mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-20 07:26:46 +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
438 lines
13 KiB
Go
438 lines
13 KiB
Go
package zb
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import (
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"errors"
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"fmt"
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"strconv"
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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 OKEX go routine
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func (z *ZB) Start(wg *sync.WaitGroup) {
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wg.Add(1)
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go func() {
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z.Run()
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wg.Done()
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}()
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}
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// Run implements the OKEX wrapper
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func (z *ZB) Run() {
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if z.Verbose {
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log.Debugf("%s Websocket: %s. (url: %s).\n", z.GetName(), common.IsEnabled(z.Websocket.IsEnabled()), z.WebsocketURL)
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log.Debugf("%s polling delay: %ds.\n", z.GetName(), z.RESTPollingDelay)
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log.Debugf("%s %d currencies enabled: %s.\n", z.GetName(), len(z.EnabledPairs), z.EnabledPairs)
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}
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markets, err := z.GetMarkets()
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if err != nil {
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log.Errorf("%s Unable to fetch symbols.\n", z.GetName())
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} else {
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var currencies []string
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for x := range markets {
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currencies = append(currencies, x)
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}
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var newCurrencies currency.Pairs
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for _, p := range currencies {
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newCurrencies = append(newCurrencies,
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currency.NewPairFromString(p))
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}
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err = z.UpdateCurrencies(newCurrencies, false, false)
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if err != nil {
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log.Errorf("%s Failed to update available currencies.\n", z.GetName())
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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 (z *ZB) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
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var tickerPrice ticker.Price
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result, err := z.GetTickers()
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if err != nil {
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return tickerPrice, err
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}
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for _, x := range z.GetEnabledCurrencies() {
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currencySplit := common.SplitStrings(exchange.FormatExchangeCurrency(z.Name, x).String(), "_")
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currency := currencySplit[0] + currencySplit[1]
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var tp ticker.Price
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tp.Pair = x
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tp.High = result[currency].High
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tp.Last = result[currency].Last
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tp.Ask = result[currency].Sell
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tp.Bid = result[currency].Buy
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tp.Last = result[currency].Last
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tp.Low = result[currency].Low
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tp.Volume = result[currency].Vol
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err = ticker.ProcessTicker(z.Name, &tp, assetType)
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if err != nil {
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return tickerPrice, err
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}
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}
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return ticker.GetTicker(z.Name, p, assetType)
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}
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// GetTickerPrice returns the ticker for a currency pair
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func (z *ZB) GetTickerPrice(p currency.Pair, assetType string) (ticker.Price, error) {
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tickerNew, err := ticker.GetTicker(z.GetName(), p, assetType)
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if err != nil {
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return z.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 (z *ZB) GetOrderbookEx(currency currency.Pair, assetType string) (orderbook.Base, error) {
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ob, err := orderbook.Get(z.GetName(), currency, assetType)
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if err != nil {
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return z.UpdateOrderbook(currency, 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 (z *ZB) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
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var orderBook orderbook.Base
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currency := exchange.FormatExchangeCurrency(z.Name, p).String()
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orderbookNew, err := z.GetOrderbook(currency)
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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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data := orderbookNew.Bids[x]
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orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: data[1], Price: data[0]})
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}
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for x := range orderbookNew.Asks {
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data := orderbookNew.Asks[x]
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orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: data[1], Price: data[0]})
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}
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orderBook.Pair = p
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orderBook.AssetType = assetType
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orderBook.ExchangeName = z.GetName()
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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(z.Name, p, assetType)
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}
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// GetAccountInfo retrieves balances for all enabled currencies for the
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// ZB exchange
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func (z *ZB) GetAccountInfo() (exchange.AccountInfo, error) {
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var info exchange.AccountInfo
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bal, err := z.GetAccountInformation()
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if err != nil {
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return info, err
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}
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var balances []exchange.AccountCurrencyInfo
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for _, data := range bal.Result.Coins {
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hold, err := strconv.ParseFloat(data.Freez, 64)
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if err != nil {
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return info, err
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}
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avail, err := strconv.ParseFloat(data.Available, 64)
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if err != nil {
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return info, err
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}
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balances = append(balances, exchange.AccountCurrencyInfo{
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CurrencyName: currency.NewCode(data.EnName),
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TotalValue: hold + avail,
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Hold: hold,
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})
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}
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info.Exchange = z.GetName()
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info.Accounts = append(info.Accounts, exchange.Account{
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Currencies: balances,
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})
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return info, 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 (z *ZB) 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 (z *ZB) 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 (z *ZB) SubmitOrder(p currency.Pair, side exchange.OrderSide, _ exchange.OrderType, amount, price float64, _ string) (exchange.SubmitOrderResponse, error) {
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var submitOrderResponse exchange.SubmitOrderResponse
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var oT SpotNewOrderRequestParamsType
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if side == exchange.BuyOrderSide {
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oT = SpotNewOrderRequestParamsTypeBuy
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} else {
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oT = SpotNewOrderRequestParamsTypeSell
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}
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var params = SpotNewOrderRequestParams{
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Amount: amount,
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Price: price,
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Symbol: common.StringToLower(p.String()),
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Type: oT,
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}
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response, err := z.SpotNewOrder(params)
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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 (z *ZB) 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 (z *ZB) 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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return z.CancelExistingOrder(orderIDInt, exchange.FormatExchangeCurrency(z.Name, order.CurrencyPair).String())
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}
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// CancelAllOrders cancels all orders associated with a currency pair
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func (z *ZB) 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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var allOpenOrders []Order
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for _, currency := range z.GetEnabledCurrencies() {
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// Limiting to 10 pages
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for i := 0; i < 10; i++ {
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openOrders, err := z.GetUnfinishedOrdersIgnoreTradeType(exchange.FormatExchangeCurrency(z.Name, currency).String(), 1, 10)
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if err != nil {
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return cancelAllOrdersResponse, err
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}
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if len(openOrders) == 0 {
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break
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}
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allOpenOrders = append(allOpenOrders, openOrders...)
