Files
gocryptotrader/exchanges/bittrex/bittrex_wrapper.go
Scott 50bbdabf43 BugFix: RPCServer cannot retrieve open orders/getOrder due to unset asset type (#634)
* Fixes issue where getorders could not work due to unset asset type in rpcserver.go. Adds test. Also adds start and end date to the cli.

* A few fixes

* lint

* fixes oopsie that affected doopsie

* Ensures dates are set for all open order implementations. Adds new filter to ensure orders without dates are returned rather than filtered. Fixes up Binance OpenOrders implementation. Adds some extra typeconverts for binance

* Add updated time to Binance GetActiveOrders. Update rpcserver.go to only set the time if its not empty. Also addressed bad expected value

* Actually fixes things this time

* Improves recvWindow to process openOrders

* Adds asset type to getOrder as well

* Fixes tests

* Adds missing date fields

* Fixes default time, updates default errors

* Default start to last month, instead of last year
2021-02-25 17:13:21 +11:00

723 lines
20 KiB
Go

package bittrex
import (
"errors"
"sort"
"strconv"
"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/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"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/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (b *Bittrex) 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 method assignes the default values for Bittrex
func (b *Bittrex) SetDefaults() {
b.Name = "Bittrex"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
requestFmt := &currency.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true}
configFmt := &currency.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true}
err := b.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: false,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
GetOrders: true,
CancelOrder: true,
SubmitOrder: true,
DepositHistory: true,
WithdrawalHistory: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
CryptoWithdrawalFee: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.NoFiatWithdrawals,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
b.Requester = request.New(b.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(request.NewBasicRateLimit(bittrexRateInterval, bittrexRequestRate)))
b.API.Endpoints = b.NewEndpoints()
err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: bittrexAPIURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
}
// Setup method sets current configuration details if enabled
func (b *Bittrex) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
return b.SetupDefaults(exch)
}
// Start starts the Bittrex go routine
func (b *Bittrex) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the Bittrex wrapper
func (b *Bittrex) Run() {
if b.Verbose {
b.PrintEnabledPairs()
}
forceUpdate := false
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
b.Name,
err)
return
}
pairs, err := b.GetEnabledPairs(asset.Spot)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
b.Name,
err)
return
}
avail, err := b.GetAvailablePairs(asset.Spot)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
b.Name,
err)
return
}
if !common.StringDataContains(pairs.Strings(), format.Delimiter) ||
!common.StringDataContains(avail.Strings(), format.Delimiter) {
forceUpdate = true
log.Warn(log.ExchangeSys, "Available pairs for Bittrex reset due to config upgrade, please enable the ones you would like again")
pairs, err = currency.NewPairsFromStrings([]string{currency.USDT.String() +
format.Delimiter +
currency.BTC.String()})
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
b.Name,
err)
} else {
err = b.UpdatePairs(pairs, asset.Spot, true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
b.Name,
err)
}
}
}
if !b.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err = b.UpdateTradablePairs(forceUpdate)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
b.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (b *Bittrex) FetchTradablePairs(asset asset.Item) ([]string, error) {
markets, err := b.GetMarkets()
if err != nil {
return nil, err
}
var pairs []string
for x := range markets.Result {
if !markets.Result[x].IsActive || markets.Result[x].MarketName == "" {
continue
}
pairs = append(pairs, markets.Result[x].MarketName)
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *Bittrex) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := b.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
return b.UpdatePairs(p, asset.Spot, false, forceUpdate)
}
// UpdateAccountInfo Retrieves balances for all enabled currencies for the
// Bittrex exchange
func (b *Bittrex) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
var response account.Holdings
response.Exchange = b.Name
accountBalance, err := b.GetAccountBalances()
if err != nil {
