Files
gocryptotrader/exchanges/zb/zb.go
Scott 6a15ecc65c OKEX/OKCoin API combine via OKGroup (#252)
* Initial commit

* Successful authenticated request implementation.

* Removes data from okcoin, okex. Implements some account okgroup endpoints. Adds tests

* Finishes account API endpoint implementations.

* Implements and adds tests for the following okgroup v3 API endpoints: GetSpotTradingAccounts, GetSpotTradingAccountForCurrency, GetSpotBillDetailsForCurrency, PlaceSpotOrder, PlaceMultipleSpotOrders, CancelSpotOrder, CancelMultipleSpotOrders, GetSpotOrders, GetSpotOpenOrders, GetSpotOrder, GetSpotTransactionDetails, GetSpotTokenPairDetails, GetSpotOrderBook, GetSpotAllTokenPairsInformation, GetSpotAllTokenPairsInformationForCurrency, GetSpotFilledOrdersInformation, GetSpotMarketData

* Implements and adds tests for all margin api endpoints: GetMarginTradingAccounts, GetMarginTradingAccountsForCurrency, GetMarginBillDetails, GetMarginAccountSettings, GetMarginLoanHistory, OpenMarginLoan, RepayMarginLoan, PlaceMarginOrder, PlaceMultipleMarginOrders, CancelMarginOrder, CancelMultipleMarginOrders, GetMarginOrders, GetMarginOpenOrders, GetMarginOrder, GetMarginTransactionDetails. Simplifies some Spot endpoints combining ForCurrency funcs where possible

* Adds all 29 Futures endpoints with tests. Updates comments and naming conventions. Adds standard realordertest func. Adds ability to make public API requests. Adds test purpose comments

* Adds 29 endpoints for SWAP API support. Adds tests for each endpoint. Declares response variables in function declaration. Simplifies URL parameter formatting

* Adds all ETT endpoints with tests

* Creates OKCoin and OKEX struct types. Moves okgroup tests to okcoin and okex exchanges. Updates withdraw fee calculation. Updates exchange.go exchange declaration to point to new types. Streamlines wrapper tests. Begins websocket integration

* Rebase fixes

* Deletes okcoin_types.go, okcoin_wrapper.go, okex_types.go, okex_wrapper.go. Combines okex,okcoin wrappers in okgroup_wrapper.go. Removes boilerplate url.values with new request struct type parsing. Adds github.com/google/go-querystring to go modules. Replaces USDT with USD for OKCoin tests. Moves OKEX specific endpoints (futures, swap & ett) to okex.go. Fixes recieving receiving again

* Maps the wrapper

* Parses json into time.Time instead of string + conversion

* Renames websocket.SetEnabled to websocket.SetWsStatusAndConnection. Maps main spot websocket functions for okgroup. Adds some basic ws tests

* Updates websocket default URLS, adds checksum tests, removes setdefaults from okgroup, adds WebsocketDataWrapper to wrap all okgroup websocket data responses, handles spot, swap, index and futures ticker, candle, trade, orderbook, funding fee websocket responses. Partially implements checksum validation on orderbook data. Fixes all linting issues

* Handles the calculation of okgroup websocket checksums. Adds tests

* Now all orderbook checksums are validated. Cleans up implementations and removes invalid checksum calculator functions. Adds function to parse ordertype. Puts verbose logs behind verbose check

* Removes parallel from okgroup tests. Removes unused code. Adds GetWsChannelWithoutOrderType. Improves handling of WS data types. Adds types for more ws channels. Simplifies update orderbook handling

* updates btse func name

* linting

* Fixes websocket connection issue with tests. Removes test verbosity

* Updates checksum calculation to handle more than 7 decimal places. Adds rate limiters. Uses != "" instead of len > 0. Adds new test to handle checksum calculation with 8 decimal places.

