Files
gocryptotrader/exchanges/okgroup/okgroup_wrapper.go
Scott 11a68a9bb7 Utilising authenticated websocket functions in exchange wrappers (#384)
* Basic concept commit

* Initial changes to support bitfinex v2. Reverts linter changes as they suck. Exports bitfinex ws types

* Adds ticker, trade and orderbook support

* Candles sub that returns no data COMPLETE

* Adds authenticated ws support

* Adds the barebones endpoints to support

* Adds more endpoints

* Even more endpoints

* minicommit to switch and test

* All the interactive types

* Adds support for simultaneous connections. Updates tests. Nothing is working

* Successfully adds place order. Moves all authenticated endpoints to new switch case

* Cancel order and modify order

* Cancel all orders, cancel multi orders

* Finalises implementation. Uses testMain

* Adds WS wrapper support for some funcs

* Fixing rebasing issues

* Replaces use of currency as a variable. Updates a lot of coinut websocket auth endpoint stuff

* Fixes some fun for loops with GetEnabledPairs

* Fixes tests impacted by currency var change

* Adds coinut support for WS functions. Replaces `order` vars with `ord`. Fixes some for loops too. Removes verbose from bitfinex

* So many panics

* I'm fixing a hole, where the panics get in, and stops my mind from wandering, where it will go

* Moves func `CanUseAuthenticatedWebsocketEndpoint` to Websocket package as it fits better. Adds test coverage of `CanUseAuthenticatedWebsocketEndpoint`

* Finishes up all of coinuts ws implementations.

* GateIO implementation

* Adds some helper funcs for types, sides and status. Adds support for huobi. Removes unnecessary type

* Adds forgotten huobi endpoint

* Fixes cancel order endpoint

* go hates my formatting and so do I

* The process to get authenticated kraken websocket to work. Uses testmain. Adds new auth channel, auth subscriptions, auth data handling. Not working yet

* Finishes open orders handling

* Mini update for status only updates

* Fixes some kraken points

* Finishes WS kraken since it doesn't work

* Unfinished commit, cleaning up types

* Finishes the const replacing

* Fixes extra GetNAmes after rebase

* An end to the cleanup. testmain for gateio

* Adds ZB support

* Bitfinex cleanup. Renamed func

* Testmain-47s for everyone!!! yayaaaaaaa

* Adds kraken websocket wrapper support

* Fixes rebase issues

* Fixes tests from rebase

* Adds test for conversion. Fixes for loop. Updates test order pricing. Fixes some poor made tests. Adds proper error handling for ws responses instead of logging them. Fixed issue where commented code ruined kraken ws.

* Fixes secret linting issues. Prioritises bitfinex channelID responses over authorised

* Fixes sloppy error/var declarations

* Fixes crazy bad logic where submit order errors weren't really considered. Parralols alphapoint/alphapoint_test.go. Removes buffer for multi-websocket comms channel.

* Removal of inline string and removal of redundant nil checkerinos

* Fixes err checks. Checks whether float has decimal. Fixes append. Drops omitempties. Parallel to some tests. Moves var declarations

* Replaces my lazy sprintfs with strconv.FormatInt(time.Now().Unix(), 10)

* Adds shiny new FullyMatched bool. Fixes coinbene buy sell consts

* Fixes oopsie with coinbene const replacement

* Fixes currency issue

* Cleans up new places that use JSONDecode

* Fixes huge panic bug from string int conversion. Adds large testtable for strings to order types

* Fixes some more strconversion issues. Fixes table test var usage. Changes mapperino name

