Files
gocryptotrader/gctscript/modules/gct/exchange.go
Adam 504c2fad6d Feature: Implement funding rates, futures and coin margin (exchange API coverage) (#530)
* ALMOST THERE

* more api wips

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* testing n more api wipz

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no keys

* remove log

* kraken is broken

ugh

* still broken

* fixing auth funcs + usdtm api docs

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* wrapper authenticated functions

* adding asset type and fixing dependencies

* wip

* binance auth wrapper start

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* wip

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* order submission for wrappers

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* DONT ASK RYAN FOR HELP EVER

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* more error fixing for fundmon

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* THX AGAIN SHAZBERT

* path system upgrade

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* WOW

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* config fixed HOPEFULLY

* config fix and glorious changes

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* for what

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* insecurities

* fixing tests

* fix config
2021-02-12 16:19:18 +11:00

705 lines
20 KiB
Go

package gct
import (
"fmt"
"time"
objects "github.com/d5/tengo/v2"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
"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/gctscript/modules/ta/indicators"
"github.com/thrasher-corp/gocryptotrader/gctscript/wrappers"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
var exchangeModule = map[string]objects.Object{
"orderbook": &objects.UserFunction{Name: "orderbook", Value: ExchangeOrderbook},
"ticker": &objects.UserFunction{Name: "ticker", Value: ExchangeTicker},
"exchanges": &objects.UserFunction{Name: "exchanges", Value: ExchangeExchanges},
"pairs": &objects.UserFunction{Name: "pairs", Value: ExchangePairs},
"accountinfo": &objects.UserFunction{Name: "accountinfo", Value: ExchangeAccountInfo},
"depositaddress": &objects.UserFunction{Name: "depositaddress", Value: ExchangeDepositAddress},
"orderquery": &objects.UserFunction{Name: "orderquery", Value: ExchangeOrderQuery},
"ordercancel": &objects.UserFunction{Name: "ordercancel", Value: ExchangeOrderCancel},
"ordersubmit": &objects.UserFunction{Name: "ordersubmit", Value: ExchangeOrderSubmit},
"withdrawcrypto": &objects.UserFunction{Name: "withdrawcrypto", Value: ExchangeWithdrawCrypto},
"withdrawfiat": &objects.UserFunction{Name: "withdrawfiat", Value: ExchangeWithdrawFiat},
"ohlcv": &objects.UserFunction{Name: "ohlcv", Value: exchangeOHLCV},
}
// ExchangeOrderbook returns orderbook for requested exchange & currencypair
func ExchangeOrderbook(args ...objects.Object) (objects.Object, error) {
if len(args) != 4 {
return nil, objects.ErrWrongNumArguments
}
exchangeName, ok := objects.ToString(args[0])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, exchangeName)
}
currencyPair, ok := objects.ToString(args[1])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, currencyPair)
}
delimiter, ok := objects.ToString(args[2])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, delimiter)
}
assetTypeParam, ok := objects.ToString(args[3])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, assetTypeParam)
}
pair, err := currency.NewPairDelimiter(currencyPair, delimiter)
if err != nil {
return nil, err
}
assetType, err := asset.New(assetTypeParam)
if err != nil {
return nil, err
}
ob, err := wrappers.GetWrapper().Orderbook(exchangeName, pair, assetType)
if err != nil {
return nil, err
}
var asks, bids objects.Array
for x := range ob.Asks {
temp := make(map[string]objects.Object, 2)
temp["amount"] = &objects.Float{Value: ob.Asks[x].Amount}
temp["price"] = &objects.Float{Value: ob.Asks[x].Price}
asks.Value = append(asks.Value, &objects.Map{Value: temp})
}
for x := range ob.Bids {
temp := make(map[string]objects.Object, 2)
temp["amount"] = &objects.Float{Value: ob.Bids[x].Amount}
temp["price"] = &objects.Float{Value: ob.Bids[x].Price}
