Files
gocryptotrader/exchanges/alphapoint/alphapoint_wrapper.go
Ryan O'Hara-Reid a13a6c3248 Kucoin: Add order execution limits (#1369)
* cmd/exchange_template: Add wrapper function

* exchanges: force UpdateOrderExecutionLimits to wrappers as this is important for order deployment

* kucoin: Add spot order execution limits

* linter: fix

* glorious: nits

* kucoin: change from name to symbol for correct fee fetching and order deployment

* WHAAAAAAAT says Vitalik

* kucoin: Add futures limit support, fix insertion of non margin tradable pairs, update naming and add comments.

* kucoin: implement master branch changes

* Update exchanges/kucoin/kucoin_test.go

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

* kucoin/test: update commentary

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2023-11-14 11:34:38 +11:00

496 lines
16 KiB
Go

package alphapoint
import (
"context"
"errors"
"strconv"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config for Alphapoint
func (a *Alphapoint) GetDefaultConfig(_ context.Context) (*config.Exchange, error) {
return nil, common.ErrFunctionNotSupported
}
// Start starts the Aplhapoint go routine
func (a *Alphapoint) Start(_ context.Context, _ *sync.WaitGroup) error {
return common.ErrNotYetImplemented
}
// SetDefaults sets current default settings
func (a *Alphapoint) SetDefaults() {
a.Name = "Alphapoint"
a.Enabled = true
a.Verbose = true
a.API.Endpoints = a.NewEndpoints()
err := a.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: alphapointDefaultAPIURL,
exchange.WebsocketSpot: alphapointDefaultWebsocketURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
a.API.CredentialsValidator.RequiresKey = true
a.API.CredentialsValidator.RequiresSecret = true
a.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
AccountInfo: true,
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
GetOrders: true,
CancelOrder: true,
CancelOrders: true,
SubmitOrder: true,
ModifyOrder: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
},
WebsocketCapabilities: protocol.Features{
AccountInfo: true,
},
WithdrawPermissions: exchange.WithdrawCryptoWith2FA |
exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.NoFiatWithdrawals,
},
}
a.Requester, err = request.New(a.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
}
// Setup takes in the supplied exchange configuration details and sets params
func (a *Alphapoint) Setup(_ *config.Exchange) error {
return common.ErrFunctionNotSupported
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (a *Alphapoint) FetchTradablePairs(_ context.Context, _ asset.Item) (currency.Pairs, error) {
return nil, common.ErrFunctionNotSupported
}
// GetServerTime returns the current exchange server time.
func (a *Alphapoint) GetServerTime(_ context.Context, _ asset.Item) (time.Time, error) {
return time.Time{}, common.ErrFunctionNotSupported
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (a *Alphapoint) UpdateTradablePairs(_ context.Context, _ bool) error {
return common.ErrFunctionNotSupported
}
// UpdateAccountInfo retrieves balances for all enabled currencies on the
// Alphapoint exchange
func (a *Alphapoint) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var response account.Holdings
response.Exchange = a.Name
acc, err := a.GetAccountInformation(ctx)
if err != nil {
return response, err
}
balances := make([]account.Balance, len(acc.Currencies))
for i := range acc.Currencies {
balances[i] = account.Balance{
Currency: currency.NewCode(acc.Currencies[i].Name),
Total: float64(acc.Currencies[i].Balance),
Hold: float64(acc.Currencies[i].Hold),
Free: float64(acc.Currencies[i].Balance) - float64(acc.Currencies[i].Hold),
}
}
response.Accounts = append(response.Accounts, account.SubAccount{
Currencies: balances,
AssetType: assetType,
})
creds, err := a.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
err = account.Process(&response, creds)
if err != nil {
return account.Holdings{}, err
}
return response, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies on the
// Alphapoint exchange
func (a *Alphapoint) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
creds, err := a.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
acc, err := account.GetHoldings(a.Name, creds, assetType)
if err != nil {
return a.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (a *Alphapoint) UpdateTickers(_ context.Context, _ asset.Item) error {
return common.ErrFunctionNotSupported
}
// UpdateTicker updates and returns the ticker for a currency pair
func (a *Alphapoint) UpdateTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
