Files
gocryptotrader/exchanges/exmo/exmo_wrapper.go
Scott 11a68a9bb7 Utilising authenticated websocket functions in exchange wrappers (#384)
* Basic concept commit

* Initial changes to support bitfinex v2. Reverts linter changes as they suck. Exports bitfinex ws types

* Adds ticker, trade and orderbook support

* Candles sub that returns no data COMPLETE

* Adds authenticated ws support

* Adds the barebones endpoints to support

* Adds more endpoints

* Even more endpoints

* minicommit to switch and test

* All the interactive types

* Adds support for simultaneous connections. Updates tests. Nothing is working

* Successfully adds place order. Moves all authenticated endpoints to new switch case

* Cancel order and modify order

* Cancel all orders, cancel multi orders

* Finalises implementation. Uses testMain

* Adds WS wrapper support for some funcs

* Fixing rebasing issues

* Replaces use of currency as a variable. Updates a lot of coinut websocket auth endpoint stuff

* Fixes some fun for loops with GetEnabledPairs

* Fixes tests impacted by currency var change

* Adds coinut support for WS functions. Replaces `order` vars with `ord`. Fixes some for loops too. Removes verbose from bitfinex

* So many panics

* I'm fixing a hole, where the panics get in, and stops my mind from wandering, where it will go

* Moves func `CanUseAuthenticatedWebsocketEndpoint` to Websocket package as it fits better. Adds test coverage of `CanUseAuthenticatedWebsocketEndpoint`

* Finishes up all of coinuts ws implementations.

* GateIO implementation

* Adds some helper funcs for types, sides and status. Adds support for huobi. Removes unnecessary type

* Adds forgotten huobi endpoint

* Fixes cancel order endpoint

* go hates my formatting and so do I

* The process to get authenticated kraken websocket to work. Uses testmain. Adds new auth channel, auth subscriptions, auth data handling. Not working yet

* Finishes open orders handling

* Mini update for status only updates

* Fixes some kraken points

* Finishes WS kraken since it doesn't work

* Unfinished commit, cleaning up types

* Finishes the const replacing

* Fixes extra GetNAmes after rebase

* An end to the cleanup. testmain for gateio

* Adds ZB support

* Bitfinex cleanup. Renamed func

* Testmain-47s for everyone!!! yayaaaaaaa

* Adds kraken websocket wrapper support

* Fixes rebase issues

* Fixes tests from rebase

* Adds test for conversion. Fixes for loop. Updates test order pricing. Fixes some poor made tests. Adds proper error handling for ws responses instead of logging them. Fixed issue where commented code ruined kraken ws.

* Fixes secret linting issues. Prioritises bitfinex channelID responses over authorised

* Fixes sloppy error/var declarations

* Fixes crazy bad logic where submit order errors weren't really considered. Parralols alphapoint/alphapoint_test.go. Removes buffer for multi-websocket comms channel.

* Removal of inline string and removal of redundant nil checkerinos

* Fixes err checks. Checks whether float has decimal. Fixes append. Drops omitempties. Parallel to some tests. Moves var declarations

* Replaces my lazy sprintfs with strconv.FormatInt(time.Now().Unix(), 10)

* Adds shiny new FullyMatched bool. Fixes coinbene buy sell consts

* Fixes oopsie with coinbene const replacement

* Fixes currency issue

* Cleans up new places that use JSONDecode

* Fixes huge panic bug from string int conversion. Adds large testtable for strings to order types

* Fixes some more strconversion issues. Fixes table test var usage. Changes mapperino name

