gocryptotrader/exchanges/zb/zb_wrapper.go

package zb

import (
	"errors"
	"fmt"
	"strconv"
	"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/orderbook"
	"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 (z *ZB) GetDefaultConfig() (*config.ExchangeConfig, error) {
	z.SetDefaults()
	exchCfg := new(config.ExchangeConfig)
	exchCfg.Name = z.Name
	exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
	exchCfg.BaseCurrencies = z.BaseCurrencies

	err := z.SetupDefaults(exchCfg)
	if err != nil {
		return nil, err
	}

	if z.Features.Supports.RESTCapabilities.AutoPairUpdates {
		err = z.UpdateTradablePairs(true)
		if err != nil {
			return nil, err
		}
	}

	return exchCfg, nil
}

// SetDefaults sets default values for the exchange
func (z *ZB) SetDefaults() {
	z.Name = "ZB"
	z.Enabled = true
	z.Verbose = true
	z.API.CredentialsValidator.RequiresKey = true
	z.API.CredentialsValidator.RequiresSecret = true

	z.CurrencyPairs = currency.PairsManager{
		AssetTypes: asset.Items{
			asset.Spot,
		},

		UseGlobalFormat: true,
		RequestFormat: &currency.PairFormat{
			Delimiter: "_",
		},
		ConfigFormat: &currency.PairFormat{
			Delimiter: "_",
			Uppercase: true,
		},
	}

	z.Features = exchange.Features{
		Supports: exchange.FeaturesSupported{
			REST:      true,
			Websocket: true,
			RESTCapabilities: exchange.ProtocolFeatures{
				AutoPairUpdates: true,
				TickerBatching:  true,
			},
			WithdrawPermissions: exchange.AutoWithdrawCrypto |
				exchange.NoFiatWithdrawals,
		},
		Enabled: exchange.FeaturesEnabled{
			AutoPairUpdates: true,
		},
	}

	z.Requester = request.New(z.Name,
		request.NewRateLimit(time.Second*10, zbAuthRate),
		request.NewRateLimit(time.Second*10, zbUnauthRate),
		common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))

	z.API.Endpoints.URLDefault = zbTradeURL
	z.API.Endpoints.URL = z.API.Endpoints.URLDefault
	z.API.Endpoints.URLSecondaryDefault = zbMarketURL
	z.API.Endpoints.URLSecondary = z.API.Endpoints.URLSecondaryDefault
	z.API.Endpoints.WebsocketURL = zbWebsocketAPI
	z.Websocket = wshandler.New()
	z.Websocket.Functionality = wshandler.WebsocketTickerSupported |
		wshandler.WebsocketOrderbookSupported |
		wshandler.WebsocketTradeDataSupported |
		wshandler.WebsocketSubscribeSupported |
		wshandler.WebsocketAuthenticatedEndpointsSupported |
		wshandler.WebsocketAccountDataSupported |
		wshandler.WebsocketCancelOrderSupported |
		wshandler.WebsocketSubmitOrderSupported |
		wshandler.WebsocketMessageCorrelationSupported
	z.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
	z.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
}

// Setup sets user configuration
func (z *ZB) Setup(exch *config.ExchangeConfig) error {
	if !exch.Enabled {
		z.SetEnabled(false)
		return nil
	}

	err := z.SetupDefaults(exch)
	if err != nil {
		return err
	}

	err = z.Websocket.Setup(z.WsConnect,
		z.Subscribe,
		nil,
		exch.Name,
		exch.Features.Enabled.Websocket,
		exch.Verbose,
		zbWebsocketAPI,
		exch.API.Endpoints.WebsocketURL,
		exch.API.AuthenticatedWebsocketSupport)
	if err != nil {
		return err
	}

	z.WebsocketConn = &wshandler.WebsocketConnection{
		ExchangeName:         z.Name,
		URL:                  z.Websocket.GetWebsocketURL(),
		ProxyURL:             z.Websocket.GetProxyAddress(),
		Verbose:              z.Verbose,
		RateLimit:            zbWebsocketRateLimit,
		ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
		ResponseMaxLimit:     exch.WebsocketResponseMaxLimit,
	}
	return nil
}