* Added some new scenarios for number splitting

* Fixes lint issues

* negative num fix

* Typo fix

* Accuracy warning comment
2019-12-04 14:16:23 +11:00

505 lines
16 KiB
Go

package okgroup
import (
"errors"
"fmt"
"strconv"
"strings"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
// Note: GoCryptoTrader wrapper funcs currently only support SPOT trades.
// Therefore this OKGroup_Wrapper can be shared between OKEX and OKCoin.
// When circumstances change, wrapper funcs can be split appropriately
// Setup sets user exchange configuration settings
func (o *OKGroup) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
o.SetEnabled(false)
return nil
}
err := o.SetupDefaults(exch)
if err != nil {
return err
}
err = o.Websocket.Setup(&wshandler.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: o.API.Endpoints.WebsocketURL,
ExchangeName: exch.Name,
RunningURL: exch.API.Endpoints.WebsocketURL,
Connector: o.WsConnect,
Subscriber: o.Subscribe,
UnSubscriber: o.Unsubscribe,
Features: &o.Features.Supports.WebsocketCapabilities,
})
if err != nil {
return err
}
o.WebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: o.Name,
URL: o.Websocket.GetWebsocketURL(),
ProxyURL: o.Websocket.GetProxyAddress(),
Verbose: o.Verbose,
RateLimit: okGroupWsRateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
}
o.Websocket.Orderbook.Setup(
exch.WebsocketOrderbookBufferLimit,
false,
false,
false,
false,
exch.Name)
return nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (o *OKGroup) FetchOrderbook(p currency.Pair, assetType asset.Item) (resp orderbook.Base, err error) {
ob, err := orderbook.Get(o.Name, p, assetType)
if err != nil {
return o.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (o *OKGroup) UpdateOrderbook(p currency.Pair, a asset.Item) (orderbook.Base, error) {
var resp orderbook.Base
if a == asset.Index {
return resp, errors.New("no orderbooks for index")
}
orderbookNew, err := o.GetOrderBook(GetOrderBookRequest{
InstrumentID: o.FormatExchangeCurrency(p, a).String(),
}, a)
if err != nil {
return resp, err
}
for x := range orderbookNew.Bids {
amount, convErr := strconv.ParseFloat(orderbookNew.Bids[x][1], 64)
if convErr != nil {
return resp, err
}
price, convErr := strconv.ParseFloat(orderbookNew.Bids[x][0], 64)
if convErr != nil {
return resp, err
}
var liquidationOrders, orderCount int64
// Contract specific variables
if len(orderbookNew.Bids[x]) == 4 {
liquidationOrders, convErr = strconv.ParseInt(orderbookNew.Bids[x][2], 10, 64)
if convErr != nil {
return resp, err
}
orderCount, convErr = strconv.ParseInt(orderbookNew.Bids[x][3], 10, 64)
if convErr != nil {
return resp, err
}
}
resp.Bids = append(resp.Bids, orderbook.Item{
Amount: amount,
Price: price,
LiquidationOrders: liquidationOrders,
OrderCount: orderCount,
})
}
for x := range orderbookNew.Asks {
amount, convErr := strconv.ParseFloat(orderbookNew.Asks[x][1], 64)
if convErr != nil {
return resp, err
}
price, convErr := strconv.ParseFloat(orderbookNew.Asks[x][0], 64)
if convErr != nil {
return resp, err
}
var liquidationOrders, orderCount int64
// Contract specific variables
if len(orderbookNew.Asks[x]) == 4 {
liquidationOrders, convErr = strconv.ParseInt(orderbookNew.Asks[x][2], 10, 64)
if convErr != nil {
return resp, err
}
orderCount, convErr = strconv.ParseInt(orderbookNew.Asks[x][3], 10, 64)
if convErr != nil {
return resp, err
}
}
resp.Asks = append(resp.Asks, orderbook.Item{
Amount: amount,
Price: price,
LiquidationOrders: liquidationOrders,
OrderCount: orderCount,
})
}
resp.Pair = p
resp.AssetType = a
resp.ExchangeName = o.Name
err = resp.Process()
if err != nil {
return resp, err
}
return orderbook.Get(o.Name, p, a)
}
// GetAccountInfo retrieves balances for all enabled currencies
func (o *OKGroup) GetAccountInfo() (resp exchange.AccountInfo, err error) {
resp.Exchange = o.Name
currencies, err := o.GetSpotTradingAccounts()
currencyAccount := exchange.Account{}
for i := range currencies {
hold, err := strconv.ParseFloat(currencies[i].Hold, 64)
if err != nil {
log.Errorf(log.ExchangeSys,
"Could not convert %v to float64",
currencies[i].Hold)
}
totalValue, err := strconv.ParseFloat(currencies[i].Balance, 64)
if err != nil {
log.Errorf(log.ExchangeSys,
"Could not convert %v to float64",
currencies[i].Balance)
}
