Files
gocryptotrader/exchanges/binance/binance.go
Scott 978b91a692 GetActiveOrders/GetOrderHistory wrapper implementation (#239)
* Adds signature to all exchange wrappers

* Adds funky new OrderHistoryRequest type. Updates signature for GetOrderHistory to use funky new type. Adds tests for GetOrderHistory on all exchanges. Implements GetOrderHistory for ANX

* Fixes alphapoint, bitstamp, itbit, zb tests. Adds exchange functions FilterOrdersByStatusAndType, FilterOrdersByTickRange, FilterOrdersByCurrencies to easily filter returned orders. Adds tests for filters. Implements GetOrderHistory wrapper for Binance, bitfinex, bithumb, bitmex. Adds new filter funcs to implementations.

* Adds bitstamp wrapper support

* Splits up GetOrderHistory into GetOpenOrders and GetOrderHistory wraapper functions to distinguish between active and past. Renames exchange.GetOrderHistoryRequest to exchange.GetOrdersRequest. Renames any API exchange method named GetOpenOrders to GetActiveOrders. Adds test function TestGetOpenOrders for each exchange

* Reimplements the split GetOrders and GetOrderHistory for alphapoint, anx, binance, bitfinex, bithumb, bitmex, bitstamp and bittrex. Renames orderType, orderStatus constants. Adds new exchange.FilterOrdersBySide and exchange.FilterOrdersByType and removes old exchange.FilterOrdersByStatusAndType.

* Changes orderHistoryRequest to use currencypair array instead of strings, also adds fees and trade breakdown. Removes if statement preventing ANX/BTCMarkets testing. Implements Active order + Order history retrieval for Bittrex and BTCMarkets.

* Adds support for coinut and coinbasepro

* Adds Exmo support

* Adds GateIO support

* Adds Gemini support

* Adds hitbtc, huobi, hadax,  itbit, kraken support for open orders & order history. Fixes switch case break and fallthroughs. Adds filtering to gateio and gemini results

* Adds support for LakeBTC, Liqui, Localbitcoin, OKCoin, OKEX

* Adds poloniex support

* Adds Wex support

* Adds Yobit support. Updates Wex support

* Adds ZB support. Removes ArrangeActAssert from tests

* Changes baseCurrency + quoteCurrency exchange.OrderDetail properties to a pair.CurrencyPair. Adds exchange name to all implementations. Fixes EXMO TestSetup

* Removes verbose setting from tests as verbosity increases the amount of noise return when testing. Noise is only helpful when debugging tests to get more helpful information to resolve the issue and so it is unnecessary to have such lengthy output when testing in bulk or via Travis CI. This commit therefore improves readability when there are no issues

* Fixes issue where gemini test sandbox api url was overridden. Handles blank response from Gemini

* Fixes verbose typo

* Removes spacing for old act assert test comments. Limits previous infinite loop to 10

* Fixes issue with filtering where orderside is never specified

* Uses proper capitalisation for ServerOrderID and OpenOrders. Reverts commenting out orde_id param for bithumb.GetOrderDetails. Removes unnecessary int logic

* Removes JSON ID fields. Uses map where appropriate for exchange order side/type. Updates OrderDetail/GetOrdersRequest type to use time fields. Remvoes comments. Removes inappropriate variable name. Adds AccountID field for alphapoint. Fixes log message formatting. Lowers errorfs to warnfs for time conversion

* Adds missed files

* Removes blank line

* Adds sorting options for orders. Adds concurrency warnings in comments. Adds test for NewCurrencyPairWithDelimiter. Removes (e *Base) from filter funcs. Updates references to filter funcs

* Fixes rebase issues. Condenses append loops.