bids.Value = append(bids.Value, &objects.Map{Value: temp})
}
data := make(map[string]objects.Object, 5)
data["exchange"] = &objects.String{Value: ob.ExchangeName}
data["pair"] = &objects.String{Value: ob.Pair.String()}
data["asks"] = &asks
data["bids"] = &bids
data["asset"] = &objects.String{Value: ob.AssetType.String()}
return &objects.Map{
Value: data,
}, nil
}
// ExchangeTicker returns ticker data for requested exchange and currency pair
func ExchangeTicker(args ...objects.Object) (objects.Object, error) {
if len(args) != 4 {
return nil, objects.ErrWrongNumArguments
}
exchangeName, ok := objects.ToString(args[0])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, exchangeName)
}
currencyPair, ok := objects.ToString(args[1])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, currencyPair)
}
delimiter, ok := objects.ToString(args[2])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, delimiter)
}
assetTypeParam, ok := objects.ToString(args[3])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, assetTypeParam)
}
pair, err := currency.NewPairDelimiter(currencyPair, delimiter)
if err != nil {
return nil, err
}
assetType, err := asset.New(assetTypeParam)
if err != nil {
return nil, err
}
tx, err := wrappers.GetWrapper().Ticker(exchangeName, pair, assetType)
if err != nil {
return nil, err
}
data := make(map[string]objects.Object, 14)
data["exchange"] = &objects.String{Value: tx.ExchangeName}
data["last"] = &objects.Float{Value: tx.Last}
data["High"] = &objects.Float{Value: tx.High}
data["Low"] = &objects.Float{Value: tx.Low}
data["bid"] = &objects.Float{Value: tx.Bid}
data["ask"] = &objects.Float{Value: tx.Ask}
data["volume"] = &objects.Float{Value: tx.Volume}
data["quotevolume"] = &objects.Float{Value: tx.QuoteVolume}
data["priceath"] = &objects.Float{Value: tx.PriceATH}
data["open"] = &objects.Float{Value: tx.Open}
data["close"] = &objects.Float{Value: tx.Close}
data["pair"] = &objects.String{Value: tx.Pair.String()}
data["asset"] = &objects.String{Value: tx.AssetType.String()}
data["updated"] = &objects.Time{Value: tx.LastUpdated}
return &objects.Map{
Value: data,
}, nil
}
// ExchangeExchanges returns list of exchanges either enabled or all
func ExchangeExchanges(args ...objects.Object) (objects.Object, error) {
if len(args) != 1 {
return nil, objects.ErrWrongNumArguments
}
enabledOnly, ok := objects.ToBool(args[0])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, enabledOnly)
}
rtnValue := wrappers.GetWrapper().Exchanges(enabledOnly)
r := objects.Array{}
for x := range rtnValue {
r.Value = append(r.Value, &objects.String{Value: rtnValue[x]})
}
return &r, nil
}
// ExchangePairs returns currency pairs for requested exchange
func ExchangePairs(args ...objects.Object) (objects.Object, error) {
if len(args) != 3 {
return nil, objects.ErrWrongNumArguments
}
exchangeName, ok := objects.ToString(args[0])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, exchangeName)
}
enabledOnly, ok := objects.ToBool(args[1])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, enabledOnly)
}
assetTypeParam, ok := objects.ToString(args[2])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, assetTypeParam)
}
assetType, err := asset.New(assetTypeParam)
if err != nil {
return nil, err
}
rtnValue, err := wrappers.GetWrapper().Pairs(exchangeName, enabledOnly, assetType)
if err != nil {
return nil, err
}
r := objects.Array{}
pairs := *(*[]currency.Pair)(rtnValue)
for x := range pairs {
r.Value = append(r.Value, &objects.String{Value: pairs[x].String()})
}
return &r, nil
}
// ExchangeAccountInfo returns account information for requested exchange
func ExchangeAccountInfo(args ...objects.Object) (objects.Object, error) {
if len(args) != 2 {
return nil, objects.ErrWrongNumArguments
}
exchangeName, ok := objects.ToString(args[0])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, exchangeName)
}
assetString, ok := objects.ToString(args[1])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, assetString)
}
assetType, err := asset.New(assetString)
if err != nil {
return nil, err
}
rtnValue, err := wrappers.GetWrapper().AccountInformation(exchangeName, assetType)
if err != nil {
return nil, err
}
