Files
gocryptotrader/btcmarkets.go

453 lines
13 KiB
Go

package main
import (
"bytes"
"errors"
"fmt"
"log"
"net/url"
"strconv"
"time"
)
const (
BTCMARKETS_API_URL = "https://api.btcmarkets.net"
BTCMARKETS_API_VERSION = "0"
BTCMARKETS_ACCOUNT_BALANCE = "/account/balance"
BTCMARKETS_ORDER_CREATE = "/order/create"
BTCMARKETS_ORDER_CANCEL = "/order/cancel"
BTCMARKETS_ORDER_HISTORY = "/order/history"
BTCMARKETS_ORDER_OPEN = "/order/open"
BTCMARKETS_ORDER_TRADE_HISTORY = "/order/trade/history"
BTCMARKETS_ORDER_DETAIL = "/order/detail"
)
type BTCMarkets struct {
Name string
Enabled bool
Verbose bool
Websocket bool
RESTPollingDelay time.Duration
Fee float64
Ticker map[string]BTCMarketsTicker
AuthenticatedAPISupport bool
APIKey, APISecret string
BaseCurrencies []string
AvailablePairs []string
EnabledPairs []string
}
type BTCMarketsTicker struct {
BestBID float64
BestAsk float64
LastPrice float64
Currency string
Instrument string
Timestamp int64
}
type BTCMarketsTrade struct {
TradeID int64 `json:"tid"`
Amount float64 `json:"amount"`
Price float64 `json:"price"`
Date int64 `json:"date"`
}
type BTCMarketsOrderbook struct {
Currency string `json:"currency"`
Instrument string `json:"instrument"`
Timestamp int64 `json:"timestamp"`
Asks [][]float64 `json:"asks"`
Bids [][]float64 `json:"bids"`
}
type BTCMarketsTradeResponse struct {
ID int64 `json:"id"`
CreationTime float64 `json:"creationTime"`
Description string `json:"description"`
Price float64 `json:"price"`
Volume float64 `json:"volume"`
Fee float64 `json:"fee"`
}
type BTCMarketsOrder struct {
ID int64 `json:"id"`
Currency string `json:"currency"`
Instrument string `json:"instrument"`
OrderSide string `json:"orderSide"`
OrderType string `json:"ordertype"`
CreationTime float64 `json:"creationTime"`
Status string `json:"status"`
ErrorMessage string `json:"errorMessage"`
Price float64 `json:"price"`
Volume float64 `json:"volume"`
OpenVolume float64 `json:"openVolume"`
ClientRequestId string `json:"clientRequestId"`
Trades []BTCMarketsTradeResponse `json:"trades"`
}
func (b *BTCMarkets) SetDefaults() {
b.Name = "BTC Markets"
b.Enabled = false
b.Fee = 0.85
b.Verbose = false
b.Websocket = false
b.RESTPollingDelay = 10
b.Ticker = make(map[string]BTCMarketsTicker)
}
func (b *BTCMarkets) GetName() string {
return b.Name
}
func (b *BTCMarkets) SetEnabled(enabled bool) {
b.Enabled = enabled
}
func (b *BTCMarkets) IsEnabled() bool {
return b.Enabled
}
func (b *BTCMarkets) Setup(exch Exchanges) {
if !exch.Enabled {
b.SetEnabled(false)
} else {
b.Enabled = false
b.AuthenticatedAPISupport = exch.AuthenticatedAPISupport
b.SetAPIKeys(exch.APIKey, exch.APISecret)
b.RESTPollingDelay = exch.RESTPollingDelay
b.Verbose = exch.Verbose
b.Websocket = exch.Websocket
b.BaseCurrencies = SplitStrings(exch.BaseCurrencies, ",")
b.AvailablePairs = SplitStrings(exch.AvailablePairs, ",")
b.EnabledPairs = SplitStrings(exch.EnabledPairs, ",")
}
}
func (b *BTCMarkets) Start() {
go b.Run()
}
func (b *BTCMarkets) SetAPIKeys(apiKey, apiSecret string) {
if !b.AuthenticatedAPISupport {
return
}
b.APIKey = apiKey
result, err := Base64Decode(apiSecret)
if err != nil {
log.Printf("%s unable to decode secret key.\n", b.GetName())
b.Enabled = false
return
}
b.APISecret = string(result)
}
func (b *BTCMarkets) GetFee() float64 {
