Files
gocryptotrader/exchanges/coinbene/coinbene_wrapper.go
Adrian Gallagher 467d8d91a2 Coinbene: Add swap endpoints and code cleanup/bugfixes (#403)
* Start Coinbene SWAP implementation

* Flesh out more API endpoints

* Code cleanup

* Add more endpoints, bug fixes and order validation checks

* More endpoints, tests and bugfixes

* Remove omitempty for enabled/available pairs
2019-12-18 17:36:07 +11:00

720 lines
20 KiB
Go

package coinbene
import (
"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 (c *Coinbene) GetDefaultConfig() (*config.ExchangeConfig, error) {
c.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = c.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = c.BaseCurrencies
err := c.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if c.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = c.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for Coinbene
func (c *Coinbene) SetDefaults() {
c.Name = "Coinbene"
c.Enabled = true
c.Verbose = true
c.API.CredentialsValidator.RequiresKey = true
c.API.CredentialsValidator.RequiresSecret = true
c.CurrencyPairs = currency.PairsManager{
AssetTypes: asset.Items{
asset.Spot,
asset.PerpetualSwap,
},
}
c.CurrencyPairs.Store(asset.Spot, currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "/",
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "/",
},
})
c.CurrencyPairs.Store(asset.PerpetualSwap, currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "/",
},
})
c.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AccountBalance: true,
AutoPairUpdates: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
CancelOrders: true,
SubmitOrder: true,
TradeFee: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
AccountBalance: true,
AccountInfo: true,
OrderbookFetching: true,
TradeFetching: true,
KlineFetching: true,
Subscribe: true,
Unsubscribe: true,
AuthenticatedEndpoints: true,
},
WithdrawPermissions: exchange.NoFiatWithdrawals |
exchange.WithdrawCryptoViaWebsiteOnly,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
c.Requester = request.New(c.Name,
request.NewRateLimit(time.Minute, authRateLimit),
request.NewRateLimit(time.Second, unauthRateLimit),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
c.API.Endpoints.URLDefault = coinbeneAPIURL
c.API.Endpoints.URL = c.API.Endpoints.URLDefault
c.API.Endpoints.WebsocketURL = coinbeneWsURL
c.Websocket = wshandler.New()
c.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
c.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
c.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in the supplied exchange configuration details and sets params
func (c *Coinbene) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
c.SetEnabled(false)
return nil
}
err := c.SetupDefaults(exch)
if err != nil {
return err
}
err = c.Websocket.Setup(
&wshandler.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: coinbeneWsURL,
ExchangeName: exch.Name,
RunningURL: exch.API.Endpoints.WebsocketURL,
Connector: c.WsConnect,
Subscriber: c.Subscribe,
UnSubscriber: c.Unsubscribe,
Features: &c.Features.Supports.WebsocketCapabilities,
})
if err != nil {
return err
}
c.WebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: c.Name,
URL: c.Websocket.GetWebsocketURL(),
ProxyURL: c.Websocket.GetProxyAddress(),
Verbose: c.Verbose,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
}
c.Websocket.Orderbook.Setup(
exch.WebsocketOrderbookBufferLimit,
true,
true,
false,
false,
exch.Name)
return nil
}
// Start starts the Coinbene go routine
func (c *Coinbene) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
c.Run()
wg.Done()
}()
}
// Run implements the Coinbene wrapper
func (c *Coinbene) Run() {
if c.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s. (url: %s).\n",
c.Name,
common.IsEnabled(c.Websocket.IsEnabled()),
c.Websocket.GetWebsocketURL(),
)
c.PrintEnabledPairs()
}
if !c.GetEnabledFeatures().AutoPairUpdates {
return
}
err := c.UpdateTradablePairs(false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update tradable pairs. Error: %s",
