Files
gocryptotrader/exchanges/exchange.go
Ryan O'Hara-Reid 19f65df236 Exchange interface update (#202)
* Adds helper function to get available asset types to the exchange interface

* Adds test to function
2018-11-02 09:26:26 +11:00

776 lines
23 KiB
Go

package exchange
import (
"errors"
"fmt"
"log"
"net/http"
"net/url"
"sync"
"time"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/config"
"github.com/thrasher-/gocryptotrader/currency/pair"
"github.com/thrasher-/gocryptotrader/exchanges/nonce"
"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-/gocryptotrader/exchanges/request"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
)
const (
warningBase64DecryptSecretKeyFailed = "WARNING -- Exchange %s unable to base64 decode secret key.. Disabling Authenticated API support."
// WarningAuthenticatedRequestWithoutCredentialsSet error message for authenticated request without credentials set
WarningAuthenticatedRequestWithoutCredentialsSet = "WARNING -- Exchange %s authenticated HTTP request called but not supported due to unset/default API keys."
// ErrExchangeNotFound is a constant for an error message
ErrExchangeNotFound = "Exchange not found in dataset."
// DefaultHTTPTimeout is the default HTTP/HTTPS Timeout for exchange requests
DefaultHTTPTimeout = time.Second * 15
)
// FeeType custom type for calculating fees based on method
type FeeType string
// InternationalBankTransactionType custom type for calculating fees based on fiat transaction types
type InternationalBankTransactionType string
// Const declarations for fee types
const (
BankFee FeeType = "bankFee"
InternationalBankDepositFee FeeType = "internationalBankDepositFee"
InternationalBankWithdrawalFee FeeType = "internationalBankWithdrawalFee"
CryptocurrencyTradeFee FeeType = "cryptocurrencyTradeFee"
CyptocurrencyDepositFee FeeType = "cyptocurrencyDepositFee"
CryptocurrencyWithdrawalFee FeeType = "cryptocurrencyWithdrawalFee"
)
// Const declarations for international transaction types
const (
WireTransfer InternationalBankTransactionType = "wireTransfer"
PerfectMoney InternationalBankTransactionType = "perfectMoney"
Neteller InternationalBankTransactionType = "neteller"
AdvCash InternationalBankTransactionType = "advCash"
Payeer InternationalBankTransactionType = "payeer"
Skrill InternationalBankTransactionType = "skrill"
Simplex InternationalBankTransactionType = "simplex"
SEPA InternationalBankTransactionType = "sepa"
Swift InternationalBankTransactionType = "swift"
RapidTransfer InternationalBankTransactionType = "rapidTransfer"
MisterTangoSEPA InternationalBankTransactionType = "misterTangoSepa"
Qiwi InternationalBankTransactionType = "qiwi"
VisaMastercard InternationalBankTransactionType = "visaMastercard"
WebMoney InternationalBankTransactionType = "webMoney"
Capitalist InternationalBankTransactionType = "capitalist"
WesternUnion InternationalBankTransactionType = "westernUnion"
MoneyGram InternationalBankTransactionType = "moneyGram"
Contact InternationalBankTransactionType = "contact"
)
// FeeBuilder is the type which holds all parameters required to calculate a fee for an exchange
type FeeBuilder struct {
FeeType FeeType
//Used for calculating crypto trading fees, deposits & withdrawals
FirstCurrency string
SecondCurrency string
Delimiter string
IsMaker bool
// Fiat currency used for bank deposits & withdrawals
CurrencyItem string
BankTransactionType InternationalBankTransactionType
// Used to multiply for fee calculations
PurchasePrice float64
Amount float64
}
// AccountInfo is a Generic type to hold each exchange's holdings in
// all enabled currencies
type AccountInfo struct {
ExchangeName string
Currencies []AccountCurrencyInfo
}
