mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-14 15:09:51 +00:00
* 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
563 lines
16 KiB
Go
563 lines
16 KiB
Go
package gateio
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import (
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"context"
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"encoding/json"
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"errors"
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"fmt"
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"net/http"
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"strconv"
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"strings"
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"github.com/thrasher-corp/gocryptotrader/common/convert"
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"github.com/thrasher-corp/gocryptotrader/common/crypto"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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)
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const (
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gateioTradeURL = "https://api.gateio.io"
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gateioMarketURL = "https://data.gateio.io"
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gateioAPIVersion = "api2/1"
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gateioSymbol = "pairs"
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gateioMarketInfo = "marketinfo"
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gateioKline = "candlestick2"
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gateioOrder = "private"
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gateioBalances = "private/balances"
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gateioCancelOrder = "private/cancelOrder"
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gateioCancelAllOrders = "private/cancelAllOrders"
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gateioWithdraw = "private/withdraw"
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gateioOpenOrders = "private/openOrders"
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gateioTradeHistory = "private/tradeHistory"
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gateioDepositAddress = "private/depositAddress"
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gateioTicker = "ticker"
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gateioTrades = "tradeHistory"
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gateioTickers = "tickers"
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gateioOrderbook = "orderBook"
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gateioGenerateAddress = "New address is being generated for you, please wait a moment and refresh this page. "
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)
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// Gateio is the overarching type across this package
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type Gateio struct {
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exchange.Base
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}
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// GetSymbols returns all supported symbols
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func (g *Gateio) GetSymbols() ([]string, error) {
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var result []string
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urlPath := fmt.Sprintf("/%s/%s", gateioAPIVersion, gateioSymbol)
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err := g.SendHTTPRequest(exchange.RestSpotSupplementary, urlPath, &result)
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if err != nil {
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return nil, nil
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}
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return result, err
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}
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// GetMarketInfo returns information about all trading pairs, including
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// transaction fee, minimum order quantity, price accuracy and so on
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func (g *Gateio) GetMarketInfo() (MarketInfoResponse, error) {
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type response struct {
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Result string `json:"result"`
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Pairs []interface{} `json:"pairs"`
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}
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urlPath := fmt.Sprintf("/%s/%s", gateioAPIVersion, gateioMarketInfo)
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var res response
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var result MarketInfoResponse
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err := g.SendHTTPRequest(exchange.RestSpotSupplementary, urlPath, &res)
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if err != nil {
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return result, err
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}
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result.Result = res.Result
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for _, v := range res.Pairs {
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item := v.(map[string]interface{})
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for itemk, itemv := range item {
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pairv := itemv.(map[string]interface{})
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result.Pairs = append(result.Pairs, MarketInfoPairsResponse{
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Symbol: itemk,
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DecimalPlaces: pairv["decimal_places"].(float64),
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MinAmount: pairv["min_amount"].(float64),
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Fee: pairv["fee"].(float64),
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})
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}
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}
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return result, nil
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}
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// GetLatestSpotPrice returns latest spot price of symbol
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// updated every 10 seconds
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//
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// symbol: string of currency pair
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func (g *Gateio) GetLatestSpotPrice(symbol string) (float64, error) {
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res, err := g.GetTicker(symbol)
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if err != nil {
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return 0, err
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}
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return res.Last, nil
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}
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// GetTicker returns a ticker for the supplied symbol
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// updated every 10 seconds
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func (g *Gateio) GetTicker(symbol string) (TickerResponse, error) {
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urlPath := fmt.Sprintf("/%s/%s/%s", gateioAPIVersion, gateioTicker, symbol)
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var res TickerResponse
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return res, g.SendHTTPRequest(exchange.RestSpotSupplementary, urlPath, &res)
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}
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// GetTickers returns tickers for all symbols
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func (g *Gateio) GetTickers() (map[string]TickerResponse, error) {
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urlPath := fmt.Sprintf("/%s/%s", gateioAPIVersion, gateioTickers)
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resp := make(map[string]TickerResponse)
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err := g.SendHTTPRequest(exchange.RestSpotSupplementary, urlPath, &resp)
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if err != nil {
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return nil, err
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}
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return resp, nil
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}
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// GetTrades returns trades for symbols
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func (g *Gateio) GetTrades(symbol string) (TradeHistory, error) {
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urlPath := fmt.Sprintf("/%s/%s/%s", gateioAPIVersion, gateioTrades, symbol)
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var resp TradeHistory
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err := g.SendHTTPRequest(exchange.RestSpotSupplementary, urlPath, &resp)
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if err != nil {
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return TradeHistory{}, err
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}
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return resp, nil
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}
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// GetOrderbook returns the orderbook data for a suppled symbol
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func (g *Gateio) GetOrderbook(symbol string) (Orderbook, error) {
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urlPath := fmt.Sprintf("/%s/%s/%s", gateioAPIVersion, gateioOrderbook, symbol)
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var resp OrderbookResponse
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err := g.SendHTTPRequest(exchange.RestSpotSupplementary, urlPath, &resp)
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if err != nil {
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return Orderbook{}, err
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}
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if resp.Result != "true" {
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return Orderbook{}, errors.New("result was not true")
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}
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var ob Orderbook
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if len(resp.Asks) == 0 {
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return ob, errors.New("asks are empty")
