Files
gocryptotrader/exchanges/binance/binance_wrapper.go
Scott e4c443b901 Calculating each exchange's fees (#188)
* Adds some constants for fee types
Adds some fee calculation in an attempt to be generic
Adds fee stuff to Bittrex
Adds fee stuff to bitstamp

* Fixes bitstamp fee calculation

* Tests
Tests all scenarios for GetFeeByType

* Adds method to wrapper
Adds err to response
Checks for err

* Adds support for Bittrex fees

* Adds maker/taker dynamic to fees
Updates tests
Adds bitmex fee support
Removes unused switch case scenarios to not waste space

* Adds bithumb support for fee calculation

* Adds Bitfinex fee support
Adds list of currencies as const strings
Sets up bitflyer

* Fixes arguments

* Greatly expands symbols
Adds Binance fee calculation support
Cleans up previous exchanges

* Fixes errors for fee calculations

* Adds ANX fee support

* Adds btcc fee support
Adds alphapoint fee wrapper support
Renames method to match "enum"
Uses symbols in tests, not inline strings

* Adds support for BTCMarkets fee calculation
Adds new method to retrieve fee amount from BTCMarkets
Adds new fee type struct: FeeBuilder
Updates ANX and BTCMarkets to use new FeeBuilder type struct
Standardises the tests to run when it comes to fee calculation

* Migrates all existing exchange fee to use new feebuilder type struct
Uses standard testing model

* Fixes unit tests

* Updates maker taker fees in test config

* Removes parallel from fee testing

* Removes more parallel from tests

* Adds coinbasepro fee support

* Adds Coinut fee support

* Adds Exmo fee support
Adds maker fee support to coinut
Introduces a type for fees and bank transfers to prevent random strings being used

* Adds partial bitflyer support
Moves bitflyer to feeBuilder struct

* Adds gateio fee support

* Adds Gemini fee support

* Adds hitbtc fee support

* Adds huobi fee support

* Adds HuobiHadax fee support

* Adds itbit fee support

* Adds partial kraken fee support with trading fees

* Finishes basic Kraken fee support

* Adds basic LakeBTC fee support

* Adds basic liqui fee support

* Adds localbitcoins fee support.......

* Adds basic okcoin fee support

* Adds simple OKEX fee support
Adds many new currency symbols
Fixes liqui's fees

* Adds poloniex fee support

* Adds fee support for Yobit

* Adds WEX fee support

* Adds ZB fee support

* Removes bad reference

* Improves accuracy of variable name

* trading fee method names are now consistent

(cherry picked from commit 21c82e8b90cae590cfd73d365d7be39e1a00e973)

* Fixes rebasing issues

* Fixes issues from rebase
Removes "IsTaker" as IsMaker bool can imply taker
Updates tests to actually work.

* Adds a zero to the test

* Fixes bitfinex api endpoints and fixes fee calculations

* Updates btcmarkets trading fee calculation

* Verifies tests with apis for all exchanges except coinbasepro, itbit and bitflyer
Removes taker fee test as taker is default

* Removes redundant all exchange wrapper error checks due to the error checks being redundant

* Addresses review comments:
- Renames variables
- Changes how functions return data
- Fixes typo
2018-10-29 12:32:46 +11:00

