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

672 lines
19 KiB
Go

package bitstamp
import (
"bytes"
"encoding/json"
"errors"
"fmt"
"net/http"
"net/url"
"reflect"
"strconv"
"strings"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
const (
bitstampAPIURL = "https://www.bitstamp.net/api"
bitstampAPIVersion = "2"
bitstampAPITicker = "ticker"
bitstampAPITickerHourly = "ticker_hour"
bitstampAPIOrderbook = "order_book"
bitstampAPITransactions = "transactions"
bitstampAPIEURUSD = "eur_usd"
bitstampAPIBalance = "balance"
bitstampAPIUserTransactions = "user_transactions"
bitstampAPIOpenOrders = "open_orders"
bitstampAPIOrderStatus = "order_status"
bitstampAPICancelOrder = "cancel_order"
bitstampAPICancelAllOrders = "cancel_all_orders"
bitstampAPIMarket = "market"
bitstampAPIWithdrawalRequests = "withdrawal_requests"
bitstampAPIOpenWithdrawal = "withdrawal/open"
bitstampAPIBitcoinWithdrawal = "bitcoin_withdrawal"
bitstampAPILTCWithdrawal = "ltc_withdrawal"
bitstampAPIETHWithdrawal = "eth_withdrawal"
bitstampAPIBitcoinDeposit = "bitcoin_deposit_address"
bitstampAPILitecoinDeposit = "ltc_address"
bitstampAPIEthereumDeposit = "eth_address"
bitstampAPIBitcoinCashDeposit = "bch_address"
bitstampAPIUnconfirmedBitcoin = "unconfirmed_btc"
bitstampAPITransferToMain = "transfer-to-main"
bitstampAPITransferFromMain = "transfer-from-main"
bitstampAPIXrpWithdrawal = "xrp_withdrawal"
bitstampAPIXrpDeposit = "xrp_address"
bitstampAPIReturnType = "string"
bitstampAPITradingPairsInfo = "trading-pairs-info"
bitstampAuthRate = 8000
bitstampUnauthRate = 8000
)
// Bitstamp is the overarching type across the bitstamp package
type Bitstamp struct {
exchange.Base
WebsocketConn *wshandler.WebsocketConnection
}
// GetFee returns an estimate of fee based on type of transaction
func (b *Bitstamp) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
balance, err := b.GetBalance()
if err != nil {
return 0, err
}
fee = b.CalculateTradingFee(feeBuilder.Pair.Base,
feeBuilder.Pair.Quote,
feeBuilder.PurchasePrice,
feeBuilder.Amount,
balance)
case exchange.CyptocurrencyDepositFee:
fee = 0
case exchange.InternationalBankDepositFee:
fee = getInternationalBankDepositFee(feeBuilder.Amount)
case exchange.InternationalBankWithdrawalFee:
fee = getInternationalBankWithdrawalFee(feeBuilder.Amount)
case exchange.OfflineTradeFee:
fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
// getOfflineTradeFee calculates the worst case-scenario trading fee
func getOfflineTradeFee(price, amount float64) float64 {
return 0.0025 * price * amount
}
// getInternationalBankWithdrawalFee returns international withdrawal fee
func getInternationalBankWithdrawalFee(amount float64) float64 {
fee := amount * 0.0009
if fee < 15 {
return 15
}
return fee
}
// getInternationalBankDepositFee returns international deposit fee
func getInternationalBankDepositFee(amount float64) float64 {
fee := amount * 0.0005
if fee < 7.5 {
return 7.5
}
if fee > 300 {
return 300
}
return fee
}
// CalculateTradingFee returns fee on a currency pair
func (b *Bitstamp) CalculateTradingFee(base, quote currency.Code, purchasePrice, amount float64, balances *Balances) float64 {
var fee float64
switch base.String() + quote.String() {
case currency.BTC.String() + currency.USD.String():
fee = balances.BTCUSDFee
case currency.BTC.String() + currency.EUR.String():
fee = balances.BTCEURFee
case currency.XRP.String() + currency.EUR.String():
fee = balances.XRPEURFee
case currency.XRP.String() + currency.USD.String():
fee = balances.XRPUSDFee
case currency.EUR.String() + currency.USD.String():
fee = balances.EURUSDFee
default:
fee = 0
}
return fee * purchasePrice * amount
}
// GetTicker returns ticker information
func (b *Bitstamp) GetTicker(currency string, hourly bool) (Ticker, error) {
response := Ticker{}
tickerEndpoint := bitstampAPITicker
if hourly {
tickerEndpoint = bitstampAPITickerHourly
}
path := fmt.Sprintf(
"%s/v%s/%s/%s/",
b.API.Endpoints.URL,
bitstampAPIVersion,
tickerEndpoint,
strings.ToLower(currency),
)
return response, b.SendHTTPRequest(path, &response)
}
// GetOrderbook Returns a JSON dictionary with "bids" and "asks". Each is a list
// of open orders and each order is represented as a list holding the price and
// the amount.
