mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-15 15:09:55 +00:00
* Exchanges: Initial implementation after rebase of depth (WIP) * orderbook/buffer: convert and couple orderbook interaction functionality from buffer to orderbook linked list - Use single point reference for orderbook depth * buffer/orderbook: conversion continued (WIP) * exchange: buffer/linkedlist handover (WIP) * Added some tests for yesterday * linkedList: added more testing and trying to figure out broken things * Started tying everything in * continuous integration and testing * orderbook: expanded tests * go mod tidy * Add in different synchornisation levels for protocols Add in timer for the streaming system to reduce updates to datahandler Add in more test code as I integrate more exchanges * Depth: Add tests, add length check to call linked list updating, add in constructor. Linked List: Improve tests, add in checks for zero liquidity on books. Node: Added in cleaner POC, add in contructor. Buffer: Fixed tests, checked benchmarks. * orderbook: reinstate dispatch calls * Addr glorious & madcozbad nits * fix functionality and add tests * Address linterinos * remove label * expanded comment * fix races and and bitmex test * reinstate go routine for alerting changes * rm line :D * fix more tests * Addr glorious nits * rm glorious field * depth: defer unlock to stop deadlock * orderbook: remove unused vars * buffer: fix test to what it should be * nits: madcosbad addr * nits: glorious nits * linkedlist: remove unused params * orderbook: shift time call to outside of push to inline, add in case for update inster price for zero liquidity, nits * orderbook: nits addressed * engine: change stream -> websocket convention and remove unused function * nits: glorious nits * Websocket Buffer: Add verbosity switch * linked list: Add comment * linked list: fix spelling * nits: glorious nits * orderbook: Adds in test and explicit time type with constructor, fix nits * linter * spelling: removed the dere fence * depth: Update alerting mechanism to a more battle tested state * depth: spelling * nits: glorious nits * linked list: match cases * buffer: fix linter issue * golangci: increase timeout by 30 seconds * nodes: update atomic checks * spelling: fix * node: add in commentary * exchanges/syncer: add function to switch over to REST when websocket functionality is not available for a specific asset type * linter: exchange linter issues * syncer: Add in warning * nits: glorious nits * AssetWebsocketSupport: unexport map * Nits: Adrr * rm letter * exchanges: Orderbook verification change for naming, deprecate checksum bypass as it has the potential to obfuscate errors that are at the tail end of the book, add in verification for websocket stream updates * general: fix spelling remove breakpoint * nits: fix more glorious nits until more are found * orderbook: fix tests * orderbook: fix wait tests and add in more checks * nits: addr * orderbook: remove dispatch reference * linkedlist: consolidate bid/ask functions * linked lisdt: remove words * fix spelling
646 lines
18 KiB
Go
646 lines
18 KiB
Go
package itbit
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import (
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"fmt"
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"net/url"
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"sort"
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"strconv"
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"strings"
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"sync"
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"time"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/log"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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)
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// GetDefaultConfig returns a default exchange config
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func (i *ItBit) GetDefaultConfig() (*config.ExchangeConfig, error) {
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i.SetDefaults()
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exchCfg := new(config.ExchangeConfig)
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exchCfg.Name = i.Name
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exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
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exchCfg.BaseCurrencies = i.BaseCurrencies
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err := i.SetupDefaults(exchCfg)
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if err != nil {
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return nil, err
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}
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if i.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err = i.UpdateTradablePairs(true)
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if err != nil {
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return nil, err
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}
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}
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return exchCfg, nil
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}
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// SetDefaults sets the defaults for the exchange
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func (i *ItBit) SetDefaults() {
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i.Name = "ITBIT"
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i.Enabled = true
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i.Verbose = true
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i.API.CredentialsValidator.RequiresClientID = true
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i.API.CredentialsValidator.RequiresSecret = true
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requestFmt := ¤cy.PairFormat{Uppercase: true}
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configFmt := ¤cy.PairFormat{Uppercase: true}
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err := i.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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i.Features = exchange.Features{
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Supports: exchange.FeaturesSupported{
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REST: true,
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Websocket: false,
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RESTCapabilities: protocol.Features{
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TickerFetching: true,
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TradeFetching: true,
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OrderbookFetching: true,
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AccountInfo: true,
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GetOrder: true,
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GetOrders: true,
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CancelOrder: true,
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SubmitOrder: true,
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DepositHistory: true,
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WithdrawalHistory: true,
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UserTradeHistory: true,
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CryptoDeposit: true,
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TradeFee: true,
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FiatWithdrawalFee: true,
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},
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WithdrawPermissions: exchange.WithdrawCryptoViaWebsiteOnly |
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exchange.WithdrawFiatViaWebsiteOnly,
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},
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Enabled: exchange.FeaturesEnabled{
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AutoPairUpdates: false,
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},
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}
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i.Requester = request.New(i.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
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i.API.Endpoints = i.NewEndpoints()
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err = i.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: itbitAPIURL,
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})
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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}
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// Setup sets the exchange parameters from exchange config
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func (i *ItBit) Setup(exch *config.ExchangeConfig) error {
