Files
gocryptotrader/exchanges/bittrex/bittrex.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

562 lines
17 KiB
Go

package bittrex
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 (
bittrexAPIURL = "https://bittrex.com/api/v1.1"
bittrexAPIVersion = "v1.1"
bittrexMaxOpenOrders = 500
bittrexMaxOrderCountPerDay = 200000
// Returned messages from Bittrex API
bittrexAddressGenerating = "ADDRESS_GENERATING"
bittrexErrorMarketNotProvided = "MARKET_NOT_PROVIDED"
bittrexErrorInvalidMarket = "INVALID_MARKET"
bittrexErrorAPIKeyInvalid = "APIKEY_INVALID"
bittrexErrorInvalidPermission = "INVALID_PERMISSION"
// Public requests
bittrexAPIGetMarkets = "public/getmarkets"
bittrexAPIGetCurrencies = "public/getcurrencies"
bittrexAPIGetTicker = "public/getticker"
bittrexAPIGetMarketSummaries = "public/getmarketsummaries"
bittrexAPIGetMarketSummary = "public/getmarketsummary"
bittrexAPIGetOrderbook = "public/getorderbook"
bittrexAPIGetMarketHistory = "public/getmarkethistory"
// Market requests
bittrexAPIBuyLimit = "market/buylimit"
bittrexAPISellLimit = "market/selllimit"
bittrexAPICancel = "market/cancel"
bittrexAPIGetOpenOrders = "market/getopenorders"
// Account requests
bittrexAPIGetBalances = "account/getbalances"
bittrexAPIGetBalance = "account/getbalance"
bittrexAPIGetDepositAddress = "account/getdepositaddress"
bittrexAPIWithdraw = "account/withdraw"
bittrexAPIGetOrder = "account/getorder"
bittrexAPIGetOrderHistory = "account/getorderhistory"
bittrexAPIGetWithdrawalHistory = "account/getwithdrawalhistory"
bittrexAPIGetDepositHistory = "account/getdeposithistory"
bittrexAuthRate = 0
bittrexUnauthRate = 0
)
// Bittrex is the overaching type across the bittrex methods
type Bittrex struct {
exchange.Base
}
// SetDefaults method assignes the default values for Bittrex
func (b *Bittrex) SetDefaults() {
b.Name = "Bittrex"
b.Enabled = false
b.Verbose = false
b.RESTPollingDelay = 10
b.APIWithdrawPermissions = exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.NoFiatWithdrawals
b.RequestCurrencyPairFormat.Delimiter = "-"
b.RequestCurrencyPairFormat.Uppercase = true
b.ConfigCurrencyPairFormat.Delimiter = "-"
b.ConfigCurrencyPairFormat.Uppercase = true
b.AssetTypes = []string{ticker.Spot}
b.SupportsAutoPairUpdating = true
b.SupportsRESTTickerBatching = true
b.Requester = request.New(b.Name,
request.NewRateLimit(time.Second, bittrexAuthRate),
request.NewRateLimit(time.Second, bittrexUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
b.APIUrlDefault = bittrexAPIURL
b.APIUrl = b.APIUrlDefault
b.Websocket = wshandler.New()
}
// Setup method sets current configuration details if enabled
func (b *Bittrex) Setup(exch *config.ExchangeConfig) {
if !exch.Enabled {
b.SetEnabled(false)
} else {
b.Enabled = true
b.AuthenticatedAPISupport = exch.AuthenticatedAPISupport
b.SetAPIKeys(exch.APIKey, exch.APISecret, exch.ClientID, false)
b.SetHTTPClientTimeout(exch.HTTPTimeout)
b.SetHTTPClientUserAgent(exch.HTTPUserAgent)
b.RESTPollingDelay = exch.RESTPollingDelay
b.Verbose = exch.Verbose
b.HTTPDebugging = exch.HTTPDebugging
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)
}
}
}
// GetMarkets is used to get the open and available trading markets at Bittrex
// along with other meta data.
