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
432 lines
13 KiB
Go
432 lines
13 KiB
Go
package itbit
|
|
|
|
import (
|
|
"fmt"
|
|
"net/url"
|
|
"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 ItBit go routine
|
|
func (i *ItBit) Start(wg *sync.WaitGroup) {
|
|
wg.Add(1)
|
|
go func() {
|
|
i.Run()
|
|
wg.Done()
|
|
}()
|
|
}
|
|
|
|
// Run implements the ItBit wrapper
|
|
func (i *ItBit) Run() {
|
|
if i.Verbose {
|
|
log.Debugf("%s polling delay: %ds.\n", i.GetName(), i.RESTPollingDelay)
|
|
log.Debugf("%s %d currencies enabled: %s.\n", i.GetName(), len(i.EnabledPairs), i.EnabledPairs)
|
|
}
|
|
}
|
|
|
|
// UpdateTicker updates and returns the ticker for a currency pair
|
|
func (i *ItBit) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
|
|
var tickerPrice ticker.Price
|
|
tick, err := i.GetTicker(exchange.FormatExchangeCurrency(i.Name,
|
|
p).String())
|
|
if err != nil {
|
|
return tickerPrice, err
|
|
}
|
|
|
|
tickerPrice.Pair = p
|
|
tickerPrice.Ask = tick.Ask
|
|
tickerPrice.Bid = tick.Bid
|
|
tickerPrice.Last = tick.LastPrice
|
|
tickerPrice.High = tick.High24h
|
|
tickerPrice.Low = tick.Low24h
|
|
tickerPrice.Volume = tick.Volume24h
|
|
|
|
err = ticker.ProcessTicker(i.GetName(), &tickerPrice, assetType)
|
|
if err != nil {
|
|
return tickerPrice, err
|
|
}
|
|
|
|
return ticker.GetTicker(i.Name, p, assetType)
|
|
}
|
|
|
|
// GetTickerPrice returns the ticker for a currency pair
|
|
func (i *ItBit) GetTickerPrice(p currency.Pair, assetType string) (ticker.Price, error) {
|
|
tickerNew, err := ticker.GetTicker(i.GetName(), p, assetType)
|
|
if err != nil {
|
|
return i.UpdateTicker(p, assetType)
|
|
}
|
|
return tickerNew, nil
|
|
}
|
|
|
|
// GetOrderbookEx returns orderbook base on the currency pair
|
|
func (i *ItBit) GetOrderbookEx(p currency.Pair, assetType string) (orderbook.Base, error) {
|
|
ob, err := orderbook.Get(i.GetName(), p, assetType)
|
|
if err != nil {
|
|
return i.UpdateOrderbook(p, assetType)
|
|
}
|
|
return ob, nil
|
|
}
|
|
|
|
// UpdateOrderbook updates and returns the orderbook for a currency pair
|
|
func (i *ItBit) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
|
|
var orderBook orderbook.Base
|
|
orderbookNew, err := i.GetOrderbook(exchange.FormatExchangeCurrency(i.Name,
|
|
p).String())
|
|
if err != nil {
|
|
return orderBook, err
|
|
}
|
|
|
|
for x := range orderbookNew.Bids {
|
|
data := orderbookNew.Bids[x]
|
|
var price, amount float64
|
|
price, err = strconv.ParseFloat(data[0], 64)
|
|
if err != nil {
|
|
return orderBook, err
|
|
}
|
|
amount, err = strconv.ParseFloat(data[1], 64)
|
|
if err != nil {
|
|
return orderBook, err
|
|
}
|
|
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: amount, Price: price})
|
|
}
|
|
|
|
for x := range orderbookNew.Asks {
|
|
data := orderbookNew.Asks[x]
|
|
var price, amount float64
|
|
price, err = strconv.ParseFloat(data[0], 64)
|
|
if err != nil {
|
|
return orderBook, err
|
|
}
|
|
amount, err = strconv.ParseFloat(data[1], 64)
|
|
if err != nil {
|
|
return orderBook, err
|
|
}
|
|
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: amount, Price: price})
|
|
}
|
|
|
|
orderBook.Pair = p
|
|
orderBook.ExchangeName = i.GetName()
|
|
orderBook.AssetType = assetType
|
|
|
|
err = orderBook.Process()
|
|
if err != nil {
|
|
return orderBook, err
|
|
}
|
|
|
|
return orderbook.Get(i.Name, p, assetType)
|
|
}
|
|
|
|
// GetAccountInfo retrieves balances for all enabled currencies
|
|
func (i *ItBit) GetAccountInfo() (exchange.AccountInfo, error) {
|
|
var info exchange.AccountInfo
|
|
info.Exchange = i.GetName()
|
|
|
|
wallets, err := i.GetWallets(url.Values{})
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
|
|
type balance struct {
|
|
TotalValue float64
|
|
Hold float64
|
|
}
|
|
|
|
var amounts = make(map[string]*balance)
|
|
|
|
for _, wallet := range wallets {
|
|
for _, cb := range wallet.Balances {
|
|
if _, ok := amounts[cb.Currency]; !ok {
|
|
amounts[cb.Currency] = &balance{}
|
|
}
|
|
|
|
amounts[cb.Currency].TotalValue += cb.TotalBalance
|
|
amounts[cb.Currency].Hold += cb.TotalBalance - cb.AvailableBalance
|
|
}
|
|
}
|
|
|
|
var fullBalance []exchange.AccountCurrencyInfo
|
|
|
|
for key, data := range amounts {
|
|
fullBalance = append(fullBalance, exchange.AccountCurrencyInfo{
|
|
CurrencyName: currency.NewCode(key),
|
|
TotalValue: data.TotalValue,
|
|
Hold: data.Hold,
|
|
})
|
|
}
|
|
|
|
info.Accounts = append(info.Accounts, exchange.Account{
|
|
Currencies: fullBalance,
|
|
})
|
|
|
|
return info, nil
|
|
}
|
|
|
|
// GetFundingHistory returns funding history, deposits and
|
|
// withdrawals
|
|
func (i *ItBit) GetFundingHistory() ([]exchange.FundHistory, error) {
|
|
var fundHistory []exchange.FundHistory
|
|
return fundHistory, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetExchangeHistory returns historic trade data since exchange opening.
