Files
gocryptotrader/exchanges/exchange.go
Ryan O'Hara-Reid 6d8ba0a96a Initial implementation of HTTP mock testing framework (#310)
* 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
2019-08-23 15:20:02 +10:00

1198 lines
37 KiB
Go

package exchange
import (
"errors"
"fmt"
"net/http"
"net/url"
"sort"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
const (
warningBase64DecryptSecretKeyFailed = "exchange %s unable to base64 decode secret key.. Disabling Authenticated API support" // nolint:gosec
// WarningAuthenticatedRequestWithoutCredentialsSet error message for authenticated request without credentials set
WarningAuthenticatedRequestWithoutCredentialsSet = "exchange %s authenticated HTTP request called but not supported due to unset/default API keys"
// ErrExchangeNotFound is a stand for an error message
ErrExchangeNotFound = "exchange not found in dataset"
// DefaultHTTPTimeout is the default HTTP/HTTPS Timeout for exchange requests
DefaultHTTPTimeout = time.Second * 15
// DefaultWebsocketResponseCheckTimeout is the default delay in checking for an expected websocket response
DefaultWebsocketResponseCheckTimeout = time.Millisecond * 30
// DefaultWebsocketResponseMaxLimit is the default max wait for an expected websocket response before a timeout
DefaultWebsocketResponseMaxLimit = time.Second * 7
// DefaultWebsocketOrderbookBufferLimit is the maximum number of orderbook updates that get stored before being applied
DefaultWebsocketOrderbookBufferLimit = 5
)
// FeeType custom type for calculating fees based on method
type FeeType uint8
// Const declarations for fee types
const (
BankFee FeeType = iota
InternationalBankDepositFee
InternationalBankWithdrawalFee
CryptocurrencyTradeFee
CyptocurrencyDepositFee
CryptocurrencyWithdrawalFee
OfflineTradeFee
)
// InternationalBankTransactionType custom type for calculating fees based on fiat transaction types
type InternationalBankTransactionType uint8
// Const declarations for international transaction types
const (
WireTransfer InternationalBankTransactionType = iota
PerfectMoney
Neteller
AdvCash
Payeer
Skrill
Simplex
SEPA
Swift
RapidTransfer
MisterTangoSEPA
Qiwi
VisaMastercard
WebMoney
Capitalist
WesternUnion
MoneyGram
Contact
)
// SubmitOrderResponse is what is returned after submitting an order to an
// exchange
type SubmitOrderResponse struct {
IsOrderPlaced bool
OrderID string
}
// FeeBuilder is the type which holds all parameters required to calculate a fee
// for an exchange
type FeeBuilder struct {
IsMaker bool
PurchasePrice float64
Amount float64
FeeType FeeType
FiatCurrency currency.Code
BankTransactionType InternationalBankTransactionType
Pair currency.Pair
}
// OrderCancellation type required when requesting to cancel an order
type OrderCancellation struct {
AccountID string
OrderID string
WalletAddress string
Side OrderSide
CurrencyPair currency.Pair
}
// WithdrawRequest used for wrapper crypto and FIAT withdraw methods
type WithdrawRequest struct {
// General withdraw information
Description string
OneTimePassword int64
AccountID string
PIN int64
TradePassword string
Amount float64
Currency currency.Code
// Crypto related information
Address string
AddressTag string
FeeAmount float64
// FIAT related information
BankAccountName string
BankAccountNumber float64
BankName string
BankAddress string
BankCity string
BankCountry string
BankPostalCode string
SwiftCode string
IBAN string
BankCode float64
IsExpressWire bool
// Intermediary bank information
RequiresIntermediaryBank bool
IntermediaryBankAccountNumber float64
IntermediaryBankName string
IntermediaryBankAddress string
IntermediaryBankCity string
IntermediaryBankCountry string
