Files
gocryptotrader/exchanges/poloniex/poloniex_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

216 lines
7.3 KiB
Go

package poloniex
import (
"errors"
"log"
"sync"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/currency/pair"
"github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
)
// Start starts the Poloniex go routine
func (p *Poloniex) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
p.Run()
wg.Done()
}()
}
// Run implements the Poloniex wrapper
func (p *Poloniex) Run() {
if p.Verbose {
log.Printf("%s Websocket: %s (url: %s).\n", p.GetName(), common.IsEnabled(p.Websocket.IsEnabled()), poloniexWebsocketAddress)
log.Printf("%s polling delay: %ds.\n", p.GetName(), p.RESTPollingDelay)
log.Printf("%s %d currencies enabled: %s.\n", p.GetName(), len(p.EnabledPairs), p.EnabledPairs)
}
exchangeCurrencies, err := p.GetExchangeCurrencies()
if err != nil {
log.Printf("%s Failed to get available symbols.\n", p.GetName())
} else {
forceUpdate := false
if common.StringDataCompare(p.AvailablePairs, "BTC_USDT") {
log.Printf("%s contains invalid pair, forcing upgrade of available currencies.\n",
p.GetName())
forceUpdate = true
}
err = p.UpdateCurrencies(exchangeCurrencies, false, forceUpdate)
if err != nil {
log.Printf("%s Failed to update available currencies %s.\n", p.GetName(), err)
}
}
}
// UpdateTicker updates and returns the ticker for a currency pair
func (p *Poloniex) UpdateTicker(currencyPair pair.CurrencyPair, assetType string) (ticker.Price, error) {
var tickerPrice ticker.Price
tick, err := p.GetTicker()
if err != nil {
return tickerPrice, err
}
for _, x := range p.GetEnabledCurrencies() {
var tp ticker.Price
curr := exchange.FormatExchangeCurrency(p.GetName(), x).String()
tp.Pair = x
tp.Ask = tick[curr].LowestAsk
tp.Bid = tick[curr].HighestBid
tp.High = tick[curr].High24Hr
tp.Last = tick[curr].Last
tp.Low = tick[curr].Low24Hr
tp.Volume = tick[curr].BaseVolume
ticker.ProcessTicker(p.GetName(), x, tp, assetType)
}
return ticker.GetTicker(p.Name, currencyPair, assetType)
}
// GetTickerPrice returns the ticker for a currency pair
func (p *Poloniex) GetTickerPrice(currencyPair pair.CurrencyPair, assetType string) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker(p.GetName(), currencyPair, assetType)
if err != nil {
return p.UpdateTicker(currencyPair, assetType)
}
return tickerNew, nil
}
// GetOrderbookEx returns orderbook base on the currency pair
func (p *Poloniex) GetOrderbookEx(currencyPair pair.CurrencyPair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.GetOrderbook(p.GetName(), currencyPair, assetType)
if err != nil {
return p.UpdateOrderbook(currencyPair, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (p *Poloniex) UpdateOrderbook(currencyPair pair.CurrencyPair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := p.GetOrderbook("", 1000)
if err != nil {
return orderBook, err
}
for _, x := range p.GetEnabledCurrencies() {
currency := exchange.FormatExchangeCurrency(p.Name, x).String()
data, ok := orderbookNew.Data[currency]
if !ok {
continue
}
orderBook.Pair = x
var obItems []orderbook.Item
for y := range data.Bids {
obData := data.Bids[y]
obItems = append(obItems, orderbook.Item{Amount: obData.Amount, Price: obData.Price})
}
orderBook.Bids = obItems
obItems = []orderbook.Item{}
for y := range data.Asks {
obData := data.Asks[y]
obItems = append(obItems, orderbook.Item{Amount: obData.Amount, Price: obData.Price})
}
orderBook.Asks = obItems
orderbook.ProcessOrderbook(p.Name, x, orderBook, assetType)
}
return orderbook.GetOrderbook(p.Name, currencyPair, assetType)
}
// GetExchangeAccountInfo retrieves balances for all enabled currencies for the
// Poloniex exchange
func (p *Poloniex) GetExchangeAccountInfo() (exchange.AccountInfo, error) {
var response exchange.AccountInfo
response.ExchangeName = p.GetName()
accountBalance, err := p.GetBalances()
if err != nil {
return response, err
}
for x, y := range accountBalance.Currency {
var exchangeCurrency exchange.AccountCurrencyInfo
exchangeCurrency.CurrencyName = x
exchangeCurrency.TotalValue = y
response.Currencies = append(response.Currencies, exchangeCurrency)
}
return response, nil
}
// GetExchangeFundTransferHistory returns funding history, deposits and
// withdrawals
func (p *Poloniex) 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 (p *Poloniex) GetExchangeHistory(currencyPair 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 (p *Poloniex) SubmitExchangeOrder(currencyPair 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 (p *Poloniex) 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 (p *Poloniex) CancelExchangeOrder(orderID int64) error {
return errors.New("not yet implemented")
}
// CancelAllExchangeOrders cancels all orders associated with a currency pair
func (p *Poloniex) CancelAllExchangeOrders() error {
return errors.New("not yet implemented")
}
// GetExchangeOrderInfo returns information on a current open order
func (p *Poloniex) 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 (p *Poloniex) GetExchangeDepositAddress(cryptocurrency pair.CurrencyItem) (string, error) {
return "", errors.New("not yet implemented")
}
// WithdrawCryptoExchangeFunds returns a withdrawal ID when a withdrawal is
// submitted
func (p *Poloniex) 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 (p *Poloniex) 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 (p *Poloniex) WithdrawFiatExchangeFundsToInternationalBank(currency pair.CurrencyItem, amount float64) (string, error) {
return "", errors.New("not yet implemented")
}
// GetWebsocket returns a pointer to the exchange websocket
func (p *Poloniex) GetWebsocket() (*exchange.Websocket, error) {
return p.Websocket, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (p *Poloniex) GetFeeByType(feeBuilder exchange.FeeBuilder) (float64, error) {
return p.GetFee(feeBuilder)
}