// AccountCurrencyInfo is a sub type to store currency name and value
type AccountCurrencyInfo struct {
CurrencyName string
TotalValue float64
Hold float64
}
// TradeHistory holds exchange history data
type TradeHistory struct {
Timestamp int64
TID int64
Price float64
Amount float64
Exchange string
Type string
}
// OrderDetail holds order detail data
type OrderDetail struct {
Exchange string
ID int64
BaseCurrency string
QuoteCurrency string
OrderSide string
OrderType string
CreationTime int64
Status string
Price float64
Amount float64
OpenVolume float64
}
// FundHistory holds exchange funding history data
type FundHistory struct {
ExchangeName string
Status string
TransferID int64
Description string
Timestamp int64
Currency string
Amount float64
Fee float64
TransferType string
CryptoToAddress string
CryptoFromAddress string
CryptoTxID string
BankTo string
BankFrom string
}
// Base stores the individual exchange information
type Base struct {
Name string
Enabled bool
Verbose bool
RESTPollingDelay time.Duration
AuthenticatedAPISupport bool
APIAuthPEMKeySupport bool
APISecret, APIKey, APIAuthPEMKey, ClientID string
Nonce nonce.Nonce
TakerFee, MakerFee, Fee float64
BaseCurrencies []string
AvailablePairs []string
EnabledPairs []string
AssetTypes []string
PairsLastUpdated int64
SupportsAutoPairUpdating bool
SupportsRESTTickerBatching bool
HTTPTimeout time.Duration
HTTPUserAgent string
WebsocketURL string
APIUrl string
APIUrlDefault string
APIUrlSecondary string
APIUrlSecondaryDefault string
RequestCurrencyPairFormat config.CurrencyPairFormatConfig
ConfigCurrencyPairFormat config.CurrencyPairFormatConfig
Websocket *Websocket
*request.Requester
}
// IBotExchange enforces standard functions for all exchanges supported in
// GoCryptoTrader
type IBotExchange interface {
Setup(exch config.ExchangeConfig)
Start(wg *sync.WaitGroup)
SetDefaults()
GetName() string
IsEnabled() bool
SetEnabled(bool)
GetTickerPrice(currency pair.CurrencyPair, assetType string) (ticker.Price, error)
UpdateTicker(currency pair.CurrencyPair, assetType string) (ticker.Price, error)
GetOrderbookEx(currency pair.CurrencyPair, assetType string) (orderbook.Base, error)
UpdateOrderbook(currency pair.CurrencyPair, assetType string) (orderbook.Base, error)
GetEnabledCurrencies() []pair.CurrencyPair
GetAvailableCurrencies() []pair.CurrencyPair
GetAssetTypes() []string
GetExchangeAccountInfo() (AccountInfo, error)
GetAuthenticatedAPISupport() bool
SetCurrencies(pairs []pair.CurrencyPair, enabledPairs bool) error
GetExchangeHistory(pair.CurrencyPair, string) ([]TradeHistory, error)
SupportsAutoPairUpdates() bool
GetLastPairsUpdateTime() int64
SupportsRESTTickerBatchUpdates() bool
GetExchangeFundTransferHistory() ([]FundHistory, error)
SubmitExchangeOrder(p pair.CurrencyPair, side OrderSide, orderType OrderType, amount, price float64, clientID string) (int64, error)
ModifyExchangeOrder(orderID int64, modify ModifyOrder) (int64, error)
CancelExchangeOrder(orderID int64) error
CancelAllExchangeOrders() error
GetExchangeOrderInfo(orderID int64) (OrderDetail, error)
GetExchangeDepositAddress(cryptocurrency pair.CurrencyItem) (string, error)
WithdrawCryptoExchangeFunds(address string, cryptocurrency pair.CurrencyItem, amount float64) (string, error)
WithdrawFiatExchangeFunds(currency pair.CurrencyItem, amount float64) (string, error)
GetWebsocket() (*Websocket, error)
}
// SupportsRESTTickerBatchUpdates returns whether or not the
// exhange supports REST batch ticker fetching
func (e *Base) SupportsRESTTickerBatchUpdates() bool {
return e.SupportsRESTTickerBatching
}
// SetHTTPClientTimeout sets the timeout value for the exchanges
// HTTP Client
func (e *Base) SetHTTPClientTimeout(t time.Duration) {
