Files
gocryptotrader/exchanges/btcmarkets/btcmarkets_wrapper.go
Ryan O'Hara-Reid 63a9e9fcb1 Engine QA - Order update (#372)
Engine QA - Order update
2019-10-30 14:06:48 +11:00

658 lines
20 KiB
Go

package btcmarkets
import (
"errors"
"fmt"
"strconv"
"strings"
"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/asset"
"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/websocket/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
// GetDefaultConfig returns a default exchange config
func (b *BTCMarkets) GetDefaultConfig() (*config.ExchangeConfig, error) {
b.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = b.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = b.BaseCurrencies
err := b.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = b.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets basic defaults
func (b *BTCMarkets) SetDefaults() {
b.Name = "BTC Markets"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
b.API.CredentialsValidator.RequiresBase64DecodeSecret = true
b.API.Endpoints.URLDefault = btcMarketsAPIURL
b.API.Endpoints.URL = b.API.Endpoints.URLDefault
b.CurrencyPairs = currency.PairsManager{
AssetTypes: asset.Items{
asset.Spot,
},
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Delimiter: "-",
Uppercase: true,
},
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
SubmitOrder: true,
UserTradeHistory: true,
CryptoWithdrawal: true,
FiatWithdraw: true,
TradeFee: true,
FiatWithdrawalFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AccountInfo: true,
Subscribe: true,
AuthenticatedEndpoints: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto |
exchange.AutoWithdrawFiat,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
b.Requester = request.New(b.Name,
request.NewRateLimit(time.Second*10, btcmarketsAuthLimit),
request.NewRateLimit(time.Second*10, btcmarketsUnauthLimit),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
b.API.Endpoints.WebsocketURL = btcMarketsWSURL
b.Websocket = wshandler.New()
b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in an exchange configuration and sets all parameters
func (b *BTCMarkets) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
err := b.SetupDefaults(exch)
if err != nil {
return err
}
err = b.Websocket.Setup(
&wshandler.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: btcMarketsWSURL,
ExchangeName: exch.Name,
RunningURL: exch.API.Endpoints.WebsocketURL,
Connector: b.WsConnect,
Subscriber: b.Subscribe,
Features: &b.Features.Supports.WebsocketCapabilities,
})
if err != nil {
return err
}
b.WebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: b.Name,
URL: b.Websocket.GetWebsocketURL(),
ProxyURL: b.Websocket.GetProxyAddress(),
Verbose: b.Verbose,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
}
return nil
}
// Start starts the BTC Markets go routine
func (b *BTCMarkets) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the BTC Markets wrapper
func (b *BTCMarkets) Run() {
if b.Verbose {
b.PrintEnabledPairs()
}
forceUpdate := false
if !common.StringDataContains(b.GetEnabledPairs(asset.Spot).Strings(), "-") ||
!common.StringDataContains(b.GetAvailablePairs(asset.Spot).Strings(), "-") {
enabledPairs := []string{"BTC-AUD"}
log.Warnln(log.ExchangeSys, "Available pairs for BTC Markets reset due to config upgrade, please enable the pairs you would like again.")
forceUpdate = true
err := b.UpdatePairs(currency.NewPairsFromStrings(enabledPairs), asset.Spot, true, true)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update currencies. Err: %s", b.Name, err)
}
}
if !b.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err := b.UpdateTradablePairs(forceUpdate)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", b.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (b *BTCMarkets) FetchTradablePairs(asset asset.Item) ([]string, error) {
markets, err := b.GetMarkets()
if err != nil {
return nil, err
}
var pairs []string
for x := range markets {
pairs = append(pairs, fmt.Sprintf("%v%v%v", markets[x].Instrument, b.GetPairFormat(asset, false).Delimiter, markets[x].Currency))
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *BTCMarkets) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := b.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
return b.UpdatePairs(currency.NewPairsFromStrings(pairs), asset.Spot, false, forceUpdate)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *BTCMarkets) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
var tickerPrice ticker.Price
tick, err := b.GetTicker(p.Base.String(), p.Quote.String())
if err != nil {
return tickerPrice, err
}
tickerPrice = ticker.Price{
Last: tick.LastPrice,
High: tick.High24h,
Low: tick.Low24h,
Bid: tick.BestBid,
Ask: tick.BestAsk,
Volume: tick.Volume24h,
Pair: p,
LastUpdated: time.Unix(tick.Timestamp, 0),
}
err = ticker.ProcessTicker(b.GetName(), &tickerPrice, assetType)
if err != nil {
return tickerPrice, err
}