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if !exch.Enabled {
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i.SetEnabled(false)
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return nil
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}
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return i.SetupDefaults(exch)
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}
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// Start starts the ItBit go routine
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func (i *ItBit) Start(wg *sync.WaitGroup) {
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wg.Add(1)
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go func() {
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i.Run()
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wg.Done()
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}()
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}
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// Run implements the ItBit wrapper
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func (i *ItBit) Run() {
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if i.Verbose {
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i.PrintEnabledPairs()
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}
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}
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// FetchTradablePairs returns a list of the exchanges tradable pairs
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func (i *ItBit) FetchTradablePairs(asset asset.Item) ([]string, error) {
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return nil, common.ErrFunctionNotSupported
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}
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// UpdateTradablePairs updates the exchanges available pairs and stores
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// them in the exchanges config
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func (i *ItBit) UpdateTradablePairs(forceUpdate bool) error {
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return common.ErrFunctionNotSupported
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (i *ItBit) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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fpair, err := i.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return nil, err
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}
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tick, err := i.GetTicker(fpair.String())
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if err != nil {
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return nil, err
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Last: tick.LastPrice,
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High: tick.High24h,
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Low: tick.Low24h,
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Bid: tick.Bid,
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Ask: tick.Ask,
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Volume: tick.Volume24h,
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Open: tick.OpenToday,
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Pair: p,
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LastUpdated: tick.ServertimeUTC,
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ExchangeName: i.Name,
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AssetType: assetType})
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if err != nil {
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return nil, err
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}
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return ticker.GetTicker(i.Name, p, assetType)
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}
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// FetchTicker returns the ticker for a currency pair
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func (i *ItBit) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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tickerNew, err := ticker.GetTicker(i.Name, p, assetType)
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if err != nil {
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return i.UpdateTicker(p, assetType)
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}
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return tickerNew, nil
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}
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// FetchOrderbook returns orderbook base on the currency pair
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func (i *ItBit) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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ob, err := orderbook.Get(i.Name, p, assetType)
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if err != nil {
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return i.UpdateOrderbook(p, assetType)
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}
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return ob, nil
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}
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// UpdateOrderbook updates and returns the orderbook for a currency pair
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func (i *ItBit) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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book := &orderbook.Base{
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Exchange: i.Name,
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Pair: p,
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Asset: assetType,
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PriceDuplication: true,
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VerifyOrderbook: i.CanVerifyOrderbook,
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}
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fpair, err := i.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return book, err
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}
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orderbookNew, err := i.GetOrderbook(fpair.String())
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if err != nil {
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return nil, err
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}
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for x := range orderbookNew.Bids {
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var price, amount float64
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price, err = strconv.ParseFloat(orderbookNew.Bids[x][0], 64)
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if err != nil {
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return book, err
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}
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amount, err = strconv.ParseFloat(orderbookNew.Bids[x][1], 64)
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if err != nil {
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return book, err
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}
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book.Bids = append(book.Bids,
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orderbook.Item{
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Amount: amount,
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Price: price,
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})
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}
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for x := range orderbookNew.Asks {
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var price, amount float64
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price, err = strconv.ParseFloat(orderbookNew.Asks[x][0], 64)
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if err != nil {
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return book, err
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}
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amount, err = strconv.ParseFloat(orderbookNew.Asks[x][1], 64)
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if err != nil {
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return book, err
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}
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book.Asks = append(book.Asks,
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orderbook.Item{
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Amount: amount,
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Price: price,
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})
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}
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err = book.Process()
