mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-14 07:26:47 +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
383 lines
12 KiB
Go
383 lines
12 KiB
Go
package gemini
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import (
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"errors"
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"fmt"
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"net/url"
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"strconv"
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"strings"
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"sync"
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"time"
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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 Gemini go routine
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func (g *Gemini) Start(wg *sync.WaitGroup) {
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wg.Add(1)
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go func() {
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g.Run()
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wg.Done()
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}()
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}
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// Run implements the Gemini wrapper
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func (g *Gemini) Run() {
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if g.Verbose {
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log.Debugf("%s polling delay: %ds.\n", g.GetName(), g.RESTPollingDelay)
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log.Debugf("%s %d currencies enabled: %s.\n", g.GetName(), len(g.EnabledPairs), g.EnabledPairs)
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}
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exchangeProducts, err := g.GetSymbols()
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if err != nil {
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log.Errorf("%s Failed to get available symbols.\n", g.GetName())
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} else {
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var newExchangeProducts currency.Pairs
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for _, p := range exchangeProducts {
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newExchangeProducts = append(newExchangeProducts,
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currency.NewPairFromString(p))
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}
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err = g.UpdateCurrencies(newExchangeProducts, false, false)
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if err != nil {
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log.Errorf("%s Failed to update available currencies.\n", g.GetName())
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}
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}
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}
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// GetAccountInfo Retrieves balances for all enabled currencies for the
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// Gemini exchange
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func (g *Gemini) GetAccountInfo() (exchange.AccountInfo, error) {
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var response exchange.AccountInfo
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response.Exchange = g.GetName()
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accountBalance, err := g.GetBalances()
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if err != nil {
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return response, err
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}
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var currencies []exchange.AccountCurrencyInfo
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for i := 0; i < len(accountBalance); i++ {
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var exchangeCurrency exchange.AccountCurrencyInfo
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exchangeCurrency.CurrencyName = currency.NewCode(accountBalance[i].Currency)
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exchangeCurrency.TotalValue = accountBalance[i].Amount
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exchangeCurrency.Hold = accountBalance[i].Available
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currencies = append(currencies, exchangeCurrency)
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}
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response.Accounts = append(response.Accounts, exchange.Account{
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Currencies: currencies,
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})
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return response, nil
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (g *Gemini) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
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var tickerPrice ticker.Price
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tick, err := g.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 = tick.Ask
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tickerPrice.Bid = tick.Bid
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tickerPrice.Last = tick.Last
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tickerPrice.Volume = tick.Volume.USD
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err = ticker.ProcessTicker(g.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(g.Name, p, assetType)
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}
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// GetTickerPrice returns the ticker for a currency pair
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func (g *Gemini) GetTickerPrice(p currency.Pair, assetType string) (ticker.Price, error) {
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tickerNew, err := ticker.GetTicker(g.GetName(), p, assetType)
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if err != nil {
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return g.UpdateTicker(p, assetType)
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}
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return tickerNew, nil
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}
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// GetOrderbookEx returns orderbook base on the currency pair
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func (g *Gemini) GetOrderbookEx(p currency.Pair, assetType string) (orderbook.Base, error) {
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ob, err := orderbook.Get(g.GetName(), p, assetType)
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if err != nil {
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return g.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 (g *Gemini) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
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var orderBook orderbook.Base
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orderbookNew, err := g.GetOrderbook(p.String(), url.Values{})
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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.Bids {
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orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: orderbookNew.Bids[x].Amount, Price: orderbookNew.Bids[x].Price})
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}
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for x := range orderbookNew.Asks {
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orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: orderbookNew.Asks[x].Amount, Price: orderbookNew.Asks[x].Price})
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}
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orderBook.Pair = p
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orderBook.ExchangeName = g.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(g.Name, p, assetType)
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}
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// GetFundingHistory returns funding history, deposits and
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// withdrawals
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func (g *Gemini) 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 (g *Gemini) 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 (g *Gemini) SubmitOrder(p currency.Pair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, _ string) (exchange.SubmitOrderResponse, error) {
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var submitOrderResponse exchange.SubmitOrderResponse
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response, err := g.NewOrder(p.String(),
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amount,
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price,
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side.ToString(),
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orderType.ToString())
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if response > 0 {
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submitOrderResponse.OrderID = fmt.Sprintf("%v", response)
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}
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if err == nil {
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submitOrderResponse.IsOrderPlaced = true
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}
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return submitOrderResponse, err
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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 (g *Gemini) 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 (g *Gemini) CancelOrder(order *exchange.OrderCancellation) error {
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orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
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if err != nil {
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return err
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}
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_, err = g.CancelExistingOrder(orderIDInt)
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return err
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}
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// CancelAllOrders cancels all orders associated with a currency pair
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func (g *Gemini) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
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cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
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OrderStatus: make(map[string]string),
