Files
gocryptotrader/exchanges/bitstamp/bitstamp_wrapper.go
Adrian Gallagher 63191ce3ec Engine QA (#381)
* 1) Update Dockerfile/docker-compose.yml
2) Remove inline strings for buy/sell/test pairs
3) Remove dangerous order submission values
4) Fix consistency with audit_events (all other spec files use
CamelCase)
5) Update web websocket endpoint
6) Fix main param set (and induce dryrun mode on specific command line
params)

* Engine QA

Link up exchange syncer to cmd params, disarm market selling bombs and fix OKEX endpoints

* Fix linter issue after merge

* Engine QA changes

Template updates
Wrapper code cleanup
Disarmed order bombs
Documentation updates

* Daily engine QA

Bitstamp improvements
Spelling mistakes
Add Coinbene exchange to support list
Protect API authenticated calls for Coinbene/LBank

* Engine QA changes

Fix exchange_wrapper_coverage tool
Add SupportsAsset to exchange interface
Fix inline string usage and add BCH withdrawal support

* Engine QA

Fix Bitstamp types
Inform user of errors when parsing time accross the codebase
Change time parsing warnings to errors (as they are)
Update markdown docs [with linter fixes]

* Engine QA changes

1) Add test for dryrunParamInteraction
2) Disarm OKCoin/OKEX bombs if someone accidently sets canManipulateRealOrders to true and runs all package tests
3) Actually check exchange setup errors for BTSE and Coinbene, plus address this in the wrapper template
4) Hardcode missing/non-retrievable contributors and bump the contributors
5) Convert numbers/strings to meaningful types in Bitstamp and OKEX
6) If WS is supported for the exchange wrapper template, preset authWebsocketSupport var

