Files
gocryptotrader/exchanges/itbit/itbit.go
Christian Achilli 5ac5ec8fc1 Add OHLC retrieval func (GetHistoricCandles) to all exchanges and expose it as a wrapper func (#414)
* initial wiring to providegethistoricalcandles

* initial wiring to providegethistoricalcandles

* initial wiring to providegethistoricalcandles

* gethistriccandles work from cli using hard coded inputs

* gethistoriccandles RPC service and CLI working fine for coinbasepro

* fixed unit test

* input check on grpc for gethistoriccandles

* updated deps

* fixed the return value when a method is not yet implemented

* code review: fixed CLI input check and int32->int64

* code review: handling wrong exchange name

* added check on granularity and allowing start and end being empty

* code review: removed currency2

* code review: dependency reverted

* improved func comment

* typo in func comment

* get historic values tests

* unit tests for get historical rates on coinbasepro

* using time format time.RFC3339

* names to camel case and improved comments

* test cleanup

* changed to camel case

* added InArray tests

* dropped not needed string time

* enforced use of int64

* fixed make check

* cleaned up code organisation to be consistent

* fixed Travis remarks

* more Travis remarks

* added comments

* regenerated proto files after merge

* linter fix
2020-01-24 16:10:33 +11:00

421 lines
13 KiB
Go

package itbit
import (
"bytes"
"encoding/json"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
const (
itbitAPIURL = "https://api.itbit.com/v1"
itbitAPIVersion = "1"
itbitMarkets = "markets"
itbitOrderbook = "order_book"
itbitTicker = "ticker"
itbitWallets = "wallets"
itbitBalances = "balances"
itbitTrades = "trades"
itbitFundingHistory = "funding_history"
itbitOrders = "orders"
itbitCryptoDeposits = "cryptocurrency_deposits"
itbitWalletTransfer = "wallet_transfers"
itbitAuthRate = 0
itbitUnauthRate = 0
)
// ItBit is the overarching type across the ItBit package
type ItBit struct {
exchange.Base
}
// GetHistoriCandles returns _rangesize_ number of candles for the given _granularity_ and _pair_ starting from the latest available
func (i *ItBit) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrNotYetImplemented
}
// GetTicker returns ticker info for a specified market.
// currencyPair - example "XBTUSD" "XBTSGD" "XBTEUR"
func (i *ItBit) GetTicker(currencyPair string) (Ticker, error) {
var response Ticker
path := fmt.Sprintf("%s/%s/%s/%s", i.API.Endpoints.URL, itbitMarkets, currencyPair, itbitTicker)
return response, i.SendHTTPRequest(path, &response)
}
// GetOrderbook returns full order book for the specified market.
// currencyPair - example "XBTUSD" "XBTSGD" "XBTEUR"
func (i *ItBit) GetOrderbook(currencyPair string) (OrderbookResponse, error) {
response := OrderbookResponse{}
path := fmt.Sprintf("%s/%s/%s/%s", i.API.Endpoints.URL, itbitMarkets, currencyPair, itbitOrderbook)
return response, i.SendHTTPRequest(path, &response)
}
// GetTradeHistory returns recent trades for a specified market.
//
// currencyPair - example "XBTUSD" "XBTSGD" "XBTEUR"
// timestamp - matchNumber, only executions after this will be returned
func (i *ItBit) GetTradeHistory(currencyPair, timestamp string) (Trades, error) {
response := Trades{}
req := "trades?since=" + timestamp
path := fmt.Sprintf("%s/%s/%s/%s", i.API.Endpoints.URL, itbitMarkets, currencyPair, req)
return response, i.SendHTTPRequest(path, &response)
}
// GetWallets returns information about all wallets associated with the account.
//
// params --
// page - [optional] page to return example 1. default 1
// perPage - [optional] items per page example 50, default 50 max 50
func (i *ItBit) GetWallets(params url.Values) ([]Wallet, error) {
var resp []Wallet
params.Set("userId", i.API.Credentials.ClientID)
path := fmt.Sprintf("/%s?%s", itbitWallets, params.Encode())
return resp, i.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
}
// CreateWallet creates a new wallet with a specified name.
