Files
gocryptotrader/exchanges/gateio/gateio.go
Ryan O'Hara-Reid 0c5d75b22c (Engine) Variety of engine updates (#390)
* drop common uuid v4 func and imported package as needed

* removed common functions regarding json marshal and unmarshal and used the json package directly. WRT unmarshal it was calling reflect and converted to string which is also checked in the JSON package so it was doing a double up, this will be a tiny gain as it was directly used in the requester package for all our outbound requests.

* add in string

* explicitly throw away return error value

* atleast return the error that websocket initialise returns

* return error when not connected

* fix comment

* Adds comments

* move package declarations

* drop append whenever we call supported

* remove unused import

* Change incorrect spelling

* fix tests

* fix go import issue
2019-12-03 10:06:08 +11:00

546 lines
15 KiB
Go

package gateio
import (
"encoding/json"
"errors"
"fmt"
"net/http"
"strconv"
"strings"
"github.com/thrasher-corp/gocryptotrader/common/convert"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
)
const (
gateioTradeURL = "https://api.gateio.io"
gateioMarketURL = "https://data.gateio.io"
gateioAPIVersion = "api2/1"
gateioSymbol = "pairs"
gateioMarketInfo = "marketinfo"
gateioKline = "candlestick2"
gateioOrder = "private"
gateioBalances = "private/balances"
gateioCancelOrder = "private/cancelOrder"
gateioCancelAllOrders = "private/cancelAllOrders"
gateioWithdraw = "private/withdraw"
gateioOpenOrders = "private/openOrders"
gateioTradeHistory = "private/tradeHistory"
gateioDepositAddress = "private/depositAddress"
gateioTicker = "ticker"
gateioTickers = "tickers"
gateioOrderbook = "orderBook"
gateioAuthRate = 100
gateioUnauthRate = 100
gateioGenerateAddress = "New address is being generated for you, please wait a moment and refresh this page. "
)
// Gateio is the overarching type across this package
type Gateio struct {
WebsocketConn *wshandler.WebsocketConnection
exchange.Base
}
// GetSymbols returns all supported symbols
func (g *Gateio) GetSymbols() ([]string, error) {
var result []string
urlPath := fmt.Sprintf("%s/%s/%s", g.API.Endpoints.URLSecondary, gateioAPIVersion, gateioSymbol)
err := g.SendHTTPRequest(urlPath, &result)
if err != nil {
return nil, nil
}
return result, err
}
// GetMarketInfo returns information about all trading pairs, including
// transaction fee, minimum order quantity, price accuracy and so on
func (g *Gateio) GetMarketInfo() (MarketInfoResponse, error) {
type response struct {
Result string `json:"result"`
Pairs []interface{} `json:"pairs"`
}
urlPath := fmt.Sprintf("%s/%s/%s", g.API.Endpoints.URLSecondary, gateioAPIVersion, gateioMarketInfo)
var res response
var result MarketInfoResponse
err := g.SendHTTPRequest(urlPath, &res)
if err != nil {
return result, err
}
result.Result = res.Result
for _, v := range res.Pairs {
item := v.(map[string]interface{})
for itemk, itemv := range item {
pairv := itemv.(map[string]interface{})
result.Pairs = append(result.Pairs, MarketInfoPairsResponse{
Symbol: itemk,
DecimalPlaces: pairv["decimal_places"].(float64),
MinAmount: pairv["min_amount"].(float64),
Fee: pairv["fee"].(float64),
})
}
}
return result, nil
}
// GetLatestSpotPrice returns latest spot price of symbol
// updated every 10 seconds
//
// symbol: string of currency pair
func (g *Gateio) GetLatestSpotPrice(symbol string) (float64, error) {
res, err := g.GetTicker(symbol)
if err != nil {
return 0, err
}
return res.Last, nil
}
// GetTicker returns a ticker for the supplied symbol
// updated every 10 seconds
func (g *Gateio) GetTicker(symbol string) (TickerResponse, error) {
