Files
gocryptotrader/exchanges/lbank/lbank.go
Adrian Gallagher 63191ce3ec Engine QA (#381)
* 1) Update Dockerfile/docker-compose.yml
2) Remove inline strings for buy/sell/test pairs
3) Remove dangerous order submission values
4) Fix consistency with audit_events (all other spec files use
CamelCase)
5) Update web websocket endpoint
6) Fix main param set (and induce dryrun mode on specific command line
params)

* Engine QA

Link up exchange syncer to cmd params, disarm market selling bombs and fix OKEX endpoints

* Fix linter issue after merge

* Engine QA changes

Template updates
Wrapper code cleanup
Disarmed order bombs
Documentation updates

* Daily engine QA

Bitstamp improvements
Spelling mistakes
Add Coinbene exchange to support list
Protect API authenticated calls for Coinbene/LBank

* Engine QA changes

Fix exchange_wrapper_coverage tool
Add SupportsAsset to exchange interface
Fix inline string usage and add BCH withdrawal support

* Engine QA

Fix Bitstamp types
Inform user of errors when parsing time accross the codebase
Change time parsing warnings to errors (as they are)
Update markdown docs [with linter fixes]

* Engine QA changes

1) Add test for dryrunParamInteraction
2) Disarm OKCoin/OKEX bombs if someone accidently sets canManipulateRealOrders to true and runs all package tests
3) Actually check exchange setup errors for BTSE and Coinbene, plus address this in the wrapper template
4) Hardcode missing/non-retrievable contributors and bump the contributors
5) Convert numbers/strings to meaningful types in Bitstamp and OKEX
6) If WS is supported for the exchange wrapper template, preset authWebsocketSupport var

