Files
gocryptotrader/exchanges/gateio/gateio.go
Adam 504c2fad6d Feature: Implement funding rates, futures and coin margin (exchange API coverage) (#530)
* ALMOST THERE

* more api wips

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no keys

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ugh

* still broken

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* DONT ASK RYAN FOR HELP EVER

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* THX AGAIN SHAZBERT

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* fix config
2021-02-12 16:19:18 +11:00

564 lines
16 KiB
Go

package gateio
import (
"context"
"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/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
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"
gateioTrades = "tradeHistory"
gateioTickers = "tickers"
gateioOrderbook = "orderBook"
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 {
exchange.Base
}
// GetSymbols returns all supported symbols
func (g *Gateio) GetSymbols() ([]string, error) {
var result []string
urlPath := fmt.Sprintf("/%s/%s", gateioAPIVersion, gateioSymbol)
err := g.SendHTTPRequest(exchange.RestSpotSupplementary, 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", gateioAPIVersion, gateioMarketInfo)
var res response
var result MarketInfoResponse
err := g.SendHTTPRequest(exchange.RestSpotSupplementary, 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", gateioAPIVersion, gateioTicker, symbol)
var res TickerResponse
return res, g.SendHTTPRequest(exchange.RestSpotSupplementary, urlPath, &res)
}
// GetTickers returns tickers for all symbols
func (g *Gateio) GetTickers() (map[string]TickerResponse, error) {
urlPath := fmt.Sprintf("/%s/%s", gateioAPIVersion, gateioTickers)
resp := make(map[string]TickerResponse)
err := g.SendHTTPRequest(exchange.RestSpotSupplementary, urlPath, &resp)
if err != nil {
return nil, err
}
return resp, nil
}
// GetTrades returns trades for symbols
func (g *Gateio) GetTrades(symbol string) (TradeHistory, error) {
urlPath := fmt.Sprintf("/%s/%s/%s", gateioAPIVersion, gateioTrades, symbol)
var resp TradeHistory
err := g.SendHTTPRequest(exchange.RestSpotSupplementary, urlPath, &resp)
if err != nil {
return TradeHistory{}, 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", gateioAPIVersion, gateioOrderbook, symbol)
var resp OrderbookResponse
err := g.SendHTTPRequest(exchange.RestSpotSupplementary, 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) (kline.Item, error) {
urlPath := fmt.Sprintf("/%s/%s/%s?group_sec=%s&range_hour=%d",
gateioAPIVersion,
gateioKline,
arg.Symbol,
arg.GroupSec,
arg.HourSize)
var rawKlines map[string]interface{}
err := g.SendHTTPRequest(exchange.RestSpotSupplementary, urlPath, &rawKlines)
if err != nil {
return kline.Item{}, err
}
result := kline.Item{
Exchange: g.Name,
}
if rawKlines == nil || rawKlines["data"] == nil {
return kline.Item{}, errors.New("rawKlines is nil")
}
rawKlineDatasString, _ := json.Marshal(rawKlines["data"].([]interface{}))
var rawKlineDatas [][]interface{}
if err := json.Unmarshal(rawKlineDatasString, &rawKlineDatas); err != nil {
return kline.Item{}, fmt.Errorf("rawKlines unmarshal failed. Err: %s", err)
}
for _, k := range rawKlineDatas {
otString, err := strconv.ParseFloat(k[0].(string), 64)
if err != nil {
return kline.Item{}, err
}
ot, err := convert.TimeFromUnixTimestampFloat(otString)
if err != nil {
return kline.Item{}, fmt.Errorf("cannot parse Kline.OpenTime. Err: %s", err)
}
_vol, err := convert.FloatFromString(k[1])
if err != nil {
return kline.Item{}, fmt.Errorf("cannot parse Kline.Volume. Err: %s", err)
}
_close, err := convert.FloatFromString(k[2])
if err != nil {
return kline.Item{}, fmt.Errorf("cannot parse Kline.Close. Err: %s", err)
}
_high, err := convert.FloatFromString(k[3])
if err != nil {
return kline.Item{}, fmt.Errorf("cannot parse Kline.High. Err: %s", err)
}
_low, err := convert.FloatFromString(k[4])
if err != nil {
return kline.Item{}, fmt.Errorf("cannot parse Kline.Low. Err: %s", err)
}
_open, err := convert.FloatFromString(k[5])
if err != nil {
return kline.Item{}, fmt.Errorf("cannot parse Kline.Open. Err: %s", err)
}
result.Candles = append(result.Candles, kline.Candle{
Time: 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(exchange.RestSpot, 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(exchange.RestSpot, 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(exchange.RestSpot, 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(ep exchange.URL, path string, result interface{}) error {
endpoint, err := g.API.Endpoints.GetURL(ep)
if err != nil {
return err
}
return g.SendPayload(context.Background(), &request.Item{
Method: http.MethodGet,
Path: endpoint + path,
Result: result,
Verbose: g.Verbose,
HTTPDebugging: g.HTTPDebugging,
HTTPRecording: 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(exchange.RestSpot, 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(exchange.RestSpot, 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(exchange.RestSpot, 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(ep exchange.URL, method, endpoint, param string, result interface{}) error {
if !g.AllowAuthenticatedRequest() {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet,
g.Name)
}
ePoint, err := g.API.Endpoints.GetURL(ep)
if err != nil {
return err
}
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", ePoint, gateioAPIVersion, endpoint)
var intermidiary json.RawMessage
err = g.SendPayload(context.Background(), &request.Item{
Method: method,
Path: urlPath,
Headers: headers,
Body: strings.NewReader(param),
Result: &intermidiary,
AuthRequest: true,
Verbose: g.Verbose,
HTTPDebugging: g.HTTPDebugging,
HTTPRecording: 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) (*withdraw.ExchangeResponse, 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(exchange.RestSpot, http.MethodPost, gateioWithdraw, params, &result)
if err != nil {
return nil, err
}
if !result.Result {
return nil, fmt.Errorf("code:%d message:%s", result.Code, result.Message)
}
return &withdraw.ExchangeResponse{
Status: 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(exchange.RestSpot, 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
}