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if err != nil {
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return book, err
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}
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return orderbook.Get(i.Name, p, assetType)
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}
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// UpdateAccountInfo retrieves balances for all enabled currencies
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func (i *ItBit) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
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var info account.Holdings
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info.Exchange = i.Name
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wallets, err := i.GetWallets(url.Values{})
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if err != nil {
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return info, err
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}
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type balance struct {
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TotalValue float64
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Hold float64
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}
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var amounts = make(map[string]*balance)
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for x := range wallets {
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for _, cb := range wallets[x].Balances {
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if _, ok := amounts[cb.Currency]; !ok {
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amounts[cb.Currency] = &balance{}
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}
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amounts[cb.Currency].TotalValue += cb.TotalBalance
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amounts[cb.Currency].Hold += cb.TotalBalance - cb.AvailableBalance
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}
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}
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var fullBalance []account.Balance
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for key := range amounts {
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fullBalance = append(fullBalance, account.Balance{
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CurrencyName: currency.NewCode(key),
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TotalValue: amounts[key].TotalValue,
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Hold: amounts[key].Hold,
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})
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}
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info.Accounts = append(info.Accounts, account.SubAccount{
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Currencies: fullBalance,
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})
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err = account.Process(&info)
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if err != nil {
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return account.Holdings{}, err
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}
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return info, nil
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}
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// FetchAccountInfo retrieves balances for all enabled currencies
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func (i *ItBit) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
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acc, err := account.GetHoldings(i.Name, assetType)
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if err != nil {
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return i.UpdateAccountInfo(assetType)
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}
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return acc, nil
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}
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// GetFundingHistory returns funding history, deposits and
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// withdrawals
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func (i *ItBit) GetFundingHistory() ([]exchange.FundHistory, error) {
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return nil, common.ErrFunctionNotSupported
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}
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// GetWithdrawalsHistory returns previous withdrawals data
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func (i *ItBit) GetWithdrawalsHistory(c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
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return nil, common.ErrNotYetImplemented
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}
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// GetRecentTrades returns the most recent trades for a currency and asset
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func (i *ItBit) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
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var err error
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p, err = i.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return nil, err
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}
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var tradeData Trades
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tradeData, err = i.GetTradeHistory(p.String(), "")
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if err != nil {
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return nil, err
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}
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var resp []trade.Data
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for x := range tradeData.RecentTrades {
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resp = append(resp, trade.Data{
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Exchange: i.Name,
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TID: tradeData.RecentTrades[x].MatchNumber,
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CurrencyPair: p,
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AssetType: assetType,
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Price: tradeData.RecentTrades[x].Price,
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Amount: tradeData.RecentTrades[x].Amount,
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Timestamp: tradeData.RecentTrades[x].Timestamp,
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})
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}
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err = i.AddTradesToBuffer(resp...)
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if err != nil {
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return nil, err
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}
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sort.Sort(trade.ByDate(resp))
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return resp, nil
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}
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// GetHistoricTrades returns historic trade data within the timeframe provided
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func (i *ItBit) GetHistoricTrades(_ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
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// cannot do time based retrieval of trade data
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return nil, common.ErrFunctionNotSupported
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}
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// SubmitOrder submits a new order
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func (i *ItBit) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
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var submitOrderResponse order.SubmitResponse
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if err := s.Validate(); err != nil {
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return submitOrderResponse, err
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}
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var wallet string
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wallets, err := i.GetWallets(url.Values{})
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if err != nil {
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return submitOrderResponse, err
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}
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// Determine what wallet ID to use if there is any actual available currency to make the trade!
