Files
gocryptotrader/exchanges/exmo/exmo.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

524 lines
15 KiB
Go

package exmo
import (
"context"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"strings"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/log"
)
const (
exmoAPIURL = "https://api.exmo.com"
exmoAPIVersion = "1"
exmoTrades = "trades"
exmoOrderbook = "order_book"
exmoTicker = "ticker"
exmoPairSettings = "pair_settings"
exmoCurrency = "currency"
exmoUserInfo = "user_info"
exmoOrderCreate = "order_create"
exmoOrderCancel = "order_cancel"
exmoOpenOrders = "user_open_orders"
exmoUserTrades = "user_trades"
exmoCancelledOrders = "user_cancelled_orders"
exmoOrderTrades = "order_trades"
exmoRequiredAmount = "required_amount"
exmoDepositAddress = "deposit_address"
exmoWithdrawCrypt = "withdraw_crypt"
exmoGetWithdrawTXID = "withdraw_get_txid"
exmoExcodeCreate = "excode_create"
exmoExcodeLoad = "excode_load"
exmoWalletHistory = "wallet_history"
// Rate limit: 180 per/minute
exmoRateInterval = time.Minute
exmoRequestRate = 180
)
// EXMO exchange struct
type EXMO struct {
exchange.Base
}
// GetTrades returns the trades for a symbol or symbols
func (e *EXMO) GetTrades(symbol string) (map[string][]Trades, error) {
v := url.Values{}
v.Set("pair", symbol)
result := make(map[string][]Trades)
urlPath := fmt.Sprintf("/v%s/%s", exmoAPIVersion, exmoTrades)
return result, e.SendHTTPRequest(exchange.RestSpot, common.EncodeURLValues(urlPath, v), &result)
}
// GetOrderbook returns the orderbook for a symbol or symbols
func (e *EXMO) GetOrderbook(symbol string) (map[string]Orderbook, error) {
v := url.Values{}
v.Set("pair", symbol)
result := make(map[string]Orderbook)
urlPath := fmt.Sprintf("/v%s/%s", exmoAPIVersion, exmoOrderbook)
return result, e.SendHTTPRequest(exchange.RestSpot, common.EncodeURLValues(urlPath, v), &result)
}
// GetTicker returns the ticker for a symbol or symbols
func (e *EXMO) GetTicker() (map[string]Ticker, error) {
v := url.Values{}
result := make(map[string]Ticker)
urlPath := fmt.Sprintf("/v%s/%s", exmoAPIVersion, exmoTicker)
return result, e.SendHTTPRequest(exchange.RestSpot, common.EncodeURLValues(urlPath, v), &result)
}
// GetPairSettings returns the pair settings for a symbol or symbols
func (e *EXMO) GetPairSettings() (map[string]PairSettings, error) {
result := make(map[string]PairSettings)
urlPath := fmt.Sprintf("/v%s/%s", exmoAPIVersion, exmoPairSettings)
return result, e.SendHTTPRequest(exchange.RestSpot, urlPath, &result)
}
// GetCurrency returns a list of currencies
func (e *EXMO) GetCurrency() ([]string, error) {
var result []string
urlPath := fmt.Sprintf("/v%s/%s", exmoAPIVersion, exmoCurrency)
return result, e.SendHTTPRequest(exchange.RestSpot, urlPath, &result)
}
// GetUserInfo returns the user info
func (e *EXMO) GetUserInfo() (UserInfo, error) {
var result UserInfo
err := e.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, exmoUserInfo, url.Values{}, &result)
return result, err
}
// CreateOrder creates an order
// Params: pair, quantity, price and type
// Type can be buy, sell, market_buy, market_sell, market_buy_total and market_sell_total
func (e *EXMO) CreateOrder(pair, orderType string, price, amount float64) (int64, error) {
type response struct {
OrderID int64 `json:"order_id"`
Result bool `json:"result"`
Error string `json:"error"`
}
v := url.Values{}
v.Set("pair", pair)
v.Set("type", orderType)
v.Set("price", strconv.FormatFloat(price, 'f', -1, 64))
v.Set("quantity", strconv.FormatFloat(amount, 'f', -1, 64))
var resp response
err := e.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, exmoOrderCreate, v, &resp)
if !resp.Result {
return -1, errors.New(resp.Error)
}
return resp.OrderID, err
}
// CancelExistingOrder cancels an order by the orderID
func (e *EXMO) CancelExistingOrder(orderID int64) error {
v := url.Values{}
v.Set("order_id", strconv.FormatInt(orderID, 10))
type response struct {
Result bool `json:"result"`
Error string `json:"error"`
}
var resp response
err := e.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, exmoOrderCancel, v, &resp)
if !resp.Result {
return errors.New(resp.Error)
}
return err
}
// GetOpenOrders returns the users open orders
func (e *EXMO) GetOpenOrders() (map[string]OpenOrders, error) {
result := make(map[string]OpenOrders)
err := e.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, exmoOpenOrders, url.Values{}, &result)
return result, err
}
// GetUserTrades returns the user trades
func (e *EXMO) GetUserTrades(pair, offset, limit string) (map[string][]UserTrades, error) {
