Files
gocryptotrader/exchanges/itbit/itbit.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

490 lines
14 KiB
Go

package itbit
import (
"bytes"
"encoding/json"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"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 (
itbitAPIURL = "https://api.itbit.com/v1"
itbitAPIVersion = "1"
itbitMarkets = "markets"
itbitOrderbook = "order_book"
itbitTicker = "ticker"
itbitWallets = "wallets"
itbitBalances = "balances"
itbitTrades = "trades"
itbitFundingHistory = "funding_history"
itbitOrders = "orders"
itbitCryptoDeposits = "cryptocurrency_deposits"
itbitWalletTransfer = "wallet_transfers"
itbitAuthRate = 0
itbitUnauthRate = 0
)
// ItBit is the overarching type across the ItBit package
type ItBit struct {
exchange.Base
}
// SetDefaults sets the defaults for the exchange
func (i *ItBit) SetDefaults() {
i.Name = "ITBIT"
i.Enabled = false
i.MakerFee = -0.10
i.TakerFee = 0.50
i.Verbose = false
i.RESTPollingDelay = 10
i.APIWithdrawPermissions = exchange.WithdrawCryptoViaWebsiteOnly |
exchange.WithdrawFiatViaWebsiteOnly
i.RequestCurrencyPairFormat.Delimiter = ""
i.RequestCurrencyPairFormat.Uppercase = true
i.ConfigCurrencyPairFormat.Delimiter = ""
i.ConfigCurrencyPairFormat.Uppercase = true
i.AssetTypes = []string{ticker.Spot}
i.SupportsAutoPairUpdating = false
i.SupportsRESTTickerBatching = false
i.Requester = request.New(i.Name,
request.NewRateLimit(time.Second, itbitAuthRate),
request.NewRateLimit(time.Second, itbitUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
i.APIUrlDefault = itbitAPIURL
i.APIUrl = i.APIUrlDefault
i.Websocket = wshandler.New()
}
// Setup sets the exchange parameters from exchange config
func (i *ItBit) Setup(exch *config.ExchangeConfig) {
if !exch.Enabled {
i.SetEnabled(false)
} else {
i.Enabled = true
i.AuthenticatedAPISupport = exch.AuthenticatedAPISupport
i.SetAPIKeys(exch.APIKey, exch.APISecret, exch.ClientID, false)
i.SetHTTPClientTimeout(exch.HTTPTimeout)
i.SetHTTPClientUserAgent(exch.HTTPUserAgent)
i.RESTPollingDelay = exch.RESTPollingDelay
i.Verbose = exch.Verbose
i.HTTPDebugging = exch.HTTPDebugging
i.BaseCurrencies = exch.BaseCurrencies
i.AvailablePairs = exch.AvailablePairs
i.EnabledPairs = exch.EnabledPairs
err := i.SetCurrencyPairFormat()
if err != nil {
log.Fatal(err)
}
err = i.SetAssetTypes()
if err != nil {
log.Fatal(err)
}
err = i.SetAutoPairDefaults()
if err != nil {
log.Fatal(err)
}
err = i.SetAPIURL(exch)
if err != nil {
log.Fatal(err)
}
err = i.SetClientProxyAddress(exch.ProxyAddress)
if err != nil {
log.Fatal(err)
}
}
}
// GetTicker returns ticker info for a specified market.
// currencyPair - example "XBTUSD" "XBTSGD" "XBTEUR"
func (i *ItBit) GetTicker(currencyPair string) (Ticker, error) {
var response Ticker
path := fmt.Sprintf("%s/%s/%s/%s", i.APIUrl, itbitMarkets, currencyPair, itbitTicker)
return response, i.SendHTTPRequest(path, &response)
}
// GetOrderbook returns full order book for the specified market.
// currencyPair - example "XBTUSD" "XBTSGD" "XBTEUR"
func (i *ItBit) GetOrderbook(currencyPair string) (OrderbookResponse, error) {
response := OrderbookResponse{}
path := fmt.Sprintf("%s/%s/%s/%s", i.APIUrl, itbitMarkets, currencyPair, itbitOrderbook)
return response, i.SendHTTPRequest(path, &response)
}
// GetTradeHistory returns recent trades for a specified market.