* Removes logging. Fixes orderbook wrapper references

* Adds slightly more robust resubscribe func. Adds websocket tests that can detect websocket errors

* Fixes linting issues

* Adds new WS func IsConnected() to expose ws status. Tests protect against channel timeout

* Adds test comments. Fixes parallel issues for futures tests

* Fixes error output for wrapper function
2019-03-18 15:18:36 +11:00

501 lines
14 KiB
Go

package zb
import (
"encoding/json"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"strings"
"time"
"github.com/gorilla/websocket"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/config"
"github.com/thrasher-/gocryptotrader/currency/pair"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/request"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
log "github.com/thrasher-/gocryptotrader/logger"
)
const (
zbTradeURL = "http://api.zb.com/data"
zbMarketURL = "https://trade.zb.com/api"
zbAPIVersion = "v1"
zbAccountInfo = "getAccountInfo"
zbMarkets = "markets"
zbKline = "kline"
zbOrder = "order"
zbCancelOrder = "cancelOrder"
zbTicker = "ticker"
zbTickers = "allTicker"
zbDepth = "depth"
zbUnfinishedOrdersIgnoreTradeType = "getUnfinishedOrdersIgnoreTradeType"
zbGetOrdersGet = "getOrders"
zbWithdraw = "withdraw"
zbDepositAddress = "getUserAddress"
zbAuthRate = 100
zbUnauthRate = 100
)
// ZB is the overarching type across this package
// 47.91.169.147 api.zb.com
// 47.52.55.212 trade.zb.com
type ZB struct {
WebsocketConn *websocket.Conn
exchange.Base
}
// SetDefaults sets default values for the exchange
func (z *ZB) SetDefaults() {
z.Name = "ZB"
z.Enabled = false
z.Fee = 0
z.Verbose = false
z.RESTPollingDelay = 10
z.APIWithdrawPermissions = exchange.AutoWithdrawCrypto |
exchange.NoFiatWithdrawals
z.RequestCurrencyPairFormat.Delimiter = "_"
z.RequestCurrencyPairFormat.Uppercase = false
z.ConfigCurrencyPairFormat.Delimiter = "_"
z.ConfigCurrencyPairFormat.Uppercase = true
z.AssetTypes = []string{ticker.Spot}
z.SupportsAutoPairUpdating = true
z.SupportsRESTTickerBatching = true
z.Requester = request.New(z.Name,
request.NewRateLimit(time.Second*10, zbAuthRate),
request.NewRateLimit(time.Second*10, zbUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
z.APIUrlDefault = zbTradeURL
z.APIUrl = z.APIUrlDefault
z.APIUrlSecondaryDefault = zbMarketURL
z.APIUrlSecondary = z.APIUrlSecondaryDefault
z.WebsocketInit()
z.Websocket.Functionality = exchange.WebsocketTickerSupported |
exchange.WebsocketOrderbookSupported |
exchange.WebsocketTradeDataSupported
}
// Setup sets user configuration
func (z *ZB) Setup(exch config.ExchangeConfig) {
if !exch.Enabled {
z.SetEnabled(false)
} else {
z.Enabled = true
z.AuthenticatedAPISupport = exch.AuthenticatedAPISupport
z.SetAPIKeys(exch.APIKey, exch.APISecret, "", false)
z.APIAuthPEMKey = exch.APIAuthPEMKey
z.SetHTTPClientTimeout(exch.HTTPTimeout)
z.SetHTTPClientUserAgent(exch.HTTPUserAgent)
z.RESTPollingDelay = exch.RESTPollingDelay
z.Verbose = exch.Verbose
z.Websocket.SetWsStatusAndConnection(exch.Websocket)
z.BaseCurrencies = common.SplitStrings(exch.BaseCurrencies, ",")
z.AvailablePairs = common.SplitStrings(exch.AvailablePairs, ",")
z.EnabledPairs = common.SplitStrings(exch.EnabledPairs, ",")
err := z.SetCurrencyPairFormat()
if err != nil {
log.Fatal(err)
}
err = z.SetAssetTypes()
if err != nil {
log.Fatal(err)
}
err = z.SetAutoPairDefaults()
if err != nil {
log.Fatal(err)
}
err = z.SetAPIURL(exch)
if err != nil {
log.Fatal(err)
}
err = z.SetClientProxyAddress(exch.ProxyAddress)
