Files
gocryptotrader/exchanges/hitbtc/hitbtc.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

558 lines
15 KiB
Go

package hitbtc
import (
"bytes"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"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 (
// API
apiURL = "https://api.hitbtc.com"
// Public
apiV2Trades = "api/2/public/trades"
apiV2Currency = "api/2/public/currency"
apiV2Symbol = "api/2/public/symbol"
apiV2Ticker = "api/2/public/ticker"
apiV2Orderbook = "api/2/public/orderbook"
apiV2Candles = "api/2/public/candles"
// Authenticated
apiV2Balance = "api/2/trading/balance"
apiV2CryptoAddress = "api/2/account/crypto/address"
apiV2CryptoWithdraw = "api/2/account/crypto/withdraw"
apiV2TradeHistory = "api/2/history/trades"
apiV2OrderHistory = "api/2/history/order"
apiv2OpenOrders = "api/2/order"
apiV2FeeInfo = "api/2/trading/fee"
orders = "order"
apiOrder = "api/2/order"
orderMove = "moveOrder"
tradableBalances = "returnTradableBalances"
transferBalance = "transferBalance"
hitbtcAuthRate = 0
hitbtcUnauthRate = 0
)
// HitBTC is the overarching type across the hitbtc package
type HitBTC struct {
exchange.Base
WebsocketConn *wshandler.WebsocketConnection
}
// Public Market Data
// https://api.hitbtc.com/?python#market-data
// GetCurrencies returns the actual list of available currencies, tokens, ICO
// etc.
func (h *HitBTC) GetCurrencies() (map[string]Currencies, error) {
type Response struct {
Data []Currencies
}
resp := Response{}
path := fmt.Sprintf("%s/%s", h.API.Endpoints.URL, apiV2Currency)
ret := make(map[string]Currencies)
err := h.SendHTTPRequest(path, &resp.Data)
if err != nil {
return ret, err
}
for _, id := range resp.Data {
ret[id.ID] = id
}
return ret, err
}
// GetCurrency returns the actual list of available currencies, tokens, ICO
// etc.
func (h *HitBTC) GetCurrency(currency string) (Currencies, error) {
type Response struct {
Data Currencies
}
resp := Response{}
path := fmt.Sprintf("%s/%s/%s", h.API.Endpoints.URL, apiV2Currency, currency)
return resp.Data, h.SendHTTPRequest(path, &resp.Data)
}
// GetSymbols Return the actual list of currency symbols (currency pairs) traded
// on HitBTC exchange. The first listed currency of a symbol is called the base
// currency, and the second currency is called the quote currency. The currency
// pair indicates how much of the quote currency is needed to purchase one unit
// of the base currency.
func (h *HitBTC) GetSymbols(symbol string) ([]string, error) {
var resp []Symbol
path := fmt.Sprintf("%s/%s/%s", h.API.Endpoints.URL, apiV2Symbol, symbol)
ret := make([]string, 0, len(resp))
err := h.SendHTTPRequest(path, &resp)
if err != nil {
return ret, err
}
for _, x := range resp {
ret = append(ret, x.ID)
}
return ret, err
}
// GetSymbolsDetailed is the same as above but returns an array of symbols with
// all their details.
