Files
gocryptotrader/exchanges/bithumb/bithumb_wrapper.go
Ryan O'Hara-Reid 63a9e9fcb1 Engine QA - Order update (#372)
Engine QA - Order update
2019-10-30 14:06:48 +11:00

560 lines
16 KiB
Go

package bithumb
import (
"errors"
"fmt"
"math"
"strconv"
"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 *Bithumb) 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 the basic defaults for Bithumb
func (b *Bithumb) SetDefaults() {
b.Name = "Bithumb"
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{
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Index: "KRW",
},
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
CryptoWithdrawal: true,
FiatDeposit: true,
FiatWithdraw: true,
GetOrder: true,
CancelOrder: true,
SubmitOrder: true,
ModifyOrder: true,
DepositHistory: true,
WithdrawalHistory: true,
UserTradeHistory: true,
TradeFee: true,
FiatWithdrawalFee: true,
CryptoDepositFee: true,
CryptoWithdrawalFee: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto |
exchange.AutoWithdrawFiat,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
b.Requester = request.New(b.Name,
request.NewRateLimit(time.Second, bithumbAuthRate),
request.NewRateLimit(time.Second, bithumbUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
b.API.Endpoints.URLDefault = apiURL
b.API.Endpoints.URL = b.API.Endpoints.URLDefault
}
// Setup takes in the supplied exchange configuration details and sets params
func (b *Bithumb) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
return b.SetupDefaults(exch)
}
// Start starts the Bithumb go routine
func (b *Bithumb) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the Bithumb wrapper
func (b *Bithumb) Run() {
if b.Verbose {
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 *Bithumb) FetchTradablePairs(asset asset.Item) ([]string, error) {
currencies, err := b.GetTradablePairs()
if err != nil {
return nil, err
}
for x := range currencies {
currencies[x] += "KRW"
}
return currencies, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *Bithumb) 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 *Bithumb) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
var tickerPrice ticker.Price
tickers, err := b.GetAllTickers()
if err != nil {
return tickerPrice, err
}
pairs := b.GetEnabledPairs(assetType)
for i := range pairs {
curr := pairs[i].Base.String()
t, ok := tickers[curr]
if !ok {
continue
}
tp := ticker.Price{
High: t.MaxPrice,
Low: t.MinPrice,
Volume: t.UnitsTraded24Hr,
Open: t.OpeningPrice,
Close: t.ClosingPrice,
Pair: pairs[i],
}
err = ticker.ProcessTicker(b.Name, &tp, 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 *Bithumb) FetchTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker(b.GetName(), p, assetType)
if err != nil {
return b.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (b *Bithumb) FetchOrderbook(p currency.Pair, assetType asset.Item) (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 *Bithumb) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
var orderBook orderbook.Base
currency := p.Base.String()
orderbookNew, err := b.GetOrderBook(currency)
if err != nil {
return orderBook, err
}
for i := range orderbookNew.Data.Bids {
orderBook.Bids = append(orderBook.Bids,
orderbook.Item{
Amount: orderbookNew.Data.Bids[i].Quantity,
Price: orderbookNew.Data.Bids[i].Price,
})
}
for i := range orderbookNew.Data.Asks {
orderBook.Asks = append(orderBook.Asks,
orderbook.Item{
Amount: orderbookNew.Data.Asks[i].Quantity,
Price: orderbookNew.Data.Asks[i].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
// Bithumb exchange
func (b *Bithumb) GetAccountInfo() (exchange.AccountInfo, error) {
var info exchange.AccountInfo
bal, err := b.GetAccountBalance("ALL")
if err != nil {
return info, err
}
var exchangeBalances []exchange.AccountCurrencyInfo
for key, totalAmount := range bal.Total {
hold, ok := bal.InUse[key]
if !ok {
return info, fmt.Errorf("getAccountInfo error - in use item not found for currency %s",
key)
}
exchangeBalances = append(exchangeBalances, exchange.AccountCurrencyInfo{
CurrencyName: currency.NewCode(key),
TotalValue: totalAmount,
Hold: hold,
})
}
info.Accounts = append(info.Accounts, exchange.Account{
Currencies: exchangeBalances,
})
info.Exchange = b.GetName()
return info, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *Bithumb) GetFundingHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (b *Bithumb) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
// TODO: Fill this out to support limit orders
func (b *Bithumb) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
var orderID string
var err error
if s.OrderSide == order.Buy {
var result MarketBuy
result, err = b.MarketBuyOrder(s.Pair.Base.String(), s.Amount)
orderID = result.OrderID
} else if s.OrderSide == order.Sell {
var result MarketSell
result, err = b.MarketSellOrder(s.Pair.Base.String(), s.Amount)
orderID = result.OrderID
}
if orderID != "" {
submitOrderResponse.OrderID = orderID
}
if err == nil {
submitOrderResponse.IsOrderPlaced = true
}
return submitOrderResponse, err
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bithumb) ModifyOrder(action *order.Modify) (string, error) {
order, err := b.ModifyTrade(action.OrderID,
action.CurrencyPair.Base.String(),
action.Side.Lower(),
action.Amount,
int64(action.Price))
if err != nil {
return "", err
}
return order.Data[0].ContID, nil
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Bithumb) CancelOrder(order *order.Cancel) error {
_, err := b.CancelTrade(order.Side.String(),
order.OrderID,
order.CurrencyPair.Base.String())
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *Bithumb) CancelAllOrders(orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
var allOrders []OrderData
for _, currency := range b.GetEnabledPairs(asset.Spot) {
orders, err := b.GetOrders("",
orderCancellation.Side.String(),
"100",
"",
currency.Base.String())
if err != nil {
return cancelAllOrdersResponse, err
}
allOrders = append(allOrders, orders.Data...)