* Fixes more receive typos. Removes some inline strings. Adds AskOrderSide and BidOrderSide. Removes hypothetical infinite loop

* Fixes issue where allTrades wasn't used in loop. Fixes assignment/typing issues

* Fixes formatting
2019-02-05 10:44:05 +11:00

785 lines
22 KiB
Go

package binance
import (
"bytes"
"encoding/json"
"errors"
"fmt"
"net/url"
"strconv"
"time"
"github.com/gorilla/websocket"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/config"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/request"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
log "github.com/thrasher-/gocryptotrader/logger"
)
// Binance is the overarching type across the Bithumb package
type Binance struct {
exchange.Base
WebsocketConn *websocket.Conn
// Valid string list that is required by the exchange
validLimits []int
validIntervals []TimeInterval
}
const (
apiURL = "https://api.binance.com"
// Public endpoints
exchangeInfo = "/api/v1/exchangeInfo"
orderBookDepth = "/api/v1/depth"
recentTrades = "/api/v1/trades"
historicalTrades = "/api/v1/historicalTrades"
aggregatedTrades = "/api/v1/aggTrades"
candleStick = "/api/v1/klines"
averagePrice = "/api/v3/avgPrice"
priceChange = "/api/v1/ticker/24hr"
symbolPrice = "/api/v3/ticker/price"
bestPrice = "/api/v3/ticker/bookTicker"
accountInfo = "/api/v3/account"
// Authenticated endpoints
newOrderTest = "/api/v3/order/test"
newOrder = "/api/v3/order"
cancelOrder = "/api/v3/order"
queryOrder = "/api/v3/order"
openOrders = "/api/v3/openOrders"
allOrders = "/api/v3/allOrders"
// Withdraw API endpoints
withdraw = "/wapi/v3/withdraw.html"
depositHistory = "/wapi/v3/depositHistory.html"
withdrawalHistory = "/wapi/v3/withdrawHistory.html"
depositAddress = "/wapi/v3/depositAddress.html"
accountStatus = "/wapi/v3/accountStatus.html"
systemStatus = "/wapi/v3/systemStatus.html"
dustLog = "/wapi/v3/userAssetDribbletLog.html"
tradeFee = "/wapi/v3/tradeFee.html"
assetDetail = "/wapi/v3/assetDetail.html"
// binance authenticated and unauthenticated limit rates
// to-do
binanceAuthRate = 0
binanceUnauthRate = 0
)
// SetDefaults sets the basic defaults for Binance
func (b *Binance) SetDefaults() {
b.Name = "Binance"
b.Enabled = false
b.Verbose = false
b.RESTPollingDelay = 10
b.RequestCurrencyPairFormat.Delimiter = ""
b.RequestCurrencyPairFormat.Uppercase = true
b.ConfigCurrencyPairFormat.Delimiter = "-"
b.ConfigCurrencyPairFormat.Uppercase = true
b.AssetTypes = []string{ticker.Spot}
b.SupportsAutoPairUpdating = true
b.SupportsRESTTickerBatching = true
b.APIWithdrawPermissions = exchange.AutoWithdrawCrypto |
exchange.NoFiatWithdrawals
b.SetValues()
b.Requester = request.New(b.Name,
request.NewRateLimit(time.Second, binanceAuthRate),
request.NewRateLimit(time.Second, binanceUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
b.APIUrlDefault = apiURL
b.APIUrl = b.APIUrlDefault
b.WebsocketInit()
b.Websocket.Functionality = exchange.WebsocketTradeDataSupported |
exchange.WebsocketTickerSupported |
exchange.WebsocketKlineSupported |
exchange.WebsocketOrderbookSupported
}
// Setup takes in the supplied exchange configuration details and sets params
func (b *Binance) Setup(exch config.ExchangeConfig) {
if !exch.Enabled {
b.SetEnabled(false)
} else {
b.Enabled = true
b.AuthenticatedAPISupport = exch.AuthenticatedAPISupport
b.SetAPIKeys(exch.APIKey, exch.APISecret, "", false)
b.SetHTTPClientTimeout(exch.HTTPTimeout)
b.SetHTTPClientUserAgent(exch.HTTPUserAgent)
b.RESTPollingDelay = exch.RESTPollingDelay
b.Verbose = exch.Verbose
