Files
gocryptotrader/exchanges/coinut/coinut_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

531 lines
16 KiB
Go

package coinut
import (
"errors"
"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 COINUT go routine
func (c *COINUT) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
c.Run()
wg.Done()
}()
}
// Run implements the COINUT wrapper
func (c *COINUT) Run() {
if c.Verbose {
log.Debugf("%s Websocket: %s. (url: %s).\n", c.GetName(), common.IsEnabled(c.Websocket.IsEnabled()), coinutWebsocketURL)
log.Debugf("%s polling delay: %ds.\n", c.GetName(), c.RESTPollingDelay)
log.Debugf("%s %d currencies enabled: %s.\n", c.GetName(), len(c.EnabledPairs), c.EnabledPairs)
}
exchangeProducts, err := c.GetInstruments()
if err != nil {
log.Debugf("%s Failed to get available products.\n", c.GetName())
return
}
var currencies []string
c.InstrumentMap = make(map[string]int)
for x, y := range exchangeProducts.Instruments {
c.InstrumentMap[x] = y[0].InstID
currencies = append(currencies, x)
}
var newCurrencies currency.Pairs
for _, p := range currencies {
newCurrencies = append(newCurrencies,
currency.NewPairFromString(p))
}
err = c.UpdateCurrencies(newCurrencies, false, false)
if err != nil {
log.Errorf("%s Failed to update available currencies.\n", c.GetName())
}
}
// GetAccountInfo retrieves balances for all enabled currencies for the
// COINUT exchange
func (c *COINUT) GetAccountInfo() (exchange.AccountInfo, error) {
var info exchange.AccountInfo
bal, err := c.GetUserBalance()
if err != nil {
return info, err
}
var balances = []exchange.AccountCurrencyInfo{
{
CurrencyName: currency.BCH,
TotalValue: bal.BCH,
},
{
CurrencyName: currency.BTC,
TotalValue: bal.BTC,
},
{
CurrencyName: currency.BTG,
TotalValue: bal.BTG,
},
{
CurrencyName: currency.CAD,
TotalValue: bal.CAD,
},
{
CurrencyName: currency.ETC,
TotalValue: bal.ETC,
},
{
CurrencyName: currency.ETH,
TotalValue: bal.ETH,
},
{
CurrencyName: currency.LCH,
TotalValue: bal.LCH,
},
{
CurrencyName: currency.LTC,
TotalValue: bal.LTC,
},
{
CurrencyName: currency.MYR,
TotalValue: bal.MYR,
},
{
CurrencyName: currency.SGD,
TotalValue: bal.SGD,
},
{
CurrencyName: currency.USD,
TotalValue: bal.USD,
},
{
CurrencyName: currency.USDT,
TotalValue: bal.USDT,
},
{
CurrencyName: currency.XMR,
TotalValue: bal.XMR,
},
{
CurrencyName: currency.ZEC,
TotalValue: bal.ZEC,
},
}
info.Exchange = c.GetName()
info.Accounts = append(info.Accounts, exchange.Account{
Currencies: balances,
})
return info, nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (c *COINUT) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
var tickerPrice ticker.Price
tick, err := c.GetInstrumentTicker(c.InstrumentMap[p.String()])
if err != nil {
return ticker.Price{}, err
}
tickerPrice.Pair = p
tickerPrice.Volume = tick.Volume
tickerPrice.Last = tick.Last
tickerPrice.High = tick.HighestBuy
tickerPrice.Low = tick.LowestSell
err = ticker.ProcessTicker(c.GetName(), &tickerPrice, assetType)
if err != nil {
return tickerPrice, err
}
return ticker.GetTicker(c.Name, p, assetType)
}
// GetTickerPrice returns the ticker for a currency pair
func (c *COINUT) GetTickerPrice(p currency.Pair, assetType string) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker(c.GetName(), p, assetType)
if err != nil {
return c.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// GetOrderbookEx returns orderbook base on the currency pair
func (c *COINUT) GetOrderbookEx(p currency.Pair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.Get(c.GetName(), p, assetType)
if err != nil {
return c.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (c *COINUT) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := c.GetInstrumentOrderbook(c.InstrumentMap[p.String()], 200)
