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

727 lines
21 KiB
Go

package huobi
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 (h *HUOBI) GetDefaultConfig() (*config.ExchangeConfig, error) {
h.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = h.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = h.BaseCurrencies
err := h.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if h.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = h.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets default values for the exchange
func (h *HUOBI) SetDefaults() {
h.Name = "Huobi"
h.Enabled = true
h.Verbose = true
h.API.CredentialsValidator.RequiresKey = true
h.API.CredentialsValidator.RequiresSecret = true
h.CurrencyPairs = currency.PairsManager{
AssetTypes: asset.Items{
asset.Spot,
},
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Uppercase: false,
},
ConfigFormat: &currency.PairFormat{
Delimiter: "-",
Uppercase: true,
},
}
h.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
CryptoWithdrawal: true,
TradeFee: true,
},
WebsocketCapabilities: protocol.Features{
KlineFetching: true,
OrderbookFetching: true,
TradeFetching: true,
Subscribe: true,
Unsubscribe: true,
AuthenticatedEndpoints: true,
AccountInfo: true,
MessageCorrelation: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithSetup |
exchange.NoFiatWithdrawals,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
h.Requester = request.New(h.Name,
request.NewRateLimit(time.Second*10, huobiAuthRate),
request.NewRateLimit(time.Second*10, huobiUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
h.API.Endpoints.URLDefault = huobiAPIURL
h.API.Endpoints.URL = h.API.Endpoints.URLDefault
h.API.Endpoints.WebsocketURL = wsMarketURL
h.Websocket = wshandler.New()
h.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
h.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
h.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup sets user configuration
func (h *HUOBI) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
h.SetEnabled(false)
return nil
}
err := h.SetupDefaults(exch)
if err != nil {
return err
}
h.API.PEMKeySupport = exch.API.PEMKeySupport
h.API.Credentials.PEMKey = exch.API.Credentials.PEMKey
err = h.Websocket.Setup(
&wshandler.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: wsMarketURL,
ExchangeName: exch.Name,
RunningURL: exch.API.Endpoints.WebsocketURL,
Connector: h.WsConnect,
Subscriber: h.Subscribe,
UnSubscriber: h.Unsubscribe,
Features: &h.Features.Supports.WebsocketCapabilities,
})
if err != nil {
return err
}
h.WebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: h.Name,
URL: wsMarketURL,
ProxyURL: h.Websocket.GetProxyAddress(),
Verbose: h.Verbose,
RateLimit: rateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
}
h.AuthenticatedWebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: h.Name,
URL: wsAccountsOrdersURL,
ProxyURL: h.Websocket.GetProxyAddress(),
Verbose: h.Verbose,
RateLimit: rateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
}
h.Websocket.Orderbook.Setup(
exch.WebsocketOrderbookBufferLimit,
false,
false,
false,
false,
exch.Name)
return nil
}
// Start starts the HUOBI go routine
func (h *HUOBI) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
h.Run()
wg.Done()
}()
}
// Run implements the HUOBI wrapper
func (h *HUOBI) Run() {
if h.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s (url: %s).\n",
h.GetName(),
common.IsEnabled(h.Websocket.IsEnabled()),
wsMarketURL)
h.PrintEnabledPairs()
}
var forceUpdate bool
if common.StringDataContains(h.GetEnabledPairs(asset.Spot).Strings(), "CNY") ||
common.StringDataContains(h.GetAvailablePairs(asset.Spot).Strings(), "CNY") {
forceUpdate = true
}
if common.StringDataContains(h.BaseCurrencies.Strings(), "CNY") {
cfg := config.GetConfig()
exchCfg, err := cfg.GetExchangeConfig(h.Name)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to get exchange config. %s\n",
h.Name,
err)
return
}
exchCfg.BaseCurrencies = currency.Currencies{currency.USD}
h.BaseCurrencies = currency.Currencies{currency.USD}
}
if forceUpdate {
enabledPairs := currency.Pairs{currency.Pair{
Base: currency.BTC.Lower(),
Quote: currency.USDT.Lower(),
Delimiter: "-",
},
}
log.Warn(log.ExchangeSys,
"Available and enabled pairs for Huobi reset due to config upgrade, please enable the ones you would like again")
err := h.UpdatePairs(enabledPairs, asset.Spot, true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update enabled currencies.\n",
h.GetName())
}
}
if !h.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err := h.UpdateTradablePairs(forceUpdate)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
h.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (h *HUOBI) FetchTradablePairs(asset asset.Item) ([]string, error) {
symbols, err := h.GetSymbols()
if err != nil {
return nil, err
}
var pairs []string
for x := range symbols {
if symbols[x].State != "online" {
continue
}
pairs = append(pairs, fmt.Sprintf("%v%v%v",
symbols[x].BaseCurrency,
h.GetPairFormat(asset, false).Delimiter,
