Files
gocryptotrader/exchanges/bitstamp/bitstamp_wrapper.go
Scott e56fc26d93 Offline worst case trade fees (#274)
* Really basic getSimulated fee function everywhere

* Worst case fees for all exchanges

* Adds tests, fixes comment spacing. Adds wrapper logic. Makes test api key var name consistent. Removes some okcoin ETT tests

* Removes redundant functions

* linting issues. Fixes introduces huobi issues

* More linting

* Stops trying to hide ETT problems, uses iota

* Skips ETT tests for now
2019-04-09 19:38:31 +10:00

402 lines
12 KiB
Go

package bitstamp
import (
"errors"
"fmt"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/currency"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
log "github.com/thrasher-/gocryptotrader/logger"
)
// Start starts the Bitstamp go routine
func (b *Bitstamp) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the Bitstamp wrapper
func (b *Bitstamp) Run() {
if b.Verbose {
log.Debugf("%s Websocket: %s.", b.GetName(), common.IsEnabled(b.Websocket.IsEnabled()))
log.Debugf("%s polling delay: %ds.\n", b.GetName(), b.RESTPollingDelay)
log.Debugf("%s %d currencies enabled: %s.\n", b.GetName(), len(b.EnabledPairs), b.EnabledPairs)
}
pairs, err := b.GetTradingPairs()
if err != nil {
log.Errorf("%s failed to get trading pairs. Err: %s", b.Name, err)
} else {
var currencies []string
for x := range pairs {
if pairs[x].Trading != "Enabled" {
continue
}
p := strings.Split(pairs[x].Name, "/")
currencies = append(currencies, p[0]+p[1])
}
var newCurrencies currency.Pairs
for _, p := range currencies {
newCurrencies = append(newCurrencies,
currency.NewPairFromString(p))
}
err = b.UpdateCurrencies(newCurrencies, false, false)
if err != nil {
log.Errorf("%s Failed to update available currencies.\n", b.Name)
}
}
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bitstamp) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
var tickerPrice ticker.Price
tick, err := b.GetTicker(p.String(), false)
if err != nil {
return tickerPrice, err
}
tickerPrice.Pair = p
tickerPrice.Ask = tick.Ask
tickerPrice.Bid = tick.Bid
tickerPrice.Low = tick.Low
tickerPrice.Last = tick.Last
tickerPrice.Volume = tick.Volume
tickerPrice.High = tick.High
err = ticker.ProcessTicker(b.GetName(), &tickerPrice, assetType)
if err != nil {
return tickerPrice, err
}
return ticker.GetTicker(b.Name, p, assetType)
}
// GetTickerPrice returns the ticker for a currency pair
func (b *Bitstamp) GetTickerPrice(p currency.Pair, assetType string) (ticker.Price, error) {
tick, err := ticker.GetTicker(b.GetName(), p, assetType)
if err != nil {
return b.UpdateTicker(p, assetType)
}
return tick, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *Bitstamp) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if (b.APIKey == "" || b.APISecret == "") && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return b.GetFee(feeBuilder)
}
// GetOrderbookEx returns the orderbook for a currency pair
func (b *Bitstamp) GetOrderbookEx(p currency.Pair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.Get(b.GetName(), p, assetType)
if err != nil {
return b.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bitstamp) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := b.GetOrderbook(p.String())
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Bids {
data := orderbookNew.Bids[x]
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: data.Amount, Price: data.Price})
}
for x := range orderbookNew.Asks {
data := orderbookNew.Asks[x]
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: data.Amount, Price: data.Price})
}
orderBook.Pair = p
orderBook.ExchangeName = b.GetName()
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(b.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies for the
// Bitstamp exchange
func (b *Bitstamp) GetAccountInfo() (exchange.AccountInfo, error) {
var response exchange.AccountInfo
response.Exchange = b.GetName()
accountBalance, err := b.GetBalance()
if err != nil {
return response, err
}
var currencies = []exchange.AccountCurrencyInfo{
{
CurrencyName: currency.BTC,
TotalValue: accountBalance.BTCAvailable,
Hold: accountBalance.BTCReserved,
},
{
CurrencyName: currency.XRP,
TotalValue: accountBalance.XRPAvailable,
Hold: accountBalance.XRPReserved,
},
{
CurrencyName: currency.USD,
TotalValue: accountBalance.USDAvailable,
Hold: accountBalance.USDReserved,
},
{
CurrencyName: currency.EUR,
TotalValue: accountBalance.EURAvailable,
Hold: accountBalance.EURReserved,
},
}
response.Accounts = append(response.Accounts, exchange.Account{
Currencies: currencies,
})
return response, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *Bitstamp) GetFundingHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (b *Bitstamp) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
var resp []exchange.TradeHistory
return resp, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (b *Bitstamp) SubmitOrder(p currency.Pair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, _ string) (exchange.SubmitOrderResponse, error) {
var submitOrderResponse exchange.SubmitOrderResponse
buy := side == exchange.BuyOrderSide
market := orderType == exchange.MarketOrderType
