Files
gocryptotrader/exchanges/itbit/itbit.go
Scott 5ea5245afb Improvement: Subsystem separation (#664)
* Initial codes for a trade tracker

* Moving everything in a broken fashion

* Removes tradetracker. Removes some errors for subsystems

* Cleans up some subsystems, renames stuttering types. Removes some global Bot usage

* More basic subsystem renaming and file moving

* Removes engine dependency from events,ntpserver,ordermanager,comms manager

* Exports eventManager, fixes rpcserver. puts rpcserver back for now

* Removes redundant error message, further removes engine dependencies

* experimental end of day interface usage

* adds ability to build the application

* Withdraw and event manager handling

* cleans up apiserver and communications manager

* Cleans up some start/setup processes. Though should separate

* More consistency with Setup Start Stop IsRunning funcs

* Final consistency pass before testing phase

* Fixes engine tests. Fixes stop nil issue

* api server tests

* Communications manager testing

* Connection manager tests and nilsubsystem error

* End of day currencypairsyncer tests

* Adds databaseconnection/databaseconnection_test.go

* Adds withdrawal manager tests

* Deposit address testing. Moved orderbook sync first as its more important

* Adds test for event manager

* More full eventmanager testing

* Adds testfile. Enables skipped test.

* ntp manager tests

* Adds ordermanager tests, Extracts a whole new subsystem from engine and fanangles import cycles

* Adds websocket routine manager tests

* Basic portfolio manager testing

* Fixes issue with currency pair sync startup

* Fixes issue with event manager startup

* Starts the order manager before backtester starts

* Fixes fee tests. Expands testing. Doesnt fix races

* Fixes most test races

* Resolves data races

* Fixes subsystem test issues

* currency pair syncer coverage tests

* Refactors portfolio. Fixes tests. Withdraw validation

Portfolio didn't need to exist with a portfolio manager. Now the porfolio manager
is in charge how the portfolio is handled and all portfolio functions are attached
to the base instead of just exported at the package level

Withdrawal validation occurred at the exchange level when it can just be run at the
withdrawal manager level. All withdrawal requests go through that endpoint

* lint -fix

* golang lint fixes

* lints and comments everything

* Updates GCT logo, adds documentation for some subsystems

* More documentation and more logo updates

* Fixes backtesting and apiserver errors encountered

* Fixes errors and typos from reviewing

* More minor fixes

* Changes %h verb to %w

* reverbs to %s

* Humbly begins reverting to more flat engine package

The main reasoning for this is that the subsystem split doesn't make sense
in a golang environment. The subsystems are only meant to be used with engine
and so by placing them in a non-engine area, it does not work and is
inconsistent with the rest of the application's package layout.

This will begin salvaging the changes made by reverting to a flat
engine package, but maintaining the consistent designs introduced.
Further, I will look to remove any TestMains and decrease the scope
of testing to be more local and decrease the issues that have been
caused from our style of testing.

* Manages to re-flatten things. Everything is within its own file

* mini fixes

* Fixes tests and data races and lints

* Updates docs tool for engine to create filename readmes

* os -> ioutil

* remove err

* Appveyor version increase test

* Removes tCleanup as its unsupported on appveyor

* Adds stuff that I thought was in previous merge master commit

* Removes cancel from test

* Fixes really fun test-exclusive data race

* minor nit fixes

* niterinos

* docs gen

* rm;rf test

* Remove typoline. expands startstop helper. Splits apiserver

* Removes accidental folder

* Uses update instead of replace for order upsert

* addresses nits. Renames files. Regenerates documentation.

