Files
gocryptotrader/exchanges/exmo/exmo_wrapper.go
Scott 3a66e99899 Authenticated Websocket support (#315)
* Improves subscribing by not allowing duplicates. Adds bitmex auth support

* Adds coinbase pro support. Partial BTCC support. Adds WebsocketAuthenticatedEndpointsSupported websocket feature. Adds GateIO support

* Adds Coinut support

* Moves Coinut WS types to file. Implements Gemini's secure WS endpoint

* Adds HitBTC ws authenticated support. Fixes var names

* Adds huobi and hadax authenticated websocket support

* Adds auth to okgroup (okex, okcoin). Fixes some linting

* Adds Poloniex support

* Adds ZB support

* Adds proper bitmex support

* Improves bitfinex support, improves websocket functionality definitions

* Fixes coinbasepro auth

* Tests all endpoints

* go formatting, importing, linting run

* Adds wrapper supports

* General clean up. Data race destruction

* Improves testing on all exchanges except ZB

* Fixes ZB hashing, parsing and tests

* minor nits before someone else sees them <_<

* Fixes some nits pertaining to variable usage, comments, typos and rate limiting

* Addresses nits regarding types and test responses where applicable

* fmt import

* Fixes linting issues

* No longer returns an error on failure to authenticate, just logs. Adds new AuthenticatedWebsocketAPISupport config value to allow a user to seperate auth from REST and WS. Prevents WS auth if AuthenticatedWebsocketAPISupport is false, adds additional login check 'CanUseAuthenticatedEndpoints' for when login only occurs once (not per request). Removes unnecessary time.Sleeps from code. Moves WS auth error logic to auth function so that wrappers can get involved in all the auth fun. New-fandangled shared test package, used exclusively in testing, will be the store of all the constant boilerplate things like timeout values. Moves WS test setup function to only run once when there are multiple WS endpoint tests. Cleans up some struct types

* Increases test coverage with tests for config.areAuthenticatedCredentialsValid config.CheckExchangeConfigValues, exchange.SetAPIKeys, exchange.GetAuthenticatedAPISupport, exchange_websocket.CanUseAuthenticatedEndpoitns and exchange_websocket.SetCanUseAuthenticatedEndpoints. Adds b.Websocket.SetCanUseAuthenticatedEndpoints(false) when bitfinex fails to authenticate
Fixes a typo. gofmt and goimport

* Trim Test Typos

* Reformats various websocket types. Adds more specific error messaging to config.areAuthenticatedCredentialsValid
2019-06-19 13:19:01 +10:00

