Files
gocryptotrader/exchanges/gateio/gateio_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

472 lines
14 KiB
Go

package gateio
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 GateIO go routine
func (g *Gateio) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
g.Run()
wg.Done()
}()
}
// Run implements the GateIO wrapper
func (g *Gateio) Run() {
if g.Verbose {
log.Debugf("%s Websocket: %s. (url: %s).\n", g.GetName(), common.IsEnabled(g.Websocket.IsEnabled()), g.WebsocketURL)
log.Debugf("%s polling delay: %ds.\n", g.GetName(), g.RESTPollingDelay)
log.Debugf("%s %d currencies enabled: %s.\n", g.GetName(), len(g.EnabledPairs), g.EnabledPairs)
}
symbols, err := g.GetSymbols()
if err != nil {
log.Errorf("%s Unable to fetch symbols.\n", g.GetName())
} else {
var newCurrencies currency.Pairs
for _, p := range symbols {
newCurrencies = append(newCurrencies,
currency.NewPairFromString(p))
}
err = g.UpdateCurrencies(newCurrencies, false, false)
if err != nil {
log.Errorf("%s Failed to update available currencies.\n", g.GetName())
}
}
}
// UpdateTicker updates and returns the ticker for a currency pair
func (g *Gateio) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
var tickerPrice ticker.Price
result, err := g.GetTickers()
if err != nil {
return tickerPrice, err
}
for _, x := range g.GetEnabledCurrencies() {
currency := exchange.FormatExchangeCurrency(g.Name, x).String()
var tp ticker.Price
tp.Pair = x
tp.High = result[currency].High
tp.Last = result[currency].Last
tp.Last = result[currency].Last
tp.Low = result[currency].Low
tp.Volume = result[currency].Volume
err = ticker.ProcessTicker(g.Name, &tp, assetType)
if err != nil {
return tickerPrice, err
}
}
return ticker.GetTicker(g.Name, p, assetType)
}
// GetTickerPrice returns the ticker for a currency pair
func (g *Gateio) GetTickerPrice(p currency.Pair, assetType string) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker(g.GetName(), p, assetType)
if err != nil {
return g.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// GetOrderbookEx returns orderbook base on the currency pair
func (g *Gateio) GetOrderbookEx(currency currency.Pair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.Get(g.GetName(), currency, assetType)
if err != nil {
return g.UpdateOrderbook(currency, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (g *Gateio) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
currency := exchange.FormatExchangeCurrency(g.Name, p).String()
orderbookNew, err := g.GetOrderbook(currency)
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Bids {
data := orderbookNew.Bids[x]
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: data.Amount, Price: data.Price})
}
for x := range orderbookNew.Asks {
data := orderbookNew.Asks[x]
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: data.Amount, Price: data.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)
}
// GetAccountInfo retrieves balances for all enabled currencies for the
// ZB exchange
func (g *Gateio) GetAccountInfo() (exchange.AccountInfo, error) {
var info exchange.AccountInfo
balance, err := g.GetBalances()
if err != nil {
return info, err
}
var balances []exchange.AccountCurrencyInfo
switch l := balance.Locked.(type) {
case map[string]interface{}:
for x := range l {
lockedF, err := strconv.ParseFloat(l[x].(string), 64)
if err != nil {
return info, err
}
balances = append(balances, exchange.AccountCurrencyInfo{
CurrencyName: currency.NewCode(x),
Hold: lockedF,
})
}
default:
break
}
switch v := balance.Available.(type) {
case map[string]interface{}:
for x := range v {
availAmount, err := strconv.ParseFloat(v[x].(string), 64)
if err != nil {
return info, err
}
var updated bool
for i := range balances {
if balances[i].CurrencyName == currency.NewCode(x) {
balances[i].TotalValue = balances[i].Hold + availAmount
updated = true
break
}
}
if !updated {
balances = append(balances, exchange.AccountCurrencyInfo{
CurrencyName: currency.NewCode(x),
TotalValue: availAmount,
})
}
}
default:
break
}
info.Accounts = append(info.Accounts, exchange.Account{
Currencies: balances,
})
info.Exchange = g.GetName()
return info, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (g *Gateio) GetFundingHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (g *Gateio) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
var resp []exchange.TradeHistory
return resp, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
// TODO: support multiple order types (IOC)
func (g *Gateio) SubmitOrder(p currency.Pair, side exchange.OrderSide, _ exchange.OrderType, amount, price float64, _ string) (exchange.SubmitOrderResponse, error) {
var submitOrderResponse exchange.SubmitOrderResponse
var orderTypeFormat SpotNewOrderRequestParamsType
if side == exchange.BuyOrderSide {
orderTypeFormat = SpotNewOrderRequestParamsTypeBuy
} else {
orderTypeFormat = SpotNewOrderRequestParamsTypeSell
}
var spotNewOrderRequestParams = SpotNewOrderRequestParams{
Amount: amount,
Price: price,
Symbol: p.String(),
Type: orderTypeFormat,
}
response, err := g.SpotNewOrder(spotNewOrderRequestParams)
if response.OrderNumber > 0 {
submitOrderResponse.OrderID = fmt.Sprintf("%v", response.OrderNumber)
}
if err == nil {
submitOrderResponse.IsOrderPlaced = true
}
return submitOrderResponse, err
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (g *Gateio) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (g *Gateio) CancelOrder(order *exchange.OrderCancellation) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
}