currencyAccount.Currencies = append(currencyAccount.Currencies,
exchange.AccountCurrencyInfo{
CurrencyName: currency.NewCode(currencies[i].Currency),
Hold: hold,
TotalValue: totalValue,
})
}
resp.Accounts = append(resp.Accounts, currencyAccount)
return
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (o *OKGroup) GetFundingHistory() (resp []exchange.FundHistory, err error) {
accountDepositHistory, err := o.GetAccountDepositHistory("")
if err != nil {
return
}
for x := range accountDepositHistory {
orderStatus := ""
switch accountDepositHistory[x].Status {
case 0:
orderStatus = "waiting"
case 1:
orderStatus = "confirmation account"
case 2:
orderStatus = "recharge success"
}
resp = append(resp, exchange.FundHistory{
Amount: accountDepositHistory[x].Amount,
Currency: accountDepositHistory[x].Currency,
ExchangeName: o.Name,
Status: orderStatus,
Timestamp: accountDepositHistory[x].Timestamp,
TransferID: accountDepositHistory[x].TransactionID,
TransferType: "deposit",
})
}
accountWithdrawlHistory, err := o.GetAccountWithdrawalHistory("")
for i := range accountWithdrawlHistory {
resp = append(resp, exchange.FundHistory{
Amount: accountWithdrawlHistory[i].Amount,
Currency: accountWithdrawlHistory[i].Currency,
ExchangeName: o.Name,
Status: OrderStatus[accountWithdrawlHistory[i].Status],
Timestamp: accountWithdrawlHistory[i].Timestamp,
TransferID: accountWithdrawlHistory[i].TransactionID,
TransferType: "withdrawal",
})
}
return resp, err
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (o *OKGroup) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (o *OKGroup) SubmitOrder(s *order.Submit) (resp order.SubmitResponse, err error) {
err = s.Validate()
if err != nil {
return resp, err
}
request := PlaceOrderRequest{
ClientOID: s.ClientID,
InstrumentID: o.FormatExchangeCurrency(s.Pair, asset.Spot).String(),
Side: s.OrderSide.Lower(),
Type: s.OrderType.Lower(),
Size: strconv.FormatFloat(s.Amount, 'f', -1, 64),
}
if s.OrderType == order.Limit {
request.Price = strconv.FormatFloat(s.Price, 'f', -1, 64)
}
orderResponse, err := o.PlaceSpotOrder(&request)
if err != nil {
return
}
resp.IsOrderPlaced = orderResponse.Result
resp.OrderID = orderResponse.OrderID
if s.OrderType == order.Market {
resp.FullyMatched = true
}
return
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (o *OKGroup) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (o *OKGroup) CancelOrder(orderCancellation *order.Cancel) (err error) {
orderID, err := strconv.ParseInt(orderCancellation.OrderID, 10, 64)
if err != nil {
return
}
orderCancellationResponse, err := o.CancelSpotOrder(CancelSpotOrderRequest{
InstrumentID: o.FormatExchangeCurrency(orderCancellation.CurrencyPair,
asset.Spot).String(),
OrderID: orderID,
})
if !orderCancellationResponse.Result {
err = fmt.Errorf("order %d failed to be cancelled",
orderCancellationResponse.OrderID)
}
return
}
// CancelAllOrders cancels all orders associated with a currency pair
func (o *OKGroup) CancelAllOrders(orderCancellation *order.Cancel) (resp order.CancelAllResponse, err error) {
orderIDs := strings.Split(orderCancellation.OrderID, ",")
resp.Status = make(map[string]string)
var orderIDNumbers []int64
for i := range orderIDs {
orderIDNumber, strConvErr := strconv.ParseInt(orderIDs[i], 10, 64)
if strConvErr != nil {
resp.Status[orderIDs[i]] = strConvErr.Error()
continue
}
orderIDNumbers = append(orderIDNumbers, orderIDNumber)
}
cancelOrdersResponse, err := o.CancelMultipleSpotOrders(CancelMultipleSpotOrdersRequest{
InstrumentID: o.FormatExchangeCurrency(orderCancellation.CurrencyPair,
asset.Spot).String(),
OrderIDs: orderIDNumbers,
})
if err != nil {
return
}
for x := range cancelOrdersResponse {
for y := range cancelOrdersResponse[x] {
resp.Status[strconv.FormatInt(cancelOrdersResponse[x][y].OrderID, 10)] = strconv.FormatBool(cancelOrdersResponse[x][y].Result)
}
}
return
}
// GetOrderInfo returns information on a current open order
func (o *OKGroup) GetOrderInfo(orderID string) (resp order.Detail, err error) {
mOrder, err := o.GetSpotOrder(GetSpotOrderRequest{OrderID: orderID})
if err != nil {
return
}
resp = order.Detail{
Amount: mOrder.Size,
CurrencyPair: currency.NewPairDelimiter(mOrder.InstrumentID,
o.GetPairFormat(asset.Spot, false).Delimiter),
Exchange: o.Name,
OrderDate: mOrder.Timestamp,
