Files
gocryptotrader/exchanges/zb/zb.go
Adam 504c2fad6d Feature: Implement funding rates, futures and coin margin (exchange API coverage) (#530)
* ALMOST THERE

* more api wips

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* testing n more api wipz

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no keys

* remove log

* kraken is broken

ugh

* still broken

* fixing auth funcs + usdtm api docs

* wip

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* wip

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* wrapper authenticated functions

* adding asset type and fixing dependencies

* wip

* binance auth wrapper start

* wrapper functionality

* wip

* wip

* wip

* wrapper cancel functions

* order submission for wrappers

* wip

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* done

* ofcourse

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* appveyor please

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* DONT ASK RYAN FOR HELP EVER

* wip

* wip

* endpoint upgrades continued

* path upgrade

* NeeeNeeeNeeeNeeeNING

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* fixing errors for fundmon

* more error fixing for fundmon

* test running past 30s

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* THX AGAIN SHAZBERT

* path system upgrade

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* path system upgrade contd.

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* WOW

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* config fix and glorious changes

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* OKEX tested and fixed

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* glorious code changes and path fixing huobi WIP

* adding assetType to accountinfo functions

* fixing panic

* panic fix and updating account info wrappers WIP

* updateaccountinfo updated

* testing WIP binance USDT n Coin Margined and Kraken Futures

* auth functions tested and fixed

* added test

* config reverted

* shazbert and glorious changes

* shazbert and glorious changes

* latest changes and portfolio update

* go fmt change:

* remove commented codes

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* rm ln

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* thrasher requested changes wip

