Files
gocryptotrader/exchanges/gateio/gateio.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

563 lines
16 KiB
Go

package gateio
import (
"context"
"encoding/json"
"errors"
"fmt"
"net/http"
"strconv"
"strings"
"github.com/thrasher-corp/gocryptotrader/common/convert"
"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/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
const (
gateioTradeURL = "https://api.gateio.io"
gateioMarketURL = "https://data.gateio.io"
gateioAPIVersion = "api2/1"
gateioSymbol = "pairs"
gateioMarketInfo = "marketinfo"
gateioKline = "candlestick2"
gateioOrder = "private"
gateioBalances = "private/balances"
gateioCancelOrder = "private/cancelOrder"
gateioCancelAllOrders = "private/cancelAllOrders"
gateioWithdraw = "private/withdraw"
gateioOpenOrders = "private/openOrders"
gateioTradeHistory = "private/tradeHistory"
gateioDepositAddress = "private/depositAddress"
gateioTicker = "ticker"
gateioTrades = "tradeHistory"
gateioTickers = "tickers"
gateioOrderbook = "orderBook"
gateioGenerateAddress = "New address is being generated for you, please wait a moment and refresh this page. "
)
// Gateio is the overarching type across this package
type Gateio struct {
exchange.Base
}
// GetSymbols returns all supported symbols
func (g *Gateio) GetSymbols() ([]string, error) {
var result []string
urlPath := fmt.Sprintf("/%s/%s", gateioAPIVersion, gateioSymbol)
err := g.SendHTTPRequest(exchange.RestSpotSupplementary, urlPath, &result)
if err != nil {
return nil, nil
}
return result, err
}
// GetMarketInfo returns information about all trading pairs, including
// transaction fee, minimum order quantity, price accuracy and so on
func (g *Gateio) GetMarketInfo() (MarketInfoResponse, error) {
type response struct {
Result string `json:"result"`
Pairs []interface{} `json:"pairs"`
}
urlPath := fmt.Sprintf("/%s/%s", gateioAPIVersion, gateioMarketInfo)
var res response
var result MarketInfoResponse
err := g.SendHTTPRequest(exchange.RestSpotSupplementary, urlPath, &res)
if err != nil {
return result, err
}
result.Result = res.Result
for _, v := range res.Pairs {
item := v.(map[string]interface{})
for itemk, itemv := range item {
pairv := itemv.(map[string]interface{})
result.Pairs = append(result.Pairs, MarketInfoPairsResponse{
Symbol: itemk,
DecimalPlaces: pairv["decimal_places"].(float64),
MinAmount: pairv["min_amount"].(float64),
Fee: pairv["fee"].(float64),
})
}
}
return result, nil
}
// GetLatestSpotPrice returns latest spot price of symbol
// updated every 10 seconds
//
// symbol: string of currency pair
func (g *Gateio) GetLatestSpotPrice(symbol string) (float64, error) {
res, err := g.GetTicker(symbol)
if err != nil {
return 0, err
}
return res.Last, nil
}
// GetTicker returns a ticker for the supplied symbol
// updated every 10 seconds
func (g *Gateio) GetTicker(symbol string) (TickerResponse, error) {
urlPath := fmt.Sprintf("/%s/%s/%s", gateioAPIVersion, gateioTicker, symbol)
var res TickerResponse
return res, g.SendHTTPRequest(exchange.RestSpotSupplementary, urlPath, &res)
}
// GetTickers returns tickers for all symbols
func (g *Gateio) GetTickers() (map[string]TickerResponse, error) {
urlPath := fmt.Sprintf("/%s/%s", gateioAPIVersion, gateioTickers)
resp := make(map[string]TickerResponse)
err := g.SendHTTPRequest(exchange.RestSpotSupplementary, urlPath, &resp)
if err != nil {
return nil, err
}
return resp, nil
}
// GetTrades returns trades for symbols
func (g *Gateio) GetTrades(symbol string) (TradeHistory, error) {
urlPath := fmt.Sprintf("/%s/%s/%s", gateioAPIVersion, gateioTrades, symbol)
var resp TradeHistory
err := g.SendHTTPRequest(exchange.RestSpotSupplementary, urlPath, &resp)
if err != nil {