ExecutedAmount: mOrder.FilledSize,
Status: order.Status(mOrder.Status),
OrderSide: order.Side(mOrder.Side),
}
return
}
// GetDepositAddress returns a deposit address for a specified currency
func (o *OKGroup) GetDepositAddress(p currency.Code, accountID string) (string, error) {
wallet, err := o.GetAccountDepositAddressForCurrency(p.Lower().String())
if err != nil || len(wallet) == 0 {
return "", err
}
return wallet[0].Address, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (o *OKGroup) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoWithdrawRequest) (string, error) {
withdrawal, err := o.AccountWithdraw(AccountWithdrawRequest{
Amount: withdrawRequest.Amount,
Currency: withdrawRequest.Currency.Lower().String(),
Destination: 4, // 1, 2, 3 are all internal
Fee: withdrawRequest.FeeAmount,
ToAddress: withdrawRequest.Address,
TradePwd: withdrawRequest.TradePassword,
})
if err != nil {
return "", err
}
if !withdrawal.Result {
return strconv.FormatInt(withdrawal.WithdrawalID, 10),
fmt.Errorf("could not withdraw currency %s to %s, no error specified",
withdrawRequest.Currency,
withdrawRequest.Address)
}
return strconv.FormatInt(withdrawal.WithdrawalID, 10), nil
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (o *OKGroup) WithdrawFiatFunds(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (o *OKGroup) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetActiveOrders retrieves any orders that are active/open
func (o *OKGroup) GetActiveOrders(req *order.GetOrdersRequest) (resp []order.Detail, err error) {
for x := range req.Currencies {
spotOpenOrders, err := o.GetSpotOpenOrders(GetSpotOpenOrdersRequest{
InstrumentID: o.FormatExchangeCurrency(req.Currencies[x],
asset.Spot).String(),
})
if err != nil {
return resp, err
}
for i := range spotOpenOrders {
resp = append(resp, order.Detail{
ID: spotOpenOrders[i].OrderID,
Price: spotOpenOrders[i].Price,
Amount: spotOpenOrders[i].Size,
CurrencyPair: req.Currencies[x],
Exchange: o.Name,
OrderSide: order.Side(spotOpenOrders[i].Side),
OrderType: order.Type(spotOpenOrders[i].Type),
ExecutedAmount: spotOpenOrders[i].FilledSize,
OrderDate: spotOpenOrders[i].Timestamp,
Status: order.Status(spotOpenOrders[i].Status),
})
}
}
return
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (o *OKGroup) GetOrderHistory(req *order.GetOrdersRequest) (resp []order.Detail, err error) {
for x := range req.Currencies {
spotOpenOrders, err := o.GetSpotOrders(GetSpotOrdersRequest{
Status: strings.Join([]string{"filled", "cancelled", "failure"}, "|"),
InstrumentID: o.FormatExchangeCurrency(req.Currencies[x],
asset.Spot).String(),
})
if err != nil {
return resp, err
}
for i := range spotOpenOrders {
resp = append(resp, order.Detail{
ID: spotOpenOrders[i].OrderID,
Price: spotOpenOrders[i].Price,
Amount: spotOpenOrders[i].Size,
CurrencyPair: req.Currencies[x],
Exchange: o.Name,
OrderSide: order.Side(spotOpenOrders[i].Side),
OrderType: order.Type(spotOpenOrders[i].Type),
ExecutedAmount: spotOpenOrders[i].FilledSize,
OrderDate: spotOpenOrders[i].Timestamp,
Status: order.Status(spotOpenOrders[i].Status),
})
}
}
return
}
// GetWebsocket returns a pointer to the exchange websocket
func (o *OKGroup) GetWebsocket() (*wshandler.Websocket, error) {
return o.Websocket, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (o *OKGroup) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !o.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return o.GetFee(feeBuilder)
}
// GetWithdrawCapabilities returns the types of withdrawal methods permitted by the exchange
func (o *OKGroup) GetWithdrawCapabilities() uint32 {
return o.GetWithdrawPermissions()
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (o *OKGroup) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
o.Websocket.SubscribeToChannels(channels)
return nil
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (o *OKGroup) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
o.Websocket.RemoveSubscribedChannels(channels)
return nil
}
// GetSubscriptions returns a copied list of subscriptions
func (o *OKGroup) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return o.Websocket.GetSubscriptions(), nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (o *OKGroup) AuthenticateWebsocket() error {
return o.WsLogin()
}