* improving struct layouts

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* oopsie

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* configtest reverted

* error fix

* oopsie

* for what

* test patch fix

* insecurities

* fixing tests

* fix config
2021-02-12 16:19:18 +11:00

453 lines
14 KiB
Go

package zb
import (
"context"
"encoding/json"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"strings"
"time"
"github.com/thrasher-corp/gocryptotrader/common/convert"
"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"
)
const (
zbTradeURL = "http://api.zb.live"
zbMarketURL = "https://trade.zb.live/api"
zbAPIVersion = "v1"
zbData = "data"
zbAccountInfo = "getAccountInfo"
zbMarkets = "markets"
zbKline = "kline"
zbOrder = "order"
zbCancelOrder = "cancelOrder"
zbTicker = "ticker"
zbTrades = "trades"
zbTickers = "allTicker"
zbDepth = "depth"
zbUnfinishedOrdersIgnoreTradeType = "getUnfinishedOrdersIgnoreTradeType"
zbGetOrdersGet = "getOrders"
zbWithdraw = "withdraw"
zbDepositAddress = "getUserAddress"
)
// ZB is the overarching type across this package
// 47.91.169.147 api.zb.com
// 47.52.55.212 trade.zb.com
type ZB struct {
exchange.Base
}
// SpotNewOrder submits an order to ZB
func (z *ZB) SpotNewOrder(arg SpotNewOrderRequestParams) (int64, error) {
var result SpotNewOrderResponse
vals := url.Values{}
vals.Set("accesskey", z.API.Credentials.Key)
vals.Set("method", "order")
vals.Set("amount", strconv.FormatFloat(arg.Amount, 'f', -1, 64))
vals.Set("currency", arg.Symbol)
vals.Set("price", strconv.FormatFloat(arg.Price, 'f', -1, 64))
vals.Set("tradeType", string(arg.Type))
err := z.SendAuthenticatedHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, vals, &result, request.Auth)
if err != nil {
return 0, err
}
if result.Code != 1000 {
return 0, fmt.Errorf("unsuccessful new order, message: %s code: %d", result.Message, result.Code)
}
newOrderID, err := strconv.ParseInt(result.ID, 10, 64)
if err != nil {
return 0, err
}
return newOrderID, nil
}
// CancelExistingOrder cancels an order
func (z *ZB) CancelExistingOrder(orderID int64, symbol string) error {
type response struct {
Code int `json:"code"` // Result code
Message string `json:"message"` // Result Message
}
vals := url.Values{}
vals.Set("accesskey", z.API.Credentials.Key)
vals.Set("method", "cancelOrder")
vals.Set("id", strconv.FormatInt(orderID, 10))
vals.Set("currency", symbol)
var result response
err := z.SendAuthenticatedHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, vals, &result, request.Auth)
if err != nil {
return err
}
if result.Code != 1000 {
return errors.New(result.Message)
}
return nil
}
// GetAccountInformation returns account information including coin information
// and pricing
func (z *ZB) GetAccountInformation() (AccountsResponse, error) {
var result AccountsResponse
vals := url.Values{}
vals.Set("accesskey", z.API.Credentials.Key)
vals.Set("method", "getAccountInfo")
return result, z.SendAuthenticatedHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, vals, &result, request.Auth)
}
// GetUnfinishedOrdersIgnoreTradeType returns unfinished orders
func (z *ZB) GetUnfinishedOrdersIgnoreTradeType(currency string, pageindex, pagesize int64) ([]Order, error) {
var result []Order
vals := url.Values{}
vals.Set("accesskey", z.API.Credentials.Key)
vals.Set("method", zbUnfinishedOrdersIgnoreTradeType)
vals.Set("currency", currency)
vals.Set("pageIndex", strconv.FormatInt(pageindex, 10))
vals.Set("pageSize", strconv.FormatInt(pagesize, 10))
err := z.SendAuthenticatedHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, vals, &result, request.Auth)
return result, err
}
// GetOrders returns finished orders
func (z *ZB) GetOrders(currency string, pageindex, side int64) ([]Order, error) {
var response []Order
vals := url.Values{}
vals.Set("accesskey", z.API.Credentials.Key)
vals.Set("method", zbGetOrdersGet)
vals.Set("currency", currency)
vals.Set("pageIndex", strconv.FormatInt(pageindex, 10))
vals.Set("tradeType", strconv.FormatInt(side, 10))
return response, z.SendAuthenticatedHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, vals, &response, request.Auth)
}
// GetMarkets returns market information including pricing, symbols and
// each symbols decimal precision
func (z *ZB) GetMarkets() (map[string]MarketResponseItem, error) {
endpoint := fmt.Sprintf("/%s/%s/%s", zbData, zbAPIVersion, zbMarkets)
