Files
gocryptotrader/exchanges/gateio/gateio_wrapper.go
Scott 0fbf8b172a Websocket orderbook buffering (#333)
* 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
2019-08-13 09:32:59 +10:00

474 lines
14 KiB
Go

package gateio
import (
"errors"
"fmt"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
// Start starts the GateIO go routine
func (g *Gateio) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
g.Run()
wg.Done()
}()
}
// Run implements the GateIO wrapper
func (g *Gateio) Run() {
if g.Verbose {
log.Debugf("%s Websocket: %s. (url: %s).\n", g.GetName(), common.IsEnabled(g.Websocket.IsEnabled()), g.WebsocketURL)
log.Debugf("%s polling delay: %ds.\n", g.GetName(), g.RESTPollingDelay)
log.Debugf("%s %d currencies enabled: %s.\n", g.GetName(), len(g.EnabledPairs), g.EnabledPairs)
}
symbols, err := g.GetSymbols()
if err != nil {
log.Errorf("%s Unable to fetch symbols.\n", g.GetName())
} else {
var newCurrencies currency.Pairs
for _, p := range symbols {
newCurrencies = append(newCurrencies,
currency.NewPairFromString(p))
}
err = g.UpdateCurrencies(newCurrencies, false, false)
if err != nil {
log.Errorf("%s Failed to update available currencies.\n", g.GetName())
}
}
}
// UpdateTicker updates and returns the ticker for a currency pair
func (g *Gateio) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
var tickerPrice ticker.Price
result, err := g.GetTickers()
if err != nil {
return tickerPrice, err
}
for _, x := range g.GetEnabledCurrencies() {
currency := exchange.FormatExchangeCurrency(g.Name, x).String()
var tp ticker.Price
tp.Pair = x
tp.High = result[currency].High
tp.Last = result[currency].Last
tp.Last = result[currency].Last
tp.Low = result[currency].Low
tp.Volume = result[currency].Volume
err = ticker.ProcessTicker(g.Name, &tp, assetType)
if err != nil {
return tickerPrice, err
}
}
return ticker.GetTicker(g.Name, p, assetType)
}
// GetTickerPrice returns the ticker for a currency pair
func (g *Gateio) GetTickerPrice(p currency.Pair, assetType string) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker(g.GetName(), p, assetType)
if err != nil {
return g.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// GetOrderbookEx returns orderbook base on the currency pair
func (g *Gateio) GetOrderbookEx(currency currency.Pair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.Get(g.GetName(), currency, assetType)
if err != nil {
return g.UpdateOrderbook(currency, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (g *Gateio) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
currency := exchange.FormatExchangeCurrency(g.Name, p).String()
orderbookNew, err := g.GetOrderbook(currency)
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Bids {
data := orderbookNew.Bids[x]
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: data.Amount, Price: data.Price})
}
for x := range orderbookNew.Asks {
data := orderbookNew.Asks[x]
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: data.Amount, Price: data.Price})
}
orderBook.Pair = p
orderBook.ExchangeName = g.GetName()
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(g.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies for the
// ZB exchange
func (g *Gateio) GetAccountInfo() (exchange.AccountInfo, error) {
var info exchange.AccountInfo
balance, err := g.GetBalances()
if err != nil {
return info, err
}
var balances []exchange.AccountCurrencyInfo
switch l := balance.Locked.(type) {
case map[string]interface{}:
for x := range l {
lockedF, err := strconv.ParseFloat(l[x].(string), 64)
if err != nil {
return info, err
}
balances = append(balances, exchange.AccountCurrencyInfo{
CurrencyName: currency.NewCode(x),
Hold: lockedF,
})
}
default:
break
}
switch v := balance.Available.(type) {
case map[string]interface{}:
for x := range v {
availAmount, err := strconv.ParseFloat(v[x].(string), 64)
if err != nil {
return info, err
}
var updated bool
for i := range balances {
if balances[i].CurrencyName == currency.NewCode(x) {
balances[i].TotalValue = balances[i].Hold + availAmount
updated = true
break
}
}
if !updated {
balances = append(balances, exchange.AccountCurrencyInfo{
CurrencyName: currency.NewCode(x),
TotalValue: availAmount,
})
}
}
default:
break
}
info.Accounts = append(info.Accounts, exchange.Account{
Currencies: balances,
})
info.Exchange = g.GetName()
return info, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (g *Gateio) GetFundingHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (g *Gateio) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
var resp []exchange.TradeHistory
return resp, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
// TODO: support multiple order types (IOC)
func (g *Gateio) SubmitOrder(p currency.Pair, side exchange.OrderSide, _ exchange.OrderType, amount, price float64, _ string) (exchange.SubmitOrderResponse, error) {
var submitOrderResponse exchange.SubmitOrderResponse
var orderTypeFormat SpotNewOrderRequestParamsType
if side == exchange.BuyOrderSide {
orderTypeFormat = SpotNewOrderRequestParamsTypeBuy
} else {
orderTypeFormat = SpotNewOrderRequestParamsTypeSell
}
var spotNewOrderRequestParams = SpotNewOrderRequestParams{
Amount: amount,
Price: price,
Symbol: p.String(),
Type: orderTypeFormat,
}
response, err := g.SpotNewOrder(spotNewOrderRequestParams)
if response.OrderNumber > 0 {
submitOrderResponse.OrderID = fmt.Sprintf("%v", response.OrderNumber)
}
if err == nil {
submitOrderResponse.IsOrderPlaced = true
}
return submitOrderResponse, err
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (g *Gateio) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (g *Gateio) CancelOrder(order *exchange.OrderCancellation) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