b.BaseCurrencies = common.SplitStrings(exch.BaseCurrencies, ",")
b.AvailablePairs = common.SplitStrings(exch.AvailablePairs, ",")
b.EnabledPairs = common.SplitStrings(exch.EnabledPairs, ",")
err := b.SetCurrencyPairFormat()
if err != nil {
log.Fatal(err)
}
err = b.SetAssetTypes()
if err != nil {
log.Fatal(err)
}
err = b.SetAutoPairDefaults()
if err != nil {
log.Fatal(err)
}
err = b.SetAPIURL(exch)
if err != nil {
log.Fatal(err)
}
err = b.SetClientProxyAddress(exch.ProxyAddress)
if err != nil {
log.Fatal(err)
}
err = b.WebsocketSetup(b.WSConnect,
exch.Name,
exch.Websocket,
binanceDefaultWebsocketURL,
exch.WebsocketURL)
if err != nil {
log.Fatal(err)
}
}
}
// GetExchangeValidCurrencyPairs returns the full pair list from the exchange
// at the moment do not integrate with config currency pairs automatically
func (b *Binance) GetExchangeValidCurrencyPairs() ([]string, error) {
var validCurrencyPairs []string
info, err := b.GetExchangeInfo()
if err != nil {
return nil, err
}
for _, symbol := range info.Symbols {
if symbol.Status == "TRADING" {
validCurrencyPairs = append(validCurrencyPairs, symbol.BaseAsset+"-"+symbol.QuoteAsset)
}
}
return validCurrencyPairs, nil
}
// GetExchangeInfo returns exchange information. Check binance_types for more
// information
func (b *Binance) GetExchangeInfo() (ExchangeInfo, error) {
var resp ExchangeInfo
path := b.APIUrl + exchangeInfo
return resp, b.SendHTTPRequest(path, &resp)
}
// GetOrderBook returns full orderbook information
//
// OrderBookDataRequestParams contains the following members
// symbol: string of currency pair
// limit: returned limit amount
func (b *Binance) GetOrderBook(obd OrderBookDataRequestParams) (OrderBook, error) {
orderbook, resp := OrderBook{}, OrderBookData{}
if err := b.CheckLimit(obd.Limit); err != nil {
return orderbook, err
}
if err := b.CheckSymbol(obd.Symbol); err != nil {
return orderbook, err
}
params := url.Values{}
params.Set("symbol", common.StringToUpper(obd.Symbol))
params.Set("limit", fmt.Sprintf("%d", obd.Limit))
path := fmt.Sprintf("%s%s?%s", b.APIUrl, orderBookDepth, params.Encode())
if err := b.SendHTTPRequest(path, &resp); err != nil {
return orderbook, err
}
for _, asks := range resp.Asks {
var ASK struct {
Price float64
Quantity float64
}
for i, ask := range asks.([]interface{}) {
switch i {
case 0:
ASK.Price, _ = strconv.ParseFloat(ask.(string), 64)
case 1:
ASK.Quantity, _ = strconv.ParseFloat(ask.(string), 64)
orderbook.Asks = append(orderbook.Asks, ASK)
}
}
}
for _, bids := range resp.Bids {
var BID struct {
Price float64
Quantity float64
}
for i, bid := range bids.([]interface{}) {
switch i {
case 0:
BID.Price, _ = strconv.ParseFloat(bid.(string), 64)
case 1:
BID.Quantity, _ = strconv.ParseFloat(bid.(string), 64)
orderbook.Bids = append(orderbook.Bids, BID)
}
}
}
orderbook.LastUpdateID = resp.LastUpdateID
return orderbook, nil
}
// GetRecentTrades returns recent trade activity
// limit: Up to 500 results returned
func (b *Binance) GetRecentTrades(rtr RecentTradeRequestParams) ([]RecentTrade, error) {
resp := []RecentTrade{}
params := url.Values{}
params.Set("symbol", common.StringToUpper(rtr.Symbol))
params.Set("limit", fmt.Sprintf("%d", rtr.Limit))
path := fmt.Sprintf("%s%s?%s", b.APIUrl, recentTrades, params.Encode())
return resp, b.SendHTTPRequest(path, &resp)
}
// GetHistoricalTrades returns historical trade activity
//
// symbol: string of currency pair
// limit: Optional. Default 500; max 1000.
// fromID:
func (b *Binance) GetHistoricalTrades(symbol string, limit int, fromID int64) ([]HistoricalTrade, error) {