return TradeHistory{}, err
}
return resp, nil
}
// GetOrderbook returns the orderbook data for a suppled symbol
func (g *Gateio) GetOrderbook(symbol string) (Orderbook, error) {
urlPath := fmt.Sprintf("/%s/%s/%s", gateioAPIVersion, gateioOrderbook, symbol)
var resp OrderbookResponse
err := g.SendHTTPRequest(exchange.RestSpotSupplementary, urlPath, &resp)
if err != nil {
return Orderbook{}, err
}
if resp.Result != "true" {
return Orderbook{}, errors.New("result was not true")
}
var ob Orderbook
if len(resp.Asks) == 0 {
return ob, errors.New("asks are empty")
}
// Asks are in reverse order
for x := len(resp.Asks) - 1; x != 0; x-- {
data := resp.Asks[x]
price, err := strconv.ParseFloat(data[0], 64)
if err != nil {
continue
}
amount, err := strconv.ParseFloat(data[1], 64)
if err != nil {
continue
}
ob.Asks = append(ob.Asks, OrderbookItem{Price: price, Amount: amount})
}
if len(resp.Bids) == 0 {
return ob, errors.New("bids are empty")
}
for x := range resp.Bids {
data := resp.Bids[x]
price, err := strconv.ParseFloat(data[0], 64)
if err != nil {
continue
}
amount, err := strconv.ParseFloat(data[1], 64)
if err != nil {
continue
}
ob.Bids = append(ob.Bids, OrderbookItem{Price: price, Amount: amount})
}
ob.Result = resp.Result
ob.Elapsed = resp.Elapsed
return ob, nil
}
// GetSpotKline returns kline data for the most recent time period
func (g *Gateio) GetSpotKline(arg KlinesRequestParams) (kline.Item, error) {
urlPath := fmt.Sprintf("/%s/%s/%s?group_sec=%s&range_hour=%d",
gateioAPIVersion,
gateioKline,
arg.Symbol,
arg.GroupSec,
arg.HourSize)
var rawKlines map[string]interface{}
err := g.SendHTTPRequest(exchange.RestSpotSupplementary, urlPath, &rawKlines)
if err != nil {
return kline.Item{}, err
}
result := kline.Item{
Exchange: g.Name,
}
if rawKlines == nil || rawKlines["data"] == nil {
return kline.Item{}, errors.New("rawKlines is nil")
}
rawKlineDatasString, _ := json.Marshal(rawKlines["data"].([]interface{}))
var rawKlineDatas [][]interface{}
if err := json.Unmarshal(rawKlineDatasString, &rawKlineDatas); err != nil {
return kline.Item{}, fmt.Errorf("rawKlines unmarshal failed. Err: %s", err)
}
for _, k := range rawKlineDatas {
otString, err := strconv.ParseFloat(k[0].(string), 64)
if err != nil {
return kline.Item{}, err
}
ot, err := convert.TimeFromUnixTimestampFloat(otString)
if err != nil {
return kline.Item{}, fmt.Errorf("cannot parse Kline.OpenTime. Err: %s", err)
}
_vol, err := convert.FloatFromString(k[1])
if err != nil {
return kline.Item{}, fmt.Errorf("cannot parse Kline.Volume. Err: %s", err)
}
_close, err := convert.FloatFromString(k[2])
if err != nil {
return kline.Item{}, fmt.Errorf("cannot parse Kline.Close. Err: %s", err)
}
_high, err := convert.FloatFromString(k[3])
if err != nil {
return kline.Item{}, fmt.Errorf("cannot parse Kline.High. Err: %s", err)
}
_low, err := convert.FloatFromString(k[4])
if err != nil {
return kline.Item{}, fmt.Errorf("cannot parse Kline.Low. Err: %s", err)
}
_open, err := convert.FloatFromString(k[5])
if err != nil {
return kline.Item{}, fmt.Errorf("cannot parse Kline.Open. Err: %s", err)
}
result.Candles = append(result.Candles, kline.Candle{
Time: ot,
Volume: _vol,
Close: _close,
High: _high,
Low: _low,
Open: _open,
})
}
return result, nil
}
// GetBalances obtains the users account balance
func (g *Gateio) GetBalances() (BalancesResponse, error) {
var result BalancesResponse
return result,
g.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, gateioBalances, "", &result)
}
// SpotNewOrder places a new order
func (g *Gateio) SpotNewOrder(arg SpotNewOrderRequestParams) (SpotNewOrderResponse, error) {
var result SpotNewOrderResponse
// Be sure to use the correct price precision before calling this
