Files
gocryptotrader/exchanges/itbit/itbit_wrapper.go
Andrew 4a736fb335 (Exchange) Add GetHistoricCandles() & GetHistoricCandlesEx() support to exchanges (#479)
* implemented binance and bitfinex GetHistoricCandles wrapper methods)

* coinbene supported added

* after and before clean up

* gateio wrapper completed

* merged upstream/master

* Added bsaic KlineIntervalSupported() method

* Converted binance fixed test

* WIP

* new KlineConvertToExchangeStandardString method added

* end of day WIP

* WIP

* end of day WIP started migration of trade history

* added kline support to hitbtc huobi lbank

* added exchangehistory to all supported exchanges started work on coinbase 300 candles/request method

* end of day WIP

* removed unused ta and misc changes to flag ready for review

* yobit cleanup

* revert coinbase changES

* general code clean up and added zb support

* poloniex support added

* renamed method to FormatExchangeKlineInterval other misc fixes

* linter fixes

* linter fixes

* removed verbose

* fixed poloniex test coverage

* revert poloniex mock data

* regenerated poloniex mock data

* a very verbose clean up

* binance mock clean up

* removed unneeded t.Log()

* setting verbose to true to debug CI issue

* first pass changes addressed

* common.ErrNotYetImplemented implemented :D

* comments added

* WIP-addressed exchange requests and reverted previous GetExchangeHistory changes

* WIP-addressed exchange requests and reverted previous GetExchangeHistory changes

* increased test coverage added kraken support

* OKGroup support completed started work on address GetExchangeHistory feedback and migrating to own PR under https://github.com/xtda/gocryptotrader/tree/exchange_history

* convert zb ratelimits

* gofmt run on okcoin

* increased delay on rate limit

* gofmt package

* fixed panic with coinbene and bithumb if conversion fails

* very broken end of day WIP

* added support for GetHistoricCandlesEx to coinbase and binance

* gofmt package

* coinbase, btcmarkets, zb ex wrapper function added

* added all exchange support for ex regenerated mock data

* update bithumb to return wrapper method

* gofmt package

* end of day started work on changes

* reworked test coverage added okgroup support general fixes/change requests addressed

* Added OneMonth

* limit checks on supportedexchanges

* reverted getexchangehistory

* reworked binance tesT

* added workaround for kraken panic

* renamed command to extended removed interval check on non-implemented commands

* added wrapperconfig back

* increased test coverage for FormatExchangeKlineInterval

* WIP

* increased test coverage for FormatExchangeKlineInterval bitfinex/gateio/huobi

* linter fixes

* zb kraken lbank coinbene btcmarkets support added

* removed verbose

* OK group support for other asset types added

* swapped margin to use spot endpoint

* index support added test coverage added for asset types

* added asset type to okcoin test

* gofmt

* add asset to extended method

* removed verbose

* add support for coinbene swap increase test coverage

* removed verbose

* small clean up of okgroup wrapper functions

* verbose to troubleshoot CI issues

* removed verbose

* added error check reverted coinbasechanges

* readme updated

* removed unused start/finish started work on decoupling api requests from kline package