resp := []HistoricalTrade{}
if err := b.CheckLimit(limit); err != nil {
return resp, err
}
params := url.Values{}
params.Set("symbol", common.StringToUpper(symbol))
params.Set("limit", strconv.Itoa(limit))
params.Set("fromid", strconv.FormatInt(fromID, 10))
path := fmt.Sprintf("%s%s?%s", b.APIUrl, historicalTrades, params.Encode())
return resp, b.SendHTTPRequest(path, &resp)
}
// GetAggregatedTrades returns aggregated trade activity
//
// symbol: string of currency pair
// limit: Optional. Default 500; max 1000.
func (b *Binance) GetAggregatedTrades(symbol string, limit int) ([]AggregatedTrade, error) {
resp := []AggregatedTrade{}
if err := b.CheckLimit(limit); err != nil {
return resp, err
}
if err := b.CheckSymbol(symbol); err != nil {
return resp, err
}
params := url.Values{}
params.Set("symbol", common.StringToUpper(symbol))
params.Set("limit", strconv.Itoa(limit))
path := fmt.Sprintf("%s%s?%s", b.APIUrl, aggregatedTrades, params.Encode())
return resp, b.SendHTTPRequest(path, &resp)
}
// GetSpotKline returns kline data
//
// KlinesRequestParams supports 5 parameters
// symbol: the symbol to get the kline data for
// limit: optinal
// interval: the interval time for the data
// startTime: startTime filter for kline data
// endTime: endTime filter for the kline data
func (b *Binance) GetSpotKline(arg KlinesRequestParams) ([]CandleStick, error) {
var resp interface{}
var kline []CandleStick
params := url.Values{}
params.Set("symbol", arg.Symbol)
params.Set("interval", string(arg.Interval))
if arg.Limit != 0 {
params.Set("limit", strconv.Itoa(arg.Limit))
}
if arg.StartTime != 0 {
params.Set("startTime", strconv.FormatInt(arg.StartTime, 10))
}
if arg.EndTime != 0 {
params.Set("endTime", strconv.FormatInt(arg.EndTime, 10))
}
path := fmt.Sprintf("%s%s?%s", b.APIUrl, candleStick, params.Encode())
if err := b.SendHTTPRequest(path, &resp); err != nil {
return kline, err
}
for _, responseData := range resp.([]interface{}) {
var candle CandleStick
for i, individualData := range responseData.([]interface{}) {
switch i {
case 0:
candle.OpenTime = individualData.(float64)
case 1:
candle.Open, _ = strconv.ParseFloat(individualData.(string), 64)
case 2:
candle.High, _ = strconv.ParseFloat(individualData.(string), 64)
case 3:
candle.Low, _ = strconv.ParseFloat(individualData.(string), 64)
case 4:
candle.Close, _ = strconv.ParseFloat(individualData.(string), 64)
case 5:
candle.Volume, _ = strconv.ParseFloat(individualData.(string), 64)
case 6:
candle.CloseTime = individualData.(float64)
case 7:
candle.QuoteAssetVolume, _ = strconv.ParseFloat(individualData.(string), 64)
case 8:
candle.TradeCount = individualData.(float64)
case 9:
candle.TakerBuyAssetVolume, _ = strconv.ParseFloat(individualData.(string), 64)
case 10:
candle.TakerBuyQuoteAssetVolume, _ = strconv.ParseFloat(individualData.(string), 64)
}
}
kline = append(kline, candle)
}
return kline, nil
}
// GetAveragePrice returns current average price for a symbol.
//
// symbol: string of currency pair
func (b *Binance) GetAveragePrice(symbol string) (AveragePrice, error) {
resp := AveragePrice{}
if err := b.CheckSymbol(symbol); err != nil {
return resp, err
}
params := url.Values{}
params.Set("symbol", common.StringToUpper(symbol))
path := fmt.Sprintf("%s%s?%s", b.APIUrl, averagePrice, params.Encode())
return resp, b.SendHTTPRequest(path, &resp)
}
// GetPriceChangeStats returns price change statistics for the last 24 hours
//
// symbol: string of currency pair
func (b *Binance) GetPriceChangeStats(symbol string) (PriceChangeStats, error) {