* Added some new scenarios for number splitting

* Fixes lint issues

* negative num fix

* Typo fix

* Accuracy warning comment
2019-12-04 14:16:23 +11:00

544 lines
15 KiB
Go

package exmo
import (
"errors"
"fmt"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
// GetDefaultConfig returns a default exchange config
func (e *EXMO) GetDefaultConfig() (*config.ExchangeConfig, error) {
e.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = e.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = e.BaseCurrencies
err := e.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if e.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = e.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for exmo
func (e *EXMO) SetDefaults() {
e.Name = "EXMO"
e.Enabled = true
e.Verbose = true
e.API.CredentialsValidator.RequiresKey = true
e.API.CredentialsValidator.RequiresSecret = true
e.CurrencyPairs = currency.PairsManager{
AssetTypes: asset.Items{
asset.Spot,
},
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Delimiter: "_",
Uppercase: true,
Separator: ",",
},
ConfigFormat: &currency.PairFormat{
Delimiter: "_",
Uppercase: true,
},
}
e.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: false,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
SubmitOrder: true,
DepositHistory: true,
WithdrawalHistory: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CryptoDepositFee: true,
CryptoWithdrawalFee: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithSetup |
exchange.NoFiatWithdrawals,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
e.Requester = request.New(e.Name,
request.NewRateLimit(time.Minute, exmoAuthRate),
request.NewRateLimit(time.Minute, exmoUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
e.API.Endpoints.URLDefault = exmoAPIURL
e.API.Endpoints.URL = e.API.Endpoints.URLDefault
}
// Setup takes in the supplied exchange configuration details and sets params
func (e *EXMO) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
e.SetEnabled(false)
return nil
}
return e.SetupDefaults(exch)
}
// Start starts the EXMO go routine
func (e *EXMO) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
e.Run()
wg.Done()
}()
}
// Run implements the EXMO wrapper
func (e *EXMO) Run() {
if e.Verbose {
e.PrintEnabledPairs()
}
if !e.GetEnabledFeatures().AutoPairUpdates {
return
}
err := e.UpdateTradablePairs(false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", e.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (e *EXMO) FetchTradablePairs(asset asset.Item) ([]string, error) {
pairs, err := e.GetPairSettings()
if err != nil {
return nil, err
}
var currencies []string
for x := range pairs {
currencies = append(currencies, x)
}
return currencies, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (e *EXMO) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := e.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
return e.UpdatePairs(currency.NewPairsFromStrings(pairs), asset.Spot, false, forceUpdate)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (e *EXMO) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
var tickerPrice ticker.Price
result, err := e.GetTicker()
if err != nil {
return tickerPrice, err
}
if _, ok := result[p.String()]; !ok {
return tickerPrice, err
}
pairs := e.GetEnabledPairs(assetType)
for i := range pairs {
for j := range result {
if !strings.EqualFold(pairs[i].String(), j) {
continue
}
tickerPrice = ticker.Price{
Pair: pairs[i],
Last: result[j].Last,
Ask: result[j].Sell,
High: result[j].High,
Bid: result[j].Buy,
Low: result[j].Low,
Volume: result[j].Volume,
}
err = ticker.ProcessTicker(e.Name, &tickerPrice, assetType)
if err != nil {
log.Error(log.Ticker, err)
}
}
}
return ticker.GetTicker(e.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (e *EXMO) FetchTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
tick, err := ticker.GetTicker(e.Name, p, assetType)
if err != nil {
return e.UpdateTicker(p, assetType)
}
return tick, nil
}
// FetchOrderbook returns the orderbook for a currency pair
func (e *EXMO) FetchOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
ob, err := orderbook.Get(e.Name, p, assetType)
if err != nil {
return e.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (e *EXMO) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
var orderBook orderbook.Base
pairsCollated, err := e.FormatExchangeCurrencies(e.GetEnabledPairs(assetType),
assetType)
if err != nil {
return orderBook, err
}
result, err := e.GetOrderbook(pairsCollated)
if err != nil {
return orderBook, err
}
enabledPairs := e.GetEnabledPairs(assetType)
for i := range enabledPairs {
curr := e.FormatExchangeCurrency(enabledPairs[i], assetType)
data, ok := result[curr.String()]
if !ok {
continue
}
var obItems []orderbook.Item
for y := range data.Ask {
z := data.Ask[y]
price, _ := strconv.ParseFloat(z[0], 64)
amount, _ := strconv.ParseFloat(z[1], 64)
obItems = append(obItems,
orderbook.Item{Price: price, Amount: amount})
}
orderBook.Asks = obItems
obItems = []orderbook.Item{}
for y := range data.Bid {
z := data.Bid[y]
price, _ := strconv.ParseFloat(z[0], 64)
amount, _ := strconv.ParseFloat(z[1], 64)
obItems = append(obItems,
orderbook.Item{Price: price, Amount: amount})
}
orderBook.Bids = obItems
orderBook.Pair = enabledPairs[i]
orderBook.ExchangeName = e.Name
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
}
return orderbook.Get(e.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies for the
// Exmo exchange
func (e *EXMO) GetAccountInfo() (exchange.AccountInfo, error) {