* Fix the shadow people

* Link the SyncContinuously paramerino

* Also show SyncContinuously in engine.PrintSettings

* Address nitterinos and use correct filepath for logs

* Bitstamp: Extract ALL THE APM

* Fix additional nitterinos

* Fix time parsing error for Bittrex
2019-11-22 16:07:30 +11:00

644 lines
18 KiB
Go

package bitstamp
import (
"errors"
"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"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
// GetDefaultConfig returns a default exchange config
func (b *Bitstamp) GetDefaultConfig() (*config.ExchangeConfig, error) {
b.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = b.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = b.BaseCurrencies
err := b.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = b.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets default for Bitstamp
func (b *Bitstamp) SetDefaults() {
b.Name = "Bitstamp"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
b.API.CredentialsValidator.RequiresClientID = true
b.CurrencyPairs = currency.PairsManager{
AssetTypes: asset.Items{
asset.Spot,
},
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
},
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
DepositHistory: true,
WithdrawalHistory: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
FiatDeposit: true,
FiatWithdraw: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CryptoDepositFee: true,
},
WebsocketCapabilities: protocol.Features{
TradeFetching: true,
OrderbookFetching: true,
Subscribe: true,
Unsubscribe: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto |
exchange.AutoWithdrawFiat,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
b.Requester = request.New(b.Name,
request.NewRateLimit(time.Minute*10, bitstampAuthRate),
request.NewRateLimit(time.Minute*10, bitstampUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
b.API.Endpoints.URLDefault = bitstampAPIURL
b.API.Endpoints.URL = b.API.Endpoints.URLDefault
b.API.Endpoints.WebsocketURL = bitstampWSURL
b.Websocket = wshandler.New()
b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup sets configuration values to bitstamp
func (b *Bitstamp) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
err := b.SetupDefaults(exch)
if err != nil {
return err
}
err = b.Websocket.Setup(
&wshandler.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: bitstampWSURL,
ExchangeName: exch.Name,
RunningURL: exch.API.Endpoints.WebsocketURL,
Connector: b.WsConnect,
Subscriber: b.Subscribe,
UnSubscriber: b.Unsubscribe,
Features: &b.Features.Supports.WebsocketCapabilities,
})
if err != nil {
return err
}
b.WebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: b.Name,
URL: b.Websocket.GetWebsocketURL(),
ProxyURL: b.Websocket.GetProxyAddress(),
Verbose: b.Verbose,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
}
return nil
}
// 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(log.ExchangeSys,
"%s Websocket: %s.",
b.Name,
common.IsEnabled(b.Websocket.IsEnabled()))
b.PrintEnabledPairs()
}
if !b.GetEnabledFeatures().AutoPairUpdates {
return
}
err := b.UpdateTradablePairs(false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
b.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (b *Bitstamp) FetchTradablePairs(asset asset.Item) ([]string, error) {
pairs, err := b.GetTradingPairs()
if err != nil {
return nil, err
}
var products []string
for x := range pairs {
if pairs[x].Trading != "Enabled" {
continue
}
pair := strings.Split(pairs[x].Name, "/")
products = append(products, pair[0]+pair[1])
}
return products, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *Bitstamp) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := b.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
return b.UpdatePairs(currency.NewPairsFromStrings(pairs), asset.Spot, false, forceUpdate)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bitstamp) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
var tickerPrice ticker.Price
tick, err := b.GetTicker(p.String(), false)
if err != nil {
return tickerPrice, err
}
tickerPrice = ticker.Price{
Last: tick.Last,
High: tick.High,
Low: tick.Low,
Bid: tick.Bid,
Ask: tick.Ask,
Volume: tick.Volume,
Open: tick.Open,
Pair: p,
LastUpdated: time.Unix(tick.Timestamp, 0),
}
err = ticker.ProcessTicker(b.Name, &tickerPrice, assetType)
if err != nil {
return tickerPrice, err
}
return ticker.GetTicker(b.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (b *Bitstamp) FetchTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
tick, err := ticker.GetTicker(b.Name, 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.AllowAuthenticatedRequest() || b.SkipAuthCheck) && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return b.GetFee(feeBuilder)
}
// FetchOrderbook returns the orderbook for a currency pair
func (b *Bitstamp) FetchOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
ob, err := orderbook.Get(b.Name, 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 asset.Item) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := b.GetOrderbook(p.String())
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Bids {
orderBook.Bids = append(orderBook.Bids, orderbook.Item{
Amount: orderbookNew.Bids[x].Amount,
Price: orderbookNew.Bids[x].Price,
})
}
for x := range orderbookNew.Asks {
orderBook.Asks = append(orderBook.Asks, orderbook.Item{
Amount: orderbookNew.Asks[x].Amount,
Price: orderbookNew.Asks[x].Price,
})
}
orderBook.Pair = p
orderBook.ExchangeName = b.Name
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.Name
accountBalance, err := b.GetBalance()
if err != nil {
return response, err
}
var currencies []exchange.AccountCurrencyInfo
for k, v := range accountBalance {