c.Name,
err)
}
}
// FetchTradablePairs returns a list of exchange tradable pairs
func (c *Coinbene) FetchTradablePairs(a asset.Item) ([]string, error) {
if !c.SupportsAsset(a) {
return nil, fmt.Errorf("%s does not support asset type %s", c.Name, a)
}
var currencies []string
switch a {
case asset.Spot:
pairs, err := c.GetAllPairs()
if err != nil {
return nil, err
}
for x := range pairs {
currencies = append(currencies, pairs[x].Symbol)
}
case asset.PerpetualSwap:
tickers, err := c.GetSwapTickers()
if err != nil {
return nil, err
}
for t := range tickers {
idx := strings.Index(t, currency.USDT.String())
if idx == 0 {
return nil, fmt.Errorf("%s SWAP currency does not contain USDT", c.Name)
}
currencies = append(currencies,
t[0:idx]+c.GetPairFormat(a, false).Delimiter+t[idx:])
}
}
return currencies, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them
func (c *Coinbene) UpdateTradablePairs(forceUpdate bool) error {
assets := c.GetAssetTypes()
for x := range assets {
pairs, err := c.FetchTradablePairs(assets[x])
if err != nil {
return err
}
err = c.UpdatePairs(currency.NewPairsFromStrings(pairs),
assets[x], false, forceUpdate)
if err != nil {
return err
}
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (c *Coinbene) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
resp := new(ticker.Price)
if !c.SupportsAsset(assetType) {
return nil,
fmt.Errorf("%s does not support asset type %s", c.Name, assetType)
}
switch assetType {
case asset.Spot:
allPairs := c.GetEnabledPairs(assetType)
for x := range allPairs {
tempResp, err := c.GetTicker(c.FormatExchangeCurrency(allPairs[x],
assetType).String())
if err != nil {
return nil, err
}
resp.Pair = allPairs[x]
resp.Last = tempResp.LatestPrice
resp.High = tempResp.DailyHigh
resp.Low = tempResp.DailyLow
resp.Bid = tempResp.BestBid
resp.Ask = tempResp.BestAsk
resp.Volume = tempResp.DailyVolume
resp.LastUpdated = time.Now()
err = ticker.ProcessTicker(c.Name, resp, assetType)
if err != nil {
return nil, err
}
}
case asset.PerpetualSwap:
tickers, err := c.GetSwapTickers()
if err != nil {
return nil, err
}
allPairs := c.GetEnabledPairs(assetType)
for x := range allPairs {
tick, ok := tickers[c.FormatExchangeCurrency(allPairs[x],
assetType).String()]
if !ok {
log.Warnf(log.ExchangeSys,
"%s SWAP ticker item was not found", c.Name)
continue
}
resp.Pair = allPairs[x]
resp.Last = tick.LastPrice
resp.High = tick.High24Hour
resp.Low = tick.Low24Hour
resp.Bid = tick.BestBidPrice
resp.Ask = tick.BestAskPrice
resp.Volume = tick.Volume24Hour
resp.LastUpdated = tick.Timestamp
err = ticker.ProcessTicker(c.Name, resp, assetType)
if err != nil {
return nil, err
}
}
}
return ticker.GetTicker(c.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (c *Coinbene) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
if !c.SupportsAsset(assetType) {
return nil,
fmt.Errorf("%s does not support asset type %s", c.Name, assetType)
}
tickerNew, err := ticker.GetTicker(c.Name, p, assetType)
if err != nil {
return c.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (c *Coinbene) FetchOrderbook(currency currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
if !c.SupportsAsset(assetType) {
return nil,
fmt.Errorf("%s does not support asset type %s", c.Name, assetType)
}
ob, err := orderbook.Get(c.Name, currency, assetType)
if err != nil {
return c.UpdateOrderbook(currency, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (c *Coinbene) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
resp := new(orderbook.Base)
if !c.SupportsAsset(assetType) {
return nil,
fmt.Errorf("%s does not support asset type %s", c.Name, assetType)
}
var tempResp Orderbook
var err error
switch assetType {
case asset.Spot:
tempResp, err = c.GetOrderbook(
c.FormatExchangeCurrency(p, assetType).String(),
100, // TO-DO: Update this once we support configurable orderbook depth
)
case asset.PerpetualSwap:
tempResp, err = c.GetSwapOrderbook(
c.FormatExchangeCurrency(p, assetType).String(),
100, // TO-DO: Update this once we support configurable orderbook depth