IntermediaryBankPostalCode string
IntermediarySwiftCode string
IntermediaryBankCode float64
IntermediaryIBAN string
WireCurrency string
}
// Definitions for each type of withdrawal method for a given exchange
const (
// No withdraw
NoAPIWithdrawalMethods uint32 = 0
NoAPIWithdrawalMethodsText string = "NONE, WEBSITE ONLY"
AutoWithdrawCrypto uint32 = (1 << 0)
AutoWithdrawCryptoWithAPIPermission uint32 = (1 << 1)
AutoWithdrawCryptoWithSetup uint32 = (1 << 2)
AutoWithdrawCryptoText string = "AUTO WITHDRAW CRYPTO"
AutoWithdrawCryptoWithAPIPermissionText string = "AUTO WITHDRAW CRYPTO WITH API PERMISSION"
AutoWithdrawCryptoWithSetupText string = "AUTO WITHDRAW CRYPTO WITH SETUP"
WithdrawCryptoWith2FA uint32 = (1 << 3)
WithdrawCryptoWithSMS uint32 = (1 << 4)
WithdrawCryptoWithEmail uint32 = (1 << 5)
WithdrawCryptoWithWebsiteApproval uint32 = (1 << 6)
WithdrawCryptoWithAPIPermission uint32 = (1 << 7)
WithdrawCryptoWith2FAText string = "WITHDRAW CRYPTO WITH 2FA"
WithdrawCryptoWithSMSText string = "WITHDRAW CRYPTO WITH SMS"
WithdrawCryptoWithEmailText string = "WITHDRAW CRYPTO WITH EMAIL"
WithdrawCryptoWithWebsiteApprovalText string = "WITHDRAW CRYPTO WITH WEBSITE APPROVAL"
WithdrawCryptoWithAPIPermissionText string = "WITHDRAW CRYPTO WITH API PERMISSION"
AutoWithdrawFiat uint32 = (1 << 8)
AutoWithdrawFiatWithAPIPermission uint32 = (1 << 9)
AutoWithdrawFiatWithSetup uint32 = (1 << 10)
AutoWithdrawFiatText string = "AUTO WITHDRAW FIAT"
AutoWithdrawFiatWithAPIPermissionText string = "AUTO WITHDRAW FIAT WITH API PERMISSION"
AutoWithdrawFiatWithSetupText string = "AUTO WITHDRAW FIAT WITH SETUP"
WithdrawFiatWith2FA uint32 = (1 << 11)
WithdrawFiatWithSMS uint32 = (1 << 12)
WithdrawFiatWithEmail uint32 = (1 << 13)
WithdrawFiatWithWebsiteApproval uint32 = (1 << 14)
WithdrawFiatWithAPIPermission uint32 = (1 << 15)
WithdrawFiatWith2FAText string = "WITHDRAW FIAT WITH 2FA"
WithdrawFiatWithSMSText string = "WITHDRAW FIAT WITH SMS"
WithdrawFiatWithEmailText string = "WITHDRAW FIAT WITH EMAIL"
WithdrawFiatWithWebsiteApprovalText string = "WITHDRAW FIAT WITH WEBSITE APPROVAL"
WithdrawFiatWithAPIPermissionText string = "WITHDRAW FIAT WITH API PERMISSION"
WithdrawCryptoViaWebsiteOnly uint32 = (1 << 16)
WithdrawFiatViaWebsiteOnly uint32 = (1 << 17)
WithdrawCryptoViaWebsiteOnlyText string = "WITHDRAW CRYPTO VIA WEBSITE ONLY"
WithdrawFiatViaWebsiteOnlyText string = "WITHDRAW FIAT VIA WEBSITE ONLY"
NoFiatWithdrawals uint32 = (1 << 18)
NoFiatWithdrawalsText string = "NO FIAT WITHDRAWAL"
UnknownWithdrawalTypeText string = "UNKNOWN"
RestAuthentication uint8 = 0
WebsocketAuthentication uint8 = 1
)
// AccountInfo is a Generic type to hold each exchange's holdings in
// all enabled currencies
type AccountInfo struct {
Exchange string
Accounts []Account
}
// Account defines a singular account type with asocciated currencies
type Account struct {
ID string
Currencies []AccountCurrencyInfo
}
// AccountCurrencyInfo is a sub type to store currency name and value
type AccountCurrencyInfo struct {
CurrencyName currency.Code
TotalValue float64
Hold float64
}
// TradeHistory holds exchange history data
type TradeHistory struct {
Timestamp time.Time
TID int64
Price float64
Amount float64
Exchange string
Type string
Fee float64
Description string
}
// OrderDetail holds order detail data
type OrderDetail struct {
Exchange string
AccountID string
ID string
CurrencyPair currency.Pair
OrderSide OrderSide
OrderType OrderType
OrderDate time.Time
Status string
Price float64
Amount float64
ExecutedAmount float64
RemainingAmount float64
Fee float64
Trades []TradeHistory
}
// FundHistory holds exchange funding history data
