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

429 lines
12 KiB
Go

package coinut
import (
"bytes"
"encoding/json"
"errors"
"fmt"
"net/http"
"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/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
const (
coinutAPIURL = "https://api.coinut.com"
coinutAPIVersion = "1"
coinutInstruments = "inst_list"
coinutTicker = "inst_tick"
coinutOrderbook = "inst_order_book"
coinutTrades = "inst_trade"
coinutBalance = "user_balance"
coinutOrder = "new_order"
coinutOrders = "new_orders"
coinutOrdersOpen = "user_open_orders"
coinutOrderCancel = "cancel_order"
coinutOrdersCancel = "cancel_orders"
coinutTradeHistory = "trade_history"
coinutIndexTicker = "index_tick"
coinutOptionChain = "option_chain"
coinutPositionHistory = "position_history"
coinutPositionOpen = "user_open_positions"
coinutAuthRate = 0
coinutUnauthRate = 0
coinutStatusOK = "OK"
)
var (
errLookupInstrumentID = errors.New("unable to lookup instrument ID")
errLookupInstrumentCurrency = errors.New("unable to lookup instrument")
)
// COINUT is the overarching type across the coinut package
type COINUT struct {
exchange.Base
WebsocketConn *wshandler.WebsocketConnection
instrumentMap instrumentMap
}
// SeedInstruments seeds the instrument map
func (c *COINUT) SeedInstruments() error {
i, err := c.GetInstruments()
if err != nil {
return err
}
for _, y := range i.Instruments {
c.instrumentMap.Seed(y[0].Base+y[0].Quote, y[0].InstID)
}
return nil
}
// GetInstruments returns instruments
func (c *COINUT) GetInstruments() (Instruments, error) {
var result Instruments
params := make(map[string]interface{})
params["sec_type"] = strings.ToUpper(asset.Spot.String())
return result, c.SendHTTPRequest(coinutInstruments, params, false, &result)
}
// GetInstrumentTicker returns a ticker for a specific instrument
func (c *COINUT) GetInstrumentTicker(instrumentID int64) (Ticker, error) {
var result Ticker
params := make(map[string]interface{})
params["inst_id"] = instrumentID
return result, c.SendHTTPRequest(coinutTicker, params, false, &result)
}
// GetInstrumentOrderbook returns the orderbooks for a specific instrument
func (c *COINUT) GetInstrumentOrderbook(instrumentID, limit int64) (Orderbook, error) {
var result Orderbook
params := make(map[string]interface{})
params["inst_id"] = instrumentID
if limit > 0 {
params["top_n"] = limit
}
return result, c.SendHTTPRequest(coinutOrderbook, params, false, &result)
}
// GetTrades returns trade information
func (c *COINUT) GetTrades(instrumentID int) (Trades, error) {
var result Trades
params := make(map[string]interface{})
params["inst_id"] = instrumentID
return result, c.SendHTTPRequest(coinutTrades, params, false, &result)
}
// GetUserBalance returns the full user balance
func (c *COINUT) GetUserBalance() (UserBalance, error) {
result := UserBalance{}
return result, c.SendHTTPRequest(coinutBalance, nil, true, &result)
}
// NewOrder places a new order on the exchange
func (c *COINUT) NewOrder(instrumentID int64, quantity, price float64, buy bool, orderID uint32) (interface{}, error) {
var result interface{}
params := make(map[string]interface{})
params["inst_id"] = instrumentID
if price > 0 {
params["price"] = fmt.Sprintf("%v", price)
}
params["qty"] = fmt.Sprintf("%v", quantity)
params["side"] = order.Buy.String()
if !buy {
params["side"] = order.Sell.String()
}
params["client_ord_id"] = orderID
err := c.SendHTTPRequest(coinutOrder, params, true, &result)
if _, ok := result.(OrderRejectResponse); ok {
return result.(OrderRejectResponse), err
}
if _, ok := result.(OrderFilledResponse); ok {
return result.(OrderFilledResponse), err