if p.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
if err := a.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
return nil, err
}
tick, err := a.GetTicker(ctx, p.String())
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Pair: p,
Ask: tick.Ask,
Bid: tick.Bid,
Low: tick.Low,
High: tick.High,
Volume: tick.Volume,
Last: tick.Last,
ExchangeName: a.Name,
AssetType: assetType,
})
if err != nil {
return nil, err
}
return ticker.GetTicker(a.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (a *Alphapoint) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tick, err := ticker.GetTicker(a.Name, p, assetType)
if err != nil {
return a.UpdateTicker(ctx, p, assetType)
}
return tick, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (a *Alphapoint) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
if p.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
if err := a.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
return nil, err
}
orderBook := new(orderbook.Base)
orderbookNew, err := a.GetOrderbook(ctx, p.String())
if err != nil {
return orderBook, err
}
orderBook.Bids = make(orderbook.Items, len(orderbookNew.Bids))
for x := range orderbookNew.Bids {
orderBook.Bids[x] = orderbook.Item{
Amount: orderbookNew.Bids[x].Quantity,
Price: orderbookNew.Bids[x].Price,
}
}
orderBook.Asks = make(orderbook.Items, len(orderbookNew.Asks))
for x := range orderbookNew.Asks {
orderBook.Asks[x] = orderbook.Item{
Amount: orderbookNew.Asks[x].Quantity,
Price: orderbookNew.Asks[x].Price,
}
}
orderBook.Pair = p
orderBook.Exchange = a.Name
orderBook.Asset = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(a.Name, p, assetType)
}
// FetchOrderbook returns the orderbook for a currency pair
func (a *Alphapoint) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(a.Name, p, assetType)
if err != nil {
return a.UpdateOrderbook(ctx, p, assetType)
}
return ob, nil
}
// GetAccountFundingHistory returns funding history, deposits and
// withdrawals
func (a *Alphapoint) GetAccountFundingHistory(_ context.Context) ([]exchange.FundingHistory, error) {
// https://alphapoint.github.io/slate/#generatetreasuryactivityreport
return nil, common.ErrNotYetImplemented
}
// GetWithdrawalsHistory returns previous withdrawals data
func (a *Alphapoint) GetWithdrawalsHistory(_ context.Context, _ currency.Code, _ asset.Item) ([]exchange.WithdrawalHistory, error) {
return nil, common.ErrNotYetImplemented
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (a *Alphapoint) GetRecentTrades(_ context.Context, _ currency.Pair, _ asset.Item) ([]trade.Data, error) {
return nil, common.ErrNotYetImplemented
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (a *Alphapoint) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order and returns a true value when
// successfully submitted
func (a *Alphapoint) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
if err := s.Validate(); err != nil {
return nil, err
}
fPair, err := a.FormatExchangeCurrency(s.Pair, s.AssetType)
if err != nil {
return nil, err
}
response, err := a.CreateOrder(ctx,
fPair.String(),
s.Side.String(),
s.Type.String(),
s.Amount,
s.Price)
if err != nil {
return nil, err
}
return s.DeriveSubmitResponse(strconv.FormatInt(response, 10))
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (a *Alphapoint) ModifyOrder(_ context.Context, _ *order.Modify) (*order.ModifyResponse, error) {
return nil, common.ErrNotYetImplemented
}
// CancelOrder cancels an order by its corresponding ID number
func (a *Alphapoint) CancelOrder(ctx context.Context, o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
orderIDInt, err := strconv.ParseInt(o.OrderID, 10, 64)
if err != nil {
return err
}
_, err = a.CancelExistingOrder(ctx, orderIDInt, o.AccountID)
return err
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (a *Alphapoint) CancelBatchOrders(_ context.Context, _ []order.Cancel) (*order.CancelBatchResponse, error) {
return nil, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders for a given account
func (a *Alphapoint) CancelAllOrders(ctx context.Context, orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
if err := orderCancellation.Validate(); err != nil {
return order.CancelAllResponse{}, err
}
return order.CancelAllResponse{},
a.CancelAllExistingOrders(ctx, orderCancellation.AccountID)
}
// GetOrderInfo returns order information based on order ID
func (a *Alphapoint) GetOrderInfo(_ context.Context, _ string, _ currency.Pair, _ asset.Item) (*order.Detail, error) {
return nil, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (a *Alphapoint) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, _ string) (*deposit.Address, error) {