* Fix the shadow people

* Link the SyncContinuously paramerino

* Also show SyncContinuously in engine.PrintSettings

* Address nitterinos and use correct filepath for logs

* Bitstamp: Extract ALL THE APM

* Fix additional nitterinos

* Fix time parsing error for Bittrex
2019-11-22 16:07:30 +11:00

581 lines
17 KiB
Go

package lbank
import (
"bytes"
"crypto"
"crypto/rand"
"crypto/rsa"
"crypto/x509"
"encoding/json"
"encoding/pem"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"strings"
gctcrypto "github.com/thrasher-corp/gocryptotrader/common/crypto"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
)
// Lbank is the overarching type across this package
type Lbank struct {
exchange.Base
privateKey *rsa.PrivateKey
WebsocketConn *wshandler.WebsocketConnection
}
const (
lbankAPIURL = "https://api.lbkex.com"
lbankAPIVersion = "1"
lbankAuthRateLimit = 0
lbankUnAuthRateLimit = 0
lbankFeeNotFound = 0.0
// Public endpoints
lbankTicker = "ticker.do"
lbankCurrencyPairs = "currencyPairs.do"
lbankMarketDepths = "depth.do"
lbankTrades = "trades.do"
lbankKlines = "kline.do"
lbankPairInfo = "accuracy.do"
lbankUSD2CNYRate = "usdToCny.do"
lbankWithdrawConfig = "withdrawConfigs.do"
// Authenticated endpoints
lbankUserInfo = "user_info.do"
lbankPlaceOrder = "create_order.do"
lbankCancelOrder = "cancel_order.do"
lbankQueryOrder = "orders_info.do"
lbankQueryHistoryOrder = "orders_info_history.do"
lbankOrderTransactionDetails = "order_transaction_detail.do"
lbankPastTransactions = "transaction_history.do"
lbankOpeningOrders = "orders_info_no_deal.do"
lbankWithdrawalRecords = "withdraws.do"
lbankWithdraw = "withdraw.do"
lbankRevokeWithdraw = "withdrawCancel.do"
)
// GetTicker returns a ticker for the specified symbol
// symbol: eth_btc
func (l *Lbank) GetTicker(symbol string) (TickerResponse, error) {
var t TickerResponse
params := url.Values{}
params.Set("symbol", symbol)
path := fmt.Sprintf("%s/v%s/%s?%s", l.API.Endpoints.URL, lbankAPIVersion, lbankTicker, params.Encode())
return t, l.SendHTTPRequest(path, &t)
}
// GetTickers returns all tickers
func (l *Lbank) GetTickers() ([]TickerResponse, error) {
var t []TickerResponse
params := url.Values{}
params.Set("symbol", "all")
path := fmt.Sprintf("%s/v%s/%s?%s", l.API.Endpoints.URL, lbankAPIVersion, lbankTicker, params.Encode())
return t, l.SendHTTPRequest(path, &t)
}
// GetCurrencyPairs returns a list of supported currency pairs by the exchange
func (l *Lbank) GetCurrencyPairs() ([]string, error) {
path := fmt.Sprintf("%s/v%s/%s", l.API.Endpoints.URL, lbankAPIVersion,
lbankCurrencyPairs)
var result []string
return result, l.SendHTTPRequest(path, &result)
}
// GetMarketDepths returns arrays of asks, bids and timestamp
func (l *Lbank) GetMarketDepths(symbol, size, merge string) (MarketDepthResponse, error) {
var m MarketDepthResponse
params := url.Values{}
params.Set("symbol", symbol)
params.Set("size", size)
params.Set("merge", merge)
path := fmt.Sprintf("%s/v%s/%s?%s", l.API.Endpoints.URL, lbankAPIVersion, lbankMarketDepths, params.Encode())
return m, l.SendHTTPRequest(path, &m)
}
// GetTrades returns an array of available trades regarding a particular exchange
func (l *Lbank) GetTrades(symbol, size, time string) ([]TradeResponse, error) {
var g []TradeResponse
params := url.Values{}
params.Set("symbol", symbol)
params.Set("size", size)
params.Set("time", time)
path := fmt.Sprintf("%s/v%s/%s?%s", l.API.Endpoints.URL, lbankAPIVersion, lbankTrades, params.Encode())
return g, l.SendHTTPRequest(path, &g)
}
// GetKlines returns kline data
func (l *Lbank) GetKlines(symbol, size, klineType, time string) ([]KlineResponse, error) {
var klineTemp interface{}
var k []KlineResponse
params := url.Values{}
params.Set("symbol", symbol)
params.Set("size", size)
params.Set("type", klineType)
params.Set("time", time)
path := fmt.Sprintf("%s/v%s/%s?%s", l.API.Endpoints.URL, lbankAPIVersion, lbankKlines, params.Encode())
err := l.SendHTTPRequest(path, &klineTemp)
if err != nil {
return k, err
}
resp, ok := klineTemp.([]interface{})
if !ok {
return nil, errors.New("response received is invalid")
