Files
gocryptotrader/exchanges/binance/binance_wrapper.go
Scott ff6a84f0f1 Cancel all orders wrapper implementation (#217)
* Changes method signature for cancelling all orders (experitmental). Implements cancelAllOrders wrapper for alphapoint, anx, binance

* Implements cancel all wrapper for bitfinex, bitmex, bitstamp, bittrex, btcmarkets, coinbasepro and hilariously coinut

* Changes method signature to only use one OrderCancellation type. Adds support for Exmo, gateio, gemini, itbit, lakebtc

* Adds/updates support for hitbtc, huobi, hadax, itbit and kraken

* Adds support for liqui, localbitcoins, okcoin, poloniex, wex and yobit. Splits up open order methods for poloniex

* Adds bithumb, okex and zb support. BTCC for another PR

* Updates bitflyer, bithumb, bitmex, coinut, okex and zb cancelAllOrders method to cancel via enabled currency pairs rather than a singular currency

* Adds tests to all exchanges to test wrapper function CancelAllOrders

* Fixes OKEX and huobi, btcmarkets, kraken, okCoin cancel order implementations

* Fixes coinut, hitbtc and okex api for authenticated requests

* Fixes comment and spacing

* Changes the CancelAllOrders signature to return orderids and errors along with a generic error.

* Fixes OKEX delimiter

* Removes spacing and test verbosity

* Removes more spacing

* Removes space

* Fixes okex rebasing issue. Also makes the maps instead of assuming they just work
2018-12-14 15:53:26 +11:00

