Files
gocryptotrader/exchanges/zb/zb.go
Ryan O'Hara-Reid 98a277a4c3 Bugfixes: Bitfinex websocket, ZB market response and portfolio (#397)
* bug fix for websocket orderbook processing

* Fix more panics

* fix linter issue

* kick panic can down the road

* temp fix for issue with a 404 returned error as chainz.cryptoid dropped eth support

* Address nits and fixed orderbook updating

* Fix trade data, rm'd event time from struct

* fix time conversion for huobi

* Actually process kline data and fix time stamps

* btse time conversion fix and RM log, as it seems that the gain is reflecting transaction side. Drop ticker fetching support because there does not seem to be support on docs. And added trade fetching support.

* revert huobi println

* Adressed suggestion

* rm unnecessary assignment

* rm unnecessary check and assign

* fix conversion mishap

* fix currency conversion bug

* update websocket logging

* RM websocket type which stops conversion and copy

* fix linter issue, add in unknown side type
2019-12-19 13:40:30 +11:00

436 lines
12 KiB
Go

package zb
import (
"encoding/json"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"strings"
"time"
"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 (
zbTradeURL = "http://api.zb.cn/data"
zbMarketURL = "https://trade.zb.cn/api"
zbAPIVersion = "v1"
zbAccountInfo = "getAccountInfo"
zbMarkets = "markets"
zbKline = "kline"
zbOrder = "order"
zbCancelOrder = "cancelOrder"
zbTicker = "ticker"
zbTickers = "allTicker"
zbDepth = "depth"
zbUnfinishedOrdersIgnoreTradeType = "getUnfinishedOrdersIgnoreTradeType"
zbGetOrdersGet = "getOrders"
zbWithdraw = "withdraw"
zbDepositAddress = "getUserAddress"
zbAuthRate = 100
zbUnauthRate = 100
)
// ZB is the overarching type across this package
// 47.91.169.147 api.zb.com
// 47.52.55.212 trade.zb.com
type ZB struct {
WebsocketConn *wshandler.WebsocketConnection
exchange.Base
}
// SpotNewOrder submits an order to ZB
func (z *ZB) SpotNewOrder(arg SpotNewOrderRequestParams) (int64, error) {
var result SpotNewOrderResponse
vals := url.Values{}
vals.Set("accesskey", z.API.Credentials.Key)
vals.Set("method", "order")
vals.Set("amount", strconv.FormatFloat(arg.Amount, 'f', -1, 64))
vals.Set("currency", arg.Symbol)
vals.Set("price", strconv.FormatFloat(arg.Price, 'f', -1, 64))
vals.Set("tradeType", string(arg.Type))
err := z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &result)
if err != nil {
return 0, err
}
if result.Code != 1000 {
return 0, fmt.Errorf("unsuccessful new order, message: %s code: %d", result.Message, result.Code)
}
newOrderID, err := strconv.ParseInt(result.ID, 10, 64)
if err != nil {
return 0, err
}
return newOrderID, nil
}
// CancelExistingOrder cancels an order
func (z *ZB) CancelExistingOrder(orderID int64, symbol string) error {
type response struct {
Code int `json:"code"` // Result code
Message string `json:"message"` // Result Message
}
vals := url.Values{}
vals.Set("accesskey", z.API.Credentials.Key)
vals.Set("method", "cancelOrder")
vals.Set("id", strconv.FormatInt(orderID, 10))
vals.Set("currency", symbol)
var result response
err := z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &result)
if err != nil {
return err
}
if result.Code != 1000 {
return errors.New(result.Message)
}
return nil
}
// GetAccountInformation returns account information including coin information
// and pricing
func (z *ZB) GetAccountInformation() (AccountsResponse, error) {
var result AccountsResponse
vals := url.Values{}
vals.Set("accesskey", z.API.Credentials.Key)
vals.Set("method", "getAccountInfo")
return result, z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &result)
}
// GetUnfinishedOrdersIgnoreTradeType returns unfinished orders
func (z *ZB) GetUnfinishedOrdersIgnoreTradeType(currency string, pageindex, pagesize int64) ([]Order, error) {
var result []Order
vals := url.Values{}
vals.Set("accesskey", z.API.Credentials.Key)
vals.Set("method", zbUnfinishedOrdersIgnoreTradeType)
vals.Set("currency", currency)
vals.Set("pageIndex", strconv.FormatInt(pageindex, 10))
vals.Set("pageSize", strconv.FormatInt(pagesize, 10))
