Files
gocryptotrader/exchanges/btcmarkets/btcmarkets_wrapper.go
Andrew e37512e94f (BTC Markets) Ticker batching support (#399)
* moved to getticekers endpoint

* add support for tickerbatching

* const and things

* moved openOrders to bool

* gofmt and clean up test logs

* revert canManipulateRealOrders to false
2019-12-18 10:56:02 +11:00

691 lines
20 KiB
Go

package btcmarkets
import (
"errors"
"fmt"
"strings"
"sync"
"time"
"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/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
"github.com/thrasher-corp/gocryptotrader/exchanges/withdraw"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
// GetDefaultConfig returns a default exchange config
func (b *BTCMarkets) GetDefaultConfig() (*config.ExchangeConfig, error) {
b.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = b.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = b.BaseCurrencies
err := b.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = b.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets basic defaults
func (b *BTCMarkets) SetDefaults() {
b.Name = "BTC Markets"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
b.API.CredentialsValidator.RequiresBase64DecodeSecret = true
b.API.Endpoints.URLDefault = btcMarketsAPIURL
b.API.Endpoints.URL = b.API.Endpoints.URLDefault
b.CurrencyPairs = currency.PairsManager{
AssetTypes: asset.Items{
asset.Spot,
},
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Delimiter: "-",
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Delimiter: "-",
Uppercase: true,
},
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
SubmitOrder: true,
UserTradeHistory: true,
CryptoWithdrawal: true,
FiatWithdraw: true,
TradeFee: true,
FiatWithdrawalFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AccountInfo: true,
Subscribe: true,
AuthenticatedEndpoints: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto |
exchange.AutoWithdrawFiat,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
b.Requester = request.New(b.Name,
request.NewRateLimit(time.Second*10, btcmarketsAuthLimit),
request.NewRateLimit(time.Second*10, btcmarketsUnauthLimit),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
b.API.Endpoints.WebsocketURL = btcMarketsWSURL
b.Websocket = wshandler.New()
b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in an exchange configuration and sets all parameters
func (b *BTCMarkets) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
err := b.SetupDefaults(exch)
if err != nil {
return err
}
err = b.Websocket.Setup(
&wshandler.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: btcMarketsWSURL,
ExchangeName: exch.Name,
RunningURL: exch.API.Endpoints.WebsocketURL,
Connector: b.WsConnect,
Subscriber: b.Subscribe,
Features: &b.Features.Supports.WebsocketCapabilities,
})
if err != nil {
return err
}
b.WebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: b.Name,
URL: b.Websocket.GetWebsocketURL(),
ProxyURL: b.Websocket.GetProxyAddress(),
Verbose: b.Verbose,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
}
return nil
}
// Start starts the BTC Markets go routine
func (b *BTCMarkets) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the BTC Markets wrapper
func (b *BTCMarkets) Run() {
if b.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s (url: %s).\n",
b.Name,
common.IsEnabled(b.Websocket.IsEnabled()),
btcMarketsWSURL)
b.PrintEnabledPairs()
}
forceUpdate := false
delim := b.GetPairFormat(asset.Spot, false).Delimiter
if !common.StringDataContains(b.GetEnabledPairs(asset.Spot).Strings(), delim) ||
!common.StringDataContains(b.GetAvailablePairs(asset.Spot).Strings(), delim) {
log.Warnln(log.ExchangeSys, "Available pairs for BTC Markets reset due to config upgrade, please enable the pairs you would like again.")
forceUpdate = true
}
if forceUpdate {
enabledPairs := currency.Pairs{currency.Pair{
Base: currency.BTC.Lower(),
Quote: currency.AUD.Lower(),
Delimiter: delim,
},
}
