Files
gocryptotrader/exchanges/wex/wex.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

457 lines
13 KiB
Go

package wex
import (
"errors"
"fmt"
"net/url"
"strconv"
"strings"
"time"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/config"
"github.com/thrasher-/gocryptotrader/currency/symbol"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/request"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
log "github.com/thrasher-/gocryptotrader/logger"
)
const (
wexAPIPublicURL = "https://wex1.in/api"
wexAPIPrivateURL = "https://wex1.in/tapi"
wexAPIPublicVersion = "3"
wexAPIPrivateVersion = "1"
wexInfo = "info"
wexTicker = "ticker"
wexDepth = "depth"
wexTrades = "trades"
wexAccountInfo = "getInfo"
wexTrade = "Trade"
wexActiveOrders = "ActiveOrders"
wexOrderInfo = "OrderInfo"
wexCancelOrder = "CancelOrder"
wexTradeHistory = "TradeHistory"
wexTransactionHistory = "TransHistory"
wexWithdrawCoin = "WithdrawCoin"
wexCoinDepositAddress = "CoinDepositAddress"
wexCreateCoupon = "CreateCoupon"
wexRedeemCoupon = "RedeemCoupon"
wexAuthRate = 0
wexUnauthRate = 0
)
// WEX is the overarching type across the wex package
type WEX struct {
exchange.Base
Ticker map[string]Ticker
}
// SetDefaults sets current default value for WEX
func (w *WEX) SetDefaults() {
w.Name = "WEX"
w.Enabled = false
w.Fee = 0.2
w.Verbose = false
w.RESTPollingDelay = 10
w.Ticker = make(map[string]Ticker)
w.APIWithdrawPermissions = exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.NoFiatWithdrawals
w.RequestCurrencyPairFormat.Delimiter = "_"
w.RequestCurrencyPairFormat.Uppercase = false
w.RequestCurrencyPairFormat.Separator = "-"
w.ConfigCurrencyPairFormat.Delimiter = "_"
w.ConfigCurrencyPairFormat.Uppercase = true
w.AssetTypes = []string{ticker.Spot}
w.SupportsAutoPairUpdating = true
w.SupportsRESTTickerBatching = true
w.Requester = request.New(w.Name,
request.NewRateLimit(time.Second, wexAuthRate),
request.NewRateLimit(time.Second, wexUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
w.APIUrlDefault = wexAPIPublicURL
w.APIUrl = w.APIUrlDefault
w.APIUrlSecondaryDefault = wexAPIPrivateURL
w.APIUrlSecondary = w.APIUrlSecondaryDefault
w.WebsocketInit()
}
// Setup sets exchange configuration parameters for WEX
func (w *WEX) Setup(exch config.ExchangeConfig) {
if !exch.Enabled {
w.SetEnabled(false)
} else {
w.Enabled = true
w.AuthenticatedAPISupport = exch.AuthenticatedAPISupport
w.SetAPIKeys(exch.APIKey, exch.APISecret, "", false)
w.SetHTTPClientTimeout(exch.HTTPTimeout)
w.SetHTTPClientUserAgent(exch.HTTPUserAgent)
w.RESTPollingDelay = exch.RESTPollingDelay
w.Verbose = exch.Verbose
w.BaseCurrencies = common.SplitStrings(exch.BaseCurrencies, ",")
w.AvailablePairs = common.SplitStrings(exch.AvailablePairs, ",")
w.EnabledPairs = common.SplitStrings(exch.EnabledPairs, ",")
err := w.SetCurrencyPairFormat()
if err != nil {
log.Fatal(err)
}
err = w.SetAssetTypes()
if err != nil {
log.Fatal(err)
}
err = w.SetAutoPairDefaults()
if err != nil {
log.Fatal(err)
}
err = w.SetAPIURL(exch)
if err != nil {
log.Fatal(err)
}
err = w.SetClientProxyAddress(exch.ProxyAddress)
if err != nil {
log.Fatal(err)
}
}
}
// GetTradablePairs returns a list of available pairs from the exchange
func (w *WEX) GetTradablePairs() ([]string, error) {
result, err := w.GetInfo()
if err != nil {
return nil, err
}
var currencies []string
for x := range result.Pairs {
currencies = append(currencies, common.StringToUpper(x))
}
return currencies, nil
}
// GetInfo returns the WEX info
func (w *WEX) GetInfo() (Info, error) {
resp := Info{}
req := fmt.Sprintf("%s/%s/%s/", w.APIUrl, wexAPIPublicVersion, wexInfo)
return resp, w.SendHTTPRequest(req, &resp)
}
// GetTicker returns a ticker for a specific currency
func (w *WEX) GetTicker(symbol string) (map[string]Ticker, error) {
type Response struct {
Data map[string]Ticker
}
response := Response{}
req := fmt.Sprintf("%s/%s/%s/%s", w.APIUrl, wexAPIPublicVersion, wexTicker, symbol)
return response.Data, w.SendHTTPRequest(req, &response.Data)
}
// GetDepth returns the depth for a specific currency
func (w *WEX) GetDepth(symbol string) (Orderbook, error) {
