mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +00:00
* Initial implementation of HTTP mock testing framework Convert to VCR testing server. Segregate live testing via build tags. Converted Binance to VCR server Convert Bitstamp to VCR mocking tests Added VCR mock testing for localbitcoins * Add server generation for concurrent testing * Fix linter issues * Fix linter issue * fix race - potentially * revert auto assigning of host vals * Fix requested changes * Adds mock testing for ANX Switch to using TestMain functionality Added cron job usage for travis-ci to live testing Added appveyor scheduled build check for live testing * WOOPS * silly correction * Fixes fantastic linter issues * fixed another whoopsie * WOOO! * Adds gemini mock testing with additional fixes * Add docs and sharedvalue * Added tls using httptest package * Fixed issues * added explicit mock recording reference to error * Fix requested changes * strip port from mock files as they are not needed on tls server * Change incorrect names * fix requested changes * lbank update * Fix another issue * Updated readme
1198 lines
37 KiB
Go
1198 lines
37 KiB
Go
package exchange
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import (
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"errors"
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"fmt"
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"net/http"
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"net/url"
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"sort"
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"strings"
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"sync"
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"time"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
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log "github.com/thrasher-corp/gocryptotrader/logger"
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)
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const (
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warningBase64DecryptSecretKeyFailed = "exchange %s unable to base64 decode secret key.. Disabling Authenticated API support" // nolint:gosec
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// WarningAuthenticatedRequestWithoutCredentialsSet error message for authenticated request without credentials set
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WarningAuthenticatedRequestWithoutCredentialsSet = "exchange %s authenticated HTTP request called but not supported due to unset/default API keys"
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// ErrExchangeNotFound is a stand for an error message
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ErrExchangeNotFound = "exchange not found in dataset"
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// DefaultHTTPTimeout is the default HTTP/HTTPS Timeout for exchange requests
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DefaultHTTPTimeout = time.Second * 15
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// DefaultWebsocketResponseCheckTimeout is the default delay in checking for an expected websocket response
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DefaultWebsocketResponseCheckTimeout = time.Millisecond * 30
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// DefaultWebsocketResponseMaxLimit is the default max wait for an expected websocket response before a timeout
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DefaultWebsocketResponseMaxLimit = time.Second * 7
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// DefaultWebsocketOrderbookBufferLimit is the maximum number of orderbook updates that get stored before being applied
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DefaultWebsocketOrderbookBufferLimit = 5
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)
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// FeeType custom type for calculating fees based on method
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type FeeType uint8
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// Const declarations for fee types
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const (
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BankFee FeeType = iota
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InternationalBankDepositFee
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InternationalBankWithdrawalFee
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CryptocurrencyTradeFee
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CyptocurrencyDepositFee
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CryptocurrencyWithdrawalFee
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OfflineTradeFee
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)
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// InternationalBankTransactionType custom type for calculating fees based on fiat transaction types
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type InternationalBankTransactionType uint8
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// Const declarations for international transaction types
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const (
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WireTransfer InternationalBankTransactionType = iota
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PerfectMoney
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Neteller
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AdvCash
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Payeer
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Skrill
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Simplex
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SEPA
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Swift
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RapidTransfer
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MisterTangoSEPA
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Qiwi
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VisaMastercard
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WebMoney
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Capitalist
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WesternUnion
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MoneyGram
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Contact
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)
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// SubmitOrderResponse is what is returned after submitting an order to an
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// exchange
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type SubmitOrderResponse struct {
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IsOrderPlaced bool
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OrderID string
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}
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// FeeBuilder is the type which holds all parameters required to calculate a fee
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// for an exchange
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type FeeBuilder struct {
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IsMaker bool
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PurchasePrice float64
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Amount float64
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FeeType FeeType
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FiatCurrency currency.Code
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BankTransactionType InternationalBankTransactionType
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Pair currency.Pair