result := make(map[string][]UserTrades)
v := url.Values{}
v.Set("pair", pair)
if offset != "" {
v.Set("offset", offset)
}
if limit != "" {
v.Set("limit", limit)
}
err := e.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, exmoUserTrades, v, &result)
return result, err
}
// GetCancelledOrders returns a list of cancelled orders
func (e *EXMO) GetCancelledOrders(offset, limit string) ([]CancelledOrder, error) {
var result []CancelledOrder
v := url.Values{}
if offset != "" {
v.Set("offset", offset)
}
if limit != "" {
v.Set("limit", limit)
}
err := e.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, exmoCancelledOrders, v, &result)
return result, err
}
// GetOrderTrades returns a history of order trade details for the specific orderID
func (e *EXMO) GetOrderTrades(orderID int64) (OrderTrades, error) {
var result OrderTrades
v := url.Values{}
v.Set("order_id", strconv.FormatInt(orderID, 10))
err := e.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, exmoOrderTrades, v, &result)
return result, err
}
// GetRequiredAmount calculates the sum of buying a certain amount of currency
// for the particular currency pair
func (e *EXMO) GetRequiredAmount(pair string, amount float64) (RequiredAmount, error) {
v := url.Values{}
v.Set("pair", pair)
v.Set("quantity", strconv.FormatFloat(amount, 'f', -1, 64))
var result RequiredAmount
err := e.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, exmoRequiredAmount, v, &result)
return result, err
}
// GetCryptoDepositAddress returns a list of addresses for cryptocurrency deposits
func (e *EXMO) GetCryptoDepositAddress() (map[string]string, error) {
var result interface{}
err := e.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, exmoDepositAddress, url.Values{}, &result)
if err != nil {
return nil, err
}
switch r := result.(type) {
case map[string]interface{}:
mapString := make(map[string]string)
for key, value := range r {
mapString[key] = value.(string)
}
return mapString, nil
default:
return nil, errors.New("no addresses found, generate required addresses via site")
}
}
// WithdrawCryptocurrency withdraws a cryptocurrency from the exchange to the desired address
// NOTE: This API function is available only after request to their tech support team
func (e *EXMO) WithdrawCryptocurrency(currency, address, invoice string, amount float64) (int64, error) {
type response struct {
TaskID int64 `json:"task_id,string"`
Result bool `json:"result"`
Error string `json:"error"`
Success int64 `json:"success"`
}
v := url.Values{}
v.Set("currency", currency)
v.Set("address", address)
if strings.EqualFold(currency, "XRP") {
v.Set(invoice, invoice)
}
v.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
var resp response
err := e.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, exmoWithdrawCrypt, v, &resp)
if err != nil {
return -1, err
}
if resp.Success == 0 || !resp.Result {
return -1, errors.New(resp.Error)
}
return resp.TaskID, err
}
// GetWithdrawTXID gets the result of a withdrawal request
func (e *EXMO) GetWithdrawTXID(taskID int64) (string, error) {
type response struct {
Status bool `json:"status"`
TXID string `json:"txid"`
}
v := url.Values{}
v.Set("task_id", strconv.FormatInt(taskID, 10))
var result response
err := e.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, exmoGetWithdrawTXID, v, &result)
return result.TXID, err
}
// ExcodeCreate creates an EXMO coupon
func (e *EXMO) ExcodeCreate(currency string, amount float64) (ExcodeCreate, error) {
v := url.Values{}
v.Set("currency", currency)
v.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
var result ExcodeCreate
err := e.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, exmoExcodeCreate, v, &result)
return result, err
}
// ExcodeLoad loads an EXMO coupon
func (e *EXMO) ExcodeLoad(excode string) (ExcodeLoad, error) {
v := url.Values{}
v.Set("code", excode)
var result ExcodeLoad
err := e.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, exmoExcodeLoad, v, &result)
return result, err
}
// GetWalletHistory returns the users deposit/withdrawal history
func (e *EXMO) GetWalletHistory(date int64) (WalletHistory, error) {
v := url.Values{}
v.Set("date", strconv.FormatInt(date, 10))
var result WalletHistory
err := e.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, exmoWalletHistory, v, &result)
return result, err
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (e *EXMO) SendHTTPRequest(endpoint exchange.URL, path string, result interface{}) error {
urlPath, err := e.API.Endpoints.GetURL(endpoint)
if err != nil {