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for i := range wallets {
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for j := range wallets[i].Balances {
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if wallets[i].Balances[j].Currency == s.Pair.Base.String() &&
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wallets[i].Balances[j].AvailableBalance >= s.Amount {
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wallet = wallets[i].ID
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}
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}
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}
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if wallet == "" {
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return submitOrderResponse,
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fmt.Errorf("no wallet found with currency: %s with amount >= %v",
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s.Pair.Base,
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s.Amount)
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}
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fPair, err := i.FormatExchangeCurrency(s.Pair, s.AssetType)
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if err != nil {
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return submitOrderResponse, err
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}
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response, err := i.PlaceOrder(wallet,
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s.Side.String(),
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s.Type.String(),
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fPair.Base.String(),
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s.Amount,
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s.Price,
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fPair.String(),
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"")
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if err != nil {
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return submitOrderResponse, err
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}
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if response.ID != "" {
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submitOrderResponse.OrderID = response.ID
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}
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if response.AmountFilled == s.Amount {
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submitOrderResponse.FullyMatched = true
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}
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submitOrderResponse.IsOrderPlaced = true
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return submitOrderResponse, nil
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}
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// ModifyOrder will allow of changing orderbook placement and limit to
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// market conversion
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func (i *ItBit) ModifyOrder(action *order.Modify) (string, error) {
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return "", common.ErrFunctionNotSupported
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}
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// CancelOrder cancels an order by its corresponding ID number
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func (i *ItBit) CancelOrder(o *order.Cancel) error {
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if err := o.Validate(o.StandardCancel()); err != nil {
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return err
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}
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return i.CancelExistingOrder(o.WalletAddress, o.ID)
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}
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// CancelBatchOrders cancels an orders by their corresponding ID numbers
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func (i *ItBit) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
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return order.CancelBatchResponse{}, common.ErrNotYetImplemented
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}
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// CancelAllOrders cancels all orders associated with a currency pair
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func (i *ItBit) CancelAllOrders(orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
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if err := orderCancellation.Validate(); err != nil {
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return order.CancelAllResponse{}, err
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}
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cancelAllOrdersResponse := order.CancelAllResponse{
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Status: make(map[string]string),
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}
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openOrders, err := i.GetOrders(orderCancellation.WalletAddress, "", "open", 0, 0)
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if err != nil {
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return cancelAllOrdersResponse, err
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}
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for j := range openOrders {
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err = i.CancelExistingOrder(orderCancellation.WalletAddress, openOrders[j].ID)
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if err != nil {
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cancelAllOrdersResponse.Status[openOrders[j].ID] = err.Error()
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}
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}
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return cancelAllOrdersResponse, nil
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}
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// GetOrderInfo returns order information based on order ID
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func (i *ItBit) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
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var orderDetail order.Detail
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return orderDetail, common.ErrNotYetImplemented
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}
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// GetDepositAddress returns a deposit address for a specified currency
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// NOTE: This has not been implemented due to the fact you need to generate a
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// a specific wallet ID and they restrict the amount of deposit address you can
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// request limiting them to 2.
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func (i *ItBit) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
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return "", common.ErrNotYetImplemented
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}
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// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
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// submitted
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func (i *ItBit) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
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return nil, common.ErrFunctionNotSupported
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}
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// WithdrawFiatFunds returns a withdrawal ID when a
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|
// withdrawal is submitted
|
|
func (i *ItBit) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (i *ItBit) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on type of transaction
|
|
func (i *ItBit) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
if !i.AllowAuthenticatedRequest() && // Todo check connection status
|
|
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
|
|
feeBuilder.FeeType = exchange.OfflineTradeFee
|
|
}
|
|
return i.GetFee(feeBuilder)
|
|
}
|
|
|
|
// GetActiveOrders retrieves any orders that are active/open
|
|
func (i *ItBit) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
|
|
if err := req.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
wallets, err := i.GetWallets(url.Values{})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var allOrders []Order
|
|
for x := range wallets {
|
|
var resp []Order
|
|
resp, err = i.GetOrders(wallets[x].ID, "", "open", 0, 0)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
allOrders = append(allOrders, resp...)