func (i *ItBit) CreateWallet(walletName string) (Wallet, error) {
resp := Wallet{}
params := make(map[string]interface{})
params["userId"] = i.API.Credentials.ClientID
params["name"] = walletName
err := i.SendAuthenticatedHTTPRequest(http.MethodPost, "/"+itbitWallets, params, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// GetWallet returns wallet information by walletID
func (i *ItBit) GetWallet(walletID string) (Wallet, error) {
resp := Wallet{}
path := fmt.Sprintf("/%s/%s", itbitWallets, walletID)
err := i.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// GetWalletBalance returns balance information for a specific currency in a
// wallet.
func (i *ItBit) GetWalletBalance(walletID, currency string) (Balance, error) {
resp := Balance{}
path := fmt.Sprintf("/%s/%s/%s/%s", itbitWallets, walletID, itbitBalances, currency)
err := i.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// GetOrders returns active orders for itBit
// perPage defaults to & has a limit of 50
func (i *ItBit) GetOrders(walletID, symbol, status string, page, perPage int64) ([]Order, error) {
var resp []Order
params := make(map[string]interface{})
params["walletID"] = walletID
if symbol != "" {
params["instrument"] = symbol
}
if status != "" {
params["status"] = status
}
if page > 0 {
params["page"] = strconv.FormatInt(page, 10)
}
if perPage > 0 {
params["perPage"] = strconv.FormatInt(perPage, 10)
}
return resp, i.SendAuthenticatedHTTPRequest(http.MethodGet, itbitOrders, params, &resp)
}
// GetWalletTrades returns all trades for a specified wallet.
func (i *ItBit) GetWalletTrades(walletID string, params url.Values) (Records, error) {
resp := Records{}
urlPath := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitTrades)
path := common.EncodeURLValues(urlPath, params)
err := i.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// GetFundingHistoryForWallet returns all funding history for a specified wallet.
func (i *ItBit) GetFundingHistoryForWallet(walletID string, params url.Values) (FundingRecords, error) {
resp := FundingRecords{}
urlPath := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitFundingHistory)
path := common.EncodeURLValues(urlPath, params)
err := i.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// PlaceOrder places a new order
func (i *ItBit) PlaceOrder(walletID, side, orderType, currency string, amount, price float64, instrument, clientRef string) (Order, error) {
resp := Order{}
path := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitOrders)
params := make(map[string]interface{})
params["side"] = side
params["type"] = orderType
params["currency"] = currency
params["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
params["price"] = strconv.FormatFloat(price, 'f', -1, 64)
params["instrument"] = instrument
if clientRef != "" {
params["clientOrderIdentifier"] = clientRef
}
err := i.SendAuthenticatedHTTPRequest(http.MethodPost, path, params, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// GetOrder returns an order by id.
func (i *ItBit) GetOrder(walletID string, params url.Values) (Order, error) {
resp := Order{}
urlPath := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitOrders)
path := common.EncodeURLValues(urlPath, params)
err := i.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// CancelExistingOrder cancels and open order. *This is not a guarantee that the
// order has been cancelled!*
func (i *ItBit) CancelExistingOrder(walletID, orderID string) error {
path := fmt.Sprintf("/%s/%s/%s/%s", itbitWallets, walletID, itbitOrders, orderID)
return i.SendAuthenticatedHTTPRequest(http.MethodDelete, path, nil, nil)
}
// GetCryptoDepositAddress returns a deposit address to send cryptocurrency to.
func (i *ItBit) GetCryptoDepositAddress(walletID, currency string) (CryptoCurrencyDeposit, error) {
resp := CryptoCurrencyDeposit{}
path := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitCryptoDeposits)
params := make(map[string]interface{})
params["currency"] = currency