func (b *Bittrex) GetMarkets() (Market, error) {
var markets Market
path := fmt.Sprintf("%s/%s/", b.APIUrl, bittrexAPIGetMarkets)
if err := b.SendHTTPRequest(path, &markets); err != nil {
return markets, err
}
if !markets.Success {
return markets, errors.New(markets.Message)
}
return markets, nil
}
// GetCurrencies is used to get all supported currencies at Bittrex
func (b *Bittrex) GetCurrencies() (Currency, error) {
var currencies Currency
path := fmt.Sprintf("%s/%s/", b.APIUrl, bittrexAPIGetCurrencies)
if err := b.SendHTTPRequest(path, &currencies); err != nil {
return currencies, err
}
if !currencies.Success {
return currencies, errors.New(currencies.Message)
}
return currencies, nil
}
// GetTicker sends a public get request and returns current ticker information
// on the supplied currency. Example currency input param "btc-ltc".
func (b *Bittrex) GetTicker(currencyPair string) (Ticker, error) {
tick := Ticker{}
path := fmt.Sprintf("%s/%s?market=%s", b.APIUrl, bittrexAPIGetTicker,
common.StringToUpper(currencyPair),
)
if err := b.SendHTTPRequest(path, &tick); err != nil {
return tick, err
}
if !tick.Success {
return tick, errors.New(tick.Message)
}
return tick, nil
}
// GetMarketSummaries is used to get the last 24 hour summary of all active
// exchanges
func (b *Bittrex) GetMarketSummaries() (MarketSummary, error) {
var summaries MarketSummary
path := fmt.Sprintf("%s/%s/", b.APIUrl, bittrexAPIGetMarketSummaries)
if err := b.SendHTTPRequest(path, &summaries); err != nil {
return summaries, err
}
if !summaries.Success {
return summaries, errors.New(summaries.Message)
}
return summaries, nil
}
// GetMarketSummary is used to get the last 24 hour summary of all active
// exchanges by currency pair (btc-ltc).
func (b *Bittrex) GetMarketSummary(currencyPair string) (MarketSummary, error) {
var summary MarketSummary
path := fmt.Sprintf("%s/%s?market=%s", b.APIUrl,
bittrexAPIGetMarketSummary, common.StringToLower(currencyPair),
)
if err := b.SendHTTPRequest(path, &summary); err != nil {
return summary, err
}
if !summary.Success {
return summary, errors.New(summary.Message)
}
return summary, nil
}
// GetOrderbook method returns current order book information by currency, type
// & depth.
// "Currency Pair" ie btc-ltc
// "Category" either "buy", "sell" or "both"; for ease of use and reduced
// complexity this function is set to "both"
// "Depth" max depth is 50 but you can literally set it any integer you want and
// it returns full depth. So depth default is 50.
func (b *Bittrex) GetOrderbook(currencyPair string) (OrderBooks, error) {
var orderbooks OrderBooks
path := fmt.Sprintf("%s/%s?market=%s&type=both&depth=50", b.APIUrl,
bittrexAPIGetOrderbook, common.StringToUpper(currencyPair),
)
if err := b.SendHTTPRequest(path, &orderbooks); err != nil {
return orderbooks, err
}
if !orderbooks.Success {
return orderbooks, errors.New(orderbooks.Message)
}
return orderbooks, nil
}
// GetMarketHistory retrieves the latest trades that have occurred for a specific
// market
func (b *Bittrex) GetMarketHistory(currencyPair string) (MarketHistory, error) {
var marketHistoriae MarketHistory
path := fmt.Sprintf("%s/%s?market=%s", b.APIUrl,
bittrexAPIGetMarketHistory, common.StringToUpper(currencyPair),
)
if err := b.SendHTTPRequest(path, &marketHistoriae); err != nil {
return marketHistoriae, err
}
if !marketHistoriae.Success {
return marketHistoriae, errors.New(marketHistoriae.Message)
}
return marketHistoriae, nil
}
// PlaceBuyLimit is used to place a buy order in a specific market. Use buylimit
// to place limit orders. Make sure you have the proper permissions set on your
// API keys for this call to work.
// "Currency" ie "btc-ltc"
// "Quantity" is the amount to purchase
// "Rate" is the rate at which to purchase
func (b *Bittrex) PlaceBuyLimit(currencyPair string, quantity, rate float64) (UUID, error) {
var id UUID
values := url.Values{}
values.Set("market", currencyPair)
values.Set("quantity", strconv.FormatFloat(quantity, 'E', -1, 64))
values.Set("rate", strconv.FormatFloat(rate, 'E', -1, 64))
path := fmt.Sprintf("%s/%s", b.APIUrl, bittrexAPIBuyLimit)
if err := b.SendAuthenticatedHTTPRequest(path, values, &id); err != nil {
return id, err
}
if !id.Success {
return id, errors.New(id.Message)
}
return id, nil
}
// PlaceSellLimit is used to place a sell order in a specific market. Use
// selllimit to place limit orders. Make sure you have the proper permissions
// set on your API keys for this call to work.