var res map[string]MarketResponseItem
err := z.SendHTTPRequest(exchange.RestSpot, endpoint, &res, request.UnAuth)
if err != nil {
return nil, err
}
return res, nil
}
// GetLatestSpotPrice returns latest spot price of symbol
//
// symbol: string of currency pair
// 获取最新价格
func (z *ZB) GetLatestSpotPrice(symbol string) (float64, error) {
res, err := z.GetTicker(symbol)
if err != nil {
return 0, err
}
return res.Ticker.Last, nil
}
// GetTicker returns a ticker for a given symbol
func (z *ZB) GetTicker(symbol string) (TickerResponse, error) {
urlPath := fmt.Sprintf("/%s/%s/%s?market=%s", zbData, zbAPIVersion, zbTicker, symbol)
var res TickerResponse
err := z.SendHTTPRequest(exchange.RestSpot, urlPath, &res, request.UnAuth)
return res, err
}
// GetTrades returns trades for a given symbol
func (z *ZB) GetTrades(symbol string) (TradeHistory, error) {
urlPath := fmt.Sprintf("/%s/%s/%s?market=%s", zbData, zbAPIVersion, zbTrades, symbol)
var res TradeHistory
err := z.SendHTTPRequest(exchange.RestSpot, urlPath, &res, request.UnAuth)
return res, err
}
// GetTickers returns ticker data for all supported symbols
func (z *ZB) GetTickers() (map[string]TickerChildResponse, error) {
urlPath := fmt.Sprintf("/%s/%s/%s", zbData, zbAPIVersion, zbTickers)
resp := make(map[string]TickerChildResponse)
err := z.SendHTTPRequest(exchange.RestSpot, urlPath, &resp, request.UnAuth)
return resp, err
}
// GetOrderbook returns the orderbook for a given symbol
func (z *ZB) GetOrderbook(symbol string) (OrderbookResponse, error) {
urlPath := fmt.Sprintf("/%s/%s/%s?market=%s", zbData, zbAPIVersion, zbDepth, symbol)
var res OrderbookResponse
err := z.SendHTTPRequest(exchange.RestSpot, urlPath, &res, request.UnAuth)
if err != nil {
return res, err
}
if len(res.Asks) == 0 {
return res, fmt.Errorf("ZB GetOrderbook asks is empty")
}
if len(res.Bids) == 0 {
return res, fmt.Errorf("ZB GetOrderbook bids is empty")
}
// reverse asks data
var data [][]float64
for x := len(res.Asks); x > 0; x-- {
data = append(data, res.Asks[x-1])
}
res.Asks = data
return res, nil
}
// GetSpotKline returns Kline data
func (z *ZB) GetSpotKline(arg KlinesRequestParams) (KLineResponse, error) {
vals := url.Values{}
vals.Set("type", arg.Type)
vals.Set("market", arg.Symbol)
if arg.Since > 0 {
vals.Set("since", strconv.FormatInt(arg.Since, 10))
}
if arg.Size != 0 {
vals.Set("size", fmt.Sprintf("%d", arg.Size))
}
urlPath := fmt.Sprintf("/%s/%s/%s?%s", zbData, zbAPIVersion, zbKline, vals.Encode())
var res KLineResponse
var rawKlines map[string]interface{}
err := z.SendHTTPRequest(exchange.RestSpot, urlPath, &rawKlines, klineFunc)
if err != nil {
return res, err
}
if rawKlines == nil || rawKlines["symbol"] == nil {
return res, errors.New("zb GetSpotKline rawKlines is nil")
}
res.Symbol = rawKlines["symbol"].(string)
res.MoneyType = rawKlines["moneyType"].(string)
rawKlineDatasString, _ := json.Marshal(rawKlines["data"].([]interface{}))
var rawKlineDatas [][]interface{}
if err := json.Unmarshal(rawKlineDatasString, &rawKlineDatas); err != nil {
return res, errors.New("zb rawKlines unmarshal failed")
}
for _, k := range rawKlineDatas {
ot, err := convert.TimeFromUnixTimestampFloat(k[0])
if err != nil {
return res, errors.New("zb cannot parse Kline.OpenTime")
}
res.Data = append(res.Data, &KLineResponseData{
ID: k[0].(float64),
KlineTime: ot,
Open: k[1].(float64),
High: k[2].(float64),
Low: k[3].(float64),
Close: k[4].(float64),
Volume: k[5].(float64),
})
}
return res, nil
}
// GetCryptoAddress fetches and returns the deposit address
// NOTE - PLEASE BE AWARE THAT YOU NEED TO GENERATE A DEPOSIT ADDRESS VIA
// LOGGING IN AND NOT BY USING THIS ENDPOINT OTHERWISE THIS WILL GIVE YOU A
// GENERAL ERROR RESPONSE.
func (z *ZB) GetCryptoAddress(currency currency.Code) (UserAddress, error) {
var resp UserAddress
vals := url.Values{}
vals.Set("method", zbDepositAddress)
vals.Set("currency", currency.Lower().String())
return resp,
z.SendAuthenticatedHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, vals, &resp, request.Auth)
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (z *ZB) SendHTTPRequest(ep exchange.URL, path string, result interface{}, f request.EndpointLimit) error {
endpoint, err := z.API.Endpoints.GetURL(ep)
if err != nil {
return err
}
return z.SendPayload(context.Background(), &request.Item{
Method: http.MethodGet,
