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

542 lines
15 KiB
Go

package exmo
import (
"errors"
"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 (e *EXMO) GetDefaultConfig() (*config.ExchangeConfig, error) {
e.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = e.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = e.BaseCurrencies
err := e.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if e.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = e.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for exmo
func (e *EXMO) SetDefaults() {
e.Name = "EXMO"
e.Enabled = true
e.Verbose = true
e.API.CredentialsValidator.RequiresKey = true
e.API.CredentialsValidator.RequiresSecret = true
e.CurrencyPairs = currency.PairsManager{
AssetTypes: asset.Items{
asset.Spot,
},
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Delimiter: "_",
Uppercase: true,
Separator: ",",
},
ConfigFormat: &currency.PairFormat{
Delimiter: "_",
Uppercase: true,
},
}
e.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: false,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
SubmitOrder: true,
DepositHistory: true,
WithdrawalHistory: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CryptoDepositFee: true,
CryptoWithdrawalFee: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithSetup |
exchange.NoFiatWithdrawals,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
e.Requester = request.New(e.Name,
request.NewRateLimit(time.Minute, exmoAuthRate),
request.NewRateLimit(time.Minute, exmoUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
e.API.Endpoints.URLDefault = exmoAPIURL
e.API.Endpoints.URL = e.API.Endpoints.URLDefault
}
// Setup takes in the supplied exchange configuration details and sets params
func (e *EXMO) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
e.SetEnabled(false)
return nil
}
return e.SetupDefaults(exch)
}
// Start starts the EXMO go routine
func (e *EXMO) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
e.Run()
wg.Done()
}()
}
// Run implements the EXMO wrapper
func (e *EXMO) Run() {
if e.Verbose {
e.PrintEnabledPairs()
}
if !e.GetEnabledFeatures().AutoPairUpdates {
return
}
err := e.UpdateTradablePairs(false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", e.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (e *EXMO) FetchTradablePairs(asset asset.Item) ([]string, error) {
pairs, err := e.GetPairSettings()
if err != nil {
return nil, err
}
var currencies []string
for x := range pairs {
currencies = append(currencies, x)
}
return currencies, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (e *EXMO) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := e.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
return e.UpdatePairs(currency.NewPairsFromStrings(pairs), asset.Spot, false, forceUpdate)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (e *EXMO) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
var tickerPrice ticker.Price
result, err := e.GetTicker()
if err != nil {
return tickerPrice, err
}
if _, ok := result[p.String()]; !ok {
return tickerPrice, err
}
pairs := e.GetEnabledPairs(assetType)
for i := range pairs {
for j := range result {
if !strings.EqualFold(pairs[i].String(), j) {
continue
}
tickerPrice = ticker.Price{
Pair: pairs[i],
Last: result[j].Last,
Ask: result[j].Sell,
High: result[j].High,
Bid: result[j].Buy,
Low: result[j].Low,
Volume: result[j].Volume,
}
err = ticker.ProcessTicker(e.Name, &tickerPrice, assetType)
if err != nil {
log.Error(log.Ticker, err)
}
}
}
return ticker.GetTicker(e.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (e *EXMO) FetchTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
tick, err := ticker.GetTicker(e.GetName(), p, assetType)
if err != nil {
return e.UpdateTicker(p, assetType)
}
return tick, nil
}
// FetchOrderbook returns the orderbook for a currency pair
func (e *EXMO) FetchOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
ob, err := orderbook.Get(e.GetName(), p, assetType)
if err != nil {
return e.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (e *EXMO) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
var orderBook orderbook.Base
pairsCollated, err := e.FormatExchangeCurrencies(e.GetEnabledPairs(assetType),
assetType)
if err != nil {
return orderBook, err
}
result, err := e.GetOrderbook(pairsCollated)
if err != nil {
return orderBook, err
}
for _, x := range e.GetEnabledPairs(assetType) {
currency := e.FormatExchangeCurrency(x, assetType)
data, ok := result[currency.String()]
if !ok {
continue
}
var obItems []orderbook.Item
for y := range data.Ask {
z := data.Ask[y]
price, _ := strconv.ParseFloat(z[0], 64)
amount, _ := strconv.ParseFloat(z[1], 64)
obItems = append(obItems,
orderbook.Item{Price: price, Amount: amount})
}
orderBook.Asks = obItems
obItems = []orderbook.Item{}
for y := range data.Bid {
z := data.Bid[y]
price, _ := strconv.ParseFloat(z[0], 64)
amount, _ := strconv.ParseFloat(z[1], 64)
obItems = append(obItems,
orderbook.Item{Price: price, Amount: amount})
}
orderBook.Bids = obItems
orderBook.Pair = x
orderBook.ExchangeName = e.GetName()
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
}
return orderbook.Get(e.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies for the
// Exmo exchange
func (e *EXMO) GetAccountInfo() (exchange.AccountInfo, error) {
var response exchange.AccountInfo
response.Exchange = e.GetName()