func (h *HitBTC) GetSymbolsDetailed() ([]Symbol, error) {
var resp []Symbol
path := fmt.Sprintf("%s/%s", h.API.Endpoints.URL, apiV2Symbol)
return resp, h.SendHTTPRequest(path, &resp)
}
// GetTicker returns ticker information
func (h *HitBTC) GetTicker(symbol string) (TickerResponse, error) {
var resp TickerResponse
path := fmt.Sprintf("%s/%s/%s", h.API.Endpoints.URL, apiV2Ticker, symbol)
return resp, h.SendHTTPRequest(path, &resp)
}
// GetTickers returns ticker information
func (h *HitBTC) GetTickers() ([]TickerResponse, error) {
var resp []TickerResponse
path := fmt.Sprintf("%s/%s/", h.API.Endpoints.URL, apiV2Ticker)
return resp, h.SendHTTPRequest(path, &resp)
}
// GetTrades returns trades from hitbtc
func (h *HitBTC) GetTrades(currencyPair, from, till, limit, offset, by, sort string) ([]TradeHistory, error) {
// start Number or Datetime
// end Number or Datetime
// limit Number
// offset Number
// by Filtration definition. Accepted values: id, timestamh. Default timestamp
// sort Default DESC
vals := url.Values{}
if from != "" {
vals.Set("from", from)
}
if till != "" {
vals.Set("till", till)
}
if limit != "" {
vals.Set("limit", limit)
}
if offset != "" {
vals.Set("offset", offset)
}
if by != "" {
vals.Set("by", by)
}
if sort != "" {
vals.Set("sort", sort)
}
var resp []TradeHistory
path := fmt.Sprintf("%s/%s/%s?%s", h.API.Endpoints.URL, apiV2Trades, currencyPair, vals.Encode())
return resp, h.SendHTTPRequest(path, &resp)
}
// GetOrderbook an order book is an electronic list of buy and sell orders for a
// specific symbol, organized by price level.
func (h *HitBTC) GetOrderbook(currencyPair string, limit int) (Orderbook, error) {
// limit Limit of orderbook levels, default 100. Set 0 to view full orderbook levels
vals := url.Values{}
if limit != 0 {
vals.Set("limit", strconv.Itoa(limit))
}
resp := OrderbookResponse{}
path := fmt.Sprintf("%s/%s/%s?%s", h.API.Endpoints.URL, apiV2Orderbook, currencyPair, vals.Encode())
err := h.SendHTTPRequest(path, &resp)
if err != nil {
return Orderbook{}, err
}
ob := Orderbook{}
ob.Asks = append(ob.Asks, resp.Asks...)
ob.Bids = append(ob.Bids, resp.Bids...)
return ob, nil
}
// GetCandles returns candles which is used for OHLC a specific currency.
// Note: Result contain candles only with non zero volume.
func (h *HitBTC) GetCandles(currencyPair, limit, period string) ([]ChartData, error) {
// limit Limit of candles, default 100.
// period One of: M1 (one minute), M3, M5, M15, M30, H1, H4, D1, D7, 1M (one month). Default is M30 (30 minutes).
vals := url.Values{}
if limit != "" {
vals.Set("limit", limit)
}
if period != "" {
vals.Set("period", period)
}
var resp []ChartData
path := fmt.Sprintf("%s/%s/%s?%s", h.API.Endpoints.URL, apiV2Candles, currencyPair, vals.Encode())
return resp, h.SendHTTPRequest(path, &resp)
}
// Authenticated Market Data
// https://api.hitbtc.com/?python#market-data
// GetBalances returns full balance for your account
func (h *HitBTC) GetBalances() (map[string]Balance, error) {
var result []Balance
err := h.SendAuthenticatedHTTPRequest(http.MethodGet, apiV2Balance, url.Values{}, &result)
ret := make(map[string]Balance)
if err != nil {
return ret, err
}
for _, item := range result {
ret[item.Currency] = item
}
return ret, nil
}
// GetDepositAddresses returns a deposit address for a specific currency
func (h *HitBTC) GetDepositAddresses(currency string) (DepositCryptoAddresses, error) {
var resp DepositCryptoAddresses
return resp,
h.SendAuthenticatedHTTPRequest(http.MethodGet,
apiV2CryptoAddress+"/"+currency,
url.Values{},
&resp)
}
// GenerateNewAddress generates a new deposit address for a currency
func (h *HitBTC) GenerateNewAddress(currency string) (DepositCryptoAddresses, error) {
resp := DepositCryptoAddresses{}
err := h.SendAuthenticatedHTTPRequest(http.MethodPost, apiV2CryptoAddress+"/"+currency, url.Values{}, &resp)
return resp, err
}
// GetActiveorders returns all your active orders
func (h *HitBTC) GetActiveorders(currency string) ([]Order, error) {
var resp []Order
err := h.SendAuthenticatedHTTPRequest(http.MethodGet, orders+"?symbol="+currency, url.Values{}, &resp)
return resp, err
}
// GetTradeHistoryForCurrency returns your trade history
func (h *HitBTC) GetTradeHistoryForCurrency(currency, start, end string) (AuthenticatedTradeHistoryResponse, error) {
values := url.Values{}
if start != "" {
values.Set("start", start)
}
if end != "" {
values.Set("end", end)
}
values.Set("currencyPair", currency)
result := AuthenticatedTradeHistoryResponse{}
return result, h.SendAuthenticatedHTTPRequest(http.MethodPost, apiV2TradeHistory, values, &result.Data)
}
// GetTradeHistoryForAllCurrencies returns your trade history
func (h *HitBTC) GetTradeHistoryForAllCurrencies(start, end string) (AuthenticatedTradeHistoryAll, error) {
values := url.Values{}
if start != "" {
values.Set("start", start)
}
if end != "" {
values.Set("end", end)
}
values.Set("currencyPair", "all")
result := AuthenticatedTradeHistoryAll{}
return result, h.SendAuthenticatedHTTPRequest(http.MethodPost, apiV2TradeHistory, values, &result.Data)
}
// GetOrders List of your order history.
