Files
gocryptotrader/exchanges/gemini/gemini_wrapper.go
Andrew 3de1d94e5f New logging system (#319)
* First pass at adding new logging system

* NewLogger

* NewLogger

* WIP

* silly bug fix

* :D removed files

* removed old logging interface

* added tests

* added tests

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* Added subsystem log types

* Logger improvements

* Further performance improvements

* changes to logger and sublogger creation

* Renamed Logging types

* removed old print statement

* changes based on feedback

* moved sublogger types to own file

* :)

* added console as output type

* added get level command

* added get/set log level via grpc command

* added check for output being empty for migration support

* first pass at log rotation

* added log rotation

* :D derp fixed

* added tests

* changes based on feedback

* changed log type

* comments

* renamed file -> fileSettings

* typo fix

* changes based on feedback

* gofmt ran on additional files

* gofmt ran on additional files
2019-07-07 05:20:31 +10:00

493 lines
14 KiB
Go

package gemini
import (
"errors"
"fmt"
"net/url"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/config"
"github.com/thrasher-/gocryptotrader/currency"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/asset"
"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-/gocryptotrader/exchanges/request"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
log "github.com/thrasher-/gocryptotrader/logger"
)
// GetDefaultConfig returns a default exchange config
func (g *Gemini) GetDefaultConfig() (*config.ExchangeConfig, error) {
g.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = g.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = g.BaseCurrencies
err := g.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if g.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = g.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets package defaults for gemini exchange
func (g *Gemini) SetDefaults() {
g.Name = "Gemini"
g.Enabled = true
g.Verbose = true
g.API.CredentialsValidator.RequiresKey = true
g.API.CredentialsValidator.RequiresSecret = true
g.CurrencyPairs = currency.PairsManager{
AssetTypes: asset.Items{
asset.Spot,
},
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
},
}
g.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: exchange.ProtocolFeatures{
AutoPairUpdates: true,
TickerBatching: false,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.AutoWithdrawCryptoWithSetup |
exchange.WithdrawFiatViaWebsiteOnly,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
g.Requester = request.New(g.Name,
request.NewRateLimit(time.Minute, geminiAuthRate),
request.NewRateLimit(time.Minute, geminiUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
g.API.Endpoints.URLDefault = geminiAPIURL
g.API.Endpoints.URL = g.API.Endpoints.URLDefault
g.WebsocketInit()
g.Websocket.Functionality = exchange.WebsocketOrderbookSupported |
exchange.WebsocketTradeDataSupported
}
// Setup sets exchange configuration parameters
func (g *Gemini) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
g.SetEnabled(false)
return nil
}
err := g.SetupDefaults(exch)
if err != nil {
return err
}
if exch.UseSandbox {
g.API.Endpoints.URL = geminiSandboxAPIURL
}
return g.WebsocketSetup(g.WsConnect,
nil,
nil,
exch.Name,
exch.Features.Enabled.Websocket,
exch.Verbose,
geminiWebsocketEndpoint,
exch.API.Endpoints.WebsocketURL)
}
// Start starts the Gemini go routine
func (g *Gemini) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
g.Run()
wg.Done()
}()
}
// Run implements the Gemini wrapper
func (g *Gemini) Run() {
if g.Verbose {
g.PrintEnabledPairs()
}
if !g.GetEnabledFeatures().AutoPairUpdates {
return
}
err := g.UpdateTradablePairs(false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", g.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (g *Gemini) FetchTradablePairs(asset asset.Item) ([]string, error) {
return g.GetSymbols()
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (g *Gemini) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := g.GetSymbols()
if err != nil {
return err
}
return g.UpdatePairs(currency.NewPairsFromStrings(pairs), asset.Spot, false, forceUpdate)
}
// GetAccountInfo Retrieves balances for all enabled currencies for the
// Gemini exchange
func (g *Gemini) GetAccountInfo() (exchange.AccountInfo, error) {
var response exchange.AccountInfo
response.Exchange = g.GetName()
accountBalance, err := g.GetBalances()
if err != nil {
return response, err
}
var currencies []exchange.AccountCurrencyInfo
for i := 0; i < len(accountBalance); i++ {
var exchangeCurrency exchange.AccountCurrencyInfo
exchangeCurrency.CurrencyName = currency.NewCode(accountBalance[i].Currency)
exchangeCurrency.TotalValue = accountBalance[i].Amount
exchangeCurrency.Hold = accountBalance[i].Available
currencies = append(currencies, exchangeCurrency)
}
response.Accounts = append(response.Accounts, exchange.Account{
Currencies: currencies,
})
return response, nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (g *Gemini) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
var tickerPrice ticker.Price
tick, err := g.GetTicker(p.String())
if err != nil {
return tickerPrice, err
}
tickerPrice.Pair = p
tickerPrice.Ask = tick.Ask
tickerPrice.Bid = tick.Bid
tickerPrice.Last = tick.Last
tickerPrice.Volume = tick.Volume.USD
err = ticker.ProcessTicker(g.GetName(), &tickerPrice, assetType)
if err != nil {
return tickerPrice, err
}
return ticker.GetTicker(g.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (g *Gemini) FetchTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker(g.GetName(), p, assetType)
if err != nil {
return g.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (g *Gemini) FetchOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