* lint and removal of comments

* Add new test for default scenario

* Fixes typo

* regen docs
2021-05-31 10:17:12 +10:00

425 lines
13 KiB
Go

package itbit
import (
"bytes"
"context"
"encoding/json"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/log"
)
const (
itbitAPIURL = "https://api.itbit.com/v1"
itbitAPIVersion = "1"
itbitMarkets = "markets"
itbitOrderbook = "order_book"
itbitTicker = "ticker"
itbitWallets = "wallets"
itbitBalances = "balances"
itbitTrades = "trades"
itbitFundingHistory = "funding_history"
itbitOrders = "orders"
itbitCryptoDeposits = "cryptocurrency_deposits"
itbitWalletTransfer = "wallet_transfers"
)
// ItBit is the overarching type across the ItBit package
type ItBit struct {
exchange.Base
}
// GetTicker returns ticker info for a specified market.
// currencyPair - example "XBTUSD" "XBTSGD" "XBTEUR"
func (i *ItBit) GetTicker(currencyPair string) (Ticker, error) {
var response Ticker
path := fmt.Sprintf("/%s/%s/%s", itbitMarkets, currencyPair, itbitTicker)
return response, i.SendHTTPRequest(exchange.RestSpot, path, &response)
}
// GetOrderbook returns full order book for the specified market.
// currencyPair - example "XBTUSD" "XBTSGD" "XBTEUR"
func (i *ItBit) GetOrderbook(currencyPair string) (OrderbookResponse, error) {
response := OrderbookResponse{}
path := fmt.Sprintf("/%s/%s/%s", itbitMarkets, currencyPair, itbitOrderbook)
return response, i.SendHTTPRequest(exchange.RestSpot, path, &response)
}
// GetTradeHistory returns recent trades for a specified market.
//
// currencyPair - example "XBTUSD" "XBTSGD" "XBTEUR"
// timestamp - matchNumber, only executions after this will be returned
func (i *ItBit) GetTradeHistory(currencyPair, tradeID string) (Trades, error) {
response := Trades{}
var req = itbitTrades
if tradeID != "" {
req += "?since=" + tradeID
}
path := fmt.Sprintf("/%s/%s/%s", itbitMarkets, currencyPair, req)
return response, i.SendHTTPRequest(exchange.RestSpot, path, &response)
}
// GetWallets returns information about all wallets associated with the account.
//
// params --
// page - [optional] page to return example 1. default 1
// perPage - [optional] items per page example 50, default 50 max 50
func (i *ItBit) GetWallets(params url.Values) ([]Wallet, error) {
var resp []Wallet
params.Set("userId", i.API.Credentials.ClientID)
path := fmt.Sprintf("/%s?%s", itbitWallets, params.Encode())
return resp, i.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, path, nil, &resp)
}
// CreateWallet creates a new wallet with a specified name.
func (i *ItBit) CreateWallet(walletName string) (Wallet, error) {
resp := Wallet{}
params := make(map[string]interface{})
params["userId"] = i.API.Credentials.ClientID
params["name"] = walletName
err := i.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, "/"+itbitWallets, params, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// GetWallet returns wallet information by walletID
func (i *ItBit) GetWallet(walletID string) (Wallet, error) {
resp := Wallet{}
path := fmt.Sprintf("/%s/%s", itbitWallets, walletID)
err := i.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, path, nil, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// GetWalletBalance returns balance information for a specific currency in a
// wallet.
func (i *ItBit) GetWalletBalance(walletID, currency string) (Balance, error) {
resp := Balance{}
path := fmt.Sprintf("/%s/%s/%s/%s", itbitWallets, walletID, itbitBalances, currency)
err := i.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, path, nil, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// GetOrders returns active orders for itBit
// perPage defaults to & has a limit of 50
func (i *ItBit) GetOrders(walletID, symbol, status string, page, perPage int64) ([]Order, error) {
var resp []Order
params := make(map[string]interface{})
params["walletID"] = walletID
if symbol != "" {
params["instrument"] = symbol
}
if status != "" {
params["status"] = status
}
if page > 0 {
params["page"] = strconv.FormatInt(page, 10)
}
if perPage > 0 {
params["perPage"] = strconv.FormatInt(perPage, 10)
}
return resp, i.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, itbitOrders, params, &resp)
}
// GetWalletTrades returns all trades for a specified wallet.
func (i *ItBit) GetWalletTrades(walletID string, params url.Values) (Records, error) {
resp := Records{}
urlPath := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitTrades)
path := common.EncodeURLValues(urlPath, params)
err := i.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, path, nil, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// GetFundingHistoryForWallet returns all funding history for a specified wallet.
func (i *ItBit) GetFundingHistoryForWallet(walletID string, params url.Values) (FundingRecords, error) {
resp := FundingRecords{}
urlPath := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitFundingHistory)
path := common.EncodeURLValues(urlPath, params)
err := i.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, path, nil, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// PlaceOrder places a new order
func (i *ItBit) PlaceOrder(walletID, side, orderType, currency string, amount, price float64, instrument, clientRef string) (Order, error) {
resp := Order{}
path := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitOrders)
params := make(map[string]interface{})
params["side"] = side
params["type"] = orderType
params["currency"] = currency
params["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
params["price"] = strconv.FormatFloat(price, 'f', -1, 64)
params["instrument"] = instrument
if clientRef != "" {
params["clientOrderIdentifier"] = clientRef
}