func (b *Bitstamp) GetOrderbook(currency string) (Orderbook, error) {
type response struct {
Timestamp int64 `json:"timestamp,string"`
Bids [][]string `json:"bids"`
Asks [][]string `json:"asks"`
}
resp := response{}
path := fmt.Sprintf(
"%s/v%s/%s/%s/",
b.API.Endpoints.URL,
bitstampAPIVersion,
bitstampAPIOrderbook,
strings.ToLower(currency),
)
err := b.SendHTTPRequest(path, &resp)
if err != nil {
return Orderbook{}, err
}
orderbook := Orderbook{}
orderbook.Timestamp = resp.Timestamp
for _, x := range resp.Bids {
price, err := strconv.ParseFloat(x[0], 64)
if err != nil {
log.Error(log.ExchangeSys, err)
continue
}
amount, err := strconv.ParseFloat(x[1], 64)
if err != nil {
log.Error(log.ExchangeSys, err)
continue
}
orderbook.Bids = append(orderbook.Bids, OrderbookBase{price, amount})
}
for _, x := range resp.Asks {
price, err := strconv.ParseFloat(x[0], 64)
if err != nil {
log.Error(log.ExchangeSys, err)
continue
}
amount, err := strconv.ParseFloat(x[1], 64)
if err != nil {
log.Error(log.ExchangeSys, err)
continue
}
orderbook.Asks = append(orderbook.Asks, OrderbookBase{price, amount})
}
return orderbook, nil
}
// GetTradingPairs returns a list of trading pairs which Bitstamp
// currently supports
func (b *Bitstamp) GetTradingPairs() ([]TradingPair, error) {
var result []TradingPair
path := fmt.Sprintf("%s/v%s/%s",
b.API.Endpoints.URL,
bitstampAPIVersion,
bitstampAPITradingPairsInfo)
return result, b.SendHTTPRequest(path, &result)
}
// GetTransactions returns transaction information
// value paramater ["time"] = "minute", "hour", "day" will collate your
// response into time intervals. Implementation of value in test code.
func (b *Bitstamp) GetTransactions(currencyPair string, values url.Values) ([]Transactions, error) {
var transactions []Transactions
path := common.EncodeURLValues(
fmt.Sprintf(
"%s/v%s/%s/%s/",
b.API.Endpoints.URL,
bitstampAPIVersion,
bitstampAPITransactions,
strings.ToLower(currencyPair),
),
values,
)
return transactions, b.SendHTTPRequest(path, &transactions)
}
// GetEURUSDConversionRate returns the conversion rate between Euro and USD
func (b *Bitstamp) GetEURUSDConversionRate() (EURUSDConversionRate, error) {
rate := EURUSDConversionRate{}
path := fmt.Sprintf("%s/%s", b.API.Endpoints.URL, bitstampAPIEURUSD)
return rate, b.SendHTTPRequest(path, &rate)
}
// GetBalance returns full balance of currency held on the exchange
func (b *Bitstamp) GetBalance() (*Balances, error) {
var balance Balances
return &balance,
b.SendAuthenticatedHTTPRequest(bitstampAPIBalance, true, nil, &balance)
}
// GetUserTransactions returns an array of transactions
func (b *Bitstamp) GetUserTransactions(currencyPair string) ([]UserTransactions, error) {
type Response struct {
Date string `json:"datetime"`
TransID int64 `json:"id"`
Type int `json:"type,string"`
USD interface{} `json:"usd"`
EUR float64 `json:"eur"`
XRP float64 `json:"xrp"`
BTC interface{} `json:"btc"`
BTCUSD interface{} `json:"btc_usd"`
Fee float64 `json:"fee,string"`
OrderID int64 `json:"order_id"`
}
var response []Response
if currencyPair == "" {
if err := b.SendAuthenticatedHTTPRequest(bitstampAPIUserTransactions,
