Files
gocryptotrader/exchanges/btse/btse_wrapper.go
2019-10-28 11:01:23 +11:00

607 lines
17 KiB
Go

package btse
import (
"errors"
"fmt"
"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/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 (b *BTSE) GetDefaultConfig() (*config.ExchangeConfig, error) {
b.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = b.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = b.BaseCurrencies
err := b.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = b.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for BTSE
func (b *BTSE) SetDefaults() {
b.Name = "BTSE"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
b.CurrencyPairs = currency.PairsManager{
AssetTypes: asset.Items{
asset.Spot,
},
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "-",
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "-",
},
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
OrderbookFetching: true,
Subscribe: true,
Unsubscribe: true,
// TradeHistory is supported but it is currently broken on BTSE's
// API so it has been left as unsupported
},
WithdrawPermissions: exchange.NoAPIWithdrawalMethods,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
b.Requester = request.New(b.Name,
request.NewRateLimit(time.Second, 0),
request.NewRateLimit(time.Second, 0),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
b.API.Endpoints.URLDefault = btseAPIURL
b.API.Endpoints.URL = b.API.Endpoints.URLDefault
b.Websocket = wshandler.New()
b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in the supplied exchange configuration details and sets params
func (b *BTSE) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
err := b.SetupDefaults(exch)
if err != nil {
return err
}
err = b.Websocket.Setup(
&wshandler.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: btseWebsocket,
ExchangeName: exch.Name,
RunningURL: exch.API.Endpoints.WebsocketURL,
Connector: b.WsConnect,
Subscriber: b.Subscribe,
UnSubscriber: b.Unsubscribe,
Features: &b.Features.Supports.WebsocketCapabilities,
})
if err != nil {
return err
}
b.WebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: b.Name,
URL: b.Websocket.GetWebsocketURL(),
ProxyURL: b.Websocket.GetProxyAddress(),
Verbose: b.Verbose,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
}
b.Websocket.Orderbook.Setup(
exch.WebsocketOrderbookBufferLimit,
false,
false,
false,
false,
exch.Name)
return nil
}
// Start starts the BTSE go routine
func (b *BTSE) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the BTSE wrapper
func (b *BTSE) Run() {
if b.Verbose {
b.PrintEnabledPairs()
}
if !b.GetEnabledFeatures().AutoPairUpdates {
return
}
err := b.UpdateTradablePairs(false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update tradable pairs. Error: %s", b.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (b *BTSE) FetchTradablePairs(asset asset.Item) ([]string, error) {
m, err := b.GetMarkets()
if err != nil {
return nil, err
}
var currencies []string
for x := range m {
if m[x].Status != "active" {
continue
}
currencies = append(currencies, m[x].Symbol)
}
return currencies, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *BTSE) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := b.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
return b.UpdatePairs(currency.NewPairsFromStrings(pairs), asset.Spot, false, forceUpdate)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *BTSE) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
var tickerPrice ticker.Price
t, err := b.GetTicker(b.FormatExchangeCurrency(p,
assetType).String())
if err != nil {
return tickerPrice, err
}
s, err := b.GetMarketStatistics(b.FormatExchangeCurrency(p,
assetType).String())
if err != nil {
return tickerPrice, err
}
tickerPrice.Pair = p
tickerPrice.Ask = t.Ask
tickerPrice.Bid = t.Bid
tickerPrice.Low = s.Low
tickerPrice.Last = t.Price
tickerPrice.Volume = s.Volume
tickerPrice.High = s.High
tickerPrice.LastUpdated = s.Time
err = ticker.ProcessTicker(b.GetName(), &tickerPrice, assetType)
