func (b *Bitflyer) Start(wg *sync.WaitGroup) {
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wg.Add(1)
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go func() {
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b.Run()
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wg.Done()
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}()
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}
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// Run implements the Bitflyer wrapper
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func (b *Bitflyer) Run() {
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if b.Verbose {
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log.Debugf("%s Websocket: %s.", b.GetName(), common.IsEnabled(b.Websocket.IsEnabled()))
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log.Debugf("%s polling delay: %ds.\n", b.GetName(), b.RESTPollingDelay)
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log.Debugf("%s %d currencies enabled: %s.\n", b.GetName(), len(b.EnabledPairs), b.EnabledPairs)
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}
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/*
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marketInfo, err := b.GetMarkets()
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if err != nil {
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log.Printf("%s Failed to get available symbols.\n", b.GetName())
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} else {
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var exchangeProducts []string
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for _, info := range marketInfo {
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exchangeProducts = append(exchangeProducts, info.ProductCode)
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}
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err = b.UpdateAvailableCurrencies(exchangeProducts, false)
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if err != nil {
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log.Printf("%s Failed to get config.\n", b.GetName())
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}
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}
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*/
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (b *Bitflyer) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
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var tickerPrice ticker.Price
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p = b.CheckFXString(p)
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tickerNew, err := b.GetTicker(p.String())
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if err != nil {
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return tickerPrice, err
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}
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tickerPrice.Pair = p
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tickerPrice.Ask = tickerNew.BestAsk
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tickerPrice.Bid = tickerNew.BestBid
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// tickerPrice.Low
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tickerPrice.Last = tickerNew.Last
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tickerPrice.Volume = tickerNew.Volume
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// tickerPrice.High
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err = ticker.ProcessTicker(b.GetName(), &tickerPrice, assetType)
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if err != nil {
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return tickerPrice, err
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}
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return ticker.GetTicker(b.Name, p, assetType)
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}
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// GetTickerPrice returns the ticker for a currency pair
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func (b *Bitflyer) GetTickerPrice(p currency.Pair, assetType string) (ticker.Price, error) {
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tick, err := ticker.GetTicker(b.GetName(), p, ticker.Spot)
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if err != nil {
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return b.UpdateTicker(p, assetType)
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}
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return tick, nil
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}
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// CheckFXString upgrades currency pair if needed
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func (b *Bitflyer) CheckFXString(p currency.Pair) currency.Pair {
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if common.StringContains(p.Base.String(), "FX") {
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p.Base = currency.FX_BTC
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return p
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}
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return p
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}
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// GetOrderbookEx returns the orderbook for a currency pair
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func (b *Bitflyer) GetOrderbookEx(p currency.Pair, assetType string) (orderbook.Base, error) {
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ob, err := orderbook.Get(b.GetName(), p, assetType)
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if err != nil {
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return b.UpdateOrderbook(p, assetType)
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}
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return ob, nil
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}
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// UpdateOrderbook updates and returns the orderbook for a currency pair
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func (b *Bitflyer) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
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var orderBook orderbook.Base
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p = b.CheckFXString(p)
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orderbookNew, err := b.GetOrderBook(p.String())
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if err != nil {
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return orderBook, err
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}
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for x := range orderbookNew.Asks {
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orderBook.Asks = append(orderBook.Asks, orderbook.Item{Price: orderbookNew.Asks[x].Price, Amount: orderbookNew.Asks[x].Size})
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}
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for x := range orderbookNew.Bids {
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orderBook.Bids = append(orderBook.Bids, orderbook.Item{Price: orderbookNew.Bids[x].Price, Amount: orderbookNew.Bids[x].Size})
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}
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orderBook.Pair = p
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orderBook.ExchangeName = b.GetName()
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orderBook.AssetType = assetType
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err = orderBook.Process()
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if err != nil {
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return orderBook, err
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}
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return orderbook.Get(b.Name, p, assetType)
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}
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// GetAccountInfo retrieves balances for all enabled currencies on the
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// Bitflyer exchange
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func (b *Bitflyer) GetAccountInfo() (exchange.AccountInfo, error) {
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var response exchange.AccountInfo
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response.Exchange = b.GetName()
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// accountBalance, err := b.GetAccountBalance()
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// if err != nil {
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// return response, err
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// }
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if !b.Enabled {
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return response, errors.New("exchange not enabled")
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}
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// implement once authenticated requests are introduced
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return response, nil
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}
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// GetFundingHistory returns funding history, deposits and
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// withdrawals
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func (b *Bitflyer) GetFundingHistory() ([]exchange.FundHistory, error) {
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var fundHistory []exchange.FundHistory
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return fundHistory, common.ErrFunctionNotSupported
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}
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// GetExchangeHistory returns historic trade data since exchange opening.