type FundHistory struct {
ExchangeName string
Status string
TransferID string
Description string
Timestamp time.Time
Currency string
Amount float64
Fee float64
TransferType string
CryptoToAddress string
CryptoFromAddress string
CryptoTxID string
BankTo string
BankFrom string
}
// Base stores the individual exchange information
type Base struct {
Name string
Enabled bool
Verbose bool
RESTPollingDelay time.Duration
WebsocketResponseCheckTimeout time.Duration
WebsocketResponseMaxLimit time.Duration
WebsocketOrderbookBufferLimit int64
AuthenticatedAPISupport bool
AuthenticatedWebsocketAPISupport bool
APIWithdrawPermissions uint32
APIAuthPEMKeySupport bool
APISecret, APIKey, APIAuthPEMKey, ClientID string
TakerFee, MakerFee, Fee float64
BaseCurrencies currency.Currencies
AvailablePairs currency.Pairs
EnabledPairs currency.Pairs
AssetTypes []string
PairsLastUpdated int64
SupportsAutoPairUpdating bool
SupportsRESTTickerBatching bool
HTTPTimeout time.Duration
HTTPUserAgent string
HTTPDebugging bool
HTTPRecording bool
WebsocketURL string
APIUrl string
APIUrlDefault string
APIUrlSecondary string
APIUrlSecondaryDefault string
RequestCurrencyPairFormat config.CurrencyPairFormatConfig
ConfigCurrencyPairFormat config.CurrencyPairFormatConfig
Websocket *wshandler.Websocket
*request.Requester
}
// IBotExchange enforces standard functions for all exchanges supported in
// GoCryptoTrader
type IBotExchange interface {
Setup(exch *config.ExchangeConfig)
Start(wg *sync.WaitGroup)
SetDefaults()
GetName() string
IsEnabled() bool
SetEnabled(bool)
GetTickerPrice(currency currency.Pair, assetType string) (ticker.Price, error)
UpdateTicker(currency currency.Pair, assetType string) (ticker.Price, error)
GetOrderbookEx(currency currency.Pair, assetType string) (orderbook.Base, error)
UpdateOrderbook(currency currency.Pair, assetType string) (orderbook.Base, error)
GetEnabledCurrencies() currency.Pairs
GetAvailableCurrencies() currency.Pairs
GetAssetTypes() []string
GetAccountInfo() (AccountInfo, error)
GetAuthenticatedAPISupport(endpoint uint8) bool
SetCurrencies(pairs []currency.Pair, enabledPairs bool) error
GetExchangeHistory(p currency.Pair, assetType string) ([]TradeHistory, error)
SupportsAutoPairUpdates() bool
GetLastPairsUpdateTime() int64
SupportsRESTTickerBatchUpdates() bool
GetFeeByType(feeBuilder *FeeBuilder) (float64, error)
GetWithdrawPermissions() uint32
FormatWithdrawPermissions() string
SupportsWithdrawPermissions(permissions uint32) bool
GetFundingHistory() ([]FundHistory, error)
SubmitOrder(p currency.Pair, side OrderSide, orderType OrderType, amount, price float64, clientID string) (SubmitOrderResponse, error)
ModifyOrder(action *ModifyOrder) (string, error)
CancelOrder(order *OrderCancellation) error
CancelAllOrders(orders *OrderCancellation) (CancelAllOrdersResponse, error)
GetOrderInfo(orderID string) (OrderDetail, error)
GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error)
GetOrderHistory(getOrdersRequest *GetOrdersRequest) ([]OrderDetail, error)
GetActiveOrders(getOrdersRequest *GetOrdersRequest) ([]OrderDetail, error)
WithdrawCryptocurrencyFunds(withdrawRequest *WithdrawRequest) (string, error)
WithdrawFiatFunds(withdrawRequest *WithdrawRequest) (string, error)
WithdrawFiatFundsToInternationalBank(withdrawRequest *WithdrawRequest) (string, error)
GetWebsocket() (*wshandler.Websocket, error)
SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error
UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error
AuthenticateWebsocket() error
GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error)
}
// SupportsRESTTickerBatchUpdates returns whether or not the
// exhange supports REST batch ticker fetching