true,
url.Values{},
&response); err != nil {
return nil, err
}
} else {
if err := b.SendAuthenticatedHTTPRequest(bitstampAPIUserTransactions+"/"+currencyPair,
true,
url.Values{},
&response); err != nil {
return nil, err
}
}
var transactions []UserTransactions
for _, y := range response {
tx := UserTransactions{}
tx.Date = y.Date
tx.TransID = y.TransID
tx.Type = y.Type
/* Hack due to inconsistent JSON values... */
varType := reflect.TypeOf(y.USD).String()
if varType == bitstampAPIReturnType {
tx.USD, _ = strconv.ParseFloat(y.USD.(string), 64)
} else {
tx.USD = y.USD.(float64)
}
tx.EUR = y.EUR
tx.XRP = y.XRP
varType = reflect.TypeOf(y.BTC).String()
if varType == bitstampAPIReturnType {
tx.BTC, _ = strconv.ParseFloat(y.BTC.(string), 64)
} else {
tx.BTC = y.BTC.(float64)
}
varType = reflect.TypeOf(y.BTCUSD).String()
if varType == bitstampAPIReturnType {
tx.BTCUSD, _ = strconv.ParseFloat(y.BTCUSD.(string), 64)
} else {
tx.BTCUSD = y.BTCUSD.(float64)
}
tx.Fee = y.Fee
tx.OrderID = y.OrderID
transactions = append(transactions, tx)
}
return transactions, nil
}
// GetOpenOrders returns all open orders on the exchange
func (b *Bitstamp) GetOpenOrders(currencyPair string) ([]Order, error) {
var resp []Order
path := fmt.Sprintf(
"%s/%s", bitstampAPIOpenOrders, strings.ToLower(currencyPair),
)
return resp, b.SendAuthenticatedHTTPRequest(path, true, nil, &resp)
}
// GetOrderStatus returns an the status of an order by its ID
func (b *Bitstamp) GetOrderStatus(orderID int64) (OrderStatus, error) {
resp := OrderStatus{}
req := url.Values{}
req.Add("id", strconv.FormatInt(orderID, 10))
return resp,
b.SendAuthenticatedHTTPRequest(bitstampAPIOrderStatus, false, req, &resp)
}
// CancelExistingOrder cancels order by ID
func (b *Bitstamp) CancelExistingOrder(orderID int64) (bool, error) {
result := false
var req = url.Values{}
req.Add("id", strconv.FormatInt(orderID, 10))
return result,
b.SendAuthenticatedHTTPRequest(bitstampAPICancelOrder, true, req, &result)
}
// CancelAllExistingOrders cancels all open orders on the exchange
func (b *Bitstamp) CancelAllExistingOrders() (bool, error) {
result := false
return result,
b.SendAuthenticatedHTTPRequest(bitstampAPICancelAllOrders, false, nil, &result)
}
// PlaceOrder places an order on the exchange.
func (b *Bitstamp) PlaceOrder(currencyPair string, price, amount float64, buy, market bool) (Order, error) {
var req = url.Values{}
req.Add("amount", strconv.FormatFloat(amount, 'f', -1, 64))
req.Add("price", strconv.FormatFloat(price, 'f', -1, 64))
response := Order{}
orderType := order.Buy.Lower()
if !buy {
orderType = order.Sell.Lower()
}
var path string
if market {
path = fmt.Sprintf("%s/%s/%s", orderType, bitstampAPIMarket, strings.ToLower(currencyPair))
} else {
path = fmt.Sprintf("%s/%s", orderType, strings.ToLower(currencyPair))
}
return response,
b.SendAuthenticatedHTTPRequest(path, true, req, &response)
}
// GetWithdrawalRequests returns withdrawal requests for the account
// timedelta - positive integer with max value 50000000 which returns requests
// from number of seconds ago to now.