err := z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &result)
return result, err
}
// GetOrders returns finished orders
func (z *ZB) GetOrders(currency string, pageindex, side int64) ([]Order, error) {
var response []Order
vals := url.Values{}
vals.Set("accesskey", z.API.Credentials.Key)
vals.Set("method", zbGetOrdersGet)
vals.Set("currency", currency)
vals.Set("pageIndex", strconv.FormatInt(pageindex, 10))
vals.Set("tradeType", strconv.FormatInt(side, 10))
return response, z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &response)
}
// GetMarkets returns market information including pricing, symbols and
// each symbols decimal precision
func (z *ZB) GetMarkets() (map[string]MarketResponseItem, error) {
endpoint := fmt.Sprintf("%s/%s/%s", z.API.Endpoints.URL, zbAPIVersion, zbMarkets)
var res map[string]MarketResponseItem
err := z.SendHTTPRequest(endpoint, &res)
if err != nil {
return nil, err
}
return res, nil
}
// GetLatestSpotPrice returns latest spot price of symbol
//
// symbol: string of currency pair
// 获取最新价格
func (z *ZB) GetLatestSpotPrice(symbol string) (float64, error) {
res, err := z.GetTicker(symbol)
if err != nil {
return 0, err
}
return res.Ticker.Last, nil
}
// GetTicker returns a ticker for a given symbol
func (z *ZB) GetTicker(symbol string) (TickerResponse, error) {
urlPath := fmt.Sprintf("%s/%s/%s?market=%s", z.API.Endpoints.URL, zbAPIVersion, zbTicker, symbol)
var res TickerResponse
err := z.SendHTTPRequest(urlPath, &res)
return res, err
}
// GetTickers returns ticker data for all supported symbols
func (z *ZB) GetTickers() (map[string]TickerChildResponse, error) {
urlPath := fmt.Sprintf("%s/%s/%s", z.API.Endpoints.URL, zbAPIVersion, zbTickers)
resp := make(map[string]TickerChildResponse)
err := z.SendHTTPRequest(urlPath, &resp)
return resp, err
}
// GetOrderbook returns the orderbook for a given symbol
func (z *ZB) GetOrderbook(symbol string) (OrderbookResponse, error) {
urlPath := fmt.Sprintf("%s/%s/%s?market=%s", z.API.Endpoints.URL, zbAPIVersion, zbDepth, symbol)
var res OrderbookResponse
err := z.SendHTTPRequest(urlPath, &res)
if err != nil {
return res, err
}
if len(res.Asks) == 0 {
return res, fmt.Errorf("ZB GetOrderbook asks is empty")
}
if len(res.Bids) == 0 {
return res, fmt.Errorf("ZB GetOrderbook bids is empty")
}
// reverse asks data
var data [][]float64
for x := len(res.Asks); x > 0; x-- {
data = append(data, res.Asks[x-1])
}
res.Asks = data
return res, nil
}
// GetSpotKline returns Kline data
func (z *ZB) GetSpotKline(arg KlinesRequestParams) (KLineResponse, error) {
vals := url.Values{}
vals.Set("type", string(arg.Type))
vals.Set("market", arg.Symbol)
if arg.Since != "" {
vals.Set("since", arg.Since)
}
if arg.Size != 0 {
vals.Set("size", fmt.Sprintf("%d", arg.Size))
}
urlPath := fmt.Sprintf("%s/%s/%s?%s", z.API.Endpoints.URL, zbAPIVersion, zbKline, vals.Encode())
var res KLineResponse
var rawKlines map[string]interface{}
err := z.SendHTTPRequest(urlPath, &rawKlines)
if err != nil {
return res, err
}
if rawKlines == nil || rawKlines["symbol"] == nil {
return res, errors.New("zb GetSpotKline rawKlines is nil")
}
res.Symbol = rawKlines["symbol"].(string)
res.MoneyType = rawKlines["moneyType"].(string)
rawKlineDatasString, _ := json.Marshal(rawKlines["data"].([]interface{}))
var rawKlineDatas [][]interface{}
if err := json.Unmarshal(rawKlineDatasString, &rawKlineDatas); err != nil {
return res, errors.New("zb rawKlines unmarshal failed")
}
for _, k := range rawKlineDatas {
ot, err := convert.TimeFromUnixTimestampFloat(k[0])
if err != nil {
return res, errors.New("zb cannot parse Kline.OpenTime")
}
res.Data = append(res.Data, &KLineResponseData{
ID: k[0].(float64),
KlineTime: ot,
Open: k[1].(float64),
High: k[2].(float64),
Low: k[3].(float64),
Close: k[4].(float64),
Volume: k[5].(float64),
})
}
return res, nil
}
// GetCryptoAddress fetches and returns the deposit address
// NOTE - PLEASE BE AWARE THAT YOU NEED TO GENERATE A DEPOSIT ADDRESS VIA
// LOGGING IN AND NOT BY USING THIS ENDPOINT OTHERWISE THIS WILL GIVE YOU A
// GENERAL ERROR RESPONSE.
func (z *ZB) GetCryptoAddress(currency currency.Code) (UserAddress, error) {
