Files
gocryptotrader/exchanges/hitbtc/hitbtc.go
Ryan O'Hara-Reid 42475bf2b8 exchanges: add setTimeWindow boolean to GetKlineRequest param (#1160)
* exchanges: add setTimeWindow boolean to GetKlineRequest params to differentiate between a set time period return from endpoint.

* glorious: nits

* exchange: conjugation

* Update exchanges/exchange.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits and an assortment of differences

* exchanges: remove some comments

* glorious: nits

* cleanup

* tests: fix

* Update exchanges/hitbtc/hitbtc_wrapper.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/kline/kline.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/kline/kline_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* kline: fix test

* rm unused variables

* almost: nits

* glorious: nits

* linter: fix

* rm unused variable

* Refactored comment in the okex tests to ensure that it accurately reflects the variable name and the issue related to the time window, as requested by GloriousCode. The previous comment did not align with the identifier assigned to the property, which could cause confusion and misunderstanding among other programmers or stakeholders. The updated comment will improve the clarity and readability of the codebase and make it easier to understand the intended purpose of the associated variables. The change was made with the aim of improving the overall quality and maintainability of the code.

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2023-04-27 10:10:19 +10:00

633 lines
17 KiB
Go

package hitbtc
import (
"bytes"
"context"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"time"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
)
const (
// API
apiURL = "https://api.hitbtc.com"
// Public
apiV2Trades = "api/2/public/trades"
apiV2Currency = "api/2/public/currency"
apiV2Symbol = "api/2/public/symbol"
apiV2Ticker = "api/2/public/ticker"
apiV2Orderbook = "api/2/public/orderbook"
apiV2Candles = "api/2/public/candles"
// Authenticated
apiV2Balance = "api/2/trading/balance"
apiV2CryptoAddress = "api/2/account/crypto/address"
apiV2CryptoWithdraw = "api/2/account/crypto/withdraw"
apiV2TradeHistory = "api/2/history/trades"
apiV2OrderHistory = "api/2/history/order"
apiv2OpenOrders = "api/2/order"
apiV2FeeInfo = "api/2/trading/fee"
orders = "order"
apiOrder = "api/2/order"
orderMove = "moveOrder"
tradableBalances = "returnTradableBalances"
transferBalance = "transferBalance"
)
// HitBTC is the overarching type across the hitbtc package
type HitBTC struct {
exchange.Base
}
// Public Market Data
// https://api.hitbtc.com/?python#market-data
// GetCurrencies returns the actual list of available currencies, tokens, ICO
// etc.
func (h *HitBTC) GetCurrencies(ctx context.Context) (map[string]Currencies, error) {
type Response struct {
Data []Currencies
}
resp := Response{}
path := fmt.Sprintf("/%s", apiV2Currency)
ret := make(map[string]Currencies)
err := h.SendHTTPRequest(ctx, exchange.RestSpot, path, &resp.Data)
if err != nil {
return ret, err
}
for _, id := range resp.Data {
ret[id.ID] = id
}
return ret, err
}
// GetCurrency returns the actual list of available currencies, tokens, ICO
// etc.
func (h *HitBTC) GetCurrency(ctx context.Context, currency string) (Currencies, error) {
type Response struct {
Data Currencies
}
resp := Response{}
path := fmt.Sprintf("/%s/%s", apiV2Currency, currency)
return resp.Data, h.SendHTTPRequest(ctx, exchange.RestSpot, path, &resp.Data)
}
// GetSymbols Return the actual list of currency symbols (currency pairs) traded
// on HitBTC exchange. The first listed currency of a symbol is called the base
// currency, and the second currency is called the quote currency. The currency
// pair indicates how much of the quote currency is needed to purchase one unit
// of the base currency.
func (h *HitBTC) GetSymbols(ctx context.Context, symbol string) ([]string, error) {
var resp []Symbol
path := fmt.Sprintf("/%s/%s", apiV2Symbol, symbol)
ret := make([]string, 0, len(resp))
err := h.SendHTTPRequest(ctx, exchange.RestSpot, path, &resp)
if err != nil {
return ret, err
}
for _, x := range resp {
ret = append(ret, x.ID)
}
return ret, err
}
// GetSymbolsDetailed is the same as above but returns an array of symbols with
// all their details.
func (h *HitBTC) GetSymbolsDetailed(ctx context.Context) ([]Symbol, error) {
var resp []Symbol