resp := PriceChangeStats{}
if err := b.CheckSymbol(symbol); err != nil {
return resp, err
}
params := url.Values{}
params.Set("symbol", common.StringToUpper(symbol))
path := fmt.Sprintf("%s%s?%s", b.APIUrl, priceChange, params.Encode())
return resp, b.SendHTTPRequest(path, &resp)
}
// GetTickers returns the ticker data for the last 24 hrs
func (b *Binance) GetTickers() ([]PriceChangeStats, error) {
var resp []PriceChangeStats
path := fmt.Sprintf("%s%s", b.APIUrl, priceChange)
return resp, b.SendHTTPRequest(path, &resp)
}
// GetLatestSpotPrice returns latest spot price of symbol
//
// symbol: string of currency pair
func (b *Binance) GetLatestSpotPrice(symbol string) (SymbolPrice, error) {
resp := SymbolPrice{}
if err := b.CheckSymbol(symbol); err != nil {
return resp, err
}
params := url.Values{}
params.Set("symbol", common.StringToUpper(symbol))
path := fmt.Sprintf("%s%s?%s", b.APIUrl, symbolPrice, params.Encode())
return resp, b.SendHTTPRequest(path, &resp)
}
// GetBestPrice returns the latest best price for symbol
//
// symbol: string of currency pair
func (b *Binance) GetBestPrice(symbol string) (BestPrice, error) {
resp := BestPrice{}
if err := b.CheckSymbol(symbol); err != nil {
return resp, err
}
params := url.Values{}
params.Set("symbol", common.StringToUpper(symbol))
path := fmt.Sprintf("%s%s?%s", b.APIUrl, bestPrice, params.Encode())
return resp, b.SendHTTPRequest(path, &resp)
}
// NewOrder sends a new order to Binance
func (b *Binance) NewOrder(o NewOrderRequest) (NewOrderResponse, error) {
var resp NewOrderResponse
path := fmt.Sprintf("%s%s", b.APIUrl, newOrder)
params := url.Values{}
params.Set("symbol", o.Symbol)
params.Set("side", string(o.Side))
params.Set("type", string(o.TradeType))
params.Set("quantity", strconv.FormatFloat(o.Quantity, 'f', -1, 64))
if o.TradeType == "LIMIT" {
params.Set("price", strconv.FormatFloat(o.Price, 'f', -1, 64))
}
if o.TimeInForce != "" {
params.Set("timeInForce", string(o.TimeInForce))
}
if o.NewClientOrderID != "" {
params.Set("newClientOrderID", o.NewClientOrderID)
}
if o.StopPrice != 0 {
params.Set("stopPrice", strconv.FormatFloat(o.StopPrice, 'f', -1, 64))
}
if o.IcebergQty != 0 {
params.Set("icebergQty", strconv.FormatFloat(o.IcebergQty, 'f', -1, 64))
}
if o.NewOrderRespType != "" {
params.Set("newOrderRespType", o.NewOrderRespType)
}
if err := b.SendAuthHTTPRequest("POST", path, params, &resp); err != nil {
return resp, err
}
if resp.Code != 0 {
return resp, errors.New(resp.Msg)
}
return resp, nil
}
// CancelExistingOrder sends a cancel order to Binance
func (b *Binance) CancelExistingOrder(symbol string, orderID int64, origClientOrderID string) (CancelOrderResponse, error) {
var resp CancelOrderResponse
path := fmt.Sprintf("%s%s", b.APIUrl, cancelOrder)
params := url.Values{}
params.Set("symbol", symbol)
if orderID != 0 {
params.Set("orderId", strconv.FormatInt(orderID, 10))
}
if origClientOrderID != "" {
params.Set("origClientOrderId", origClientOrderID)
}
return resp, b.SendAuthHTTPRequest("DELETE", path, params, &resp)
}
// OpenOrders Current open orders. Get all open orders on a symbol.
// Careful when accessing this with no symbol: The number of requests counted against the rate limiter
// is equal to the number of symbols currently trading on the exchange.
func (b *Binance) OpenOrders(symbol string) ([]QueryOrderData, error) {
var resp []QueryOrderData
path := fmt.Sprintf("%s%s", b.APIUrl, openOrders)
params := url.Values{}
if symbol != "" {
params.Set("symbol", common.StringToUpper(symbol))