func (h *HitBTC) GetOrders(currency string) ([]OrderHistoryResponse, error) {
values := url.Values{}
values.Set("symbol", currency)
var result []OrderHistoryResponse
return result, h.SendAuthenticatedHTTPRequest(http.MethodGet, apiV2OrderHistory, values, &result)
}
// GetOpenOrders List of your currently open orders.
func (h *HitBTC) GetOpenOrders(currency string) ([]OrderHistoryResponse, error) {
values := url.Values{}
values.Set("symbol", currency)
var result []OrderHistoryResponse
return result, h.SendAuthenticatedHTTPRequest(http.MethodGet, apiv2OpenOrders, values, &result)
}
// PlaceOrder places an order on the exchange
func (h *HitBTC) PlaceOrder(currency string, rate, amount float64, orderType, side string) (OrderResponse, error) {
var result OrderResponse
values := url.Values{}
values.Set("symbol", currency)
values.Set("rate", strconv.FormatFloat(rate, 'f', -1, 64))
values.Set("quantity", strconv.FormatFloat(amount, 'f', -1, 64))
values.Set("side", side)
values.Set("price", strconv.FormatFloat(rate, 'f', -1, 64))
values.Set("type", orderType)
return result, h.SendAuthenticatedHTTPRequest(http.MethodPost, apiOrder, values, &result)
}
// CancelExistingOrder cancels a specific order by OrderID
func (h *HitBTC) CancelExistingOrder(orderID int64) (bool, error) {
result := GenericResponse{}
values := url.Values{}
err := h.SendAuthenticatedHTTPRequest(http.MethodDelete, apiOrder+"/"+strconv.FormatInt(orderID, 10), values, &result)
if err != nil {
return false, err
}
if result.Success != 1 {
return false, errors.New(result.Error)
}
return true, nil
}
// CancelAllExistingOrders cancels all open orders
func (h *HitBTC) CancelAllExistingOrders() ([]Order, error) {
var result []Order
values := url.Values{}
return result, h.SendAuthenticatedHTTPRequest(http.MethodDelete, apiOrder, values, &result)
}
// MoveOrder generates a new move order
func (h *HitBTC) MoveOrder(orderID int64, rate, amount float64) (MoveOrderResponse, error) {
result := MoveOrderResponse{}
values := url.Values{}
values.Set("orderNumber", strconv.FormatInt(orderID, 10))
values.Set("rate", strconv.FormatFloat(rate, 'f', -1, 64))
if amount != 0 {
values.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
}
err := h.SendAuthenticatedHTTPRequest(http.MethodPost, orderMove, values, &result)
if err != nil {
return result, err
}
if result.Success != 1 {
return result, errors.New(result.Error)
}
return result, nil
}
// Withdraw allows for the withdrawal to a specific address
func (h *HitBTC) Withdraw(currency, address string, amount float64) (bool, error) {
result := Withdraw{}
values := url.Values{}
values.Set("currency", currency)
values.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
values.Set("address", address)
err := h.SendAuthenticatedHTTPRequest(http.MethodPost, apiV2CryptoWithdraw, values, &result)
if err != nil {
return false, err
}
if result.Error != "" {
return false, errors.New(result.Error)
}
return true, nil
}
// GetFeeInfo returns current fee information
func (h *HitBTC) GetFeeInfo(currencyPair string) (Fee, error) {
result := Fee{}
err := h.SendAuthenticatedHTTPRequest(http.MethodGet, apiV2FeeInfo+"/"+currencyPair, url.Values{}, &result)
return result, err
}
