Files
gocryptotrader/common/common.go
Adrian Gallagher c63f1b0ff6 Port from idoall's codebase (#161)
* 修复火币Post REST API方法不正确的问题,同时增加火币海带丝交易所

* add vendor folder

* 修改命名空间依赖

* 第一次提交分支

* 增加取消订单功能

* 修复binance.GetAccount方法

* 更新readme.md

* 增加 Gateio 交易所的支持,支持获取K线、支持的交易对、交易市场参数

* 替换HuobiHadax的参数

* 买/卖订单、取消订单

* OKEX 币币交易:增加获取用户信息,下订单,取消订单

* 测试ok kline

* 修复 Bitfinex 的 GetAccountInfo 方法

* 做一些不必要的删减

* 修复binfinex不返回错误的bug

* 统一我修改交易所的Kline获取方式

* Bitfinex 增加获取最新价格

* update main.go

* 更新GetSymbol方法

* 修改火币和海带丝的Kline编号ID类型

* 修改海带丝的默认配置大小写

* okex增加获取最新价格

*   调整okex的参数判断

* 调整比特儿的参数名称

* 修改火币、火币Hadax的参数全名

* 更新海带丝的配置名称

* 修改bintfinex的GetAccountInfo方法

* 去掉一行注释

* 支持zb交易所的部分功能

* 修复获取K线时没有设置参数的错误

* 增加 Binance 取消订单的方法,获取订单状态,获取所有打开的状态以及所有订单

* 修改获取深度和历史订单的数据

* 修改币安获取深度的参数

* 修改火币获取市场深度的参数

* 修改okex获取市场深度的参数

* 修改币安、OKex获取历史订单的参数

* 修复币安提交参数错误的问题

* merge upstrem

* merge后,调整一部分命名空间

* 修改ZB时间参数的命名方式

* 继续替换命名空间

* 命名空间的替换

* 继续命名空间的替换

* 测试

* Port code from idoall's PR

* Drop errors dep

* Start amending PR

* Fix commented code
* Translate text from Chinese to English (except for ZB). The reasning behind this is that it's a Chinese exchange and the structs are self explanatory in English, but would for other developers in China

