Files
gocryptotrader/exchanges/alphapoint/alphapoint.go
Scott 5ea5245afb Improvement: Subsystem separation (#664)
* Initial codes for a trade tracker

* Moving everything in a broken fashion

* Removes tradetracker. Removes some errors for subsystems

* Cleans up some subsystems, renames stuttering types. Removes some global Bot usage

* More basic subsystem renaming and file moving

* Removes engine dependency from events,ntpserver,ordermanager,comms manager

* Exports eventManager, fixes rpcserver. puts rpcserver back for now

* Removes redundant error message, further removes engine dependencies

* experimental end of day interface usage

* adds ability to build the application

* Withdraw and event manager handling

* cleans up apiserver and communications manager

* Cleans up some start/setup processes. Though should separate

* More consistency with Setup Start Stop IsRunning funcs

* Final consistency pass before testing phase

* Fixes engine tests. Fixes stop nil issue

* api server tests

* Communications manager testing

* Connection manager tests and nilsubsystem error

* End of day currencypairsyncer tests

* Adds databaseconnection/databaseconnection_test.go

* Adds withdrawal manager tests

* Deposit address testing. Moved orderbook sync first as its more important

* Adds test for event manager

* More full eventmanager testing

* Adds testfile. Enables skipped test.

* ntp manager tests

* Adds ordermanager tests, Extracts a whole new subsystem from engine and fanangles import cycles

* Adds websocket routine manager tests

* Basic portfolio manager testing

* Fixes issue with currency pair sync startup

* Fixes issue with event manager startup

* Starts the order manager before backtester starts

* Fixes fee tests. Expands testing. Doesnt fix races

* Fixes most test races

* Resolves data races

* Fixes subsystem test issues

* currency pair syncer coverage tests

* Refactors portfolio. Fixes tests. Withdraw validation

Portfolio didn't need to exist with a portfolio manager. Now the porfolio manager
is in charge how the portfolio is handled and all portfolio functions are attached
to the base instead of just exported at the package level

Withdrawal validation occurred at the exchange level when it can just be run at the
withdrawal manager level. All withdrawal requests go through that endpoint

* lint -fix

* golang lint fixes

* lints and comments everything

* Updates GCT logo, adds documentation for some subsystems

* More documentation and more logo updates

* Fixes backtesting and apiserver errors encountered

* Fixes errors and typos from reviewing

* More minor fixes

* Changes %h verb to %w

* reverbs to %s

* Humbly begins reverting to more flat engine package

The main reasoning for this is that the subsystem split doesn't make sense
in a golang environment. The subsystems are only meant to be used with engine
and so by placing them in a non-engine area, it does not work and is
inconsistent with the rest of the application's package layout.

This will begin salvaging the changes made by reverting to a flat
engine package, but maintaining the consistent designs introduced.
Further, I will look to remove any TestMains and decrease the scope
of testing to be more local and decrease the issues that have been
caused from our style of testing.

* Manages to re-flatten things. Everything is within its own file

* mini fixes

* Fixes tests and data races and lints

* Updates docs tool for engine to create filename readmes

* os -> ioutil

* remove err

* Appveyor version increase test

* Removes tCleanup as its unsupported on appveyor

* Adds stuff that I thought was in previous merge master commit

* Removes cancel from test

* Fixes really fun test-exclusive data race

* minor nit fixes

* niterinos

* docs gen

* rm;rf test

* Remove typoline. expands startstop helper. Splits apiserver

* Removes accidental folder

* Uses update instead of replace for order upsert

* addresses nits. Renames files. Regenerates documentation.