Path: endpoint + path,
Result: result,
Verbose: z.Verbose,
HTTPDebugging: z.HTTPDebugging,
HTTPRecording: z.HTTPRecording,
Endpoint: f,
})
}
// SendAuthenticatedHTTPRequest sends authenticated requests to the zb API
func (z *ZB) SendAuthenticatedHTTPRequest(ep exchange.URL, httpMethod string, params url.Values, result interface{}, f request.EndpointLimit) error {
if !z.AllowAuthenticatedRequest() {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet, z.Name)
}
endpoint, err := z.API.Endpoints.GetURL(ep)
if err != nil {
return err
}
params.Set("accesskey", z.API.Credentials.Key)
hmac := crypto.GetHMAC(crypto.HashMD5,
[]byte(params.Encode()),
[]byte(crypto.Sha1ToHex(z.API.Credentials.Secret)))
now := time.Now()
params.Set("reqTime", fmt.Sprintf("%d", convert.UnixMillis(now)))
params.Set("sign", fmt.Sprintf("%x", hmac))
urlPath := fmt.Sprintf("%s/%s?%s",
endpoint,
params.Get("method"),
params.Encode())
var intermediary json.RawMessage
errCap := struct {
Code int64 `json:"code"`
Message string `json:"message"`
}{}
// Expiry of timestamp doesn't appear to be documented, so making a reasonable assumption
ctx, cancel := context.WithDeadline(context.Background(), now.Add(15*time.Second))
defer cancel()
err = z.SendPayload(ctx, &request.Item{
Method: httpMethod,
Path: urlPath,
Body: strings.NewReader(""),
Result: &intermediary,
AuthRequest: true,
Verbose: z.Verbose,
HTTPDebugging: z.HTTPDebugging,
HTTPRecording: z.HTTPRecording,
Endpoint: f,
})
if err != nil {
return err
}
err = json.Unmarshal(intermediary, &errCap)
if err == nil {
if errCap.Code > 1000 {
return fmt.Errorf("sendAuthenticatedHTTPRequest error code: %d message %s",
errCap.Code,
errorCode[errCap.Code])
}
}
return json.Unmarshal(intermediary, result)
}
// GetFee returns an estimate of fee based on type of transaction
func (z *ZB) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
case exchange.CryptocurrencyWithdrawalFee:
fee = getWithdrawalFee(feeBuilder.Pair.Base)
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 0.002 * price * amount
}
func calculateTradingFee(purchasePrice, amount float64) (fee float64) {
fee = 0.002
return fee * amount * purchasePrice
}
func getWithdrawalFee(c currency.Code) float64 {
return WithdrawalFees[c]
}
var errorCode = map[int64]string{
1000: "Successful call",
1001: "General error message",
1002: "internal error",
1003: "Verification failed",
1004: "Financial security password lock",
1005: "The fund security password is incorrect. Please confirm and re-enter.",
1006: "Real-name certification is awaiting review or review",
1009: "This interface is being maintained",
1010: "Not open yet",
1012: "Insufficient permissions",
1013: "Can not trade, if you have any questions, please contact online customer service",
1014: "Cannot be sold during the pre-sale period",
2002: "Insufficient balance in Bitcoin account",
2003: "Insufficient balance of Litecoin account",
2005: "Insufficient balance in Ethereum account",
2006: "Insufficient balance in ETC currency account",
2007: "Insufficient balance of BTS currency account",
2009: "Insufficient account balance",
3001: "Pending order not found",
3002: "Invalid amount",
3003: "Invalid quantity",
3004: "User does not exist",
3005: "Invalid parameter",
3006: "Invalid IP or inconsistent with the bound IP",
3007: "Request time has expired",
3008: "Transaction history not found",
4001: "API interface is locked",
4002: "Request too frequently",
}
// Withdraw transfers funds
func (z *ZB) Withdraw(currency, address, safepassword string, amount, fees float64, itransfer bool) (string, error) {
type response struct {
Code int `json:"code"` // Result code
Message string `json:"message"` // Result Message
ID string `json:"id"` // Withdrawal ID
}
vals := url.Values{}
vals.Set("accesskey", z.API.Credentials.Key)
vals.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
vals.Set("currency", currency)
vals.Set("fees", strconv.FormatFloat(fees, 'f', -1, 64))
vals.Set("itransfer", strconv.FormatBool(itransfer))
vals.Set("method", "withdraw")
vals.Set("recieveAddr", address)
vals.Set("safePwd", safepassword)
var resp response
err := z.SendAuthenticatedHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, vals, &resp, request.Auth)
if err != nil {
return "", err
}
if resp.Code != 1000 {
return "", errors.New(resp.Message)
}
return resp.ID, nil
}