gocryptotrader/exchanges/exchange.go

package exchange

import (
	"log"
	"net/http"
	"sync"
	"time"

	"github.com/thrasher-/gocryptotrader/common"
	"github.com/thrasher-/gocryptotrader/config"
	"github.com/thrasher-/gocryptotrader/currency/pair"
	"github.com/thrasher-/gocryptotrader/exchanges/nonce"
	"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
	"github.com/thrasher-/gocryptotrader/exchanges/request"
	"github.com/thrasher-/gocryptotrader/exchanges/ticker"
)

const (
	warningBase64DecryptSecretKeyFailed = "WARNING -- Exchange %s unable to base64 decode secret key.. Disabling Authenticated API support."

	// WarningAuthenticatedRequestWithoutCredentialsSet error message for authenticated request without credentials set
	WarningAuthenticatedRequestWithoutCredentialsSet = "WARNING -- Exchange %s authenticated HTTP request called but not supported due to unset/default API keys."
	// ErrExchangeNotFound is a constant for an error message
	ErrExchangeNotFound = "Exchange not found in dataset."
	// DefaultHTTPTimeout is the default HTTP/HTTPS Timeout for exchange requests
	DefaultHTTPTimeout = time.Second * 15
)

// AccountInfo is a Generic type to hold each exchange's holdings in
// all enabled currencies
type AccountInfo struct {
	ExchangeName string
	Currencies   []AccountCurrencyInfo
}

// AccountCurrencyInfo is a sub type to store currency name and value
type AccountCurrencyInfo struct {
	CurrencyName string
	TotalValue   float64
	Hold         float64
}

// TradeHistory holds exchange history data
type TradeHistory struct {
	Timestamp int64
	TID       int64
	Price     float64
	Amount    float64
	Exchange  string
	Type      string
}

// Base stores the individual exchange information
type Base struct {
	Name                        string
	Enabled                     bool
	Verbose                     bool
	Websocket                   bool
	RESTPollingDelay            time.Duration
	AuthenticatedAPISupport     bool
	APISecret, APIKey, ClientID string
	Nonce                       nonce.Nonce
	TakerFee, MakerFee, Fee     float64
	BaseCurrencies              []string
	AvailablePairs              []string
	EnabledPairs                []string
	AssetTypes                  []string
	PairsLastUpdated            int64
	SupportsAutoPairUpdating    bool
	SupportsRESTTickerBatching  bool
	HTTPTimeout                 time.Duration
	WebsocketURL                string
	APIUrl                      string
	RequestCurrencyPairFormat   config.CurrencyPairFormatConfig
	ConfigCurrencyPairFormat    config.CurrencyPairFormatConfig
	*request.Requester
}

// IBotExchange enforces standard functions for all exchanges supported in
// GoCryptoTrader
type IBotExchange interface {
	Setup(exch config.ExchangeConfig)
	Start(wg *sync.WaitGroup)
	SetDefaults()
	GetName() string
	IsEnabled() bool
	SetEnabled(bool)
	GetTickerPrice(currency pair.CurrencyPair, assetType string) (ticker.Price, error)
	UpdateTicker(currency pair.CurrencyPair, assetType string) (ticker.Price, error)
	GetOrderbookEx(currency pair.CurrencyPair, assetType string) (orderbook.Base, error)
	UpdateOrderbook(currency pair.CurrencyPair, assetType string) (orderbook.Base, error)
	GetEnabledCurrencies() []pair.CurrencyPair
	GetAvailableCurrencies() []pair.CurrencyPair
	GetExchangeAccountInfo() (AccountInfo, error)
	GetAuthenticatedAPISupport() bool
	SetCurrencies(pairs []pair.CurrencyPair, enabledPairs bool) error
	GetExchangeHistory(pair.CurrencyPair, string) ([]TradeHistory, error)
	SupportsAutoPairUpdates() bool
	GetLastPairsUpdateTime() int64
	SupportsRESTTickerBatchUpdates() bool
}

// SupportsRESTTickerBatchUpdates returns whether or not the
// exhange supports REST batch ticker fetching
func (e *Base) SupportsRESTTickerBatchUpdates() bool {
	return e.SupportsRESTTickerBatching
}