)
}
if err != nil {
return nil, err
}
resp.ExchangeName = c.Name
resp.Pair = p
resp.AssetType = assetType
for x := range tempResp.Asks {
item := orderbook.Item{
Price: tempResp.Asks[x].Price,
Amount: tempResp.Asks[x].Amount,
}
if assetType == asset.PerpetualSwap {
item.OrderCount = tempResp.Asks[x].Count
}
resp.Asks = append(resp.Asks, item)
}
for x := range tempResp.Bids {
item := orderbook.Item{
Price: tempResp.Bids[x].Price,
Amount: tempResp.Bids[x].Amount,
}
if assetType == asset.PerpetualSwap {
item.OrderCount = tempResp.Bids[x].Count
}
resp.Bids = append(resp.Bids, item)
}
err = resp.Process()
if err != nil {
return nil, err
}
return orderbook.Get(c.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies for the
// Coinbene exchange
func (c *Coinbene) GetAccountInfo() (exchange.AccountInfo, error) {
var info exchange.AccountInfo
balance, err := c.GetAccountBalances()
if err != nil {
return info, err
}
var account exchange.Account
for key := range balance {
c := currency.NewCode(balance[key].Asset)
hold := balance[key].Reserved
available := balance[key].Available
account.Currencies = append(account.Currencies,
exchange.AccountCurrencyInfo{CurrencyName: c,
TotalValue: hold + available,
Hold: hold})
}
info.Accounts = append(info.Accounts, account)
info.Exchange = c.Name
return info, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (c *Coinbene) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (c *Coinbene) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (c *Coinbene) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var resp order.SubmitResponse
if err := s.Validate(); err != nil {
return resp, err
}
if s.OrderSide != order.Buy && s.OrderSide != order.Sell {
return resp,
fmt.Errorf("%s orderside is not supported by this exchange",
s.OrderSide)
}
if s.OrderType != order.Limit {
return resp, fmt.Errorf("only limit order is supported by this exchange")
}
tempResp, err := c.PlaceSpotOrder(s.Price,
s.Amount,
c.FormatExchangeCurrency(s.Pair, asset.Spot).String(),
s.OrderSide.String(),
s.OrderType.String(),
s.ClientID,
0)
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 (c *Coinbene) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (c *Coinbene) CancelOrder(order *order.Cancel) error {
_, err := c.CancelSpotOrder(order.OrderID)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (c *Coinbene) CancelAllOrders(orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
var resp order.CancelAllResponse
orders, err := c.FetchOpenSpotOrders(
c.FormatExchangeCurrency(orderCancellation.CurrencyPair,
asset.Spot).String(),
)
if err != nil {
return resp, err
}
tempMap := make(map[string]string)
for x := range orders {
_, err := c.CancelSpotOrder(orders[x].OrderID)
if err != nil {
tempMap[orders[x].OrderID] = "Failed"
} else {
tempMap[orders[x].OrderID] = "Success"
}
}
resp.Status = tempMap
return resp, nil
}
// GetOrderInfo returns information on a current open order
func (c *Coinbene) GetOrderInfo(orderID string) (order.Detail, error) {
var resp order.Detail
tempResp, err := c.FetchSpotOrderInfo(orderID)
if err != nil {
return resp, err
}
var t time.Time
resp.Exchange = c.Name
resp.ID = orderID
resp.CurrencyPair = currency.NewPairWithDelimiter(tempResp.BaseAsset,
"/",
tempResp.QuoteAsset)
t, err = time.Parse(time.RFC3339, tempResp.OrderTime)
if err != nil {
return resp, err
}
resp.Price = tempResp.OrderPrice
resp.OrderDate = t
resp.ExecutedAmount = tempResp.FilledAmount
resp.Fee = tempResp.TotalFee
return resp, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (c *Coinbene) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (c *Coinbene) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.CryptoRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
// submitted
func (c *Coinbene) WithdrawFiatFunds(withdrawRequest *withdraw.FiatRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is
// submitted
func (c *Coinbene) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.FiatRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (c *Coinbene) GetWebsocket() (*wshandler.Websocket, error) {