}
if err := b.SendAuthHTTPRequest("GET", path, params, &resp); err != nil {
return resp, err
}
return resp, nil
}
// AllOrders Get all account orders; active, canceled, or filled.
// orderId optional param
// limit optional param, default 500; max 500
func (b *Binance) AllOrders(symbol, orderID, limit string) ([]QueryOrderData, error) {
var resp []QueryOrderData
path := fmt.Sprintf("%s%s", b.APIUrl, allOrders)
params := url.Values{}
params.Set("symbol", common.StringToUpper(symbol))
if orderID != "" {
params.Set("orderId", orderID)
}
if limit != "" {
params.Set("limit", limit)
}
if err := b.SendAuthHTTPRequest("GET", path, params, &resp); err != nil {
return resp, err
}
return resp, nil
}
// QueryOrder returns information on a past order
func (b *Binance) QueryOrder(symbol, origClientOrderID string, orderID int64) (QueryOrderData, error) {
var resp QueryOrderData
path := fmt.Sprintf("%s%s", b.APIUrl, queryOrder)
params := url.Values{}
params.Set("symbol", common.StringToUpper(symbol))
if origClientOrderID != "" {
params.Set("origClientOrderId", origClientOrderID)
}
if orderID != 0 {
params.Set("orderId", strconv.FormatInt(orderID, 10))
}
if err := b.SendAuthHTTPRequest("GET", path, params, &resp); err != nil {
return resp, err
}
if resp.Code != 0 {
return resp, errors.New(resp.Msg)
}
return resp, nil
}
// GetAccount returns binance user accounts
func (b *Binance) GetAccount() (*Account, error) {
type response struct {
Response
Account
}
var resp response
path := fmt.Sprintf("%s%s", b.APIUrl, accountInfo)
params := url.Values{}
if err := b.SendAuthHTTPRequest("GET", path, params, &resp); err != nil {
return &resp.Account, err
}
if resp.Code != 0 {
return &resp.Account, errors.New(resp.Msg)
}
return &resp.Account, nil
}
// SendHTTPRequest sends an unauthenticated request
func (b *Binance) SendHTTPRequest(path string, result interface{}) error {
return b.SendPayload("GET", path, nil, nil, result, false, b.Verbose)
}
// SendAuthHTTPRequest sends an authenticated HTTP request
func (b *Binance) SendAuthHTTPRequest(method, path string, params url.Values, result interface{}) error {
if !b.AuthenticatedAPISupport {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet, b.Name)
}
if params == nil {
params = url.Values{}
}
params.Set("recvWindow", strconv.FormatInt(common.RecvWindow(5*time.Second), 10))
params.Set("timestamp", strconv.FormatInt(time.Now().Unix()*1000, 10))
signature := params.Encode()
hmacSigned := common.GetHMAC(common.HashSHA256, []byte(signature), []byte(b.APISecret))
hmacSignedStr := common.HexEncodeToString(hmacSigned)
headers := make(map[string]string)
headers["X-MBX-APIKEY"] = b.APIKey
if b.Verbose {
log.Debugf("sent path: %s", path)
}
path = common.EncodeURLValues(path, params)
path += fmt.Sprintf("&signature=%s", hmacSignedStr)
interim := json.RawMessage{}
errCap := struct {
Success bool `json:"success"`
Message string `json:"msg"`
}{}
err := b.SendPayload(method, path, headers, bytes.NewBuffer(nil), &interim, true, b.Verbose)
if err != nil {
return err
}
if err := common.JSONDecode(interim, &errCap); err == nil {
if !errCap.Success && errCap.Message != "" {
return errors.New(errCap.Message)
}
}
return common.JSONDecode(interim, result)
}
// CheckLimit checks value against a variable list
func (b *Binance) CheckLimit(limit int) error {
for x := range b.validLimits {
if b.validLimits[x] == limit {
return nil
}
}
return errors.New("Incorrect limit values - valid values are 5, 10, 20, 50, 100, 500, 1000")
}
// CheckSymbol checks value against a variable list