// SetHTTPClientTimeout sets the timeout value for the exchanges
// HTTP Client
func (e *Base) SetHTTPClientTimeout(t time.Duration) {
	if e.Requester == nil {
		e.Requester = request.New(e.Name, request.NewRateLimit(time.Second, 0), request.NewRateLimit(time.Second, 0), new(http.Client))
	}
	e.Requester.HTTPClient.Timeout = t
}

// SetHTTPClient sets exchanges HTTP client
func (e *Base) SetHTTPClient(h *http.Client) {
	if e.Requester == nil {
		e.Requester = request.New(e.Name, request.NewRateLimit(time.Second, 0), request.NewRateLimit(time.Second, 0), new(http.Client))
	}
	e.Requester.HTTPClient = h
}

// GetHTTPClient gets the exchanges HTTP client
func (e *Base) GetHTTPClient() *http.Client {
	if e.Requester == nil {
		e.Requester = request.New(e.Name, request.NewRateLimit(time.Second, 0), request.NewRateLimit(time.Second, 0), new(http.Client))
	}
	return e.Requester.HTTPClient
}

// SetAutoPairDefaults sets the default values for whether or not the exchange
// supports auto pair updating or not
func (e *Base) SetAutoPairDefaults() error {
	cfg := config.GetConfig()
	exch, err := cfg.GetExchangeConfig(e.Name)
	if err != nil {
		return err
	}

	update := false
	if e.SupportsAutoPairUpdating {
		if !exch.SupportsAutoPairUpdates {
			exch.SupportsAutoPairUpdates = true
			update = true
		}
	} else {
		if exch.PairsLastUpdated == 0 {
			exch.PairsLastUpdated = time.Now().Unix()
			e.PairsLastUpdated = exch.PairsLastUpdated
			update = true
		}
	}

	if update {
		return cfg.UpdateExchangeConfig(exch)
	}
	return nil
}

// SupportsAutoPairUpdates returns whether or not the exchange supports
// auto currency pair updating
func (e *Base) SupportsAutoPairUpdates() bool {
	return e.SupportsAutoPairUpdating
}

// GetLastPairsUpdateTime returns the unix timestamp of when the exchanges
// currency pairs were last updated
func (e *Base) GetLastPairsUpdateTime() int64 {
	return e.PairsLastUpdated
}

// SetAssetTypes checks the exchange asset types (whether it supports SPOT,
// Binary or Futures) and sets it to a default setting if it doesn't exist
func (e *Base) SetAssetTypes() error {
	cfg := config.GetConfig()
	exch, err := cfg.GetExchangeConfig(e.Name)
	if err != nil {
		return err
	}

	update := false
	if exch.AssetTypes == "" {
		exch.AssetTypes = common.JoinStrings(e.AssetTypes, ",")
		update = true
	} else {
		e.AssetTypes = common.SplitStrings(exch.AssetTypes, ",")
	}

	if update {
		return cfg.UpdateExchangeConfig(exch)
	}

	return nil
}

// GetExchangeAssetTypes returns the asset types the exchange supports (SPOT,
// binary, futures)
func GetExchangeAssetTypes(exchName string) ([]string, error) {
	cfg := config.GetConfig()
	exch, err := cfg.GetExchangeConfig(exchName)
	if err != nil {
		return nil, err
	}

	return common.SplitStrings(exch.AssetTypes, ","), nil
}

// CompareCurrencyPairFormats checks and returns whether or not the two supplied
// config currency pairs match
func CompareCurrencyPairFormats(pair1 config.CurrencyPairFormatConfig, pair2 *config.CurrencyPairFormatConfig) bool {
	if pair1.Delimiter != pair2.Delimiter ||
		pair1.Uppercase != pair2.Uppercase ||
		pair1.Separator != pair2.Separator ||
		pair1.Index != pair2.Index {
		return false
	}
	return true
}