params := fmt.Sprintf("currencyPair=%s&rate=%s&amount=%s",
arg.Symbol,
strconv.FormatFloat(arg.Price, 'f', -1, 64),
strconv.FormatFloat(arg.Amount, 'f', -1, 64),
)
urlPath := fmt.Sprintf("%s/%s", gateioOrder, arg.Type)
return result, g.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, urlPath, params, &result)
}
// CancelExistingOrder cancels an order given the supplied orderID and symbol
// orderID order ID number
// symbol trade pair (ltc_btc)
func (g *Gateio) CancelExistingOrder(orderID int64, symbol string) (bool, error) {
type response struct {
Result bool `json:"result"`
Code int `json:"code"`
Message string `json:"message"`
}
var result response
// Be sure to use the correct price precision before calling this
params := fmt.Sprintf("orderNumber=%d&currencyPair=%s",
orderID,
symbol,
)
err := g.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, gateioCancelOrder, params, &result)
if err != nil {
return false, err
}
if !result.Result {
return false, fmt.Errorf("code:%d message:%s", result.Code, result.Message)
}
return true, nil
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (g *Gateio) SendHTTPRequest(ep exchange.URL, path string, result interface{}) error {
endpoint, err := g.API.Endpoints.GetURL(ep)
if err != nil {
return err
}
return g.SendPayload(context.Background(), &request.Item{
Method: http.MethodGet,
Path: endpoint + path,
Result: result,
Verbose: g.Verbose,
HTTPDebugging: g.HTTPDebugging,
HTTPRecording: g.HTTPRecording,
})
}
// CancelAllExistingOrders all orders for a given symbol and side
// orderType (0: sell,1: buy,-1: unlimited)
func (g *Gateio) CancelAllExistingOrders(orderType int64, symbol string) error {
type response struct {
Result bool `json:"result"`
Code int `json:"code"`
Message string `json:"message"`
}
var result response
params := fmt.Sprintf("type=%d&currencyPair=%s",
orderType,
symbol,
)
err := g.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, gateioCancelAllOrders, params, &result)
if err != nil {
return err
}
if !result.Result {
return fmt.Errorf("code:%d message:%s", result.Code, result.Message)
}
return nil
}
// GetOpenOrders retrieves all open orders with an optional symbol filter
func (g *Gateio) GetOpenOrders(symbol string) (OpenOrdersResponse, error) {
var params string
var result OpenOrdersResponse
if symbol != "" {
params = fmt.Sprintf("currencyPair=%s", symbol)
}
err := g.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, gateioOpenOrders, params, &result)
if err != nil {
return result, err
}
if result.Code > 0 {
return result, fmt.Errorf("code:%d message:%s", result.Code, result.Message)
}
return result, nil
}
// GetTradeHistory retrieves all orders with an optional symbol filter
func (g *Gateio) GetTradeHistory(symbol string) (TradHistoryResponse, error) {
var params string
var result TradHistoryResponse
params = fmt.Sprintf("currencyPair=%s", symbol)
err := g.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, gateioTradeHistory, params, &result)
if err != nil {
return result, err
}
if result.Code > 0 {
return result, fmt.Errorf("code:%d message:%s", result.Code, result.Message)
}
return result, nil
}
// GenerateSignature returns hash for authenticated requests
func (g *Gateio) GenerateSignature(message string) []byte {
return crypto.GetHMAC(crypto.HashSHA512, []byte(message),
[]byte(g.API.Credentials.Secret))
}
// SendAuthenticatedHTTPRequest sends authenticated requests to the Gateio API
// To use this you must setup an APIKey and APISecret from the exchange
func (g *Gateio) SendAuthenticatedHTTPRequest(ep exchange.URL, method, endpoint, param string, result interface{}) error {
if !g.AllowAuthenticatedRequest() {