if e.Requester == nil {
e.Requester = request.New(e.Name,
request.NewRateLimit(time.Second, 0),
request.NewRateLimit(time.Second, 0),
new(http.Client))
}
e.Requester.HTTPClient.Timeout = t
}
// SetHTTPClient sets exchanges HTTP client
func (e *Base) SetHTTPClient(h *http.Client) {
if e.Requester == nil {
e.Requester = request.New(e.Name,
request.NewRateLimit(time.Second, 0),
request.NewRateLimit(time.Second, 0),
new(http.Client))
}
e.Requester.HTTPClient = h
}
// GetHTTPClient gets the exchanges HTTP client
func (e *Base) GetHTTPClient() *http.Client {
if e.Requester == nil {
e.Requester = request.New(e.Name,
request.NewRateLimit(time.Second, 0),
request.NewRateLimit(time.Second, 0),
new(http.Client))
}
return e.Requester.HTTPClient
}
// SetHTTPClientUserAgent sets the exchanges HTTP user agent
func (e *Base) SetHTTPClientUserAgent(ua string) {
if e.Requester == nil {
e.Requester = request.New(e.Name,
request.NewRateLimit(time.Second, 0),
request.NewRateLimit(time.Second, 0),
new(http.Client))
}
e.Requester.UserAgent = ua
e.HTTPUserAgent = ua
}
// GetHTTPClientUserAgent gets the exchanges HTTP user agent
func (e *Base) GetHTTPClientUserAgent() string {
return e.HTTPUserAgent
}
// SetClientProxyAddress sets a proxy address for REST and websocket requests
func (e *Base) SetClientProxyAddress(addr string) error {
if addr != "" {
proxy, err := url.Parse(addr)
if err != nil {
return fmt.Errorf("exchange.go - setting proxy address error %s",
err)
}
err = e.Requester.SetProxy(proxy)
if err != nil {
return fmt.Errorf("exchange.go - setting proxy address error %s",
err)
}
if e.Websocket != nil {
err = e.Websocket.SetProxyAddress(addr)
if err != nil {
return err
}
}
}
return nil
}
// SetAutoPairDefaults sets the default values for whether or not the exchange
// supports auto pair updating or not
func (e *Base) SetAutoPairDefaults() error {
cfg := config.GetConfig()
exch, err := cfg.GetExchangeConfig(e.Name)
if err != nil {
return err
}
update := false
if e.SupportsAutoPairUpdating {
if !exch.SupportsAutoPairUpdates {
exch.SupportsAutoPairUpdates = true
exch.PairsLastUpdated = 0
update = true
}
} else {
if exch.PairsLastUpdated == 0 {
exch.PairsLastUpdated = time.Now().Unix()
e.PairsLastUpdated = exch.PairsLastUpdated
update = true
}
}
if update {
return cfg.UpdateExchangeConfig(exch)
}
return nil
}
// SupportsAutoPairUpdates returns whether or not the exchange supports
// auto currency pair updating
func (e *Base) SupportsAutoPairUpdates() bool {
return e.SupportsAutoPairUpdating
}
// GetLastPairsUpdateTime returns the unix timestamp of when the exchanges
// currency pairs were last updated
func (e *Base) GetLastPairsUpdateTime() int64 {
return e.PairsLastUpdated
}
// SetAssetTypes checks the exchange asset types (whether it supports SPOT,
// Binary or Futures) and sets it to a default setting if it doesn't exist
func (e *Base) SetAssetTypes() error {
cfg := config.GetConfig()
exch, err := cfg.GetExchangeConfig(e.Name)
if err != nil {
return err
}
update := false
if exch.AssetTypes == "" {
exch.AssetTypes = common.JoinStrings(e.AssetTypes, ",")
update = true
} else {
exch.AssetTypes = common.JoinStrings(e.AssetTypes, ",")
update = true
}
if update {
return cfg.UpdateExchangeConfig(exch)
}
return nil
}
// GetAssetTypes returns the available asset types for an individual exchange
func (e *Base) GetAssetTypes() []string {
return e.AssetTypes
}
// GetExchangeAssetTypes returns the asset types the exchange supports (SPOT,
// binary, futures)
func GetExchangeAssetTypes(exchName string) ([]string, error) {
cfg := config.GetConfig()
exch, err := cfg.GetExchangeConfig(exchName)
if err != nil {
return nil, err
}
