Files
gocryptotrader/exchanges/bittrex/bittrex_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

558 lines
16 KiB
Go

package bittrex
import (
"errors"
"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 *Bittrex) 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 method assignes the default values for Bittrex
func (b *Bittrex) SetDefaults() {
b.Name = "Bittrex"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
b.CurrencyPairs = currency.PairsManager{
AssetTypes: asset.Items{
asset.Spot,
},
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Delimiter: "-",
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Delimiter: "-",
Uppercase: true,
},
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: false,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
GetOrders: true,
CancelOrder: true,
SubmitOrder: true,
DepositHistory: true,
WithdrawalHistory: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
CryptoWithdrawalFee: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.NoFiatWithdrawals,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
b.Requester = request.New(b.Name,
request.NewRateLimit(time.Second, bittrexAuthRate),
request.NewRateLimit(time.Second, bittrexUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
b.API.Endpoints.URLDefault = bittrexAPIURL
b.API.Endpoints.URL = b.API.Endpoints.URLDefault
}
// Setup method sets current configuration details if enabled
func (b *Bittrex) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
return b.SetupDefaults(exch)
}
// Start starts the Bittrex go routine
func (b *Bittrex) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the Bittrex wrapper
func (b *Bittrex) Run() {
if b.Verbose {
b.PrintEnabledPairs()
}
forceUpdate := false
if !common.StringDataContains(b.GetEnabledPairs(asset.Spot).Strings(), "-") ||
!common.StringDataContains(b.GetAvailablePairs(asset.Spot).Strings(), "-") {
forceUpdate = true
enabledPairs := []string{"USDT-BTC"}
log.Warn(log.ExchangeSys, "Available pairs for Bittrex reset due to config upgrade, please enable the ones you would like again")
err := b.UpdatePairs(currency.NewPairsFromStrings(enabledPairs), asset.Spot, true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
b.Name,
err)
}
}
if !b.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err := b.UpdateTradablePairs(forceUpdate)
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 *Bittrex) FetchTradablePairs(asset asset.Item) ([]string, error) {
markets, err := b.GetMarkets()
if err != nil {
return nil, err
}
var pairs []string
for x := range markets.Result {
if !markets.Result[x].IsActive || markets.Result[x].MarketName == "" {
continue
}
pairs = append(pairs, markets.Result[x].MarketName)
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *Bittrex) 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)
}
// GetAccountInfo Retrieves balances for all enabled currencies for the
// Bittrex exchange
func (b *Bittrex) GetAccountInfo() (exchange.AccountInfo, error) {
var response exchange.AccountInfo
response.Exchange = b.Name
accountBalance, err := b.GetAccountBalances()
if err != nil {
return response, err
}
var currencies []exchange.AccountCurrencyInfo
for i := 0; i < len(accountBalance.Result); i++ {
var exchangeCurrency exchange.AccountCurrencyInfo
exchangeCurrency.CurrencyName = currency.NewCode(accountBalance.Result[i].Currency)
exchangeCurrency.TotalValue = accountBalance.Result[i].Balance
exchangeCurrency.Hold = accountBalance.Result[i].Balance - accountBalance.Result[i].Available
currencies = append(currencies, exchangeCurrency)
}
response.Accounts = append(response.Accounts, exchange.Account{
Currencies: currencies,
})
return response, nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bittrex) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
var tickerPrice ticker.Price
ticks, err := b.GetMarketSummaries()
if err != nil {
return tickerPrice, err
}
pairs := b.GetEnabledPairs(assetType)
for i := range pairs {
for j := range ticks.Result {
if !strings.EqualFold(ticks.Result[j].MarketName, pairs[i].String()) {
continue
}
tickerTime, err := parseTime(ticks.Result[j].TimeStamp)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s UpdateTicker unable to parse time: %s\n", b.Name, err)
}
tickerPrice = ticker.Price{
Last: ticks.Result[j].Last,
High: ticks.Result[j].High,
Low: ticks.Result[j].Low,
Bid: ticks.Result[j].Bid,
Ask: ticks.Result[j].Ask,
Volume: ticks.Result[j].BaseVolume,
QuoteVolume: ticks.Result[j].Volume,
Close: ticks.Result[j].PrevDay,
Pair: pairs[i],
LastUpdated: tickerTime,
}
err = ticker.ProcessTicker(b.Name, &tickerPrice, assetType)
if err != nil {
log.Error(log.Ticker, err)
}
}
}
return ticker.GetTicker(b.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (b *Bittrex) 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
}
// FetchOrderbook returns the orderbook for a currency pair
func (b *Bittrex) 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 *Bittrex) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := b.GetOrderbook(b.FormatExchangeCurrency(p, assetType).String())
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Result.Buy {
orderBook.Bids = append(orderBook.Bids,
orderbook.Item{
Amount: orderbookNew.Result.Buy[x].Quantity,
Price: orderbookNew.Result.Buy[x].Rate,