func (b *Bitstamp) GetWithdrawalRequests(timedelta int64) ([]WithdrawalRequests, error) {
var resp []WithdrawalRequests
if timedelta > 50000000 || timedelta < 0 {
return resp, errors.New("time delta exceeded, max: 50000000 min: 0")
}
value := url.Values{}
value.Set("timedelta", strconv.FormatInt(timedelta, 10))
if timedelta == 0 {
value = url.Values{}
}
return resp,
b.SendAuthenticatedHTTPRequest(bitstampAPIWithdrawalRequests, false, value, &resp)
}
// CryptoWithdrawal withdraws a cryptocurrency into a supplied wallet, returns ID
// amount - The amount you want withdrawn
// address - The wallet address of the cryptocurrency
// symbol - the type of crypto ie "ltc", "btc", "eth"
// destTag - only for XRP default to ""
// instant - only for bitcoins
func (b *Bitstamp) CryptoWithdrawal(amount float64, address, symbol, destTag string, instant bool) (CryptoWithdrawalResponse, error) {
var req = url.Values{}
req.Add("amount", strconv.FormatFloat(amount, 'f', -1, 64))
req.Add("address", address)
resp := CryptoWithdrawalResponse{}
var endpoint string
switch strings.ToLower(symbol) {
case "btc":
if instant {
req.Add("instant", "1")
} else {
req.Add("instant", "0")
}
endpoint = bitstampAPIBitcoinWithdrawal
case "ltc":
endpoint = bitstampAPILTCWithdrawal
case "eth":
endpoint = bitstampAPIETHWithdrawal
case "xrp":
if destTag != "" {
req.Add("destination_tag", destTag)
}
endpoint = bitstampAPIXrpWithdrawal
default:
return resp, errors.New("incorrect symbol")
}
return resp, b.SendAuthenticatedHTTPRequest(endpoint, false, req, &resp)
}
// OpenBankWithdrawal Opens a bank withdrawal request (SEPA or international)
func (b *Bitstamp) OpenBankWithdrawal(amount float64, currency,
name, iban, bic, address, postalCode, city, country,
comment, withdrawalType string) (FIATWithdrawalResponse, error) {
var req = url.Values{}
req.Add("amount", strconv.FormatFloat(amount, 'f', -1, 64))
req.Add("account_currency", currency)
req.Add("name", name)
req.Add("iban", iban)
req.Add("bic", bic)
req.Add("address", address)
req.Add("postal_code", postalCode)
req.Add("city", city)
req.Add("country", country)
req.Add("type", withdrawalType)
req.Add("comment", comment)
resp := FIATWithdrawalResponse{}
return resp, b.SendAuthenticatedHTTPRequest(bitstampAPIOpenWithdrawal, true, req, &resp)
}
// OpenInternationalBankWithdrawal Opens a bank withdrawal request (international)
func (b *Bitstamp) OpenInternationalBankWithdrawal(amount float64, currency,
name, iban, bic, address, postalCode, city, country,
bankName, bankAddress, bankPostCode, bankCity, bankCountry, internationalCurrency,
comment, withdrawalType string) (FIATWithdrawalResponse, error) {
var req = url.Values{}
req.Add("amount", strconv.FormatFloat(amount, 'f', -1, 64))
req.Add("account_currency", currency)
req.Add("name", name)
req.Add("iban", iban)
req.Add("bic", bic)
req.Add("address", address)
req.Add("postal_code", postalCode)
req.Add("city", city)
req.Add("country", country)
req.Add("type", withdrawalType)
req.Add("comment", comment)
req.Add("currency", internationalCurrency)
req.Add("bank_name", bankName)
req.Add("bank_address", bankAddress)
req.Add("bank_postal_code", bankPostCode)
req.Add("bank_city", bankCity)
req.Add("bank_country", bankCountry)
resp := FIATWithdrawalResponse{}
return resp, b.SendAuthenticatedHTTPRequest(bitstampAPIOpenWithdrawal, true, req, &resp)
}
// GetCryptoDepositAddress returns a depositing address by crypto
// crypto - example "btc", "ltc", "eth", "xrp" or "bch"
func (b *Bitstamp) GetCryptoDepositAddress(crypto currency.Code) (string, error) {
var resp string
v2Resp := struct {
Address string `json:"address"`
}{}
switch crypto {
case currency.BTC:
return resp,