_, err = g.CancelExistingOrder(orderIDInt, exchange.FormatExchangeCurrency(g.Name, order.CurrencyPair).String())
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (g *Gateio) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
OrderStatus: make(map[string]string),
}
openOrders, err := g.GetOpenOrders("")
if err != nil {
return cancelAllOrdersResponse, err
}
uniqueSymbols := make(map[string]int)
for i := range openOrders.Orders {
uniqueSymbols[openOrders.Orders[i].CurrencyPair]++
}
for unique := range uniqueSymbols {
err = g.CancelAllExistingOrders(-1, unique)
if err != nil {
cancelAllOrdersResponse.OrderStatus[unique] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (g *Gateio) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
orders, err := g.GetOpenOrders("")
if err != nil {
return orderDetail, errors.New("failed to get open orders")
}
for x := range orders.Orders {
if orders.Orders[x].OrderNumber != orderID {
continue
}
orderDetail.Exchange = g.GetName()
orderDetail.ID = orders.Orders[x].OrderNumber
orderDetail.RemainingAmount = orders.Orders[x].InitialAmount - orders.Orders[x].FilledAmount
orderDetail.ExecutedAmount = orders.Orders[x].FilledAmount
orderDetail.Amount = orders.Orders[x].InitialAmount
orderDetail.OrderDate = time.Unix(orders.Orders[x].Timestamp, 0)
orderDetail.Status = orders.Orders[x].Status
orderDetail.Price = orders.Orders[x].Rate
orderDetail.CurrencyPair = currency.NewPairDelimiter(orders.Orders[x].CurrencyPair, g.ConfigCurrencyPairFormat.Delimiter)
if strings.EqualFold(orders.Orders[x].Type, exchange.AskOrderSide.ToString()) {
orderDetail.OrderSide = exchange.AskOrderSide
} else if strings.EqualFold(orders.Orders[x].Type, exchange.BidOrderSide.ToString()) {
orderDetail.OrderSide = exchange.BuyOrderSide
}
return orderDetail, nil
}
return orderDetail, fmt.Errorf("no order found with id %v", orderID)
}
// GetDepositAddress returns a deposit address for a specified currency
func (g *Gateio) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
addr, err := g.GetCryptoDepositAddress(cryptocurrency.String())
if err != nil {
return "", err
}
// Waits for new generated address if not created yet, its variable per
// currency
if addr == gateioGenerateAddress {
time.Sleep(10 * time.Second)
addr, err = g.GetCryptoDepositAddress(cryptocurrency.String())
if err != nil {
return "", err
}
if addr == gateioGenerateAddress {
return "", errors.New("new deposit address is being generated, please retry again shortly")
}
return addr, nil
}
return addr, err
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (g *Gateio) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return g.WithdrawCrypto(withdrawRequest.Currency.String(), withdrawRequest.Address, withdrawRequest.Amount)
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (g *Gateio) WithdrawFiatFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (g *Gateio) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (g *Gateio) GetWebsocket() (*exchange.Websocket, error) {
return g.Websocket, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (g *Gateio) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if (g.APIKey == "" || g.APISecret == "") && // 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 *Gateio) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
var currPair string
if len(getOrdersRequest.Currencies) == 1 {
currPair = getOrdersRequest.Currencies[0].String()
}
resp, err := g.GetOpenOrders(currPair)
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
for i := range resp.Orders {
if resp.Orders[i].Status != "open" {
continue
}
symbol := currency.NewPairDelimiter(resp.Orders[i].CurrencyPair,
g.ConfigCurrencyPairFormat.Delimiter)
side := exchange.OrderSide(strings.ToUpper(resp.Orders[i].Type))
orderDate := time.Unix(resp.Orders[i].Timestamp, 0)
orders = append(orders, exchange.OrderDetail{
ID: resp.Orders[i].OrderNumber,
Amount: resp.Orders[i].Amount,
Price: resp.Orders[i].Rate,
RemainingAmount: resp.Orders[i].FilledAmount,
OrderDate: orderDate,
OrderSide: side,
Exchange: g.Name,
CurrencyPair: symbol,
Status: resp.Orders[i].Status,
})
}
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 (g *Gateio) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
var trades []TradesResponse
for _, currency := range getOrdersRequest.Currencies {
resp, err := g.GetTradeHistory(currency.String())
if err != nil {
return nil, err
}
trades = append(trades, resp.Trades...)
}
var orders []exchange.OrderDetail
for _, trade := range trades {
symbol := currency.NewPairDelimiter(trade.Pair,
g.ConfigCurrencyPairFormat.Delimiter)
side := exchange.OrderSide(strings.ToUpper(trade.Type))
orderDate := time.Unix(trade.TimeUnix, 0)
orders = append(orders, exchange.OrderDetail{
ID: strconv.FormatInt(trade.OrderID, 10),
Amount: trade.Amount,
Price: trade.Rate,
OrderDate: orderDate,
OrderSide: side,
Exchange: g.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 (g *Gateio) SubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
g.Websocket.SubscribeToChannels(channels)
return nil
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (g *Gateio) UnsubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
g.Websocket.UnsubscribeToChannels(channels)
return nil
}
// GetSubscriptions returns a copied list of subscriptions
func (g *Gateio) GetSubscriptions() ([]exchange.WebsocketChannelSubscription, error) {
return g.Websocket.GetSubscriptions(), nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (g *Gateio) AuthenticateWebsocket() error {
return g.wsServerSignIn()
}