* lint and removal of comments

* Add new test for default scenario

* Fixes typo

* regen docs
2021-05-31 10:17:12 +10:00

589 lines
16 KiB
Go

package alphapoint
import (
"bytes"
"context"
"encoding/json"
"errors"
"fmt"
"net/http"
"strconv"
"strings"
"time"
"github.com/gorilla/websocket"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
)
const (
alphapointDefaultAPIURL = "https://sim3.alphapoint.com:8400"
alphapointAPIVersion = "1"
alphapointTicker = "GetTicker"
alphapointTrades = "GetTrades"
alphapointTradesByDate = "GetTradesByDate"
alphapointOrderbook = "GetOrderBook"
alphapointProductPairs = "GetProductPairs"
alphapointProducts = "GetProducts"
alphapointCreateAccount = "CreateAccount"
alphapointUserInfo = "GetUserInfo"
alphapointAccountInfo = "GetAccountInfo"
alphapointAccountTrades = "GetAccountTrades"
alphapointDepositAddresses = "GetDepositAddresses"
alphapointWithdraw = "Withdraw"
alphapointCreateOrder = "CreateOrder"
alphapointModifyOrder = "ModifyOrder"
alphapointCancelOrder = "CancelOrder"
alphapointCancelAllOrders = "CancelAllOrders"
alphapointOpenOrders = "GetAccountOpenOrders"
alphapointOrderFee = "GetOrderFee"
// alphapoint rate limit
alphapointRateInterval = time.Minute * 10
alphapointRequestRate = 500
)
// Alphapoint is the overarching type across the alphapoint package
type Alphapoint struct {
exchange.Base
WebsocketConn *websocket.Conn
}
// GetTicker returns current ticker information from Alphapoint for a selected
// currency pair ie "BTCUSD"
func (a *Alphapoint) GetTicker(currencyPair string) (Ticker, error) {
req := make(map[string]interface{})
req["productPair"] = currencyPair
response := Ticker{}
err := a.SendHTTPRequest(exchange.RestSpot, http.MethodPost, alphapointTicker, req, &response)
if err != nil {
return response, err
}
if !response.IsAccepted {
return response, errors.New(response.RejectReason)
}
return response, nil
}
// GetTrades fetches past trades for the given currency pair
// currencyPair: ie "BTCUSD"
// StartIndex: specifies the index to begin from, -1 being the first trade on
// AlphaPoint Exchange. To begin from the most recent trade, set startIndex to
// 0 (default: 0)
// Count: specifies the number of trades to return (default: 10)
func (a *Alphapoint) GetTrades(currencyPair string, startIndex, count int) (Trades, error) {
req := make(map[string]interface{})
req["ins"] = currencyPair
req["startIndex"] = startIndex
req["Count"] = count
response := Trades{}
err := a.SendHTTPRequest(exchange.RestSpot, http.MethodPost, alphapointTrades, req, &response)
if err != nil {
return response, err
}
if !response.IsAccepted {
return response, errors.New(response.RejectReason)
}
return response, nil
}
// GetTradesByDate gets trades by date
// CurrencyPair - instrument code (ex: “BTCUSD”)
// StartDate - specifies the starting time in epoch time, type is long
// EndDate - specifies the end time in epoch time, type is long
func (a *Alphapoint) GetTradesByDate(currencyPair string, startDate, endDate int64) (Trades, error) {
req := make(map[string]interface{})
req["ins"] = currencyPair
req["startDate"] = startDate
req["endDate"] = endDate
response := Trades{}
err := a.SendHTTPRequest(exchange.RestSpot, http.MethodPost, alphapointTradesByDate, req, &response)
if err != nil {
return response, err
}
if !response.IsAccepted {
return response, errors.New(response.RejectReason)
}
return response, nil
}
// GetOrderbook fetches the current orderbook for a given currency pair
// CurrencyPair - trade pair (ex: “BTCUSD”)
func (a *Alphapoint) GetOrderbook(currencyPair string) (Orderbook, error) {
req := make(map[string]interface{})
req["productPair"] = currencyPair
response := Orderbook{}
err := a.SendHTTPRequest(exchange.RestSpot, http.MethodPost, alphapointOrderbook, req, &response)
if err != nil {
return response, err
}
if !response.IsAccepted {
return response, errors.New(response.RejectReason)
}
return response, nil
}