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}
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// OrderCancellation type required when requesting to cancel an order
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type OrderCancellation struct {
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AccountID string
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OrderID string
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WalletAddress string
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Side OrderSide
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CurrencyPair currency.Pair
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}
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// WithdrawRequest used for wrapper crypto and FIAT withdraw methods
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type WithdrawRequest struct {
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// General withdraw information
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Description string
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OneTimePassword int64
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AccountID string
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PIN int64
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TradePassword string
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Amount float64
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Currency currency.Code
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// Crypto related information
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Address string
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AddressTag string
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FeeAmount float64
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// FIAT related information
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BankAccountName string
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BankAccountNumber float64
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BankName string
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BankAddress string
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BankCity string
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BankCountry string
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BankPostalCode string
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SwiftCode string
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IBAN string
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BankCode float64
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IsExpressWire bool
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// Intermediary bank information
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RequiresIntermediaryBank bool
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IntermediaryBankAccountNumber float64
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IntermediaryBankName string
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IntermediaryBankAddress string
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IntermediaryBankCity string
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IntermediaryBankCountry string
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IntermediaryBankPostalCode string
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IntermediarySwiftCode string
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IntermediaryBankCode float64
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IntermediaryIBAN string
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WireCurrency string
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}
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// Definitions for each type of withdrawal method for a given exchange
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const (
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// No withdraw
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NoAPIWithdrawalMethods uint32 = 0
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NoAPIWithdrawalMethodsText string = "NONE, WEBSITE ONLY"
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AutoWithdrawCrypto uint32 = (1 << 0)
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AutoWithdrawCryptoWithAPIPermission uint32 = (1 << 1)
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AutoWithdrawCryptoWithSetup uint32 = (1 << 2)
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AutoWithdrawCryptoText string = "AUTO WITHDRAW CRYPTO"
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AutoWithdrawCryptoWithAPIPermissionText string = "AUTO WITHDRAW CRYPTO WITH API PERMISSION"
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AutoWithdrawCryptoWithSetupText string = "AUTO WITHDRAW CRYPTO WITH SETUP"
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WithdrawCryptoWith2FA uint32 = (1 << 3)
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WithdrawCryptoWithSMS uint32 = (1 << 4)
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WithdrawCryptoWithEmail uint32 = (1 << 5)
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WithdrawCryptoWithWebsiteApproval uint32 = (1 << 6)
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WithdrawCryptoWithAPIPermission uint32 = (1 << 7)
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WithdrawCryptoWith2FAText string = "WITHDRAW CRYPTO WITH 2FA"
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WithdrawCryptoWithSMSText string = "WITHDRAW CRYPTO WITH SMS"
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WithdrawCryptoWithEmailText string = "WITHDRAW CRYPTO WITH EMAIL"
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WithdrawCryptoWithWebsiteApprovalText string = "WITHDRAW CRYPTO WITH WEBSITE APPROVAL"
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WithdrawCryptoWithAPIPermissionText string = "WITHDRAW CRYPTO WITH API PERMISSION"
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AutoWithdrawFiat uint32 = (1 << 8)
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AutoWithdrawFiatWithAPIPermission uint32 = (1 << 9)
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AutoWithdrawFiatWithSetup uint32 = (1 << 10)
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AutoWithdrawFiatText string = "AUTO WITHDRAW FIAT"
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AutoWithdrawFiatWithAPIPermissionText string = "AUTO WITHDRAW FIAT WITH API PERMISSION"
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AutoWithdrawFiatWithSetupText string = "AUTO WITHDRAW FIAT WITH SETUP"
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WithdrawFiatWith2FA uint32 = (1 << 11)
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WithdrawFiatWithSMS uint32 = (1 << 12)
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WithdrawFiatWithEmail uint32 = (1 << 13)
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WithdrawFiatWithWebsiteApproval uint32 = (1 << 14)
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WithdrawFiatWithAPIPermission uint32 = (1 << 15)
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WithdrawFiatWith2FAText string = "WITHDRAW FIAT WITH 2FA"
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WithdrawFiatWithSMSText string = "WITHDRAW FIAT WITH SMS"
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WithdrawFiatWithEmailText string = "WITHDRAW FIAT WITH EMAIL"
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WithdrawFiatWithWebsiteApprovalText string = "WITHDRAW FIAT WITH WEBSITE APPROVAL"
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WithdrawFiatWithAPIPermissionText string = "WITHDRAW FIAT WITH API PERMISSION"