urlPath := fmt.Sprintf("%s/%s/%s/%s", g.API.Endpoints.URLSecondary, gateioAPIVersion, gateioTicker, symbol)
var res TickerResponse
return res, g.SendHTTPRequest(urlPath, &res)
}
// GetTickers returns tickers for all symbols
func (g *Gateio) GetTickers() (map[string]TickerResponse, error) {
urlPath := fmt.Sprintf("%s/%s/%s", g.API.Endpoints.URLSecondary, gateioAPIVersion, gateioTickers)
resp := make(map[string]TickerResponse)
err := g.SendHTTPRequest(urlPath, &resp)
if err != nil {
return nil, err
}
return resp, nil
}
// GetOrderbook returns the orderbook data for a suppled symbol
func (g *Gateio) GetOrderbook(symbol string) (Orderbook, error) {
urlPath := fmt.Sprintf("%s/%s/%s/%s", g.API.Endpoints.URLSecondary, gateioAPIVersion, gateioOrderbook, symbol)
var resp OrderbookResponse
err := g.SendHTTPRequest(urlPath, &resp)
if err != nil {
return Orderbook{}, err
}
if resp.Result != "true" {
return Orderbook{}, errors.New("result was not true")
}
var ob Orderbook
if len(resp.Asks) == 0 {
return ob, errors.New("asks are empty")
}
// Asks are in reverse order
for x := len(resp.Asks) - 1; x != 0; x-- {
data := resp.Asks[x]
price, err := strconv.ParseFloat(data[0], 64)
if err != nil {
continue
}
amount, err := strconv.ParseFloat(data[1], 64)
if err != nil {
continue
}
ob.Asks = append(ob.Asks, OrderbookItem{Price: price, Amount: amount})
}
if len(resp.Bids) == 0 {
return ob, errors.New("bids are empty")
}
for x := range resp.Bids {
data := resp.Bids[x]
price, err := strconv.ParseFloat(data[0], 64)
if err != nil {
continue
}
amount, err := strconv.ParseFloat(data[1], 64)
if err != nil {
continue
}
ob.Bids = append(ob.Bids, OrderbookItem{Price: price, Amount: amount})
}
ob.Result = resp.Result
ob.Elapsed = resp.Elapsed
return ob, nil
}
// GetSpotKline returns kline data for the most recent time period
func (g *Gateio) GetSpotKline(arg KlinesRequestParams) ([]*KLineResponse, error) {
urlPath := fmt.Sprintf("%s/%s/%s/%s?group_sec=%d&range_hour=%d",
g.API.Endpoints.URLSecondary,
gateioAPIVersion,
gateioKline,
arg.Symbol,
arg.GroupSec,
arg.HourSize)
var rawKlines map[string]interface{}
err := g.SendHTTPRequest(urlPath, &rawKlines)
if err != nil {
return nil, err
}
var result []*KLineResponse
if rawKlines == nil || rawKlines["data"] == nil {
return nil, fmt.Errorf("rawKlines is nil. Err: %s", err)
}
rawKlineDatasString, _ := json.Marshal(rawKlines["data"].([]interface{}))
var rawKlineDatas [][]interface{}
if err := json.Unmarshal(rawKlineDatasString, &rawKlineDatas); err != nil {
return nil, fmt.Errorf("rawKlines unmarshal failed. Err: %s", err)
}
for _, k := range rawKlineDatas {
otString, _ := strconv.ParseFloat(k[0].(string), 64)
ot, err := convert.TimeFromUnixTimestampFloat(otString)
if err != nil {
return nil, fmt.Errorf("cannot parse Kline.OpenTime. Err: %s", err)
}
_vol, err := convert.FloatFromString(k[1])
if err != nil {
return nil, fmt.Errorf("cannot parse Kline.Volume. Err: %s", err)
}
_id, err := convert.FloatFromString(k[0])
if err != nil {
return nil, fmt.Errorf("cannot parse Kline.Id. Err: %s", err)
}
_close, err := convert.FloatFromString(k[2])
if err != nil {
return nil, fmt.Errorf("cannot parse Kline.Close. Err: %s", err)
}
_high, err := convert.FloatFromString(k[3])
if err != nil {
return nil, fmt.Errorf("cannot parse Kline.High. Err: %s", err)
}
_low, err := convert.FloatFromString(k[4])
if err != nil {
return nil, fmt.Errorf("cannot parse Kline.Low. Err: %s", err)
}
_open, err := convert.FloatFromString(k[5])
if err != nil {
return nil, fmt.Errorf("cannot parse Kline.Open. Err: %s", err)
}
result = append(result, &KLineResponse{
ID: _id,
KlineTime: ot,
Volume: _vol,
Close: _close,
High: _high,
Low: _low,
