mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +00:00
* Initial commit setting up a map orderbook system with a buffer. It will write to the buffer, sort apply to main orderbook and then process. * Moves namespaces again * Updates orderbook to use a sweet new WebsocketOrderbookUpdate type to handle all updates whether its using ID or not. So good. Adds many tests * Starting to implement orderbook update handling per exchange. Updates namespaces again. Hopefuylly will find a way to update via ID not timestamp, too many endpoints dont provide update timestamps * Changes orderbookbuffer to use BufferUpdate type instead of orderbook.Base to achieve more functionality and no need for type conversion functions. Updates tests * Updates all instances of ws.orderbook.Update. Simplifies some orderbook logic * Introduces toggleable buffer. Renames orderbooks. Completes implementation for everywhere but OKGroup due to hash calculation * Implements orderbook update for okgroup, but forgets about the orderbook hash checking * Fixes okgroup checksum calculation. Fixes linting issue. Removes redundant Kraken tests. * Introduces sorting toggle and separates from buffer toggle. Uses benchmarks to highlight performance gains * Fixes Gemini rate limit and parsing. Removes comments and fixes typos * Fixes bitfinex orderbook processing * Inbuilt sorting, minor fixes for websocket implementations. Improves test coverage * Adds surprise LakeBTC websocket support * Fixes data race * Fixes rebasing issues due to namespace movements * Addresses PR nits: moves folder namespace from ws to websocket. Removes line spaces in imports. Fixes lakebtc websocket returns and defer fucntions. Fixes comments * Adds poloniex orderook sorting support * Enables bitstamp and hitbtc orderbook sorting. Fixes poloniex's sorting * Renames namespaces and combines monitor and connection into wshandler. Removes unused SPOT const. Changes how orderbook stuff is loaded. It is done in startup with a setup. Removes exchange name from loadsnapshot as well * Removes the connection.go from rebasing issues. Removes error response from functions used in goroutines * Fixes test with exchange name output change * Fixes issues where copy and paste and replace all were used poorly
422 lines
13 KiB
Go
422 lines
13 KiB
Go
package exmo
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import (
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"errors"
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"fmt"
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"strconv"
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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/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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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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// Start starts the EXMO go routine
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func (e *EXMO) Start(wg *sync.WaitGroup) {
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wg.Add(1)
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go func() {
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e.Run()
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wg.Done()
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}()
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}
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// Run implements the EXMO wrapper
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func (e *EXMO) Run() {
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if e.Verbose {
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log.Debugf("%s polling delay: %ds.\n", e.GetName(), e.RESTPollingDelay)
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log.Debugf("%s %d currencies enabled: %s.\n", e.GetName(), len(e.EnabledPairs), e.EnabledPairs)
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}
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exchangeProducts, err := e.GetPairSettings()
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if err != nil {
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log.Errorf("%s Failed to get available products.\n", e.GetName())
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} else {
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var currencies []string
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for x := range exchangeProducts {
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currencies = append(currencies, x)
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}
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var newCurrencies currency.Pairs
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for _, p := range currencies {
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newCurrencies = append(newCurrencies,
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currency.NewPairFromString(p))
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}
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err = e.UpdateCurrencies(newCurrencies, false, false)
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if err != nil {
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log.Errorf("%s Failed to update available currencies.\n", e.GetName())
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}
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}
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (e *EXMO) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
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var tickerPrice ticker.Price
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pairsCollated, err := exchange.GetAndFormatExchangeCurrencies(e.Name, e.GetEnabledCurrencies())
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if err != nil {
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return tickerPrice, err
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}
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result, err := e.GetTicker(pairsCollated)
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if err != nil {
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return tickerPrice, err
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}
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for _, x := range e.GetEnabledCurrencies() {
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currency := exchange.FormatExchangeCurrency(e.Name, x).String()
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var tickerPrice ticker.Price
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tickerPrice.Pair = x
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tickerPrice.Last = result[currency].Last
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tickerPrice.Ask = result[currency].Sell
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tickerPrice.High = result[currency].High
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tickerPrice.Bid = result[currency].Buy
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tickerPrice.Last = result[currency].Last
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tickerPrice.Low = result[currency].Low
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tickerPrice.Volume = result[currency].Volume
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err = ticker.ProcessTicker(e.Name, &tickerPrice, assetType)
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if err != nil {
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return tickerPrice, err
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}
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}
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return ticker.GetTicker(e.Name, p, assetType)
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}
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// GetTickerPrice returns the ticker for a currency pair
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func (e *EXMO) GetTickerPrice(p currency.Pair, assetType string) (ticker.Price, error) {
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tick, err := ticker.GetTicker(e.GetName(), p, assetType)
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if err != nil {
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return e.UpdateTicker(p, assetType)
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}
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return tick, nil
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}
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// GetOrderbookEx returns the orderbook for a currency pair
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func (e *EXMO) GetOrderbookEx(p currency.Pair, assetType string) (orderbook.Base, error) {
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ob, err := orderbook.Get(e.GetName(), p, assetType)
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if err != nil {
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return e.UpdateOrderbook(p, assetType)
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}
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return ob, nil
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}
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// UpdateOrderbook updates and returns the orderbook for a currency pair
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func (e *EXMO) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
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var orderBook orderbook.Base
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pairsCollated, err := exchange.GetAndFormatExchangeCurrencies(e.Name, e.GetEnabledCurrencies())
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if err != nil {
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return orderBook, err
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}
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result, err := e.GetOrderbook(pairsCollated)
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if err != nil {
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return orderBook, err
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}
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for _, x := range e.GetEnabledCurrencies() {
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currency := exchange.FormatExchangeCurrency(e.Name, x)
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data, ok := result[currency.String()]
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if !ok {
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continue
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}
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var obItems []orderbook.Item