err := b.UpdatePairs(enabledPairs, asset.Spot, true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update enabled currencies.\n",
b.Name)
}
}
if !b.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err := b.UpdateTradablePairs(forceUpdate)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
b.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (b *BTCMarkets) FetchTradablePairs(a asset.Item) ([]string, error) {
if a != asset.Spot {
return nil, fmt.Errorf("asset type of %s is not supported by %s", a, b.Name)
}
markets, err := b.GetMarkets()
if err != nil {
return nil, err
}
var pairs []string
for x := range markets {
pairs = append(pairs, markets[x].MarketID)
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *BTCMarkets) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := b.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
return b.UpdatePairs(currency.NewPairsFromStrings(pairs), asset.Spot, false, forceUpdate)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *BTCMarkets) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
allPairs := b.GetEnabledPairs(assetType)
tickers, err := b.GetTickers(allPairs.Slice())
if err != nil {
return nil, err
}
for x := range tickers {
var resp ticker.Price
resp.Pair = currency.NewPairFromString(tickers[x].MarketID)
resp.Last = tickers[x].LastPrice
resp.High = tickers[x].High24h
resp.Low = tickers[x].Low24h
resp.Bid = tickers[x].BestBID
resp.Ask = tickers[x].BestAsk
resp.Volume = tickers[x].Volume
resp.LastUpdated = time.Now()
err = ticker.ProcessTicker(b.Name, &resp, assetType)
if err != nil {
return nil, err
}
}
return ticker.GetTicker(b.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (b *BTCMarkets) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(b.Name, p, assetType)
if err != nil {
return b.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (b *BTCMarkets) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(b.Name, p, assetType)
if err != nil {
return b.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *BTCMarkets) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
orderBook := new(orderbook.Base)
tempResp, err := b.GetOrderbook(b.FormatExchangeCurrency(p, assetType).String(), 2)
if err != nil {
return orderBook, err
}
for x := range tempResp.Bids {
orderBook.Bids = append(orderBook.Bids, orderbook.Item{
Amount: tempResp.Bids[x].Volume,
Price: tempResp.Bids[x].Price})
}
for y := range tempResp.Asks {
orderBook.Asks = append(orderBook.Asks, orderbook.Item{
Amount: tempResp.Asks[y].Volume,
Price: tempResp.Asks[y].Price})
}
orderBook.Pair = p
orderBook.ExchangeName = b.Name
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(b.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies
func (b *BTCMarkets) GetAccountInfo() (exchange.AccountInfo, error) {
var resp exchange.AccountInfo
data, err := b.GetAccountBalance()
if err != nil {
return resp, err
}
var account exchange.Account
for key := range data {
c := currency.NewCode(data[key].AssetName)
hold := data[key].Locked
total := data[key].Balance
account.Currencies = append(account.Currencies,
exchange.AccountCurrencyInfo{CurrencyName: c,
TotalValue: total,
Hold: hold})
}
resp.Accounts = append(resp.Accounts, account)
resp.Exchange = b.Name
return resp, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *BTCMarkets) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (b *BTCMarkets) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (b *BTCMarkets) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var resp order.SubmitResponse
if err := s.Validate(); err != nil {
return resp, err
}
if s.OrderSide == order.Sell {
s.OrderSide = order.Ask
}
if s.OrderSide == order.Buy {
s.OrderSide = order.Bid
}
tempResp, err := b.NewOrder(b.FormatExchangeCurrency(s.Pair, asset.Spot).String(),
s.Price,
s.Amount,
s.OrderType.String(),
s.OrderSide.String(),
s.TriggerPrice,
s.TargetAmount,
"",
false,
"",
s.ClientID)
if err != nil {
return resp, err
}
resp.IsOrderPlaced = true