var funds objects.Array
for x := range rtnValue.Accounts {
for y := range rtnValue.Accounts[x].Currencies {
temp := make(map[string]objects.Object, 3)
temp["name"] = &objects.String{Value: rtnValue.Accounts[x].Currencies[y].CurrencyName.String()}
temp["total"] = &objects.Float{Value: rtnValue.Accounts[x].Currencies[y].TotalValue}
temp["hold"] = &objects.Float{Value: rtnValue.Accounts[x].Currencies[y].Hold}
funds.Value = append(funds.Value, &objects.Map{Value: temp})
}
}
data := make(map[string]objects.Object, 2)
data["exchange"] = &objects.String{Value: rtnValue.Exchange}
data["currencies"] = &funds
return &objects.Map{
Value: data,
}, nil
}
// ExchangeOrderQuery query order on exchange
func ExchangeOrderQuery(args ...objects.Object) (objects.Object, error) {
if len(args) < 2 {
return nil, objects.ErrWrongNumArguments
}
exchangeName, ok := objects.ToString(args[0])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, exchangeName)
}
orderID, ok := objects.ToString(args[1])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, orderID)
}
var pair currency.Pair
assetTypeString := asset.Spot.String()
switch len(args) {
case 4:
assetTypeString, ok = objects.ToString(args[3])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, assetTypeString)
}
fallthrough
case 3:
currencyPairString, isOk := objects.ToString(args[2])
if !isOk {
return nil, fmt.Errorf(ErrParameterConvertFailed, currencyPairString)
}
var err error
pair, err = currency.NewPairFromString(currencyPairString)
if err != nil {
return nil, fmt.Errorf(ErrParameterConvertFailed, currencyPairString)
}
}
assetType, err := asset.New(assetTypeString)
if err != nil {
return nil, err
}
orderDetails, err := wrappers.GetWrapper().QueryOrder(exchangeName, orderID, pair, assetType)
if err != nil {
return nil, err
}
var tradeHistory objects.Array
for x := range orderDetails.Trades {
temp := make(map[string]objects.Object, 7)
temp["timestamp"] = &objects.Time{Value: orderDetails.Trades[x].Timestamp}
temp["price"] = &objects.Float{Value: orderDetails.Trades[x].Price}
temp["fee"] = &objects.Float{Value: orderDetails.Trades[x].Fee}
temp["amount"] = &objects.Float{Value: orderDetails.Trades[x].Amount}
temp["type"] = &objects.String{Value: orderDetails.Trades[x].Type.String()}
temp["side"] = &objects.String{Value: orderDetails.Trades[x].Side.String()}
temp["description"] = &objects.String{Value: orderDetails.Trades[x].Description}
tradeHistory.Value = append(tradeHistory.Value, &objects.Map{Value: temp})
}
data := make(map[string]objects.Object, 14)
data["exchange"] = &objects.String{Value: orderDetails.Exchange}
data["id"] = &objects.String{Value: orderDetails.ID}
data["accountid"] = &objects.String{Value: orderDetails.AccountID}
data["currencypair"] = &objects.String{Value: orderDetails.Pair.String()}
data["price"] = &objects.Float{Value: orderDetails.Price}
data["amount"] = &objects.Float{Value: orderDetails.Amount}
data["amountexecuted"] = &objects.Float{Value: orderDetails.ExecutedAmount}
data["amountremaining"] = &objects.Float{Value: orderDetails.RemainingAmount}
data["fee"] = &objects.Float{Value: orderDetails.Fee}
data["side"] = &objects.String{Value: orderDetails.Side.String()}
data["type"] = &objects.String{Value: orderDetails.Type.String()}
data["date"] = &objects.String{Value: orderDetails.Date.String()}
data["status"] = &objects.String{Value: orderDetails.Status.String()}
data["trades"] = &tradeHistory
return &objects.Map{
Value: data,
}, nil
}
// ExchangeOrderCancel cancels order on requested exchange
func ExchangeOrderCancel(args ...objects.Object) (objects.Object, error) {
if len(args) < 2 || len(args) > 4 {
return nil, objects.ErrWrongNumArguments
}
exchangeName, ok := objects.ToString(args[0])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, exchangeName)
}
if exchangeName == "" {
return nil, fmt.Errorf(ErrEmptyParameter, "exchange name")
}
var orderID string
orderID, ok = objects.ToString(args[1])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, orderID)
}
if orderID == "" {
return nil, fmt.Errorf(ErrEmptyParameter, "orderID")
}
var err error
var cp currency.Pair
if len(args) > 2 {
var currencyPair string