err := i.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, path, params, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// GetOrder returns an order by id.
func (i *ItBit) GetOrder(walletID string, params url.Values) (Order, error) {
resp := Order{}
urlPath := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitOrders)
path := common.EncodeURLValues(urlPath, params)
err := i.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, path, nil, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// CancelExistingOrder cancels and open order. *This is not a guarantee that the
// order has been cancelled!*
func (i *ItBit) CancelExistingOrder(walletID, orderID string) error {
path := fmt.Sprintf("/%s/%s/%s/%s", itbitWallets, walletID, itbitOrders, orderID)
return i.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodDelete, path, nil, nil)
}
// GetCryptoDepositAddress returns a deposit address to send cryptocurrency to.
func (i *ItBit) GetCryptoDepositAddress(walletID, currency string) (CryptoCurrencyDeposit, error) {
resp := CryptoCurrencyDeposit{}
path := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitCryptoDeposits)
params := make(map[string]interface{})
params["currency"] = currency
err := i.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, path, params, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// WalletTransfer transfers funds between wallets.
func (i *ItBit) WalletTransfer(walletID, sourceWallet, destWallet string, amount float64, currency string) (WalletTransfer, error) {
resp := WalletTransfer{}
path := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitWalletTransfer)
params := make(map[string]interface{})
params["sourceWalletId"] = sourceWallet
params["destinationWalletId"] = destWallet
params["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
params["currencyCode"] = currency
err := i.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, path, params, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (i *ItBit) SendHTTPRequest(ep exchange.URL, path string, result interface{}) error {
endpoint, err := i.API.Endpoints.GetURL(ep)
if err != nil {
return err
}
return i.SendPayload(context.Background(), &request.Item{
Method: http.MethodGet,
Path: endpoint + path,
Result: result,
Verbose: i.Verbose,
HTTPDebugging: i.HTTPDebugging,
HTTPRecording: i.HTTPRecording,
})
}
// SendAuthenticatedHTTPRequest sends an authenticated request to itBit
func (i *ItBit) SendAuthenticatedHTTPRequest(ep exchange.URL, method, path string, params map[string]interface{}, result interface{}) error {
if !i.AllowAuthenticatedRequest() {
return fmt.Errorf("%s %w", i.Name, exchange.ErrAuthenticatedRequestWithoutCredentialsSet)
}
endpoint, err := i.API.Endpoints.GetURL(ep)
if err != nil {
return err
}
req := make(map[string]interface{})
urlPath := endpoint + path
for key, value := range params {
req[key] = value
}
PayloadJSON := []byte("")
if params != nil {
PayloadJSON, err = json.Marshal(req)
if err != nil {
return err
}
if i.Verbose {
log.Debugf(log.ExchangeSys, "Request JSON: %s\n", PayloadJSON)
}
}
n := i.Requester.GetNonce(true).String()
timestamp := strconv.FormatInt(time.Now().UnixNano()/1000000, 10)
message, err := json.Marshal([]string{method, urlPath, string(PayloadJSON), n, timestamp})
if err != nil {
return err
}
hash := crypto.GetSHA256([]byte(n + string(message)))
hmac := crypto.GetHMAC(crypto.HashSHA512, []byte(urlPath+string(hash)), []byte(i.API.Credentials.Secret))
signature := crypto.Base64Encode(hmac)
headers := make(map[string]string)
headers["Authorization"] = i.API.Credentials.ClientID + ":" + signature
headers["X-Auth-Timestamp"] = timestamp
headers["X-Auth-Nonce"] = n
headers["Content-Type"] = "application/json"
var intermediary json.RawMessage
errCheck := struct {
Code int `json:"code"`
Description string `json:"description"`
RequestID string `json:"requestId"`
}{}
err = i.SendPayload(context.Background(), &request.Item{
Method: method,
Path: urlPath,
Headers: headers,
Body: bytes.NewBuffer(PayloadJSON),
Result: &intermediary,
AuthRequest: true,
NonceEnabled: true,
Verbose: i.Verbose,
HTTPDebugging: i.HTTPDebugging,
HTTPRecording: i.HTTPRecording,
})
if err != nil {
return err
}
err = json.Unmarshal(intermediary, &errCheck)
if err == nil {
if errCheck.Code != 0 || errCheck.Description != "" {
return fmt.Errorf("sendAuthRequest error code: %d description: %s",
errCheck.Code,
errCheck.Description)
}
}
return json.Unmarshal(intermediary, result)
}
// GetFee returns an estimate of fee based on type of transaction
func (i *ItBit) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount, feeBuilder.IsMaker)
case exchange.InternationalBankWithdrawalFee:
fee = getInternationalBankWithdrawalFee(feeBuilder.FiatCurrency, feeBuilder.BankTransactionType)
case exchange.OfflineTradeFee:
fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
// getOfflineTradeFee calculates the worst case-scenario trading fee
func getOfflineTradeFee(price, amount float64) float64 {
return 0.0035 * price * amount
}
func calculateTradingFee(purchasePrice, amount float64, isMaker bool) float64 {
// TODO: Itbit has volume discounts, but not API endpoint to get the exact volume numbers
// When support is added, this needs to be updated to calculate the accurate volume fee
feePercent := 0.0035
if isMaker {
feePercent = -0.0003
}
return feePercent * purchasePrice * amount
}
func getInternationalBankWithdrawalFee(c currency.Code, bankTransactionType exchange.InternationalBankTransactionType) float64 {
var fee float64
if (bankTransactionType == exchange.Swift ||
bankTransactionType == exchange.WireTransfer) &&
c == currency.USD {
fee = 40
} else if (bankTransactionType == exchange.SEPA ||
bankTransactionType == exchange.WireTransfer) &&
c == currency.EUR {
fee = 1
}
return fee
}