}
for i := range resp {
resp2, ok := resp[i].([]interface{})
if !ok {
return nil, errors.New("response received is invalid")
}
var tempResp KlineResponse
for x := range resp2 {
switch x {
case 0:
tempResp.TimeStamp = int64(resp2[x].(float64))
case 1:
if val, ok := resp2[x].(int64); ok {
tempResp.OpenPrice = float64(val)
} else {
tempResp.OpenPrice = resp2[x].(float64)
}
case 2:
if val, ok := resp2[x].(int64); ok {
tempResp.HigestPrice = float64(val)
} else {
tempResp.HigestPrice = resp2[x].(float64)
}
case 3:
if val, ok := resp2[x].(int64); ok {
tempResp.LowestPrice = float64(val)
} else {
tempResp.LowestPrice = resp2[x].(float64)
}
case 4:
if val, ok := resp2[x].(int64); ok {
tempResp.ClosePrice = float64(val)
} else {
tempResp.ClosePrice = resp2[x].(float64)
}
case 5:
if val, ok := resp2[x].(int64); ok {
tempResp.TradingVolume = float64(val)
} else {
tempResp.TradingVolume = resp2[x].(float64)
}
}
}
k = append(k, tempResp)
}
return k, nil
}
// GetUserInfo gets users account info
func (l *Lbank) GetUserInfo() (InfoFinalResponse, error) {
var resp InfoFinalResponse
path := fmt.Sprintf("%s/v%s/%s?", l.API.Endpoints.URL, lbankAPIVersion, lbankUserInfo)
err := l.SendAuthHTTPRequest(http.MethodPost, path, nil, &resp)
if err != nil {
return resp, err
}
if resp.Error != 0 {
return resp, ErrorCapture(resp.Error)
}
return resp, nil
}
// CreateOrder creates an order
func (l *Lbank) CreateOrder(pair, side string, amount, price float64) (CreateOrderResponse, error) {
var resp CreateOrderResponse
if !strings.EqualFold(side, order.Buy.String()) &&
!strings.EqualFold(side, order.Sell.String()) {
return resp, errors.New("side type invalid can only be 'buy' or 'sell'")
}
if amount <= 0 {
return resp, errors.New("amount can't be smaller than or equal to 0")
}
if price <= 0 {
return resp, errors.New("price can't be smaller than or equal to 0")
}
params := url.Values{}
params.Set("symbol", pair)
params.Set("type", strings.ToLower(side))
params.Set("price", strconv.FormatFloat(price, 'f', -1, 64))
params.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
path := fmt.Sprintf("%s/v%s/%s?", l.API.Endpoints.URL, lbankAPIVersion, lbankPlaceOrder)
err := l.SendAuthHTTPRequest(http.MethodPost, path, params, &resp)
if err != nil {
return resp, err
}
if resp.Error != 0 {
return resp, ErrorCapture(resp.Error)
}
return resp, nil
}
// RemoveOrder cancels a given order
func (l *Lbank) RemoveOrder(pair, orderID string) (RemoveOrderResponse, error) {
var resp RemoveOrderResponse
params := url.Values{}
params.Set("symbol", pair)
params.Set("order_id", orderID)
path := fmt.Sprintf("%s/v%s/%s", l.API.Endpoints.URL, lbankAPIVersion, lbankCancelOrder)
err := l.SendAuthHTTPRequest(http.MethodPost, path, params, &resp)
if err != nil {
return resp, err
}
if resp.Error != 0 {
return resp, ErrorCapture(resp.Error)
}
return resp, nil
}
// QueryOrder finds out information about orders (can pass up to 3 comma separated values to this)
// Lbank returns an empty string as their []OrderResponse instead of returning an empty array, so when len(tempResp.Orders) > 2 its not empty and should be unmarshalled separately
func (l *Lbank) QueryOrder(pair, orderIDs string) (QueryOrderFinalResponse, error) {
var resp QueryOrderFinalResponse
var tempResp QueryOrderResponse
params := url.Values{}
params.Set("symbol", pair)
params.Set("order_id", orderIDs)
path := fmt.Sprintf("%s/v%s/%s?", l.API.Endpoints.URL, lbankAPIVersion, lbankQueryOrder)
err := l.SendAuthHTTPRequest(http.MethodPost, path, params, &tempResp)
if err != nil {
return resp, err
}
var totalOrders []OrderResponse
if len(tempResp.Orders) > 2 {
err = json.Unmarshal(tempResp.Orders, &totalOrders)
if err != nil {
return resp, err
}
}
resp.ErrCapture = tempResp.ErrCapture
resp.Orders = totalOrders
if err != nil {
return resp, err
}
if resp.Error != 0 {
return resp, ErrorCapture(resp.Error)
}
return resp, nil
}
// QueryOrderHistory finds order info in the past 2 days
// Lbank returns an empty string as their []OrderResponse instead of returning an empty array, so when len(tempResp.Orders) > 2 its not empty and should be unmarshalled separately