// GetProductPairs gets the currency pairs currently traded on alphapoint
func (a *Alphapoint) GetProductPairs() (ProductPairs, error) {
response := ProductPairs{}
err := a.SendHTTPRequest(exchange.RestSpot, http.MethodPost, alphapointProductPairs, nil, &response)
if err != nil {
return response, err
}
if !response.IsAccepted {
return response, errors.New(response.RejectReason)
}
return response, nil
}
// GetProducts gets the currency products currently supported on alphapoint
func (a *Alphapoint) GetProducts() (Products, error) {
response := Products{}
err := a.SendHTTPRequest(exchange.RestSpot, http.MethodPost, alphapointProducts, nil, &response)
if err != nil {
return response, err
}
if !response.IsAccepted {
return response, errors.New(response.RejectReason)
}
return response, nil
}
// CreateAccount creates a new account on alphapoint
// FirstName - First name
// LastName - Last name
// Email - Email address
// Phone - Phone number (ex: “+12223334444”)
// Password - Minimum 8 characters
func (a *Alphapoint) CreateAccount(firstName, lastName, email, phone, password string) error {
if len(password) < 8 {
return errors.New(
"alphapoint Error - Create account - Password must be 8 characters or more",
)
}
req := make(map[string]interface{})
req["firstname"] = firstName
req["lastname"] = lastName
req["email"] = email
req["phone"] = phone
req["password"] = password
response := Response{}
err := a.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, alphapointCreateAccount, req, &response)
if err != nil {
return fmt.Errorf("unable to create account. Reason: %s", err)
}
if !response.IsAccepted {
return errors.New(response.RejectReason)
}
return nil
}
// GetUserInfo returns current account user information
func (a *Alphapoint) GetUserInfo() (UserInfo, error) {
response := UserInfo{}
err := a.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, alphapointUserInfo, map[string]interface{}{}, &response)
if err != nil {
return UserInfo{}, err
}
if !response.IsAccepted {
return response, errors.New(response.RejectReason)
}
return response, nil
}
// SetUserInfo changes user name and/or 2FA settings
// userInfoKVP - An array of key value pairs
// FirstName - First name
// LastName - Last name
// UseAuthy2FA - “true” or “false” toggle Authy app
// Cell2FACountryCode - Cell country code (ex: 1), required for Authentication
// Cell2FAValue - Cell phone number, required for Authentication
// Use2FAForWithdraw - “true” or “false” set to true for using 2FA for
// withdrawals
func (a *Alphapoint) SetUserInfo(firstName, lastName, cell2FACountryCode, cell2FAValue string, useAuthy2FA, use2FAForWithdraw bool) (UserInfoSet, error) {
response := UserInfoSet{}
var userInfoKVPs = []UserInfoKVP{
{
Key: "FirstName",
Value: firstName,
},
{
Key: "LastName",
Value: lastName,
},
{
Key: "Cell2FACountryCode",
Value: cell2FACountryCode,
},
{
Key: "Cell2FAValue",
Value: cell2FAValue,
},
{
Key: "UseAuthy2FA",
Value: strconv.FormatBool(useAuthy2FA),
},
{
Key: "Use2FAForWithdraw",
Value: strconv.FormatBool(use2FAForWithdraw),
},
}
req := make(map[string]interface{})
req["userInfoKVP"] = userInfoKVPs
err := a.SendAuthenticatedHTTPRequest(
exchange.RestSpot,
http.MethodPost,
alphapointUserInfo,
req,
&response,
)
if err != nil {
return response, err
}
if response.IsAccepted != "true" {
return response, errors.New(response.RejectReason)
}
return response, nil
}
// GetAccountInformation returns account info
func (a *Alphapoint) GetAccountInformation() (AccountInfo, error) {
response := AccountInfo{}
err := a.SendAuthenticatedHTTPRequest(
exchange.RestSpot,
http.MethodPost,
alphapointAccountInfo,
map[string]interface{}{},
&response,
)
if err != nil {
return response, err
}
if !response.IsAccepted {
return response, errors.New(response.RejectReason)
}
return response, nil
}
// GetAccountTrades returns the trades executed on the account.
// CurrencyPair - Instrument code (ex: “BTCUSD”)
// StartIndex - Starting index, if less than 0 then start from the beginning