return common.SplitStrings(exch.AssetTypes, ","), nil
}
// GetClientBankAccounts returns banking details associated with
// a client for withdrawal purposes
func (e *Base) GetClientBankAccounts(exchangeName, withdrawalCurrency string) (config.BankAccount, error) {
cfg := config.GetConfig()
return cfg.GetClientBankAccounts(exchangeName, withdrawalCurrency)
}
// GetExchangeBankAccounts returns banking details associated with an
// exchange for funding purposes
func (e *Base) GetExchangeBankAccounts(exchangeName, depositCurrency string) (config.BankAccount, error) {
cfg := config.GetConfig()
return cfg.GetExchangeBankAccounts(exchangeName, depositCurrency)
}
// CompareCurrencyPairFormats checks and returns whether or not the two supplied
// config currency pairs match
func CompareCurrencyPairFormats(pair1 config.CurrencyPairFormatConfig, pair2 *config.CurrencyPairFormatConfig) bool {
if pair1.Delimiter != pair2.Delimiter ||
pair1.Uppercase != pair2.Uppercase ||
pair1.Separator != pair2.Separator ||
pair1.Index != pair2.Index {
return false
}
return true
}
// SetCurrencyPairFormat checks the exchange request and config currency pair
// formats and sets it to a default setting if it doesn't exist
func (e *Base) SetCurrencyPairFormat() error {
cfg := config.GetConfig()
exch, err := cfg.GetExchangeConfig(e.Name)
if err != nil {
return err
}
update := false
if exch.RequestCurrencyPairFormat == nil {
exch.RequestCurrencyPairFormat = &config.CurrencyPairFormatConfig{
Delimiter: e.RequestCurrencyPairFormat.Delimiter,
Uppercase: e.RequestCurrencyPairFormat.Uppercase,
Separator: e.RequestCurrencyPairFormat.Separator,
Index: e.RequestCurrencyPairFormat.Index,
}
update = true
} else {
if CompareCurrencyPairFormats(e.RequestCurrencyPairFormat,
exch.RequestCurrencyPairFormat) {
e.RequestCurrencyPairFormat = *exch.RequestCurrencyPairFormat
} else {
*exch.RequestCurrencyPairFormat = e.RequestCurrencyPairFormat
update = true
}
}
if exch.ConfigCurrencyPairFormat == nil {
exch.ConfigCurrencyPairFormat = &config.CurrencyPairFormatConfig{
Delimiter: e.ConfigCurrencyPairFormat.Delimiter,
Uppercase: e.ConfigCurrencyPairFormat.Uppercase,
Separator: e.ConfigCurrencyPairFormat.Separator,
Index: e.ConfigCurrencyPairFormat.Index,
}
update = true
} else {
if CompareCurrencyPairFormats(e.ConfigCurrencyPairFormat,
exch.ConfigCurrencyPairFormat) {
e.ConfigCurrencyPairFormat = *exch.ConfigCurrencyPairFormat
} else {
*exch.ConfigCurrencyPairFormat = e.ConfigCurrencyPairFormat
update = true
}
}
if update {
return cfg.UpdateExchangeConfig(exch)
}
return nil
}
// GetAuthenticatedAPISupport returns whether the exchange supports
// authenticated API requests
func (e *Base) GetAuthenticatedAPISupport() bool {
return e.AuthenticatedAPISupport
}
// GetName is a method that returns the name of the exchange base
func (e *Base) GetName() string {
return e.Name
}
// GetEnabledCurrencies is a method that returns the enabled currency pairs of
// the exchange base
func (e *Base) GetEnabledCurrencies() []pair.CurrencyPair {
return pair.FormatPairs(e.EnabledPairs,
e.ConfigCurrencyPairFormat.Delimiter,
e.ConfigCurrencyPairFormat.Index)
}
// GetAvailableCurrencies is a method that returns the available currency pairs
// of the exchange base
func (e *Base) GetAvailableCurrencies() []pair.CurrencyPair {
return pair.FormatPairs(e.AvailablePairs,
e.ConfigCurrencyPairFormat.Delimiter,
e.ConfigCurrencyPairFormat.Index)
}
// SupportsCurrency returns true or not whether a currency pair exists in the
// exchange available currencies or not
func (e *Base) SupportsCurrency(p pair.CurrencyPair, enabledPairs bool) bool {
if enabledPairs {
return pair.Contains(e.GetEnabledCurrencies(), p, false)
