Files
gocryptotrader/exchanges/gemini/gemini_wrapper.go
Adrian Gallagher 1daaa66830 Engine changes
Add addr helpers (will be split off into own package)
Engine status updates (log and data dir display)
Use GetPairFormat for various exchanges instead of calling the config
QA fixes
Implement GCTRPC exchange deposit address handling
2019-06-24 17:38:11 +10:00

493 lines
14 KiB
Go

package gemini
import (
"errors"
"fmt"
"net/url"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/config"
"github.com/thrasher-/gocryptotrader/currency"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/asset"
"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-/gocryptotrader/exchanges/request"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
log "github.com/thrasher-/gocryptotrader/logger"
)
// GetDefaultConfig returns a default exchange config
func (g *Gemini) GetDefaultConfig() (*config.ExchangeConfig, error) {
g.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = g.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = g.BaseCurrencies
err := g.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if g.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = g.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets package defaults for gemini exchange
func (g *Gemini) SetDefaults() {
g.Name = "Gemini"
g.Enabled = true
g.Verbose = true
g.API.CredentialsValidator.RequiresKey = true
g.API.CredentialsValidator.RequiresSecret = true
g.CurrencyPairs = currency.PairsManager{
AssetTypes: asset.Items{
asset.Spot,
},
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
},
}
g.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: exchange.ProtocolFeatures{
AutoPairUpdates: true,
TickerBatching: false,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.AutoWithdrawCryptoWithSetup |
exchange.WithdrawFiatViaWebsiteOnly,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
g.Requester = request.New(g.Name,
request.NewRateLimit(time.Minute, geminiAuthRate),
request.NewRateLimit(time.Minute, geminiUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
g.API.Endpoints.URLDefault = geminiAPIURL
g.API.Endpoints.URL = g.API.Endpoints.URLDefault
g.WebsocketInit()
g.Websocket.Functionality = exchange.WebsocketOrderbookSupported |
exchange.WebsocketTradeDataSupported
}
// Setup sets exchange configuration parameters
func (g *Gemini) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
g.SetEnabled(false)
return nil
}
err := g.SetupDefaults(exch)
if err != nil {
return err
}
if exch.UseSandbox {
g.API.Endpoints.URL = geminiSandboxAPIURL
}
return g.WebsocketSetup(g.WsConnect,
nil,
nil,
exch.Name,
exch.Features.Enabled.Websocket,
exch.Verbose,
geminiWebsocketEndpoint,
exch.API.Endpoints.WebsocketURL)
}
// Start starts the Gemini go routine
func (g *Gemini) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
g.Run()
wg.Done()
}()
}
// Run implements the Gemini wrapper
func (g *Gemini) Run() {
if g.Verbose {
g.PrintEnabledPairs()
}
if !g.GetEnabledFeatures().AutoPairUpdates {
return
}
err := g.UpdateTradablePairs(false)
if err != nil {
log.Errorf("%s failed to update tradable pairs. Err: %s", g.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (g *Gemini) FetchTradablePairs(asset asset.Item) ([]string, error) {
return g.GetSymbols()
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (g *Gemini) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := g.GetSymbols()
if err != nil {
return err
}
return g.UpdatePairs(currency.NewPairsFromStrings(pairs), asset.Spot, false, forceUpdate)
}
// GetAccountInfo Retrieves balances for all enabled currencies for the
// Gemini exchange
func (g *Gemini) GetAccountInfo() (exchange.AccountInfo, error) {
var response exchange.AccountInfo
response.Exchange = g.GetName()
accountBalance, err := g.GetBalances()
if err != nil {
return response, err
}
var currencies []exchange.AccountCurrencyInfo
for i := 0; i < len(accountBalance); i++ {
var exchangeCurrency exchange.AccountCurrencyInfo
exchangeCurrency.CurrencyName = currency.NewCode(accountBalance[i].Currency)
exchangeCurrency.TotalValue = accountBalance[i].Amount
exchangeCurrency.Hold = accountBalance[i].Available
currencies = append(currencies, exchangeCurrency)
}
response.Accounts = append(response.Accounts, exchange.Account{
Currencies: currencies,
})
return response, nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (g *Gemini) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
var tickerPrice ticker.Price
tick, err := g.GetTicker(p.String())
if err != nil {
return tickerPrice, err
}
tickerPrice.Pair = p
tickerPrice.Ask = tick.Ask
tickerPrice.Bid = tick.Bid
tickerPrice.Last = tick.Last
tickerPrice.Volume = tick.Volume.USD
err = ticker.ProcessTicker(g.GetName(), &tickerPrice, assetType)
if err != nil {
return tickerPrice, err
}
return ticker.GetTicker(g.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (g *Gemini) FetchTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker(g.GetName(), p, assetType)
if err != nil {
return g.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (g *Gemini) FetchOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
ob, err := orderbook.Get(g.GetName(), p, assetType)
if err != nil {
return g.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (g *Gemini) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := g.GetOrderbook(p.String(), url.Values{})
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Bids {