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for y := range data.Ask {
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z := data.Ask[y]
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price, _ := strconv.ParseFloat(z[0], 64)
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amount, _ := strconv.ParseFloat(z[1], 64)
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obItems = append(obItems, orderbook.Item{Price: price, Amount: amount})
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}
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orderBook.Asks = obItems
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obItems = []orderbook.Item{}
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for y := range data.Bid {
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z := data.Bid[y]
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price, _ := strconv.ParseFloat(z[0], 64)
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amount, _ := strconv.ParseFloat(z[1], 64)
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obItems = append(obItems, orderbook.Item{Price: price, Amount: amount})
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}
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orderBook.Bids = obItems
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orderBook.Pair = x
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orderBook.ExchangeName = e.GetName()
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orderBook.AssetType = assetType
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err = orderBook.Process()
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if err != nil {
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return orderBook, err
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}
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}
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return orderbook.Get(e.Name, p, assetType)
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}
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// GetAccountInfo retrieves balances for all enabled currencies for the
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// Exmo exchange
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func (e *EXMO) GetAccountInfo() (exchange.AccountInfo, error) {
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var response exchange.AccountInfo
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response.Exchange = e.GetName()
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result, err := e.GetUserInfo()
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if err != nil {
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return response, err
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}
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var currencies []exchange.AccountCurrencyInfo
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for x, y := range result.Balances {
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var exchangeCurrency exchange.AccountCurrencyInfo
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exchangeCurrency.CurrencyName = currency.NewCode(x)
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for z, w := range result.Reserved {
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if z == x {
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avail, _ := strconv.ParseFloat(y, 64)
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reserved, _ := strconv.ParseFloat(w, 64)
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exchangeCurrency.TotalValue = avail + reserved
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exchangeCurrency.Hold = reserved
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}
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}
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currencies = append(currencies, exchangeCurrency)
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}
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response.Accounts = append(response.Accounts, exchange.Account{
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Currencies: currencies,
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})
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return response, nil
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}
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// GetFundingHistory returns funding history, deposits and
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// withdrawals
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func (e *EXMO) GetFundingHistory() ([]exchange.FundHistory, error) {
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var fundHistory []exchange.FundHistory
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return fundHistory, common.ErrFunctionNotSupported
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}
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// GetExchangeHistory returns historic trade data since exchange opening.
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func (e *EXMO) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
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var resp []exchange.TradeHistory
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return resp, common.ErrNotYetImplemented
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}
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// SubmitOrder submits a new order
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func (e *EXMO) SubmitOrder(p currency.Pair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, _ string) (exchange.SubmitOrderResponse, error) {
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var submitOrderResponse exchange.SubmitOrderResponse
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var oT string
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switch orderType {
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case exchange.LimitOrderType:
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return submitOrderResponse, errors.New("unsupported order type")
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case exchange.MarketOrderType:
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oT = "market_buy"
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if side == exchange.SellOrderSide {
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oT = "market_sell"
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}
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default:
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return submitOrderResponse, errors.New("unsupported order type")
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}
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response, err := e.CreateOrder(p.String(), oT, price, amount)
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if response > 0 {
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submitOrderResponse.OrderID = fmt.Sprintf("%v", response)
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}
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if err == nil {
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submitOrderResponse.IsOrderPlaced = true
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}
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return submitOrderResponse, err
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}
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// ModifyOrder will allow of changing orderbook placement and limit to
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// market conversion
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func (e *EXMO) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
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return "", common.ErrFunctionNotSupported
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}
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// CancelOrder cancels an order by its corresponding ID number
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func (e *EXMO) CancelOrder(order *exchange.OrderCancellation) error {
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orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
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if err != nil {
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return err
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}
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return e.CancelExistingOrder(orderIDInt)
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}
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// CancelAllOrders cancels all orders associated with a currency pair
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func (e *EXMO) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
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cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
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OrderStatus: make(map[string]string),
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}
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openOrders, err := e.GetOpenOrders()
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if err != nil {
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return cancelAllOrdersResponse, err
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}
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for _, order := range openOrders {
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err = e.CancelExistingOrder(order.OrderID)
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if err != nil {
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cancelAllOrdersResponse.OrderStatus[strconv.FormatInt(order.OrderID, 10)] = err.Error()
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}
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}
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return cancelAllOrdersResponse, nil
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}
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// GetOrderInfo returns information on a current open order
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func (e *EXMO) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
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var orderDetail exchange.OrderDetail
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return orderDetail, common.ErrNotYetImplemented
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}
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// GetDepositAddress returns a deposit address for a specified currency
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func (e *EXMO) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