}
return pair.Contains(e.GetAvailableCurrencies(), p, false)
}
// GetExchangeFormatCurrencySeperator returns whether or not a specific
// exchange contains a separator used for API requests
func GetExchangeFormatCurrencySeperator(exchName string) bool {
cfg := config.GetConfig()
exch, err := cfg.GetExchangeConfig(exchName)
if err != nil {
return false
}
if exch.RequestCurrencyPairFormat.Separator != "" {
return true
}
return false
}
// GetAndFormatExchangeCurrencies returns a pair.CurrencyItem string containing
// the exchanges formatted currency pairs
func GetAndFormatExchangeCurrencies(exchName string, pairs []pair.CurrencyPair) (pair.CurrencyItem, error) {
var currencyItems pair.CurrencyItem
cfg := config.GetConfig()
exch, err := cfg.GetExchangeConfig(exchName)
if err != nil {
return currencyItems, err
}
for x := range pairs {
currencyItems += FormatExchangeCurrency(exchName, pairs[x])
if x == len(pairs)-1 {
continue
}
currencyItems += pair.CurrencyItem(exch.RequestCurrencyPairFormat.Separator)
}
return currencyItems, nil
}
// FormatExchangeCurrency is a method that formats and returns a currency pair
// based on the user currency display preferences
func FormatExchangeCurrency(exchName string, p pair.CurrencyPair) pair.CurrencyItem {
cfg := config.GetConfig()
exch, _ := cfg.GetExchangeConfig(exchName)
return p.Display(exch.RequestCurrencyPairFormat.Delimiter,
exch.RequestCurrencyPairFormat.Uppercase)
}
// FormatCurrency is a method that formats and returns a currency pair
// based on the user currency display preferences
func FormatCurrency(p pair.CurrencyPair) pair.CurrencyItem {
cfg := config.GetConfig()
return p.Display(cfg.Currency.CurrencyPairFormat.Delimiter,
cfg.Currency.CurrencyPairFormat.Uppercase)
}
// SetEnabled is a method that sets if the exchange is enabled
func (e *Base) SetEnabled(enabled bool) {
e.Enabled = enabled
}
// IsEnabled is a method that returns if the current exchange is enabled
func (e *Base) IsEnabled() bool {
return e.Enabled
}
// SetAPIKeys is a method that sets the current API keys for the exchange
func (e *Base) SetAPIKeys(APIKey, APISecret, ClientID string, b64Decode bool) {
if !e.AuthenticatedAPISupport {
return
}
e.APIKey = APIKey
e.ClientID = ClientID
if b64Decode {
result, err := common.Base64Decode(APISecret)
if err != nil {
e.AuthenticatedAPISupport = false
log.Printf(warningBase64DecryptSecretKeyFailed, e.Name)
}
e.APISecret = string(result)
} else {
e.APISecret = APISecret
}
}
// SetCurrencies sets the exchange currency pairs for either enabledPairs or
// availablePairs
func (e *Base) SetCurrencies(pairs []pair.CurrencyPair, enabledPairs bool) error {
if len(pairs) == 0 {
return fmt.Errorf("%s SetCurrencies error - pairs is empty", e.Name)
}
cfg := config.GetConfig()
exchCfg, err := cfg.GetExchangeConfig(e.Name)
if err != nil {
return err
}
var pairsStr []string
for x := range pairs {
pairsStr = append(pairsStr, pairs[x].Display(exchCfg.ConfigCurrencyPairFormat.Delimiter,
exchCfg.ConfigCurrencyPairFormat.Uppercase).String())
}
if enabledPairs {
exchCfg.EnabledPairs = common.JoinStrings(pairsStr, ",")
e.EnabledPairs = pairsStr
} else {
exchCfg.AvailablePairs = common.JoinStrings(pairsStr, ",")
e.AvailablePairs = pairsStr
}
return cfg.UpdateExchangeConfig(exchCfg)
}
// UpdateCurrencies updates the exchange currency pairs for either enabledPairs or
// availablePairs
func (e *Base) UpdateCurrencies(exchangeProducts []string, enabled, force bool) error {
if len(exchangeProducts) == 0 {
return fmt.Errorf("%s UpdateCurrencies error - exchangeProducts is empty", e.Name)
}
exchangeProducts = common.SplitStrings(common.StringToUpper(common.JoinStrings(exchangeProducts, ",")), ",")