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func (b *Bitflyer) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
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var resp []exchange.TradeHistory
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return resp, common.ErrNotYetImplemented
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}
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// SubmitOrder submits a new order
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func (b *Bitflyer) SubmitOrder(p currency.Pair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, clientID string) (exchange.SubmitOrderResponse, error) {
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var submitOrderResponse exchange.SubmitOrderResponse
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return submitOrderResponse, common.ErrNotYetImplemented
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}
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// ModifyOrder will allow of changing orderbook placement and limit to
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// market conversion
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func (b *Bitflyer) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
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return "", common.ErrFunctionNotSupported
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}
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// CancelOrder cancels an order by its corresponding ID number
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func (b *Bitflyer) CancelOrder(order *exchange.OrderCancellation) error {
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return common.ErrNotYetImplemented
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}
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// CancelAllOrders cancels all orders associated with a currency pair
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func (b *Bitflyer) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
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// TODO, implement BitFlyer API
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b.CancelAllExistingOrders()
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return exchange.CancelAllOrdersResponse{}, common.ErrNotYetImplemented
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}
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// GetOrderInfo returns information on a current open order
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func (b *Bitflyer) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
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var orderDetail exchange.OrderDetail
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return orderDetail, common.ErrNotYetImplemented
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}
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// GetDepositAddress returns a deposit address for a specified currency
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func (b *Bitflyer) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
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return "", common.ErrNotYetImplemented
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}
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// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
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// submitted
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func (b *Bitflyer) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
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return "", common.ErrNotYetImplemented
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}
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// WithdrawFiatFunds returns a withdrawal ID when a
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// withdrawal is submitted
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func (b *Bitflyer) WithdrawFiatFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
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return "", common.ErrNotYetImplemented
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}
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// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
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// withdrawal is submitted
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func (b *Bitflyer) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.WithdrawRequest) (string, error) {
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return "", common.ErrNotYetImplemented
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}
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// GetWebsocket returns a pointer to the exchange websocket
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func (b *Bitflyer) GetWebsocket() (*wshandler.Websocket, error) {
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return nil, common.ErrNotYetImplemented
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}
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// GetActiveOrders retrieves any orders that are active/open
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func (b *Bitflyer) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
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return nil, common.ErrNotYetImplemented
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}
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// GetOrderHistory retrieves account order information
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// Can Limit response to specific order status
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func (b *Bitflyer) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
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return nil, common.ErrNotYetImplemented
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}
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// GetFeeByType returns an estimate of fee based on the type of transaction
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func (b *Bitflyer) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
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if (b.APIKey == "" || b.APISecret == "") && // Todo check connection status
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feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
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feeBuilder.FeeType = exchange.OfflineTradeFee
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}
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return b.GetFee(feeBuilder)
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}
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// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
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// which lets websocket.manageSubscriptions handle subscribing
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func (b *Bitflyer) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
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return common.ErrFunctionNotSupported
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}
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// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
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// which lets websocket.manageSubscriptions handle unsubscribing
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func (b *Bitflyer) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
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return common.ErrFunctionNotSupported
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}
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// GetSubscriptions returns a copied list of subscriptions
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func (b *Bitflyer) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
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return nil, common.ErrFunctionNotSupported
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}
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// AuthenticateWebsocket sends an authentication message to the websocket
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func (b *Bitflyer) AuthenticateWebsocket() error {
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return common.ErrFunctionNotSupported
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}
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