}
if _, ok := result.(OrdersBase); ok {
return result.(OrdersBase), err
}
return result, err
}
// NewOrders places multiple orders on the exchange
func (c *COINUT) NewOrders(orders []Order) ([]OrdersBase, error) {
var result OrdersResponse
params := make(map[string]interface{})
params["orders"] = orders
return result.Data, c.SendHTTPRequest(coinutOrders, params, true, &result.Data)
}
// GetOpenOrders returns a list of open order and relevant information
func (c *COINUT) GetOpenOrders(instrumentID int64) (GetOpenOrdersResponse, error) {
var result GetOpenOrdersResponse
params := make(map[string]interface{})
params["inst_id"] = instrumentID
return result, c.SendHTTPRequest(coinutOrdersOpen, params, true, &result)
}
// CancelExistingOrder cancels a specific order and returns if it was actioned
func (c *COINUT) CancelExistingOrder(instrumentID, orderID int64) (bool, error) {
var result GenericResponse
params := make(map[string]interface{})
type Request struct {
InstrumentID int64 `json:"inst_id"`
OrderID int64 `json:"order_id"`
}
var entry = Request{
InstrumentID: instrumentID,
OrderID: orderID,
}
entries := []Request{entry}
params["entries"] = entries
err := c.SendHTTPRequest(coinutOrdersCancel, params, true, &result)
if err != nil {
return false, err
}
return true, nil
}
// CancelOrders cancels multiple orders
func (c *COINUT) CancelOrders(orders []CancelOrders) (CancelOrdersResponse, error) {
var result CancelOrdersResponse
params := make(map[string]interface{})
type Request struct {
InstrumentID int `json:"inst_id"`
OrderID int `json:"order_id"`
}
var entries []CancelOrders
entries = append(entries, orders...)
params["entries"] = entries
return result, c.SendHTTPRequest(coinutOrdersCancel, params, true, &result)
}
// GetTradeHistory returns trade history for a specific instrument.
func (c *COINUT) GetTradeHistory(instrumentID, start, limit int64) (TradeHistory, error) {
var result TradeHistory
params := make(map[string]interface{})
params["inst_id"] = instrumentID
if start >= 0 && start <= 100 {
params["start"] = start
}
if limit >= 0 && start <= 100 {
params["limit"] = limit
}
return result, c.SendHTTPRequest(coinutTradeHistory, params, true, &result)
}
// GetIndexTicker returns the index ticker for an asset
func (c *COINUT) GetIndexTicker(asset string) (IndexTicker, error) {
var result IndexTicker
params := make(map[string]interface{})
params["asset"] = asset
return result, c.SendHTTPRequest(coinutIndexTicker, params, false, &result)
}
// GetDerivativeInstruments returns a list of derivative instruments
func (c *COINUT) GetDerivativeInstruments(secType string) (interface{}, error) {
var result interface{} // to-do
params := make(map[string]interface{})
params["sec_type"] = secType
return result, c.SendHTTPRequest(coinutInstruments, params, false, &result)
}
// GetOptionChain returns option chain
func (c *COINUT) GetOptionChain(asset, secType string) (OptionChainResponse, error) {
var result OptionChainResponse
params := make(map[string]interface{})
params["asset"] = asset
params["sec_type"] = secType
return result, c.SendHTTPRequest(coinutOptionChain, params, false, &result)
}
// GetPositionHistory returns position history
func (c *COINUT) GetPositionHistory(secType string, start, limit int) (PositionHistory, error) {
var result PositionHistory
params := make(map[string]interface{})
params["sec_type"] = secType
if start >= 0 {
params["start"] = start
}
if limit >= 0 {
params["limit"] = limit
}
return result, c.SendHTTPRequest(coinutPositionHistory, params, true, &result)
}
// GetOpenPositions returns all your current opened positions