var products []string
for x := range exchangeProducts {
if exchangeProducts[x] == "" {
continue
}
products = append(products, exchangeProducts[x])
}
var newPairs, removedPairs []string
var updateType string
if enabled {
newPairs, removedPairs = pair.FindPairDifferences(e.EnabledPairs, products)
updateType = "enabled"
} else {
newPairs, removedPairs = pair.FindPairDifferences(e.AvailablePairs, products)
updateType = "available"
}
if force || len(newPairs) > 0 || len(removedPairs) > 0 {
cfg := config.GetConfig()
exch, err := cfg.GetExchangeConfig(e.Name)
if err != nil {
return err
}
if force {
log.Printf("%s forced update of %s pairs.", e.Name, updateType)
} else {
if len(newPairs) > 0 {
log.Printf("%s Updating pairs - New: %s.\n", e.Name, newPairs)
}
if len(removedPairs) > 0 {
log.Printf("%s Updating pairs - Removed: %s.\n", e.Name, removedPairs)
}
}
if enabled {
exch.EnabledPairs = common.JoinStrings(products, ",")
e.EnabledPairs = products
} else {
exch.AvailablePairs = common.JoinStrings(products, ",")
e.AvailablePairs = products
}
return cfg.UpdateExchangeConfig(exch)
}
return nil
}
// ModifyOrder is a an order modifyer
type ModifyOrder struct {
OrderType
OrderSide
Price float64
Amount float64
}
// Format holds exchange formatting
type Format struct {
ExchangeName string
OrderType map[string]string
OrderSide map[string]string
}
// Formatting contain a range of exchanges formatting
type Formatting []Format
// formats is a quick formatting list for generic parameters
var formats = Formatting{
Format{
ExchangeName: "BTC Markets",
OrderType: map[string]string{
"Limit": "Limit",
"Market": "Market",
},
OrderSide: map[string]string{
"Buy": "Bid",
"Sell": "Ask",
},
},
}
// OrderType enforces a standard for Ordertypes across the code base
type OrderType string
// Format changes the ordertype to the exchange standard and returns a string
func (o OrderType) Format(exchangeName string) string {
for _, format := range formats {
if format.ExchangeName == exchangeName {
return format.OrderType[string(o)]
}
}
return ""
}
// OrderTypeLimit returns an OrderType limit order
func OrderTypeLimit() OrderType {
return "Limit"
}
// OrderTypeMarket returns an OrderType Market order
func OrderTypeMarket() OrderType {
return "Market"
}
// OrderSide enforces a standard for OrderSides across the code base
type OrderSide string
// Format changes the ordertype to the exchange standard and returns a string
func (o OrderSide) Format(exchangeName string) string {
for _, format := range formats {
if format.ExchangeName == exchangeName {
return format.OrderSide[string(o)]
}
}
return ""
}
// OrderSideBuy returns an OrderSide buy order
func OrderSideBuy() OrderSide {
return "Buy"
}
// OrderSideSell returns an OrderSide Sell order
func OrderSideSell() OrderSide {
return "Sell"
}
// SetAPIURL sets configuration API URL for an exchange
func (e *Base) SetAPIURL(ec config.ExchangeConfig) error {
if ec.APIURL == "" || ec.APIURLSecondary == "" {
return errors.New("SetAPIURL error variable zero value")
}
if ec.APIURL != config.APIURLNonDefaultMessage {
e.APIUrl = ec.APIURL
}
if ec.APIURLSecondary != config.APIURLNonDefaultMessage {
e.APIUrlSecondary = ec.APIURLSecondary
}
return nil
}
// GetAPIURL returns the set API URL
func (e *Base) GetAPIURL() string {
return e.APIUrl
}
// GetSecondaryAPIURL returns the set Secondary API URL
func (e *Base) GetSecondaryAPIURL() string {
return e.APIUrlSecondary
}
// GetAPIURLDefault returns exchange default URL
func (e *Base) GetAPIURLDefault() string {
return e.APIUrlDefault
}
// GetAPIURLSecondaryDefault returns exchange default secondary URL
func (e *Base) GetAPIURLSecondaryDefault() string {
return e.APIUrlSecondaryDefault
}