|
|
}
|
|
|
|
format, err := i.GetPairFormat(asset.Spot, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var orders []order.Detail
|
|
for j := range allOrders {
|
|
var symbol currency.Pair
|
|
symbol, err := currency.NewPairDelimiter(allOrders[j].Instrument,
|
|
format.Delimiter)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
side := order.Side(strings.ToUpper(allOrders[j].Side))
|
|
orderDate, err := time.Parse(time.RFC3339, allOrders[j].CreatedTime)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys,
|
|
"Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
|
|
i.Name,
|
|
"GetActiveOrders",
|
|
allOrders[j].ID,
|
|
allOrders[j].CreatedTime)
|
|
}
|
|
|
|
orders = append(orders, order.Detail{
|
|
ID: allOrders[j].ID,
|
|
Side: side,
|
|
Amount: allOrders[j].Amount,
|
|
ExecutedAmount: allOrders[j].AmountFilled,
|
|
RemainingAmount: (allOrders[j].Amount - allOrders[j].AmountFilled),
|
|
Exchange: i.Name,
|
|
Date: orderDate,
|
|
Pair: symbol,
|
|
})
|
|
}
|
|
|
|
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
|
|
order.FilterOrdersBySide(&orders, req.Side)
|
|
order.FilterOrdersByCurrencies(&orders, req.Pairs)
|
|
return orders, nil
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information
|
|
// Can Limit response to specific order status
|
|
func (i *ItBit) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
|
|
if err := req.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
wallets, err := i.GetWallets(url.Values{})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var allOrders []Order
|
|
for x := range wallets {
|
|
var resp []Order
|
|
resp, err = i.GetOrders(wallets[x].ID, "", "", 0, 0)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
allOrders = append(allOrders, resp...)
|
|
}
|
|
|
|
format, err := i.GetPairFormat(asset.Spot, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var orders []order.Detail
|
|
for j := range allOrders {
|
|
if allOrders[j].Type == "open" {
|
|
continue
|
|
}
|
|
var symbol currency.Pair
|
|
symbol, err = currency.NewPairDelimiter(allOrders[j].Instrument,
|
|
format.Delimiter)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
side := order.Side(strings.ToUpper(allOrders[j].Side))
|
|
orderDate, err := time.Parse(time.RFC3339, allOrders[j].CreatedTime)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys,
|
|
"Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
|
|
i.Name,
|
|
"GetActiveOrders",
|
|
allOrders[j].ID,
|
|
allOrders[j].CreatedTime)
|
|
}
|
|
|
|
orders = append(orders, order.Detail{
|
|
ID: allOrders[j].ID,
|
|
Side: side,
|
|
Amount: allOrders[j].Amount,
|
|
ExecutedAmount: allOrders[j].AmountFilled,
|
|
RemainingAmount: (allOrders[j].Amount - allOrders[j].AmountFilled),
|
|
Exchange: i.Name,
|
|
Date: orderDate,
|
|
Pair: symbol,
|
|
})
|
|
}
|
|
|
|
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
|
|
order.FilterOrdersBySide(&orders, req.Side)
|
|
order.FilterOrdersByCurrencies(&orders, req.Pairs)
|
|
return orders, nil
|
|
}
|
|
|
|
// ValidateCredentials validates current credentials used for wrapper
|
|
// functionality
|
|
func (i *ItBit) ValidateCredentials(assetType asset.Item) error {
|
|
_, err := i.UpdateAccountInfo(assetType)
|
|
return i.CheckTransientError(err)
|
|
}
|
|
|
|
// GetHistoricCandles returns candles between a time period for a set time interval
|
|
func (i *ItBit) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
|
|
return kline.Item{}, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
|
|
func (i *ItBit) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
|
|
return kline.Item{}, common.ErrFunctionNotSupported
|
|
}
|