func (b *Binance) CheckSymbol(symbol string) error {
enPairs := b.GetAvailableCurrencies()
for x := range enPairs {
if exchange.FormatExchangeCurrency(b.Name, enPairs[x]).String() == symbol {
return nil
}
}
return errors.New("Incorrect symbol values - please check available pairs in configuration")
}
// CheckIntervals checks value against a variable list
func (b *Binance) CheckIntervals(interval string) error {
for x := range b.validIntervals {
if TimeInterval(interval) == b.validIntervals[x] {
return nil
}
}
return errors.New(`Incorrect interval values - valid values are "1m","3m","5m","15m","30m","1h","2h","4h","6h","8h","12h","1d","3d","1w","1M"`)
}
// SetValues sets the default valid values
func (b *Binance) SetValues() {
b.validLimits = []int{5, 10, 20, 50, 100, 500, 1000}
b.validIntervals = []TimeInterval{
TimeIntervalMinute,
TimeIntervalThreeMinutes,
TimeIntervalFiveMinutes,
TimeIntervalFifteenMinutes,
TimeIntervalThirtyMinutes,
TimeIntervalHour,
TimeIntervalTwoHours,
TimeIntervalFourHours,
TimeIntervalSixHours,
TimeIntervalEightHours,
TimeIntervalTwelveHours,
TimeIntervalDay,
TimeIntervalThreeDays,
TimeIntervalWeek,
TimeIntervalMonth,
}
}
// GetFee returns an estimate of fee based on type of transaction
func (b *Binance) GetFee(feeBuilder exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
multiplier, err := b.getMultiplier(feeBuilder.IsMaker)
if err != nil {
return 0, err
}
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount, multiplier)
case exchange.CryptocurrencyWithdrawalFee:
fee = getCryptocurrencyWithdrawalFee(feeBuilder.FirstCurrency)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
// getMultiplier retrieves account based taker/maker fees
func (b *Binance) getMultiplier(isMaker bool) (float64, error) {
var multiplier float64
account, err := b.GetAccount()
if err != nil {
return 0, err
}
if isMaker {
multiplier = float64(account.MakerCommission)
} else {
multiplier = float64(account.TakerCommission)
}
return multiplier, nil
}
// calculateTradingFee returns the fee for trading any currency on Bittrex
func calculateTradingFee(purchasePrice, amount, multiplier float64) float64 {
return (multiplier / 100) * purchasePrice * amount
}
// getCryptocurrencyWithdrawalFee returns the fee for withdrawing from the exchange
func getCryptocurrencyWithdrawalFee(currency string) float64 {
return WithdrawalFees[currency]
}
// WithdrawCrypto sends cryptocurrency to the address of your choosing
func (b *Binance) WithdrawCrypto(asset, address, addressTag, name, amount string) (int64, error) {
var resp WithdrawResponse
path := fmt.Sprintf("%s%s", b.APIUrl, withdraw)
params := url.Values{}
params.Set("asset", asset)
params.Set("address", address)
params.Set("amount", amount)
if len(name) > 0 {
params.Set("name", name)
}
if len(addressTag) > 0 {
params.Set("addressTag", addressTag)
}
if err := b.SendAuthHTTPRequest("POST", path, params, &resp); err != nil {
return -1, err
}
if !resp.Success {
return resp.ID, errors.New(resp.Msg)
}
return resp.ID, nil
}
//GetDepositAddressForCurrency retrieves the wallet address for a given currency
func (b *Binance) GetDepositAddressForCurrency(currency string) (string, error) {
path := fmt.Sprintf("%s%s", b.APIUrl, depositAddress)
resp := struct {
Address string `json:"address"`
Success bool `json:"success"`
AddressTag string `json:"addressTag"`
}{}
params := url.Values{}
params.Set("asset", currency)
params.Set("status", "true")
return resp.Address,
b.SendAuthHTTPRequest("GET", path, params, &resp)
}