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WithdrawCryptoViaWebsiteOnly uint32 = (1 << 16)
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WithdrawFiatViaWebsiteOnly uint32 = (1 << 17)
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WithdrawCryptoViaWebsiteOnlyText string = "WITHDRAW CRYPTO VIA WEBSITE ONLY"
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WithdrawFiatViaWebsiteOnlyText string = "WITHDRAW FIAT VIA WEBSITE ONLY"
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NoFiatWithdrawals uint32 = (1 << 18)
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NoFiatWithdrawalsText string = "NO FIAT WITHDRAWAL"
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UnknownWithdrawalTypeText string = "UNKNOWN"
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RestAuthentication uint8 = 0
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WebsocketAuthentication uint8 = 1
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)
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// AccountInfo is a Generic type to hold each exchange's holdings in
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// all enabled currencies
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type AccountInfo struct {
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Exchange string
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Accounts []Account
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}
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// Account defines a singular account type with asocciated currencies
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type Account struct {
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ID string
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Currencies []AccountCurrencyInfo
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}
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// AccountCurrencyInfo is a sub type to store currency name and value
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type AccountCurrencyInfo struct {
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CurrencyName currency.Code
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TotalValue float64
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Hold float64
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}
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// TradeHistory holds exchange history data
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type TradeHistory struct {
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Timestamp time.Time
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TID int64
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Price float64
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Amount float64
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Exchange string
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Type string
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Fee float64
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Description string
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}
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// OrderDetail holds order detail data
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type OrderDetail struct {
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Exchange string
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AccountID string
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ID string
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CurrencyPair currency.Pair
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OrderSide OrderSide
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OrderType OrderType
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OrderDate time.Time
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Status string
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Price float64
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Amount float64
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ExecutedAmount float64
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RemainingAmount float64
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Fee float64
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Trades []TradeHistory
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}
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// FundHistory holds exchange funding history data
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type FundHistory struct {
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ExchangeName string
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Status string
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TransferID string
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Description string
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Timestamp time.Time
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Currency string
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Amount float64
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Fee float64
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TransferType string
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CryptoToAddress string
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CryptoFromAddress string
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CryptoTxID string
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BankTo string
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BankFrom string
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}
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// Base stores the individual exchange information
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type Base struct {
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Name string
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Enabled bool
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Verbose bool
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RESTPollingDelay time.Duration
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WebsocketResponseCheckTimeout time.Duration
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WebsocketResponseMaxLimit time.Duration
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WebsocketOrderbookBufferLimit int64
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AuthenticatedAPISupport bool
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AuthenticatedWebsocketAPISupport bool
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APIWithdrawPermissions uint32
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APIAuthPEMKeySupport bool
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APISecret, APIKey, APIAuthPEMKey, ClientID string
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TakerFee, MakerFee, Fee float64
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BaseCurrencies currency.Currencies
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AvailablePairs currency.Pairs
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EnabledPairs currency.Pairs
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AssetTypes []string
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PairsLastUpdated int64
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SupportsAutoPairUpdating bool
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SupportsRESTTickerBatching bool
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HTTPTimeout time.Duration
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HTTPUserAgent string
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HTTPDebugging bool
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HTTPRecording bool
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WebsocketURL string
