Files
gocryptotrader/exchanges/lbank/lbank_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

689 lines
20 KiB
Go

package lbank
import (
"fmt"
"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 (l *Lbank) GetDefaultConfig() (*config.ExchangeConfig, error) {
l.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = l.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = l.BaseCurrencies
err := l.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if l.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = l.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for Lbank
func (l *Lbank) SetDefaults() {
l.Name = "Lbank"
l.Enabled = true
l.Verbose = true
l.API.CredentialsValidator.RequiresKey = true
l.API.CredentialsValidator.RequiresSecret = true
l.CurrencyPairs = currency.PairsManager{
AssetTypes: asset.Items{
asset.Spot,
},
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Delimiter: "_",
},
ConfigFormat: &currency.PairFormat{
Delimiter: "_",
},
}
l.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
SubmitOrder: true,
WithdrawalHistory: true,
UserTradeHistory: true,
CryptoWithdrawal: true,
TradeFee: true,
CryptoWithdrawalFee: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.NoFiatWithdrawals,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
l.Requester = request.New(l.Name,
request.NewRateLimit(time.Second, lbankAuthRateLimit),
request.NewRateLimit(time.Second, lbankUnAuthRateLimit),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
l.API.Endpoints.URLDefault = lbankAPIURL
l.API.Endpoints.URL = l.API.Endpoints.URLDefault
}
// Setup sets exchange configuration profile
func (l *Lbank) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
l.SetEnabled(false)
return nil
}
err := l.SetupDefaults(exch)
if err != nil {
return err
}
if l.API.AuthenticatedSupport {
err = l.loadPrivKey()
if err != nil {
l.API.AuthenticatedSupport = false
log.Errorf(log.ExchangeSys, "%s couldn't load private key, setting authenticated support to false", l.Name)
}
}
return nil
}
// Start starts the LakeBTC go routine
func (l *Lbank) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
l.Run()
wg.Done()
}()
}
// Run implements the Lbank wrapper
func (l *Lbank) Run() {
if l.Verbose {
l.PrintEnabledPairs()
}
if !l.GetEnabledFeatures().AutoPairUpdates {
return
}
err := l.UpdateTradablePairs(false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", l.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (l *Lbank) FetchTradablePairs(asset asset.Item) ([]string, error) {
currencies, err := l.GetCurrencyPairs()
if err != nil {
return nil, err
}
return currencies, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (l *Lbank) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := l.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
return l.UpdatePairs(currency.NewPairsFromStrings(pairs), asset.Spot, false, forceUpdate)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (l *Lbank) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
var tickerPrice ticker.Price
tickerInfo, err := l.GetTickers()
if err != nil {
return tickerPrice, err
}
pairs := l.GetEnabledPairs(assetType)
for i := range pairs {
for j := range tickerInfo {
if !pairs[i].Equal(tickerInfo[j].Symbol) {
continue
}
tickerPrice = ticker.Price{
Last: tickerInfo[j].Ticker.Latest,
High: tickerInfo[j].Ticker.High,
Low: tickerInfo[j].Ticker.Low,
Volume: tickerInfo[j].Ticker.Volume,
Pair: tickerInfo[j].Symbol,
LastUpdated: time.Unix(0, tickerInfo[j].Timestamp),
}
err = ticker.ProcessTicker(l.Name, &tickerPrice, assetType)
if err != nil {
log.Error(log.Ticker, err)
}
}
}
return ticker.GetTicker(l.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (l *Lbank) FetchTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker(l.Name,
l.FormatExchangeCurrency(p, assetType), assetType)
if err != nil {
return l.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (l *Lbank) FetchOrderbook(currency currency.Pair, assetType asset.Item) (orderbook.Base, error) {