return ticker.GetTicker(b.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (b *BTCMarkets) FetchTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker(b.GetName(), p, assetType)
if err != nil {
return b.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (b *BTCMarkets) FetchOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
ob, err := orderbook.Get(b.GetName(), p, assetType)
if err != nil {
return b.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *BTCMarkets) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := b.GetOrderbook(p.Base.String(),
p.Quote.String())
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Bids {
data := orderbookNew.Bids[x]
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: data[1], Price: data[0]})
}
for x := range orderbookNew.Asks {
data := orderbookNew.Asks[x]
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: data[1], Price: data[0]})
}
orderBook.Pair = p
orderBook.ExchangeName = b.GetName()
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(b.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies for the
// BTCMarkets exchange
func (b *BTCMarkets) GetAccountInfo() (exchange.AccountInfo, error) {
var response exchange.AccountInfo
response.Exchange = b.GetName()
accountBalance, err := b.GetAccountBalance()
if err != nil {
return response, err
}
var currencies []exchange.AccountCurrencyInfo
for i := 0; i < len(accountBalance); i++ {
var exchangeCurrency exchange.AccountCurrencyInfo
exchangeCurrency.CurrencyName = currency.NewCode(accountBalance[i].Currency)
exchangeCurrency.TotalValue = accountBalance[i].Balance
exchangeCurrency.Hold = accountBalance[i].PendingFunds
currencies = append(currencies, exchangeCurrency)
}
response.Accounts = append(response.Accounts, exchange.Account{
Currencies: currencies,
})
return response, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *BTCMarkets) GetFundingHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (b *BTCMarkets) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (b *BTCMarkets) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
if strings.EqualFold(s.OrderSide.String(), order.Sell.String()) {
s.OrderSide = order.Ask
}
if strings.EqualFold(s.OrderSide.String(), order.Buy.String()) {
s.OrderSide = order.Bid
}
response, err := b.NewOrder(s.Pair.Base.Upper().String(),
s.Pair.Quote.Upper().String(),
s.Price,
s.Amount,
s.OrderSide.String(),
s.OrderType.String(),
s.ClientID)
if response > 0 {
submitOrderResponse.OrderID = strconv.FormatInt(response, 10)
}
if err == nil {
submitOrderResponse.IsOrderPlaced = true
}
return submitOrderResponse, err
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *BTCMarkets) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *BTCMarkets) CancelOrder(order *order.Cancel) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
}
_, err = b.CancelExistingOrder([]int64{orderIDInt})
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *BTCMarkets) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
openOrders, err := b.GetOpenOrders()
if err != nil {
return cancelAllOrdersResponse, err
}
var orderList []int64
for i := range openOrders {
orderList = append(orderList, openOrders[i].ID)
}
if len(orderList) > 0 {
orders, err := b.CancelExistingOrder(orderList)
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range orders {
if !orders[i].Success {
cancelAllOrdersResponse.Status[strconv.FormatInt(orders[i].ID, 10)] = orders[i].ErrorMessage
}
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (b *BTCMarkets) GetOrderInfo(orderID string) (order.Detail, error) {
var OrderDetail order.Detail
o, err := strconv.ParseInt(orderID, 10, 64)
if err != nil {
return OrderDetail, err
}
orders, err := b.GetOrderDetail([]int64{o})
if err != nil {
return OrderDetail, err
}
if len(orders) > 1 {
return OrderDetail, errors.New("too many orders returned")
}
if len(orders) == 0 {
return OrderDetail, errors.New("no orders found")
}
for i := range orders {
var side order.Side
if strings.EqualFold(orders[i].OrderSide, order.Ask.String()) {
side = order.Sell
} else if strings.EqualFold(orders[i].OrderSide, order.Bid.String()) {
side = order.Buy
}
orderDate := time.Unix(int64(orders[i].CreationTime), 0)
orderType := order.Type(strings.ToUpper(orders[i].OrderType))
OrderDetail.Amount = orders[i].Volume
OrderDetail.OrderDate = orderDate
OrderDetail.Exchange = b.GetName()
OrderDetail.ID = strconv.FormatInt(orders[i].ID, 10)
OrderDetail.RemainingAmount = orders[i].OpenVolume
OrderDetail.OrderSide = side
OrderDetail.OrderType = orderType
OrderDetail.Price = orders[i].Price
OrderDetail.Status = order.Status(orders[i].Status)
OrderDetail.CurrencyPair = currency.NewPairWithDelimiter(orders[i].Instrument,
orders[i].Currency,
b.GetPairFormat(asset.Spot, false).Delimiter)
}
return OrderDetail, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *BTCMarkets) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is submitted