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}
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// Asks are in reverse order
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for x := len(resp.Asks) - 1; x != 0; x-- {
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data := resp.Asks[x]
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price, err := strconv.ParseFloat(data[0], 64)
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if err != nil {
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continue
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}
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amount, err := strconv.ParseFloat(data[1], 64)
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if err != nil {
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continue
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}
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ob.Asks = append(ob.Asks, OrderbookItem{Price: price, Amount: amount})
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}
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if len(resp.Bids) == 0 {
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return ob, errors.New("bids are empty")
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}
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for x := range resp.Bids {
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data := resp.Bids[x]
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price, err := strconv.ParseFloat(data[0], 64)
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if err != nil {
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continue
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}
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amount, err := strconv.ParseFloat(data[1], 64)
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if err != nil {
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continue
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}
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ob.Bids = append(ob.Bids, OrderbookItem{Price: price, Amount: amount})
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}
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ob.Result = resp.Result
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ob.Elapsed = resp.Elapsed
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return ob, nil
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}
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// GetSpotKline returns kline data for the most recent time period
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func (g *Gateio) GetSpotKline(arg KlinesRequestParams) (kline.Item, error) {
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urlPath := fmt.Sprintf("/%s/%s/%s?group_sec=%s&range_hour=%d",
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gateioAPIVersion,
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gateioKline,
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arg.Symbol,
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arg.GroupSec,
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arg.HourSize)
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var rawKlines map[string]interface{}
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err := g.SendHTTPRequest(exchange.RestSpotSupplementary, urlPath, &rawKlines)
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if err != nil {
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return kline.Item{}, err
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}
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result := kline.Item{
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Exchange: g.Name,
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}
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if rawKlines == nil || rawKlines["data"] == nil {
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return kline.Item{}, errors.New("rawKlines is nil")
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}
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rawKlineDatasString, _ := json.Marshal(rawKlines["data"].([]interface{}))
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var rawKlineDatas [][]interface{}
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if err := json.Unmarshal(rawKlineDatasString, &rawKlineDatas); err != nil {
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return kline.Item{}, fmt.Errorf("rawKlines unmarshal failed. Err: %s", err)
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}
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for _, k := range rawKlineDatas {
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otString, err := strconv.ParseFloat(k[0].(string), 64)
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if err != nil {
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return kline.Item{}, err
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}
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ot, err := convert.TimeFromUnixTimestampFloat(otString)
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if err != nil {
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return kline.Item{}, fmt.Errorf("cannot parse Kline.OpenTime. Err: %s", err)
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}
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_vol, err := convert.FloatFromString(k[1])
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if err != nil {
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return kline.Item{}, fmt.Errorf("cannot parse Kline.Volume. Err: %s", err)
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}
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_close, err := convert.FloatFromString(k[2])
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if err != nil {
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return kline.Item{}, fmt.Errorf("cannot parse Kline.Close. Err: %s", err)
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}
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_high, err := convert.FloatFromString(k[3])
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if err != nil {
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return kline.Item{}, fmt.Errorf("cannot parse Kline.High. Err: %s", err)
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}
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_low, err := convert.FloatFromString(k[4])
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if err != nil {
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return kline.Item{}, fmt.Errorf("cannot parse Kline.Low. Err: %s", err)
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}
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_open, err := convert.FloatFromString(k[5])
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if err != nil {
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return kline.Item{}, fmt.Errorf("cannot parse Kline.Open. Err: %s", err)
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}
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result.Candles = append(result.Candles, kline.Candle{
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Time: ot,
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Volume: _vol,
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Close: _close,
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High: _high,
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Low: _low,
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Open: _open,
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})
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}
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return result, nil
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}
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// GetBalances obtains the users account balance
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func (g *Gateio) GetBalances() (BalancesResponse, error) {
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var result BalancesResponse
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return result,
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g.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, gateioBalances, "", &result)
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}
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// SpotNewOrder places a new order
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func (g *Gateio) SpotNewOrder(arg SpotNewOrderRequestParams) (SpotNewOrderResponse, error) {
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var result SpotNewOrderResponse
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// Be sure to use the correct price precision before calling this
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params := fmt.Sprintf("currencyPair=%s&rate=%s&amount=%s",
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arg.Symbol,
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strconv.FormatFloat(arg.Price, 'f', -1, 64),
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strconv.FormatFloat(arg.Amount, 'f', -1, 64),
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)
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urlPath := fmt.Sprintf("%s/%s", gateioOrder, arg.Type)
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return result, g.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, urlPath, params, &result)
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}
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// CancelExistingOrder cancels an order given the supplied orderID and symbol
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// orderID order ID number
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// symbol trade pair (ltc_btc)
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func (g *Gateio) CancelExistingOrder(orderID int64, symbol string) (bool, error) {
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type response struct {
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Result bool `json:"result"`
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Code int `json:"code"`
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Message string `json:"message"`
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}
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var result response
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// Be sure to use the correct price precision before calling this
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params := fmt.Sprintf("orderNumber=%d¤cyPair=%s",
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orderID,
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symbol,
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)
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err := g.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, gateioCancelOrder, params, &result)