response, err := b.PlaceOrder(p.String(), price, amount, buy, market)
if response.ID > 0 {
submitOrderResponse.OrderID = fmt.Sprintf("%v", response.ID)
}
if err == nil {
submitOrderResponse.IsOrderPlaced = true
}
return submitOrderResponse, err
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bitstamp) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Bitstamp) CancelOrder(order *exchange.OrderCancellation) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
}
_, err = b.CancelExistingOrder(orderIDInt)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *Bitstamp) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
isCancelAllSuccessful, err := b.CancelAllExistingOrders()
if !isCancelAllSuccessful {
err = errors.New("cancel all orders failed. Bitstamp provides no further information. Check order status to verify")
}
return exchange.CancelAllOrdersResponse{}, err
}
// GetOrderInfo returns information on a current open order
func (b *Bitstamp) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *Bitstamp) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
return b.GetCryptoDepositAddress(cryptocurrency)
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *Bitstamp) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
resp, err := b.CryptoWithdrawal(withdrawRequest.Amount, withdrawRequest.Address, withdrawRequest.Currency.String(), withdrawRequest.AddressTag, true)
if err != nil {
return "", err
}
if resp.Error != "" {
return "", errors.New(resp.Error)
}
return resp.ID, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bitstamp) WithdrawFiatFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
resp, err := b.OpenBankWithdrawal(withdrawRequest.Amount, withdrawRequest.Currency.String(),
withdrawRequest.BankAccountName, withdrawRequest.IBAN, withdrawRequest.SwiftCode, withdrawRequest.BankAddress,
withdrawRequest.BankPostalCode, withdrawRequest.BankCity, withdrawRequest.BankCountry,
withdrawRequest.Description, sepaWithdrawal)
if err != nil {
return "", err
}
if resp.Status == errStr {
return "", errors.New(resp.Reason)
}
return resp.ID, nil
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bitstamp) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.WithdrawRequest) (string, error) {
resp, err := b.OpenInternationalBankWithdrawal(withdrawRequest.Amount, withdrawRequest.Currency.String(),
withdrawRequest.BankAccountName, withdrawRequest.IBAN, withdrawRequest.SwiftCode, withdrawRequest.BankAddress,
withdrawRequest.BankPostalCode, withdrawRequest.BankCity, withdrawRequest.BankCountry,
withdrawRequest.IntermediaryBankName, withdrawRequest.IntermediaryBankAddress, withdrawRequest.IntermediaryBankPostalCode,
withdrawRequest.IntermediaryBankCity, withdrawRequest.IntermediaryBankCountry, withdrawRequest.WireCurrency,
withdrawRequest.Description, internationalWithdrawal)
if err != nil {
return "", err
}
if resp.Status == errStr {
return "", errors.New(resp.Reason)
}
return resp.ID, nil
}
// GetWebsocket returns a pointer to the exchange websocket
func (b *Bitstamp) GetWebsocket() (*exchange.Websocket, error) {
return b.Websocket, nil
}
// GetActiveOrders retrieves any orders that are active/open
func (b *Bitstamp) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
var orders []exchange.OrderDetail
var currPair string
if len(getOrdersRequest.Currencies) != 1 {
currPair = "all"
} else {
currPair = getOrdersRequest.Currencies[0].String()
}
resp, err := b.GetOpenOrders(currPair)
if err != nil {
return nil, err
}
for _, order := range resp {
orderDate := time.Unix(order.Date, 0)
orders = append(orders, exchange.OrderDetail{
Amount: order.Amount,
ID: fmt.Sprintf("%v", order.ID),
Price: order.Price,
OrderDate: orderDate,
CurrencyPair: currency.NewPairFromStrings(order.Currency[0:3],
order.Currency[len(order.Currency)-3:]),
Exchange: b.Name,
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks)
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *Bitstamp) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
var currPair string
if len(getOrdersRequest.Currencies) == 1 {
currPair = getOrdersRequest.Currencies[0].String()
}
resp, err := b.GetUserTransactions(currPair)
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
for _, order := range resp {
if order.Type != 2 {
continue
}
var quoteCurrency, baseCurrency currency.Code
switch {
case order.BTC > 0:
baseCurrency = currency.BTC
case order.XRP > 0:
baseCurrency = currency.XRP
default:
log.Warnf("no base currency found for OrderID '%v'", order.OrderID)
}
switch {
case order.USD > 0:
quoteCurrency = currency.USD
case order.EUR > 0:
quoteCurrency = currency.EUR
default:
log.Warnf("no quote currency found for orderID '%v'", order.OrderID)
}
var currPair currency.Pair
if quoteCurrency.String() != "" && baseCurrency.String() != "" {
currPair = currency.NewPairWithDelimiter(baseCurrency.String(),
quoteCurrency.String(),
b.ConfigCurrencyPairFormat.Delimiter)
}
orderDate := time.Unix(order.Date, 0)
orders = append(orders, exchange.OrderDetail{
ID: fmt.Sprintf("%v", order.OrderID),
OrderDate: orderDate,
Exchange: b.Name,
CurrencyPair: currPair,
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
return orders, nil
}