* Translate Chinese text, basic formatting changes

* Remove commented lines and address feedback on PR
2018-08-04 08:30:20 +10:00

617 lines
14 KiB
Go

package common
import (
"crypto/hmac"
"crypto/md5"
"crypto/rand"
"crypto/sha1"
"crypto/sha256"
"crypto/sha512"
"encoding/base64"
"encoding/csv"
"encoding/hex"
"encoding/json"
"errors"
"fmt"
"hash"
"io"
"io/ioutil"
"log"
"math"
"net/http"
"net/url"
"os"
"path/filepath"
"reflect"
"regexp"
"runtime"
"strconv"
"strings"
"time"
)
// Vars for common.go operations
var (
HTTPClient *http.Client
)
// Const declarations for common.go operations
const (
HashSHA1 = iota
HashSHA256
HashSHA512
HashSHA512_384
HashMD5
SatoshisPerBTC = 100000000
SatoshisPerLTC = 100000000
WeiPerEther = 1000000000000000000
)
func initialiseHTTPClient() {
// If the HTTPClient isn't set, start a new client with a default timeout of 5 seconds
if HTTPClient == nil {
HTTPClient = NewHTTPClientWithTimeout(time.Duration(time.Second * 5))
}
}
// NewHTTPClientWithTimeout initialises a new HTTP client with the specified
// timeout duration
func NewHTTPClientWithTimeout(t time.Duration) *http.Client {
h := &http.Client{Timeout: t}
return h
}
// GetRandomSalt returns a random salt
func GetRandomSalt(input []byte, saltLen int) ([]byte, error) {
if saltLen <= 0 {
return nil, errors.New("salt length is too small")
}
salt := make([]byte, saltLen)
if _, err := io.ReadFull(rand.Reader, salt); err != nil {
return nil, err
}
var result []byte
if input != nil {
result = input
}
result = append(result, salt...)
return result, nil
}
// GetMD5 returns a MD5 hash of a byte array
func GetMD5(input []byte) []byte {
hash := md5.New()
hash.Write(input)
return hash.Sum(nil)
}
// GetSHA512 returns a SHA512 hash of a byte array
func GetSHA512(input []byte) []byte {
sha := sha512.New()
sha.Write(input)
return sha.Sum(nil)
}
// GetSHA256 returns a SHA256 hash of a byte array
func GetSHA256(input []byte) []byte {
sha := sha256.New()
sha.Write(input)
return sha.Sum(nil)
}
// GetHMAC returns a keyed-hash message authentication code using the desired
// hashtype
func GetHMAC(hashType int, input, key []byte) []byte {
var hash func() hash.Hash
switch hashType {
case HashSHA1:
{
hash = sha1.New
}
case HashSHA256:
{
hash = sha256.New
}
case HashSHA512:
{
hash = sha512.New
}
case HashSHA512_384:
{
hash = sha512.New384
}
case HashMD5:
{
hash = md5.New
}
}
hmac := hmac.New(hash, []byte(key))
hmac.Write(input)
return hmac.Sum(nil)
}
// Sha1ToHex takes a string, sha1 hashes it and return a hex string of the
// result
func Sha1ToHex(data string) string {
h := sha1.New()
h.Write([]byte(data))
return hex.EncodeToString(h.Sum(nil))
}
// HexEncodeToString takes in a hexadecimal byte array and returns a string
func HexEncodeToString(input []byte) string {
return hex.EncodeToString(input)
}
// ByteArrayToString returns a string
func ByteArrayToString(input []byte) string {
return fmt.Sprintf("%x", input)
}
// Base64Decode takes in a Base64 string and returns a byte array and an error
func Base64Decode(input string) ([]byte, error) {
result, err := base64.StdEncoding.DecodeString(input)
if err != nil {
return nil, err
}
return result, nil
}
// Base64Encode takes in a byte array then returns an encoded base64 string
func Base64Encode(input []byte) string {
return base64.StdEncoding.EncodeToString(input)
}
// StringSliceDifference concatenates slices together based on its index and
// returns an individual string array
func StringSliceDifference(slice1 []string, slice2 []string) []string {
var diff []string
for i := 0; i < 2; i++ {
for _, s1 := range slice1 {
found := false
for _, s2 := range slice2 {
if s1 == s2 {
found = true
break
}
}
if !found {
diff = append(diff, s1)
}
}
if i == 0 {
slice1, slice2 = slice2, slice1
}
}
return diff
}
// StringContains checks a substring if it contains your input then returns a
// bool
func StringContains(input, substring string) bool {
return strings.Contains(input, substring)
}
// StringDataContains checks the substring array with an input and returns a bool
func StringDataContains(haystack []string, needle string) bool {
data := strings.Join(haystack, ",")
return strings.Contains(data, needle)
}
// StringDataCompare data checks the substring array with an input and returns a bool
func StringDataCompare(haystack []string, needle string) bool {
for x := range haystack {
if haystack[x] == needle {
return true
}
}
return false
}
// StringDataCompareUpper data checks the substring array with an input and returns
// a bool irrespective of lower or upper case strings
func StringDataCompareUpper(haystack []string, needle string) bool {
for x := range haystack {
if StringToUpper(haystack[x]) == StringToUpper(needle) {
return true
}
}