return response, err
}
var currencies []account.Balance
for i := range accountBalance.Result {
var exchangeCurrency account.Balance
exchangeCurrency.CurrencyName = currency.NewCode(accountBalance.Result[i].Currency)
exchangeCurrency.TotalValue = accountBalance.Result[i].Balance
exchangeCurrency.Hold = accountBalance.Result[i].Balance - accountBalance.Result[i].Available
currencies = append(currencies, exchangeCurrency)
}
response.Accounts = append(response.Accounts, account.SubAccount{
Currencies: currencies,
})
err = account.Process(&response)
if err != nil {
return account.Holdings{}, err
}
return response, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (b *Bittrex) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(b.Name, assetType)
if err != nil {
return b.UpdateAccountInfo(assetType)
}
return acc, nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bittrex) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
ticks, err := b.GetMarketSummaries()
if err != nil {
return nil, err
}
pairs, err := b.GetEnabledPairs(assetType)
if err != nil {
return nil, err
}
for j := range ticks.Result {
cp, err := currency.NewPairFromString(ticks.Result[j].MarketName)
if err != nil {
return nil, err
}
if !pairs.Contains(cp, true) {
continue
}
tickerTime, err := parseTime(ticks.Result[j].TimeStamp)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: ticks.Result[j].Last,
High: ticks.Result[j].High,
Low: ticks.Result[j].Low,
Bid: ticks.Result[j].Bid,
Ask: ticks.Result[j].Ask,
Volume: ticks.Result[j].BaseVolume,
QuoteVolume: ticks.Result[j].Volume,
Close: ticks.Result[j].PrevDay,
Pair: cp,
LastUpdated: tickerTime,
ExchangeName: b.Name,
AssetType: assetType})
if err != nil {
return nil, err
}
}
return ticker.GetTicker(b.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (b *Bittrex) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tick, err := ticker.GetTicker(b.Name, p, assetType)
if err != nil {
return b.UpdateTicker(p, assetType)
}
return tick, nil
}
// FetchOrderbook returns the orderbook for a currency pair
func (b *Bittrex) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(b.Name, 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 *Bittrex) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
ExchangeName: b.Name,
Pair: p,
AssetType: assetType,
VerificationBypass: b.OrderbookVerificationBypass,
}
fpair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
orderbookNew, err := b.GetOrderbook(fpair.String())
if err != nil {
return nil, err
}
for x := range orderbookNew.Result.Buy {
book.Bids = append(book.Bids,
orderbook.Item{
Amount: orderbookNew.Result.Buy[x].Quantity,
Price: orderbookNew.Result.Buy[x].Rate,
},
)
}
for x := range orderbookNew.Result.Sell {
book.Asks = append(book.Asks,
orderbook.Item{
Amount: orderbookNew.Result.Sell[x].Quantity,
Price: orderbookNew.Result.Sell[x].Rate,
},
)
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(b.Name, p, assetType)
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *Bittrex) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (b *Bittrex) GetWithdrawalsHistory(c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
return nil, common.ErrNotYetImplemented
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (b *Bittrex) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
p, err = b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
tradeData, err := b.GetMarketHistory(p.String())
if err != nil {
return nil, err
}
var resp []trade.Data
for i := range tradeData.Result {
var side order.Side
side, err = order.StringToOrderSide(tradeData.Result[i].OrderType)
if err != nil {
return nil, err
}
var ts time.Time
ts, err = time.Parse("2006-01-02T15:04:05.999999999", tradeData.Result[i].Timestamp)
if err != nil {
return nil, err
}
resp = append(resp, trade.Data{
Exchange: b.Name,
TID: strconv.FormatInt(tradeData.Result[i].ID, 10),
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData.Result[i].Price,
Amount: tradeData.Result[i].Quantity,
Timestamp: ts,
})
}
err = b.AddTradesToBuffer(resp...)
if err != nil {
return nil, err
}
sort.Sort(trade.ByDate(resp))
return resp, nil
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (b *Bittrex) GetHistoricTrades(_ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (b *Bittrex) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
buy := s.Side == order.Buy
if s.Type != order.Limit {
return submitOrderResponse,
errors.New("limit orders only supported on exchange")
}
fPair, err := b.FormatExchangeCurrency(s.Pair, s.AssetType)
if err != nil {
return submitOrderResponse, err
}
var response UUID
if buy {
response, err = b.PlaceBuyLimit(fPair.String(),
s.Amount,
s.Price)
} else {
response, err = b.PlaceSellLimit(fPair.String(),
s.Amount,
s.Price)
}
if err != nil {