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if err != nil {
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return false, err
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}
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if !result.Result {
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return false, fmt.Errorf("code:%d message:%s", result.Code, result.Message)
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}
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return true, nil
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}
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// SendHTTPRequest sends an unauthenticated HTTP request
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func (g *Gateio) SendHTTPRequest(ep exchange.URL, path string, result interface{}) error {
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endpoint, err := g.API.Endpoints.GetURL(ep)
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if err != nil {
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return err
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}
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return g.SendPayload(context.Background(), &request.Item{
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Method: http.MethodGet,
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Path: endpoint + path,
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Result: result,
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Verbose: g.Verbose,
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HTTPDebugging: g.HTTPDebugging,
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HTTPRecording: g.HTTPRecording,
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})
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}
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// CancelAllExistingOrders all orders for a given symbol and side
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// orderType (0: sell,1: buy,-1: unlimited)
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func (g *Gateio) CancelAllExistingOrders(orderType int64, symbol string) error {
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type response struct {
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Result bool `json:"result"`
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Code int `json:"code"`
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Message string `json:"message"`
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}
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var result response
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params := fmt.Sprintf("type=%d¤cyPair=%s",
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orderType,
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symbol,
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)
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err := g.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, gateioCancelAllOrders, params, &result)
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if err != nil {
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return err
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}
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if !result.Result {
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return fmt.Errorf("code:%d message:%s", result.Code, result.Message)
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}
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return nil
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}
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// GetOpenOrders retrieves all open orders with an optional symbol filter
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func (g *Gateio) GetOpenOrders(symbol string) (OpenOrdersResponse, error) {
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var params string
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var result OpenOrdersResponse
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if symbol != "" {
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params = fmt.Sprintf("currencyPair=%s", symbol)
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}
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err := g.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, gateioOpenOrders, params, &result)
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if err != nil {
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return result, err
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}
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if result.Code > 0 {
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return result, fmt.Errorf("code:%d message:%s", result.Code, result.Message)
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}
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return result, nil
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}
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// GetTradeHistory retrieves all orders with an optional symbol filter
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func (g *Gateio) GetTradeHistory(symbol string) (TradHistoryResponse, error) {
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var params string
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var result TradHistoryResponse
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params = fmt.Sprintf("currencyPair=%s", symbol)
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err := g.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, gateioTradeHistory, params, &result)
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if err != nil {
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return result, err
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}
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if result.Code > 0 {
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return result, fmt.Errorf("code:%d message:%s", result.Code, result.Message)
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}
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return result, nil
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}
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// GenerateSignature returns hash for authenticated requests
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func (g *Gateio) GenerateSignature(message string) []byte {
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return crypto.GetHMAC(crypto.HashSHA512, []byte(message),
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[]byte(g.API.Credentials.Secret))
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}
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// SendAuthenticatedHTTPRequest sends authenticated requests to the Gateio API
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// To use this you must setup an APIKey and APISecret from the exchange
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func (g *Gateio) SendAuthenticatedHTTPRequest(ep exchange.URL, method, endpoint, param string, result interface{}) error {
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if !g.AllowAuthenticatedRequest() {
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return fmt.Errorf("%s %w", g.Name, exchange.ErrAuthenticatedRequestWithoutCredentialsSet)
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}
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ePoint, err := g.API.Endpoints.GetURL(ep)
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if err != nil {
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return err
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}
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headers := make(map[string]string)
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headers["Content-Type"] = "application/x-www-form-urlencoded"
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headers["key"] = g.API.Credentials.Key
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hmac := g.GenerateSignature(param)
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headers["sign"] = crypto.HexEncodeToString(hmac)
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urlPath := fmt.Sprintf("%s/%s/%s", ePoint, gateioAPIVersion, endpoint)
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var intermidiary json.RawMessage
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err = g.SendPayload(context.Background(), &request.Item{
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Method: method,
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Path: urlPath,
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Headers: headers,
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Body: strings.NewReader(param),
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Result: &intermidiary,
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AuthRequest: true,
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Verbose: g.Verbose,
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HTTPDebugging: g.HTTPDebugging,
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HTTPRecording: g.HTTPRecording,
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})
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if err != nil {
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return err
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}
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errCap := struct {
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Result bool `json:"result,string"`
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Code int `json:"code"`
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Message string `json:"message"`
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}{}
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if err := json.Unmarshal(intermidiary, &errCap); err == nil {
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if !errCap.Result {
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return fmt.Errorf("%s auth request error, code: %d message: %s",
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g.Name,
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errCap.Code,
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errCap.Message)
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}
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}
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return json.Unmarshal(intermidiary, result)
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}
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// GetFee returns an estimate of fee based on type of transaction
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func (g *Gateio) GetFee(feeBuilder *exchange.FeeBuilder) (fee float64, err error) {
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switch feeBuilder.FeeType {
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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
|
|
}
|