299 lines
9.2 KiB
Go

package binance
import (
"errors"
"fmt"
"log"
"strconv"
"sync"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/currency/pair"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
)
// Start starts the OKEX go routine
func (b *Binance) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the OKEX wrapper
func (b *Binance) Run() {
if b.Verbose {
log.Printf("%s Websocket: %s. (url: %s).\n", b.GetName(), common.IsEnabled(b.Websocket.IsEnabled()), b.Websocket.GetWebsocketURL())
log.Printf("%s polling delay: %ds.\n", b.GetName(), b.RESTPollingDelay)
log.Printf("%s %d currencies enabled: %s.\n", b.GetName(), len(b.EnabledPairs), b.EnabledPairs)
}
symbols, err := b.GetExchangeValidCurrencyPairs()
if err != nil {
log.Printf("%s Failed to get exchange info.\n", b.GetName())
} else {
forceUpgrade := false
if !common.StringDataContains(b.EnabledPairs, "-") ||
!common.StringDataContains(b.AvailablePairs, "-") {
forceUpgrade = true
}
if forceUpgrade {
enabledPairs := []string{"BTC-USDT"}
log.Println("WARNING: Available pairs for Binance reset due to config upgrade, please enable the ones you would like again")
err = b.UpdateCurrencies(enabledPairs, true, true)
if err != nil {
log.Printf("%s Failed to get config.\n", b.GetName())
}
}
err = b.UpdateCurrencies(symbols, false, forceUpgrade)
if err != nil {
log.Printf("%s Failed to get config.\n", b.GetName())
}
}
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Binance) UpdateTicker(p pair.CurrencyPair, assetType string) (ticker.Price, error) {
var tickerPrice ticker.Price
tick, err := b.GetTickers()
if err != nil {
return tickerPrice, err
}
for _, x := range b.GetEnabledCurrencies() {
curr := exchange.FormatExchangeCurrency(b.Name, x)
for y := range tick {
if tick[y].Symbol == curr.String() {
tickerPrice.Pair = x
tickerPrice.Ask = tick[y].AskPrice
tickerPrice.Bid = tick[y].BidPrice
tickerPrice.High = tick[y].HighPrice
tickerPrice.Last = tick[y].LastPrice
tickerPrice.Low = tick[y].LowPrice
tickerPrice.Volume = tick[y].Volume
ticker.ProcessTicker(b.Name, x, tickerPrice, assetType)
}
}
}
return ticker.GetTicker(b.Name, p, assetType)
}
// GetTickerPrice returns the ticker for a currency pair
func (b *Binance) GetTickerPrice(p pair.CurrencyPair, assetType string) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker(b.GetName(), p, assetType)
if err != nil {
return b.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// GetOrderbookEx returns orderbook base on the currency pair
func (b *Binance) GetOrderbookEx(currency pair.CurrencyPair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.GetOrderbook(b.GetName(), currency, assetType)
if err != nil {
return b.UpdateOrderbook(currency, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Binance) UpdateOrderbook(p pair.CurrencyPair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := b.GetOrderBook(OrderBookDataRequestParams{Symbol: exchange.FormatExchangeCurrency(b.Name, p).String(), Limit: 1000})
if err != nil {
return orderBook, err
}
for _, bids := range orderbookNew.Bids {
orderBook.Bids = append(orderBook.Bids,
orderbook.Item{Amount: bids.Quantity, Price: bids.Price})
}
for _, asks := range orderbookNew.Asks {
orderBook.Asks = append(orderBook.Asks,
orderbook.Item{Amount: asks.Quantity, Price: asks.Price})
}
orderbook.ProcessOrderbook(b.GetName(), p, orderBook, assetType)
return orderbook.GetOrderbook(b.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies for the
// Bithumb exchange
func (b *Binance) GetAccountInfo() (exchange.AccountInfo, error) {
var info exchange.AccountInfo
raw, err := b.GetAccount()
if err != nil {
return info, err
}
var currencyBalance []exchange.AccountCurrencyInfo
for _, balance := range raw.Balances {
freeCurrency, err := strconv.ParseFloat(balance.Free, 64)
if err != nil {
return info, err
}
lockedCurrency, err := strconv.ParseFloat(balance.Locked, 64)
if err != nil {
return info, err
}
currencyBalance = append(currencyBalance, exchange.AccountCurrencyInfo{
CurrencyName: balance.Asset,
TotalValue: freeCurrency + lockedCurrency,
Hold: freeCurrency,
})
}
info.ExchangeName = b.GetName()
info.Currencies = currencyBalance
return info, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *Binance) GetFundingHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (b *Binance) GetExchangeHistory(p pair.CurrencyPair, assetType string) ([]exchange.TradeHistory, error) {
var resp []exchange.TradeHistory
return resp, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (b *Binance) SubmitOrder(p pair.CurrencyPair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, clientID string) (exchange.SubmitOrderResponse, error) {
var submitOrderResponse exchange.SubmitOrderResponse
var sideType RequestParamsSideType
if side == exchange.Buy {
sideType = BinanceRequestParamsSideBuy
} else {
sideType = BinanceRequestParamsSideSell
}
var requestParamsOrderType RequestParamsOrderType
if orderType == exchange.Market {
requestParamsOrderType = BinanceRequestParamsOrderMarket
} else if orderType == exchange.Limit {
requestParamsOrderType = BinanceRequestParamsOrderLimit
} else {
submitOrderResponse.IsOrderPlaced = false
return submitOrderResponse, errors.New("Unsupported order type")
}
var orderRequest = NewOrderRequest{
Symbol: p.FirstCurrency.String() + p.SecondCurrency.String(),
Side: sideType,
Price: price,
Quantity: amount,
TradeType: requestParamsOrderType,
}
response, err := b.NewOrder(orderRequest)
if response.OrderID > 0 {
submitOrderResponse.OrderID = fmt.Sprintf("%v", response.OrderID)
}
if err == nil {
submitOrderResponse.IsOrderPlaced = true
}
return submitOrderResponse, err
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Binance) ModifyOrder(orderID int64, action exchange.ModifyOrder) (int64, error) {
return 0, common.ErrNotYetImplemented
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Binance) CancelOrder(order exchange.OrderCancellation) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
}
_, err = b.CancelExistingOrder(exchange.FormatExchangeCurrency(b.Name, order.CurrencyPair).String(), orderIDInt, order.AccountID)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *Binance) CancelAllOrders(orderCancellation exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
OrderStatus: make(map[string]string),
}
openOrders, err := b.OpenOrders("")
if err != nil {
return cancelAllOrdersResponse, err
}
for _, order := range openOrders {
_, err = b.CancelExistingOrder(order.Symbol, order.OrderID, "")
if err != nil {
cancelAllOrdersResponse.OrderStatus[strconv.FormatInt(order.OrderID, 10)] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (b *Binance) GetOrderInfo(orderID int64) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *Binance) GetDepositAddress(cryptocurrency pair.CurrencyItem) (string, error) {
return "", common.ErrNotYetImplemented
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *Binance) WithdrawCryptocurrencyFunds(address string, cryptocurrency pair.CurrencyItem, amount float64) (string, error) {
return "", common.ErrNotYetImplemented
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (b *Binance) WithdrawFiatFunds(currency pair.CurrencyItem, amount float64) (string, error) {
return "", common.ErrNotYetImplemented
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (b *Binance) WithdrawFiatFundsToInternationalBank(currency pair.CurrencyItem, amount float64) (string, error) {
return "", common.ErrNotYetImplemented
}
// GetWebsocket returns a pointer to the exchange websocket
func (b *Binance) GetWebsocket() (*exchange.Websocket, error) {
return b.Websocket, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *Binance) GetFeeByType(feeBuilder exchange.FeeBuilder) (float64, error) {
return b.GetFee(feeBuilder)
}
// GetWithdrawCapabilities returns the types of withdrawal methods permitted by the exchange
func (b *Binance) GetWithdrawCapabilities() uint32 {
return b.GetWithdrawPermissions()
}