func (l *Lbank) QueryOrderHistory(pair, pageNumber, pageLength string) (OrderHistoryFinalResponse, error) {
var resp OrderHistoryFinalResponse
var tempResp OrderHistoryResponse
params := url.Values{}
params.Set("symbol", pair)
params.Set("current_page", pageNumber)
params.Set("page_length", pageLength)
path := fmt.Sprintf("%s/v%s/%s?", l.API.Endpoints.URL, lbankAPIVersion, lbankQueryHistoryOrder)
err := l.SendAuthHTTPRequest(http.MethodPost, path, params, &tempResp)
if err != nil {
return resp, err
}
var totalOrders []OrderResponse
if len(tempResp.Orders) > 2 {
err = json.Unmarshal(tempResp.Orders, &totalOrders)
if err != nil {
return resp, err
}
}
resp.ErrCapture = tempResp.ErrCapture
resp.PageLength = tempResp.PageLength
resp.Orders = totalOrders
resp.CurrentPage = tempResp.CurrentPage
if resp.Error != 0 {
return resp, ErrorCapture(resp.Error)
}
return resp, nil
}
// GetPairInfo finds information about all trading pairs
func (l *Lbank) GetPairInfo() ([]PairInfoResponse, error) {
var resp []PairInfoResponse
path := fmt.Sprintf("%s/v%s/%s?", l.API.Endpoints.URL, lbankAPIVersion, lbankPairInfo)
return resp, l.SendHTTPRequest(path, &resp)
}
// OrderTransactionDetails gets info about transactions
func (l *Lbank) OrderTransactionDetails(symbol, orderID string) (TransactionHistoryResp, error) {
var resp TransactionHistoryResp
params := url.Values{}
params.Set("symbol", symbol)
params.Set("order_id", orderID)
path := fmt.Sprintf("%s/v%s/%s?", l.API.Endpoints.URL, lbankAPIVersion, lbankOrderTransactionDetails)
err := l.SendAuthHTTPRequest(http.MethodPost, path, params, &resp)
if err != nil {
return resp, err
}
if resp.Error != 0 {
return resp, ErrorCapture(resp.Error)
}
return resp, nil
}
// TransactionHistory stores info about transactions
func (l *Lbank) TransactionHistory(symbol, transactionType, startDate, endDate, from, direct, size string) (TransactionHistoryResp, error) {
var resp TransactionHistoryResp
params := url.Values{}
params.Set("symbol", symbol)
params.Set("type", transactionType)
params.Set("start_date", startDate)
params.Set("end_date", endDate)
params.Set("from", from)
params.Set("direct", direct)
params.Set("size", size)
path := fmt.Sprintf("%s/v%s/%s?", l.API.Endpoints.URL, lbankAPIVersion, lbankPastTransactions)
err := l.SendAuthHTTPRequest(http.MethodPost, path, params, &resp)
if err != nil {
return resp, err
}
if resp.Error != 0 {
return resp, ErrorCapture(resp.Error)
}
return resp, nil
}
// GetOpenOrders gets opening orders
// Lbank returns an empty string as their []OrderResponse instead of returning an empty array, so when len(tempResp.Orders) > 2 its not empty and should be unmarshalled separately
func (l *Lbank) GetOpenOrders(pair, pageNumber, pageLength string) (OpenOrderFinalResponse, error) {
var resp OpenOrderFinalResponse
var tempResp OpenOrderResponse
params := url.Values{}
params.Set("symbol", pair)
params.Set("current_page", pageNumber)
params.Set("page_length", pageLength)
path := fmt.Sprintf("%s/v%s/%s", l.API.Endpoints.URL, lbankAPIVersion, lbankOpeningOrders)
err := l.SendAuthHTTPRequest(http.MethodPost, path, params, &tempResp)
if err != nil {
return resp, err
}
var totalOrders []OrderResponse
if len(tempResp.Orders) > 2 {
err = json.Unmarshal(tempResp.Orders, &totalOrders)
if err != nil {
return resp, err
}
}
resp.ErrCapture = tempResp.ErrCapture
resp.PageLength = tempResp.PageLength
resp.PageNumber = tempResp.PageNumber
resp.Orders = totalOrders
if resp.Error != 0 {
return resp, ErrorCapture(resp.Error)
}
return resp, nil
}
// USD2RMBRate finds USD-CNY Rate
func (l *Lbank) USD2RMBRate() (ExchangeRateResponse, error) {
var resp ExchangeRateResponse
path := fmt.Sprintf("%s/v%s/%s", l.API.Endpoints.URL, lbankAPIVersion, lbankUSD2CNYRate)
return resp, l.SendHTTPRequest(path, &resp)
}
// GetWithdrawConfig gets information about withdrawals
func (l *Lbank) GetWithdrawConfig(assetCode string) ([]WithdrawConfigResponse, error) {
var resp []WithdrawConfigResponse
params := url.Values{}
params.Set("assetCode", assetCode)