// Count - Returns last trade, (Default: 30)
func (a *Alphapoint) GetAccountTrades(currencyPair string, startIndex, count int) (Trades, error) {
req := make(map[string]interface{})
req["ins"] = currencyPair
req["startIndex"] = startIndex
req["count"] = count
response := Trades{}
err := a.SendAuthenticatedHTTPRequest(
exchange.RestSpot,
http.MethodPost,
alphapointAccountTrades,
req,
&response,
)
if err != nil {
return response, err
}
if !response.IsAccepted {
return response, errors.New(response.RejectReason)
}
return response, nil
}
// GetDepositAddresses generates a deposit address
func (a *Alphapoint) GetDepositAddresses() ([]DepositAddresses, error) {
response := Response{}
err := a.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, alphapointDepositAddresses,
map[string]interface{}{}, &response,
)
if err != nil {
return nil, err
}
if !response.IsAccepted {
return nil, errors.New(response.RejectReason)
}
return response.Addresses, nil
}
// WithdrawCoins withdraws a coin to a specific address
// symbol - Instrument name (ex: “BTCUSD”)
// product - Currency name (ex: “BTC”)
// amount - Amount (ex: “.011”)
// address - Withdraw address
func (a *Alphapoint) WithdrawCoins(symbol, product, address string, amount float64) error {
req := make(map[string]interface{})
req["ins"] = symbol
req["product"] = product
req["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
req["sendToAddress"] = address
response := Response{}
err := a.SendAuthenticatedHTTPRequest(
exchange.RestSpot,
http.MethodPost,
alphapointWithdraw,
req,
&response,
)
if err != nil {
return err
}
if !response.IsAccepted {
return errors.New(response.RejectReason)
}
return nil
}
func (a *Alphapoint) convertOrderTypeToOrderTypeNumber(orderType string) (orderTypeNumber int64) {
if orderType == order.Market.String() {
orderTypeNumber = 1
}
return orderTypeNumber
}
// CreateOrder creates a market or limit order
// symbol - Instrument code (ex: “BTCUSD”)
// side - “buy” or “sell”
// orderType - “1” for market orders, “0” for limit orders
// quantity - Quantity
// price - Price in USD
func (a *Alphapoint) CreateOrder(symbol, side, orderType string, quantity, price float64) (int64, error) {
orderTypeNumber := a.convertOrderTypeToOrderTypeNumber(orderType)
req := make(map[string]interface{})
req["ins"] = symbol
req["side"] = side
req["orderType"] = orderTypeNumber
req["qty"] = strconv.FormatFloat(quantity, 'f', -1, 64)
req["px"] = strconv.FormatFloat(price, 'f', -1, 64)
response := Response{}
err := a.SendAuthenticatedHTTPRequest(
exchange.RestSpot,
http.MethodPost,
alphapointCreateOrder,
req,
&response,
)
if err != nil {
return 0, err
}
if !response.IsAccepted {
return 0, errors.New(response.RejectReason)
}
return response.ServerOrderID, nil
}
// ModifyExistingOrder modifies and existing Order
// OrderId - tracked order id number
// symbol - Instrument code (ex: “BTCUSD”)
// modifyAction - “0” or “1”
// “0” means "Move to top", which will modify the order price to the top of the
// book. A buy order will be modified to the highest bid and a sell order will
// be modified to the lowest ask price. “1” means "Execute now", which will
// convert a limit order into a market order.
func (a *Alphapoint) ModifyExistingOrder(symbol string, orderID, action int64) (int64, error) {
req := make(map[string]interface{})
req["ins"] = symbol
req["serverOrderId"] = orderID
req["modifyAction"] = action
response := Response{}
err := a.SendAuthenticatedHTTPRequest(
exchange.RestSpot,
http.MethodPost,
alphapointModifyOrder,
req,
&response,
)
if err != nil {
return 0, err
}
if !response.IsAccepted {
return 0, errors.New(response.RejectReason)
}
return response.ModifyOrderID, nil
}
// CancelExistingOrder cancels an order that has not been executed.
// symbol - Instrument code (ex: “BTCUSD”)
// OrderId - Order id (ex: 1000)
func (a *Alphapoint) CancelExistingOrder(orderID int64, omsid string) (int64, error) {
req := make(map[string]interface{})