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APIUrl string
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APIUrlDefault string
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APIUrlSecondary string
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APIUrlSecondaryDefault string
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RequestCurrencyPairFormat config.CurrencyPairFormatConfig
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ConfigCurrencyPairFormat config.CurrencyPairFormatConfig
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Websocket *wshandler.Websocket
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*request.Requester
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}
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// IBotExchange enforces standard functions for all exchanges supported in
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// GoCryptoTrader
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type IBotExchange interface {
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Setup(exch *config.ExchangeConfig)
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Start(wg *sync.WaitGroup)
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SetDefaults()
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GetName() string
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IsEnabled() bool
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SetEnabled(bool)
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GetTickerPrice(currency currency.Pair, assetType string) (ticker.Price, error)
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UpdateTicker(currency currency.Pair, assetType string) (ticker.Price, error)
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GetOrderbookEx(currency currency.Pair, assetType string) (orderbook.Base, error)
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UpdateOrderbook(currency currency.Pair, assetType string) (orderbook.Base, error)
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GetEnabledCurrencies() currency.Pairs
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GetAvailableCurrencies() currency.Pairs
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GetAssetTypes() []string
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GetAccountInfo() (AccountInfo, error)
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GetAuthenticatedAPISupport(endpoint uint8) bool
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SetCurrencies(pairs []currency.Pair, enabledPairs bool) error
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GetExchangeHistory(p currency.Pair, assetType string) ([]TradeHistory, error)
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SupportsAutoPairUpdates() bool
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GetLastPairsUpdateTime() int64
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SupportsRESTTickerBatchUpdates() bool
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GetFeeByType(feeBuilder *FeeBuilder) (float64, error)
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GetWithdrawPermissions() uint32
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FormatWithdrawPermissions() string
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SupportsWithdrawPermissions(permissions uint32) bool
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GetFundingHistory() ([]FundHistory, error)
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SubmitOrder(p currency.Pair, side OrderSide, orderType OrderType, amount, price float64, clientID string) (SubmitOrderResponse, error)
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ModifyOrder(action *ModifyOrder) (string, error)
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CancelOrder(order *OrderCancellation) error
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CancelAllOrders(orders *OrderCancellation) (CancelAllOrdersResponse, error)
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GetOrderInfo(orderID string) (OrderDetail, error)
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GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error)
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GetOrderHistory(getOrdersRequest *GetOrdersRequest) ([]OrderDetail, error)
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GetActiveOrders(getOrdersRequest *GetOrdersRequest) ([]OrderDetail, error)
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WithdrawCryptocurrencyFunds(withdrawRequest *WithdrawRequest) (string, error)
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WithdrawFiatFunds(withdrawRequest *WithdrawRequest) (string, error)
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WithdrawFiatFundsToInternationalBank(withdrawRequest *WithdrawRequest) (string, error)
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GetWebsocket() (*wshandler.Websocket, error)
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SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error
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UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error
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AuthenticateWebsocket() error
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GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error)
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}
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// SupportsRESTTickerBatchUpdates returns whether or not the
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// exhange supports REST batch ticker fetching
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func (e *Base) SupportsRESTTickerBatchUpdates() bool {
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return e.SupportsRESTTickerBatching
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}
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// SetHTTPClientTimeout sets the timeout value for the exchanges
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// HTTP Client
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func (e *Base) SetHTTPClientTimeout(t time.Duration) {
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if e.Requester == nil {
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e.Requester = request.New(e.Name,
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request.NewRateLimit(time.Second, 0),
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request.NewRateLimit(time.Second, 0),
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new(http.Client))
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}
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e.Requester.HTTPClient.Timeout = t
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}
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// SetHTTPClient sets exchanges HTTP client
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func (e *Base) SetHTTPClient(h *http.Client) {
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if e.Requester == nil {
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e.Requester = request.New(e.Name,
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request.NewRateLimit(time.Second, 0),
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request.NewRateLimit(time.Second, 0),
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new(http.Client))
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}
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e.Requester.HTTPClient = h
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}
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// GetHTTPClient gets the exchanges HTTP client