}
for i := range allOrders {
_, err := b.CancelTrade(orderCancellation.Side.String(),
allOrders[i].OrderID,
orderCancellation.CurrencyPair.Base.String())
if err != nil {
cancelAllOrdersResponse.Status[allOrders[i].OrderID] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (b *Bithumb) 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 *Bithumb) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
addr, err := b.GetWalletAddress(cryptocurrency.String())
if err != nil {
return "", err
}
return addr.Data.WalletAddress, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *Bithumb) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoWithdrawRequest) (string, error) {
_, err := b.WithdrawCrypto(withdrawRequest.Address,
withdrawRequest.AddressTag,
withdrawRequest.Currency.String(),
withdrawRequest.Amount)
return "", err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bithumb) WithdrawFiatFunds(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
if math.Mod(withdrawRequest.Amount, 1) != 0 {
return "", errors.New("currency KRW does not support decimal places")
}
if withdrawRequest.Currency != currency.KRW {
return "", errors.New("only KRW is supported")
}
bankDetails := fmt.Sprintf("%v_%v", withdrawRequest.BankCode, withdrawRequest.BankName)
bankAccountNumber := strconv.FormatFloat(withdrawRequest.BankAccountNumber, 'f', -1, 64)
withdrawAmountInt := int64(withdrawRequest.Amount)
resp, err := b.RequestKRWWithdraw(bankDetails, bankAccountNumber, withdrawAmountInt)
if err != nil {
return "", err
}
if resp.Status != "0000" {
return "", errors.New(resp.Message)
}
return resp.Message, nil
}
// WithdrawFiatFundsToInternationalBank is not supported as Bithumb only withdraws KRW to South Korean banks
func (b *Bithumb) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (b *Bithumb) GetWebsocket() (*wshandler.Websocket, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *Bithumb) 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 *Bithumb) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
var orders []order.Detail
resp, err := b.GetOrders("", "", "1000", "", "")
if err != nil {
return nil, err
}
for i := range resp.Data {
if resp.Data[i].Status != "placed" {
continue
}
orderDate := time.Unix(resp.Data[i].OrderDate, 0)
orderDetail := order.Detail{
Amount: resp.Data[i].Units,
Exchange: b.Name,
ID: resp.Data[i].OrderID,
OrderDate: orderDate,
Price: resp.Data[i].Price,
RemainingAmount: resp.Data[i].UnitsRemaining,
Status: order.Active,
CurrencyPair: currency.NewPairWithDelimiter(resp.Data[i].OrderCurrency,
resp.Data[i].PaymentCurrency,
b.GetPairFormat(asset.Spot, false).Delimiter),
}
if resp.Data[i].Type == "bid" {
orderDetail.OrderSide = order.Buy
} else if resp.Data[i].Type == "ask" {
orderDetail.OrderSide = order.Sell
}
orders = append(orders, orderDetail)
}
order.FilterOrdersBySide(&orders, req.OrderSide)
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 *Bithumb) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
var orders []order.Detail
resp, err := b.GetOrders("", "", "1000", "", "")
if err != nil {
return nil, err
}
for i := range resp.Data {
if resp.Data[i].Status == "placed" {
continue
}
orderDate := time.Unix(resp.Data[i].OrderDate, 0)
orderDetail := order.Detail{
Amount: resp.Data[i].Units,
Exchange: b.Name,
ID: resp.Data[i].OrderID,
OrderDate: orderDate,
Price: resp.Data[i].Price,
RemainingAmount: resp.Data[i].UnitsRemaining,
CurrencyPair: currency.NewPairWithDelimiter(resp.Data[i].OrderCurrency,
resp.Data[i].PaymentCurrency,
b.GetPairFormat(asset.Spot, false).Delimiter),
}
if resp.Data[i].Type == "bid" {
orderDetail.OrderSide = order.Buy
} else if resp.Data[i].Type == "ask" {
orderDetail.OrderSide = order.Sell
}
orders = append(orders, orderDetail)
}
order.FilterOrdersBySide(&orders, req.OrderSide)
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 *Bithumb) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (b *Bithumb) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// GetSubscriptions returns a copied list of subscriptions
func (b *Bithumb) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return nil, common.ErrFunctionNotSupported
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (b *Bithumb) AuthenticateWebsocket() error {
return common.ErrFunctionNotSupported
}