* restructured coinbene, bithumb methods, added bitstamp support

* kraken time fix

* BTCMarkets restructure

* typo fix

* removed test for futures due to contact changing

* added start/end date to extended method over range

* converted to assettranslator

* removed verbose

* removed invalid char

* reverted incorrectly removed return

* added import

* further template updates

* macos hates my keyboard :D

* misc canges

* x -> i

* removed verbose

* updated fixCasing to allocate var before checks

* removed time conversion

* sort all outgoing kline candles

* fixCasing fix

* after/before checks added

* added parallel to test

* logic check on BTCmarkets

* removed unused param, used correct iterator

* converted HitBTC to use time.Time

* add iszero false check to candle times

* updated resultlimit to 5000

* new line added

* added comment to exported const

* use configured ratelimit

* fixed pair for test

* panic fixed WIP on fixCasing

* fixCasing rework, started work on readme docs

* enable rate limiter for wrapper issues tool

* docs updated

* removed err from return and formatted currency

* updated Yobit supported status

* Updated HitBTC to use onehour candles due to test exeuction times

* added further details to gctcli output

* added link to docs

* added link to tempalte

* disable FTX websocket in config_example

* fix poloneix

* regenerated poloniex mock data

* removed recording flag
2020-07-08 10:51:54 +10:00

582 lines
17 KiB
Go

package itbit
import (
"fmt"
"net/url"
"strconv"
"strings"
"sync"
"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/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (i *ItBit) GetDefaultConfig() (*config.ExchangeConfig, error) {
i.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = i.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = i.BaseCurrencies
err := i.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if i.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = i.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the defaults for the exchange
func (i *ItBit) SetDefaults() {
i.Name = "ITBIT"
i.Enabled = true
i.Verbose = true
i.API.CredentialsValidator.RequiresClientID = true
i.API.CredentialsValidator.RequiresSecret = true
i.CurrencyPairs = currency.PairsManager{
AssetTypes: asset.Items{
asset.Spot,
},
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
},
}
i.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: false,
RESTCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
SubmitOrder: true,
DepositHistory: true,
WithdrawalHistory: true,
UserTradeHistory: true,
CryptoDeposit: true,
TradeFee: true,
FiatWithdrawalFee: true,
},
WithdrawPermissions: exchange.WithdrawCryptoViaWebsiteOnly |
exchange.WithdrawFiatViaWebsiteOnly,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: false,
},
}
i.Requester = request.New(i.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
i.API.Endpoints.URLDefault = itbitAPIURL
i.API.Endpoints.URL = i.API.Endpoints.URLDefault
}
// Setup sets the exchange parameters from exchange config
func (i *ItBit) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
i.SetEnabled(false)
return nil
}
return i.SetupDefaults(exch)
}
// 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 {
i.PrintEnabledPairs()
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (i *ItBit) FetchTradablePairs(asset asset.Item) ([]string, error) {
return nil, common.ErrFunctionNotSupported
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (i *ItBit) UpdateTradablePairs(forceUpdate bool) error {
return common.ErrFunctionNotSupported
}
// UpdateTicker updates and returns the ticker for a currency pair
func (i *ItBit) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerPrice := new(ticker.Price)
tick, err := i.GetTicker(i.FormatExchangeCurrency(p, assetType).String())
if err != nil {
return tickerPrice, err
}
tickerPrice = &ticker.Price{
Last: tick.LastPrice,
High: tick.High24h,
Low: tick.Low24h,
Bid: tick.Bid,
Ask: tick.Ask,
Volume: tick.Volume24h,
Open: tick.OpenToday,
Pair: p,
LastUpdated: tick.ServertimeUTC,
}
err = ticker.ProcessTicker(i.Name, tickerPrice, assetType)
if err != nil {
return tickerPrice, err
}
return ticker.GetTicker(i.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (i *ItBit) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(i.Name, p, assetType)
if err != nil {
return i.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (i *ItBit) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(i.Name, 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 asset.Item) (*orderbook.Base, error) {
orderBook := new(orderbook.Base)
orderbookNew, err := i.GetOrderbook(i.FormatExchangeCurrency(p, assetType).String())
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Bids {
var price, amount float64
price, err = strconv.ParseFloat(orderbookNew.Bids[x][0], 64)
if err != nil {
return orderBook, err
}
amount, err = strconv.ParseFloat(orderbookNew.Bids[x][1], 64)
if err != nil {
return orderBook, err
}
orderBook.Bids = append(orderBook.Bids,
orderbook.Item{
Amount: amount,
Price: price,
})
}
for x := range orderbookNew.Asks {
var price, amount float64
price, err = strconv.ParseFloat(orderbookNew.Asks[x][0], 64)
if err != nil {
return orderBook, err
}
amount, err = strconv.ParseFloat(orderbookNew.Asks[x][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.Name
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(i.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies
func (i *ItBit) UpdateAccountInfo() (account.Holdings, error) {
var info account.Holdings
info.Exchange = i.Name
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 x := range wallets {
for _, cb := range wallets[x].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 []account.Balance
for key := range amounts {
fullBalance = append(fullBalance, account.Balance{
CurrencyName: currency.NewCode(key),
TotalValue: amounts[key].TotalValue,
Hold: amounts[key].Hold,
})
}
info.Accounts = append(info.Accounts, account.SubAccount{
Currencies: fullBalance,
})
err = account.Process(&info)
if err != nil {
return account.Holdings{}, err
}
return info, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (i *ItBit) FetchAccountInfo() (account.Holdings, error) {
acc, err := account.GetHoldings(i.Name)
if err != nil {
return i.UpdateAccountInfo()
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (i *ItBit) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data within the timeframe provided.
func (i *ItBit) GetExchangeHistory(p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (i *ItBit) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
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 wallets[i].Balances {
if wallets[i].Balances[j].Currency == s.Pair.Base.String() &&
wallets[i].Balances[j].AvailableBalance >= s.Amount {
wallet = wallets[i].ID
}
}
}
if wallet == "" {
return submitOrderResponse,
fmt.Errorf("no wallet found with currency: %s with amount >= %v",
s.Pair.Base,
s.Amount)
}
response, err := i.PlaceOrder(wallet,
s.Side.String(),
s.Type.String(),
s.Pair.Base.String(),
s.Amount,
s.Price,
s.Pair.String(),
"")
if err != nil {
return submitOrderResponse, err
}
if response.ID != "" {
submitOrderResponse.OrderID = response.ID
}
if response.AmountFilled == s.Amount {
submitOrderResponse.FullyMatched = true
}
submitOrderResponse.IsOrderPlaced = true
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (i *ItBit) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (i *ItBit) CancelOrder(order *order.Cancel) error {
return i.CancelExistingOrder(order.WalletAddress, order.ID)
}
// CancelAllOrders cancels all orders associated with a currency pair
func (i *ItBit) CancelAllOrders(orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: 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.Status[openOrders[j].ID] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (i *ItBit) GetOrderInfo(orderID string) (order.Detail, error) {
var orderDetail order.Detail
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 *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (i *ItBit) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (i *ItBit) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, 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.AllowAuthenticatedRequest() && // 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(req *order.GetOrdersRequest) ([]order.Detail, error) {
wallets, err := i.GetWallets(url.Values{})
if err != nil {
return nil, err
}
var allOrders []Order
for x := range wallets {
resp, err := i.GetOrders(wallets[x].ID, "", "open", 0, 0)
if err != nil {
return nil, err
}
allOrders = append(allOrders, resp...)
}
var orders []order.Detail
for j := range allOrders {
symbol := currency.NewPairDelimiter(allOrders[j].Instrument,
i.GetPairFormat(asset.Spot, false).Delimiter)
side := order.Side(strings.ToUpper(allOrders[j].Side))
orderDate, err := time.Parse(time.RFC3339, allOrders[j].CreatedTime)
if err != nil {
log.Errorf(log.ExchangeSys,
"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, order.Detail{
ID: allOrders[j].ID,
Side: side,
Amount: allOrders[j].Amount,
ExecutedAmount: allOrders[j].AmountFilled,
RemainingAmount: (allOrders[j].Amount - allOrders[j].AmountFilled),
Exchange: i.Name,
Date: orderDate,
Pair: symbol,
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (i *ItBit) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
wallets, err := i.GetWallets(url.Values{})
if err != nil {
return nil, err
}
var allOrders []Order
for x := range wallets {
resp, err := i.GetOrders(wallets[x].ID, "", "", 0, 0)
if err != nil {
return nil, err
}
allOrders = append(allOrders, resp...)
}
var orders []order.Detail
for j := range allOrders {
if allOrders[j].Type == "open" {
continue
}
symbol := currency.NewPairDelimiter(allOrders[j].Instrument,
i.GetPairFormat(asset.Spot, false).Delimiter)
side := order.Side(strings.ToUpper(allOrders[j].Side))
orderDate, err := time.Parse(time.RFC3339, allOrders[j].CreatedTime)
if err != nil {
log.Errorf(log.ExchangeSys,
"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, order.Detail{
ID: allOrders[j].ID,
Side: side,
Amount: allOrders[j].Amount,
ExecutedAmount: allOrders[j].AmountFilled,
RemainingAmount: (allOrders[j].Amount - allOrders[j].AmountFilled),
Exchange: i.Name,
Date: orderDate,
Pair: symbol,
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
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
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (i *ItBit) ValidateCredentials() error {
_, err := i.UpdateAccountInfo()
return i.CheckTransientError(err)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (i *ItBit) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrFunctionNotSupported
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (i *ItBit) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrFunctionNotSupported
}