ob, err := orderbook.Get(l.Name, currency, assetType)
if err != nil {
return l.UpdateOrderbook(currency, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (l *Lbank) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
var orderBook orderbook.Base
a, err := l.GetMarketDepths(l.FormatExchangeCurrency(p, assetType).String(), "60", "1")
if err != nil {
return orderBook, err
}
for i := range a.Asks {
orderBook.Asks = append(orderBook.Asks, orderbook.Item{
Price: a.Asks[i][0],
Amount: a.Asks[i][1]})
}
for i := range a.Bids {
orderBook.Bids = append(orderBook.Bids, orderbook.Item{
Price: a.Bids[i][0],
Amount: a.Bids[i][1]})
}
orderBook.Pair = p
orderBook.ExchangeName = l.Name
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(l.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies for the
// Lbank exchange
func (l *Lbank) GetAccountInfo() (exchange.AccountInfo, error) {
var info exchange.AccountInfo
data, err := l.GetUserInfo()
if err != nil {
return info, err
}
var account exchange.Account
for key, val := range data.Info.Asset {
c := currency.NewCode(key)
hold, ok := data.Info.Freeze[key]
if !ok {
return info, fmt.Errorf("hold data not found with %s", key)
}
totalVal, err := strconv.ParseFloat(val, 64)
if err != nil {
return info, err
}
totalHold, err := strconv.ParseFloat(hold, 64)
if err != nil {
return info, err
}
account.Currencies = append(account.Currencies,
exchange.AccountCurrencyInfo{CurrencyName: c,
TotalValue: totalVal,
Hold: totalHold})
}
info.Accounts = append(info.Accounts, account)
info.Exchange = l.Name
return info, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (l *Lbank) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (l *Lbank) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (l *Lbank) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var resp order.SubmitResponse
if err := s.Validate(); err != nil {
return resp, err
}
if s.OrderSide != order.Buy && s.OrderSide != order.Sell {
return resp,
fmt.Errorf("%s order side is not supported by the exchange",
s.OrderSide)
}
tempResp, err := l.CreateOrder(
l.FormatExchangeCurrency(s.Pair, asset.Spot).String(),
s.OrderSide.String(),
s.Amount,
s.Price)
if err != nil {
return resp, err
}
resp.IsOrderPlaced = true
resp.OrderID = tempResp.OrderID
return resp, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (l *Lbank) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (l *Lbank) CancelOrder(order *order.Cancel) error {
_, err := l.RemoveOrder(l.FormatExchangeCurrency(order.CurrencyPair,
order.AssetType).String(), order.OrderID)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (l *Lbank) CancelAllOrders(orders *order.Cancel) (order.CancelAllResponse, error) {
var resp order.CancelAllResponse
orderIDs, err := l.getAllOpenOrderID()
if err != nil {
return resp, nil
}
for key := range orderIDs {
if key != orders.CurrencyPair.String() {
continue
}
var x, y = 0, 0
var input string
var tempSlice []string
for x <= len(orderIDs[key]) {
x++
for y != x {
tempSlice = append(tempSlice, orderIDs[key][y])
if y%3 == 0 {
input = strings.Join(tempSlice, ",")
CancelResponse, err2 := l.RemoveOrder(key, input)
if err2 != nil {
return resp, err2
}
tempStringSuccess := strings.Split(CancelResponse.Success, ",")
for k := range tempStringSuccess {
resp.Status[tempStringSuccess[k]] = "Cancelled"
}
tempStringError := strings.Split(CancelResponse.Err, ",")
for l := range tempStringError {
resp.Status[tempStringError[l]] = "Failed"
}
tempSlice = tempSlice[:0]
y++
}
y++
}
input = strings.Join(tempSlice, ",")
CancelResponse, err2 := l.RemoveOrder(key, input)
if err2 != nil {
return resp, err2
}
tempStringSuccess := strings.Split(CancelResponse.Success, ",")
for k := range tempStringSuccess {
resp.Status[tempStringSuccess[k]] = "Cancelled"
}
tempStringError := strings.Split(CancelResponse.Err, ",")
for l := range tempStringError {
resp.Status[tempStringError[l]] = "Failed"
}