if err != nil {
log.Fatal(err)
}
err = z.WebsocketSetup(z.WsConnect,
exch.Name,
exch.Websocket,
zbWebsocketAPI,
exch.WebsocketURL)
if err != nil {
log.Fatal(err)
}
}
}
// SpotNewOrder submits an order to ZB
func (z *ZB) SpotNewOrder(arg SpotNewOrderRequestParams) (int64, error) {
var result SpotNewOrderResponse
vals := url.Values{}
vals.Set("accesskey", z.APIKey)
vals.Set("method", "order")
vals.Set("amount", strconv.FormatFloat(arg.Amount, 'f', -1, 64))
vals.Set("currency", arg.Symbol)
vals.Set("price", strconv.FormatFloat(arg.Price, 'f', -1, 64))
vals.Set("tradeType", string(arg.Type))
err := z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &result)
if err != nil {
return 0, err
}
if result.Code != 1000 {
return 0, fmt.Errorf("unsucessful new order, message: %s code: %d", result.Message, result.Code)
}
newOrderID, err := strconv.ParseInt(result.ID, 10, 64)
if err != nil {
return 0, err
}
return newOrderID, nil
}
// CancelExistingOrder cancels an order
func (z *ZB) CancelExistingOrder(orderID int64, symbol string) error {
type response struct {
Code int `json:"code"` // Result code
Message string `json:"message"` // Result Message
}
vals := url.Values{}
vals.Set("accesskey", z.APIKey)
vals.Set("method", "cancelOrder")
vals.Set("id", strconv.FormatInt(orderID, 10))
vals.Set("currency", symbol)
var result response
err := z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &result)
if err != nil {
return err
}
if result.Code != 1000 {
return errors.New(result.Message)
}
return nil
}
// GetAccountInformation returns account information including coin information
// and pricing
func (z *ZB) GetAccountInformation() (AccountsResponse, error) {
var result AccountsResponse
vals := url.Values{}
vals.Set("accesskey", z.APIKey)
vals.Set("method", "getAccountInfo")
return result, z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &result)
}
// GetUnfinishedOrdersIgnoreTradeType returns unfinished orders
func (z *ZB) GetUnfinishedOrdersIgnoreTradeType(currency string, pageindex, pagesize int64) ([]Order, error) {
var result []Order
vals := url.Values{}
vals.Set("accesskey", z.APIKey)
vals.Set("method", zbUnfinishedOrdersIgnoreTradeType)
vals.Set("currency", currency)
vals.Set("pageIndex", strconv.FormatInt(pageindex, 10))
vals.Set("pageSize", strconv.FormatInt(pagesize, 10))
err := z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &result)
return result, err
}
// GetOrders returns finished orders
func (z *ZB) GetOrders(currency string, pageindex, side int64) ([]Order, error) {
var response []Order
vals := url.Values{}
vals.Set("accesskey", z.APIKey)
vals.Set("method", zbGetOrdersGet)
vals.Set("currency", currency)
vals.Set("pageIndex", strconv.FormatInt(pageindex, 10))
vals.Set("tradeType", strconv.FormatInt(side, 10))
return response, z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &response)
}
// GetMarkets returns market information including pricing, symbols and
// each symbols decimal precision
func (z *ZB) GetMarkets() (map[string]MarketResponseItem, error) {
endpoint := fmt.Sprintf("%s/%s/%s", z.APIUrl, zbAPIVersion, zbMarkets)
var res interface{}
err := z.SendHTTPRequest(endpoint, &res)
if err != nil {
return nil, err
}
list := res.(map[string]interface{})
result := map[string]MarketResponseItem{}
for k, v := range list {
item := v.(map[string]interface{})
result[k] = MarketResponseItem{
AmountScale: item["amountScale"].(float64),
PriceScale: item["priceScale"].(float64),
}
}
return result, nil
}
// GetLatestSpotPrice returns latest spot price of symbol