if err != nil {
return tickerPrice, err
}
return ticker.GetTicker(b.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (b *BTSE) FetchTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker(b.GetName(), p, assetType)
if err != nil {
return b.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (b *BTSE) FetchOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
ob, err := orderbook.Get(b.GetName(), p, assetType)
if err != nil {
return b.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *BTSE) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
var resp orderbook.Base
a, err := b.FetchOrderBook(b.FormatExchangeCurrency(p, assetType).String())
if err != nil {
return resp, err
}
for x := range a.BuyQuote {
resp.Bids = append(resp.Bids, orderbook.Item{
Price: a.BuyQuote[x].Price,
Amount: a.BuyQuote[x].Size})
}
for x := range a.SellQuote {
resp.Asks = append(resp.Asks, orderbook.Item{
Price: a.SellQuote[x].Price,
Amount: a.SellQuote[x].Size})
}
resp.Pair = p
resp.ExchangeName = b.Name
resp.AssetType = assetType
err = resp.Process()
if err != nil {
return resp, err
}
return orderbook.Get(b.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies for the
// BTSE exchange
func (b *BTSE) GetAccountInfo() (exchange.AccountInfo, error) {
var a exchange.AccountInfo
balance, err := b.GetAccountBalance()
if err != nil {
return a, err
}
var currencies []exchange.AccountCurrencyInfo
for b := range balance {
currencies = append(currencies,
exchange.AccountCurrencyInfo{
CurrencyName: currency.NewCode(balance[b].Currency),
TotalValue: balance[b].Total,
Hold: balance[b].Available,
},
)
}
a.Exchange = b.Name
a.Accounts = []exchange.Account{
{
Currencies: currencies,
},
}
return a, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *BTSE) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (b *BTSE) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (b *BTSE) SubmitOrder(order *exchange.OrderSubmission) (exchange.SubmitOrderResponse, error) {
var resp exchange.SubmitOrderResponse
if order == nil {
return resp, exchange.ErrOrderSubmissionIsNil
}
if err := order.Validate(); err != nil {
return resp, err
}
r, err := b.CreateOrder(order.Amount,
order.Price,
order.OrderSide.ToString(),
order.OrderType.ToString(),
b.FormatExchangeCurrency(order.Pair, asset.Spot).String(),
goodTillCancel,
order.ClientID)
if err != nil {
return resp, err
}
if *r != "" {
resp.IsOrderPlaced = true
resp.OrderID = *r
}
return resp, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *BTSE) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *BTSE) CancelOrder(order *exchange.OrderCancellation) error {
r, err := b.CancelExistingOrder(order.OrderID,
b.FormatExchangeCurrency(order.CurrencyPair,
asset.Spot).String())
if err != nil {
return err
}
switch r.Code {
case -1:
return errors.New("order cancellation unsuccessful")
case 4:
return errors.New("order cancellation timeout")
}
return nil
}
// CancelAllOrders cancels all orders associated with a currency pair
// If product ID is sent, all orders of that specified market will be cancelled
// If not specified, all orders of all markets will be cancelled
func (b *BTSE) CancelAllOrders(orderCancellation *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
var resp exchange.CancelAllOrdersResponse
markets, err := b.GetMarkets()
if err != nil {
return resp, err
}
resp.OrderStatus = make(map[string]string)
for x := range markets {
strPair := b.FormatExchangeCurrency(orderCancellation.CurrencyPair,
orderCancellation.AssetType).String()
checkPair := currency.NewPairWithDelimiter(markets[x].BaseCurrency,
markets[x].QuoteCurrency,
b.GetPairFormat(asset.Spot, false).Delimiter).String()
if strPair != "" && strPair != checkPair {
continue
} else {
orders, err := b.GetOrders(checkPair)
if err != nil {
return resp, err
}
for y := range orders {
success := "Order Cancelled"
_, err = b.CancelExistingOrder(orders[y].Order.ID, checkPair)
if err != nil {
success = "Order Cancellation Failed"