return false
}
// StringDataContainsUpper checks the substring array with an input and returns
// a bool irrespective of lower or upper case strings
func StringDataContainsUpper(haystack []string, needle string) bool {
for _, data := range haystack {
if strings.Contains(StringToUpper(data), StringToUpper(needle)) {
return true
}
}
return false
}
// JoinStrings joins an array together with the required separator and returns
// it as a string
func JoinStrings(input []string, separator string) string {
return strings.Join(input, separator)
}
// SplitStrings splits blocks of strings from string into a string array using
// a separator ie "," or "_"
func SplitStrings(input, separator string) []string {
return strings.Split(input, separator)
}
// TrimString trims unwanted prefixes or postfixes
func TrimString(input, cutset string) string {
return strings.Trim(input, cutset)
}
// ReplaceString replaces a string with another
func ReplaceString(input, old, new string, n int) string {
return strings.Replace(input, old, new, n)
}
// StringToUpper changes strings to uppercase
func StringToUpper(input string) string {
return strings.ToUpper(input)
}
// StringToLower changes strings to lowercase
func StringToLower(input string) string {
return strings.ToLower(input)
}
// RoundFloat rounds your floating point number to the desired decimal place
func RoundFloat(x float64, prec int) float64 {
var rounder float64
pow := math.Pow(10, float64(prec))
intermed := x * pow
_, frac := math.Modf(intermed)
intermed += .5
x = .5
if frac < 0.0 {
x = -.5
intermed--
}
if frac >= x {
rounder = math.Ceil(intermed)
} else {
rounder = math.Floor(intermed)
}
return rounder / pow
}
// IsEnabled takes in a boolean param and returns a string if it is enabled
// or disabled
func IsEnabled(isEnabled bool) string {
if isEnabled {
return "Enabled"
}
return "Disabled"
}
// IsValidCryptoAddress validates your cryptocurrency address string using the
// regexp package // Validation issues occurring because "3" is contained in
// litecoin and Bitcoin addresses - non-fatal
func IsValidCryptoAddress(address, crypto string) (bool, error) {
switch StringToLower(crypto) {
case "btc":
return regexp.MatchString("^[13][a-km-zA-HJ-NP-Z1-9]{25,34}$", address)
case "ltc":
return regexp.MatchString("^[L3M][a-km-zA-HJ-NP-Z1-9]{25,34}$", address)
case "eth":
return regexp.MatchString("^0x[a-km-z0-9]{40}$", address)
default:
return false, errors.New("Invalid crypto currency")
}
}
// YesOrNo returns a boolean variable to check if input is "y" or "yes"
func YesOrNo(input string) bool {
if StringToLower(input) == "y" || StringToLower(input) == "yes" {
return true
}
return false
}
// CalculateAmountWithFee returns a calculated fee included amount on fee
func CalculateAmountWithFee(amount, fee float64) float64 {
return amount + CalculateFee(amount, fee)
}
// CalculateFee returns a simple fee on amount
func CalculateFee(amount, fee float64) float64 {
return amount * (fee / 100)
}
// CalculatePercentageGainOrLoss returns the percentage rise over a certain
// period
func CalculatePercentageGainOrLoss(priceNow, priceThen float64) float64 {
return (priceNow - priceThen) / priceThen * 100
}
// CalculatePercentageDifference returns the percentage of difference between
// multiple time periods
func CalculatePercentageDifference(amount, secondAmount float64) float64 {
return (amount - secondAmount) / ((amount + secondAmount) / 2) * 100
}
// CalculateNetProfit returns net profit
func CalculateNetProfit(amount, priceThen, priceNow, costs float64) float64 {
return (priceNow * amount) - (priceThen * amount) - costs
}
// SendHTTPRequest sends a request using the http package and returns a response
// as a string and an error
func SendHTTPRequest(method, path string, headers map[string]string, body io.Reader) (string, error) {
result := strings.ToUpper(method)
if result != "POST" && result != "GET" && result != "DELETE" {
return "", errors.New("invalid HTTP method specified")
}
initialiseHTTPClient()
req, err := http.NewRequest(method, path, body)
if err != nil {
return "", err
}
for k, v := range headers {
req.Header.Add(k, v)
}
resp, err := HTTPClient.Do(req)
if err != nil {
return "", err
}
contents, err := ioutil.ReadAll(resp.Body)
defer resp.Body.Close()
if err != nil {
return "", err
}
return string(contents), nil
}
// SendHTTPGetRequest sends a simple get request using a url string & JSON
// decodes the response into a struct pointer you have supplied. Returns an error
// on failure.
func SendHTTPGetRequest(url string, jsonDecode, isVerbose bool, result interface{}) error {
if isVerbose {
log.Println("Raw URL: ", url)
}
initialiseHTTPClient()
res, err := HTTPClient.Get(url)
if err != nil {
return err
}