symbols[x].QuoteCurrency))
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (h *HUOBI) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := h.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
return h.UpdatePairs(currency.NewPairsFromStrings(pairs),
asset.Spot,
false,
forceUpdate)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (h *HUOBI) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
var tickerPrice ticker.Price
tickers, err := h.GetTickers()
if err != nil {
return tickerPrice, err
}
pairs := h.GetEnabledPairs(assetType)
for i := range pairs {
for j := range tickers.Data {
pairFmt := h.FormatExchangeCurrency(pairs[i], assetType).String()
if pairFmt != tickers.Data[j].Symbol {
continue
}
tickerPrice := ticker.Price{
High: tickers.Data[j].High,
Low: tickers.Data[j].Low,
Volume: tickers.Data[j].Volume,
Open: tickers.Data[j].Open,
Close: tickers.Data[j].Close,
Pair: pairs[i],
}
err = ticker.ProcessTicker(h.GetName(), &tickerPrice, assetType)
if err != nil {
log.Error(log.Ticker, err)
}
}
}
return ticker.GetTicker(h.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (h *HUOBI) FetchTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker(h.GetName(), p, assetType)
if err != nil {
return h.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (h *HUOBI) FetchOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
ob, err := orderbook.Get(h.GetName(), p, assetType)
if err != nil {
return h.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (h *HUOBI) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := h.GetDepth(OrderBookDataRequestParams{
Symbol: h.FormatExchangeCurrency(p, assetType).String(),
Type: OrderBookDataRequestParamsTypeStep1,
})
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Bids {
data := orderbookNew.Bids[x]
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: data[1], Price: data[0]})
}
for x := range orderbookNew.Asks {
data := orderbookNew.Asks[x]
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: data[1], Price: data[0]})
}
orderBook.Pair = p
orderBook.ExchangeName = h.GetName()
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(h.Name, p, assetType)
}
// GetAccountID returns the account ID for trades
func (h *HUOBI) GetAccountID() ([]Account, error) {
acc, err := h.GetAccounts()
if err != nil {
return nil, err
}
if len(acc) < 1 {
return nil, errors.New("no account returned")
}
return acc, nil
}
// GetAccountInfo retrieves balances for all enabled currencies for the
// HUOBI exchange - to-do
func (h *HUOBI) GetAccountInfo() (exchange.AccountInfo, error) {
var info exchange.AccountInfo
info.Exchange = h.GetName()
accounts, err := h.GetAccountID()
if err != nil {
return info, err
}
for i := range accounts {
var acc exchange.Account
acc.ID = strconv.FormatInt(accounts[i].ID, 10)
balances, err := h.GetAccountBalance(acc.ID)
if err != nil {
return info, err
}
var currencyDetails []exchange.AccountCurrencyInfo
for j := range balances {
var frozen bool
if balances[j].Type == "frozen" {
frozen = true
}
var updated bool
for i := range currencyDetails {
if currencyDetails[i].CurrencyName == currency.NewCode(balances[j].Currency) {
if frozen {
currencyDetails[i].Hold = balances[j].Balance
} else {
currencyDetails[i].TotalValue = balances[j].Balance
}
updated = true
}
}
if updated {
continue
}
if frozen {
currencyDetails = append(currencyDetails,
exchange.AccountCurrencyInfo{
CurrencyName: currency.NewCode(balances[j].Currency),
Hold: balances[j].Balance,
})
} else {
currencyDetails = append(currencyDetails,
exchange.AccountCurrencyInfo{
CurrencyName: currency.NewCode(balances[j].Currency),
TotalValue: balances[j].Balance,
})
}
}
acc.Currencies = currencyDetails
info.Accounts = append(info.Accounts, acc)
}
return info, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (h *HUOBI) GetFundingHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (h *HUOBI) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (h *HUOBI) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
accountID, err := strconv.ParseInt(s.ClientID, 10, 64)
if err != nil {
return submitOrderResponse, err
}
var formattedType SpotNewOrderRequestParamsType
var params = SpotNewOrderRequestParams{
Amount: s.Amount,
Source: "api",
Symbol: s.Pair.Lower().String(),
AccountID: int(accountID),
}
switch {
case s.OrderSide == order.Buy && s.OrderType == order.Market:
formattedType = SpotNewOrderRequestTypeBuyMarket
case s.OrderSide == order.Sell && s.OrderType == order.Market:
formattedType = SpotNewOrderRequestTypeSellMarket
case s.OrderSide == order.Buy && s.OrderType == order.Limit:
formattedType = SpotNewOrderRequestTypeBuyLimit
params.Price = s.Price
case s.OrderSide == order.Sell && s.OrderType == order.Limit:
formattedType = SpotNewOrderRequestTypeSellLimit
params.Price = s.Price
}
params.Type = formattedType
response, err := h.SpotNewOrder(params)
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 (h *HUOBI) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (h *HUOBI) CancelOrder(order *order.Cancel) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