var resp UserAddress
vals := url.Values{}
vals.Set("method", zbDepositAddress)
vals.Set("currency", currency.Lower().String())
return resp,
z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &resp)
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (z *ZB) SendHTTPRequest(path string, result interface{}) error {
return z.SendPayload(http.MethodGet,
path,
nil,
nil,
result,
false,
false,
z.Verbose,
z.HTTPDebugging,
z.HTTPRecording)
}
// SendAuthenticatedHTTPRequest sends authenticated requests to the zb API
func (z *ZB) SendAuthenticatedHTTPRequest(httpMethod string, params url.Values, result interface{}) error {
if !z.AllowAuthenticatedRequest() {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet, z.Name)
}
params.Set("accesskey", z.API.Credentials.Key)
hmac := crypto.GetHMAC(crypto.HashMD5,
[]byte(params.Encode()),
[]byte(crypto.Sha1ToHex(z.API.Credentials.Secret)))
params.Set("reqTime", fmt.Sprintf("%d", convert.UnixMillis(time.Now())))
params.Set("sign", fmt.Sprintf("%x", hmac))
urlPath := fmt.Sprintf("%s/%s?%s",
z.API.Endpoints.URLSecondary,
params.Get("method"),
params.Encode())
var intermediary json.RawMessage
errCap := struct {
Code int64 `json:"code"`
Message string `json:"message"`
}{}
err := z.SendPayload(httpMethod,
urlPath,
nil,
strings.NewReader(""),
&intermediary,
true,
false,
z.Verbose,
z.HTTPDebugging,
z.HTTPRecording)
if err != nil {
return err
}
err = json.Unmarshal(intermediary, &errCap)
if err == nil {
if errCap.Code > 1000 {
return fmt.Errorf("sendAuthenticatedHTTPRequest error code: %d message %s",
errCap.Code,
errorCode[errCap.Code])
}
}
return json.Unmarshal(intermediary, result)
}
// GetFee returns an estimate of fee based on type of transaction
func (z *ZB) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
case exchange.CryptocurrencyWithdrawalFee:
fee = getWithdrawalFee(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(purchasePrice, amount float64) (fee float64) {
fee = 0.002
return fee * amount * purchasePrice
}
func getWithdrawalFee(c currency.Code) float64 {
return WithdrawalFees[c]
}
var errorCode = map[int64]string{
1000: "Successful call",
1001: "General error message",
1002: "internal error",
1003: "Verification failed",
1004: "Financial security password lock",
1005: "The fund security password is incorrect. Please confirm and re-enter.",
1006: "Real-name certification is awaiting review or review",
1009: "This interface is being maintained",
1010: "Not open yet",
1012: "Insufficient permissions",
1013: "Can not trade, if you have any questions, please contact online customer service",
1014: "Cannot be sold during the pre-sale period",
2002: "Insufficient balance in Bitcoin account",
2003: "Insufficient balance of Litecoin account",
2005: "Insufficient balance in Ethereum account",
2006: "Insufficient balance in ETC currency account",
2007: "Insufficient balance of BTS currency account",
2009: "Insufficient account balance",
3001: "Pending order not found",
3002: "Invalid amount",
3003: "Invalid quantity",
3004: "User does not exist",
3005: "Invalid parameter",
3006: "Invalid IP or inconsistent with the bound IP",
3007: "Request time has expired",
3008: "Transaction history not found",
4001: "API interface is locked",
4002: "Request too frequently",
}
// Withdraw transfers funds
func (z *ZB) Withdraw(currency, address, safepassword string, amount, fees float64, itransfer bool) (string, error) {
type response struct {
Code int `json:"code"` // Result code
Message string `json:"message"` // Result Message
ID string `json:"id"` // Withdrawal ID
}
vals := url.Values{}
vals.Set("accesskey", z.API.Credentials.Key)
vals.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
vals.Set("currency", currency)
vals.Set("fees", strconv.FormatFloat(fees, 'f', -1, 64))
vals.Set("itransfer", strconv.FormatBool(itransfer))
vals.Set("method", "withdraw")
vals.Set("recieveAddr", address)
vals.Set("safePwd", safepassword)
var resp response
err := z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &resp)
if err != nil {
return "", err
}
if resp.Code != 1000 {
return "", errors.New(resp.Message)
}
return resp.ID, nil
}