}
resp.OrderStatus[orders[y].Order.ID] = success
}
}
}
return resp, nil
}
// GetOrderInfo returns information on a current open order
func (b *BTSE) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
o, err := b.GetOrders("")
if err != nil {
return exchange.OrderDetail{}, err
}
var od exchange.OrderDetail
if len(o) == 0 {
return od, errors.New("no orders found")
}
for i := range o {
if o[i].ID != orderID {
continue
}
var side = exchange.BuyOrderSide
if strings.EqualFold(o[i].Side, exchange.AskOrderSide.ToString()) {
side = exchange.SellOrderSide
}
od.CurrencyPair = currency.NewPairDelimiter(o[i].Symbol,
b.GetPairFormat(asset.Spot, false).Delimiter)
od.Exchange = b.Name
od.Amount = o[i].Amount
od.ID = o[i].ID
od.OrderDate = parseOrderTime(o[i].CreatedAt)
od.OrderSide = side
od.OrderType = exchange.OrderType(strings.ToUpper(o[i].Type))
od.Price = o[i].Price
od.Status = o[i].Status
fills, err := b.GetFills(orderID, "", "", "", "", "")
if err != nil {
return od, fmt.Errorf("unable to get order fills for orderID %s", orderID)
}
for i := range fills {
createdAt, _ := time.Parse(time.RFC3339, fills[i].CreatedAt)
od.Trades = append(od.Trades, exchange.TradeHistory{
Timestamp: createdAt,
TID: fills[i].ID,
Price: fills[i].Price,
Amount: fills[i].Amount,
Exchange: b.Name,
Type: fills[i].Side,
Fee: fills[i].Fee,
})
}
}
return od, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *BTSE) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *BTSE) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *BTSE) WithdrawFiatFunds(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is
// submitted
func (b *BTSE) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (b *BTSE) GetWebsocket() (*wshandler.Websocket, error) {
return b.Websocket, nil
}
// GetActiveOrders retrieves any orders that are active/open
func (b *BTSE) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
resp, err := b.GetOrders("")
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
for i := range resp {
var side = exchange.BuyOrderSide
if strings.EqualFold(resp[i].Side, exchange.AskOrderSide.ToString()) {
side = exchange.SellOrderSide
}
openOrder := exchange.OrderDetail{
CurrencyPair: currency.NewPairDelimiter(resp[i].Symbol,
b.GetPairFormat(asset.Spot, false).Delimiter),
Exchange: b.Name,
Amount: resp[i].Amount,
ID: resp[i].ID,
OrderDate: parseOrderTime(resp[i].CreatedAt),
OrderSide: side,
OrderType: exchange.OrderType(strings.ToUpper(resp[i].Type)),
Price: resp[i].Price,
Status: resp[i].Status,
}
fills, err := b.GetFills(resp[i].ID, "", "", "", "", "")
if err != nil {
log.Errorf(log.ExchangeSys,
"%s: Unable to get order fills for orderID %s", b.Name,
resp[i].ID)
continue
}
for i := range fills {
createdAt, _ := time.Parse(time.RFC3339, fills[i].CreatedAt)
openOrder.Trades = append(openOrder.Trades, exchange.TradeHistory{
Timestamp: createdAt,
TID: fills[i].ID,
Price: fills[i].Price,
Amount: fills[i].Amount,
Exchange: b.Name,
Type: fills[i].Side,
Fee: fills[i].Fee,
})
}
orders = append(orders, openOrder)
}
exchange.FilterOrdersByType(&orders, getOrdersRequest.OrderType)
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *BTSE) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *BTSE) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !b.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return b.GetFee(feeBuilder)
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (b *BTSE) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
b.Websocket.SubscribeToChannels(channels)
return nil
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (b *BTSE) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
b.Websocket.RemoveSubscribedChannels(channels)
return nil
}
// GetSubscriptions returns a copied list of subscriptions
func (b *BTSE) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return b.Websocket.GetSubscriptions(), nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (b *BTSE) AuthenticateWebsocket() error {
return common.ErrFunctionNotSupported
}