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func (e *Base) GetHTTPClient() *http.Client {
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if e.Requester == nil {
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e.Requester = request.New(e.Name,
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request.NewRateLimit(time.Second, 0),
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request.NewRateLimit(time.Second, 0),
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new(http.Client))
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}
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return e.Requester.HTTPClient
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}
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// SetHTTPClientUserAgent sets the exchanges HTTP user agent
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func (e *Base) SetHTTPClientUserAgent(ua string) {
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if e.Requester == nil {
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e.Requester = request.New(e.Name,
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request.NewRateLimit(time.Second, 0),
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request.NewRateLimit(time.Second, 0),
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new(http.Client))
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}
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e.Requester.UserAgent = ua
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e.HTTPUserAgent = ua
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}
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// GetHTTPClientUserAgent gets the exchanges HTTP user agent
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func (e *Base) GetHTTPClientUserAgent() string {
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return e.HTTPUserAgent
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}
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// SetClientProxyAddress sets a proxy address for REST and websocket requests
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func (e *Base) SetClientProxyAddress(addr string) error {
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if addr != "" {
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proxy, err := url.Parse(addr)
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if err != nil {
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return fmt.Errorf("exchange.go - setting proxy address error %s",
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err)
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}
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err = e.Requester.SetProxy(proxy)
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if err != nil {
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return fmt.Errorf("exchange.go - setting proxy address error %s",
|
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err)
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}
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|
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if e.Websocket != nil {
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err = e.Websocket.SetProxyAddress(addr)
|
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if err != nil {
|
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return err
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}
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}
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}
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return nil
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}
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|
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// SetAutoPairDefaults sets the default values for whether or not the exchange
|
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// supports auto pair updating or not
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func (e *Base) SetAutoPairDefaults() error {
|
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cfg := config.GetConfig()
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exch, err := cfg.GetExchangeConfig(e.Name)
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if err != nil {
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return err
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}
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|
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update := false
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if e.SupportsAutoPairUpdating {
|
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if !exch.SupportsAutoPairUpdates {
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exch.SupportsAutoPairUpdates = true
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exch.PairsLastUpdated = 0
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update = true
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}
|
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} else {
|
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if exch.PairsLastUpdated == 0 {
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exch.PairsLastUpdated = time.Now().Unix()
|
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e.PairsLastUpdated = exch.PairsLastUpdated
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update = true
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}
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}
|
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|
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if update {
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return cfg.UpdateExchangeConfig(&exch)
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}
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return nil
|
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}
|
|
|
|
// SupportsAutoPairUpdates returns whether or not the exchange supports
|
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// auto currency pair updating
|
|
func (e *Base) SupportsAutoPairUpdates() bool {
|
|
return e.SupportsAutoPairUpdating
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}
|
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|
|
// GetLastPairsUpdateTime returns the unix timestamp of when the exchanges
|
|
// currency pairs were last updated
|
|
func (e *Base) GetLastPairsUpdateTime() int64 {
|
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return e.PairsLastUpdated
|
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}
|
|
|
|
// SetAssetTypes checks the exchange asset types (whether it supports SPOT,
|
|
// Binary or Futures) and sets it to a default setting if it doesn't exist
|
|
func (e *Base) SetAssetTypes() error {
|
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cfg := config.GetConfig()
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exch, err := cfg.GetExchangeConfig(e.Name)
|
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if err != nil {
|
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return err
|
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}
|
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|
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var update bool
|
|
if exch.AssetTypes == "" {
|
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exch.AssetTypes = common.JoinStrings(e.AssetTypes, ",")
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update = true
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} else {
|
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e.AssetTypes = common.SplitStrings(exch.AssetTypes, ",")
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update = true