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Buy {
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: orderbookNew.Buy[x].Quantity, Price: orderbookNew.Buy[x].Price})
}
for x := range orderbookNew.Sell {
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: orderbookNew.Sell[x].Quantity, Price: orderbookNew.Sell[x].Price})
}
orderBook.Pair = p
orderBook.ExchangeName = c.GetName()
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(c.Name, p, assetType)
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (c *COINUT) GetFundingHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (c *COINUT) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
var resp []exchange.TradeHistory
return resp, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (c *COINUT) SubmitOrder(p currency.Pair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, clientID string) (exchange.SubmitOrderResponse, error) {
var submitOrderResponse exchange.SubmitOrderResponse
var err error
var APIresponse interface{}
isBuyOrder := side == exchange.BuyOrderSide
clientIDInt, err := strconv.ParseUint(clientID, 0, 32)
clientIDUint := uint32(clientIDInt)
if err != nil {
return submitOrderResponse, err
}
// Need to get the ID of the currency sent
instruments, err := c.GetInstruments()
if err != nil {
return submitOrderResponse, err
}
currencyArray := instruments.Instruments[p.String()]
currencyID := currencyArray[0].InstID
switch orderType {
case exchange.LimitOrderType:
APIresponse, err = c.NewOrder(currencyID, amount, price, isBuyOrder, clientIDUint)
case exchange.MarketOrderType:
APIresponse, err = c.NewOrder(currencyID, amount, 0, isBuyOrder, clientIDUint)
default:
return submitOrderResponse, errors.New("unsupported order type")
}
switch apiResp := APIresponse.(type) {
case OrdersBase:
orderResult := apiResp
submitOrderResponse.OrderID = fmt.Sprintf("%v", orderResult.OrderID)
case OrderFilledResponse:
orderResult := apiResp
submitOrderResponse.OrderID = fmt.Sprintf("%v", orderResult.Order.OrderID)
case OrderRejectResponse:
orderResult := apiResp
submitOrderResponse.OrderID = fmt.Sprintf("%v", orderResult.OrderID)
err = fmt.Errorf("orderID: %v was rejected: %v", orderResult.OrderID, orderResult.Reasons)
}
if err == nil {
submitOrderResponse.IsOrderPlaced = true
}
return submitOrderResponse, err
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (c *COINUT) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (c *COINUT) CancelOrder(order *exchange.OrderCancellation) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
}
// Need to get the ID of the currency sent
instruments, err := c.GetInstruments()
if err != nil {
return err
}
currencyArray := instruments.Instruments[exchange.FormatExchangeCurrency(c.Name, order.CurrencyPair).String()]
currencyID := currencyArray[0].InstID
_, err = c.CancelExistingOrder(currencyID, int(orderIDInt))
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (c *COINUT) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
// TODO, this is a terrible implementation. Requires DB to improve
// Coinut provides no way of retrieving orders without a currency
// So we need to retrieve all currencies, then retrieve orders for each currency
// Then cancel. Advisable to never use this until DB due to performance
cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
OrderStatus: make(map[string]string),
}
instruments, err := c.GetInstruments()
if err != nil {
return cancelAllOrdersResponse, err
}
var allTheOrders []OrderResponse
for _, allInstrumentData := range instruments.Instruments {
for _, instrumentData := range allInstrumentData {
openOrders, err := c.GetOpenOrders(instrumentData.InstID)
if err != nil {
return cancelAllOrdersResponse, err
}
allTheOrders = append(allTheOrders, openOrders.Orders...)