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: orderbookNew.Bids[x].Amount, Price: orderbookNew.Bids[x].Price})
}
for x := range orderbookNew.Asks {
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: orderbookNew.Asks[x].Amount, Price: orderbookNew.Asks[x].Price})
}
orderBook.Pair = p
orderBook.ExchangeName = g.GetName()
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(g.Name, p, assetType)
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (g *Gemini) GetFundingHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (g *Gemini) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (g *Gemini) 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
}
response, err := g.NewOrder(order.Pair.String(),
order.Amount,
order.Price,
order.OrderSide.ToString(),
order.OrderType.ToString())
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 (g *Gemini) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (g *Gemini) CancelOrder(order *exchange.OrderCancellation) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
}
_, err = g.CancelExistingOrder(orderIDInt)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (g *Gemini) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
OrderStatus: make(map[string]string),
}
resp, err := g.CancelExistingOrders(false)
if err != nil {
return cancelAllOrdersResponse, err
}
for _, order := range resp.Details.CancelRejects {
cancelAllOrdersResponse.OrderStatus[order] = "Could not cancel order"
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (g *Gemini) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (g *Gemini) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
addr, err := g.GetCryptoDepositAddress("", cryptocurrency.String())
if err != nil {
return "", err
}
return addr.Address, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (g *Gemini) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoWithdrawRequest) (string, error) {
resp, err := g.WithdrawCrypto(withdrawRequest.Address, withdrawRequest.Currency.String(), withdrawRequest.Amount)
if err != nil {
return "", err
}
if resp.Result == "error" {
return "", errors.New(resp.Message)
}
return resp.TXHash, err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (g *Gemini) WithdrawFiatFunds(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (g *Gemini) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (g *Gemini) GetWebsocket() (*exchange.Websocket, error) {
return g.Websocket, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (g *Gemini) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !g.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return g.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (g *Gemini) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
resp, err := g.GetOrders()
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
for i := range resp {
symbol := currency.NewPairDelimiter(resp[i].Symbol,
g.CurrencyPairs.Get(asset.Spot).ConfigFormat.Delimiter)
var orderType exchange.OrderType
if resp[i].Type == "exchange limit" {
orderType = exchange.LimitOrderType
} else if resp[i].Type == "market buy" || resp[i].Type == "market sell" {
orderType = exchange.MarketOrderType
}
side := exchange.OrderSide(strings.ToUpper(resp[i].Type))
orderDate := time.Unix(resp[i].Timestamp, 0)
orders = append(orders, exchange.OrderDetail{
Amount: resp[i].OriginalAmount,
RemainingAmount: resp[i].RemainingAmount,
ID: fmt.Sprintf("%v", resp[i].OrderID),
ExecutedAmount: resp[i].ExecutedAmount,
Exchange: g.Name,
OrderType: orderType,
OrderSide: side,
Price: resp[i].Price,
CurrencyPair: symbol,
OrderDate: orderDate,
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
exchange.FilterOrdersByType(&orders, getOrdersRequest.OrderType)
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (g *Gemini) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
if len(getOrdersRequest.Currencies) == 0 {
return nil, errors.New("currency must be supplied")
}
var trades []TradeHistory
for _, currency := range getOrdersRequest.Currencies {
resp, err := g.GetTradeHistory(g.FormatExchangeCurrency(currency,
asset.Spot).String(), getOrdersRequest.StartTicks.Unix())
if err != nil {
return nil, err
}
for i := range resp {
resp[i].BaseCurrency = currency.Base.String()
resp[i].QuoteCurrency = currency.Quote.String()
trades = append(trades, resp[i])
}
}
var orders []exchange.OrderDetail
for i := range trades {
side := exchange.OrderSide(strings.ToUpper(trades[i].Type))
orderDate := time.Unix(trades[i].Timestamp, 0)
orders = append(orders, exchange.OrderDetail{
Amount: trades[i].Amount,
ID: fmt.Sprintf("%v", trades[i].OrderID),
Exchange: g.Name,
OrderDate: orderDate,
OrderSide: side,
Fee: trades[i].FeeAmount,
Price: trades[i].Price,
CurrencyPair: currency.NewPairWithDelimiter(trades[i].BaseCurrency,
trades[i].QuoteCurrency,
g.GetPairFormat(asset.Spot, false).Delimiter),
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
return orders, nil
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (g *Gemini) SubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (g *Gemini) UnsubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// GetSubscriptions returns a copied list of subscriptions
func (g *Gemini) GetSubscriptions() ([]exchange.WebsocketChannelSubscription, error) {
return nil, common.ErrFunctionNotSupported
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (g *Gemini) AuthenticateWebsocket() error {
return common.ErrFunctionNotSupported
}