|
|
func (i *ItBit) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
|
|
var resp []exchange.TradeHistory
|
|
|
|
return resp, common.ErrNotYetImplemented
|
|
}
|
|
|
|
// SubmitOrder submits a new order
|
|
func (i *ItBit) SubmitOrder(p currency.Pair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, _ string) (exchange.SubmitOrderResponse, error) {
|
|
var submitOrderResponse exchange.SubmitOrderResponse
|
|
var wallet string
|
|
|
|
wallets, err := i.GetWallets(url.Values{})
|
|
if err != nil {
|
|
return submitOrderResponse, err
|
|
}
|
|
|
|
// Determine what wallet ID to use if there is any actual available currency to make the trade!
|
|
for _, i := range wallets {
|
|
for j := range i.Balances {
|
|
if i.Balances[j].Currency == p.Base.String() &&
|
|
i.Balances[j].AvailableBalance >= amount {
|
|
wallet = i.ID
|
|
}
|
|
}
|
|
}
|
|
|
|
if wallet == "" {
|
|
return submitOrderResponse,
|
|
fmt.Errorf("no wallet found with currency: %s with amount >= %v",
|
|
p.Base,
|
|
amount)
|
|
}
|
|
|
|
response, err := i.PlaceOrder(wallet,
|
|
side.ToString(),
|
|
orderType.ToString(),
|
|
p.Base.String(),
|
|
amount,
|
|
price,
|
|
p.String(),
|
|
"")
|
|
|
|
if response.ID != "" {
|
|
submitOrderResponse.OrderID = response.ID
|
|
}
|
|
|
|
if err == nil {
|
|
submitOrderResponse.IsOrderPlaced = true
|
|
}
|
|
|
|
return submitOrderResponse, err
|
|
}
|
|
|
|
// ModifyOrder will allow of changing orderbook placement and limit to
|
|
// market conversion
|
|
func (i *ItBit) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
|
|
return "", common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// CancelOrder cancels an order by its corresponding ID number
|
|
func (i *ItBit) CancelOrder(order *exchange.OrderCancellation) error {
|
|
return i.CancelExistingOrder(order.WalletAddress, order.OrderID)
|
|
}
|
|
|
|
// CancelAllOrders cancels all orders associated with a currency pair
|
|
func (i *ItBit) CancelAllOrders(orderCancellation *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
|
|
cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
|
|
OrderStatus: make(map[string]string),
|
|
}
|
|
openOrders, err := i.GetOrders(orderCancellation.WalletAddress, "", "open", 0, 0)
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
|
|
for j := range openOrders {
|
|
err = i.CancelExistingOrder(orderCancellation.WalletAddress, openOrders[j].ID)
|
|
if err != nil {
|
|
cancelAllOrdersResponse.OrderStatus[openOrders[j].ID] = err.Error()
|
|
}
|
|
}
|
|
|
|
return cancelAllOrdersResponse, nil
|
|
}
|
|
|
|
// GetOrderInfo returns information on a current open order
|
|
func (i *ItBit) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
|
|
var orderDetail exchange.OrderDetail
|
|
return orderDetail, common.ErrNotYetImplemented
|
|
}
|
|
|
|
// GetDepositAddress returns a deposit address for a specified currency
|
|
// NOTE: This has not been implemented due to the fact you need to generate a
|
|
// a specific wallet ID and they restrict the amount of deposit address you can
|
|
// request limiting them to 2.
