Files
gocryptotrader/gctscript/wrappers/gct/exchange/exchange.go
Ryan O'Hara-Reid 83cfefa45c kline/exchanges: automatic creation of unsupported candle intervals (#1091)
* kline: Add builder and testing

* Ideas

* kline: deploy builder functionality across GCT

* exchanges: implement across gct

* exchanges: Add tests and fix implementations before kline package testing and veri.

* kline: Add tests and start to fix ConvertToNewInterval

* kline: fix ConvertToNewInterval add tests

* kline: complete overarching tests now on to exchanges

* kline: finish exchange tests and implement limits

* exchanges: more fixes

* linter: fix

* engine: fix tests

* kraken: fix recent trades and other fixes

* zb: fix tests

* bithumb: fix empty insertion

* kline: refactor/optimize CreateKline function

* kline: remove the mooos!

* kline: prealloc CalculateCandleDateRanges

* linter: fix

* exchanges: prealloc extended

* fix whoopsie

* reverse fix because this is a whoopsie

* okx: fix risidual issues

* linter: fix

* kline: initial nits from @gloriouscode

* kline: rename builder -> request and cascade change

* linter: fix + test

* kline: update forced alignment on start and end times when CreateKlineRequest is called.

* nits: more more more

* NITS: Addressed

* tests: fix race issue

* Update exchanges/kline/request.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* kline: add method AddPadding() to automatically fill in holes in kline.Request functionality and reject if missing data when converting

* kline: Add params start and end to addPadding() to insert blanks in between block

* kline: remove test comment code as it's not needed anymore

* kline: fix lint and test

* kline: sort slice without extra bool check every iteration

* okx: fix issues with timeing and candles and such from niterinos & address typo

* Update exchanges/kline/kline.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: niterinos

* Update exchanges/poloniex/poloniex_wrapper.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits now onto conflicts YAYA!!!

* Update exchanges/exchange_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits again

* thrasher: nitters

* thrasher: niterinos - adds partial flag for incomplete recent candles and fetching.