currencies = append(currencies, exchange.AccountCurrencyInfo{
CurrencyName: currency.NewCode(k),
TotalValue: v.Available,
Hold: v.Reserved,
})
}
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) {
return nil, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (b *Bitstamp) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (b *Bitstamp) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
buy := s.OrderSide == order.Buy
market := s.OrderType == order.Market
response, err := b.PlaceOrder(s.Pair.String(),
s.Price,
s.Amount,
buy,
market)
if response.ID > 0 {
submitOrderResponse.OrderID = strconv.FormatInt(response.ID, 10)
}
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 *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Bitstamp) CancelOrder(order *order.Cancel) 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(_ *order.Cancel) (order.CancelAllResponse, error) {
success, err := b.CancelAllExistingOrders()
if err != nil {
return order.CancelAllResponse{}, err
}
if !success {
err = errors.New("cancel all orders failed. Bitstamp provides no further information. Check order status to verify")
}
return order.CancelAllResponse{}, err
}
// GetOrderInfo returns information on a current open order
func (b *Bitstamp) GetOrderInfo(orderID string) (order.Detail, error) {
var orderDetail order.Detail
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.CryptoWithdrawRequest) (string, error) {
resp, err := b.CryptoWithdrawal(withdrawRequest.Amount,
withdrawRequest.Address,
withdrawRequest.Currency.String(),
withdrawRequest.AddressTag,
true)
if err != nil {
return "", err
}
if len(resp.Error) != 0 {
var details string
for _, v := range resp.Error {
details += strings.Join(v, "")
}
return "", errors.New(details)
}
return resp.ID, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bitstamp) WithdrawFiatFunds(withdrawRequest *exchange.FiatWithdrawRequest) (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 {
var details string
for _, v := range resp.Reason {
details += strings.Join(v, "")
}
return "", errors.New(details)
}
return resp.ID, nil
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bitstamp) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.FiatWithdrawRequest) (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 {
var details string
for _, v := range resp.Reason {
details += strings.Join(v, "")
}
return "", errors.New(details)
}
return resp.ID, nil
}
// GetWebsocket returns a pointer to the exchange websocket
func (b *Bitstamp) GetWebsocket() (*wshandler.Websocket, error) {
return b.Websocket, nil
}
// GetActiveOrders retrieves any orders that are active/open
func (b *Bitstamp) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
var currPair string
if len(req.Currencies) != 1 {
currPair = "all"
} else {
currPair = req.Currencies[0].String()
}
resp, err := b.GetOpenOrders(currPair)
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range resp {
orderSide := order.Buy
if resp[i].Type == SellOrder {
orderSide = order.Sell
}
tm, err := parseTime(resp[i].DateTime)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s GetActiveOrders unable to parse time: %s\n", b.Name, err)
}
orders = append(orders, order.Detail{
Amount: resp[i].Amount,
ID: strconv.FormatInt(resp[i].ID, 10),
Price: resp[i].Price,
OrderType: order.Limit,
OrderSide: orderSide,
OrderDate: tm,
CurrencyPair: currency.NewPairFromString(resp[i].Currency),
Exchange: b.Name,
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByCurrencies(&orders, req.Currencies)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *Bitstamp) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
var currPair string
if len(req.Currencies) == 1 {
currPair = req.Currencies[0].String()
}
resp, err := b.GetUserTransactions(currPair)
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range resp {
if resp[i].Type != MarketTrade {
continue
}
var quoteCurrency, baseCurrency currency.Code
switch {
case resp[i].BTC > 0:
baseCurrency = currency.BTC
case resp[i].XRP > 0:
baseCurrency = currency.XRP
default:
log.Warnf(log.ExchangeSys,
"%s No base currency found for OrderID '%d'\n",
b.Name,
resp[i].OrderID)
}
switch {
case resp[i].USD > 0:
quoteCurrency = currency.USD
case resp[i].EUR > 0:
quoteCurrency = currency.EUR
default:
log.Warnf(log.ExchangeSys,
"%s No quote currency found for orderID '%d'\n",
b.Name,
resp[i].OrderID)
}
var currPair currency.Pair
if quoteCurrency.String() != "" && baseCurrency.String() != "" {
currPair = currency.NewPairWithDelimiter(baseCurrency.String(),
quoteCurrency.String(),
b.GetPairFormat(asset.Spot, false).Delimiter)
}
tm, err := parseTime(resp[i].Date)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s GetOrderHistory unable to parse time: %s\n", b.Name, err)
}
orders = append(orders, order.Detail{
ID: strconv.FormatInt(resp[i].OrderID, 10),
OrderDate: tm,
Exchange: b.Name,
CurrencyPair: currPair,
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByCurrencies(&orders, req.Currencies)
return orders, nil
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (b *Bitstamp) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
b.Websocket.SubscribeToChannels(channels)
return nil
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (b *Bitstamp) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
b.Websocket.RemoveSubscribedChannels(channels)
return nil
}
// GetSubscriptions returns a copied list of subscriptions
func (b *Bitstamp) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return b.Websocket.GetSubscriptions(), nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (b *Bitstamp) AuthenticateWebsocket() error {
return common.ErrFunctionNotSupported
}