return b.Fee
}
func (b *BTCMarkets) Run() {
if b.Verbose {
log.Printf("%s polling delay: %ds.\n", b.GetName(), b.RESTPollingDelay)
log.Printf("%s %d currencies enabled: %s.\n", b.GetName(), len(b.EnabledPairs), b.EnabledPairs)
}
for b.Enabled {
for _, x := range b.EnabledPairs {
currency := x
go func() {
ticker, err := b.GetTicker(currency)
if err != nil {
log.Println(err)
return
}
b.Ticker[currency] = ticker
BTCMarketsLastUSD, _ := ConvertCurrency(ticker.LastPrice, "AUD", "USD")
BTCMarketsBestBidUSD, _ := ConvertCurrency(ticker.BestBID, "AUD", "USD")
BTCMarketsBestAskUSD, _ := ConvertCurrency(ticker.BestAsk, "AUD", "USD")
log.Printf("BTC Markets %s: Last %f (%f) Bid %f (%f) Ask %f (%f)\n", currency, BTCMarketsLastUSD, ticker.LastPrice, BTCMarketsBestBidUSD, ticker.BestBID, BTCMarketsBestAskUSD, ticker.BestAsk)
AddExchangeInfo(b.GetName(), currency[0:3], currency[3:], ticker.LastPrice, 0)
AddExchangeInfo(b.GetName(), currency[0:3], "USD", BTCMarketsLastUSD, 0)
}()
}
time.Sleep(time.Second * b.RESTPollingDelay)
}
}
func (b *BTCMarkets) GetTicker(symbol string) (BTCMarketsTicker, error) {
ticker := BTCMarketsTicker{}
path := fmt.Sprintf("/market/%s/AUD/tick", symbol)
err := SendHTTPGetRequest(BTCMARKETS_API_URL+path, true, &ticker)
if err != nil {
return BTCMarketsTicker{}, err
}
return ticker, nil
}
func (b *BTCMarkets) GetOrderbook(symbol string) (BTCMarketsOrderbook, error) {
orderbook := BTCMarketsOrderbook{}
path := fmt.Sprintf("/market/%s/AUD/orderbook", symbol)
err := SendHTTPGetRequest(BTCMARKETS_API_URL+path, true, &orderbook)
if err != nil {
return BTCMarketsOrderbook{}, err
}
return orderbook, nil
}
func (b *BTCMarkets) GetTrades(symbol string, values url.Values) ([]BTCMarketsTrade, error) {
trades := []BTCMarketsTrade{}
path := EncodeURLValues(fmt.Sprintf("%s/market/%s/AUD/trades", BTCMARKETS_API_URL, symbol), values)
err := SendHTTPGetRequest(path, true, &trades)
if err != nil {
return nil, err
}
return trades, nil
}
func (b *BTCMarkets) Order(currency, instrument string, price, amount int64, orderSide, orderType, clientReq string) (int, error) {
type Order struct {
Currency string `json:"currency"`
Instrument string `json:"instrument"`
Price int64 `json:"price"`
Volume int64 `json:"volume"`
OrderSide string `json:"orderSide"`
OrderType string `json:"ordertype"`
ClientRequestId string `json:"clientRequestId"`
}
order := Order{}
order.Currency = currency
order.Instrument = instrument
order.Price = price * SATOSHIS_PER_BTC
order.Volume = amount * SATOSHIS_PER_BTC
order.OrderSide = orderSide
order.OrderType = orderType
order.ClientRequestId = clientReq
type Response struct {
Success bool `json:"success"`
ErrorCode int `json:"errorCode"`
ErrorMessage string `json:"errorMessage"`
ID int `json:"id"`
ClientRequestID string `json:"clientRequestId"`
}
var resp Response
err := b.SendAuthenticatedRequest("POST", BTCMARKETS_ORDER_CREATE, order, &resp)
if err != nil {
return 0, err
}
if !resp.Success {
return 0, fmt.Errorf("%s Unable to place order. Error message: %s\n", b.GetName(), resp.ErrorMessage)
}
return resp.ID, nil
}
func (b *BTCMarkets) CancelOrder(orderID []int64) (bool, error) {
type CancelOrder struct {
OrderIDs []int64 `json:"orderIds"`
}
orders := CancelOrder{}
orders.OrderIDs = append(orders.OrderIDs, orderID...)