421 lines
13 KiB
Go

package exmo
import (
"errors"
"fmt"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/currency"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
log "github.com/thrasher-/gocryptotrader/logger"
)
// Start starts the EXMO go routine
func (e *EXMO) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
e.Run()
wg.Done()
}()
}
// Run implements the EXMO wrapper
func (e *EXMO) Run() {
if e.Verbose {
log.Debugf("%s polling delay: %ds.\n", e.GetName(), e.RESTPollingDelay)
log.Debugf("%s %d currencies enabled: %s.\n", e.GetName(), len(e.EnabledPairs), e.EnabledPairs)
}
exchangeProducts, err := e.GetPairSettings()
if err != nil {
log.Errorf("%s Failed to get available products.\n", e.GetName())
} else {
var currencies []string
for x := range exchangeProducts {
currencies = append(currencies, x)
}
var newCurrencies currency.Pairs
for _, p := range currencies {
newCurrencies = append(newCurrencies,
currency.NewPairFromString(p))
}
err = e.UpdateCurrencies(newCurrencies, false, false)
if err != nil {
log.Errorf("%s Failed to update available currencies.\n", e.GetName())
}
}
}
// UpdateTicker updates and returns the ticker for a currency pair
func (e *EXMO) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
var tickerPrice ticker.Price
pairsCollated, err := exchange.GetAndFormatExchangeCurrencies(e.Name, e.GetEnabledCurrencies())
if err != nil {
return tickerPrice, err
}
result, err := e.GetTicker(pairsCollated)
if err != nil {
return tickerPrice, err
}
for _, x := range e.GetEnabledCurrencies() {
currency := exchange.FormatExchangeCurrency(e.Name, x).String()
var tickerPrice ticker.Price
tickerPrice.Pair = x
tickerPrice.Last = result[currency].Last
tickerPrice.Ask = result[currency].Sell
tickerPrice.High = result[currency].High
tickerPrice.Bid = result[currency].Buy
tickerPrice.Last = result[currency].Last
tickerPrice.Low = result[currency].Low
tickerPrice.Volume = result[currency].Volume
err = ticker.ProcessTicker(e.Name, &tickerPrice, assetType)
if err != nil {
return tickerPrice, err
}
}
return ticker.GetTicker(e.Name, p, assetType)
}
// GetTickerPrice returns the ticker for a currency pair
func (e *EXMO) GetTickerPrice(p currency.Pair, assetType string) (ticker.Price, error) {
tick, err := ticker.GetTicker(e.GetName(), p, assetType)
if err != nil {
return e.UpdateTicker(p, assetType)
}
return tick, nil
}
// GetOrderbookEx returns the orderbook for a currency pair
func (e *EXMO) GetOrderbookEx(p currency.Pair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.Get(e.GetName(), p, assetType)
if err != nil {
return e.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (e *EXMO) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
pairsCollated, err := exchange.GetAndFormatExchangeCurrencies(e.Name, e.GetEnabledCurrencies())
if err != nil {
return orderBook, err
}
result, err := e.GetOrderbook(pairsCollated)
if err != nil {
return orderBook, err
}
for _, x := range e.GetEnabledCurrencies() {
currency := exchange.FormatExchangeCurrency(e.Name, x)
data, ok := result[currency.String()]
if !ok {
continue
}
var obItems []orderbook.Item
for y := range data.Ask {
z := data.Ask[y]
price, _ := strconv.ParseFloat(z[0], 64)
amount, _ := strconv.ParseFloat(z[1], 64)
obItems = append(obItems, orderbook.Item{Price: price, Amount: amount})
}
orderBook.Asks = obItems
obItems = []orderbook.Item{}
for y := range data.Bid {
z := data.Bid[y]
price, _ := strconv.ParseFloat(z[0], 64)
amount, _ := strconv.ParseFloat(z[1], 64)
obItems = append(obItems, orderbook.Item{Price: price, Amount: amount})
}
orderBook.Bids = obItems
orderBook.Pair = x
orderBook.ExchangeName = e.GetName()
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
}
return orderbook.Get(e.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies for the
// Exmo exchange
func (e *EXMO) GetAccountInfo() (exchange.AccountInfo, error) {
var response exchange.AccountInfo
response.Exchange = e.GetName()
result, err := e.GetUserInfo()
if err != nil {
return response, err
}
var currencies []exchange.AccountCurrencyInfo
for x, y := range result.Balances {
var exchangeCurrency exchange.AccountCurrencyInfo
exchangeCurrency.CurrencyName = currency.NewCode(x)
for z, w := range result.Reserved {
if z == x {
avail, _ := strconv.ParseFloat(y, 64)
reserved, _ := strconv.ParseFloat(w, 64)
exchangeCurrency.TotalValue = avail + reserved
exchangeCurrency.Hold = reserved
}
}
currencies = append(currencies, exchangeCurrency)
}
response.Accounts = append(response.Accounts, exchange.Account{
Currencies: currencies,
})
return response, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (e *EXMO) GetFundingHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (e *EXMO) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
var resp []exchange.TradeHistory
return resp, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (e *EXMO) SubmitOrder(p currency.Pair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, _ string) (exchange.SubmitOrderResponse, error) {
var submitOrderResponse exchange.SubmitOrderResponse
var oT string
switch orderType {
case exchange.LimitOrderType:
return submitOrderResponse, errors.New("unsupported order type")
case exchange.MarketOrderType:
oT = "market_buy"
if side == exchange.SellOrderSide {
oT = "market_sell"
}
default:
return submitOrderResponse, errors.New("unsupported order type")
}
response, err := e.CreateOrder(p.String(), oT, price, amount)
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 (e *EXMO) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (e *EXMO) CancelOrder(order *exchange.OrderCancellation) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
}
return e.CancelExistingOrder(orderIDInt)
}
// CancelAllOrders cancels all orders associated with a currency pair
func (e *EXMO) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
OrderStatus: make(map[string]string),
}
openOrders, err := e.GetOpenOrders()
if err != nil {
return cancelAllOrdersResponse, err
}
for _, order := range openOrders {
err = e.CancelExistingOrder(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 (e *EXMO) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (e *EXMO) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
fullAddr, err := e.GetCryptoDepositAddress()
if err != nil {
return "", err
}
addr, ok := fullAddr[cryptocurrency.String()]
if !ok {
return "", fmt.Errorf("currency %s could not be found, please generate via the exmo website", cryptocurrency.String())
}
return addr, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (e *EXMO) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
resp, err := e.WithdrawCryptocurrency(withdrawRequest.Currency.String(),
withdrawRequest.Address,
withdrawRequest.AddressTag,
withdrawRequest.Amount)
return fmt.Sprintf("%v", resp), err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (e *EXMO) WithdrawFiatFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (e *EXMO) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (e *EXMO) GetWebsocket() (*exchange.Websocket, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (e *EXMO) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if (e.APIKey == "" || e.APISecret == "") && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return e.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (e *EXMO) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
resp, err := e.GetOpenOrders()
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
for _, order := range resp {
symbol := currency.NewPairDelimiter(order.Pair, "_")
orderDate := time.Unix(order.Created, 0)
orderSide := exchange.OrderSide(strings.ToUpper(order.Type))
orders = append(orders, exchange.OrderDetail{
ID: fmt.Sprintf("%v", order.OrderID),
Amount: order.Quantity,
OrderDate: orderDate,
Price: order.Price,
OrderSide: orderSide,
Exchange: e.Name,
CurrencyPair: symbol,
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (e *EXMO) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
if len(getOrdersRequest.Currencies) == 0 {
return nil, errors.New("currency must be supplied")
}
var allTrades []UserTrades
for _, currency := range getOrdersRequest.Currencies {
resp, err := e.GetUserTrades(exchange.FormatExchangeCurrency(e.Name, currency).String(), "", "10000")
if err != nil {
return nil, err
}
for _, order := range resp {
allTrades = append(allTrades, order...)
}
}
var orders []exchange.OrderDetail
for _, order := range allTrades {
symbol := currency.NewPairDelimiter(order.Pair, "_")
orderDate := time.Unix(order.Date, 0)
orderSide := exchange.OrderSide(strings.ToUpper(order.Type))
orders = append(orders, exchange.OrderDetail{
ID: fmt.Sprintf("%v", order.TradeID),
Amount: order.Quantity,
OrderDate: orderDate,
Price: order.Price,
OrderSide: orderSide,
Exchange: e.Name,
CurrencyPair: symbol,
})
}
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 (e *EXMO) SubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (e *EXMO) UnsubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// GetSubscriptions returns a copied list of subscriptions
func (e *EXMO) GetSubscriptions() ([]exchange.WebsocketChannelSubscription, error) {
return nil, common.ErrFunctionNotSupported
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (e *EXMO) AuthenticateWebsocket() error {
return common.ErrFunctionNotSupported
}