err := i.SendAuthenticatedHTTPRequest(http.MethodPost, path, params, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// WalletTransfer transfers funds between wallets.
func (i *ItBit) WalletTransfer(walletID, sourceWallet, destWallet string, amount float64, currency string) (WalletTransfer, error) {
resp := WalletTransfer{}
path := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitWalletTransfer)
params := make(map[string]interface{})
params["sourceWalletId"] = sourceWallet
params["destinationWalletId"] = destWallet
params["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
params["currencyCode"] = currency
err := i.SendAuthenticatedHTTPRequest(http.MethodPost, path, params, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (i *ItBit) SendHTTPRequest(path string, result interface{}) error {
return i.SendPayload(http.MethodGet,
path,
nil,
nil,
result,
false,
false,
i.Verbose,
i.HTTPDebugging,
i.HTTPRecording)
}
// SendAuthenticatedHTTPRequest sends an authenticated request to itBit
func (i *ItBit) SendAuthenticatedHTTPRequest(method, path string, params map[string]interface{}, result interface{}) error {
if !i.AllowAuthenticatedRequest() {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet, i.Name)
}
req := make(map[string]interface{})
urlPath := i.API.Endpoints.URL + path
for key, value := range params {
req[key] = value
}
PayloadJSON := []byte("")
var err error
if params != nil {
PayloadJSON, err = json.Marshal(req)
if err != nil {
return err
}
if i.Verbose {
log.Debugf(log.ExchangeSys, "Request JSON: %s\n", PayloadJSON)
}
}
n := i.Requester.GetNonce(true).String()
timestamp := strconv.FormatInt(time.Now().UnixNano()/1000000, 10)
message, err := json.Marshal([]string{method, urlPath, string(PayloadJSON), n, timestamp})
if err != nil {
return err
}
hash := crypto.GetSHA256([]byte(n + string(message)))
hmac := crypto.GetHMAC(crypto.HashSHA512, []byte(urlPath+string(hash)), []byte(i.API.Credentials.Secret))
signature := crypto.Base64Encode(hmac)
headers := make(map[string]string)
headers["Authorization"] = i.API.Credentials.ClientID + ":" + signature
headers["X-Auth-Timestamp"] = timestamp
headers["X-Auth-Nonce"] = n
headers["Content-Type"] = "application/json"
var intermediary json.RawMessage
errCheck := struct {
Code int `json:"code"`
Description string `json:"description"`
RequestID string `json:"requestId"`
}{}
err = i.SendPayload(method,
urlPath,
headers,
bytes.NewBuffer(PayloadJSON),
&intermediary,
true,
true,
i.Verbose,
i.HTTPDebugging,
i.HTTPRecording)
if err != nil {
return err
}
err = json.Unmarshal(intermediary, &errCheck)
if err == nil {
if errCheck.Code != 0 || errCheck.Description != "" {
return fmt.Errorf("itbit.go SendAuthRequest error code: %d description: %s",
errCheck.Code,
errCheck.Description)
}
}
return json.Unmarshal(intermediary, result)
}
// GetFee returns an estimate of fee based on type of transaction
func (i *ItBit) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount, feeBuilder.IsMaker)
case exchange.InternationalBankWithdrawalFee:
fee = getInternationalBankWithdrawalFee(feeBuilder.FiatCurrency, feeBuilder.BankTransactionType)
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 0.0035 * price * amount
}
func calculateTradingFee(purchasePrice, amount float64, isMaker bool) float64 {
// TODO: Itbit has volume discounts, but not API endpoint to get the exact volume numbers
// When support is added, this needs to be updated to calculate the accurate volume fee
feePercent := 0.0035
if isMaker {
feePercent = -0.0003
}
return feePercent * purchasePrice * amount
}
func getInternationalBankWithdrawalFee(c currency.Code, bankTransactionType exchange.InternationalBankTransactionType) float64 {
var fee float64
if (bankTransactionType == exchange.Swift ||
bankTransactionType == exchange.WireTransfer) &&
c == currency.USD {
fee = 40
} else if (bankTransactionType == exchange.SEPA ||
bankTransactionType == exchange.WireTransfer) &&
c == currency.EUR {
fee = 1
}
return fee
}