path := fmt.Sprintf("/%s", apiV2Symbol)
return resp, h.SendHTTPRequest(ctx, exchange.RestSpot, path, &resp)
}
// GetTicker returns ticker information
func (h *HitBTC) GetTicker(ctx context.Context, symbol string) (TickerResponse, error) {
var resp TickerResponse
path := fmt.Sprintf("/%s/%s", apiV2Ticker, symbol)
return resp, h.SendHTTPRequest(ctx, exchange.RestSpot, path, &resp)
}
// GetTickers returns ticker information
func (h *HitBTC) GetTickers(ctx context.Context) ([]TickerResponse, error) {
var resp []TickerResponse
path := fmt.Sprintf("/%s/", apiV2Ticker)
return resp, h.SendHTTPRequest(ctx, exchange.RestSpot, path, &resp)
}
// GetTrades returns trades from hitbtc
func (h *HitBTC) GetTrades(ctx context.Context, currencyPair, by, sort string, from, till, limit, offset int64) ([]TradeHistory, error) {
urlValues := url.Values{}
if from > 0 {
urlValues.Set("from", strconv.FormatInt(from, 10))
}
if till > 0 {
urlValues.Set("till", strconv.FormatInt(till, 10))
}
if limit > 0 {
urlValues.Set("limit", strconv.FormatInt(limit, 10))
}
if offset > 0 {
urlValues.Set("offset", strconv.FormatInt(offset, 10))
}
if by != "" {
urlValues.Set("by", by)
}
if sort != "" {
urlValues.Set("sort", sort)
}
var resp []TradeHistory
path := fmt.Sprintf("/%s/%s?%s",
apiV2Trades,
currencyPair,
urlValues.Encode())
return resp, h.SendHTTPRequest(ctx, exchange.RestSpot, path, &resp)
}
// GetOrderbook an order book is an electronic list of buy and sell orders for a
// specific symbol, organized by price level.
func (h *HitBTC) GetOrderbook(ctx context.Context, currencyPair string, limit int) (*Orderbook, error) {
// limit Limit of orderbook levels, default 100. Set 0 to view full orderbook levels
vals := url.Values{}
if limit != 0 {
vals.Set("limit", strconv.Itoa(limit))
}
var resp Orderbook
path := fmt.Sprintf("/%s/%s?%s",
apiV2Orderbook,
currencyPair,
vals.Encode())
err := h.SendHTTPRequest(ctx, exchange.RestSpot, path, &resp)
if err != nil {
return nil, err
}
return &resp, nil
}
// GetCandles returns candles which is used for OHLC a specific currency.
// Note: Result contain candles only with non zero volume.
func (h *HitBTC) GetCandles(ctx context.Context, currencyPair, limit, period string, start, end time.Time) ([]ChartData, error) {
// limit Limit of candles, default 100.
// period One of: M1 (one minute), M3, M5, M15, M30, H1, H4, D1, D7, 1M (one month). Default is M30 (30 minutes).
vals := url.Values{}
if limit != "" {
vals.Set("limit", limit)
}
if period != "" {
vals.Set("period", period)
}
if !end.IsZero() && start.After(end) {
return nil, errors.New("start time cannot be after end time")
}
if !start.IsZero() {
vals.Set("from", start.Format(time.RFC3339))
}
if !end.IsZero() {
vals.Set("till", end.Format(time.RFC3339))
}
var resp []ChartData
path := "/" + apiV2Candles + "/" + currencyPair + "?" + vals.Encode()
return resp, h.SendHTTPRequest(ctx, exchange.RestSpot, path, &resp)
}
// Authenticated Market Data
// https://api.hitbtc.com/?python#market-data
// GetBalances returns full balance for your account
func (h *HitBTC) GetBalances(ctx context.Context) (map[string]Balance, error) {
var result []Balance
err := h.SendAuthenticatedHTTPRequest(ctx,
exchange.RestSpot,
http.MethodGet,
apiV2Balance,
url.Values{},
otherRequests,
&result)
ret := make(map[string]Balance)
if err != nil {
return ret, err
}
for _, item := range result {
ret[item.Currency] = item
}
return ret, nil
}
// GetDepositAddresses returns a deposit address for a specific currency
func (h *HitBTC) GetDepositAddresses(ctx context.Context, currency string) (DepositCryptoAddresses, error) {
var resp DepositCryptoAddresses
return resp,
h.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet,
apiV2CryptoAddress+"/"+currency,
url.Values{},
otherRequests,
&resp)
}
// GenerateNewAddress generates a new deposit address for a currency
func (h *HitBTC) GenerateNewAddress(ctx context.Context, currency string) (DepositCryptoAddresses, error) {
resp := DepositCryptoAddresses{}
err := h.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodPost,
apiV2CryptoAddress+"/"+currency,
url.Values{},
otherRequests,
&resp)
return resp, err
}
// GetActiveorders returns all your active orders
func (h *HitBTC) GetActiveorders(ctx context.Context, currency string) ([]Order, error) {
var resp []Order
err := h.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet,
orders+"?symbol="+currency,
url.Values{},