func (c *COINUT) GetOpenPositions(instrumentID int) ([]OpenPosition, error) {
type Response struct {
Positions []OpenPosition `json:"positions"`
}
var result Response
params := make(map[string]interface{})
params["inst_id"] = instrumentID
return result.Positions,
c.SendHTTPRequest(coinutPositionOpen, params, true, &result)
}
// to-do: user position update via websocket
// SendHTTPRequest sends either an authenticated or unauthenticated HTTP request
func (c *COINUT) SendHTTPRequest(apiRequest string, params map[string]interface{}, authenticated bool, result interface{}) (err error) {
if !c.API.AuthenticatedSupport && authenticated {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet, c.Name)
}
n := c.Requester.GetNonce(false)
if params == nil {
params = map[string]interface{}{}
}
params["nonce"] = n
params["request"] = apiRequest
payload, err := common.JSONEncode(params)
if err != nil {
return errors.New("sendHTTPRequest: Unable to JSON request")
}
if c.Verbose {
log.Debugf(log.ExchangeSys, "Request JSON: %s", payload)
}
headers := make(map[string]string)
if authenticated {
headers["X-USER"] = c.API.Credentials.ClientID
hmac := crypto.GetHMAC(crypto.HashSHA256, payload, []byte(c.API.Credentials.Key))
headers["X-SIGNATURE"] = crypto.HexEncodeToString(hmac)
}
headers["Content-Type"] = "application/json"
var rawMsg json.RawMessage
err = c.SendPayload(http.MethodPost,
c.API.Endpoints.URL,
headers,
bytes.NewBuffer(payload),
&rawMsg,
authenticated,
true,
c.Verbose,
c.HTTPDebugging,
c.HTTPRecording)
if err != nil {
return err
}
var genResp GenericResponse
err = common.JSONDecode(rawMsg, &genResp)
if err != nil {
return err
}
if genResp.Status[0] != coinutStatusOK {
return fmt.Errorf("%s SendHTTPRequest error: %s", c.Name,
genResp.Status[0])
}
return common.JSONDecode(rawMsg, result)
}
// GetFee returns an estimate of fee based on type of transaction
func (c *COINUT) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
fee = c.calculateTradingFee(feeBuilder.Pair.Base,
feeBuilder.Pair.Quote,
feeBuilder.PurchasePrice,
feeBuilder.Amount,
feeBuilder.IsMaker)
case exchange.InternationalBankWithdrawalFee:
fee = getInternationalBankWithdrawalFee(feeBuilder.FiatCurrency,
feeBuilder.Amount)
case exchange.InternationalBankDepositFee:
fee = getInternationalBankDepositFee(feeBuilder.FiatCurrency,
feeBuilder.Amount)
case exchange.OfflineTradeFee:
fee = getOfflineTradeFee(feeBuilder.Pair, feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
// getOfflineTradeFee calculates the worst case-scenario trading fee
func getOfflineTradeFee(c currency.Pair, price, amount float64) float64 {
if c.IsCryptoFiatPair() {
return 0.0035 * price * amount
}
return 0.002 * price * amount
}
func (c *COINUT) calculateTradingFee(base, quote currency.Code, purchasePrice, amount float64, isMaker bool) float64 {
var fee float64
switch {
case isMaker:
fee = 0
case currency.NewPair(base, quote).IsCryptoFiatPair():
fee = 0.002
default:
fee = 0.001
}
return fee * amount * purchasePrice
}
func getInternationalBankWithdrawalFee(c currency.Code, amount float64) float64 {
var fee float64
switch c {
case currency.USD:
if amount*0.001 < 10 {
fee = 10
} else {
fee = amount * 0.001
}
case currency.CAD:
if amount*0.005 < 10 {
fee = 2
} else {
fee = amount * 0.005
}
case currency.SGD:
if amount*0.001 < 10 {
fee = 10
} else {
fee = amount * 0.001
}
}
return fee
}
func getInternationalBankDepositFee(c currency.Code, amount float64) float64 {
var fee float64
if c == currency.USD {
if amount*0.001 < 10 {
fee = 10
} else {
fee = amount * 0.001
}
} else if c == currency.CAD {
if amount*0.005 < 10 {
fee = 2
} else {
fee = amount * 0.005
}
}
return fee
}