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}
|
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|
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if update {
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|
return cfg.UpdateExchangeConfig(&exch)
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}
|
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|
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return nil
|
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}
|
|
|
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// GetAssetTypes returns the available asset types for an individual exchange
|
|
func (e *Base) GetAssetTypes() []string {
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return e.AssetTypes
|
|
}
|
|
|
|
// GetExchangeAssetTypes returns the asset types the exchange supports (SPOT,
|
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// binary, futures)
|
|
func GetExchangeAssetTypes(exchName string) ([]string, error) {
|
|
cfg := config.GetConfig()
|
|
exch, err := cfg.GetExchangeConfig(exchName)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return common.SplitStrings(exch.AssetTypes, ","), nil
|
|
}
|
|
|
|
// GetClientBankAccounts returns banking details associated with
|
|
// a client for withdrawal purposes
|
|
func (e *Base) GetClientBankAccounts(exchangeName, withdrawalCurrency string) (config.BankAccount, error) {
|
|
cfg := config.GetConfig()
|
|
return cfg.GetClientBankAccounts(exchangeName, withdrawalCurrency)
|
|
}
|
|
|
|
// GetExchangeBankAccounts returns banking details associated with an
|
|
// exchange for funding purposes
|
|
func (e *Base) GetExchangeBankAccounts(exchangeName, depositCurrency string) (config.BankAccount, error) {
|
|
cfg := config.GetConfig()
|
|
return cfg.GetExchangeBankAccounts(exchangeName, depositCurrency)
|
|
}
|
|
|
|
// CompareCurrencyPairFormats checks and returns whether or not the two supplied
|
|
// config currency pairs match
|
|
func CompareCurrencyPairFormats(pair1 config.CurrencyPairFormatConfig, pair2 *config.CurrencyPairFormatConfig) bool {
|
|
if pair1.Delimiter != pair2.Delimiter ||
|
|
pair1.Uppercase != pair2.Uppercase ||
|
|
pair1.Separator != pair2.Separator ||
|
|
pair1.Index != pair2.Index {
|
|
return false
|
|
}
|
|
return true
|
|
}
|
|
|
|
// SetCurrencyPairFormat checks the exchange request and config currency pair
|
|
// formats and sets it to a default setting if it doesn't exist
|
|
func (e *Base) SetCurrencyPairFormat() error {
|
|
cfg := config.GetConfig()
|
|
exch, err := cfg.GetExchangeConfig(e.Name)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
update := false
|
|
if exch.RequestCurrencyPairFormat == nil {
|
|
exch.RequestCurrencyPairFormat = &config.CurrencyPairFormatConfig{
|
|
Delimiter: e.RequestCurrencyPairFormat.Delimiter,
|
|
Uppercase: e.RequestCurrencyPairFormat.Uppercase,
|
|
Separator: e.RequestCurrencyPairFormat.Separator,
|
|
Index: e.RequestCurrencyPairFormat.Index,
|
|
}
|
|
update = true
|
|
} else {
|
|
if CompareCurrencyPairFormats(e.RequestCurrencyPairFormat,
|
|
exch.RequestCurrencyPairFormat) {
|
|
e.RequestCurrencyPairFormat = *exch.RequestCurrencyPairFormat
|
|
} else {
|
|
*exch.RequestCurrencyPairFormat = e.RequestCurrencyPairFormat
|
|
update = true
|
|
}
|
|
}
|
|
|
|
if exch.ConfigCurrencyPairFormat == nil {
|
|
exch.ConfigCurrencyPairFormat = &config.CurrencyPairFormatConfig{
|
|
Delimiter: e.ConfigCurrencyPairFormat.Delimiter,
|
|
Uppercase: e.ConfigCurrencyPairFormat.Uppercase,
|
|
Separator: e.ConfigCurrencyPairFormat.Separator,
|
|
Index: e.ConfigCurrencyPairFormat.Index,
|
|
}
|
|
update = true
|
|
} else {
|
|
if CompareCurrencyPairFormats(e.ConfigCurrencyPairFormat,
|
|
exch.ConfigCurrencyPairFormat) {
|
|
e.ConfigCurrencyPairFormat = *exch.ConfigCurrencyPairFormat
|
|
} else {
|
|
*exch.ConfigCurrencyPairFormat = e.ConfigCurrencyPairFormat
|
|
update = true
|
|
}
|
|
}
|
|
|
|
if update {
|
|
return cfg.UpdateExchangeConfig(&exch)
|
|
}
|
|
return nil
|
|
}
|
|
|
|
// GetAuthenticatedAPISupport returns whether the exchange supports
|
|
// authenticated API requests
|
|
func (e *Base) GetAuthenticatedAPISupport(endpoint uint8) bool {
|
|
switch endpoint {
|
|
case RestAuthentication:
|
|
return e.AuthenticatedAPISupport
|
|
case WebsocketAuthentication:
|
|
return e.AuthenticatedWebsocketAPISupport
|
|
}
|
|
return false
|
|
}
|
|
|
|
// GetName is a method that returns the name of the exchange base
|
|
func (e *Base) GetName() string {
|
|
return e.Name
|
|
}
|
|
|
|
// GetEnabledCurrencies is a method that returns the enabled currency pairs of
|
|
// the exchange base
|
|
func (e *Base) GetEnabledCurrencies() currency.Pairs {
|
|
return e.EnabledPairs.Format(e.ConfigCurrencyPairFormat.Delimiter,
|
|
e.ConfigCurrencyPairFormat.Index,
|
|
e.ConfigCurrencyPairFormat.Uppercase)
|
|
}
|
|
|
|
// GetAvailableCurrencies is a method that returns the available currency pairs
|
|
// of the exchange base
|
|
func (e *Base) GetAvailableCurrencies() currency.Pairs {
|
|
return e.AvailablePairs.Format(e.ConfigCurrencyPairFormat.Delimiter,
|
|
e.ConfigCurrencyPairFormat.Index,
|
|
e.ConfigCurrencyPairFormat.Uppercase)
|
|
}
|
|
|
|
// SupportsCurrency returns true or not whether a currency pair exists in the
|
|
// exchange available currencies or not
|
|
func (e *Base) SupportsCurrency(p currency.Pair, enabledPairs bool) bool {
|
|
if enabledPairs {
|
|
return e.GetEnabledCurrencies().Contains(p, false)
|
|
}
|
|
return e.GetAvailableCurrencies().Contains(p, false)
|
|
}
|
|
|
|
// GetExchangeFormatCurrencySeperator returns whether or not a specific
|
|
// exchange contains a separator used for API requests
|
|
func GetExchangeFormatCurrencySeperator(exchName string) bool {
|
|
cfg := config.GetConfig()
|
|
exch, err := cfg.GetExchangeConfig(exchName)
|
|
if err != nil {
|
|
return false
|
|
}
|
|
|
|
if exch.RequestCurrencyPairFormat.Separator != "" {
|
|
return true
|
|
}
|
|
return false
|
|
}
|
|
|
|
// GetAndFormatExchangeCurrencies returns a pair.CurrencyItem string containing
|
|
// the exchanges formatted currency pairs
|
|
func GetAndFormatExchangeCurrencies(exchName string, pairs []currency.Pair) (string, error) {
|
|
var currencyItems string
|
|
cfg := config.GetConfig()
|
|
exch, err := cfg.GetExchangeConfig(exchName)
|
|
if err != nil {
|
|
return currencyItems, err
|
|
}
|
|
|
|
for x := range pairs {
|
|
currencyItems += FormatExchangeCurrency(exchName, pairs[x]).String()
|
|
if x == len(pairs)-1 {
|
|
continue
|
|
}
|
|
currencyItems += exch.RequestCurrencyPairFormat.Separator
|
|
}
|
|
return currencyItems, nil
|
|
}
|
|
|
|
// FormatExchangeCurrency is a method that formats and returns a currency pair
|
|
// based on the exchange currency format
|
|
func FormatExchangeCurrency(exchName string, p currency.Pair) currency.Pair {
|
|
cfg := config.GetConfig()
|
|
exch, _ := cfg.GetExchangeConfig(exchName)
|
|
|
|
return p.Format(exch.RequestCurrencyPairFormat.Delimiter,
|
|
exch.RequestCurrencyPairFormat.Uppercase)
|
|
}
|
|
|
|
// FormatCurrency is a method that formats and returns a currency pair
|
|
// based on the user currency display preferences
|
|
func FormatCurrency(p currency.Pair) currency.Pair {
|
|
cfg := config.GetConfig()
|
|
return p.Format(cfg.Currency.CurrencyPairFormat.Delimiter,
|
|
cfg.Currency.CurrencyPairFormat.Uppercase)
|
|
}
|
|
|
|
// SetEnabled is a method that sets if the exchange is enabled
|
|
func (e *Base) SetEnabled(enabled bool) {
|
|
e.Enabled = enabled
|
|
}
|
|
|
|
// IsEnabled is a method that returns if the current exchange is enabled
|
|
func (e *Base) IsEnabled() bool {
|
|
return e.Enabled
|
|
}
|
|
|
|