tradingRequests,
&resp)
return resp, err
}
// GetTradeHistoryForCurrency returns your trade history
func (h *HitBTC) GetTradeHistoryForCurrency(ctx context.Context, currency, start, end string) (AuthenticatedTradeHistoryResponse, error) {
values := url.Values{}
if start != "" {
values.Set("start", start)
}
if end != "" {
values.Set("end", end)
}
values.Set("currencyPair", currency)
result := AuthenticatedTradeHistoryResponse{}
return result, h.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodPost,
apiV2TradeHistory,
values,
otherRequests,
&result.Data)
}
// GetTradeHistoryForAllCurrencies returns your trade history
func (h *HitBTC) GetTradeHistoryForAllCurrencies(ctx context.Context, start, end string) (AuthenticatedTradeHistoryAll, error) {
values := url.Values{}
if start != "" {
values.Set("start", start)
}
if end != "" {
values.Set("end", end)
}
values.Set("currencyPair", "all")
result := AuthenticatedTradeHistoryAll{}
return result, h.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodPost,
apiV2TradeHistory,
values,
otherRequests,
&result.Data)
}
// GetOrders List of your order history.
func (h *HitBTC) GetOrders(ctx context.Context, currency string) ([]OrderHistoryResponse, error) {
values := url.Values{}
values.Set("symbol", currency)
var result []OrderHistoryResponse
return result, h.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet,
apiV2OrderHistory,
values,
tradingRequests,
&result)
}
// GetOpenOrders List of your currently open orders.
func (h *HitBTC) GetOpenOrders(ctx context.Context, currency string) ([]OrderHistoryResponse, error) {
values := url.Values{}
values.Set("symbol", currency)
var result []OrderHistoryResponse
return result, h.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet,
apiv2OpenOrders,
values,
tradingRequests,
&result)
}
// PlaceOrder places an order on the exchange
func (h *HitBTC) PlaceOrder(ctx context.Context, currency string, rate, amount float64, orderType, side string) (OrderResponse, error) {
var result OrderResponse
values := url.Values{}
values.Set("symbol", currency)
values.Set("rate", strconv.FormatFloat(rate, 'f', -1, 64))
values.Set("quantity", strconv.FormatFloat(amount, 'f', -1, 64))
values.Set("side", side)
values.Set("price", strconv.FormatFloat(rate, 'f', -1, 64))
values.Set("type", orderType)
return result, h.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodPost,
apiOrder,
values,
tradingRequests,
&result)
}
// CancelExistingOrder cancels a specific order by OrderID
func (h *HitBTC) CancelExistingOrder(ctx context.Context, orderID int64) (bool, error) {
result := GenericResponse{}
values := url.Values{}
err := h.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodDelete,
apiOrder+"/"+strconv.FormatInt(orderID, 10),
values,
tradingRequests,
&result)
if err != nil {
return false, err
}
if result.Success != 1 {
return false, errors.New(result.Error)
}
return true, nil
}
// CancelAllExistingOrders cancels all open orders
func (h *HitBTC) CancelAllExistingOrders(ctx context.Context) ([]Order, error) {
var result []Order
values := url.Values{}
return result, h.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodDelete,
apiOrder,
values,
tradingRequests,
&result)
}
// MoveOrder generates a new move order
func (h *HitBTC) MoveOrder(ctx context.Context, orderID int64, rate, amount float64) (MoveOrderResponse, error) {
result := MoveOrderResponse{}
values := url.Values{}
values.Set("orderNumber", strconv.FormatInt(orderID, 10))
values.Set("rate", strconv.FormatFloat(rate, 'f', -1, 64))
if amount != 0 {
values.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
}
err := h.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodPost,
orderMove,
values,
tradingRequests,
&result)
if err != nil {
return result, err
}
if result.Success != 1 {
return result, errors.New(result.Error)
}
return result, nil
}
// Withdraw allows for the withdrawal to a specific address
func (h *HitBTC) Withdraw(ctx context.Context, currency, address string, amount float64) (bool, error) {
result := Withdraw{}
values := url.Values{}
values.Set("currency", currency)
values.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
values.Set("address", address)
err := h.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodPost,
apiV2CryptoWithdraw,
values,
otherRequests,
&result)
if err != nil {
return false, err
}
if result.Error != "" {
return false, errors.New(result.Error)