return err
}
return e.SendPayload(context.Background(), &request.Item{
Method: http.MethodGet,
Path: urlPath + path,
Result: result,
Verbose: e.Verbose,
HTTPDebugging: e.HTTPDebugging,
HTTPRecording: e.HTTPRecording,
})
}
// SendAuthenticatedHTTPRequest sends an authenticated HTTP request
func (e *EXMO) SendAuthenticatedHTTPRequest(epath exchange.URL, method, endpoint string, vals url.Values, result interface{}) error {
if !e.AllowAuthenticatedRequest() {
return fmt.Errorf("%s %w", e.Name, exchange.ErrAuthenticatedRequestWithoutCredentialsSet)
}
urlPath, err := e.API.Endpoints.GetURL(epath)
if err != nil {
return err
}
n := e.Requester.GetNonce(true).String()
vals.Set("nonce", n)
payload := vals.Encode()
hash := crypto.GetHMAC(crypto.HashSHA512,
[]byte(payload),
[]byte(e.API.Credentials.Secret))
if e.Verbose {
log.Debugf(log.ExchangeSys, "Sending %s request to %s with params %s\n",
method,
endpoint,
payload)
}
headers := make(map[string]string)
headers["Key"] = e.API.Credentials.Key
headers["Sign"] = crypto.HexEncodeToString(hash)
headers["Content-Type"] = "application/x-www-form-urlencoded"
path := fmt.Sprintf("/v%s/%s", exmoAPIVersion, endpoint)
return e.SendPayload(context.Background(), &request.Item{
Method: method,
Path: urlPath + path,
Headers: headers,
Body: strings.NewReader(payload),
Result: result,
AuthRequest: true,
NonceEnabled: true,
Verbose: e.Verbose,
HTTPDebugging: e.HTTPDebugging,
HTTPRecording: e.HTTPRecording,
})
}
// GetFee returns an estimate of fee based on type of transaction
func (e *EXMO) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
case exchange.CryptocurrencyWithdrawalFee:
fee = getCryptocurrencyWithdrawalFee(feeBuilder.Pair.Base)
case exchange.InternationalBankWithdrawalFee:
fee = getInternationalBankWithdrawalFee(feeBuilder.FiatCurrency,
feeBuilder.Amount,
feeBuilder.BankTransactionType)
case exchange.InternationalBankDepositFee:
fee = getInternationalBankDepositFee(feeBuilder.FiatCurrency,
feeBuilder.Amount,
feeBuilder.BankTransactionType)
case exchange.OfflineTradeFee:
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
func getCryptocurrencyWithdrawalFee(c currency.Code) float64 {
return WithdrawalFees[c]
}
func calculateTradingFee(price, amount float64) float64 {
return 0.002 * price * amount
}
func getInternationalBankWithdrawalFee(c currency.Code, amount float64, bankTransactionType exchange.InternationalBankTransactionType) float64 {
var fee float64
switch bankTransactionType {
case exchange.WireTransfer:
switch c {
case currency.RUB:
fee = 3200
case currency.PLN:
fee = 125
case currency.TRY:
fee = 0
}
case exchange.PerfectMoney:
switch c {
case currency.USD:
fee = 0.01 * amount
case currency.EUR:
fee = 0.0195 * amount
}
case exchange.Neteller:
switch c {
case currency.USD:
fee = 0.0195 * amount
case currency.EUR:
fee = 0.0195 * amount
}
case exchange.AdvCash:
switch c {
case currency.USD:
fee = 0.0295 * amount
case currency.EUR:
fee = 0.03 * amount
case currency.RUB:
fee = 0.0195 * amount
case currency.UAH:
fee = 0.0495 * amount
}
case exchange.Payeer:
switch c {
case currency.USD:
fee = 0.0395 * amount
case currency.EUR:
fee = 0.01 * amount
case currency.RUB:
fee = 0.0595 * amount
}
case exchange.Skrill:
switch c {
case currency.USD:
fee = 0.0145 * amount
case currency.EUR:
fee = 0.03 * amount
case currency.TRY:
fee = 0
}
case exchange.VisaMastercard:
switch c {
case currency.USD:
fee = 0.06 * amount
case currency.EUR:
fee = 0.06 * amount
case currency.PLN:
fee = 0.06 * amount
}
}
return fee
}
func getInternationalBankDepositFee(c currency.Code, amount float64, bankTransactionType exchange.InternationalBankTransactionType) float64 {
var fee float64
switch bankTransactionType {
case exchange.WireTransfer:
switch c {
case currency.RUB:
fee = 1600
case currency.PLN:
fee = 30
case currency.TRY:
fee = 0
}
case exchange.Neteller:
switch c {
case currency.USD:
fee = (0.035 * amount) + 0.29
case currency.EUR:
fee = (0.035 * amount) + 0.25
}
case exchange.AdvCash:
switch c {
case currency.USD:
fee = 0.0295 * amount
case currency.EUR:
fee = 0.01 * amount
case currency.RUB:
fee = 0.0495 * amount
case currency.UAH:
fee = 0.01 * amount
}
case exchange.Payeer:
switch c {
case currency.USD:
fee = 0.0195 * amount
case currency.EUR:
fee = 0.0295 * amount
case currency.RUB:
fee = 0.0345 * amount
}
case exchange.Skrill:
switch c {
case currency.USD:
fee = (0.0495 * amount) + 0.36
case currency.EUR:
fee = (0.0295 * amount) + 0.29
case currency.PLN:
fee = (0.035 * amount) + 1.21
case currency.TRY:
fee = 0
}
}
return fee
}