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}
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}
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for _, openOrder := range allOpenOrders {
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err := z.CancelExistingOrder(openOrder.ID, openOrder.Currency)
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if err != nil {
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cancelAllOrdersResponse.OrderStatus[strconv.FormatInt(openOrder.ID, 10)] = err.Error()
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}
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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 (z *ZB) 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 (z *ZB) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
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address, err := z.GetCryptoAddress(cryptocurrency)
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if err != nil {
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return "", err
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}
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return address.Message.Data.Key, 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 (z *ZB) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
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return z.Withdraw(withdrawRequest.Currency.Lower().String(), withdrawRequest.Address, withdrawRequest.TradePassword, withdrawRequest.Amount, withdrawRequest.FeeAmount, false)
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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 (z *ZB) 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 (z *ZB) 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 (z *ZB) GetWebsocket() (*wshandler.Websocket, error) {
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return z.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 (z *ZB) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
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if (z.APIKey == "" || z.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 z.GetFee(feeBuilder)
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}
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// GetActiveOrders retrieves any orders that are active/open
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// This function is not concurrency safe due to orderSide/orderType maps
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func (z *ZB) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
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var allOrders []Order
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for _, currency := range getOrdersRequest.Currencies {
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var pageNumber int64
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// Limiting to 10 pages
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for i := 0; i < 10; i++ {
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resp, err := z.GetUnfinishedOrdersIgnoreTradeType(exchange.FormatExchangeCurrency(z.Name, currency).String(), pageNumber, 10)
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if err != nil {
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return nil, err
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}
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if len(resp) == 0 {
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break
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}
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allOrders = append(allOrders, resp...)
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pageNumber++
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}
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}
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var orders []exchange.OrderDetail
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for _, order := range allOrders {
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symbol := currency.NewPairDelimiter(order.Currency,
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z.ConfigCurrencyPairFormat.Delimiter)
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orderDate := time.Unix(int64(order.TradeDate), 0)
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orderSide := orderSideMap[order.Type]
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orders = append(orders, exchange.OrderDetail{
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ID: fmt.Sprintf("%v", order.ID),
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Amount: order.TotalAmount,
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Exchange: z.Name,
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OrderDate: orderDate,
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Price: order.Price,
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OrderSide: orderSide,
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CurrencyPair: symbol,
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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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// GetOrderHistory retrieves account order information
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// Can Limit response to specific order status
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// This function is not concurrency safe due to orderSide/orderType maps
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func (z *ZB) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
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if getOrdersRequest.OrderSide == exchange.AnyOrderSide || getOrdersRequest.OrderSide == "" {
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return nil, errors.New("specific order side is required")
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}
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var allOrders []Order
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var side int64
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if getOrdersRequest.OrderSide == exchange.BuyOrderSide {
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side = 1
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}
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for _, currency := range getOrdersRequest.Currencies {
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var pageNumber int64
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// Limiting to 10 pages
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for i := 0; i < 10; i++ {
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resp, err := z.GetOrders(exchange.FormatExchangeCurrency(z.Name, currency).String(), pageNumber, side)
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if err != nil {
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return nil, err
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}
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if len(resp) == 0 {
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break
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}
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allOrders = append(allOrders, resp...)
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pageNumber++
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}
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}
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var orders []exchange.OrderDetail
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for _, order := range allOrders {
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symbol := currency.NewPairDelimiter(order.Currency,
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z.ConfigCurrencyPairFormat.Delimiter)
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orderDate := time.Unix(int64(order.TradeDate), 0)
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orderSide := orderSideMap[order.Type]
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orders = append(orders, exchange.OrderDetail{
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ID: fmt.Sprintf("%v", order.ID),
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Amount: order.TotalAmount,
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Exchange: z.Name,
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OrderDate: orderDate,
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Price: order.Price,
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OrderSide: orderSide,
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CurrencyPair: symbol,
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})
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}
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exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks)
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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 (z *ZB) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
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z.Websocket.SubscribeToChannels(channels)
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return nil
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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 (z *ZB) 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 (z *ZB) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
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return z.Websocket.GetSubscriptions(), nil
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}
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// AuthenticateWebsocket sends an authentication message to the websocket
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func (z *ZB) AuthenticateWebsocket() error {
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return common.ErrFunctionNotSupported
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}
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