return submitOrderResponse, err
}
if response.Result.ID != "" {
submitOrderResponse.OrderID = response.Result.ID
}
submitOrderResponse.IsOrderPlaced = true
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bittrex) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Bittrex) CancelOrder(o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
_, err := b.CancelExistingOrder(o.ID)
return err
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (b *Bittrex) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *Bittrex) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
openOrders, err := b.GetOpenOrders("")
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range openOrders.Result {
_, err := b.CancelExistingOrder(openOrders.Result[i].OrderUUID)
if err != nil {
cancelAllOrdersResponse.Status[openOrders.Result[i].OrderUUID] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns order information based on order ID
func (b *Bittrex) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *Bittrex) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
depositAddr, err := b.GetCryptoDepositAddress(cryptocurrency.String())
if err != nil {
return "", err
}
return depositAddr.Result.Address, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *Bittrex) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
uuid, err := b.Withdraw(withdrawRequest.Currency.String(),
withdrawRequest.Crypto.AddressTag,
withdrawRequest.Crypto.Address,
withdrawRequest.Amount)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: uuid.Result.ID,
}, err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bittrex) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bittrex) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *Bittrex) 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)
}
// GetActiveOrders retrieves any orders that are active/open
func (b *Bittrex) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var currPair string
if len(req.Pairs) == 1 {
fPair, err := b.FormatExchangeCurrency(req.Pairs[0], asset.Spot)
if err != nil {
return nil, err
}
currPair = fPair.String()
}
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
resp, err := b.GetOpenOrders(currPair)
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range resp.Result {
orderDate, err := parseTime(resp.Result[i].Opened)
if err != nil {
log.Errorf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
b.Name,
"GetActiveOrders",
resp.Result[i].OrderUUID,
resp.Result[i].Opened)
}
pair, err := currency.NewPairDelimiter(resp.Result[i].Exchange,
format.Delimiter)
if err != nil {
log.Errorf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse currency pair %v",
b.Name,
"GetActiveOrders",
resp.Result[i].OrderUUID,
err)
}
orderType := order.Type(strings.ToUpper(resp.Result[i].Type))
orders = append(orders, order.Detail{
Amount: resp.Result[i].Quantity,
RemainingAmount: resp.Result[i].QuantityRemaining,
Price: resp.Result[i].Price,
Date: orderDate,
ID: resp.Result[i].OrderUUID,
Exchange: b.Name,
Type: orderType,
Pair: pair,
})
}
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *Bittrex) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var currPair string
if len(req.Pairs) == 1 {
fPair, err := b.FormatExchangeCurrency(req.Pairs[0], asset.Spot)
if err != nil {
return nil, err
}
currPair = fPair.String()
}
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
resp, err := b.GetOrderHistoryForCurrency(currPair)
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range resp.Result {
orderDate, err := parseTime(resp.Result[i].TimeStamp)
if err != nil {
log.Errorf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
b.Name,
"GetOrderHistory",
resp.Result[i].OrderUUID,
resp.Result[i].Opened)
}
pair, err := currency.NewPairDelimiter(resp.Result[i].Exchange,
format.Delimiter)
if err != nil {
log.Errorf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse currency pair %v",
b.Name,
"GetOrderHistory",
resp.Result[i].OrderUUID,
err)
}
orderType := order.Type(strings.ToUpper(resp.Result[i].Type))
orders = append(orders, order.Detail{
Amount: resp.Result[i].Quantity,
RemainingAmount: resp.Result[i].QuantityRemaining,
Price: resp.Result[i].Price,
Date: orderDate,
ID: resp.Result[i].OrderUUID,
Exchange: b.Name,
Type: orderType,
Fee: resp.Result[i].Commission,
Pair: pair,
})
}
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (b *Bittrex) ValidateCredentials(assetType asset.Item) error {
_, err := b.UpdateAccountInfo(assetType)
return b.CheckTransientError(err)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (b *Bittrex) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrFunctionNotSupported
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (b *Bittrex) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrFunctionNotSupported
}