}
_, err = h.CancelExistingOrder(orderIDInt)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (h *HUOBI) CancelAllOrders(orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
var cancelAllOrdersResponse order.CancelAllResponse
for _, currency := range h.GetEnabledPairs(asset.Spot) {
resp, err := h.CancelOpenOrdersBatch(orderCancellation.AccountID,
h.FormatExchangeCurrency(currency, asset.Spot).String())
if err != nil {
return cancelAllOrdersResponse, err
}
if resp.Data.FailedCount > 0 {
return cancelAllOrdersResponse,
fmt.Errorf("%v orders failed to cancel",
resp.Data.FailedCount)
}
if resp.Status == "error" {
return cancelAllOrdersResponse, errors.New(resp.ErrorMessage)
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (h *HUOBI) GetOrderInfo(orderID string) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (h *HUOBI) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (h *HUOBI) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoWithdrawRequest) (string, error) {
resp, err := h.Withdraw(withdrawRequest.Currency, withdrawRequest.Address, withdrawRequest.AddressTag, withdrawRequest.Amount, withdrawRequest.FeeAmount)
return strconv.FormatInt(resp, 10), err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (h *HUOBI) WithdrawFiatFunds(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (h *HUOBI) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (h *HUOBI) GetWebsocket() (*wshandler.Websocket, error) {
return h.Websocket, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (h *HUOBI) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !h.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return h.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (h *HUOBI) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
if len(req.Currencies) == 0 {
return nil, errors.New("currency must be supplied")
}
side := ""
if req.OrderSide == order.AnySide || req.OrderSide == "" {
side = ""
} else if req.OrderSide == order.Sell {
side = strings.ToLower(string(req.OrderSide))
}
var orders []order.Detail
for i := range req.Currencies {
resp, err := h.GetOpenOrders(h.API.Credentials.ClientID,
req.Currencies[i].Lower().String(),
side,
500)
if err != nil {
return nil, err
}
for i := range resp {
orderDetail := order.Detail{
ID: strconv.FormatInt(int64(resp[i].ID), 10),
Price: resp[i].Price,
Amount: resp[i].Amount,
CurrencyPair: req.Currencies[i],
Exchange: h.Name,
ExecutedAmount: resp[i].FilledAmount,
OrderDate: time.Unix(0, resp[i].CreatedAt*int64(time.Millisecond)),
Status: order.Status(resp[i].State),
AccountID: strconv.FormatFloat(resp[i].AccountID, 'f', -1, 64),
Fee: resp[i].FilledFees,
}
setOrderSideAndType(resp[i].Type, &orderDetail)
orders = append(orders, orderDetail)
}
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (h *HUOBI) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
if len(req.Currencies) == 0 {
return nil, errors.New("currency must be supplied")
}
states := "partial-canceled,filled,canceled"
var orders []order.Detail
for i := range req.Currencies {
resp, err := h.GetOrders(req.Currencies[i].Lower().String(),
"",
"",
"",
states,
"",
"",
"")
if err != nil {
return nil, err
}
for i := range resp {
orderDetail := order.Detail{
ID: strconv.FormatInt(int64(resp[i].ID), 10),
Price: resp[i].Price,
Amount: resp[i].Amount,
CurrencyPair: req.Currencies[i],
Exchange: h.Name,
ExecutedAmount: resp[i].FilledAmount,
OrderDate: time.Unix(0, resp[i].CreatedAt*int64(time.Millisecond)),
Status: order.Status(resp[i].State),
AccountID: strconv.FormatFloat(resp[i].AccountID, 'f', -1, 64),
Fee: resp[i].FilledFees,
}
setOrderSideAndType(resp[i].Type, &orderDetail)
orders = append(orders, orderDetail)
}
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
return orders, nil
}
func setOrderSideAndType(requestType string, orderDetail *order.Detail) {
switch SpotNewOrderRequestParamsType(requestType) {
case SpotNewOrderRequestTypeBuyMarket:
orderDetail.OrderSide = order.Buy
orderDetail.OrderType = order.Market
case SpotNewOrderRequestTypeSellMarket:
orderDetail.OrderSide = order.Sell
orderDetail.OrderType = order.Market
case SpotNewOrderRequestTypeBuyLimit:
orderDetail.OrderSide = order.Buy
orderDetail.OrderType = order.Limit
case SpotNewOrderRequestTypeSellLimit:
orderDetail.OrderSide = order.Sell
orderDetail.OrderType = order.Limit
}
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (h *HUOBI) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
h.Websocket.SubscribeToChannels(channels)
return nil
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (h *HUOBI) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
h.Websocket.RemoveSubscribedChannels(channels)
return nil
}
// GetSubscriptions returns a copied list of subscriptions
func (h *HUOBI) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return h.Websocket.GetSubscriptions(), nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (h *HUOBI) AuthenticateWebsocket() error {
return h.wsLogin()
}