// SetCurrencyPairFormat checks the exchange request and config currency pair
// formats and sets it to a default setting if it doesn't exist
func (e *Base) SetCurrencyPairFormat() error {
	cfg := config.GetConfig()
	exch, err := cfg.GetExchangeConfig(e.Name)
	if err != nil {
		return err
	}

	update := false
	if exch.RequestCurrencyPairFormat == nil {
		exch.RequestCurrencyPairFormat = &config.CurrencyPairFormatConfig{
			Delimiter: e.RequestCurrencyPairFormat.Delimiter,
			Uppercase: e.RequestCurrencyPairFormat.Uppercase,
			Separator: e.RequestCurrencyPairFormat.Separator,
			Index:     e.RequestCurrencyPairFormat.Index,
		}
		update = true
	} else {
		if CompareCurrencyPairFormats(e.RequestCurrencyPairFormat,
			exch.RequestCurrencyPairFormat) {
			e.RequestCurrencyPairFormat = *exch.RequestCurrencyPairFormat
		} else {
			*exch.RequestCurrencyPairFormat = e.ConfigCurrencyPairFormat
			update = true
		}
	}

	if exch.ConfigCurrencyPairFormat == nil {
		exch.ConfigCurrencyPairFormat = &config.CurrencyPairFormatConfig{
			Delimiter: e.ConfigCurrencyPairFormat.Delimiter,
			Uppercase: e.ConfigCurrencyPairFormat.Uppercase,
			Separator: e.ConfigCurrencyPairFormat.Separator,
			Index:     e.ConfigCurrencyPairFormat.Index,
		}
		update = true
	} else {
		if CompareCurrencyPairFormats(e.ConfigCurrencyPairFormat,
			exch.ConfigCurrencyPairFormat) {
			e.ConfigCurrencyPairFormat = *exch.ConfigCurrencyPairFormat
		} else {
			*exch.ConfigCurrencyPairFormat = e.ConfigCurrencyPairFormat
			update = true
		}
	}

	if update {
		return cfg.UpdateExchangeConfig(exch)
	}
	return nil
}

// GetAuthenticatedAPISupport returns whether the exchange supports
// authenticated API requests
func (e *Base) GetAuthenticatedAPISupport() bool {
	return e.AuthenticatedAPISupport
}

// GetName is a method that returns the name of the exchange base
func (e *Base) GetName() string {
	return e.Name
}

// GetEnabledCurrencies is a method that returns the enabled currency pairs of
// the exchange base
func (e *Base) GetEnabledCurrencies() []pair.CurrencyPair {
	return pair.FormatPairs(e.EnabledPairs,
		e.ConfigCurrencyPairFormat.Delimiter,
		e.ConfigCurrencyPairFormat.Index)
}

// GetAvailableCurrencies is a method that returns the available currency pairs
// of the exchange base
func (e *Base) GetAvailableCurrencies() []pair.CurrencyPair {
	return pair.FormatPairs(e.AvailablePairs,
		e.ConfigCurrencyPairFormat.Delimiter,
		e.ConfigCurrencyPairFormat.Index)
}

// SupportsCurrency returns true or not whether a currency pair exists in the
// exchange available currencies or not
func (e *Base) SupportsCurrency(p pair.CurrencyPair, enabledPairs bool) bool {
	if enabledPairs {
		return pair.Contains(e.GetEnabledCurrencies(), p, false)
	}
	return pair.Contains(e.GetAvailableCurrencies(), p, false)
}

// GetExchangeFormatCurrencySeperator returns whether or not a specific
// exchange contains a separator used for API requests
func GetExchangeFormatCurrencySeperator(exchName string) bool {
	cfg := config.GetConfig()
	exch, err := cfg.GetExchangeConfig(exchName)
	if err != nil {
		return false
	}

	if exch.RequestCurrencyPairFormat.Separator != "" {
		return true
	}
	return false
}

// GetAndFormatExchangeCurrencies returns a pair.CurrencyItem string containing
// the exchanges formatted currency pairs
func GetAndFormatExchangeCurrencies(exchName string, pairs []pair.CurrencyPair) (pair.CurrencyItem, error) {
	var currencyItems pair.CurrencyItem
	cfg := config.GetConfig()
	exch, err := cfg.GetExchangeConfig(exchName)
	if err != nil {
		return currencyItems, err
	}

	for x := range pairs {
		currencyItems += FormatExchangeCurrency(exchName, pairs[x])
		if x == len(pairs)-1 {
			continue
		}
		currencyItems += pair.CurrencyItem(exch.RequestCurrencyPairFormat.Separator)
	}
	return currencyItems, nil
}