//
// currencyPair - example "XBTUSD" "XBTSGD" "XBTEUR"
// timestamp - matchNumber, only executions after this will be returned
func (i *ItBit) GetTradeHistory(currencyPair, timestamp string) (Trades, error) {
response := Trades{}
req := "trades?since=" + timestamp
path := fmt.Sprintf("%s/%s/%s/%s", i.APIUrl, itbitMarkets, currencyPair, req)
return response, i.SendHTTPRequest(path, &response)
}
// GetWallets returns information about all wallets associated with the account.
//
// params --
// page - [optional] page to return example 1. default 1
// perPage - [optional] items per page example 50, default 50 max 50
func (i *ItBit) GetWallets(params url.Values) ([]Wallet, error) {
var resp []Wallet
params.Set("userId", i.ClientID)
path := fmt.Sprintf("/%s?%s", itbitWallets, params.Encode())
return resp, i.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
}
// CreateWallet creates a new wallet with a specified name.
func (i *ItBit) CreateWallet(walletName string) (Wallet, error) {
resp := Wallet{}
params := make(map[string]interface{})
params["userId"] = i.ClientID
params["name"] = walletName
err := i.SendAuthenticatedHTTPRequest(http.MethodPost, "/"+itbitWallets, params, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// GetWallet returns wallet information by walletID
func (i *ItBit) GetWallet(walletID string) (Wallet, error) {
resp := Wallet{}
path := fmt.Sprintf("/%s/%s", itbitWallets, walletID)
err := i.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// GetWalletBalance returns balance information for a specific currency in a
// wallet.
func (i *ItBit) GetWalletBalance(walletID, currency string) (Balance, error) {
resp := Balance{}
path := fmt.Sprintf("/%s/%s/%s/%s", itbitWallets, walletID, itbitBalances, currency)
err := i.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// GetOrders returns active orders for itBit
// perPage defaults to & has a limit of 50
func (i *ItBit) GetOrders(walletID, symbol, status string, page, perPage int64) ([]Order, error) {
var resp []Order
params := make(map[string]interface{})
params["walletID"] = walletID
if symbol != "" {
params["instrument"] = symbol
}
if status != "" {
params["status"] = status
}
if page > 0 {
params["page"] = strconv.FormatInt(page, 10)
}
if perPage > 0 {
params["perPage"] = strconv.FormatInt(perPage, 10)
}
return resp, i.SendAuthenticatedHTTPRequest(http.MethodGet, itbitOrders, params, &resp)
}
// GetWalletTrades returns all trades for a specified wallet.
func (i *ItBit) GetWalletTrades(walletID string, params url.Values) (Records, error) {
resp := Records{}
urlPath := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitTrades)
path := common.EncodeURLValues(urlPath, params)
err := i.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// GetFundingHistoryForWallet returns all funding history for a specified wallet.
func (i *ItBit) GetFundingHistoryForWallet(walletID string, params url.Values) (FundingRecords, error) {
resp := FundingRecords{}
urlPath := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitFundingHistory)
path := common.EncodeURLValues(urlPath, params)
err := i.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// PlaceOrder places a new order
func (i *ItBit) PlaceOrder(walletID, side, orderType, currency string, amount, price float64, instrument, clientRef string) (Order, error) {
resp := Order{}
path := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitOrders)
params := make(map[string]interface{})
params["side"] = side
params["type"] = orderType
params["currency"] = currency
params["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
params["price"] = strconv.FormatFloat(price, 'f', -1, 64)
params["instrument"] = instrument
if clientRef != "" {
params["clientOrderIdentifier"] = clientRef
}
err := i.SendAuthenticatedHTTPRequest(http.MethodPost, path, params, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// GetOrder returns an order by id.
func (i *ItBit) GetOrder(walletID string, params url.Values) (Order, error) {
resp := Order{}
urlPath := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitOrders)
path := common.EncodeURLValues(urlPath, params)
err := i.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// CancelExistingOrder cancels and open order. *This is not a guarantee that the
// order has been cancelled!*
func (i *ItBit) CancelExistingOrder(walletID, orderID string) error {
path := fmt.Sprintf("/%s/%s/%s/%s", itbitWallets, walletID, itbitOrders, orderID)
return i.SendAuthenticatedHTTPRequest(http.MethodDelete, path, nil, nil)
}
// GetCryptoDepositAddress returns a deposit address to send cryptocurrency to.
func (i *ItBit) GetCryptoDepositAddress(walletID, currency string) (CryptoCurrencyDeposit, error) {
resp := CryptoCurrencyDeposit{}
path := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitCryptoDeposits)
params := make(map[string]interface{})
params["currency"] = currency
err := i.SendAuthenticatedHTTPRequest(http.MethodPost, path, params, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// WalletTransfer transfers funds between wallets.