addresses, err := a.GetDepositAddresses(ctx)
if err != nil {
return nil, err
}
for x := range addresses {
if addresses[x].Name == cryptocurrency.String() {
return &deposit.Address{
Address: addresses[x].DepositAddress,
}, nil
}
}
return nil, errors.New("associated currency address not found")
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (a *Alphapoint) WithdrawCryptocurrencyFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrNotYetImplemented
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is submitted
func (a *Alphapoint) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrNotYetImplemented
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is
// submitted
func (a *Alphapoint) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrNotYetImplemented
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (a *Alphapoint) GetFeeByType(_ context.Context, _ *exchange.FeeBuilder) (float64, error) {
return 0, common.ErrFunctionNotSupported
}
// GetActiveOrders retrieves any orders that are active/open
// This function is not concurrency safe due to orderSide/orderType maps
func (a *Alphapoint) GetActiveOrders(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
resp, err := a.GetOrders(ctx)
if err != nil {
return nil, err
}
var orders []order.Detail
for x := range resp {
for y := range resp[x].OpenOrders {
if resp[x].OpenOrders[y].State != 1 {
continue
}
orderDetail := order.Detail{
Amount: resp[x].OpenOrders[y].QtyTotal,
Exchange: a.Name,
ExecutedAmount: resp[x].OpenOrders[y].QtyTotal - resp[x].OpenOrders[y].QtyRemaining,
AccountID: strconv.FormatInt(int64(resp[x].OpenOrders[y].AccountID), 10),
OrderID: strconv.FormatInt(int64(resp[x].OpenOrders[y].ServerOrderID), 10),
Price: resp[x].OpenOrders[y].Price,
RemainingAmount: resp[x].OpenOrders[y].QtyRemaining,
}
orderDetail.Side = orderSideMap[resp[x].OpenOrders[y].Side]
orderDetail.Date = time.Unix(resp[x].OpenOrders[y].ReceiveTime, 0)
orderDetail.Type = orderTypeMap[resp[x].OpenOrders[y].OrderType]
orders = append(orders, orderDetail)
}
}
return req.Filter(a.Name, orders), nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
// This function is not concurrency safe due to orderSide/orderType maps
func (a *Alphapoint) GetOrderHistory(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
resp, err := a.GetOrders(ctx)
if err != nil {
return nil, err
}
var orders []order.Detail
for x := range resp {
for y := range resp[x].OpenOrders {
if resp[x].OpenOrders[y].State == 1 {
continue
}
orderDetail := order.Detail{
Amount: resp[x].OpenOrders[y].QtyTotal,
AccountID: strconv.FormatInt(int64(resp[x].OpenOrders[y].AccountID), 10),
Exchange: a.Name,
ExecutedAmount: resp[x].OpenOrders[y].QtyTotal - resp[x].OpenOrders[y].QtyRemaining,
OrderID: strconv.FormatInt(int64(resp[x].OpenOrders[y].ServerOrderID), 10),
Price: resp[x].OpenOrders[y].Price,
RemainingAmount: resp[x].OpenOrders[y].QtyRemaining,
}
orderDetail.Side = orderSideMap[resp[x].OpenOrders[y].Side]
orderDetail.Date = time.Unix(resp[x].OpenOrders[y].ReceiveTime, 0)
orderDetail.Type = orderTypeMap[resp[x].OpenOrders[y].OrderType]
orders = append(orders, orderDetail)
}
}
return req.Filter(a.Name, orders), nil
}
// ValidateAPICredentials validates current credentials used for wrapper
// functionality
func (a *Alphapoint) ValidateAPICredentials(ctx context.Context, assetType asset.Item) error {
_, err := a.UpdateAccountInfo(ctx, assetType)
return a.CheckTransientError(err)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (a *Alphapoint) GetHistoricCandles(_ context.Context, _ currency.Pair, _ asset.Item, _ kline.Interval, _, _ time.Time) (*kline.Item, error) {
return nil, common.ErrNotYetImplemented
}
// GetHistoricCandlesExtended returns candles between a time period for a set
// time interval
func (a *Alphapoint) GetHistoricCandlesExtended(_ context.Context, _ currency.Pair, _ asset.Item, _ kline.Interval, _, _ time.Time) (*kline.Item, error) {
return nil, common.ErrNotYetImplemented
}
// GetFuturesContractDetails returns all contracts from the exchange by asset type
func (a *Alphapoint) GetFuturesContractDetails(context.Context, asset.Item) ([]futures.Contract, error) {
return nil, common.ErrFunctionNotSupported
}
// GetLatestFundingRates returns the latest funding rates data
func (a *Alphapoint) GetLatestFundingRates(context.Context, *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// UpdateOrderExecutionLimits updates order execution limits
func (a *Alphapoint) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
return common.ErrNotYetImplemented
}