}
}
var allTheOrdersToCancel []CancelOrders
for _, orderToCancel := range allTheOrders {
cancelOrder := CancelOrders{
InstrumentID: orderToCancel.InstrumentID,
OrderID: orderToCancel.OrderID,
}
allTheOrdersToCancel = append(allTheOrdersToCancel, cancelOrder)
}
if len(allTheOrdersToCancel) > 0 {
resp, err := c.CancelOrders(allTheOrdersToCancel)
if err != nil {
return cancelAllOrdersResponse, err
}
for _, order := range resp.Results {
if order.Status != "OK" {
cancelAllOrdersResponse.OrderStatus[strconv.FormatInt(order.OrderID, 10)] = order.Status
}
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (c *COINUT) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (c *COINUT) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (c *COINUT) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (c *COINUT) WithdrawFiatFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (c *COINUT) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (c *COINUT) GetWebsocket() (*wshandler.Websocket, error) {
return c.Websocket, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (c *COINUT) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if c.APIKey == "" && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return c.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (c *COINUT) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
instruments, err := c.GetInstruments()
if err != nil {
return nil, err
}
var allTheOrders []OrderResponse
for instrument, allInstrumentData := range instruments.Instruments {
for _, instrumentData := range allInstrumentData {
for _, currency := range getOrdersRequest.Currencies {
currStr := fmt.Sprintf("%v%v%v",
currency.Base.String(),
c.ConfigCurrencyPairFormat.Delimiter,
currency.Quote.String())
if strings.EqualFold(currStr, instrument) {
openOrders, err := c.GetOpenOrders(instrumentData.InstID)
if err != nil {
return nil, err
}
allTheOrders = append(allTheOrders, openOrders.Orders...)
continue
}
}
}
}
var orders []exchange.OrderDetail
for _, order := range allTheOrders {
for instrument, allInstrumentData := range instruments.Instruments {
for _, instrumentData := range allInstrumentData {
if instrumentData.InstID == int(order.InstrumentID) {
currPair := currency.NewPairDelimiter(instrument, "")
orderSide := exchange.OrderSide(strings.ToUpper(order.Side))
orderDate := time.Unix(order.Timestamp, 0)
orders = append(orders, exchange.OrderDetail{
ID: strconv.FormatInt(order.OrderID, 10),
Amount: order.Quantity,
Price: order.Price,
Exchange: c.Name,
OrderSide: orderSide,
OrderDate: orderDate,
CurrencyPair: currPair,
})
}
}
}
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (c *COINUT) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
instruments, err := c.GetInstruments()
if err != nil {
return nil, err
}
var allTheOrders []OrderFilledResponse
for instrument, allInstrumentData := range instruments.Instruments {
for _, instrumentData := range allInstrumentData {
for _, currency := range getOrdersRequest.Currencies {
currStr := fmt.Sprintf("%v%v%v",
currency.Base.String(),
c.ConfigCurrencyPairFormat.Delimiter,
currency.Quote.String())
if strings.EqualFold(currStr, instrument) {
orders, err := c.GetTradeHistory(instrumentData.InstID, -1, -1)
if err != nil {
return nil, err
}
allTheOrders = append(allTheOrders, orders.Trades...)
continue
}
}
}
}
var orders []exchange.OrderDetail
for i := range allTheOrders {
for instrument, allInstrumentData := range instruments.Instruments {
for j := range allInstrumentData {
if allInstrumentData[j].InstID == int(allTheOrders[i].Order.InstrumentID) {
currPair := currency.NewPairDelimiter(instrument, "")
orderSide := exchange.OrderSide(strings.ToUpper(allTheOrders[i].Order.Side))
orderDate := time.Unix(allTheOrders[i].Order.Timestamp, 0)
orders = append(orders, exchange.OrderDetail{
ID: strconv.FormatInt(allTheOrders[i].Order.OrderID, 10),
Amount: allTheOrders[i].Order.Quantity,
Price: allTheOrders[i].Order.Price,
Exchange: c.Name,
OrderSide: orderSide,
OrderDate: orderDate,
CurrencyPair: currPair,
})
}
}
}
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
return orders, nil
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (c *COINUT) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
c.Websocket.SubscribeToChannels(channels)
return nil
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (c *COINUT) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
c.Websocket.RemoveSubscribedChannels(channels)
return nil
}
// GetSubscriptions returns a copied list of subscriptions
func (c *COINUT) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return c.Websocket.GetSubscriptions(), nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (c *COINUT) AuthenticateWebsocket() error {
return c.wsAuthenticate()
}