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}
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resp, err := g.CancelExistingOrders(false)
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if err != nil {
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return cancelAllOrdersResponse, err
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}
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for _, order := range resp.Details.CancelRejects {
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cancelAllOrdersResponse.OrderStatus[order] = "Could not cancel order"
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}
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return cancelAllOrdersResponse, nil
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}
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// GetOrderInfo returns information on a current open order
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func (g *Gemini) 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 (g *Gemini) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
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addr, err := g.GetCryptoDepositAddress("", cryptocurrency.String())
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if err != nil {
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return "", err
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}
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return addr.Address, nil
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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 (g *Gemini) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
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resp, err := g.WithdrawCrypto(withdrawRequest.Address, withdrawRequest.Currency.String(), withdrawRequest.Amount)
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if err != nil {
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return "", err
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}
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if resp.Result == "error" {
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return "", errors.New(resp.Message)
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}
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return resp.TXHash, err
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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 (g *Gemini) WithdrawFiatFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
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return "", common.ErrFunctionNotSupported
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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 (g *Gemini) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.WithdrawRequest) (string, error) {
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return "", common.ErrFunctionNotSupported
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}
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// GetWebsocket returns a pointer to the exchange websocket
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func (g *Gemini) GetWebsocket() (*wshandler.Websocket, error) {
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return g.Websocket, nil
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}
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// GetFeeByType returns an estimate of fee based on type of transaction
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func (g *Gemini) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
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if (g.APIKey == "" || g.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 g.GetFee(feeBuilder)
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}
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// GetActiveOrders retrieves any orders that are active/open
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func (g *Gemini) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
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resp, err := g.GetOrders()
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if err != nil {
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return nil, err
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}
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var orders []exchange.OrderDetail
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for i := range resp {
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symbol := currency.NewPairDelimiter(resp[i].Symbol,
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g.ConfigCurrencyPairFormat.Delimiter)
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var orderType exchange.OrderType
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if resp[i].Type == "exchange limit" {
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orderType = exchange.LimitOrderType
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} else if resp[i].Type == "market buy" || resp[i].Type == "market sell" {
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orderType = exchange.MarketOrderType
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}
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side := exchange.OrderSide(strings.ToUpper(resp[i].Type))
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orderDate := time.Unix(resp[i].Timestamp, 0)
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orders = append(orders, exchange.OrderDetail{
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Amount: resp[i].OriginalAmount,
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RemainingAmount: resp[i].RemainingAmount,
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ID: fmt.Sprintf("%v", resp[i].OrderID),
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ExecutedAmount: resp[i].ExecutedAmount,
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Exchange: g.Name,
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OrderType: orderType,
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OrderSide: side,
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Price: resp[i].Price,
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CurrencyPair: symbol,
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OrderDate: orderDate,
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})
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}
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exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
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getOrdersRequest.EndTicks)
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exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
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exchange.FilterOrdersByType(&orders, getOrdersRequest.OrderType)
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exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
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return orders, nil
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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 (g *Gemini) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
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if len(getOrdersRequest.Currencies) == 0 {
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return nil, errors.New("currency must be supplied")
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}
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var trades []TradeHistory
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for _, currency := range getOrdersRequest.Currencies {
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resp, err := g.GetTradeHistory(exchange.FormatExchangeCurrency(g.Name, currency).String(),
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getOrdersRequest.StartTicks.Unix())
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if err != nil {
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return nil, err
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}
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for i := range resp {
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resp[i].BaseCurrency = currency.Base.String()
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resp[i].QuoteCurrency = currency.Quote.String()
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trades = append(trades, resp[i])
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}
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}
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var orders []exchange.OrderDetail
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for i := range trades {
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side := exchange.OrderSide(strings.ToUpper(trades[i].Type))
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orderDate := time.Unix(trades[i].Timestamp, 0)
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orders = append(orders, exchange.OrderDetail{
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Amount: trades[i].Amount,
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ID: fmt.Sprintf("%v", trades[i].OrderID),
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Exchange: g.Name,
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OrderDate: orderDate,
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OrderSide: side,
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Fee: trades[i].FeeAmount,
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Price: trades[i].Price,
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CurrencyPair: currency.NewPairWithDelimiter(trades[i].BaseCurrency,
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trades[i].QuoteCurrency,
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g.ConfigCurrencyPairFormat.Delimiter),
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})
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}
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exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
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getOrdersRequest.EndTicks)
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exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
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return orders, nil
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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 (g *Gemini) 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 (g *Gemini) 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 (g *Gemini) 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 (g *Gemini) AuthenticateWebsocket() error {
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return common.ErrFunctionNotSupported
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}
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