if res.StatusCode != 200 {
return fmt.Errorf("common.SendHTTPGetRequest() error: HTTP status code %d", res.StatusCode)
}
contents, err := ioutil.ReadAll(res.Body)
if err != nil {
return err
}
if isVerbose {
log.Println("Raw Resp: ", string(contents[:]))
}
defer res.Body.Close()
if jsonDecode {
err := JSONDecode(contents, result)
if err != nil {
return err
}
}
return nil
}
// JSONEncode encodes structure data into JSON
func JSONEncode(v interface{}) ([]byte, error) {
return json.Marshal(v)
}
// JSONDecode decodes JSON data into a structure
func JSONDecode(data []byte, to interface{}) error {
if !StringContains(reflect.ValueOf(to).Type().String(), "*") {
return errors.New("json decode error - memory address not supplied")
}
return json.Unmarshal(data, to)
}
// EncodeURLValues concatenates url values onto a url string and returns a
// string
func EncodeURLValues(url string, values url.Values) string {
path := url
if len(values) > 0 {
path += "?" + values.Encode()
}
return path
}
// ExtractHost returns the hostname out of a string
func ExtractHost(address string) string {
host := SplitStrings(address, ":")[0]
if host == "" {
return "localhost"
}
return host
}
// ExtractPort returns the port name out of a string
func ExtractPort(host string) int {
portStr := SplitStrings(host, ":")[1]
port, _ := strconv.Atoi(portStr)
return port
}
// OutputCSV dumps data into a file as comma-separated values
func OutputCSV(path string, data [][]string) error {
_, err := ReadFile(path)
if err != nil {
errTwo := WriteFile(path, nil)
if errTwo != nil {
return errTwo
}
}
file, err := os.Create(path)
if err != nil {
return err
}
writer := csv.NewWriter(file)
err = writer.WriteAll(data)
if err != nil {
return err
}
writer.Flush()
file.Close()
return nil
}
// UnixTimestampToTime returns time.time
func UnixTimestampToTime(timeint64 int64) time.Time {
return time.Unix(timeint64, 0)
}
// UnixTimestampStrToTime returns a time.time and an error
func UnixTimestampStrToTime(timeStr string) (time.Time, error) {
i, err := strconv.ParseInt(timeStr, 10, 64)
if err != nil {
return time.Time{}, err
}
return time.Unix(i, 0), nil
}
// ReadFile reads a file and returns read data as byte array.
func ReadFile(path string) ([]byte, error) {
file, err := ioutil.ReadFile(path)
if err != nil {
return nil, err
}
return file, nil
}
// WriteFile writes selected data to a file and returns an error
func WriteFile(file string, data []byte) error {
err := ioutil.WriteFile(file, data, 0644)
if err != nil {
return err
}
return nil
}
// RemoveFile removes a file
func RemoveFile(file string) error {
return os.Remove(file)
}
// GetURIPath returns the path of a URL given a URI
func GetURIPath(uri string) string {
urip, err := url.Parse(uri)
if err != nil {
return ""
}
if urip.RawQuery != "" {
return fmt.Sprintf("%s?%s", urip.Path, urip.RawQuery)
}
return urip.Path
}
// GetExecutablePath returns the executables launch path
func GetExecutablePath() (string, error) {
ex, err := os.Executable()
if err != nil {
return "", err
}
return filepath.Dir(ex), nil
}
// GetOSPathSlash returns the slash used by the operating systems
// file system
func GetOSPathSlash() string {
if runtime.GOOS == "windows" {
return "\\"
}
return "/"
}
// UnixMillis converts a UnixNano timestamp to milliseconds
func UnixMillis(t time.Time) int64 {
return t.UnixNano() / int64(time.Millisecond)
}
// RecvWindow converts a supplied time.Duration to milliseconds
func RecvWindow(d time.Duration) int64 {
return int64(d) / int64(time.Millisecond)
}
// FloatFromString format
func FloatFromString(raw interface{}) (float64, error) {
str, ok := raw.(string)
if !ok {
return 0, fmt.Errorf("unable to parse, value not string: %T", raw)
}
flt, err := strconv.ParseFloat(str, 64)
if err != nil {
return 0, fmt.Errorf("unable to parse, value not string: %T", raw)
}
return flt, nil
}
// IntFromString format
func IntFromString(raw interface{}) (int, error) {
str, ok := raw.(string)
if !ok {
return 0, fmt.Errorf("unable to parse, value not string: %T", raw)
}
n, err := strconv.Atoi(str)
if err != nil {
return 0, fmt.Errorf("unable to parse as int: %T", raw)
}
return n, nil
}
// Int64FromString format
func Int64FromString(raw interface{}) (int64, error) {
str, ok := raw.(string)
if !ok {
return 0, fmt.Errorf("unable to parse, value not string: %T", raw)
}
n, err := strconv.ParseInt(str, 10, 64)
if err != nil {
return 0, fmt.Errorf("unable to parse as int: %T", raw)
}
return n, nil
}
// TimeFromUnixTimestampFloat format
func TimeFromUnixTimestampFloat(raw interface{}) (time.Time, error) {
ts, ok := raw.(float64)
if !ok {
return time.Time{}, fmt.Errorf("unable to parse, value not int64: %T", raw)
}
return time.Unix(0, int64(ts)*int64(time.Millisecond)), nil
}