var response exchange.AccountInfo
response.Exchange = e.Name
result, err := e.GetUserInfo()
if err != nil {
return response, err
}
var currencies []exchange.AccountCurrencyInfo
for x, y := range result.Balances {
var exchangeCurrency exchange.AccountCurrencyInfo
exchangeCurrency.CurrencyName = currency.NewCode(x)
for z, w := range result.Reserved {
if z == x {
avail, _ := strconv.ParseFloat(y, 64)
reserved, _ := strconv.ParseFloat(w, 64)
exchangeCurrency.TotalValue = avail + reserved
exchangeCurrency.Hold = reserved
}
}
currencies = append(currencies, exchangeCurrency)
}
response.Accounts = append(response.Accounts, exchange.Account{
Currencies: currencies,
})
return response, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (e *EXMO) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (e *EXMO) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (e *EXMO) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
var oT string
switch s.OrderType {
case order.Limit:
return submitOrderResponse, errors.New("unsupported order type")
case order.Market:
if s.OrderSide == order.Sell {
oT = "market_sell"
} else {
oT = "market_buy"
}
}
response, err := e.CreateOrder(s.Pair.String(),
oT,
s.Price,
s.Amount)
if err != nil {
return submitOrderResponse, err
}
if response > 0 {
submitOrderResponse.OrderID = strconv.FormatInt(response, 10)
}
submitOrderResponse.IsOrderPlaced = true
if s.OrderType == order.Market {
submitOrderResponse.FullyMatched = true
}
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (e *EXMO) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (e *EXMO) CancelOrder(order *order.Cancel) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
}
return e.CancelExistingOrder(orderIDInt)
}
// CancelAllOrders cancels all orders associated with a currency pair
func (e *EXMO) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
openOrders, err := e.GetOpenOrders()
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range openOrders {
err = e.CancelExistingOrder(openOrders[i].OrderID)
if err != nil {
cancelAllOrdersResponse.Status[strconv.FormatInt(openOrders[i].OrderID, 10)] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (e *EXMO) GetOrderInfo(orderID string) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (e *EXMO) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
fullAddr, err := e.GetCryptoDepositAddress()
if err != nil {
return "", err
}
addr, ok := fullAddr[cryptocurrency.String()]
if !ok {
return "", fmt.Errorf("currency %s could not be found, please generate via the exmo website", cryptocurrency.String())
}
return addr, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (e *EXMO) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoWithdrawRequest) (string, error) {
resp, err := e.WithdrawCryptocurrency(withdrawRequest.Currency.String(),
withdrawRequest.Address,
withdrawRequest.AddressTag,
withdrawRequest.Amount)
return strconv.FormatInt(resp, 10), err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (e *EXMO) WithdrawFiatFunds(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (e *EXMO) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (e *EXMO) GetWebsocket() (*wshandler.Websocket, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (e *EXMO) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !e.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return e.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (e *EXMO) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
resp, err := e.GetOpenOrders()
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range resp {
symbol := currency.NewPairDelimiter(resp[i].Pair, "_")
orderDate := time.Unix(resp[i].Created, 0)
orderSide := order.Side(strings.ToUpper(resp[i].Type))
orders = append(orders, order.Detail{
ID: strconv.FormatInt(resp[i].OrderID, 10),
Amount: resp[i].Quantity,
OrderDate: orderDate,
Price: resp[i].Price,
OrderSide: orderSide,
Exchange: e.Name,
CurrencyPair: symbol,
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersBySide(&orders, req.OrderSide)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (e *EXMO) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
if len(req.Currencies) == 0 {
return nil, errors.New("currency must be supplied")
}
var allTrades []UserTrades
for i := range req.Currencies {
resp, err := e.GetUserTrades(e.FormatExchangeCurrency(req.Currencies[i], asset.Spot).String(), "", "10000")
if err != nil {
return nil, err
}
for j := range resp {
allTrades = append(allTrades, resp[j]...)
}
}
var orders []order.Detail
for i := range allTrades {
symbol := currency.NewPairDelimiter(allTrades[i].Pair, "_")
orderDate := time.Unix(allTrades[i].Date, 0)
orderSide := order.Side(strings.ToUpper(allTrades[i].Type))
orders = append(orders, order.Detail{
ID: strconv.FormatInt(allTrades[i].TradeID, 10),
Amount: allTrades[i].Quantity,
OrderDate: orderDate,
Price: allTrades[i].Price,
OrderSide: orderSide,
Exchange: e.Name,
CurrencyPair: symbol,
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersBySide(&orders, req.OrderSide)
return orders, nil
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (e *EXMO) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (e *EXMO) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// GetSubscriptions returns a copied list of subscriptions
func (e *EXMO) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return nil, common.ErrFunctionNotSupported
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (e *EXMO) AuthenticateWebsocket() error {
return common.ErrFunctionNotSupported
}