resp.OrderID = tempResp.OrderID
return resp, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *BTCMarkets) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *BTCMarkets) CancelOrder(o *order.Cancel) error {
_, err := b.RemoveOrder(o.OrderID)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *BTCMarkets) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
var resp order.CancelAllResponse
tempMap := make(map[string]string)
var orderIDs []string
orders, err := b.GetOrders("", -1, -1, -1, true)
if err != nil {
return resp, err
}
for x := range orders {
orderIDs = append(orderIDs, orders[x].OrderID)
}
splitOrders := common.SplitStringSliceByLimit(orderIDs, 20)
for z := range splitOrders {
tempResp, err := b.CancelBatchOrders(splitOrders[z])
if err != nil {
return resp, err
}
for y := range tempResp.CancelOrders {
tempMap[tempResp.CancelOrders[y].OrderID] = "Success"
}
for z := range tempResp.UnprocessedRequests {
tempMap[tempResp.UnprocessedRequests[z].RequestID] = "Cancellation Failed"
}
}
resp.Status = tempMap
return resp, nil
}
// GetOrderInfo returns information on a current open order
func (b *BTCMarkets) GetOrderInfo(orderID string) (order.Detail, error) {
var resp order.Detail
o, err := b.FetchOrder(orderID)
if err != nil {
return resp, err
}
resp.Exchange = b.Name
resp.ID = orderID
resp.CurrencyPair = currency.NewPairFromString(o.MarketID)
resp.Price = o.Price
resp.OrderDate = o.CreationTime
resp.ExecutedAmount = o.Amount - o.OpenAmount
resp.OrderSide = order.Bid
if o.Side == ask {
resp.OrderSide = order.Ask
}
switch o.Type {
case limit:
resp.OrderType = order.Limit
case market:
resp.OrderType = order.Market
case stopLimit:
resp.OrderType = order.Stop
case stop:
resp.OrderType = order.Stop
case takeProfit:
resp.OrderType = order.ImmediateOrCancel
default:
resp.OrderType = order.Unknown
}
resp.RemainingAmount = o.OpenAmount
switch o.Status {
case orderAccepted:
resp.Status = order.Active
case orderPlaced:
resp.Status = order.Active
case orderPartiallyMatched:
resp.Status = order.PartiallyFilled
case orderFullyMatched:
resp.Status = order.Filled
case orderCancelled:
resp.Status = order.Cancelled
case orderPartiallyCancelled:
resp.Status = order.PartiallyCancelled
case orderFailed:
resp.Status = order.Rejected
default:
resp.Status = order.UnknownStatus
}
return resp, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *BTCMarkets) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
temp, err := b.FetchDepositAddress(strings.ToUpper(cryptocurrency.String()), -1, -1, -1)
if err != nil {
return "", err
}
return temp.Address, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is submitted
func (b *BTCMarkets) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.CryptoRequest) (string, error) {
a, err := b.RequestWithdraw(withdrawRequest.Currency.String(),
withdrawRequest.Amount,
withdrawRequest.Address,
"",
"",
"",
"")
if err != nil {
return "", err
}
return a.Status, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (b *BTCMarkets) WithdrawFiatFunds(withdrawRequest *withdraw.FiatRequest) (string, error) {
if withdrawRequest.Currency != currency.AUD {
return "", errors.New("only aud is supported for withdrawals")
}
a, err := b.RequestWithdraw(withdrawRequest.GenericInfo.Currency.String(),
withdrawRequest.GenericInfo.Amount,
"",
withdrawRequest.BankAccountName,
withdrawRequest.BankAccountNumber,
withdrawRequest.BSB,
withdrawRequest.BankName)
if err != nil {
return "", err
}
return a.Status, nil
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (b *BTCMarkets) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.FiatRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (b *BTCMarkets) GetWebsocket() (*wshandler.Websocket, error) {
return b.Websocket, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *BTCMarkets) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !b.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return b.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (b *BTCMarkets) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
