Files
gocryptotrader/exchanges/bittrex/bittrex_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

423 lines
13 KiB
Go

package bittrex
import (
"errors"
"fmt"
"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 Bittrex go routine
func (b *Bittrex) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the Bittrex wrapper
func (b *Bittrex) Run() {
if b.Verbose {
log.Debugf("%s polling delay: %ds.\n", b.GetName(), b.RESTPollingDelay)
log.Debugf("%s %d currencies enabled: %s.\n", b.GetName(), len(b.EnabledPairs), b.EnabledPairs)
}
exchangeProducts, err := b.GetMarkets()
if err != nil {
log.Errorf("%s Failed to get available symbols.\n", b.GetName())
} else {
forceUpgrade := false
if !common.StringDataContains(b.EnabledPairs.Strings(), "-") ||
!common.StringDataContains(b.AvailablePairs.Strings(), "-") {
forceUpgrade = true
}
var currencies []string
for x := range exchangeProducts.Result {
if !exchangeProducts.Result[x].IsActive ||
exchangeProducts.Result[x].MarketName == "" {
continue
}
currencies = append(currencies, exchangeProducts.Result[x].MarketName)
}
if forceUpgrade {
enabledPairs := currency.Pairs{currency.Pair{Base: currency.USDT,
Quote: currency.BTC, Delimiter: "-"}}
log.Warn("Available pairs for Bittrex reset due to config upgrade, please enable the ones you would like again")
err = b.UpdateCurrencies(enabledPairs, true, true)
if err != nil {
log.Errorf("%s Failed to get config.", b.GetName())
}
}
var newCurrencies currency.Pairs
for _, p := range currencies {
newCurrencies = append(newCurrencies,
currency.NewPairFromString(p))
}
err = b.UpdateCurrencies(newCurrencies, false, forceUpgrade)
if err != nil {
log.Errorf("%s Failed to get config.", b.GetName())
}
}
}
// GetAccountInfo Retrieves balances for all enabled currencies for the
// Bittrex exchange
func (b *Bittrex) GetAccountInfo() (exchange.AccountInfo, error) {
var response exchange.AccountInfo
response.Exchange = b.GetName()
accountBalance, err := b.GetAccountBalances()
if err != nil {
return response, err
}
var currencies []exchange.AccountCurrencyInfo
for i := 0; i < len(accountBalance.Result); i++ {
var exchangeCurrency exchange.AccountCurrencyInfo
exchangeCurrency.CurrencyName = currency.NewCode(accountBalance.Result[i].Currency)
exchangeCurrency.TotalValue = accountBalance.Result[i].Balance
exchangeCurrency.Hold = accountBalance.Result[i].Balance - accountBalance.Result[i].Available
currencies = append(currencies, exchangeCurrency)
}
response.Accounts = append(response.Accounts, exchange.Account{
Currencies: currencies,
})
return response, nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bittrex) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
var tickerPrice ticker.Price
tick, err := b.GetMarketSummaries()
if err != nil {
return tickerPrice, err
}
for _, x := range b.GetEnabledCurrencies() {
curr := exchange.FormatExchangeCurrency(b.Name, x)
for y := range tick.Result {
if tick.Result[y].MarketName != curr.String() {
continue
}
tickerPrice.Pair = x
tickerPrice.High = tick.Result[y].High
tickerPrice.Low = tick.Result[y].Low
tickerPrice.Ask = tick.Result[y].Ask
tickerPrice.Bid = tick.Result[y].Bid
tickerPrice.Last = tick.Result[y].Last
tickerPrice.Volume = tick.Result[y].Volume
ticker.ProcessTicker(b.GetName(), &tickerPrice, assetType)
}
}
return ticker.GetTicker(b.Name, p, assetType)
}
// GetTickerPrice returns the ticker for a currency pair
func (b *Bittrex) GetTickerPrice(p currency.Pair, assetType string) (ticker.Price, error) {
tick, err := ticker.GetTicker(b.GetName(), p, ticker.Spot)
if err != nil {
return b.UpdateTicker(p, assetType)
}
return tick, nil
}
// GetOrderbookEx returns the orderbook for a currency pair
func (b *Bittrex) GetOrderbookEx(p currency.Pair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.Get(b.GetName(), 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 *Bittrex) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := b.GetOrderbook(exchange.FormatExchangeCurrency(b.GetName(), p).String())
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Result.Buy {
orderBook.Bids = append(orderBook.Bids,
orderbook.Item{
Amount: orderbookNew.Result.Buy[x].Quantity,
Price: orderbookNew.Result.Buy[x].Rate,
},
)
}
for x := range orderbookNew.Result.Sell {
orderBook.Asks = append(orderBook.Asks,
orderbook.Item{
Amount: orderbookNew.Result.Sell[x].Quantity,
Price: orderbookNew.Result.Sell[x].Rate,
},
)
}
orderBook.Pair = p
orderBook.ExchangeName = b.GetName()
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(b.Name, p, assetType)
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *Bittrex) GetFundingHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (b *Bittrex) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
var resp []exchange.TradeHistory
return resp, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (b *Bittrex) SubmitOrder(p currency.Pair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, _ string) (exchange.SubmitOrderResponse, error) {