ob, err := orderbook.Get(g.GetName(), p, assetType)
if err != nil {
return g.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (g *Gemini) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := g.GetOrderbook(p.String(), url.Values{})
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Bids {
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: orderbookNew.Bids[x].Amount, Price: orderbookNew.Bids[x].Price})
}
for x := range orderbookNew.Asks {
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: orderbookNew.Asks[x].Amount, Price: orderbookNew.Asks[x].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)
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (g *Gemini) GetFundingHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (g *Gemini) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (g *Gemini) SubmitOrder(order *exchange.OrderSubmission) (exchange.SubmitOrderResponse, error) {
var submitOrderResponse exchange.SubmitOrderResponse
if order == nil {
return submitOrderResponse, exchange.ErrOrderSubmissionIsNil
}
if err := order.Validate(); err != nil {
return submitOrderResponse, err
}
response, err := g.NewOrder(order.Pair.String(),
order.Amount,
order.Price,
order.OrderSide.ToString(),
order.OrderType.ToString())
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 (g *Gemini) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (g *Gemini) CancelOrder(order *exchange.OrderCancellation) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
}
_, err = g.CancelExistingOrder(orderIDInt)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (g *Gemini) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
OrderStatus: make(map[string]string),
}
resp, err := g.CancelExistingOrders(false)
if err != nil {
return cancelAllOrdersResponse, err
}
for _, order := range resp.Details.CancelRejects {
cancelAllOrdersResponse.OrderStatus[order] = "Could not cancel order"
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (g *Gemini) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (g *Gemini) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
addr, err := g.GetCryptoDepositAddress("", cryptocurrency.String())
if err != nil {
return "", err
}
return addr.Address, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (g *Gemini) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoWithdrawRequest) (string, error) {
resp, err := g.WithdrawCrypto(withdrawRequest.Address, withdrawRequest.Currency.String(), withdrawRequest.Amount)
if err != nil {
return "", err
}
if resp.Result == "error" {
return "", errors.New(resp.Message)
}
return resp.TXHash, err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (g *Gemini) WithdrawFiatFunds(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (g *Gemini) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (g *Gemini) GetWebsocket() (*exchange.Websocket, error) {
return g.Websocket, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (g *Gemini) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !g.AllowAuthenticatedRequest() && // 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 *Gemini) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
resp, err := g.GetOrders()
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
for i := range resp {
symbol := currency.NewPairDelimiter(resp[i].Symbol,
g.GetPairFormat(asset.Spot, false).Delimiter)
var orderType exchange.OrderType
if resp[i].Type == "exchange limit" {
orderType = exchange.LimitOrderType
} else if resp[i].Type == "market buy" || resp[i].Type == "market sell" {
orderType = exchange.MarketOrderType
}
side := exchange.OrderSide(strings.ToUpper(resp[i].Type))
orderDate := time.Unix(resp[i].Timestamp, 0)
orders = append(orders, exchange.OrderDetail{
Amount: resp[i].OriginalAmount,
RemainingAmount: resp[i].RemainingAmount,
ID: fmt.Sprintf("%v", resp[i].OrderID),
ExecutedAmount: resp[i].ExecutedAmount,
Exchange: g.Name,
OrderType: orderType,
OrderSide: side,
Price: resp[i].Price,
CurrencyPair: symbol,
OrderDate: orderDate,
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
exchange.FilterOrdersByType(&orders, getOrdersRequest.OrderType)
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (g *Gemini) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
if len(getOrdersRequest.Currencies) == 0 {
return nil, errors.New("currency must be supplied")
}
var trades []TradeHistory
for _, currency := range getOrdersRequest.Currencies {
resp, err := g.GetTradeHistory(g.FormatExchangeCurrency(currency,
asset.Spot).String(), getOrdersRequest.StartTicks.Unix())
if err != nil {
return nil, err
}
for i := range resp {
resp[i].BaseCurrency = currency.Base.String()
resp[i].QuoteCurrency = currency.Quote.String()
trades = append(trades, resp[i])
}
}
var orders []exchange.OrderDetail
for i := range trades {
side := exchange.OrderSide(strings.ToUpper(trades[i].Type))
orderDate := time.Unix(trades[i].Timestamp, 0)
orders = append(orders, exchange.OrderDetail{
Amount: trades[i].Amount,
ID: fmt.Sprintf("%v", trades[i].OrderID),
Exchange: g.Name,
OrderDate: orderDate,
OrderSide: side,
Fee: trades[i].FeeAmount,
Price: trades[i].Price,
CurrencyPair: currency.NewPairWithDelimiter(trades[i].BaseCurrency,
trades[i].QuoteCurrency,
g.GetPairFormat(asset.Spot, false).Delimiter),
})
}
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 *Gemini) SubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (g *Gemini) UnsubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// GetSubscriptions returns a copied list of subscriptions
func (g *Gemini) GetSubscriptions() ([]exchange.WebsocketChannelSubscription, error) {
return nil, common.ErrFunctionNotSupported
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (g *Gemini) AuthenticateWebsocket() error {
return common.ErrFunctionNotSupported
}