req["OrderId"] = orderID
req["OMSId"] = omsid
response := Response{}
err := a.SendAuthenticatedHTTPRequest(
exchange.RestSpot,
http.MethodPost,
alphapointCancelOrder,
req,
&response,
)
if err != nil {
return 0, err
}
if !response.IsAccepted {
return 0, errors.New(response.RejectReason)
}
return response.CancelOrderID, nil
}
// CancelAllExistingOrders cancels all open orders by symbol
// symbol - Instrument code (ex: “BTCUSD”)
func (a *Alphapoint) CancelAllExistingOrders(omsid string) error {
req := make(map[string]interface{})
req["OMSId"] = omsid
response := Response{}
err := a.SendAuthenticatedHTTPRequest(
exchange.RestSpot,
http.MethodPost,
alphapointCancelAllOrders,
req,
&response,
)
if err != nil {
return err
}
if !response.IsAccepted {
return errors.New(response.RejectReason)
}
return nil
}
// GetOrders returns all current open orders
func (a *Alphapoint) GetOrders() ([]OpenOrders, error) {
response := OrderInfo{}
err := a.SendAuthenticatedHTTPRequest(
exchange.RestSpot,
http.MethodPost,
alphapointOpenOrders,
map[string]interface{}{},
&response,
)
if err != nil {
return nil, err
}
if !response.IsAccepted {
return nil, errors.New(response.RejectReason)
}
return response.OpenOrders, nil
}
// GetOrderFee returns a fee associated with an order
// symbol - Instrument code (ex: “BTCUSD”)
// side - “buy” or “sell”
// quantity - Quantity
// price - Price in USD
func (a *Alphapoint) GetOrderFee(symbol, side string, quantity, price float64) (float64, error) {
req := make(map[string]interface{})
req["ins"] = symbol
req["side"] = side
req["qty"] = strconv.FormatFloat(quantity, 'f', -1, 64)
req["px"] = strconv.FormatFloat(price, 'f', -1, 64)
response := Response{}
err := a.SendAuthenticatedHTTPRequest(
exchange.RestSpot,
http.MethodPost,
alphapointOrderFee,
req,
&response,
)
if err != nil {
return 0, err
}
if !response.IsAccepted {
return 0, errors.New(response.RejectReason)
}
return response.Fee, nil
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (a *Alphapoint) SendHTTPRequest(ep exchange.URL, method, path string, data map[string]interface{}, result interface{}) error {
endpoint, err := a.API.Endpoints.GetURL(ep)
if err != nil {
return err
}
headers := make(map[string]string)
headers["Content-Type"] = "application/json"
path = fmt.Sprintf("%s/ajax/v%s/%s", endpoint, alphapointAPIVersion, path)
PayloadJSON, err := json.Marshal(data)
if err != nil {
return errors.New("unable to JSON request")
}
return a.SendPayload(context.Background(), &request.Item{
Method: method,
Path: path,
Headers: headers,
Body: bytes.NewBuffer(PayloadJSON),
Result: result,
Verbose: a.Verbose,
HTTPDebugging: a.HTTPDebugging,
HTTPRecording: a.HTTPRecording})
}
// SendAuthenticatedHTTPRequest sends an authenticated request
func (a *Alphapoint) SendAuthenticatedHTTPRequest(ep exchange.URL, method, path string, data map[string]interface{}, result interface{}) error {
if !a.AllowAuthenticatedRequest() {
return fmt.Errorf("%s %w", a.Name, exchange.ErrAuthenticatedRequestWithoutCredentialsSet)
}
endpoint, err := a.API.Endpoints.GetURL(ep)
if err != nil {
return err
}
n := a.Requester.GetNonce(true)
headers := make(map[string]string)
headers["Content-Type"] = "application/json"
data["apiKey"] = a.API.Credentials.Key
data["apiNonce"] = n
hmac := crypto.GetHMAC(crypto.HashSHA256,
[]byte(n.String()+a.API.Credentials.ClientID+a.API.Credentials.Key),
[]byte(a.API.Credentials.Secret))
data["apiSig"] = strings.ToUpper(crypto.HexEncodeToString(hmac))
path = fmt.Sprintf("%s/ajax/v%s/%s", endpoint, alphapointAPIVersion, path)
PayloadJSON, err := json.Marshal(data)
if err != nil {
return errors.New("unable to JSON request")
}
return a.SendPayload(context.Background(), &request.Item{
Method: method,
Path: path,
Headers: headers,
Body: bytes.NewBuffer(PayloadJSON),
Result: result,
AuthRequest: true,
NonceEnabled: true,
Verbose: a.Verbose,
HTTPDebugging: a.HTTPDebugging,
HTTPRecording: a.HTTPRecording})
}