return c.Websocket, nil
}
// GetActiveOrders retrieves any orders that are active/open
func (c *Coinbene) GetActiveOrders(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
if len(getOrdersRequest.Currencies) == 0 {
allPairs, err := c.GetAllPairs()
if err != nil {
return nil, err
}
for a := range allPairs {
getOrdersRequest.Currencies = append(getOrdersRequest.Currencies,
currency.NewPairFromString(allPairs[a].Symbol))
}
}
var err error
var resp []order.Detail
for x := range getOrdersRequest.Currencies {
var tempData OrdersInfo
tempData, err = c.FetchOpenSpotOrders(
c.FormatExchangeCurrency(
getOrdersRequest.Currencies[x],
asset.Spot).String(),
)
if err != nil {
return nil, err
}
for y := range tempData {
var tempResp order.Detail
tempResp.Exchange = c.Name
tempResp.CurrencyPair = getOrdersRequest.Currencies[x]
tempResp.OrderSide = order.Buy
if strings.EqualFold(tempData[y].OrderType, order.Sell.String()) {
tempResp.OrderSide = order.Sell
}
var t time.Time
t, err = time.Parse(time.RFC3339, tempData[y].OrderTime)
if err != nil {
return nil, err
}
tempResp.OrderDate = t
tempResp.Status = order.Status(tempData[y].OrderStatus)
tempResp.Price = tempData[y].OrderPrice
tempResp.Amount = tempData[y].Amount
tempResp.ExecutedAmount = tempData[y].FilledAmount
tempResp.RemainingAmount = tempData[y].Amount - tempData[y].FilledAmount
tempResp.Fee = tempData[y].TotalFee
resp = append(resp, tempResp)
}
}
return resp, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (c *Coinbene) GetOrderHistory(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
if len(getOrdersRequest.Currencies) == 0 {
allPairs, err := c.GetAllPairs()
if err != nil {
return nil, err
}
for a := range allPairs {
getOrdersRequest.Currencies = append(getOrdersRequest.Currencies,
currency.NewPairFromString(allPairs[a].Symbol))
}
}
var resp []order.Detail
var tempData OrdersInfo
var err error
for x := range getOrdersRequest.Currencies {
tempData, err = c.FetchClosedOrders(
c.FormatExchangeCurrency(
getOrdersRequest.Currencies[x],
asset.Spot).String(),
"",
)
if err != nil {
return nil, err
}
for y := range tempData {
var tempResp order.Detail
tempResp.Exchange = c.Name
tempResp.CurrencyPair = getOrdersRequest.Currencies[x]
tempResp.OrderSide = order.Buy
if strings.EqualFold(tempData[y].OrderType, order.Sell.String()) {
tempResp.OrderSide = order.Sell
}
var t time.Time
t, err = time.Parse(time.RFC3339, tempData[y].OrderTime)
if err != nil {
return nil, err
}
tempResp.OrderDate = t
tempResp.Status = order.Status(tempData[y].OrderStatus)
tempResp.Price = tempData[y].OrderPrice
tempResp.Amount = tempData[y].Amount
tempResp.ExecutedAmount = tempData[y].FilledAmount
tempResp.RemainingAmount = tempData[y].Amount - tempData[y].FilledAmount
tempResp.Fee = tempData[y].TotalFee
resp = append(resp, tempResp)
}
}
return resp, nil
}
// GetFeeByType returns an estimate of fee based on the type of transaction
func (c *Coinbene) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
tempData, err := c.GetPairInfo(
c.FormatExchangeCurrency(
feeBuilder.Pair, asset.Spot).String(),
)
if err != nil {
return fee, err
}
switch feeBuilder.IsMaker {
case true:
fee = feeBuilder.PurchasePrice * feeBuilder.Amount * tempData.MakerFeeRate
case false:
fee = feeBuilder.PurchasePrice * feeBuilder.Amount * tempData.TakerFeeRate
}
return fee, nil
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (c *Coinbene) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
c.Websocket.SubscribeToChannels(channels)
return nil
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (c *Coinbene) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
c.Websocket.RemoveSubscribedChannels(channels)
return nil
}
// GetSubscriptions returns a copied list of subscriptions
func (c *Coinbene) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return c.Websocket.GetSubscriptions(), nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (c *Coinbene) AuthenticateWebsocket() error {
return c.Login()
}