// SetAPIKeys is a method that sets the current API keys for the exchange
|
|
func (e *Base) SetAPIKeys(apiKey, apiSecret, clientID string, b64Decode bool) {
|
|
if !e.AuthenticatedAPISupport && !e.AuthenticatedWebsocketAPISupport {
|
|
return
|
|
}
|
|
e.APIKey = apiKey
|
|
e.ClientID = clientID
|
|
if b64Decode {
|
|
result, err := common.Base64Decode(apiSecret)
|
|
if err != nil {
|
|
e.AuthenticatedAPISupport = false
|
|
e.AuthenticatedWebsocketAPISupport = false
|
|
log.Warnf(warningBase64DecryptSecretKeyFailed, e.Name)
|
|
}
|
|
e.APISecret = string(result)
|
|
} else {
|
|
e.APISecret = apiSecret
|
|
}
|
|
}
|
|
|
|
// SetCurrencies sets the exchange currency pairs for either enabledPairs or
|
|
// availablePairs
|
|
func (e *Base) SetCurrencies(pairs []currency.Pair, enabledPairs bool) error {
|
|
if len(pairs) == 0 {
|
|
return fmt.Errorf("%s SetCurrencies error - pairs is empty", e.Name)
|
|
}
|
|
|
|
cfg := config.GetConfig()
|
|
exchCfg, err := cfg.GetExchangeConfig(e.Name)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
var newPairs currency.Pairs
|
|
for x := range pairs {
|
|
newPairs = append(newPairs, pairs[x].Format(exchCfg.ConfigCurrencyPairFormat.Delimiter,
|
|
exchCfg.ConfigCurrencyPairFormat.Uppercase))
|
|
}
|
|
|
|
if enabledPairs {
|
|
exchCfg.EnabledPairs = newPairs
|
|
e.EnabledPairs = newPairs
|
|
} else {
|
|
exchCfg.AvailablePairs = newPairs
|
|
e.AvailablePairs = newPairs
|
|
}
|
|
|
|
return cfg.UpdateExchangeConfig(&exchCfg)
|
|
}
|
|
|
|
// UpdateCurrencies updates the exchange currency pairs for either enabledPairs or
|
|
// availablePairs
|
|
func (e *Base) UpdateCurrencies(exchangeProducts currency.Pairs, enabled, force bool) error {
|
|
if len(exchangeProducts) == 0 {
|
|
return fmt.Errorf("%s UpdateCurrencies error - exchangeProducts is empty", e.Name)
|
|
}
|
|
|
|
exchangeProducts = exchangeProducts.Upper()
|
|
|
|
var products currency.Pairs
|
|
for x := range exchangeProducts {
|
|
if exchangeProducts[x].String() == "" {
|
|
continue
|
|
}
|
|
products = append(products, exchangeProducts[x])
|
|
}
|
|
|
|
var newPairs, removedPairs currency.Pairs
|
|
var updateType string
|
|
|
|
if enabled {
|
|
newPairs, removedPairs = e.EnabledPairs.FindDifferences(products)
|
|
updateType = "enabled"
|
|
} else {
|
|
newPairs, removedPairs = e.AvailablePairs.FindDifferences(products)
|
|
updateType = "available"
|
|
}
|
|
|
|
if force || len(newPairs) > 0 || len(removedPairs) > 0 {
|
|
cfg := config.GetConfig()
|
|
exch, err := cfg.GetExchangeConfig(e.Name)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
if force {
|
|
log.Debugf("%s forced update of %s pairs.", e.Name, updateType)
|
|
} else {
|
|
if len(newPairs) > 0 {
|
|
log.Debugf("%s Updating pairs - New: %s.\n", e.Name, newPairs)
|
|
}
|
|
if len(removedPairs) > 0 {
|
|
log.Debugf("%s Updating pairs - Removed: %s.\n", e.Name, removedPairs)
|
|
}
|
|
}
|
|
if enabled {
|
|
exch.EnabledPairs = products
|
|
e.EnabledPairs = products
|
|
} else {
|
|
exch.AvailablePairs = products
|
|
e.AvailablePairs = products
|
|
}
|
|
return cfg.UpdateExchangeConfig(&exch)
|
|
}
|
|
return nil
|
|
}
|
|
|
|
// ModifyOrder is a an order modifyer
|
|
type ModifyOrder struct {
|
|
OrderID string
|
|
OrderType
|
|
OrderSide
|
|
Price float64
|
|
Amount float64
|
|
LimitPriceUpper float64
|
|
LimitPriceLower float64
|
|
CurrencyPair currency.Pair
|
|
|
|
ImmediateOrCancel bool
|
|
HiddenOrder bool
|
|
FillOrKill bool
|
|
PostOnly bool
|
|
}
|
|
|
|
// ModifyOrderResponse is an order modifying return type
|
|
type ModifyOrderResponse struct {
|
|
OrderID string
|
|
}
|
|
|
|
// Format holds exchange formatting
|
|
type Format struct {
|
|
ExchangeName string
|
|
OrderType map[string]string
|
|
OrderSide map[string]string
|
|
}
|
|
|
|
// CancelAllOrdersResponse returns the status from attempting to cancel all orders on an exchange
|
|
type CancelAllOrdersResponse struct {
|
|
OrderStatus map[string]string
|
|
}
|
|
|
|
// Formatting contain a range of exchanges formatting
|
|
type Formatting []Format
|
|
|
|
// OrderType enforces a standard for Ordertypes across the code base
|
|
type OrderType string
|
|
|
|
// OrderType ...types
|
|
const (
|
|
AnyOrderType OrderType = "ANY"
|
|
LimitOrderType OrderType = "LIMIT"
|
|
MarketOrderType OrderType = "MARKET"
|
|
ImmediateOrCancelOrderType OrderType = "IMMEDIATE_OR_CANCEL"
|
|
StopOrderType OrderType = "STOP"
|
|
TrailingStopOrderType OrderType = "TRAILINGSTOP"
|
|
UnknownOrderType OrderType = "UNKNOWN"
|
|
)
|
|
|
|
// ToString changes the ordertype to the exchange standard and returns a string
|
|
func (o OrderType) ToString() string {
|
|
return string(o)
|
|
}
|
|
|
|
// OrderSide enforces a standard for OrderSides across the code base
|
|
type OrderSide string
|
|
|
|
// OrderSide types
|
|
const (
|
|
AnyOrderSide OrderSide = "ANY"
|
|
BuyOrderSide OrderSide = "BUY"
|
|
SellOrderSide OrderSide = "SELL"
|
|
BidOrderSide OrderSide = "BID"
|
|
AskOrderSide OrderSide = "ASK"
|
|
)
|
|
|
|
// ToString changes the ordertype to the exchange standard and returns a string
|
|
func (o OrderSide) ToString() string {
|
|
return string(o)
|
|
}
|
|
|
|
// SetAPIURL sets configuration API URL for an exchange
|
|
func (e *Base) SetAPIURL(ec *config.ExchangeConfig) error {
|
|
if ec.APIURL == "" || ec.APIURLSecondary == "" {
|
|
return errors.New("empty config API URLs")
|
|
}
|
|
if ec.APIURL != config.APIURLNonDefaultMessage {
|
|
e.APIUrl = ec.APIURL
|
|
}
|
|
if ec.APIURLSecondary != config.APIURLNonDefaultMessage {
|
|
e.APIUrlSecondary = ec.APIURLSecondary
|
|
}
|
|
return nil
|
|
}
|
|
|
|
// GetAPIURL returns the set API URL
|
|
func (e *Base) GetAPIURL() string {
|
|
return e.APIUrl
|
|
}
|
|
|
|
// GetSecondaryAPIURL returns the set Secondary API URL
|
|
func (e *Base) GetSecondaryAPIURL() string {
|
|
return e.APIUrlSecondary
|
|
}
|
|
|
|
// GetAPIURLDefault returns exchange default URL
|
|
func (e *Base) GetAPIURLDefault() string {
|
|
return e.APIUrlDefault
|
|
}
|
|
|
|
// GetAPIURLSecondaryDefault returns exchange default secondary URL
|
|
func (e *Base) GetAPIURLSecondaryDefault() string {
|
|
return e.APIUrlSecondaryDefault
|
|
}
|
|
|
|
// GetWithdrawPermissions passes through the exchange's withdraw permissions
|
|
func (e *Base) GetWithdrawPermissions() uint32 {
|
|
return e.APIWithdrawPermissions
|
|
}
|
|
|
|
// SupportsWithdrawPermissions compares the supplied permissions with the exchange's to verify they're supported
|
|
func (e *Base) SupportsWithdrawPermissions(permissions uint32) bool {
|
|
exchangePermissions := e.GetWithdrawPermissions()
|
|
return permissions&exchangePermissions == permissions
|
|
}
|
|
|
|
// FormatWithdrawPermissions will return each of the exchange's compatible withdrawal methods in readable form
|
|
func (e *Base) FormatWithdrawPermissions() string {
|
|
var services []string
|
|
for i := 0; i < 32; i++ {
|
|
var check uint32 = 1 << uint32(i)
|
|
if e.GetWithdrawPermissions()&check != 0 {
|
|
switch check {
|
|
case AutoWithdrawCrypto:
|
|
services = append(services, AutoWithdrawCryptoText)
|
|
case AutoWithdrawCryptoWithAPIPermission:
|
|
services = append(services, AutoWithdrawCryptoWithAPIPermissionText)
|
|
case AutoWithdrawCryptoWithSetup:
|
|
services = append(services, AutoWithdrawCryptoWithSetupText)
|
|
case WithdrawCryptoWith2FA:
|
|
services = append(services, WithdrawCryptoWith2FAText)
|
|
case WithdrawCryptoWithSMS:
|
|
services = append(services, WithdrawCryptoWithSMSText)
|
|
case WithdrawCryptoWithEmail:
|
|
services = append(services, WithdrawCryptoWithEmailText)
|
|
case WithdrawCryptoWithWebsiteApproval:
|
|
services = append(services, WithdrawCryptoWithWebsiteApprovalText)
|
|
case WithdrawCryptoWithAPIPermission:
|
|