if len(req.Currencies) == 0 {
allPairs := b.GetEnabledPairs(asset.Spot)
for a := range allPairs {
req.Currencies = append(req.Currencies,
allPairs[a])
}
}
var resp []order.Detail
for x := range req.Currencies {
tempData, err := b.GetOrders(b.FormatExchangeCurrency(req.Currencies[x], asset.Spot).String(), -1, -1, -1, true)
if err != nil {
return resp, err
}
for y := range tempData {
var tempResp order.Detail
tempResp.Exchange = b.Name
tempResp.CurrencyPair = req.Currencies[x]
tempResp.ID = tempData[y].OrderID
tempResp.OrderSide = order.Bid
if tempData[y].Side == ask {
tempResp.OrderSide = order.Ask
}
tempResp.OrderDate = tempData[y].CreationTime
switch tempData[y].Type {
case limit:
tempResp.OrderType = order.Limit
case market:
tempResp.OrderType = order.Market
default:
log.Errorf(log.ExchangeSys,
"%s unknown order type %s getting order",
b.Name,
tempData[y].Type)
tempResp.OrderType = order.Unknown
}
switch tempData[y].Status {
case orderAccepted:
tempResp.Status = order.Active
case orderPlaced:
tempResp.Status = order.Active
case orderPartiallyMatched:
tempResp.Status = order.PartiallyFilled
default:
log.Errorf(log.ExchangeSys,
"%s unexpected status %s on order %v",
b.Name,
tempData[y].Status,
tempData[y].OrderID)
tempResp.Status = order.UnknownStatus
}
tempResp.Price = tempData[y].Price
tempResp.Amount = tempData[y].Amount
tempResp.ExecutedAmount = tempData[y].Amount - tempData[y].OpenAmount
tempResp.RemainingAmount = tempData[y].OpenAmount
resp = append(resp, tempResp)
}
}
order.FilterOrdersByType(&resp, req.OrderType)
order.FilterOrdersByTickRange(&resp, req.StartTicks, req.EndTicks)
order.FilterOrdersBySide(&resp, req.OrderSide)
return resp, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *BTCMarkets) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
var resp []order.Detail
var tempResp order.Detail
var tempArray []string
if len(req.Currencies) == 0 {
orders, err := b.GetOrders("", -1, -1, -1, false)
if err != nil {
return resp, err
}
for x := range orders {
tempArray = append(tempArray, orders[x].OrderID)
}
}
for y := range req.Currencies {
orders, err := b.GetOrders(b.FormatExchangeCurrency(req.Currencies[y], asset.Spot).String(), -1, -1, -1, false)
if err != nil {
return resp, err
}
for z := range orders {
tempArray = append(tempArray, orders[z].OrderID)
}
}
splitOrders := common.SplitStringSliceByLimit(tempArray, 50)
for x := range splitOrders {
tempData, err := b.GetBatchTrades(splitOrders[x])
if err != nil {
return resp, err
}
for c := range tempData.Orders {
switch tempData.Orders[c].Status {
case orderFailed:
tempResp.Status = order.Rejected
case orderPartiallyCancelled:
tempResp.Status = order.PartiallyCancelled
case orderCancelled:
tempResp.Status = order.Cancelled
case orderFullyMatched:
tempResp.Status = order.Filled
case orderPartiallyMatched:
continue
case orderPlaced:
continue
case orderAccepted:
continue
}
tempResp.Exchange = b.Name
tempResp.CurrencyPair = currency.NewPairFromString(tempData.Orders[c].MarketID)
tempResp.OrderSide = order.Bid
if tempData.Orders[c].Side == ask {
tempResp.OrderSide = order.Ask
}
tempResp.ID = tempData.Orders[c].OrderID
tempResp.OrderDate = tempData.Orders[c].CreationTime
tempResp.Price = tempData.Orders[c].Price
tempResp.ExecutedAmount = tempData.Orders[c].Amount
resp = append(resp, tempResp)
}
}
return resp, nil
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (b *BTCMarkets) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (b *BTCMarkets) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// GetSubscriptions returns a copied list of subscriptions
func (b *BTCMarkets) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return nil, common.ErrFunctionNotSupported
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (b *BTCMarkets) AuthenticateWebsocket() error {
return common.ErrFunctionNotSupported
}