//
// symbol: string of currency pair
// 获取最新价格
func (z *ZB) GetLatestSpotPrice(symbol string) (float64, error) {
res, err := z.GetTicker(symbol)
if err != nil {
return 0, err
}
return res.Ticker.Last, nil
}
// GetTicker returns a ticker for a given symbol
func (z *ZB) GetTicker(symbol string) (TickerResponse, error) {
urlPath := fmt.Sprintf("%s/%s/%s?market=%s", z.APIUrl, zbAPIVersion, zbTicker, symbol)
var res TickerResponse
err := z.SendHTTPRequest(urlPath, &res)
return res, err
}
// GetTickers returns ticker data for all supported symbols
func (z *ZB) GetTickers() (map[string]TickerChildResponse, error) {
urlPath := fmt.Sprintf("%s/%s/%s", z.APIUrl, zbAPIVersion, zbTickers)
resp := make(map[string]TickerChildResponse)
err := z.SendHTTPRequest(urlPath, &resp)
return resp, err
}
// GetOrderbook returns the orderbook for a given symbol
func (z *ZB) GetOrderbook(symbol string) (OrderbookResponse, error) {
urlPath := fmt.Sprintf("%s/%s/%s?market=%s", z.APIUrl, zbAPIVersion, zbDepth, symbol)
var res OrderbookResponse
err := z.SendHTTPRequest(urlPath, &res)
if err != nil {
return res, err
}
// reverse asks data
var data [][]float64
for x := len(res.Asks) - 1; x != 0; x-- {
data = append(data, res.Asks[x])
}
res.Asks = data
return res, nil
}
// GetSpotKline returns Kline data
func (z *ZB) GetSpotKline(arg KlinesRequestParams) (KLineResponse, error) {
vals := url.Values{}
vals.Set("type", string(arg.Type))
vals.Set("market", arg.Symbol)
if arg.Since != "" {
vals.Set("since", arg.Since)
}
if arg.Size != 0 {
vals.Set("size", fmt.Sprintf("%d", arg.Size))
}
urlPath := fmt.Sprintf("%s/%s/%s?%s", z.APIUrl, zbAPIVersion, zbKline, vals.Encode())
var res KLineResponse
var rawKlines map[string]interface{}
err := z.SendHTTPRequest(urlPath, &rawKlines)
if err != nil {
return res, err
}
if rawKlines == nil || rawKlines["symbol"] == nil {
return res, errors.New("zb GetSpotKline rawKlines is nil")
}
res.Symbol = rawKlines["symbol"].(string)
res.MoneyType = rawKlines["moneyType"].(string)
rawKlineDatasString, _ := json.Marshal(rawKlines["data"].([]interface{}))
rawKlineDatas := [][]interface{}{}
if err := json.Unmarshal(rawKlineDatasString, &rawKlineDatas); err != nil {
return res, errors.New("zb rawKlines unmarshal failed")
}
for _, k := range rawKlineDatas {
ot, err := common.TimeFromUnixTimestampFloat(k[0])
if err != nil {
return res, errors.New("zb cannot parse Kline.OpenTime")
}
res.Data = append(res.Data, &KLineResponseData{
ID: k[0].(float64),
KlineTime: ot,
Open: k[1].(float64),
High: k[2].(float64),
Low: k[3].(float64),
Close: k[4].(float64),
Volume: k[5].(float64),
})
}
return res, nil
}
// GetCryptoAddress fetches and returns the deposit address
// NOTE - PLEASE BE AWARE THAT YOU NEED TO GENERATE A DEPOSIT ADDRESS VIA
// LOGGING IN AND NOT BY USING THIS ENDPOINT OTHERWISE THIS WILL GIVE YOU A
// GENERAL ERROR RESPONSE.
func (z *ZB) GetCryptoAddress(currency pair.CurrencyItem) (UserAddress, error) {
var resp UserAddress
vals := url.Values{}
vals.Set("method", zbDepositAddress)
vals.Set("currency", currency.Lower().String())
return resp,
z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &resp)
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (z *ZB) SendHTTPRequest(path string, result interface{}) error {
return z.SendPayload(http.MethodGet, path, nil, nil, result, false, z.Verbose)
}
// SendAuthenticatedHTTPRequest sends authenticated requests to the zb API
func (z *ZB) SendAuthenticatedHTTPRequest(httpMethod string, params url.Values, result interface{}) error {
