Files
gocryptotrader/exchanges/lbank/lbank_wrapper.go
Andrew 75ac5ee791 (Exchange Interface) Convert Fetch & Update orderbook/ticker methods to return pointers (#398)
* moved order and ticker fetching to return a pointer

* return nil instead of empty struct

* fixed incorrect nil

* general cleanup
2019-12-17 15:54:09 +11:00

693 lines
20 KiB
Go

package lbank
import (
"fmt"
"strconv"
"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 (l *Lbank) GetDefaultConfig() (*config.ExchangeConfig, error) {
l.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = l.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = l.BaseCurrencies
err := l.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if l.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = l.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for Lbank
func (l *Lbank) SetDefaults() {
l.Name = "Lbank"
l.Enabled = true
l.Verbose = true
l.API.CredentialsValidator.RequiresKey = true
l.API.CredentialsValidator.RequiresSecret = true
l.CurrencyPairs = currency.PairsManager{
AssetTypes: asset.Items{
asset.Spot,
},
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Delimiter: "_",
},
ConfigFormat: &currency.PairFormat{
Delimiter: "_",
},
}
l.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
SubmitOrder: true,
WithdrawalHistory: true,
UserTradeHistory: true,
CryptoWithdrawal: true,
TradeFee: true,
CryptoWithdrawalFee: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.NoFiatWithdrawals,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
l.Requester = request.New(l.Name,
request.NewRateLimit(time.Second, lbankAuthRateLimit),
request.NewRateLimit(time.Second, lbankUnAuthRateLimit),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
l.API.Endpoints.URLDefault = lbankAPIURL
l.API.Endpoints.URL = l.API.Endpoints.URLDefault
}
// Setup sets exchange configuration profile
func (l *Lbank) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
l.SetEnabled(false)
return nil
}
err := l.SetupDefaults(exch)
if err != nil {
return err
}
if l.API.AuthenticatedSupport {
err = l.loadPrivKey()
if err != nil {
l.API.AuthenticatedSupport = false
log.Errorf(log.ExchangeSys, "%s couldn't load private key, setting authenticated support to false", l.Name)
}
}
return nil
}
// Start starts the LakeBTC go routine
func (l *Lbank) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
l.Run()
wg.Done()
}()
}
// Run implements the Lbank wrapper
func (l *Lbank) Run() {
if l.Verbose {
l.PrintEnabledPairs()
}
if !l.GetEnabledFeatures().AutoPairUpdates {
return
}
err := l.UpdateTradablePairs(false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", l.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (l *Lbank) FetchTradablePairs(asset asset.Item) ([]string, error) {
currencies, err := l.GetCurrencyPairs()
if err != nil {
return nil, err
}
return currencies, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (l *Lbank) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := l.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
return l.UpdatePairs(currency.NewPairsFromStrings(pairs), asset.Spot, false, forceUpdate)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (l *Lbank) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerPrice := new(ticker.Price)
tickerInfo, err := l.GetTickers()
if err != nil {
return tickerPrice, err
}
pairs := l.GetEnabledPairs(assetType)
for i := range pairs {
for j := range tickerInfo {
if !pairs[i].Equal(tickerInfo[j].Symbol) {
continue
}
tickerPrice = &ticker.Price{
Last: tickerInfo[j].Ticker.Latest,
High: tickerInfo[j].Ticker.High,
Low: tickerInfo[j].Ticker.Low,
Volume: tickerInfo[j].Ticker.Volume,
Pair: tickerInfo[j].Symbol,
LastUpdated: time.Unix(0, tickerInfo[j].Timestamp),
}
err = ticker.ProcessTicker(l.Name, tickerPrice, assetType)
if err != nil {
log.Error(log.Ticker, err)
}
}
}
return ticker.GetTicker(l.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (l *Lbank) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(l.Name,