* kline: rm fmtizzle packageizzle

* glorious: nitters

* glorious: more niterinos

* fix last niterinos

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2023-01-17 16:22:33 +11:00

236 lines
7.3 KiB
Go

package exchange
import (
"context"
"errors"
"sort"
"strconv"
"time"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/engine"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/portfolio/banking"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// Exchange implements all required methods for Wrapper
type Exchange struct{}
// Exchanges returns slice of all current exchanges
func (e Exchange) Exchanges(enabledOnly bool) []string {
return engine.Bot.GetExchangeNames(enabledOnly)
}
// GetExchange returns IBotExchange for exchange or error if exchange is not found
func (e Exchange) GetExchange(exch string) (exchange.IBotExchange, error) {
return engine.Bot.GetExchangeByName(exch)
}
// IsEnabled returns if requested exchange is enabled or disabled
func (e Exchange) IsEnabled(exch string) bool {
ex, err := e.GetExchange(exch)
if err != nil {
return false
}
return ex.IsEnabled()
}
// Orderbook returns current orderbook requested exchange, pair and asset
func (e Exchange) Orderbook(ctx context.Context, exch string, pair currency.Pair, item asset.Item) (*orderbook.Base, error) {
return engine.Bot.GetSpecificOrderbook(ctx, pair, exch, item)
}
// Ticker returns ticker for provided currency pair & asset type
func (e Exchange) Ticker(ctx context.Context, exch string, pair currency.Pair, item asset.Item) (*ticker.Price, error) {
ex, err := e.GetExchange(exch)
if err != nil {
return nil, err
}
return ex.FetchTicker(ctx, pair, item)
}
// Pairs returns either all or enabled currency pairs
func (e Exchange) Pairs(exch string, enabledOnly bool, item asset.Item) (*currency.Pairs, error) {
x, err := engine.Bot.Config.GetExchangeConfig(exch)
if err != nil {
return nil, err
}
ps, err := x.CurrencyPairs.Get(item)
if err != nil {
return nil, err
}
if enabledOnly {
return &ps.Enabled, nil
}
return &ps.Available, nil
}
// QueryOrder returns details of a valid exchange order
func (e Exchange) QueryOrder(ctx context.Context, exch, orderID string, pair currency.Pair, assetType asset.Item) (*order.Detail, error) {
o, err := engine.Bot.OrderManager.GetOrderInfo(ctx, exch, orderID, pair, assetType)
if err != nil {
return nil, err
}
return &o, nil
}
// SubmitOrder submit new order on exchange
func (e Exchange) SubmitOrder(ctx context.Context, submit *order.Submit) (*order.SubmitResponse, error) {
r, err := engine.Bot.OrderManager.Submit(ctx, submit)
if err != nil {
return nil, err
}
resp, err := submit.DeriveSubmitResponse(r.OrderID)
if err != nil {
return nil, err
}
resp.Status = r.Status
resp.Trades = make([]order.TradeHistory, len(r.Trades))
copy(resp.Trades, r.Trades)
return resp, nil
}
// CancelOrder wrapper to cancel order on exchange
func (e Exchange) CancelOrder(ctx context.Context, exch, orderID string, cp currency.Pair, a asset.Item) (bool, error) {
orderDetails, err := e.QueryOrder(ctx, exch, orderID, cp, a)
if err != nil {
return false, err
}
cancel := &order.Cancel{
AccountID: orderDetails.AccountID,
OrderID: orderDetails.OrderID,
Pair: orderDetails.Pair,
Side: orderDetails.Side,
AssetType: orderDetails.AssetType,
Exchange: exch,
}
err = engine.Bot.OrderManager.Cancel(ctx, cancel)
if err != nil {
return false, err
}
return true, nil
}
// AccountInformation returns account information (balance etc) for requested exchange
func (e Exchange) AccountInformation(ctx context.Context, exch string, assetType asset.Item) (account.Holdings, error) {
ex, err := e.GetExchange(exch)
if err != nil {
return account.Holdings{}, err
}
accountInfo, err := ex.FetchAccountInfo(ctx, assetType)
if err != nil {
return account.Holdings{}, err
}
return accountInfo, nil
}
// DepositAddress gets the address required to deposit funds for currency type
func (e Exchange) DepositAddress(exch, chain string, currencyCode currency.Code) (depositAddr *deposit.Address, err error) {
if currencyCode.IsEmpty() {
return nil, errors.New("currency code is empty")
}
resp, err := engine.Bot.DepositAddressManager.GetDepositAddressByExchangeAndCurrency(exch, chain, currencyCode)
return &deposit.Address{Address: resp.Address, Tag: resp.Tag}, err
}
// WithdrawalFiatFunds withdraw funds from exchange to requested fiat source
func (e Exchange) WithdrawalFiatFunds(ctx context.Context, bankAccountID string, request *withdraw.Request) (string, error) {
ex, err := e.GetExchange(request.Exchange)
if err != nil {
return "", err
}
var v *banking.Account
v, err = banking.GetBankAccountByID(bankAccountID)
if err != nil {
v, err = ex.GetBase().GetExchangeBankAccounts(bankAccountID, request.Currency.String())
if err != nil {
return "", err
}
}
otp, err := engine.Bot.GetExchangeOTPByName(request.Exchange)
if err == nil {
otpValue, errParse := strconv.ParseInt(otp, 10, 64)
if errParse != nil {
return "", errors.New("failed to generate OTP unable to continue")
}
request.OneTimePassword = otpValue
}
request.Fiat.Bank.AccountName = v.AccountName
request.Fiat.Bank.AccountNumber = v.AccountNumber
request.Fiat.Bank.BankName = v.BankName
request.Fiat.Bank.BankAddress = v.BankAddress
request.Fiat.Bank.BankPostalCity = v.BankPostalCity
request.Fiat.Bank.BankCountry = v.BankCountry
request.Fiat.Bank.BankPostalCode = v.BankPostalCode
request.Fiat.Bank.BSBNumber = v.BSBNumber
request.Fiat.Bank.SWIFTCode = v.SWIFTCode
request.Fiat.Bank.IBAN = v.IBAN
resp, err := engine.Bot.WithdrawManager.SubmitWithdrawal(ctx, request)
if err != nil {
return "", err
}
return resp.Exchange.ID, nil
}
// WithdrawalCryptoFunds withdraw funds from exchange to requested Crypto source
func (e Exchange) WithdrawalCryptoFunds(ctx context.Context, request *withdraw.Request) (string, error) {
// Checks if exchange is enabled or not so we don't call OTP generation
_, err := e.GetExchange(request.Exchange)
if err != nil {
return "", err
}
otp, err := engine.Bot.GetExchangeOTPByName(request.Exchange)
if err == nil {
v, errParse := strconv.ParseInt(otp, 10, 64)
if errParse != nil {
return "", errors.New("failed to generate OTP unable to continue")
}
request.OneTimePassword = v
}
resp, err := engine.Bot.WithdrawManager.SubmitWithdrawal(ctx, request)
if err != nil {
return "", err
}
return resp.Exchange.ID, nil
}
// OHLCV returns open high low close volume candles for requested exchange/pair/asset/start & end time
func (e Exchange) OHLCV(ctx context.Context, exch string, pair currency.Pair, item asset.Item, start, end time.Time, interval kline.Interval) (*kline.Item, error) {
ex, err := e.GetExchange(exch)
if err != nil {
return nil, err
}
ret, err := ex.GetHistoricCandlesExtended(ctx, pair, item, interval, start, end)
if err != nil {
return nil, err
}
sort.Slice(ret.Candles, func(i, j int) bool {
return ret.Candles[i].Time.Before(ret.Candles[j].Time)
})
ret.FormatDates()
return ret, nil
}