path := fmt.Sprintf("%s/v%s/%s?%s", l.API.Endpoints.URL, lbankAPIVersion, lbankWithdrawConfig, params.Encode())
return resp, l.SendHTTPRequest(path, &resp)
}
// Withdraw sends a withdrawal request
func (l *Lbank) Withdraw(account, assetCode, amount, memo, mark, withdrawType string) (WithdrawResponse, error) {
var resp WithdrawResponse
params := url.Values{}
params.Set("account", account)
params.Set("assetCode", assetCode)
params.Set("amount", amount)
if memo != "" {
params.Set("memo", memo)
}
if mark != "" {
params.Set("mark", mark)
}
if withdrawType != "" {
params.Set("type", withdrawType)
}
path := fmt.Sprintf("%s/v%s/%s", l.API.Endpoints.URL, lbankAPIVersion,
lbankWithdraw)
err := l.SendAuthHTTPRequest(http.MethodPost, path, params, &resp)
if err != nil {
return resp, err
}
if resp.Error != 0 {
return resp, ErrorCapture(resp.Error)
}
return resp, nil
}
// RevokeWithdraw cancels the withdrawal given the withdrawalID
func (l *Lbank) RevokeWithdraw(withdrawID string) (RevokeWithdrawResponse, error) {
var resp RevokeWithdrawResponse
params := url.Values{}
if withdrawID != "" {
params.Set("withdrawId", withdrawID)
}
path := fmt.Sprintf("%s/v%s/%s?", l.API.Endpoints.URL, lbankAPIVersion, lbankRevokeWithdraw)
err := l.SendAuthHTTPRequest(http.MethodPost, path, params, &resp)
if err != nil {
return resp, err
}
if resp.Error != 0 {
return resp, ErrorCapture(resp.Error)
}
return resp, nil
}
// GetWithdrawalRecords gets withdrawal records
func (l *Lbank) GetWithdrawalRecords(assetCode, status, pageNo, pageSize string) (WithdrawalResponse, error) {
var resp WithdrawalResponse
params := url.Values{}
params.Set("assetCode", assetCode)
params.Set("status", status)
params.Set("pageNo", pageNo)
params.Set("pageSize", pageSize)
path := fmt.Sprintf("%s/v%s/%s", l.API.Endpoints.URL, lbankAPIVersion, lbankWithdrawalRecords)
err := l.SendAuthHTTPRequest(http.MethodPost, path, params, &resp)
if err != nil {
return resp, err
}
if resp.Error != 0 {
return resp, ErrorCapture(resp.Error)
}
return resp, nil
}
// ErrorCapture captures errors
func ErrorCapture(code int64) error {
msg, ok := errorCodes[code]
if !ok {
return fmt.Errorf("undefined code please check api docs for error code definition: %v", code)
}
return errors.New(msg)
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (l *Lbank) SendHTTPRequest(path string, result interface{}) error {
return l.SendPayload(http.MethodGet,
path,
nil,
nil,
&result,
false,
false,
l.Verbose,
l.HTTPDebugging,
l.HTTPRecording)
}
func (l *Lbank) loadPrivKey() error {
key := strings.Join([]string{
"-----BEGIN RSA PRIVATE KEY-----",
l.API.Credentials.Secret,
"-----END RSA PRIVATE KEY-----",
}, "\n")
block, _ := pem.Decode([]byte(key))
if block == nil {
return errors.New("pem block is nil")
}
p, err := x509.ParsePKCS8PrivateKey(block.Bytes)
if err != nil {
return fmt.Errorf("unable to decode priv key: %s", err)
}
var ok bool
l.privateKey, ok = p.(*rsa.PrivateKey)
if !ok {
return errors.New("unable to parse RSA private key")
}
return nil
}
func (l *Lbank) sign(data string) (string, error) {
if l.privateKey == nil {
return "", errors.New("private key not loaded")
}
md5hash := gctcrypto.GetMD5([]byte(data))
m := strings.ToUpper(gctcrypto.HexEncodeToString(md5hash))
s := gctcrypto.GetSHA256([]byte(m))
r, err := rsa.SignPKCS1v15(rand.Reader, l.privateKey, crypto.SHA256, s)
if err != nil {
return "", err
}
return gctcrypto.Base64Encode(r), nil
}
// SendAuthHTTPRequest sends an authenticated request
func (l *Lbank) SendAuthHTTPRequest(method, endpoint string, vals url.Values, result interface{}) error {
if !l.AllowAuthenticatedRequest() {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet, l.Name)
}
if vals == nil {
vals = url.Values{}
}
vals.Set("api_key", l.API.Credentials.Key)
sig, err := l.sign(vals.Encode())
if err != nil {
return err
}
vals.Set("sign", sig)
payload := vals.Encode()
headers := make(map[string]string)
headers["Content-Type"] = "application/x-www-form-urlencoded"
return l.SendPayload(method,
endpoint,
headers,
bytes.NewBufferString(payload),
&result,
true,
false,
l.Verbose,
l.HTTPDebugging,
l.HTTPRecording)
}