l.FormatExchangeCurrency(p, assetType), assetType)
if err != nil {
return l.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (l *Lbank) FetchOrderbook(currency currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(l.Name, currency, assetType)
if err != nil {
return l.UpdateOrderbook(currency, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (l *Lbank) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
orderBook := new(orderbook.Base)
a, err := l.GetMarketDepths(l.FormatExchangeCurrency(p, assetType).String(), "60", "1")
if err != nil {
return orderBook, err
}
for i := range a.Asks {
orderBook.Asks = append(orderBook.Asks, orderbook.Item{
Price: a.Asks[i][0],
Amount: a.Asks[i][1]})
}
for i := range a.Bids {
orderBook.Bids = append(orderBook.Bids, orderbook.Item{
Price: a.Bids[i][0],
Amount: a.Bids[i][1]})
}
orderBook.Pair = p
orderBook.ExchangeName = l.Name
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(l.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies for the
// Lbank exchange
func (l *Lbank) GetAccountInfo() (exchange.AccountInfo, error) {
var info exchange.AccountInfo
data, err := l.GetUserInfo()
if err != nil {
return info, err
}
var account exchange.Account
for key, val := range data.Info.Asset {
c := currency.NewCode(key)
hold, ok := data.Info.Freeze[key]
if !ok {
return info, fmt.Errorf("hold data not found with %s", key)
}
totalVal, err := strconv.ParseFloat(val, 64)
if err != nil {
return info, err
}
totalHold, err := strconv.ParseFloat(hold, 64)
if err != nil {
return info, err
}
account.Currencies = append(account.Currencies,
exchange.AccountCurrencyInfo{CurrencyName: c,
TotalValue: totalVal,
Hold: totalHold})
}
info.Accounts = append(info.Accounts, account)
info.Exchange = l.Name
return info, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (l *Lbank) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (l *Lbank) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (l *Lbank) 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 order side is not supported by the exchange",
s.OrderSide)
}
tempResp, err := l.CreateOrder(
l.FormatExchangeCurrency(s.Pair, asset.Spot).String(),
s.OrderSide.String(),
s.Amount,
s.Price)
if err != nil {
return resp, err
}
resp.IsOrderPlaced = true
resp.OrderID = tempResp.OrderID
if s.OrderType == order.Market {
resp.FullyMatched = true
}
return resp, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (l *Lbank) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (l *Lbank) CancelOrder(order *order.Cancel) error {
_, err := l.RemoveOrder(l.FormatExchangeCurrency(order.CurrencyPair,
order.AssetType).String(), order.OrderID)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (l *Lbank) CancelAllOrders(orders *order.Cancel) (order.CancelAllResponse, error) {
var resp order.CancelAllResponse
orderIDs, err := l.getAllOpenOrderID()
if err != nil {
return resp, nil
}
for key := range orderIDs {
if key != orders.CurrencyPair.String() {
continue
}
var x, y = 0, 0
var input string
var tempSlice []string
for x <= len(orderIDs[key]) {
x++
for y != x {
tempSlice = append(tempSlice, orderIDs[key][y])
if y%3 == 0 {
input = strings.Join(tempSlice, ",")
CancelResponse, err2 := l.RemoveOrder(key, input)
if err2 != nil {
return resp, err2
}
tempStringSuccess := strings.Split(CancelResponse.Success, ",")
for k := range tempStringSuccess {
resp.Status[tempStringSuccess[k]] = "Cancelled"
}
tempStringError := strings.Split(CancelResponse.Err, ",")
for l := range tempStringError {
resp.Status[tempStringError[l]] = "Failed"
}
tempSlice = tempSlice[:0]
y++
}
y++
}
input = strings.Join(tempSlice, ",")
CancelResponse, err2 := l.RemoveOrder(key, input)
if err2 != nil {
return resp, err2
}
tempStringSuccess := strings.Split(CancelResponse.Success, ",")
for k := range tempStringSuccess {
resp.Status[tempStringSuccess[k]] = "Cancelled"
}
tempStringError := strings.Split(CancelResponse.Err, ",")
for l := range tempStringError {
resp.Status[tempStringError[l]] = "Failed"
}