202 lines
7.0 KiB
Go

package binance
import (
"errors"
"log"
"sync"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/currency/pair"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
)
// Start starts the OKEX go routine
func (b *Binance) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the OKEX wrapper
func (b *Binance) Run() {
if b.Verbose {
log.Printf("%s Websocket: %s. (url: %s).\n", b.GetName(), common.IsEnabled(b.Websocket.IsEnabled()), b.Websocket.GetWebsocketURL())
log.Printf("%s polling delay: %ds.\n", b.GetName(), b.RESTPollingDelay)
log.Printf("%s %d currencies enabled: %s.\n", b.GetName(), len(b.EnabledPairs), b.EnabledPairs)
}
symbols, err := b.GetExchangeValidCurrencyPairs()
if err != nil {
log.Printf("%s Failed to get exchange info.\n", b.GetName())
} else {
forceUpgrade := false
if !common.StringDataContains(b.EnabledPairs, "-") || !common.StringDataContains(b.AvailablePairs, "-") {
forceUpgrade = true
}
if forceUpgrade {
enabledPairs := []string{"BTC-USDT"}
log.Println("WARNING: Available pairs for Binance reset due to config upgrade, please enable the ones you would like again")
err = b.UpdateCurrencies(enabledPairs, true, true)
if err != nil {
log.Printf("%s Failed to get config.\n", b.GetName())
}
}
err = b.UpdateCurrencies(symbols, false, forceUpgrade)
if err != nil {
log.Printf("%s Failed to get config.\n", b.GetName())
}
}
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Binance) UpdateTicker(p pair.CurrencyPair, assetType string) (ticker.Price, error) {
var tickerPrice ticker.Price
tick, err := b.GetTickers()
if err != nil {
return tickerPrice, err
}
for _, x := range b.GetEnabledCurrencies() {
curr := exchange.FormatExchangeCurrency(b.Name, x)
for y := range tick {
if tick[y].Symbol == curr.String() {
tickerPrice.Pair = x
tickerPrice.Ask = tick[y].AskPrice
tickerPrice.Bid = tick[y].BidPrice
tickerPrice.High = tick[y].HighPrice
tickerPrice.Last = tick[y].LastPrice
tickerPrice.Low = tick[y].LowPrice
tickerPrice.Volume = tick[y].Volume
ticker.ProcessTicker(b.Name, x, tickerPrice, assetType)
}
}
}
return ticker.GetTicker(b.Name, p, assetType)
}
// GetTickerPrice returns the ticker for a currency pair
func (b *Binance) GetTickerPrice(p pair.CurrencyPair, assetType string) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker(b.GetName(), p, assetType)
if err != nil {
return b.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// GetOrderbookEx returns orderbook base on the currency pair
func (b *Binance) GetOrderbookEx(currency pair.CurrencyPair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.GetOrderbook(b.GetName(), currency, assetType)
if err != nil {
return b.UpdateOrderbook(currency, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Binance) UpdateOrderbook(p pair.CurrencyPair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := b.GetOrderBook(OrderBookDataRequestParams{Symbol: exchange.FormatExchangeCurrency(b.Name, p).String(), Limit: 1000})
if err != nil {
return orderBook, err
}
for _, bids := range orderbookNew.Bids {
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: bids.Quantity, Price: bids.Price})
}
for _, asks := range orderbookNew.Asks {
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: asks.Quantity, Price: asks.Price})
}
orderbook.ProcessOrderbook(b.GetName(), p, orderBook, assetType)
return orderbook.GetOrderbook(b.Name, p, assetType)
}
// GetExchangeAccountInfo retrieves balances for all enabled currencies for the
// Bithumb exchange
func (b *Binance) GetExchangeAccountInfo() (exchange.AccountInfo, error) {
var response exchange.AccountInfo
return response, errors.New("not implemented")
}
// GetExchangeFundTransferHistory returns funding history, deposits and
// withdrawals
func (b *Binance) GetExchangeFundTransferHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, errors.New("not supported on exchange")
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (b *Binance) GetExchangeHistory(p pair.CurrencyPair, assetType string) ([]exchange.TradeHistory, error) {
var resp []exchange.TradeHistory
return resp, errors.New("trade history not yet implemented")
}
// SubmitExchangeOrder submits a new order
func (b *Binance) SubmitExchangeOrder(p pair.CurrencyPair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, clientID string) (int64, error) {
return 0, errors.New("not yet implemented")
}
// ModifyExchangeOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Binance) ModifyExchangeOrder(orderID int64, action exchange.ModifyOrder) (int64, error) {
return 0, errors.New("not yet implemented")
}
// CancelExchangeOrder cancels an order by its corresponding ID number
func (b *Binance) CancelExchangeOrder(orderID int64) error {
return errors.New("not yet implemented")
}
// CancelAllExchangeOrders cancels all orders associated with a currency pair
func (b *Binance) CancelAllExchangeOrders() error {
return errors.New("not yet implemented")
}
// GetExchangeOrderInfo returns information on a current open order
func (b *Binance) GetExchangeOrderInfo(orderID int64) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
return orderDetail, errors.New("not yet implemented")
}
// GetExchangeDepositAddress returns a deposit address for a specified currency
func (b *Binance) GetExchangeDepositAddress(cryptocurrency pair.CurrencyItem) (string, error) {
return "", errors.New("not yet implemented")
}
// WithdrawCryptoExchangeFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *Binance) WithdrawCryptoExchangeFunds(address string, cryptocurrency pair.CurrencyItem, amount float64) (string, error) {
return "", errors.New("not yet implemented")
}
// WithdrawFiatExchangeFunds returns a withdrawal ID when a
// withdrawal is submitted
func (b *Binance) WithdrawFiatExchangeFunds(currency pair.CurrencyItem, amount float64) (string, error) {
return "", errors.New("not yet implemented")
}
// WithdrawFiatExchangeFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (b *Binance) WithdrawFiatExchangeFundsToInternationalBank(currency pair.CurrencyItem, amount float64) (string, error) {
return "", errors.New("not yet implemented")
}
// GetWebsocket returns a pointer to the exchange websocket
func (b *Binance) GetWebsocket() (*exchange.Websocket, error) {
return b.Websocket, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *Binance) GetFeeByType(feeBuilder exchange.FeeBuilder) (float64, error) {
return b.GetFee(feeBuilder)
}