tempSlice = tempSlice[:0]
}
}
return resp, nil
}
// GetOrderInfo returns information on a current open order
func (l *Lbank) GetOrderInfo(orderID string) (order.Detail, error) {
var resp order.Detail
orderIDs, err := l.getAllOpenOrderID()
if err != nil {
return resp, err
}
for key, val := range orderIDs {
for i := range val {
if val[i] != orderID {
continue
}
tempResp, err := l.QueryOrder(key, orderID)
if err != nil {
return resp, err
}
resp.Exchange = l.Name
resp.CurrencyPair = currency.NewPairFromString(key)
if strings.EqualFold(tempResp.Orders[0].Type, order.Buy.String()) {
resp.OrderSide = order.Buy
} else {
resp.OrderSide = order.Sell
}
z := tempResp.Orders[0].Status
switch {
case z == -1:
resp.Status = "cancelled"
case z == 0:
resp.Status = "on trading"
case z == 1:
resp.Status = "filled partially"
case z == 2:
resp.Status = "Filled totally"
case z == 4:
resp.Status = "Cancelling"
default:
resp.Status = "Invalid Order Status"
}
resp.Price = tempResp.Orders[0].Price
resp.Amount = tempResp.Orders[0].Amount
resp.ExecutedAmount = tempResp.Orders[0].DealAmount
resp.RemainingAmount = tempResp.Orders[0].Amount - tempResp.Orders[0].DealAmount
resp.Fee, err = l.GetFeeByType(&exchange.FeeBuilder{
FeeType: exchange.CryptocurrencyTradeFee,
Amount: tempResp.Orders[0].Amount,
PurchasePrice: tempResp.Orders[0].Price})
if err != nil {
resp.Fee = lbankFeeNotFound
}
}
}
return resp, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (l *Lbank) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (l *Lbank) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoWithdrawRequest) (string, error) {
resp, err := l.Withdraw(withdrawRequest.Address, withdrawRequest.Currency.String(),
strconv.FormatFloat(withdrawRequest.Amount, 'f', -1, 64), "",
withdrawRequest.Description, "")
return resp.WithdrawID, err
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
// submitted
func (l *Lbank) WithdrawFiatFunds(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is
// submitted
func (l *Lbank) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (l *Lbank) GetWebsocket() (*wshandler.Websocket, error) {
return nil, common.ErrNotYetImplemented
}
// GetActiveOrders retrieves any orders that are active/open
func (l *Lbank) GetActiveOrders(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
var finalResp []order.Detail
var resp order.Detail
tempData, err := l.getAllOpenOrderID()
if err != nil {
return finalResp, err
}
for key, val := range tempData {
for x := range val {
tempResp, err := l.QueryOrder(key, val[x])
if err != nil {
return finalResp, err
}
resp.Exchange = l.Name
resp.CurrencyPair = currency.NewPairFromString(key)
if strings.EqualFold(tempResp.Orders[0].Type, order.Buy.String()) {
resp.OrderSide = order.Buy
} else {
resp.OrderSide = order.Sell
}
z := tempResp.Orders[0].Status
switch {
case z == -1:
resp.Status = "cancelled"
case z == 1:
resp.Status = "on trading"
case z == 2:
resp.Status = "filled partially"
case z == 3:
resp.Status = "Filled totally"
case z == 4:
resp.Status = "Cancelling"
default:
resp.Status = "Invalid Order Status"
}
resp.Price = tempResp.Orders[0].Price
resp.Amount = tempResp.Orders[0].Amount
resp.OrderDate = time.Unix(tempResp.Orders[0].CreateTime, 9)
resp.ExecutedAmount = tempResp.Orders[0].DealAmount
resp.RemainingAmount = tempResp.Orders[0].Amount - tempResp.Orders[0].DealAmount
resp.Fee, err = l.GetFeeByType(&exchange.FeeBuilder{
FeeType: exchange.CryptocurrencyTradeFee,
Amount: tempResp.Orders[0].Amount,
PurchasePrice: tempResp.Orders[0].Price})
if err != nil {
resp.Fee = lbankFeeNotFound
}
for y := int(0); y < len(getOrdersRequest.Currencies); y++ {
if getOrdersRequest.Currencies[y].String() != key {
continue
}
if getOrdersRequest.OrderSide == "ANY" {
finalResp = append(finalResp, resp)
continue
}
if strings.EqualFold(getOrdersRequest.OrderSide.String(),
tempResp.Orders[0].Type) {
finalResp = append(finalResp, resp)
}
}
}
}
return finalResp, nil
}