tempSlice = tempSlice[:0]
}
}
return resp, nil
}
// GetOrderInfo returns information on a current open order
func (l *Lbank) GetOrderInfo(orderID string) (order.Detail, error) {
var resp order.Detail
orderIDs, err := l.getAllOpenOrderID()
if err != nil {
return resp, err
}
for key, val := range orderIDs {
for i := range val {
if val[i] != orderID {
continue
}
tempResp, err := l.QueryOrder(key, orderID)
if err != nil {
return resp, err
}
resp.Exchange = l.Name
resp.CurrencyPair = currency.NewPairFromString(key)
if strings.EqualFold(tempResp.Orders[0].Type, order.Buy.String()) {
resp.OrderSide = order.Buy
} else {
resp.OrderSide = order.Sell
}
z := tempResp.Orders[0].Status
switch {
case z == -1:
resp.Status = "cancelled"
case z == 0:
resp.Status = "on trading"
case z == 1:
resp.Status = "filled partially"
case z == 2:
resp.Status = "Filled totally"
case z == 4:
resp.Status = "Cancelling"
default:
resp.Status = "Invalid Order Status"
}
resp.Price = tempResp.Orders[0].Price
resp.Amount = tempResp.Orders[0].Amount
resp.ExecutedAmount = tempResp.Orders[0].DealAmount
resp.RemainingAmount = tempResp.Orders[0].Amount - tempResp.Orders[0].DealAmount
resp.Fee, err = l.GetFeeByType(&exchange.FeeBuilder{
FeeType: exchange.CryptocurrencyTradeFee,
Amount: tempResp.Orders[0].Amount,
PurchasePrice: tempResp.Orders[0].Price})
if err != nil {
resp.Fee = lbankFeeNotFound
}
}
}
return resp, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (l *Lbank) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (l *Lbank) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.CryptoRequest) (string, error) {
resp, err := l.Withdraw(withdrawRequest.Address, withdrawRequest.Currency.String(),
strconv.FormatFloat(withdrawRequest.Amount, 'f', -1, 64), "",
withdrawRequest.Description, "")
return resp.WithdrawID, err
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
// submitted
func (l *Lbank) WithdrawFiatFunds(withdrawRequest *withdraw.FiatRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is
// submitted
func (l *Lbank) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.FiatRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (l *Lbank) GetWebsocket() (*wshandler.Websocket, error) {
return nil, common.ErrNotYetImplemented
}
// GetActiveOrders retrieves any orders that are active/open
func (l *Lbank) GetActiveOrders(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
var finalResp []order.Detail
var resp order.Detail
tempData, err := l.getAllOpenOrderID()
if err != nil {
return finalResp, err
}
for key, val := range tempData {
for x := range val {
tempResp, err := l.QueryOrder(key, val[x])
if err != nil {
return finalResp, err
}
resp.Exchange = l.Name
resp.CurrencyPair = currency.NewPairFromString(key)
if strings.EqualFold(tempResp.Orders[0].Type, order.Buy.String()) {
resp.OrderSide = order.Buy
} else {
resp.OrderSide = order.Sell
}
z := tempResp.Orders[0].Status
switch {
case z == -1:
resp.Status = "cancelled"
case z == 1:
resp.Status = "on trading"
case z == 2:
resp.Status = "filled partially"
case z == 3:
resp.Status = "Filled totally"
case z == 4:
resp.Status = "Cancelling"
default:
resp.Status = "Invalid Order Status"
}
resp.Price = tempResp.Orders[0].Price
resp.Amount = tempResp.Orders[0].Amount
resp.OrderDate = time.Unix(tempResp.Orders[0].CreateTime, 9)
resp.ExecutedAmount = tempResp.Orders[0].DealAmount
resp.RemainingAmount = tempResp.Orders[0].Amount - tempResp.Orders[0].DealAmount
resp.Fee, err = l.GetFeeByType(&exchange.FeeBuilder{
FeeType: exchange.CryptocurrencyTradeFee,
Amount: tempResp.Orders[0].Amount,
PurchasePrice: tempResp.Orders[0].Price})
if err != nil {
resp.Fee = lbankFeeNotFound
}
for y := int(0); y < len(getOrdersRequest.Currencies); y++ {
if getOrdersRequest.Currencies[y].String() != key {
continue
}
if getOrdersRequest.OrderSide == "ANY" {
finalResp = append(finalResp, resp)
continue
}
if strings.EqualFold(getOrdersRequest.OrderSide.String(),
tempResp.Orders[0].Type) {
finalResp = append(finalResp, resp)