type Response struct {
Data map[string]Orderbook
}
response := Response{}
req := fmt.Sprintf("%s/%s/%s/%s", w.APIUrl, wexAPIPublicVersion, wexDepth, symbol)
return response.Data[symbol], w.SendHTTPRequest(req, &response.Data)
}
// GetTrades returns the trades for a specific currency
func (w *WEX) GetTrades(symbol string) ([]Trades, error) {
type Response struct {
Data map[string][]Trades
}
response := Response{}
req := fmt.Sprintf("%s/%s/%s/%s", w.APIUrl, wexAPIPublicVersion, wexTrades, symbol)
return response.Data[symbol], w.SendHTTPRequest(req, &response.Data)
}
// GetAccountInformation returns a users account info
func (w *WEX) GetAccountInformation() (AccountInfo, error) {
var result AccountInfo
err := w.SendAuthenticatedHTTPRequest(wexAccountInfo, url.Values{}, &result)
if err != nil {
return result, err
}
if result.Error != "" {
return result, errors.New(result.Error)
}
return result, nil
}
// GetOpenOrders returns the active orders for a specific currency
func (w *WEX) GetOpenOrders(pair string) (map[string]ActiveOrders, error) {
req := url.Values{}
req.Add("pair", pair)
var result map[string]ActiveOrders
return result, w.SendAuthenticatedHTTPRequest(wexActiveOrders, req, &result)
}
// GetOrderInformation returns the order info for a specific order ID
func (w *WEX) GetOrderInformation(OrderID int64) (map[string]OrderInfo, error) {
req := url.Values{}
req.Add("order_id", strconv.FormatInt(OrderID, 10))
var result map[string]OrderInfo
return result, w.SendAuthenticatedHTTPRequest(wexOrderInfo, req, &result)
}
// CancelExistingOrder cancels an order for a specific order ID
func (w *WEX) CancelExistingOrder(OrderID int64) (bool, error) {
req := url.Values{}
req.Add("order_id", strconv.FormatInt(OrderID, 10))
var result CancelOrder
err := w.SendAuthenticatedHTTPRequest(wexCancelOrder, req, &result)
if err != nil {
return false, err
}
if result.Error != "" {
return false, errors.New(result.Error)
}
return true, nil
}
// Trade places an order and returns the order ID if successful or an error
func (w *WEX) Trade(pair, orderType string, amount, price float64) (int64, error) {
req := url.Values{}
req.Add("pair", pair)
req.Add("type", orderType)
req.Add("amount", strconv.FormatFloat(amount, 'f', -1, 64))
req.Add("rate", strconv.FormatFloat(price, 'f', -1, 64))
var result Trade
err := w.SendAuthenticatedHTTPRequest(wexTrade, req, &result)
if err != nil {
return 0, err
}
if result.Error != "" {
return 0, errors.New(result.Error)
}
return int64(result.OrderID), nil
}
// GetTransactionHistory returns the transaction history
func (w *WEX) GetTransactionHistory(TIDFrom, Count, TIDEnd int64, order, since, end string) (map[string]TransHistory, error) {
req := url.Values{}
req.Add("from", strconv.FormatInt(TIDFrom, 10))
req.Add("count", strconv.FormatInt(Count, 10))
req.Add("from_id", strconv.FormatInt(TIDFrom, 10))
req.Add("end_id", strconv.FormatInt(TIDEnd, 10))
req.Add("order", order)
req.Add("since", since)
req.Add("end", end)
var result map[string]TransHistory
return result,
w.SendAuthenticatedHTTPRequest(wexTransactionHistory, req, &result)
}
// GetTradeHistory returns the trade history
func (w *WEX) GetTradeHistory(TIDFrom, Count, TIDEnd, since, end int64, order, pair string) (map[string]TradeHistory, error) {
req := url.Values{}
req.Add("from", strconv.FormatInt(TIDFrom, 10))
req.Add("count", strconv.FormatInt(Count, 10))
req.Add("from_id", strconv.FormatInt(TIDFrom, 10))
req.Add("end_id", strconv.FormatInt(TIDEnd, 10))
req.Add("order", order)
req.Add("since", strconv.FormatInt(since, 10))
req.Add("end", strconv.FormatInt(end, 10))
req.Add("pair", pair)
result := TradeHistoryResponse{}
return result.Data, w.SendAuthenticatedHTTPRequest(wexTradeHistory, req, &result)
}
// WithdrawCoins withdraws coins for a specific coin
func (w *WEX) WithdrawCoins(coin string, amount float64, address string) (WithdrawCoins, error) {
req := url.Values{}
req.Add("coinName", coin)
req.Add("amount", strconv.FormatFloat(amount, 'f', -1, 64))
req.Add("address", address)
var result WithdrawCoins