// GetTradableBalances returns current tradable balances
func (h *HitBTC) GetTradableBalances() (map[string]map[string]float64, error) {
type Response struct {
Data map[string]map[string]interface{}
}
result := Response{}
err := h.SendAuthenticatedHTTPRequest(http.MethodPost, tradableBalances, url.Values{}, &result.Data)
if err != nil {
return nil, err
}
balances := make(map[string]map[string]float64)
for x, y := range result.Data {
balances[x] = make(map[string]float64)
for z, w := range y {
balances[x][z], _ = strconv.ParseFloat(w.(string), 64)
}
}
return balances, nil
}
// TransferBalance transfers a balance
func (h *HitBTC) TransferBalance(currency, from, to string, amount float64) (bool, error) {
values := url.Values{}
result := GenericResponse{}
values.Set("currency", currency)
values.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
values.Set("fromAccount", from)
values.Set("toAccount", to)
err := h.SendAuthenticatedHTTPRequest(http.MethodPost,
transferBalance,
values,
&result)
if err != nil {
return false, err
}
if result.Error != "" && result.Success != 1 {
return false, errors.New(result.Error)
}
return true, nil
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (h *HitBTC) SendHTTPRequest(path string, result interface{}) error {
return h.SendPayload(http.MethodGet,
path,
nil,
nil,
result,
false,
false,
h.Verbose,
h.HTTPDebugging,
h.HTTPRecording)
}
// SendAuthenticatedHTTPRequest sends an authenticated http request
func (h *HitBTC) SendAuthenticatedHTTPRequest(method, endpoint string, values url.Values, result interface{}) error {
if !h.AllowAuthenticatedRequest() {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet,
h.Name)
}
headers := make(map[string]string)
headers["Authorization"] = "Basic " + crypto.Base64Encode([]byte(h.API.Credentials.Key+":"+h.API.Credentials.Secret))
path := fmt.Sprintf("%s/%s", h.API.Endpoints.URL, endpoint)
return h.SendPayload(method,
path,
headers,
bytes.NewBufferString(values.Encode()),
result,
true,
false,
h.Verbose,
h.HTTPDebugging,
h.HTTPRecording)
}
// GetFee returns an estimate of fee based on type of transaction
func (h *HitBTC) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
feeInfo, err := h.GetFeeInfo(feeBuilder.Pair.Base.String() +
feeBuilder.Pair.Delimiter +
feeBuilder.Pair.Quote.String())
if err != nil {
return 0, err
}
fee = calculateTradingFee(feeInfo, feeBuilder.PurchasePrice,
feeBuilder.Amount,
feeBuilder.IsMaker)
case exchange.CryptocurrencyWithdrawalFee:
currencyInfo, err := h.GetCurrency(feeBuilder.Pair.Base.String())
if err != nil {
return 0, err
}
fee, err = strconv.ParseFloat(currencyInfo.PayoutFee, 64)
if err != nil {
return 0, err
}
case exchange.CyptocurrencyDepositFee:
fee = calculateCryptocurrencyDepositFee(feeBuilder.Pair.Base,
feeBuilder.Amount)
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 calculateCryptocurrencyDepositFee(c currency.Code, amount float64) float64 {
var fee float64
if c == currency.BTC {
fee = 0.0006
}
return fee * amount
}
func calculateTradingFee(feeInfo Fee, purchasePrice, amount float64, isMaker bool) float64 {
var volumeFee float64
if isMaker {
volumeFee = feeInfo.ProvideLiquidityRate
} else {
volumeFee = feeInfo.TakeLiquidityRate
}
return volumeFee * amount * purchasePrice
}