// "Currency" ie "btc-ltc"
// "Quantity" is the amount to purchase
// "Rate" is the rate at which to purchase
func (b *Bittrex) PlaceSellLimit(currencyPair string, quantity, rate float64) (UUID, error) {
var id UUID
values := url.Values{}
values.Set("market", currencyPair)
values.Set("quantity", strconv.FormatFloat(quantity, 'E', -1, 64))
values.Set("rate", strconv.FormatFloat(rate, 'E', -1, 64))
path := fmt.Sprintf("%s/%s", b.APIUrl, bittrexAPISellLimit)
if err := b.SendAuthenticatedHTTPRequest(path, values, &id); err != nil {
return id, err
}
if !id.Success {
return id, errors.New(id.Message)
}
return id, nil
}
// GetOpenOrders returns all orders that you currently have opened.
// A specific market can be requested for example "btc-ltc"
func (b *Bittrex) GetOpenOrders(currencyPair string) (Order, error) {
var orders Order
values := url.Values{}
if !(currencyPair == "" || currencyPair == " ") {
values.Set("market", currencyPair)
}
path := fmt.Sprintf("%s/%s", b.APIUrl, bittrexAPIGetOpenOrders)
if err := b.SendAuthenticatedHTTPRequest(path, values, &orders); err != nil {
return orders, err
}
if !orders.Success {
return orders, errors.New(orders.Message)
}
return orders, nil
}
// CancelExistingOrder is used to cancel a buy or sell order.
func (b *Bittrex) CancelExistingOrder(uuid string) (Balances, error) {
var balances Balances
values := url.Values{}
values.Set("uuid", uuid)
path := fmt.Sprintf("%s/%s", b.APIUrl, bittrexAPICancel)
if err := b.SendAuthenticatedHTTPRequest(path, values, &balances); err != nil {
return balances, err
}
if !balances.Success {
return balances, errors.New(balances.Message)
}
return balances, nil
}
// GetAccountBalances is used to retrieve all balances from your account
func (b *Bittrex) GetAccountBalances() (Balances, error) {
var balances Balances
path := fmt.Sprintf("%s/%s", b.APIUrl, bittrexAPIGetBalances)
if err := b.SendAuthenticatedHTTPRequest(path, url.Values{}, &balances); err != nil {
return balances, err
}
if !balances.Success {
return balances, errors.New(balances.Message)
}
return balances, nil
}
// GetAccountBalanceByCurrency is used to retrieve the balance from your account
// for a specific currency. ie. "btc" or "ltc"
func (b *Bittrex) GetAccountBalanceByCurrency(currency string) (Balance, error) {
var balance Balance
values := url.Values{}
values.Set("currency", currency)
path := fmt.Sprintf("%s/%s", b.APIUrl, bittrexAPIGetBalance)
if err := b.SendAuthenticatedHTTPRequest(path, values, &balance); err != nil {
return balance, err
}
if !balance.Success {
return balance, errors.New(balance.Message)
}
return balance, nil
}
// GetCryptoDepositAddress is used to retrieve or generate an address for a specific
// currency. If one does not exist, the call will fail and return
// ADDRESS_GENERATING until one is available.
func (b *Bittrex) GetCryptoDepositAddress(currency string) (DepositAddress, error) {
var address DepositAddress
values := url.Values{}
values.Set("currency", currency)
path := fmt.Sprintf("%s/%s", b.APIUrl, bittrexAPIGetDepositAddress)
if err := b.SendAuthenticatedHTTPRequest(path, values, &address); err != nil {
return address, err
}
if !address.Success {
return address, errors.New(address.Message)
}
return address, nil
}
// Withdraw is used to withdraw funds from your account.