result, err := e.GetUserInfo()
if err != nil {
return response, err
}
var currencies []exchange.AccountCurrencyInfo
for x, y := range result.Balances {
var exchangeCurrency exchange.AccountCurrencyInfo
exchangeCurrency.CurrencyName = currency.NewCode(x)
for z, w := range result.Reserved {
if z == x {
avail, _ := strconv.ParseFloat(y, 64)
reserved, _ := strconv.ParseFloat(w, 64)
exchangeCurrency.TotalValue = avail + reserved
exchangeCurrency.Hold = reserved
}
}
currencies = append(currencies, exchangeCurrency)
}
response.Accounts = append(response.Accounts, exchange.Account{
Currencies: currencies,
})
return response, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (e *EXMO) GetFundingHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (e *EXMO) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (e *EXMO) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
var oT string
switch s.OrderType {
case order.Limit:
return submitOrderResponse, errors.New("unsupported order type")
case order.Market:
if s.OrderSide == order.Sell {
oT = "market_sell"
} else {
oT = "market_buy"
}
}
response, err := e.CreateOrder(s.Pair.String(),
oT,
s.Price,
s.Amount)
if response > 0 {
submitOrderResponse.OrderID = strconv.FormatInt(response, 10)
}
if err == nil {
submitOrderResponse.IsOrderPlaced = true
}
return submitOrderResponse, err
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (e *EXMO) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (e *EXMO) CancelOrder(order *order.Cancel) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
}
return e.CancelExistingOrder(orderIDInt)
}
// CancelAllOrders cancels all orders associated with a currency pair
func (e *EXMO) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
openOrders, err := e.GetOpenOrders()
if err != nil {
return cancelAllOrdersResponse, err
}
for _, order := range openOrders {
err = e.CancelExistingOrder(order.OrderID)
if err != nil {
cancelAllOrdersResponse.Status[strconv.FormatInt(order.OrderID, 10)] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (e *EXMO) GetOrderInfo(orderID string) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (e *EXMO) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
fullAddr, err := e.GetCryptoDepositAddress()
if err != nil {
return "", err
}
addr, ok := fullAddr[cryptocurrency.String()]
if !ok {
return "", fmt.Errorf("currency %s could not be found, please generate via the exmo website", cryptocurrency.String())
}
return addr, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (e *EXMO) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoWithdrawRequest) (string, error) {
resp, err := e.WithdrawCryptocurrency(withdrawRequest.Currency.String(),
withdrawRequest.Address,
withdrawRequest.AddressTag,
withdrawRequest.Amount)
return strconv.FormatInt(resp, 10), err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (e *EXMO) WithdrawFiatFunds(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (e *EXMO) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (e *EXMO) GetWebsocket() (*wshandler.Websocket, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (e *EXMO) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !e.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return e.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (e *EXMO) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
resp, err := e.GetOpenOrders()
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range resp {
symbol := currency.NewPairDelimiter(resp[i].Pair, "_")
orderDate := time.Unix(resp[i].Created, 0)
orderSide := order.Side(strings.ToUpper(resp[i].Type))
orders = append(orders, order.Detail{
ID: strconv.FormatInt(resp[i].OrderID, 10),
Amount: resp[i].Quantity,
OrderDate: orderDate,
Price: resp[i].Price,
OrderSide: orderSide,
Exchange: e.Name,
CurrencyPair: symbol,
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersBySide(&orders, req.OrderSide)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (e *EXMO) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
if len(req.Currencies) == 0 {
return nil, errors.New("currency must be supplied")
}
var allTrades []UserTrades
for _, currency := range req.Currencies {
resp, err := e.GetUserTrades(e.FormatExchangeCurrency(currency, asset.Spot).String(), "", "10000")
if err != nil {
return nil, err
}
for _, order := range resp {
allTrades = append(allTrades, order...)
}
}
var orders []order.Detail
for i := range allTrades {
symbol := currency.NewPairDelimiter(allTrades[i].Pair, "_")
orderDate := time.Unix(allTrades[i].Date, 0)
orderSide := order.Side(strings.ToUpper(allTrades[i].Type))
orders = append(orders, order.Detail{
ID: strconv.FormatInt(allTrades[i].TradeID, 10),
Amount: allTrades[i].Quantity,
OrderDate: orderDate,
Price: allTrades[i].Price,
OrderSide: orderSide,
Exchange: e.Name,
CurrencyPair: symbol,
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersBySide(&orders, req.OrderSide)
return orders, nil
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (e *EXMO) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (e *EXMO) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// GetSubscriptions returns a copied list of subscriptions
func (e *EXMO) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return nil, common.ErrFunctionNotSupported
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (e *EXMO) AuthenticateWebsocket() error {
return common.ErrFunctionNotSupported
}