},
)
}
for x := range orderbookNew.Result.Sell {
orderBook.Asks = append(orderBook.Asks,
orderbook.Item{
Amount: orderbookNew.Result.Sell[x].Quantity,
Price: orderbookNew.Result.Sell[x].Rate,
},
)
}
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)
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *Bittrex) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (b *Bittrex) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (b *Bittrex) 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
if s.OrderType != order.Limit {
return submitOrderResponse,
errors.New("limit orders only supported on exchange")
}
var response UUID
var err error
if buy {
response, err = b.PlaceBuyLimit(s.Pair.String(),
s.Amount,
s.Price)
} else {
response, err = b.PlaceSellLimit(s.Pair.String(),
s.Amount,
s.Price)
}
if response.Result.ID != "" {
submitOrderResponse.OrderID = response.Result.ID
}
if err == nil {
submitOrderResponse.IsOrderPlaced = true
}
return submitOrderResponse, err
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bittrex) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Bittrex) CancelOrder(order *order.Cancel) error {
_, err := b.CancelExistingOrder(order.OrderID)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *Bittrex) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
openOrders, err := b.GetOpenOrders("")
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range openOrders.Result {
_, err := b.CancelExistingOrder(openOrders.Result[i].OrderUUID)
if err != nil {
cancelAllOrdersResponse.Status[openOrders.Result[i].OrderUUID] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (b *Bittrex) 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 *Bittrex) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
depositAddr, err := b.GetCryptoDepositAddress(cryptocurrency.String())
if err != nil {
return "", err
}
return depositAddr.Result.Address, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *Bittrex) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoWithdrawRequest) (string, error) {
uuid, err := b.Withdraw(withdrawRequest.Currency.String(), withdrawRequest.AddressTag, withdrawRequest.Address, withdrawRequest.Amount)
return uuid.Result.ID, err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bittrex) WithdrawFiatFunds(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bittrex) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (b *Bittrex) GetWebsocket() (*wshandler.Websocket, error) {
return nil, common.ErrNotYetImplemented
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *Bittrex) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !b.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return b.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (b *Bittrex) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
var currPair string
if len(req.Currencies) == 1 {
currPair = req.Currencies[0].String()
}
resp, err := b.GetOpenOrders(currPair)
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range resp.Result {
orderDate, err := parseTime(resp.Result[i].Opened)
if err != nil {
log.Errorf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
b.Name,
"GetActiveOrders",
resp.Result[i].OrderUUID,
resp.Result[i].Opened)
}
pair := currency.NewPairDelimiter(resp.Result[i].Exchange,
b.GetPairFormat(asset.Spot, false).Delimiter)
orderType := order.Type(strings.ToUpper(resp.Result[i].Type))
orders = append(orders, order.Detail{
Amount: resp.Result[i].Quantity,
RemainingAmount: resp.Result[i].QuantityRemaining,
Price: resp.Result[i].Price,
OrderDate: orderDate,
ID: resp.Result[i].OrderUUID,
Exchange: b.Name,
OrderType: orderType,
CurrencyPair: pair,
})
}
order.FilterOrdersByType(&orders, req.OrderType)
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 *Bittrex) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
var currPair string
if len(req.Currencies) == 1 {
currPair = req.Currencies[0].String()
}
resp, err := b.GetOrderHistoryForCurrency(currPair)
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range resp.Result {
orderDate, err := parseTime(resp.Result[i].TimeStamp)
if err != nil {
log.Errorf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
b.Name,
"GetActiveOrders",
resp.Result[i].OrderUUID,
resp.Result[i].Opened)
}
pair := currency.NewPairDelimiter(resp.Result[i].Exchange,
b.GetPairFormat(asset.Spot, false).Delimiter)
orderType := order.Type(strings.ToUpper(resp.Result[i].Type))
orders = append(orders, order.Detail{
Amount: resp.Result[i].Quantity,
RemainingAmount: resp.Result[i].QuantityRemaining,
Price: resp.Result[i].Price,
OrderDate: orderDate,
ID: resp.Result[i].OrderUUID,
Exchange: b.Name,
OrderType: orderType,
Fee: resp.Result[i].Commission,
CurrencyPair: pair,
})
}
order.FilterOrdersByType(&orders, req.OrderType)
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 *Bittrex) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (b *Bittrex) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// GetSubscriptions returns a copied list of subscriptions
func (b *Bittrex) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return nil, common.ErrFunctionNotSupported
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (b *Bittrex) AuthenticateWebsocket() error {
return common.ErrFunctionNotSupported
}