// Start starts the OKEX go routine
func (z *ZB) Start(wg *sync.WaitGroup) {
	wg.Add(1)
	go func() {
		z.Run()
		wg.Done()
	}()
}

// Run implements the OKEX wrapper
func (z *ZB) Run() {
	if z.Verbose {
		z.PrintEnabledPairs()
	}

	if !z.GetEnabledFeatures().AutoPairUpdates {
		return
	}

	err := z.UpdateTradablePairs(false)
	if err != nil {
		log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", z.Name, err)
	}
}

// FetchTradablePairs returns a list of the exchanges tradable pairs
func (z *ZB) FetchTradablePairs(asset asset.Item) ([]string, error) {
	markets, err := z.GetMarkets()
	if err != nil {
		return nil, err
	}

	var currencies []string
	for x := range markets {
		currencies = append(currencies, x)
	}

	return currencies, nil
}

// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (z *ZB) UpdateTradablePairs(forceUpdate bool) error {
	pairs, err := z.FetchTradablePairs(asset.Spot)
	if err != nil {
		return err
	}
	return z.UpdatePairs(currency.NewPairsFromStrings(pairs), asset.Spot, false, forceUpdate)
}

// UpdateTicker updates and returns the ticker for a currency pair
func (z *ZB) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
	var tickerPrice ticker.Price

	result, err := z.GetTickers()
	if err != nil {
		return tickerPrice, err
	}

	for _, x := range z.GetEnabledPairs(assetType) {
		// We can't use either pair format here, so format it to lower-
		// case and without any delimiter
		curr := x.Format("", false).String()
		if _, ok := result[curr]; !ok {
			continue
		}
		var tp ticker.Price
		tp.Pair = x
		tp.High = result[curr].High
		tp.Last = result[curr].Last
		tp.Ask = result[curr].Sell
		tp.Bid = result[curr].Buy
		tp.Low = result[curr].Low
		tp.Volume = result[curr].Volume

		err = ticker.ProcessTicker(z.Name, &tp, assetType)
		if err != nil {
			log.Error(log.Ticker, err)
		}
	}

	return ticker.GetTicker(z.Name, p, assetType)
}

// FetchTicker returns the ticker for a currency pair
func (z *ZB) FetchTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
	tickerNew, err := ticker.GetTicker(z.GetName(), p, assetType)
	if err != nil {
		return z.UpdateTicker(p, assetType)
	}
	return tickerNew, nil
}

// FetchOrderbook returns orderbook base on the currency pair
func (z *ZB) FetchOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
	ob, err := orderbook.Get(z.GetName(), p, assetType)
	if err != nil {
		return z.UpdateOrderbook(p, assetType)
	}
	return ob, nil
}

// UpdateOrderbook updates and returns the orderbook for a currency pair
func (z *ZB) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
	var orderBook orderbook.Base
	currency := z.FormatExchangeCurrency(p, assetType).String()

	orderbookNew, err := z.GetOrderbook(currency)
	if err != nil {
		return orderBook, err
	}

	for x := range orderbookNew.Bids {
		data := orderbookNew.Bids[x]
		orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: data[1], Price: data[0]})
	}

	for x := range orderbookNew.Asks {
		data := orderbookNew.Asks[x]
		orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: data[1], Price: data[0]})
	}

	orderBook.Pair = p
	orderBook.AssetType = assetType
	orderBook.ExchangeName = z.GetName()

	err = orderBook.Process()
	if err != nil {
		return orderBook, err
	}

	return orderbook.Get(z.Name, p, assetType)
}

// GetAccountInfo retrieves balances for all enabled currencies for the
// ZB exchange
func (z *ZB) GetAccountInfo() (exchange.AccountInfo, error) {
	var info exchange.AccountInfo
	bal, err := z.GetAccountInformation()
	if err != nil {
		return info, err
	}

	var balances []exchange.AccountCurrencyInfo
	for _, data := range bal.Result.Coins {
		hold, err := strconv.ParseFloat(data.Freez, 64)
		if err != nil {
			return info, err
		}