Open: _open,
})
}
return result, nil
}
// GetBalances obtains the users account balance
func (g *Gateio) GetBalances() (BalancesResponse, error) {
var result BalancesResponse
return result,
g.SendAuthenticatedHTTPRequest(http.MethodPost, gateioBalances, "", &result)
}
// SpotNewOrder places a new order
func (g *Gateio) SpotNewOrder(arg SpotNewOrderRequestParams) (SpotNewOrderResponse, error) {
var result SpotNewOrderResponse
// Be sure to use the correct price precision before calling this
params := fmt.Sprintf("currencyPair=%s&rate=%s&amount=%s",
arg.Symbol,
strconv.FormatFloat(arg.Price, 'f', -1, 64),
strconv.FormatFloat(arg.Amount, 'f', -1, 64),
)
urlPath := fmt.Sprintf("%s/%s", gateioOrder, arg.Type)
return result, g.SendAuthenticatedHTTPRequest(http.MethodPost, urlPath, params, &result)
}
// CancelExistingOrder cancels an order given the supplied orderID and symbol
// orderID order ID number
// symbol trade pair (ltc_btc)
func (g *Gateio) CancelExistingOrder(orderID int64, symbol string) (bool, error) {
type response struct {
Result bool `json:"result"`
Code int `json:"code"`
Message string `json:"message"`
}
var result response
// Be sure to use the correct price precision before calling this
params := fmt.Sprintf("orderNumber=%d&currencyPair=%s",
orderID,
symbol,
)
err := g.SendAuthenticatedHTTPRequest(http.MethodPost, gateioCancelOrder, params, &result)
if err != nil {
return false, err
}
if !result.Result {
return false, fmt.Errorf("code:%d message:%s", result.Code, result.Message)
}
return true, nil
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (g *Gateio) SendHTTPRequest(path string, result interface{}) error {
return g.SendPayload(http.MethodGet,
path,
nil,
nil,
result,
false,
false,
g.Verbose,
g.HTTPDebugging,
g.HTTPRecording)
}
// CancelAllExistingOrders all orders for a given symbol and side
// orderType (0: sell,1: buy,-1: unlimited)
func (g *Gateio) CancelAllExistingOrders(orderType int64, symbol string) error {
type response struct {
Result bool `json:"result"`
Code int `json:"code"`
Message string `json:"message"`
}
var result response
params := fmt.Sprintf("type=%d&currencyPair=%s",
orderType,
symbol,
)
err := g.SendAuthenticatedHTTPRequest(http.MethodPost, gateioCancelAllOrders, params, &result)
if err != nil {
return err
}
if !result.Result {
return fmt.Errorf("code:%d message:%s", result.Code, result.Message)
}
return nil
}
// GetOpenOrders retrieves all open orders with an optional symbol filter
func (g *Gateio) GetOpenOrders(symbol string) (OpenOrdersResponse, error) {
var params string
var result OpenOrdersResponse
if symbol != "" {
params = fmt.Sprintf("currencyPair=%s", symbol)
}
err := g.SendAuthenticatedHTTPRequest(http.MethodPost, gateioOpenOrders, params, &result)
if err != nil {
return result, err
}
if result.Code > 0 {
return result, fmt.Errorf("code:%d message:%s", result.Code, result.Message)
}
return result, nil
}
// GetTradeHistory retrieves all orders with an optional symbol filter
func (g *Gateio) GetTradeHistory(symbol string) (TradHistoryResponse, error) {
var params string
var result TradHistoryResponse
params = fmt.Sprintf("currencyPair=%s", symbol)
err := g.SendAuthenticatedHTTPRequest(http.MethodPost, gateioTradeHistory, params, &result)
if err != nil {
return result, err
}
if result.Code > 0 {
return result, fmt.Errorf("code:%d message:%s", result.Code, result.Message)
}
return result, nil
}
// GenerateSignature returns hash for authenticated requests
func (g *Gateio) GenerateSignature(message string) []byte {
return crypto.GetHMAC(crypto.HashSHA512, []byte(message),
[]byte(g.API.Credentials.Secret))
}