// GetOrderHistory retrieves account order information *
// Can Limit response to specific order status
func (l *Lbank) GetOrderHistory(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
var finalResp []order.Detail
var resp order.Detail
var tempCurr currency.Pairs
if len(getOrdersRequest.Currencies) == 0 {
tempCurr = l.GetEnabledPairs(asset.Spot)
} else {
tempCurr = getOrdersRequest.Currencies
}
for a := range tempCurr {
p := l.FormatExchangeCurrency(tempCurr[a], asset.Spot).String()
b := int64(1)
tempResp, err := l.QueryOrderHistory(p, strconv.FormatInt(b, 10), "200")
if err != nil {
return finalResp, err
}
for len(tempResp.Orders) != 0 {
tempResp, err = l.QueryOrderHistory(p, strconv.FormatInt(b, 10), "200")
if err != nil {
return finalResp, err
}
for x := 0; x < len(tempResp.Orders); x++ {
resp.Exchange = l.Name
resp.CurrencyPair = currency.NewPairFromString(tempResp.Orders[x].Symbol)
if strings.EqualFold(tempResp.Orders[x].Type, order.Buy.String()) {
resp.OrderSide = order.Buy
} else {
resp.OrderSide = order.Sell
}
z := tempResp.Orders[x].Status
switch {
case z == -1:
resp.Status = "cancelled"
case z == 1:
resp.Status = "on trading"
case z == 2:
resp.Status = "filled partially"
case z == 3:
resp.Status = "Filled totally"
case z == 4:
resp.Status = "Cancelling"
default:
resp.Status = "Invalid Order Status"
}
resp.Price = tempResp.Orders[x].Price
resp.Amount = tempResp.Orders[x].Amount
resp.OrderDate = time.Unix(tempResp.Orders[x].CreateTime, 9)
resp.ExecutedAmount = tempResp.Orders[x].DealAmount
resp.RemainingAmount = tempResp.Orders[x].Price - tempResp.Orders[x].DealAmount
resp.Fee, err = l.GetFeeByType(&exchange.FeeBuilder{
FeeType: exchange.CryptocurrencyTradeFee,
Amount: tempResp.Orders[x].Amount,
PurchasePrice: tempResp.Orders[x].Price})
if err != nil {
resp.Fee = lbankFeeNotFound
}
finalResp = append(finalResp, resp)
b++
}
}
}
return finalResp, nil
}
// GetFeeByType returns an estimate of fee based on the type of transaction *
func (l *Lbank) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
var resp float64
if feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
return feeBuilder.Amount * feeBuilder.PurchasePrice * 0.002, nil
}
if feeBuilder.FeeType == exchange.CryptocurrencyWithdrawalFee {
withdrawalFee, err := l.GetWithdrawConfig(feeBuilder.Pair.Base.Lower().String())
if err != nil {
return resp, err
}
var tempFee string
temp := strings.Split(withdrawalFee[0].Fee, ":\"")
if len(temp) > 1 {
tempFee = strings.TrimRight(temp[1], ",\"type")
} else {
tempFee = temp[0]
}
resp, err = strconv.ParseFloat(tempFee, 64)
if err != nil {
return resp, err
}
}
return resp, nil
}
// GetAllOpenOrderID returns all open orders by currency pairs
func (l *Lbank) getAllOpenOrderID() (map[string][]string, error) {
allPairs := l.GetEnabledPairs(asset.Spot)
resp := make(map[string][]string)
for a := range allPairs {
p := l.FormatExchangeCurrency(allPairs[a], asset.Spot).String()
b := int64(1)
tempResp, err := l.GetOpenOrders(p, strconv.FormatInt(b, 10), "200")
if err != nil {
return resp, err
}
tempData := len(tempResp.Orders)
for tempData != 0 {
tempResp, err = l.GetOpenOrders(p, strconv.FormatInt(b, 10), "200")
if err != nil {
return resp, err
}
if len(tempResp.Orders) == 0 {
return resp, nil
}
for c := 0; c < tempData; c++ {
resp[p] = append(resp[p], tempResp.Orders[c].OrderID)
}
tempData = len(tempResp.Orders)
b++
}
}
return resp, nil
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (l *Lbank) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrNotYetImplemented
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (l *Lbank) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrNotYetImplemented
}
// AuthenticateWebsocket authenticates it
func (l *Lbank) AuthenticateWebsocket() error {
return common.ErrNotYetImplemented
}
// GetSubscriptions gets subscriptions
func (l *Lbank) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return nil, common.ErrNotYetImplemented
}