type Response struct {
Success bool `json:"success"`
ErrorCode int `json:"errorCode"`
ErrorMessage string `json:"errorMessage"`
Responses []struct {
Success bool `json:"success"`
ErrorCode int `json:"errorCode"`
ErrorMessage string `json:"errorMessage"`
ID int64 `json:"id"`
}
ClientRequestID string `json:"clientRequestId"`
}
var resp Response
err := b.SendAuthenticatedRequest("POST", BTCMARKETS_ORDER_CANCEL, orders, &resp)
if err != nil {
return false, err
}
if !resp.Success {
return false, fmt.Errorf("%s Unable to cancel order. Error message: %s\n", b.GetName(), resp.ErrorMessage)
}
ordersToBeCancelled := len(orderID)
ordersCancelled := 0
for _, y := range resp.Responses {
if y.Success {
ordersCancelled++
log.Printf("%s Cancelled order %d.\n", b.GetName(), y.ID)
} else {
log.Printf("%s Unable to cancel order %d. Error message: %s\n", b.GetName(), y.ID, y.ErrorMessage)
}
}
if ordersCancelled == ordersToBeCancelled {
return true, nil
} else {
return false, fmt.Errorf("%s Unable to cancel order(s).", b.GetName())
}
}
func (b *BTCMarkets) GetOrders(currency, instrument string, limit, since int64, historic bool) ([]BTCMarketsOrder, error) {
request := make(map[string]interface{})
request["currency"] = currency
request["instrument"] = instrument
request["limit"] = limit
request["since"] = since
path := BTCMARKETS_ORDER_OPEN
if historic {
path = BTCMARKETS_ORDER_HISTORY
}
type response struct {
Success bool `json:"success"`
ErrorCode int `json:"errorCode"`
ErrorMessage string `json:"errorMessage"`
Orders []BTCMarketsOrder `json:"orders"`
}
resp := response{}
err := b.SendAuthenticatedRequest("POST", path, request, &resp)
if err != nil {
return nil, err
}
if !resp.Success {
return nil, errors.New(resp.ErrorMessage)
}
for i := range resp.Orders {
resp.Orders[i].Price = resp.Orders[i].Price / SATOSHIS_PER_BTC
resp.Orders[i].OpenVolume = resp.Orders[i].OpenVolume / SATOSHIS_PER_BTC
resp.Orders[i].Volume = resp.Orders[i].Volume / SATOSHIS_PER_BTC
for x := range resp.Orders[i].Trades {
resp.Orders[i].Trades[x].Fee = resp.Orders[i].Trades[x].Fee / SATOSHIS_PER_BTC
resp.Orders[i].Trades[x].Price = resp.Orders[i].Trades[x].Price / SATOSHIS_PER_BTC
resp.Orders[i].Trades[x].Volume = resp.Orders[i].Trades[x].Volume / SATOSHIS_PER_BTC
}
}
return resp.Orders, nil
}
func (b *BTCMarkets) GetOrderDetail(orderID []int64) ([]BTCMarketsOrder, error) {
type OrderDetail struct {
OrderIDs []int64 `json:"orderIds"`
}
orders := OrderDetail{}
orders.OrderIDs = append(orders.OrderIDs, orderID...)
type response struct {
Success bool `json:"success"`
ErrorCode int `json:"errorCode"`
ErrorMessage string `json:"errorMessage"`
Orders []BTCMarketsOrder `json:"orders"`
}
resp := response{}
err := b.SendAuthenticatedRequest("POST", BTCMARKETS_ORDER_DETAIL, orders, &resp)
if err != nil {
return nil, err
}
if !resp.Success {
return nil, errors.New(resp.ErrorMessage)
}
for i := range resp.Orders {
resp.Orders[i].Price = resp.Orders[i].Price / SATOSHIS_PER_BTC
resp.Orders[i].OpenVolume = resp.Orders[i].OpenVolume / SATOSHIS_PER_BTC
resp.Orders[i].Volume = resp.Orders[i].Volume / SATOSHIS_PER_BTC
for x := range resp.Orders[i].Trades {
resp.Orders[i].Trades[x].Fee = resp.Orders[i].Trades[x].Fee / SATOSHIS_PER_BTC
resp.Orders[i].Trades[x].Price = resp.Orders[i].Trades[x].Price / SATOSHIS_PER_BTC
resp.Orders[i].Trades[x].Volume = resp.Orders[i].Trades[x].Volume / SATOSHIS_PER_BTC
}
}
return resp.Orders, nil
}
type BTCMarketsAccountBalance struct {
Balance float64 `json:"balance"`
PendingFunds float64 `json:"pendingFunds"`
Currency string `json:"currency"`
}
func (b *BTCMarkets) GetAccountBalance() ([]BTCMarketsAccountBalance, error) {
balance := []BTCMarketsAccountBalance{}
err := b.SendAuthenticatedRequest("GET", BTCMARKETS_ACCOUNT_BALANCE, nil, &balance)
if err != nil {
return nil, err
}
for i := range balance {
if balance[i].Currency == "LTC" || balance[i].Currency == "BTC" {
balance[i].Balance = balance[i].Balance / SATOSHIS_PER_BTC
balance[i].PendingFunds = balance[i].PendingFunds / SATOSHIS_PER_BTC
}
}
return balance, nil
}
func (b *BTCMarkets) SendAuthenticatedRequest(reqType, path string, data interface{}, result interface{}) (err error) {
nonce := strconv.FormatInt(time.Now().UnixNano(), 10)[0:13]
request := ""
payload := []byte("")
if data != nil {
payload, err = JSONEncode(data)
if err != nil {
return err
}
request = path + "\n" + nonce + "\n" + string(payload)
} else {
request = path + "\n" + nonce + "\n"
}
hmac := GetHMAC(HASH_SHA512, []byte(request), []byte(b.APISecret))
if b.Verbose {
log.Printf("Sending %s request to URL %s with params %s\n", reqType, BTCMARKETS_API_URL+path, request)
}
headers := make(map[string]string)
headers["Accept"] = "application/json"
headers["Accept-Charset"] = "UTF-8"
headers["Content-Type"] = "application/json"
headers["apikey"] = b.APIKey
headers["timestamp"] = nonce
headers["signature"] = Base64Encode(hmac)
resp, err := SendHTTPRequest(reqType, BTCMARKETS_API_URL+path, headers, bytes.NewBuffer(payload))
if err != nil {
return err
}
if b.Verbose {
log.Printf("Recieved raw: %s\n", resp)
}
err = JSONDecode([]byte(resp), &result)
if err != nil {
return err
}
return nil
}