if !z.AuthenticatedAPISupport {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet, z.Name)
}
params.Set("accesskey", z.APIKey)
hmac := common.GetHMAC(common.HashMD5,
[]byte(params.Encode()),
[]byte(common.Sha1ToHex(z.APISecret)))
params.Set("reqTime", fmt.Sprintf("%d", common.UnixMillis(time.Now())))
params.Set("sign", fmt.Sprintf("%x", hmac))
urlPath := fmt.Sprintf("%s/%s?%s",
z.APIUrlSecondary,
params.Get("method"),
params.Encode())
var intermediary json.RawMessage
errCap := struct {
Code int64 `json:"code"`
Message string `json:"message"`
}{}
err := z.SendPayload(httpMethod,
urlPath,
nil,
strings.NewReader(""),
&intermediary,
true,
z.Verbose)
if err != nil {
return err
}
err = common.JSONDecode(intermediary, &errCap)
if err == nil {
if errCap.Code != 0 {
return fmt.Errorf("sendAuthenticatedHTTPRequest error code: %d message %s",
errCap.Code,
errorCode[errCap.Code])
}
}
return common.JSONDecode(intermediary, result)
}
// GetFee returns an estimate of fee based on type of transaction
func (z *ZB) GetFee(feeBuilder exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
case exchange.CryptocurrencyWithdrawalFee:
fee = getWithdrawalFee(feeBuilder.FirstCurrency)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
func calculateTradingFee(purchasePrice, amount float64) (fee float64) {
fee = 0.002
return fee * amount * purchasePrice
}
func getWithdrawalFee(currency string) float64 {
return WithdrawalFees[currency]
}
var errorCode = map[int64]string{
1000: "Successful call",
1001: "General error message",
1002: "internal error",
1003: "Verification failed",
1004: "Financial security password lock",
1005: "The fund security password is incorrect. Please confirm and re-enter.",
1006: "Real-name certification is awaiting review or review",
1009: "This interface is being maintained",
1010: "Not open yet",
1012: "Insufficient permissions",
1013: "Can not trade, if you have any questions, please contact online customer service",
1014: "Cannot be sold during the pre-sale period",
2002: "Insufficient balance in Bitcoin account",
2003: "Insufficient balance of Litecoin account",
2005: "Insufficient balance in Ethereum account",
2006: "Insufficient balance in ETC currency account",
2007: "Insufficient balance of BTS currency account",
2009: "Insufficient account balance",
3001: "Pending order not found",
3002: "Invalid amount",
3003: "Invalid quantity",
3004: "User does not exist",
3005: "Invalid parameter",
3006: "Invalid IP or inconsistent with the bound IP",
3007: "Request time has expired",
3008: "Transaction history not found",
4001: "API interface is locked",
4002: "Request too frequently",
}
// Withdraw transfers funds
func (z *ZB) Withdraw(currency, address, safepassword string, amount, fees float64, itransfer bool) (string, error) {
type response struct {
Code int `json:"code"` // Result code
Message string `json:"message"` // Result Message
ID string `json:"id"` // Withdrawal ID
}
vals := url.Values{}
vals.Set("accesskey", z.APIKey)
vals.Set("amount", fmt.Sprintf("%v", amount))
vals.Set("currency", currency)
vals.Set("fees", fmt.Sprintf("%v", fees))
vals.Set("itransfer", fmt.Sprintf("%v", itransfer))
vals.Set("method", "withdraw")
vals.Set("recieveAddr", address)
vals.Set("safePwd", safepassword)
var resp response
err := z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &resp)
if err != nil {
return "", err
}
if resp.Code != 1000 {
return "", errors.New(resp.Message)
}
return resp.ID, nil
}