func (i *ItBit) WalletTransfer(walletID, sourceWallet, destWallet string, amount float64, currency string) (WalletTransfer, error) {
resp := WalletTransfer{}
path := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitWalletTransfer)
params := make(map[string]interface{})
params["sourceWalletId"] = sourceWallet
params["destinationWalletId"] = destWallet
params["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
params["currencyCode"] = currency
err := i.SendAuthenticatedHTTPRequest(http.MethodPost, path, params, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (i *ItBit) SendHTTPRequest(path string, result interface{}) error {
return i.SendPayload(http.MethodGet,
path,
nil,
nil,
result,
false,
false,
i.Verbose,
i.HTTPDebugging,
i.HTTPRecording)
}
// SendAuthenticatedHTTPRequest sends an authenticated request to itBit
func (i *ItBit) SendAuthenticatedHTTPRequest(method, path string, params map[string]interface{}, result interface{}) error {
if !i.AuthenticatedAPISupport {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet, i.Name)
}
if i.ClientID == "" {
return errors.New("client ID not set")
}
req := make(map[string]interface{})
urlPath := i.APIUrl + path
for key, value := range params {
req[key] = value
}
PayloadJSON := []byte("")
var err error
if params != nil {
PayloadJSON, err = common.JSONEncode(req)
if err != nil {
return err
}
if i.Verbose {
log.Debugf("Request JSON: %s\n", PayloadJSON)
}
}
n := i.Requester.GetNonce(true).String()
timestamp := strconv.FormatInt(time.Now().UnixNano()/1000000, 10)
message, err := common.JSONEncode([]string{method, urlPath, string(PayloadJSON), n, timestamp})
if err != nil {
return err
}
hash := common.GetSHA256([]byte(n + string(message)))
hmac := common.GetHMAC(common.HashSHA512, []byte(urlPath+string(hash)), []byte(i.APISecret))
signature := common.Base64Encode(hmac)
headers := make(map[string]string)
headers["Authorization"] = i.ClientID + ":" + signature
headers["X-Auth-Timestamp"] = timestamp
headers["X-Auth-Nonce"] = n
headers["Content-Type"] = "application/json"
var intermediary json.RawMessage
errCheck := struct {
Code int `json:"code"`
Description string `json:"description"`
RequestID string `json:"requestId"`
}{}
err = i.SendPayload(method,
urlPath,
headers,
bytes.NewBuffer(PayloadJSON),
&intermediary,
true,
true,
i.Verbose,
i.HTTPDebugging,
i.HTTPRecording)
if err != nil {
return err
}
err = common.JSONDecode(intermediary, &errCheck)
if err == nil {
if errCheck.Code != 0 || errCheck.Description != "" {
return fmt.Errorf("itbit.go SendAuthRequest error code: %d description: %s",
errCheck.Code,
errCheck.Description)
}
}
return common.JSONDecode(intermediary, result)
}
// GetFee returns an estimate of fee based on type of transaction
func (i *ItBit) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount, feeBuilder.IsMaker)
case exchange.InternationalBankWithdrawalFee:
fee = getInternationalBankWithdrawalFee(feeBuilder.FiatCurrency, feeBuilder.BankTransactionType)
case exchange.OfflineTradeFee:
fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
// getOfflineTradeFee calculates the worst case-scenario trading fee
func getOfflineTradeFee(price, amount float64) float64 {
return 0.0035 * price * amount
}
func calculateTradingFee(purchasePrice, amount float64, isMaker bool) float64 {
// TODO: Itbit has volume discounts, but not API endpoint to get the exact volume numbers
// When support is added, this needs to be updated to calculate the accurate volume fee
feePercent := 0.0035
if isMaker {
feePercent = -0.0003
}
return feePercent * purchasePrice * amount
}
func getInternationalBankWithdrawalFee(c currency.Code, bankTransactionType exchange.InternationalBankTransactionType) float64 {
var fee float64
if (bankTransactionType == exchange.Swift ||
bankTransactionType == exchange.WireTransfer) &&
c == currency.USD {
fee = 40
} else if (bankTransactionType == exchange.SEPA ||
bankTransactionType == exchange.WireTransfer) &&
c == currency.EUR {
fee = 1
}
return fee
}