}
_, err = g.CancelExistingOrder(orderIDInt, exchange.FormatExchangeCurrency(g.Name, order.CurrencyPair).String())
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (g *Gateio) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
OrderStatus: make(map[string]string),
}
openOrders, err := g.GetOpenOrders("")
if err != nil {
return cancelAllOrdersResponse, err
}
uniqueSymbols := make(map[string]int)
for i := range openOrders.Orders {
uniqueSymbols[openOrders.Orders[i].CurrencyPair]++
}
for unique := range uniqueSymbols {
err = g.CancelAllExistingOrders(-1, unique)
if err != nil {
cancelAllOrdersResponse.OrderStatus[unique] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (g *Gateio) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
orders, err := g.GetOpenOrders("")
if err != nil {
return orderDetail, errors.New("failed to get open orders")
}
for x := range orders.Orders {
if orders.Orders[x].OrderNumber != orderID {
continue
}
orderDetail.Exchange = g.GetName()
orderDetail.ID = orders.Orders[x].OrderNumber
orderDetail.RemainingAmount = orders.Orders[x].InitialAmount - orders.Orders[x].FilledAmount
orderDetail.ExecutedAmount = orders.Orders[x].FilledAmount
orderDetail.Amount = orders.Orders[x].InitialAmount
orderDetail.OrderDate = time.Unix(orders.Orders[x].Timestamp, 0)
orderDetail.Status = orders.Orders[x].Status
orderDetail.Price = orders.Orders[x].Rate
orderDetail.CurrencyPair = currency.NewPairDelimiter(orders.Orders[x].CurrencyPair, g.ConfigCurrencyPairFormat.Delimiter)
if strings.EqualFold(orders.Orders[x].Type, exchange.AskOrderSide.ToString()) {
orderDetail.OrderSide = exchange.AskOrderSide
} else if strings.EqualFold(orders.Orders[x].Type, exchange.BidOrderSide.ToString()) {
orderDetail.OrderSide = exchange.BuyOrderSide
}
return orderDetail, nil
}
return orderDetail, fmt.Errorf("no order found with id %v", orderID)
}
// GetDepositAddress returns a deposit address for a specified currency
func (g *Gateio) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
addr, err := g.GetCryptoDepositAddress(cryptocurrency.String())
if err != nil {
return "", err
}
// Waits for new generated address if not created yet, its variable per
// currency
if addr == gateioGenerateAddress {
time.Sleep(10 * time.Second)
addr, err = g.GetCryptoDepositAddress(cryptocurrency.String())
if err != nil {
return "", err
}
if addr == gateioGenerateAddress {
return "", errors.New("new deposit address is being generated, please retry again shortly")
}
return addr, nil
}
return addr, err
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (g *Gateio) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return g.WithdrawCrypto(withdrawRequest.Currency.String(), withdrawRequest.Address, withdrawRequest.Amount)
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (g *Gateio) WithdrawFiatFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (g *Gateio) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (g *Gateio) GetWebsocket() (*wshandler.Websocket, error) {
return g.Websocket, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (g *Gateio) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if (g.APIKey == "" || g.APISecret == "") && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return g.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (g *Gateio) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
var currPair string
if len(getOrdersRequest.Currencies) == 1 {
currPair = getOrdersRequest.Currencies[0].String()
}
resp, err := g.GetOpenOrders(currPair)
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
for i := range resp.Orders {
if resp.Orders[i].Status != "open" {
continue
}
symbol := currency.NewPairDelimiter(resp.Orders[i].CurrencyPair,
g.ConfigCurrencyPairFormat.Delimiter)
side := exchange.OrderSide(strings.ToUpper(resp.Orders[i].Type))
orderDate := time.Unix(resp.Orders[i].Timestamp, 0)
orders = append(orders, exchange.OrderDetail{
ID: resp.Orders[i].OrderNumber,
Amount: resp.Orders[i].Amount,
Price: resp.Orders[i].Rate,
RemainingAmount: resp.Orders[i].FilledAmount,
OrderDate: orderDate,
OrderSide: side,
Exchange: g.Name,
CurrencyPair: symbol,
Status: resp.Orders[i].Status,
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (g *Gateio) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
var trades []TradesResponse
for _, currency := range getOrdersRequest.Currencies {
resp, err := g.GetTradeHistory(currency.String())
if err != nil {
return nil, err
}
trades = append(trades, resp.Trades...)
}
var orders []exchange.OrderDetail
for _, trade := range trades {
symbol := currency.NewPairDelimiter(trade.Pair,
g.ConfigCurrencyPairFormat.Delimiter)
side := exchange.OrderSide(strings.ToUpper(trade.Type))
orderDate := time.Unix(trade.TimeUnix, 0)
orders = append(orders, exchange.OrderDetail{
ID: strconv.FormatInt(trade.OrderID, 10),
Amount: trade.Amount,
Price: trade.Rate,
OrderDate: orderDate,
OrderSide: side,
Exchange: g.Name,
CurrencyPair: symbol,
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
return orders, nil
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (g *Gateio) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
g.Websocket.SubscribeToChannels(channels)
return nil
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (g *Gateio) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
g.Websocket.RemoveSubscribedChannels(channels)
return nil
}
// GetSubscriptions returns a copied list of subscriptions
func (g *Gateio) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return g.Websocket.GetSubscriptions(), nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (g *Gateio) AuthenticateWebsocket() error {
_, err := g.wsServerSignIn()
return err
}