b.SendAuthenticatedHTTPRequest(bitstampAPIBitcoinDeposit, false, nil, &resp)
case currency.LTC:
return v2Resp.Address,
b.SendAuthenticatedHTTPRequest(bitstampAPILitecoinDeposit, true, nil, &v2Resp)
case currency.ETH:
return v2Resp.Address,
b.SendAuthenticatedHTTPRequest(bitstampAPIEthereumDeposit, true, nil, &v2Resp)
case currency.XRP:
return v2Resp.Address,
b.SendAuthenticatedHTTPRequest(bitstampAPIXrpDeposit, true, nil, &v2Resp)
case currency.BCH:
return v2Resp.Address,
b.SendAuthenticatedHTTPRequest(bitstampAPIBitcoinCashDeposit, true, nil, &v2Resp)
default:
return resp, fmt.Errorf("unsupported cryptocurrency string %s", crypto)
}
}
// GetUnconfirmedBitcoinDeposits returns unconfirmed transactions
func (b *Bitstamp) GetUnconfirmedBitcoinDeposits() ([]UnconfirmedBTCTransactions, error) {
var response []UnconfirmedBTCTransactions
return response,
b.SendAuthenticatedHTTPRequest(bitstampAPIUnconfirmedBitcoin, false, nil, &response)
}
// TransferAccountBalance transfers funds from either a main or sub account
// amount - to transfers
// currency - which currency to transfer
// subaccount - name of account
// toMain - bool either to or from account
func (b *Bitstamp) TransferAccountBalance(amount float64, currency, subAccount string, toMain bool) error {
var req = url.Values{}
req.Add("amount", strconv.FormatFloat(amount, 'f', -1, 64))
req.Add("currency", currency)
if subAccount == "" {
return errors.New("missing subAccount parameter")
}
req.Add("subAccount", subAccount)
var path string
if toMain {
path = bitstampAPITransferToMain
} else {
path = bitstampAPITransferFromMain
}
var resp interface{}
return b.SendAuthenticatedHTTPRequest(path, true, req, &resp)
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (b *Bitstamp) SendHTTPRequest(path string, result interface{}) error {
return b.SendPayload(http.MethodGet,
path,
nil,
nil,
result,
false,
false,
b.Verbose,
b.HTTPDebugging,
b.HTTPRecording)
}
// SendAuthenticatedHTTPRequest sends an authenticated request
func (b *Bitstamp) SendAuthenticatedHTTPRequest(path string, v2 bool, values url.Values, result interface{}) error {
if !b.AllowAuthenticatedRequest() {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet, b.Name)
}
n := b.Requester.GetNonce(true).String()
if values == nil {
values = url.Values{}
}
values.Set("key", b.API.Credentials.Key)
values.Set("nonce", n)
hmac := crypto.GetHMAC(crypto.HashSHA256,
[]byte(n+b.API.Credentials.ClientID+b.API.Credentials.Key),
[]byte(b.API.Credentials.Secret))
values.Set("signature", strings.ToUpper(crypto.HexEncodeToString(hmac)))
if v2 {
path = fmt.Sprintf("%s/v%s/%s/", b.API.Endpoints.URL, bitstampAPIVersion, path)
} else {
path = fmt.Sprintf("%s/%s/", b.API.Endpoints.URL, path)
}
if b.Verbose {
log.Debugf(log.ExchangeSys, "Sending POST request to "+path)
}
headers := make(map[string]string)
headers["Content-Type"] = "application/x-www-form-urlencoded"
encodedValues := values.Encode()
readerValues := bytes.NewBufferString(encodedValues)
interim := json.RawMessage{}
errCap := struct {
Error string `json:"error"`
Status string `json:"status"`
Reason interface{} `json:"reason"`
}{}
err := b.SendPayload(http.MethodPost,
path,
headers,
readerValues,
&interim,
true,
true,
b.Verbose,
b.HTTPDebugging,
b.HTTPRecording)
if err != nil {
return err
}
if err := common.JSONDecode(interim, &errCap); err == nil {
if errCap.Error != "" {
return errors.New(errCap.Error)
}
if data, ok := errCap.Reason.(map[string][]string); ok {
var details string
for _, v := range data {
details += strings.Join(v, "")
}
return errors.New(details)
}
if data, ok := errCap.Reason.(string); ok {
return errors.New(data)
}
if errCap.Status != "" {
return errors.New(errCap.Status)
}
}
return common.JSONDecode(interim, result)
}