|
|
func (i *ItBit) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
|
|
return "", common.ErrNotYetImplemented
|
|
}
|
|
|
|
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
|
|
// submitted
|
|
func (i *ItBit) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
|
|
return "", common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// WithdrawFiatFunds returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (i *ItBit) WithdrawFiatFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
|
|
return "", common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (i *ItBit) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.WithdrawRequest) (string, error) {
|
|
return "", common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetWebsocket returns a pointer to the exchange websocket
|
|
func (i *ItBit) GetWebsocket() (*wshandler.Websocket, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on type of transaction
|
|
func (i *ItBit) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
if (i.APIKey == "" || i.APISecret == "") && // Todo check connection status
|
|
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
|
|
feeBuilder.FeeType = exchange.OfflineTradeFee
|
|
}
|
|
return i.GetFee(feeBuilder)
|
|
}
|
|
|
|
// GetActiveOrders retrieves any orders that are active/open
|
|
func (i *ItBit) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
|
|
wallets, err := i.GetWallets(url.Values{})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var allOrders []Order
|
|
for _, wallet := range wallets {
|
|
resp, err := i.GetOrders(wallet.ID, "", "open", 0, 0)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
allOrders = append(allOrders, resp...)
|
|
}
|
|
|
|
var orders []exchange.OrderDetail
|
|
for j := range allOrders {
|
|
symbol := currency.NewPairDelimiter(allOrders[j].Instrument,
|
|
i.ConfigCurrencyPairFormat.Delimiter)
|
|
side := exchange.OrderSide(strings.ToUpper(allOrders[j].Side))
|
|
orderDate, err := time.Parse(time.RFC3339, allOrders[j].CreatedTime)
|
|
if err != nil {
|
|
log.Warnf("Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
|
|
i.Name, "GetActiveOrders", allOrders[j].ID, allOrders[j].CreatedTime)
|
|
}
|
|
|
|
orders = append(orders, exchange.OrderDetail{
|
|
ID: allOrders[j].ID,
|
|
OrderSide: side,
|
|
Amount: allOrders[j].Amount,
|
|
ExecutedAmount: allOrders[j].AmountFilled,
|
|
RemainingAmount: (allOrders[j].Amount - allOrders[j].AmountFilled),
|
|
Exchange: i.Name,
|
|
OrderDate: orderDate,
|
|
CurrencyPair: symbol,
|
|
})
|
|
}
|
|
|
|
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
|
|
getOrdersRequest.EndTicks)
|
|
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
|
|
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
|
|
|
|
return orders, nil
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information
|
|
// Can Limit response to specific order status
|
|
func (i *ItBit) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
|
|
wallets, err := i.GetWallets(url.Values{})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var allOrders []Order
|
|
for _, wallet := range wallets {
|
|
resp, err := i.GetOrders(wallet.ID, "", "", 0, 0)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
allOrders = append(allOrders, resp...)
|
|
}
|
|
|
|
var orders []exchange.OrderDetail
|
|
for j := range allOrders {
|
|
if allOrders[j].Type == "open" {
|
|
continue
|
|
}
|
|
|
|
symbol := currency.NewPairDelimiter(allOrders[j].Instrument,
|
|
i.ConfigCurrencyPairFormat.Delimiter)
|
|
side := exchange.OrderSide(strings.ToUpper(allOrders[j].Side))
|
|
orderDate, err := time.Parse(time.RFC3339, allOrders[j].CreatedTime)
|
|
if err != nil {
|
|
log.Warnf("Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
|
|
i.Name, "GetActiveOrders", allOrders[j].ID, allOrders[j].CreatedTime)
|
|
}
|
|
|
|
orders = append(orders, exchange.OrderDetail{
|
|
ID: allOrders[j].ID,
|
|
OrderSide: side,
|
|
Amount: allOrders[j].Amount,
|
|
ExecutedAmount: allOrders[j].AmountFilled,
|
|
RemainingAmount: (allOrders[j].Amount - allOrders[j].AmountFilled),
|
|
Exchange: i.Name,
|
|
OrderDate: orderDate,
|
|
CurrencyPair: symbol,
|
|
})
|
|
}
|
|
|
|
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
|
|
getOrdersRequest.EndTicks)
|
|
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
|
|
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
|
|
|
|
return orders, nil
|
|
}
|
|
|
|
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
|
|
// which lets websocket.manageSubscriptions handle subscribing
|
|
func (i *ItBit) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
|
|
return common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
|
|
// which lets websocket.manageSubscriptions handle unsubscribing
|
|
func (i *ItBit) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
|
|
return common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetSubscriptions returns a copied list of subscriptions
|
|
func (i *ItBit) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// AuthenticateWebsocket sends an authentication message to the websocket
|
|
func (i *ItBit) AuthenticateWebsocket() error {
|
|
return common.ErrFunctionNotSupported
|
|
}
|