currencyPair, ok = objects.ToString(args[2])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, currencyPair)
}
cp, err = currency.NewPairFromString(currencyPair)
if err != nil {
return nil, err
}
}
var a asset.Item
if len(args) > 3 {
var assetType string
assetType, ok = objects.ToString(args[3])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, assetType)
}
a, err = asset.New(assetType)
if err != nil {
return nil, err
}
}
var isCancelled bool
isCancelled, err = wrappers.GetWrapper().CancelOrder(exchangeName, orderID, cp, a)
if err != nil {
return nil, err
}
if isCancelled {
return objects.TrueValue, nil
}
return objects.FalseValue, nil
}
// ExchangeOrderSubmit submit order on exchange
func ExchangeOrderSubmit(args ...objects.Object) (objects.Object, error) {
if len(args) != 9 {
return nil, objects.ErrWrongNumArguments
}
exchangeName, ok := objects.ToString(args[0])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, exchangeName)
}
currencyPair, ok := objects.ToString(args[1])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, currencyPair)
}
delimiter, ok := objects.ToString(args[2])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, delimiter)
}
pair, err := currency.NewPairDelimiter(currencyPair, delimiter)
if err != nil {
return nil, err
}
orderType, ok := objects.ToString(args[3])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, orderType)
}
orderSide, ok := objects.ToString(args[4])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, orderSide)
}
orderPrice, ok := objects.ToFloat64(args[5])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, orderPrice)
}
orderAmount, ok := objects.ToFloat64(args[6])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, orderAmount)
}
orderClientID, ok := objects.ToString(args[7])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, orderClientID)
}
assetType, ok := objects.ToString(args[8])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, orderClientID)
}
a, err := asset.New(assetType)
if err != nil {
return nil, err
}
tempSubmit := &order.Submit{
Pair: pair,
Type: order.Type(orderType),
Side: order.Side(orderSide),
Price: orderPrice,
Amount: orderAmount,
ClientID: orderClientID,
AssetType: a,
Exchange: exchangeName,
}
rtn, err := wrappers.GetWrapper().SubmitOrder(tempSubmit)
if err != nil {
return nil, err
}
data := make(map[string]objects.Object, 2)
data["orderid"] = &objects.String{Value: rtn.OrderID}
if rtn.IsOrderPlaced {
data["isorderplaced"] = objects.TrueValue
} else {
data["isorderplaced"] = objects.FalseValue
}
return &objects.Map{
Value: data,
}, nil
}
// ExchangeDepositAddress returns deposit address (if supported by exchange)
func ExchangeDepositAddress(args ...objects.Object) (objects.Object, error) {
if len(args) != 2 {
return nil, objects.ErrWrongNumArguments
}
exchangeName, ok := objects.ToString(args[0])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, exchangeName)
}
currencyCode, ok := objects.ToString(args[1])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, currencyCode)
}
currCode := currency.NewCode(currencyCode)
rtn, err := wrappers.GetWrapper().DepositAddress(exchangeName, currCode)
if err != nil {
return nil, err
}
return &objects.String{Value: rtn}, nil
}
// ExchangeWithdrawCrypto submit request to withdraw crypto assets
func ExchangeWithdrawCrypto(args ...objects.Object) (objects.Object, error) {
if len(args) != 7 {
return nil, objects.ErrWrongNumArguments
}
exchangeName, ok := objects.ToString(args[0])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, exchangeName)
}
cur, ok := objects.ToString(args[1])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, cur)
}
address, ok := objects.ToString(args[2])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, address)
}
addressTag, ok := objects.ToString(args[3])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, addressTag)
}
amount, ok := objects.ToFloat64(args[4])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, amount)
}
feeAmount, ok := objects.ToFloat64(args[5])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, feeAmount)
}
description, ok := objects.ToString(args[6])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, description)
}