// note: Please account for transaction fee.
func (b *Bittrex) Withdraw(currency, paymentID, address string, quantity float64) (UUID, error) {
var id UUID
values := url.Values{}
values.Set("currency", currency)
values.Set("quantity", fmt.Sprintf("%v", quantity))
values.Set("address", address)
if len(paymentID) > 0 {
values.Set("paymentid", paymentID)
}
path := fmt.Sprintf("%s/%s", b.APIUrl, bittrexAPIWithdraw)
if err := b.SendAuthenticatedHTTPRequest(path, values, &id); err != nil {
return id, err
}
if !id.Success {
return id, errors.New(id.Message)
}
return id, nil
}
// GetOrder is used to retrieve a single order by UUID.
func (b *Bittrex) GetOrder(uuid string) (Order, error) {
var order Order
values := url.Values{}
values.Set("uuid", uuid)
path := fmt.Sprintf("%s/%s", b.APIUrl, bittrexAPIGetOrder)
if err := b.SendAuthenticatedHTTPRequest(path, values, &order); err != nil {
return order, err
}
if !order.Success {
return order, errors.New(order.Message)
}
return order, nil
}
// GetOrderHistoryForCurrency is used to retrieve your order history. If currencyPair
// omitted it will return the entire order History.
func (b *Bittrex) GetOrderHistoryForCurrency(currencyPair string) (Order, error) {
var orders Order
values := url.Values{}
if !(currencyPair == "" || currencyPair == " ") {
values.Set("market", currencyPair)
}
path := fmt.Sprintf("%s/%s", b.APIUrl, bittrexAPIGetOrderHistory)
if err := b.SendAuthenticatedHTTPRequest(path, values, &orders); err != nil {
return orders, err
}
if !orders.Success {
return orders, errors.New(orders.Message)
}
return orders, nil
}
// GetWithdrawalHistory is used to retrieve your withdrawal history. If currency
// omitted it will return the entire history
func (b *Bittrex) GetWithdrawalHistory(currency string) (WithdrawalHistory, error) {
var history WithdrawalHistory
values := url.Values{}
if !(currency == "" || currency == " ") {
values.Set("currency", currency)
}
path := fmt.Sprintf("%s/%s", b.APIUrl, bittrexAPIGetWithdrawalHistory)
if err := b.SendAuthenticatedHTTPRequest(path, values, &history); err != nil {
return history, err
}
if !history.Success {
return history, errors.New(history.Message)
}
return history, nil
}
// GetDepositHistory is used to retrieve your deposit history. If currency is
// is omitted it will return the entire deposit history
func (b *Bittrex) GetDepositHistory(currency string) (WithdrawalHistory, error) {
var history WithdrawalHistory
values := url.Values{}
if !(currency == "" || currency == " ") {
values.Set("currency", currency)
}
path := fmt.Sprintf("%s/%s", b.APIUrl, bittrexAPIGetDepositHistory)
if err := b.SendAuthenticatedHTTPRequest(path, values, &history); err != nil {
return history, err
}
if !history.Success {
return history, errors.New(history.Message)
}
return history, nil
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (b *Bittrex) SendHTTPRequest(path string, result interface{}) error {
return b.SendPayload(http.MethodGet, path, nil, nil, result, false, false, b.Verbose, b.HTTPDebugging)
}
// SendAuthenticatedHTTPRequest sends an authenticated http request to a desired
// path
func (b *Bittrex) SendAuthenticatedHTTPRequest(path string, values url.Values, result interface{}) (err error) {
if !b.AuthenticatedAPISupport {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet, b.Name)
}
n := b.Requester.GetNonce(true).String()
values.Set("apikey", b.APIKey)
values.Set("nonce", n)
rawQuery := path + "?" + values.Encode()
hmac := common.GetHMAC(
common.HashSHA512, []byte(rawQuery), []byte(b.APISecret),
)
headers := make(map[string]string)
headers["apisign"] = common.HexEncodeToString(hmac)
return b.SendPayload(http.MethodGet, rawQuery, headers, nil, result, true, true, b.Verbose, b.HTTPDebugging)
}
// GetFee returns an estimate of fee based on type of transaction
func (b *Bittrex) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
var err error
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
case exchange.CryptocurrencyWithdrawalFee:
fee, err = b.GetWithdrawalFee(feeBuilder.Pair.Base)
case exchange.OfflineTradeFee:
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
}
return fee, err
}
// GetWithdrawalFee returns the fee for withdrawing from the exchange
func (b *Bittrex) GetWithdrawalFee(c currency.Code) (float64, error) {
var fee float64
currencies, err := b.GetCurrencies()
if err != nil {
return 0, err
}
for _, result := range currencies.Result {
if result.Currency == c.String() {
fee = result.TxFee
}
}
return fee, nil
}
// calculateTradingFee returns the fee for trading any currency on Bittrex
func calculateTradingFee(price, amount float64) float64 {
return 0.0025 * price * amount
}