}
}
}
}
return finalResp, nil
}
// GetOrderHistory retrieves account order information *
// Can Limit response to specific order status
func (l *Lbank) GetOrderHistory(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
var finalResp []order.Detail
var resp order.Detail
var tempCurr currency.Pairs
if len(getOrdersRequest.Currencies) == 0 {
tempCurr = l.GetEnabledPairs(asset.Spot)
} else {
tempCurr = getOrdersRequest.Currencies
}
for a := range tempCurr {
p := l.FormatExchangeCurrency(tempCurr[a], asset.Spot).String()
b := int64(1)
tempResp, err := l.QueryOrderHistory(p, strconv.FormatInt(b, 10), "200")
if err != nil {
return finalResp, err
}
for len(tempResp.Orders) != 0 {
tempResp, err = l.QueryOrderHistory(p, strconv.FormatInt(b, 10), "200")
if err != nil {
return finalResp, err
}
for x := 0; x < len(tempResp.Orders); x++ {
resp.Exchange = l.Name
resp.CurrencyPair = currency.NewPairFromString(tempResp.Orders[x].Symbol)
if strings.EqualFold(tempResp.Orders[x].Type, order.Buy.String()) {
resp.OrderSide = order.Buy
} else {
resp.OrderSide = order.Sell
}
z := tempResp.Orders[x].Status
switch {
case z == -1:
resp.Status = "cancelled"
case z == 1:
resp.Status = "on trading"
case z == 2:
resp.Status = "filled partially"
case z == 3:
resp.Status = "Filled totally"
case z == 4:
resp.Status = "Cancelling"
default:
resp.Status = "Invalid Order Status"
}
resp.Price = tempResp.Orders[x].Price
resp.Amount = tempResp.Orders[x].Amount
resp.OrderDate = time.Unix(tempResp.Orders[x].CreateTime, 9)
resp.ExecutedAmount = tempResp.Orders[x].DealAmount
resp.RemainingAmount = tempResp.Orders[x].Price - tempResp.Orders[x].DealAmount
resp.Fee, err = l.GetFeeByType(&exchange.FeeBuilder{
FeeType: exchange.CryptocurrencyTradeFee,
Amount: tempResp.Orders[x].Amount,
PurchasePrice: tempResp.Orders[x].Price})
if err != nil {
resp.Fee = lbankFeeNotFound
}
finalResp = append(finalResp, resp)
b++
}
}
}
return finalResp, nil
}
// GetFeeByType returns an estimate of fee based on the type of transaction *
func (l *Lbank) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
var resp float64
if feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
return feeBuilder.Amount * feeBuilder.PurchasePrice * 0.002, nil
}
if feeBuilder.FeeType == exchange.CryptocurrencyWithdrawalFee {
withdrawalFee, err := l.GetWithdrawConfig(feeBuilder.Pair.Base.Lower().String())
if err != nil {
return resp, err
}
var tempFee string
temp := strings.Split(withdrawalFee[0].Fee, ":\"")
if len(temp) > 1 {
tempFee = strings.TrimRight(temp[1], ",\"type")
} else {
tempFee = temp[0]
}
resp, err = strconv.ParseFloat(tempFee, 64)
if err != nil {
return resp, err
}
}
return resp, nil
}
// GetAllOpenOrderID returns all open orders by currency pairs
func (l *Lbank) getAllOpenOrderID() (map[string][]string, error) {
allPairs := l.GetEnabledPairs(asset.Spot)
resp := make(map[string][]string)
for a := range allPairs {
p := l.FormatExchangeCurrency(allPairs[a], asset.Spot).String()
b := int64(1)
tempResp, err := l.GetOpenOrders(p, strconv.FormatInt(b, 10), "200")
if err != nil {
return resp, err
}
tempData := len(tempResp.Orders)
for tempData != 0 {
tempResp, err = l.GetOpenOrders(p, strconv.FormatInt(b, 10), "200")
if err != nil {
return resp, err
}
if len(tempResp.Orders) == 0 {
return resp, nil
}
for c := 0; c < tempData; c++ {
resp[p] = append(resp[p], tempResp.Orders[c].OrderID)
}
tempData = len(tempResp.Orders)
b++
}
}
return resp, nil
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (l *Lbank) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrNotYetImplemented
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (l *Lbank) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrNotYetImplemented
}
// AuthenticateWebsocket authenticates it
func (l *Lbank) AuthenticateWebsocket() error {
return common.ErrNotYetImplemented
}
// GetSubscriptions gets subscriptions
func (l *Lbank) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return nil, common.ErrNotYetImplemented
}