err := w.SendAuthenticatedHTTPRequest(wexWithdrawCoin, req, &result)
if err != nil {
return result, err
}
if result.Error != "" {
return result, errors.New(result.Error)
}
return result, nil
}
// CoinDepositAddress returns the deposit address for a specific currency
func (w *WEX) CoinDepositAddress(coin string) (string, error) {
req := url.Values{}
req.Add("coinName", coin)
var result CoinDepositAddress
err := w.SendAuthenticatedHTTPRequest(wexCoinDepositAddress, req, &result)
if err != nil {
return result.Address, err
}
if result.Error != "" {
return result.Address, errors.New(result.Error)
}
return result.Address, nil
}
// CreateCoupon creates an exchange coupon for a sepcific currency
func (w *WEX) CreateCoupon(currency string, amount float64) (CreateCoupon, error) {
req := url.Values{}
req.Add("currency", currency)
req.Add("amount", strconv.FormatFloat(amount, 'f', -1, 64))
var result CreateCoupon
err := w.SendAuthenticatedHTTPRequest(wexCreateCoupon, req, &result)
if err != nil {
return result, err
}
if result.Error != "" {
return result, errors.New(result.Error)
}
return result, nil
}
// RedeemCoupon redeems an exchange coupon
func (w *WEX) RedeemCoupon(coupon string) (RedeemCoupon, error) {
req := url.Values{}
req.Add("coupon", coupon)
var result RedeemCoupon
err := w.SendAuthenticatedHTTPRequest(wexRedeemCoupon, req, &result)
if err != nil {
return result, err
}
if result.Error != "" {
return result, errors.New(result.Error)
}
return result, nil
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (w *WEX) SendHTTPRequest(path string, result interface{}) error {
return w.SendPayload("GET", path, nil, nil, result, false, w.Verbose)
}
// SendAuthenticatedHTTPRequest sends an authenticated HTTP request to WEX
func (w *WEX) SendAuthenticatedHTTPRequest(method string, values url.Values, result interface{}) (err error) {
if !w.AuthenticatedAPISupport {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet,
w.Name)
}
if w.Nonce.Get() == 0 {
w.Nonce.Set(time.Now().Unix())
} else {
w.Nonce.Inc()
}
values.Set("nonce", w.Nonce.String())
values.Set("method", method)
encoded := values.Encode()
hmac := common.GetHMAC(common.HashSHA512, []byte(encoded), []byte(w.APISecret))
if w.Verbose {
log.Debugf("Sending POST request to %s calling method %s with params %s\n",
w.APIUrlSecondary,
method,
encoded)
}
headers := make(map[string]string)
headers["Key"] = w.APIKey
headers["Sign"] = common.HexEncodeToString(hmac)
headers["Content-Type"] = "application/x-www-form-urlencoded"
return w.SendPayload("POST",
w.APIUrlSecondary,
headers,
strings.NewReader(encoded),
result,
true,
w.Verbose)
}
// GetFee returns an estimate of fee based on type of transaction
func (w *WEX) GetFee(feeBuilder exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
info, err := w.GetInfo()
if err != nil {
return 0, err
}
currency := feeBuilder.FirstCurrency + feeBuilder.Delimiter + feeBuilder.SecondCurrency
fee = calculateTradingFee(info, currency, feeBuilder.PurchasePrice, feeBuilder.Amount)
case exchange.CryptocurrencyWithdrawalFee:
fee = getWithdrawalFee(feeBuilder.FirstCurrency)
case exchange.InternationalBankDepositFee:
fee = getInternationalBankDepositFee(feeBuilder.CurrencyItem, feeBuilder.Amount, feeBuilder.BankTransactionType)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
func calculateTradingFee(info Info, currency string, purchasePrice, amount float64) (fee float64) {
fee = info.Pairs[common.StringToLower(currency)].Fee
return (fee / 100) * amount * purchasePrice
}
func getWithdrawalFee(currency string) float64 {
return WithdrawalFees[currency]
}
func getInternationalBankDepositFee(currency string, amount float64, bankTransactionType exchange.InternationalBankTransactionType) float64 {
var fee float64
switch bankTransactionType {
case exchange.WireTransfer:
fallthrough
case exchange.WesternUnion:
switch currency {
case symbol.USD:
fee = 0.065 * amount
}
case exchange.MoneyGram:
switch currency {
case symbol.USD:
fee = 0.065 * amount
}
case exchange.Contact:
switch currency {
case symbol.USD:
fee = 0.065 * amount
}
}
return fee
}