withdrawRequest := &withdraw.Request{
Exchange: exchangeName,
Crypto: withdraw.CryptoRequest{
Address: address,
AddressTag: addressTag,
FeeAmount: feeAmount,
},
Currency: currency.NewCode(cur),
Description: description,
Amount: amount,
}
rtn, err := wrappers.GetWrapper().WithdrawalCryptoFunds(withdrawRequest)
if err != nil {
return nil, err
}
return &objects.String{Value: rtn}, nil
}
// ExchangeWithdrawFiat submit request to withdraw fiat assets
func ExchangeWithdrawFiat(args ...objects.Object) (objects.Object, error) {
if len(args) != 5 {
return nil, objects.ErrWrongNumArguments
}
exchangeName, ok := objects.ToString(args[0])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, exchangeName)
}
cur, ok := objects.ToString(args[1])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, cur)
}
description, ok := objects.ToString(args[2])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, description)
}
amount, ok := objects.ToFloat64(args[3])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, amount)
}
bankAccountID, ok := objects.ToString(args[4])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, bankAccountID)
}
withdrawRequest := &withdraw.Request{
Exchange: exchangeName,
Currency: currency.NewCode(cur),
Description: description,
Amount: amount,
}
rtn, err := wrappers.GetWrapper().WithdrawalFiatFunds(bankAccountID, withdrawRequest)
if err != nil {
return nil, err
}
return &objects.String{Value: rtn}, nil
}
// OHLCV defines a custom Open High Low Close Volume tengo object
type OHLCV struct {
objects.Map
}
// TypeName returns the name of the custom type.
func (o *OHLCV) TypeName() string {
return indicators.OHLCV
}
func exchangeOHLCV(args ...objects.Object) (objects.Object, error) {
if len(args) != 7 {
return nil, objects.ErrWrongNumArguments
}
exchangeName, ok := objects.ToString(args[0])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, exchangeName)
}
currencyPair, ok := objects.ToString(args[1])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, currencyPair)
}
delimiter, ok := objects.ToString(args[2])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, delimiter)
}
assetTypeParam, ok := objects.ToString(args[3])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, assetTypeParam)
}
startTime, ok := objects.ToTime(args[4])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, startTime)
}
endTime, ok := objects.ToTime(args[5])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, endTime)
}
intervalStr, ok := objects.ToString(args[6])
if !ok {
return nil, fmt.Errorf(ErrParameterConvertFailed, endTime)
}
interval, err := parseInterval(intervalStr)
if err != nil {
return nil, err
}
pair, err := currency.NewPairDelimiter(currencyPair, delimiter)
if err != nil {
return nil, err
}
assetType, err := asset.New(assetTypeParam)
if err != nil {
return nil, err
}
ret, err := wrappers.GetWrapper().OHLCV(exchangeName, pair, assetType, startTime, endTime, kline.Interval(interval))
if err != nil {
return nil, err
}
var candles objects.Array
for x := range ret.Candles {
candle := &objects.Array{}
candle.Value = append(candle.Value, &objects.Int{Value: ret.Candles[x].Time.Unix()},
&objects.Float{Value: ret.Candles[x].Open},
&objects.Float{Value: ret.Candles[x].High},
&objects.Float{Value: ret.Candles[x].Low},
&objects.Float{Value: ret.Candles[x].Close},
&objects.Float{Value: ret.Candles[x].Volume},
)
candles.Value = append(candles.Value, candle)
}
retValue := make(map[string]objects.Object, 5)
retValue["exchange"] = &objects.String{Value: ret.Exchange}
retValue["pair"] = &objects.String{Value: ret.Pair.String()}
retValue["asset"] = &objects.String{Value: ret.Asset.String()}
retValue["intervals"] = &objects.String{Value: ret.Interval.String()}
retValue["candles"] = &candles
c := new(OHLCV)
c.Value = retValue
return c, nil
}
// parseInterval will parse the interval param of indictors that have them and convert to time.Duration
func parseInterval(in string) (time.Duration, error) {
if !common.StringDataContainsInsensitive(supportedDurations, in) {
return time.Nanosecond, errInvalidInterval
}
switch in {
case "1d":
in = "24h"
case "3d":
in = "72h"
case "1w":
in = "168h"
}
return time.ParseDuration(in)
}