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fullAddr, err := e.GetCryptoDepositAddress()
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if err != nil {
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return "", err
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}
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addr, ok := fullAddr[cryptocurrency.String()]
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if !ok {
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return "", fmt.Errorf("currency %s could not be found, please generate via the exmo website", cryptocurrency.String())
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}
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return addr, nil
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}
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// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
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// submitted
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func (e *EXMO) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
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resp, err := e.WithdrawCryptocurrency(withdrawRequest.Currency.String(),
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withdrawRequest.Address,
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withdrawRequest.AddressTag,
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withdrawRequest.Amount)
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return fmt.Sprintf("%v", resp), err
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}
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// WithdrawFiatFunds returns a withdrawal ID when a
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// withdrawal is submitted
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func (e *EXMO) WithdrawFiatFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
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return "", common.ErrFunctionNotSupported
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}
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// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
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// withdrawal is submitted
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func (e *EXMO) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.WithdrawRequest) (string, error) {
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return "", common.ErrFunctionNotSupported
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}
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// GetWebsocket returns a pointer to the exchange websocket
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func (e *EXMO) GetWebsocket() (*wshandler.Websocket, error) {
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return nil, common.ErrFunctionNotSupported
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}
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// GetFeeByType returns an estimate of fee based on type of transaction
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func (e *EXMO) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
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if (e.APIKey == "" || e.APISecret == "") && // Todo check connection status
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feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
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feeBuilder.FeeType = exchange.OfflineTradeFee
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}
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return e.GetFee(feeBuilder)
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}
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// GetActiveOrders retrieves any orders that are active/open
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func (e *EXMO) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
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resp, err := e.GetOpenOrders()
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if err != nil {
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return nil, err
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}
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var orders []exchange.OrderDetail
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for _, order := range resp {
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symbol := currency.NewPairDelimiter(order.Pair, "_")
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orderDate := time.Unix(order.Created, 0)
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orderSide := exchange.OrderSide(strings.ToUpper(order.Type))
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orders = append(orders, exchange.OrderDetail{
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ID: fmt.Sprintf("%v", order.OrderID),
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Amount: order.Quantity,
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OrderDate: orderDate,
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Price: order.Price,
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OrderSide: orderSide,
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Exchange: e.Name,
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CurrencyPair: symbol,
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})
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}
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exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
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getOrdersRequest.EndTicks)
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exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
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return orders, nil
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}
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// GetOrderHistory retrieves account order information
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// Can Limit response to specific order status
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func (e *EXMO) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
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if len(getOrdersRequest.Currencies) == 0 {
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return nil, errors.New("currency must be supplied")
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}
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var allTrades []UserTrades
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for _, currency := range getOrdersRequest.Currencies {
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resp, err := e.GetUserTrades(exchange.FormatExchangeCurrency(e.Name, currency).String(), "", "10000")
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if err != nil {
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return nil, err
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}
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for _, order := range resp {
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allTrades = append(allTrades, order...)
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}
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}
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var orders []exchange.OrderDetail
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for _, order := range allTrades {
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symbol := currency.NewPairDelimiter(order.Pair, "_")
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orderDate := time.Unix(order.Date, 0)
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orderSide := exchange.OrderSide(strings.ToUpper(order.Type))
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orders = append(orders, exchange.OrderDetail{
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ID: fmt.Sprintf("%v", order.TradeID),
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Amount: order.Quantity,
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OrderDate: orderDate,
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Price: order.Price,
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OrderSide: orderSide,
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Exchange: e.Name,
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CurrencyPair: symbol,
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})
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}
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exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
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getOrdersRequest.EndTicks)
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exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
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return orders, nil
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}
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// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
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// which lets websocket.manageSubscriptions handle subscribing
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func (e *EXMO) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
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return common.ErrFunctionNotSupported
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}
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// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
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// which lets websocket.manageSubscriptions handle unsubscribing
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func (e *EXMO) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
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return common.ErrFunctionNotSupported
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}
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// GetSubscriptions returns a copied list of subscriptions
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func (e *EXMO) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
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return nil, common.ErrFunctionNotSupported
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}
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// AuthenticateWebsocket sends an authentication message to the websocket
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func (e *EXMO) AuthenticateWebsocket() error {
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return common.ErrFunctionNotSupported
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}
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