// SendAuthenticatedHTTPRequest sends authenticated requests to the Gateio API
// To use this you must setup an APIKey and APISecret from the exchange
func (g *Gateio) SendAuthenticatedHTTPRequest(method, endpoint, param string, result interface{}) error {
if !g.AllowAuthenticatedRequest() {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet,
g.Name)
}
headers := make(map[string]string)
headers["Content-Type"] = "application/x-www-form-urlencoded"
headers["key"] = g.API.Credentials.Key
hmac := g.GenerateSignature(param)
headers["sign"] = crypto.HexEncodeToString(hmac)
urlPath := fmt.Sprintf("%s/%s/%s", g.API.Endpoints.URL, gateioAPIVersion, endpoint)
var intermidiary json.RawMessage
err := g.SendPayload(method,
urlPath,
headers,
strings.NewReader(param),
&intermidiary,
true,
false,
g.Verbose,
g.HTTPDebugging,
g.HTTPRecording)
if err != nil {
return err
}
errCap := struct {
Result bool `json:"result,string"`
Code int `json:"code"`
Message string `json:"message"`
}{}
if err := json.Unmarshal(intermidiary, &errCap); err == nil {
if !errCap.Result {
return fmt.Errorf("%s auth request error, code: %d message: %s",
g.Name,
errCap.Code,
errCap.Message)
}
}
return json.Unmarshal(intermidiary, result)
}
// GetFee returns an estimate of fee based on type of transaction
func (g *Gateio) GetFee(feeBuilder *exchange.FeeBuilder) (fee float64, err error) {
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
feePairs, err := g.GetMarketInfo()
if err != nil {
return 0, err
}
currencyPair := feeBuilder.Pair.Base.String() +
feeBuilder.Pair.Delimiter +
feeBuilder.Pair.Quote.String()
var feeForPair float64
for _, i := range feePairs.Pairs {
if strings.EqualFold(currencyPair, i.Symbol) {
feeForPair = i.Fee
}
}
if feeForPair == 0 {
return 0, fmt.Errorf("currency '%s' failed to find fee data",
currencyPair)
}
fee = calculateTradingFee(feeForPair,
feeBuilder.PurchasePrice,
feeBuilder.Amount)
case exchange.CryptocurrencyWithdrawalFee:
fee = getCryptocurrencyWithdrawalFee(feeBuilder.Pair.Base)
case exchange.OfflineTradeFee:
fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
// getOfflineTradeFee calculates the worst case-scenario trading fee
func getOfflineTradeFee(price, amount float64) float64 {
return 0.002 * price * amount
}
func calculateTradingFee(feeForPair, purchasePrice, amount float64) float64 {
return (feeForPair / 100) * purchasePrice * amount
}
func getCryptocurrencyWithdrawalFee(c currency.Code) float64 {
return WithdrawalFees[c]
}
// WithdrawCrypto withdraws cryptocurrency to your selected wallet
func (g *Gateio) WithdrawCrypto(currency, address string, amount float64) (string, error) {
type response struct {
Result bool `json:"result"`
Message string `json:"message"`
Code int `json:"code"`
}
var result response
params := fmt.Sprintf("currency=%v&amount=%v&address=%v",
currency,
address,
amount,
)
err := g.SendAuthenticatedHTTPRequest(http.MethodPost, gateioWithdraw, params, &result)
if err != nil {
return "", err
}
if !result.Result {
return "", fmt.Errorf("code:%d message:%s", result.Code, result.Message)
}
return result.Message, nil
}
// GetCryptoDepositAddress returns a deposit address for a cryptocurrency
func (g *Gateio) GetCryptoDepositAddress(currency string) (string, error) {
type response struct {
Result bool `json:"result,string"`
Code int `json:"code"`
Message string `json:"message"`
Address string `json:"addr"`
}
var result response
params := fmt.Sprintf("currency=%s",
currency)
err := g.SendAuthenticatedHTTPRequest(http.MethodPost, gateioDepositAddress, params, &result)
if err != nil {
return "", err
}
if !result.Result {
return "", fmt.Errorf("code:%d message:%s", result.Code, result.Message)
}
return result.Address, nil
}