		avail, err := strconv.ParseFloat(data.Available, 64)
		if err != nil {
			return info, err
		}

		balances = append(balances, exchange.AccountCurrencyInfo{
			CurrencyName: currency.NewCode(data.EnName),
			TotalValue:   hold + avail,
			Hold:         hold,
		})
	}

	info.Exchange = z.GetName()
	info.Accounts = append(info.Accounts, exchange.Account{
		Currencies: balances,
	})

	return info, nil
}

// GetFundingHistory returns funding history, deposits and
// withdrawals
func (z *ZB) GetFundingHistory() ([]exchange.FundHistory, error) {
	var fundHistory []exchange.FundHistory
	return fundHistory, common.ErrFunctionNotSupported
}

// GetExchangeHistory returns historic trade data since exchange opening.
func (z *ZB) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
	return nil, common.ErrNotYetImplemented
}

// SubmitOrder submits a new order
func (z *ZB) SubmitOrder(order *exchange.OrderSubmission) (exchange.SubmitOrderResponse, error) {
	var submitOrderResponse exchange.SubmitOrderResponse
	if order == nil {
		return submitOrderResponse, exchange.ErrOrderSubmissionIsNil
	}

	if err := order.Validate(); err != nil {
		return submitOrderResponse, err
	}

	var oT SpotNewOrderRequestParamsType
	if order.OrderSide == exchange.BuyOrderSide {
		oT = SpotNewOrderRequestParamsTypeBuy
	} else {
		oT = SpotNewOrderRequestParamsTypeSell
	}

	var params = SpotNewOrderRequestParams{
		Amount: order.Amount,
		Price:  order.Price,
		Symbol: order.Pair.Lower().String(),
		Type:   oT,
	}
	response, err := z.SpotNewOrder(params)
	if response > 0 {
		submitOrderResponse.OrderID = fmt.Sprintf("%v", response)
	}
	if err == nil {
		submitOrderResponse.IsOrderPlaced = true
	}
	return submitOrderResponse, err
}

// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (z *ZB) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
	return "", common.ErrFunctionNotSupported
}

// CancelOrder cancels an order by its corresponding ID number
func (z *ZB) CancelOrder(order *exchange.OrderCancellation) error {
	orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)

	if err != nil {
		return err
	}

	return z.CancelExistingOrder(orderIDInt, z.FormatExchangeCurrency(order.CurrencyPair,
		order.AssetType).String())
}

// CancelAllOrders cancels all orders associated with a currency pair
func (z *ZB) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
	cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
		OrderStatus: make(map[string]string),
	}
	var allOpenOrders []Order
	for _, currency := range z.GetEnabledPairs(asset.Spot) {
		// Limiting to 10 pages
		for i := 0; i < 10; i++ {
			openOrders, err := z.GetUnfinishedOrdersIgnoreTradeType(z.FormatExchangeCurrency(currency, asset.Spot).String(), 1, 10)
			if err != nil {
				return cancelAllOrdersResponse, err
			}

			if len(openOrders) == 0 {
				break
			}

			allOpenOrders = append(allOpenOrders, openOrders...)
		}
	}

	for _, openOrder := range allOpenOrders {
		err := z.CancelExistingOrder(openOrder.ID, openOrder.Currency)
		if err != nil {
			cancelAllOrdersResponse.OrderStatus[strconv.FormatInt(openOrder.ID, 10)] = err.Error()
		}
	}

	return cancelAllOrdersResponse, nil
}

// GetOrderInfo returns information on a current open order
func (z *ZB) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
	var orderDetail exchange.OrderDetail
	return orderDetail, common.ErrNotYetImplemented
}

// GetDepositAddress returns a deposit address for a specified currency
func (z *ZB) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
	address, err := z.GetCryptoAddress(cryptocurrency)
	if err != nil {
		return "", err
	}

	return address.Message.Data.Key, nil
}

// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (z *ZB) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoWithdrawRequest) (string, error) {
	return z.Withdraw(withdrawRequest.Currency.Lower().String(), withdrawRequest.Address, withdrawRequest.TradePassword, withdrawRequest.Amount, withdrawRequest.FeeAmount, false)
}

// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (z *ZB) WithdrawFiatFunds(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
	return "", common.ErrFunctionNotSupported
}

// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (z *ZB) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
	return "", common.ErrFunctionNotSupported
}

// GetWebsocket returns a pointer to the exchange websocket
func (z *ZB) GetWebsocket() (*wshandler.Websocket, error) {
	return z.Websocket, nil
}

// GetFeeByType returns an estimate of fee based on type of transaction
func (z *ZB) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
	if !z.AllowAuthenticatedRequest() && // Todo check connection status
		feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
		feeBuilder.FeeType = exchange.OfflineTradeFee
	}
	return z.GetFee(feeBuilder)
}

// GetActiveOrders retrieves any orders that are active/open
// This function is not concurrency safe due to orderSide/orderType maps
func (z *ZB) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
	var allOrders []Order
	for _, currency := range getOrdersRequest.Currencies {
		var pageNumber int64
		// Limiting to 10 pages
		for i := 0; i < 10; i++ {
			resp, err := z.GetUnfinishedOrdersIgnoreTradeType(z.FormatExchangeCurrency(currency, asset.Spot).String(), pageNumber, 10)
			if err != nil {
				return nil, err
			}
			if len(resp) == 0 {
				break
			}

			allOrders = append(allOrders, resp...)
			pageNumber++
		}
	}

	var orders []exchange.OrderDetail
	for _, order := range allOrders {
		symbol := currency.NewPairDelimiter(order.Currency,
			z.GetPairFormat(asset.Spot, false).Delimiter)
		orderDate := time.Unix(int64(order.TradeDate), 0)
		orderSide := orderSideMap[order.Type]
		orders = append(orders, exchange.OrderDetail{
			ID:           fmt.Sprintf("%v", order.ID),
			Amount:       order.TotalAmount,
			Exchange:     z.Name,
			OrderDate:    orderDate,
			Price:        order.Price,
			OrderSide:    orderSide,
			CurrencyPair: symbol,
		})
	}

	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
// This function is not concurrency safe due to orderSide/orderType maps
func (z *ZB) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
	if getOrdersRequest.OrderSide == exchange.AnyOrderSide || getOrdersRequest.OrderSide == "" {
		return nil, errors.New("specific order side is required")
	}

	var allOrders []Order

	var side int64
	if getOrdersRequest.OrderSide == exchange.BuyOrderSide {
		side = 1
	}

	for _, currency := range getOrdersRequest.Currencies {
		var pageNumber int64
		// Limiting to 10 pages
		for i := 0; i < 10; i++ {
			resp, err := z.GetOrders(z.FormatExchangeCurrency(currency, asset.Spot).String(), pageNumber, side)
			if err != nil {
				return nil, err
			}

			if len(resp) == 0 {
				break
			}

			allOrders = append(allOrders, resp...)
			pageNumber++
		}
	}

	var orders []exchange.OrderDetail
	for _, order := range allOrders {
		symbol := currency.NewPairDelimiter(order.Currency,
			z.GetPairFormat(asset.Spot, false).Delimiter)
		orderDate := time.Unix(int64(order.TradeDate), 0)
		orderSide := orderSideMap[order.Type]
		orders = append(orders, exchange.OrderDetail{
			ID:           fmt.Sprintf("%v", order.ID),
			Amount:       order.TotalAmount,
			Exchange:     z.Name,
			OrderDate:    orderDate,
			Price:        order.Price,
			OrderSide:    orderSide,
			CurrencyPair: symbol,
		})
	}

	exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks)
	return orders, nil
}

// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (z *ZB) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
	z.Websocket.SubscribeToChannels(channels)
	return nil
}

// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (z *ZB) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
	return common.ErrFunctionNotSupported
}

// GetSubscriptions returns a copied list of subscriptions
func (z *ZB) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
	return z.Websocket.GetSubscriptions(), nil
}

// AuthenticateWebsocket sends an authentication message to the websocket
func (z *ZB) AuthenticateWebsocket() error {
	return common.ErrFunctionNotSupported
}