func (e *Base) SupportsRESTTickerBatchUpdates() bool {
return e.SupportsRESTTickerBatching
}
// SetHTTPClientTimeout sets the timeout value for the exchanges
// HTTP Client
func (e *Base) SetHTTPClientTimeout(t time.Duration) {
if e.Requester == nil {
e.Requester = request.New(e.Name,
request.NewRateLimit(time.Second, 0),
request.NewRateLimit(time.Second, 0),
new(http.Client))
}
e.Requester.HTTPClient.Timeout = t
}
// SetHTTPClient sets exchanges HTTP client
func (e *Base) SetHTTPClient(h *http.Client) {
if e.Requester == nil {
e.Requester = request.New(e.Name,
request.NewRateLimit(time.Second, 0),
request.NewRateLimit(time.Second, 0),
new(http.Client))
}
e.Requester.HTTPClient = h
}
// GetHTTPClient gets the exchanges HTTP client
func (e *Base) GetHTTPClient() *http.Client {
if e.Requester == nil {
e.Requester = request.New(e.Name,
request.NewRateLimit(time.Second, 0),
request.NewRateLimit(time.Second, 0),
new(http.Client))
}
return e.Requester.HTTPClient
}
// SetHTTPClientUserAgent sets the exchanges HTTP user agent
func (e *Base) SetHTTPClientUserAgent(ua string) {
if e.Requester == nil {
e.Requester = request.New(e.Name,
request.NewRateLimit(time.Second, 0),
request.NewRateLimit(time.Second, 0),
new(http.Client))
}
e.Requester.UserAgent = ua
e.HTTPUserAgent = ua
}
// GetHTTPClientUserAgent gets the exchanges HTTP user agent
func (e *Base) GetHTTPClientUserAgent() string {
return e.HTTPUserAgent
}
// SetClientProxyAddress sets a proxy address for REST and websocket requests
func (e *Base) SetClientProxyAddress(addr string) error {
if addr != "" {
proxy, err := url.Parse(addr)
if err != nil {
return fmt.Errorf("exchange.go - setting proxy address error %s",
err)
}
err = e.Requester.SetProxy(proxy)
if err != nil {
return fmt.Errorf("exchange.go - setting proxy address error %s",
err)
}
if e.Websocket != nil {
err = e.Websocket.SetProxyAddress(addr)
if err != nil {
return err
}
}
}
return nil
}
// SetAutoPairDefaults sets the default values for whether or not the exchange
// supports auto pair updating or not
func (e *Base) SetAutoPairDefaults() error {
cfg := config.GetConfig()
exch, err := cfg.GetExchangeConfig(e.Name)
if err != nil {
return err
}
update := false
if e.SupportsAutoPairUpdating {
if !exch.SupportsAutoPairUpdates {
exch.SupportsAutoPairUpdates = true
exch.PairsLastUpdated = 0
update = true
}
} else {
if exch.PairsLastUpdated == 0 {
exch.PairsLastUpdated = time.Now().Unix()
e.PairsLastUpdated = exch.PairsLastUpdated
update = true
}
}
if update {
return cfg.UpdateExchangeConfig(&exch)
}
return nil
}
// SupportsAutoPairUpdates returns whether or not the exchange supports
// auto currency pair updating
func (e *Base) SupportsAutoPairUpdates() bool {
return e.SupportsAutoPairUpdating
}
// GetLastPairsUpdateTime returns the unix timestamp of when the exchanges
// currency pairs were last updated
func (e *Base) GetLastPairsUpdateTime() int64 {
return e.PairsLastUpdated
}
// 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 {
cfg := config.GetConfig()
exch, err := cfg.GetExchangeConfig(e.Name)
if err != nil {
return err
}
var update bool
if exch.AssetTypes == "" {
exch.AssetTypes = common.JoinStrings(e.AssetTypes, ",")
update = true
} else {
e.AssetTypes = common.SplitStrings(exch.AssetTypes, ",")
update = true
}
if update {
return cfg.UpdateExchangeConfig(&exch)
}
return nil
}
// GetAssetTypes returns the available asset types for an individual exchange
func (e *Base) GetAssetTypes() []string {
return e.AssetTypes
}
// GetExchangeAssetTypes returns the asset types the exchange supports (SPOT,
// 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))
}
}