// FormatExchangeCurrency is a method that formats and returns a currency pair
// based on the user currency display preferences
func FormatExchangeCurrency(exchName string, p pair.CurrencyPair) pair.CurrencyItem {
	cfg := config.GetConfig()
	exch, _ := cfg.GetExchangeConfig(exchName)

	return p.Display(exch.RequestCurrencyPairFormat.Delimiter,
		exch.RequestCurrencyPairFormat.Uppercase)
}

// FormatCurrency is a method that formats and returns a currency pair
// based on the user currency display preferences
func FormatCurrency(p pair.CurrencyPair) pair.CurrencyItem {
	cfg := config.GetConfig()
	return p.Display(cfg.CurrencyPairFormat.Delimiter,
		cfg.CurrencyPairFormat.Uppercase)
}

// SetEnabled is a method that sets if the exchange is enabled
func (e *Base) SetEnabled(enabled bool) {
	e.Enabled = enabled
}

// IsEnabled is a method that returns if the current exchange is enabled
func (e *Base) IsEnabled() bool {
	return e.Enabled
}

// SetAPIKeys is a method that sets the current API keys for the exchange
func (e *Base) SetAPIKeys(APIKey, APISecret, ClientID string, b64Decode bool) {
	if !e.AuthenticatedAPISupport {
		return
	}

	e.APIKey = APIKey
	e.ClientID = ClientID

	if b64Decode {
		result, err := common.Base64Decode(APISecret)
		if err != nil {
			e.AuthenticatedAPISupport = false
			log.Printf(warningBase64DecryptSecretKeyFailed, e.Name)
		}
		e.APISecret = string(result)
	} else {
		e.APISecret = APISecret
	}
}

// SetCurrencies sets the exchange currency pairs for either enabledPairs or
// availablePairs
func (e *Base) SetCurrencies(pairs []pair.CurrencyPair, enabledPairs bool) error {
	cfg := config.GetConfig()
	exchCfg, err := cfg.GetExchangeConfig(e.Name)
	if err != nil {
		return err
	}

	var pairsStr []string
	for x := range pairs {
		pairsStr = append(pairsStr, pairs[x].Display(exchCfg.ConfigCurrencyPairFormat.Delimiter,
			exchCfg.ConfigCurrencyPairFormat.Uppercase).String())
	}

	if enabledPairs {
		exchCfg.EnabledPairs = common.JoinStrings(pairsStr, ",")
		e.EnabledPairs = pairsStr
	} else {
		exchCfg.AvailablePairs = common.JoinStrings(pairsStr, ",")
		e.AvailablePairs = pairsStr
	}

	return cfg.UpdateExchangeConfig(exchCfg)
}

// UpdateCurrencies updates the exchange currency pairs for either enabledPairs or
// availablePairs
func (e *Base) UpdateCurrencies(exchangeProducts []string, enabled, force bool) error {
	exchangeProducts = common.SplitStrings(common.StringToUpper(common.JoinStrings(exchangeProducts, ",")), ",")
	var products []string

	for x := range exchangeProducts {
		if exchangeProducts[x] == "" {
			continue
		}
		products = append(products, exchangeProducts[x])
	}

	var newPairs, removedPairs []string

	if enabled {
		newPairs, removedPairs = pair.FindPairDifferences(e.EnabledPairs, products)
	} else {
		newPairs, removedPairs = pair.FindPairDifferences(e.AvailablePairs, products)
	}

	if force || len(newPairs) > 0 || len(removedPairs) > 0 {
		cfg := config.GetConfig()
		exch, err := cfg.GetExchangeConfig(e.Name)
		if err != nil {
			return err
		}

		if force {
			log.Printf("%s forced update of enabled pairs.", e.Name)
		} else {
			if len(newPairs) > 0 {
				log.Printf("%s Updating pairs - New: %s.\n", e.Name, newPairs)
			}
			if len(removedPairs) > 0 {
				log.Printf("%s Updating pairs - Removed: %s.\n", e.Name, removedPairs)
			}
		}

		if enabled {
			exch.EnabledPairs = common.JoinStrings(products, ",")
			e.EnabledPairs = products
		} else {
			exch.AvailablePairs = common.JoinStrings(products, ",")
			e.AvailablePairs = products
		}
		return cfg.UpdateExchangeConfig(exch)
	}
	return nil
}