services = append(services, WithdrawCryptoWithAPIPermissionText)
|
|
case AutoWithdrawFiat:
|
|
services = append(services, AutoWithdrawFiatText)
|
|
case AutoWithdrawFiatWithAPIPermission:
|
|
services = append(services, AutoWithdrawFiatWithAPIPermissionText)
|
|
case AutoWithdrawFiatWithSetup:
|
|
services = append(services, AutoWithdrawFiatWithSetupText)
|
|
case WithdrawFiatWith2FA:
|
|
services = append(services, WithdrawFiatWith2FAText)
|
|
case WithdrawFiatWithSMS:
|
|
services = append(services, WithdrawFiatWithSMSText)
|
|
case WithdrawFiatWithEmail:
|
|
services = append(services, WithdrawFiatWithEmailText)
|
|
case WithdrawFiatWithWebsiteApproval:
|
|
services = append(services, WithdrawFiatWithWebsiteApprovalText)
|
|
case WithdrawFiatWithAPIPermission:
|
|
services = append(services, WithdrawFiatWithAPIPermissionText)
|
|
case WithdrawCryptoViaWebsiteOnly:
|
|
services = append(services, WithdrawCryptoViaWebsiteOnlyText)
|
|
case WithdrawFiatViaWebsiteOnly:
|
|
services = append(services, WithdrawFiatViaWebsiteOnlyText)
|
|
case NoFiatWithdrawals:
|
|
services = append(services, NoFiatWithdrawalsText)
|
|
default:
|
|
services = append(services, fmt.Sprintf("%s[1<<%v]", UnknownWithdrawalTypeText, i))
|
|
}
|
|
}
|
|
}
|
|
if len(services) > 0 {
|
|
return strings.Join(services, " & ")
|
|
}
|
|
|
|
return NoAPIWithdrawalMethodsText
|
|
}
|
|
|
|
// GetOrdersRequest used for GetOrderHistory and GetOpenOrders wrapper functions
|
|
type GetOrdersRequest struct {
|
|
OrderType OrderType
|
|
OrderSide OrderSide
|
|
StartTicks time.Time
|
|
EndTicks time.Time
|
|
// Currencies Empty array = all currencies. Some endpoints only support singular currency enquiries
|
|
Currencies []currency.Pair
|
|
}
|
|
|
|
// OrderStatus defines order status types
|
|
type OrderStatus string
|
|
|
|
// All OrderStatus types
|
|
const (
|
|
AnyOrderStatus OrderStatus = "ANY"
|
|
NewOrderStatus OrderStatus = "NEW"
|
|
ActiveOrderStatus OrderStatus = "ACTIVE"
|
|
PartiallyFilledOrderStatus OrderStatus = "PARTIALLY_FILLED"
|
|
FilledOrderStatus OrderStatus = "FILLED"
|
|
CancelledOrderStatus OrderStatus = "CANCELED"
|
|
PendingCancelOrderStatus OrderStatus = "PENDING_CANCEL"
|
|
RejectedOrderStatus OrderStatus = "REJECTED"
|
|
ExpiredOrderStatus OrderStatus = "EXPIRED"
|
|
HiddenOrderStatus OrderStatus = "HIDDEN"
|
|
UnknownOrderStatus OrderStatus = "UNKNOWN"
|
|
)
|
|
|
|
// FilterOrdersBySide removes any OrderDetails that don't match the orderStatus provided
|
|
func FilterOrdersBySide(orders *[]OrderDetail, orderSide OrderSide) {
|
|
if orderSide == "" || orderSide == AnyOrderSide {
|
|
return
|
|
}
|
|
|
|
var filteredOrders []OrderDetail
|
|
for i := range *orders {
|
|
if strings.EqualFold(string((*orders)[i].OrderSide), string(orderSide)) {
|
|
filteredOrders = append(filteredOrders, (*orders)[i])
|
|
}
|
|
}
|
|
|
|
*orders = filteredOrders
|
|
}
|
|
|
|
// FilterOrdersByType removes any OrderDetails that don't match the orderType provided
|
|
func FilterOrdersByType(orders *[]OrderDetail, orderType OrderType) {
|
|
if orderType == "" || orderType == AnyOrderType {
|
|
return
|
|
}
|
|
|
|
var filteredOrders []OrderDetail
|
|
for i := range *orders {
|
|
if strings.EqualFold(string((*orders)[i].OrderType), string(orderType)) {
|
|
filteredOrders = append(filteredOrders, (*orders)[i])
|
|
}
|
|
}
|
|
|
|
*orders = filteredOrders
|
|
}
|
|
|
|
// FilterOrdersByTickRange removes any OrderDetails outside of the tick range
|
|
func FilterOrdersByTickRange(orders *[]OrderDetail, startTicks, endTicks time.Time) {
|
|
if startTicks.IsZero() || endTicks.IsZero() ||
|
|
startTicks.Unix() == 0 || endTicks.Unix() == 0 || endTicks.Before(startTicks) {
|
|
return
|
|
}
|
|
|
|
var filteredOrders []OrderDetail
|
|
for i := range *orders {
|
|
if (*orders)[i].OrderDate.Unix() >= startTicks.Unix() && (*orders)[i].OrderDate.Unix() <= endTicks.Unix() {
|
|
filteredOrders = append(filteredOrders, (*orders)[i])
|
|
}
|
|
}
|
|
|
|
*orders = filteredOrders
|
|
}
|
|
|
|
// FilterOrdersByCurrencies removes any OrderDetails that do not match the provided currency list
|
|
// It is forgiving in that the provided currencies can match quote or base currencies
|
|
func FilterOrdersByCurrencies(orders *[]OrderDetail, currencies []currency.Pair) {
|
|
if len(currencies) == 0 {
|
|
return
|
|
}
|
|
|
|
var filteredOrders []OrderDetail
|
|
for i := range *orders {
|
|
matchFound := false
|
|
for _, c := range currencies {
|
|
if !matchFound && (*orders)[i].CurrencyPair.EqualIncludeReciprocal(c) {
|
|
matchFound = true
|
|
}
|
|
}
|
|
|
|
if matchFound {
|
|
filteredOrders = append(filteredOrders, (*orders)[i])
|
|
}
|
|
}
|
|
|
|
*orders = filteredOrders
|
|
}
|
|
|
|
// ByPrice used for sorting orders by price
|
|
type ByPrice []OrderDetail
|
|
|
|
func (b ByPrice) Len() int {
|
|
return len(b)
|
|
}
|
|
|
|
func (b ByPrice) Less(i, j int) bool {
|
|
return b[i].Price < b[j].Price
|
|
}
|
|
|
|
func (b ByPrice) Swap(i, j int) {
|
|
b[i], b[j] = b[j], b[i]
|
|
}
|
|
|
|
// SortOrdersByPrice the caller function to sort orders
|
|
func SortOrdersByPrice(orders *[]OrderDetail, reverse bool) {
|
|
if reverse {
|
|
sort.Sort(sort.Reverse(ByPrice(*orders)))
|
|
} else {
|
|
sort.Sort(ByPrice(*orders))
|
|
}
|
|
}
|
|
|
|
// ByOrderType used for sorting orders by order type
|
|
type ByOrderType []OrderDetail
|
|
|
|
func (b ByOrderType) Len() int {
|
|
return len(b)
|
|
}
|
|
|
|
func (b ByOrderType) Less(i, j int) bool {
|
|
return b[i].OrderType.ToString() < b[j].OrderType.ToString()
|
|
}
|
|
|
|
func (b ByOrderType) Swap(i, j int) {
|
|
b[i], b[j] = b[j], b[i]
|
|
}
|
|
|
|
// SortOrdersByType the caller function to sort orders
|
|
func SortOrdersByType(orders *[]OrderDetail, reverse bool) {
|
|
if reverse {
|
|
sort.Sort(sort.Reverse(ByOrderType(*orders)))
|
|
} else {
|
|
sort.Sort(ByOrderType(*orders))
|
|
}
|
|
}
|
|
|
|
// ByCurrency used for sorting orders by order currency
|
|
type ByCurrency []OrderDetail
|
|
|
|
func (b ByCurrency) Len() int {
|
|
return len(b)
|
|
}
|
|
|
|
func (b ByCurrency) Less(i, j int) bool {
|
|
return b[i].CurrencyPair.String() < b[j].CurrencyPair.String()
|
|
}
|
|
|
|
func (b ByCurrency) Swap(i, j int) {
|
|
b[i], b[j] = b[j], b[i]
|
|
}
|
|
|
|
// SortOrdersByCurrency the caller function to sort orders
|
|
func SortOrdersByCurrency(orders *[]OrderDetail, reverse bool) {
|
|
if reverse {
|
|
sort.Sort(sort.Reverse(ByCurrency(*orders)))
|
|
} else {
|
|
sort.Sort(ByCurrency(*orders))
|
|
}
|
|
}
|
|
|
|
// ByDate used for sorting orders by order date
|
|
type ByDate []OrderDetail
|
|
|
|
func (b ByDate) Len() int {
|
|
return len(b)
|
|
}
|
|
|
|
func (b ByDate) Less(i, j int) bool {
|
|
return b[i].OrderDate.Unix() < b[j].OrderDate.Unix()
|
|
}
|
|
|
|
func (b ByDate) Swap(i, j int) {
|
|
b[i], b[j] = b[j], b[i]
|
|
}
|
|
|
|
// SortOrdersByDate the caller function to sort orders
|
|
func SortOrdersByDate(orders *[]OrderDetail, reverse bool) {
|
|
if reverse {
|
|
sort.Sort(sort.Reverse(ByDate(*orders)))
|
|
} else {
|
|
sort.Sort(ByDate(*orders))
|
|
}
|
|
}
|
|
|
|
// ByOrderSide used for sorting orders by order side (buy sell)
|
|
type ByOrderSide []OrderDetail
|
|
|
|
func (b ByOrderSide) Len() int {
|
|
return len(b)
|
|
}
|
|
|
|
func (b ByOrderSide) Less(i, j int) bool {
|
|
return b[i].OrderSide.ToString() < b[j].OrderSide.ToString()
|
|
}
|
|
|
|
func (b ByOrderSide) Swap(i, j int) {
|
|
b[i], b[j] = b[j], b[i]
|
|
}
|
|
|
|
// SortOrdersBySide the caller function to sort orders
|
|
func SortOrdersBySide(orders *[]OrderDetail, reverse bool) {
|
|
if reverse {
|
|
sort.Sort(sort.Reverse(ByOrderSide(*orders)))
|
|
} else {
|
|
sort.Sort(ByOrderSide(*orders))
|
|
}
|
|
}
|