return fmt.Errorf("%s %w", g.Name, exchange.ErrAuthenticatedRequestWithoutCredentialsSet)
}
ePoint, err := g.API.Endpoints.GetURL(ep)
if err != nil {
return err
}
headers := make(map[string]string)
headers["Content-Type"] = "application/x-www-form-urlencoded"
headers["key"] = g.API.Credentials.Key
hmac := g.GenerateSignature(param)
headers["sign"] = crypto.HexEncodeToString(hmac)
urlPath := fmt.Sprintf("%s/%s/%s", ePoint, gateioAPIVersion, endpoint)
var intermidiary json.RawMessage
err = g.SendPayload(context.Background(), &request.Item{
Method: method,
Path: urlPath,
Headers: headers,
Body: strings.NewReader(param),
Result: &intermidiary,
AuthRequest: true,
Verbose: g.Verbose,
HTTPDebugging: g.HTTPDebugging,
HTTPRecording: g.HTTPRecording,
})
if err != nil {
return err
}
errCap := struct {
Result bool `json:"result,string"`
Code int `json:"code"`
Message string `json:"message"`
}{}
if err := json.Unmarshal(intermidiary, &errCap); err == nil {
if !errCap.Result {
return fmt.Errorf("%s auth request error, code: %d message: %s",
g.Name,
errCap.Code,
errCap.Message)
}
}
return json.Unmarshal(intermidiary, result)
}
// GetFee returns an estimate of fee based on type of transaction
func (g *Gateio) GetFee(feeBuilder *exchange.FeeBuilder) (fee float64, err error) {
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
feePairs, err := g.GetMarketInfo()
if err != nil {
return 0, err
}
currencyPair := feeBuilder.Pair.Base.String() +
feeBuilder.Pair.Delimiter +
feeBuilder.Pair.Quote.String()
var feeForPair float64
for _, i := range feePairs.Pairs {
if strings.EqualFold(currencyPair, i.Symbol) {
feeForPair = i.Fee
}
}
if feeForPair == 0 {
return 0, fmt.Errorf("currency '%s' failed to find fee data",
currencyPair)
}
fee = calculateTradingFee(feeForPair,
feeBuilder.PurchasePrice,
feeBuilder.Amount)
case exchange.CryptocurrencyWithdrawalFee:
fee = getCryptocurrencyWithdrawalFee(feeBuilder.Pair.Base)
case exchange.OfflineTradeFee:
fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
// getOfflineTradeFee calculates the worst case-scenario trading fee
func getOfflineTradeFee(price, amount float64) float64 {
return 0.002 * price * amount
}
func calculateTradingFee(feeForPair, purchasePrice, amount float64) float64 {
return (feeForPair / 100) * purchasePrice * amount
}
func getCryptocurrencyWithdrawalFee(c currency.Code) float64 {
return WithdrawalFees[c]
}
// WithdrawCrypto withdraws cryptocurrency to your selected wallet
func (g *Gateio) WithdrawCrypto(currency, address string, amount float64) (*withdraw.ExchangeResponse, error) {
type response struct {
Result bool `json:"result"`
Message string `json:"message"`
Code int `json:"code"`
}
var result response
params := fmt.Sprintf("currency=%v&amount=%v&address=%v",
currency,
address,
amount,
)
err := g.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, gateioWithdraw, params, &result)
if err != nil {
return nil, err
}
if !result.Result {
return nil, fmt.Errorf("code:%d message:%s", result.Code, result.Message)
}
return &withdraw.ExchangeResponse{
Status: result.Message,
}, nil
}
// GetCryptoDepositAddress returns a deposit address for a cryptocurrency
func (g *Gateio) GetCryptoDepositAddress(currency string) (string, error) {
type response struct {
Result bool `json:"result,string"`
Code int `json:"code"`
Message string `json:"message"`
Address string `json:"addr"`
}
var result response
params := fmt.Sprintf("currency=%s",
currency)
err := g.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, gateioDepositAddress, params, &result)
if err != nil {
return "", err
}
if !result.Result {
return "", fmt.Errorf("code:%d message:%s", result.Code, result.Message)
}
return result.Address, nil
}