var submitOrderResponse exchange.SubmitOrderResponse
buy := side == exchange.BuyOrderSide
var response UUID
var err error
if orderType != exchange.LimitOrderType {
return submitOrderResponse, errors.New("not supported on exchange")
}
if buy {
response, err = b.PlaceBuyLimit(p.String(), amount, price)
} else {
response, err = b.PlaceSellLimit(p.String(), amount, price)
}
if response.Result.ID != "" {
submitOrderResponse.OrderID = response.Result.ID
}
if err == nil {
submitOrderResponse.IsOrderPlaced = true
}
return submitOrderResponse, err
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bittrex) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Bittrex) CancelOrder(order *exchange.OrderCancellation) error {
_, err := b.CancelExistingOrder(order.OrderID)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *Bittrex) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
OrderStatus: make(map[string]string),
}
openOrders, err := b.GetOpenOrders("")
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range openOrders.Result {
_, err := b.CancelExistingOrder(openOrders.Result[i].OrderUUID)
if err != nil {
cancelAllOrdersResponse.OrderStatus[openOrders.Result[i].OrderUUID] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (b *Bittrex) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *Bittrex) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
depositAddr, err := b.GetCryptoDepositAddress(cryptocurrency.String())
if err != nil {
return "", err
}
return depositAddr.Result.Address, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *Bittrex) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
uuid, err := b.Withdraw(withdrawRequest.Currency.String(), withdrawRequest.AddressTag, withdrawRequest.Address, withdrawRequest.Amount)
return fmt.Sprintf("%v", uuid), err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bittrex) WithdrawFiatFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bittrex) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (b *Bittrex) GetWebsocket() (*wshandler.Websocket, error) {
return nil, common.ErrNotYetImplemented
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *Bittrex) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if (b.APIKey == "" || b.APISecret == "") && // 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 *Bittrex) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
var currPair string
if len(getOrdersRequest.Currencies) == 1 {
currPair = getOrdersRequest.Currencies[0].String()
}
resp, err := b.GetOpenOrders(currPair)
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
for i := range resp.Result {
orderDate, err := time.Parse(time.RFC3339, resp.Result[i].Opened)
if err != nil {
log.Warnf("Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
b.Name, "GetActiveOrders", resp.Result[i].OrderUUID, resp.Result[i].Opened)
}
pair := currency.NewPairDelimiter(resp.Result[i].Exchange,
b.ConfigCurrencyPairFormat.Delimiter)
orderType := exchange.OrderType(strings.ToUpper(resp.Result[i].Type))
orders = append(orders, exchange.OrderDetail{
Amount: resp.Result[i].Quantity,
RemainingAmount: resp.Result[i].QuantityRemaining,
Price: resp.Result[i].Price,
OrderDate: orderDate,
ID: resp.Result[i].OrderUUID,
Exchange: b.Name,
OrderType: orderType,
CurrencyPair: pair,
})
}
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 (b *Bittrex) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
var currPair string
if len(getOrdersRequest.Currencies) == 1 {
currPair = getOrdersRequest.Currencies[0].String()
}
resp, err := b.GetOrderHistoryForCurrency(currPair)
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
for i := range resp.Result {
orderDate, err := time.Parse(time.RFC3339, resp.Result[i].TimeStamp)
if err != nil {
log.Warnf("Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
b.Name, "GetActiveOrders", resp.Result[i].OrderUUID, resp.Result[i].Opened)
}
pair := currency.NewPairDelimiter(resp.Result[i].Exchange,
b.ConfigCurrencyPairFormat.Delimiter)
orderType := exchange.OrderType(strings.ToUpper(resp.Result[i].Type))
orders = append(orders, exchange.OrderDetail{
Amount: resp.Result[i].Quantity,
RemainingAmount: resp.Result[i].QuantityRemaining,
Price: resp.Result[i].Price,
OrderDate: orderDate,
ID: resp.Result[i].OrderUUID,
Exchange: b.Name,
OrderType: orderType,
Fee: resp.Result[i].Commission,
CurrencyPair: pair,
})
}
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 (b *Bittrex) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (b *Bittrex) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// GetSubscriptions returns a copied list of subscriptions
func (b *Bittrex) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return nil, common.ErrFunctionNotSupported
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (b *Bittrex) AuthenticateWebsocket() error {
return common.ErrFunctionNotSupported
}