}
return true, nil
}
// GetFeeInfo returns current fee information
func (h *HitBTC) GetFeeInfo(ctx context.Context, currencyPair string) (Fee, error) {
result := Fee{}
err := h.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet,
apiV2FeeInfo+"/"+currencyPair,
url.Values{},
tradingRequests,
&result)
return result, err
}
// GetTradableBalances returns current tradable balances
func (h *HitBTC) GetTradableBalances(ctx context.Context) (map[string]map[string]float64, error) {
type Response struct {
Data map[string]map[string]interface{}
}
result := Response{}
err := h.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodPost,
tradableBalances,
url.Values{},
tradingRequests,
&result.Data)
if err != nil {
return nil, err
}
balances := make(map[string]map[string]float64)
for x, y := range result.Data {
balances[x] = make(map[string]float64)
for z, w := range y {
balances[x][z], _ = strconv.ParseFloat(w.(string), 64)
}
}
return balances, nil
}
// TransferBalance transfers a balance
func (h *HitBTC) TransferBalance(ctx context.Context, currency, from, to string, amount float64) (bool, error) {
values := url.Values{}
result := GenericResponse{}
values.Set("currency", currency)
values.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
values.Set("fromAccount", from)
values.Set("toAccount", to)
err := h.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodPost,
transferBalance,
values,
otherRequests,
&result)
if err != nil {
return false, err
}
if result.Error != "" && result.Success != 1 {
return false, errors.New(result.Error)
}
return true, nil
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (h *HitBTC) SendHTTPRequest(ctx context.Context, ep exchange.URL, path string, result interface{}) error {
endpoint, err := h.API.Endpoints.GetURL(ep)
if err != nil {
return err
}
item := &request.Item{
Method: http.MethodGet,
Path: endpoint + path,
Result: result,
Verbose: h.Verbose,
HTTPDebugging: h.HTTPDebugging,
HTTPRecording: h.HTTPRecording,
}
return h.SendPayload(ctx, marketRequests, func() (*request.Item, error) {
return item, nil
})
}
// SendAuthenticatedHTTPRequest sends an authenticated http request
func (h *HitBTC) SendAuthenticatedHTTPRequest(ctx context.Context, ep exchange.URL, method, endpoint string, values url.Values, f request.EndpointLimit, result interface{}) error {
creds, err := h.GetCredentials(ctx)
if err != nil {
return err
}
ePoint, err := h.API.Endpoints.GetURL(ep)
if err != nil {
return err
}
headers := make(map[string]string)
headers["Authorization"] = "Basic " + crypto.Base64Encode([]byte(creds.Key+":"+creds.Secret))
path := fmt.Sprintf("%s/%s", ePoint, endpoint)
item := &request.Item{
Method: method,
Path: path,
Headers: headers,
Result: result,
AuthRequest: true,
Verbose: h.Verbose,
HTTPDebugging: h.HTTPDebugging,
HTTPRecording: h.HTTPRecording,
}
return h.SendPayload(ctx, f, func() (*request.Item, error) {
item.Body = bytes.NewBufferString(values.Encode())
return item, nil
})
}
// GetFee returns an estimate of fee based on type of transaction
func (h *HitBTC) GetFee(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
feeInfo, err := h.GetFeeInfo(ctx,
feeBuilder.Pair.Base.String()+
feeBuilder.Pair.Delimiter+
feeBuilder.Pair.Quote.String())
if err != nil {
return 0, err
}
fee = calculateTradingFee(feeInfo, feeBuilder.PurchasePrice,
feeBuilder.Amount,
feeBuilder.IsMaker)
case exchange.CryptocurrencyWithdrawalFee:
currencyInfo, err := h.GetCurrency(ctx, feeBuilder.Pair.Base.String())
if err != nil {
return 0, err
}
fee, err = strconv.ParseFloat(currencyInfo.PayoutFee, 64)
if err != nil {
return 0, err
}
case exchange.CryptocurrencyDepositFee:
fee = calculateCryptocurrencyDepositFee(feeBuilder.Pair.Base,
feeBuilder.Amount)
case exchange.OfflineTradeFee:
fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
// getOfflineTradeFee calculates the worst case-scenario trading fee
func getOfflineTradeFee(price, amount float64) float64 {
return 0.002 * price * amount
}
func calculateCryptocurrencyDepositFee(c currency.Code, amount float64) float64 {
var fee float64
if c == currency.BTC {
fee = 0.0006
}
return fee * amount
}
func calculateTradingFee(feeInfo Fee, purchasePrice, amount float64, isMaker bool) float64 {
var volumeFee float64
if isMaker {
volumeFee = feeInfo.ProvideLiquidityRate
} else {
volumeFee = feeInfo.TakeLiquidityRate
}
return volumeFee * amount * purchasePrice
}