func (b *BTCMarkets) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoWithdrawRequest) (string, error) {
return b.WithdrawCrypto(withdrawRequest.Amount, withdrawRequest.Currency.String(), withdrawRequest.Address)
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (b *BTCMarkets) WithdrawFiatFunds(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
if withdrawRequest.Currency != currency.AUD {
return "", errors.New("only AUD is supported for withdrawals")
}
return b.WithdrawAUD(withdrawRequest.BankAccountName,
strconv.FormatFloat(withdrawRequest.BankAccountNumber, 'f', -1, 64),
withdrawRequest.BankName,
strconv.FormatFloat(withdrawRequest.BankCode, 'f', -1, 64),
withdrawRequest.Amount)
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (b *BTCMarkets) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (b *BTCMarkets) GetWebsocket() (*wshandler.Websocket, error) {
return b.Websocket, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *BTCMarkets) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !b.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return b.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (b *BTCMarkets) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
resp, err := b.GetOpenOrders()
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range resp {
var side order.Side
if strings.EqualFold(resp[i].OrderSide, order.Ask.String()) {
side = order.Sell
} else if strings.EqualFold(resp[i].OrderSide, order.Bid.String()) {
side = order.Buy
}
orderDate := time.Unix(int64(resp[i].CreationTime), 0)
orderType := order.Type(strings.ToUpper(resp[i].OrderType))
openOrder := order.Detail{
ID: strconv.FormatInt(resp[i].ID, 10),
Amount: resp[i].Volume,
Exchange: b.Name,
RemainingAmount: resp[i].OpenVolume,
OrderDate: orderDate,
OrderSide: side,
OrderType: orderType,
Price: resp[i].Price,
Status: order.Status(resp[i].Status),
CurrencyPair: currency.NewPairWithDelimiter(resp[i].Instrument,
resp[i].Currency,
b.GetPairFormat(asset.Spot, false).Delimiter),
}
for j := range resp[i].Trades {
tradeDate := time.Unix(int64(resp[i].Trades[j].CreationTime), 0)
openOrder.Trades = append(openOrder.Trades, order.TradeHistory{
Amount: resp[i].Trades[j].Volume,
Exchange: b.Name,
Price: resp[i].Trades[j].Price,
TID: resp[i].Trades[j].ID,
Timestamp: tradeDate,
Fee: resp[i].Trades[j].Fee,
Description: resp[i].Trades[j].Description,
})
}
orders = append(orders, openOrder)
}
order.FilterOrdersByType(&orders, req.OrderType)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersBySide(&orders, req.OrderSide)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *BTCMarkets) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
if len(req.Currencies) == 0 {
return nil, errors.New("requires at least one currency pair to retrieve history")
}
var respOrders []Order
for i := range req.Currencies {
resp, err := b.GetOrders(req.Currencies[i].Base.String(),
req.Currencies[i].Quote.String(),
200,
0,
true)
if err != nil {
return nil, err
}
respOrders = append(respOrders, resp...)
}
var orders []order.Detail
for i := range respOrders {
var side order.Side
if strings.EqualFold(respOrders[i].OrderSide, order.Ask.String()) {
side = order.Sell
} else if strings.EqualFold(respOrders[i].OrderSide, order.Bid.String()) {
side = order.Buy
}
orderDate := time.Unix(int64(respOrders[i].CreationTime), 0)
orderType := order.Type(strings.ToUpper(respOrders[i].OrderType))
openOrder := order.Detail{
ID: strconv.FormatInt(respOrders[i].ID, 10),
Amount: respOrders[i].Volume,
Exchange: b.Name,
RemainingAmount: respOrders[i].OpenVolume,
OrderDate: orderDate,
OrderSide: side,
OrderType: orderType,
Price: respOrders[i].Price,
Status: order.Status(respOrders[i].Status),
CurrencyPair: currency.NewPairWithDelimiter(respOrders[i].Instrument,
respOrders[i].Currency,
b.GetPairFormat(asset.Spot, false).Delimiter),
}
for j := range respOrders[i].Trades {
tradeDate := time.Unix(int64(respOrders[i].Trades[j].CreationTime), 0)
openOrder.Trades = append(openOrder.Trades, order.TradeHistory{
Amount: respOrders[i].Trades[j].Volume,
Exchange: b.Name,
Price: respOrders[i].Trades[j].Price,
TID: respOrders[i].Trades[j].ID,
Timestamp: tradeDate,
Fee: respOrders[i].Trades[j].Fee,
Description: respOrders[i].Trades[j].Description,
})
}
orders = append(orders, openOrder)
}
order.FilterOrdersByType(&orders, req.OrderType)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersBySide(&orders, req.OrderSide)
return orders, nil
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (b *BTCMarkets) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (b *BTCMarkets) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// GetSubscriptions returns a copied list of subscriptions
func (b *BTCMarkets) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return nil, common.ErrFunctionNotSupported
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (b *BTCMarkets) AuthenticateWebsocket() error {
return common.ErrFunctionNotSupported
}