mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-17 15:09:59 +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
627 lines
16 KiB
Go
627 lines
16 KiB
Go
package hitbtc
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import (
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"bytes"
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"context"
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"errors"
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"fmt"
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"net/http"
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"net/url"
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"strconv"
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"time"
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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/request"
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)
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const (
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// API
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apiURL = "https://api.hitbtc.com"
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// Public
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apiV2Trades = "api/2/public/trades"
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apiV2Currency = "api/2/public/currency"
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apiV2Symbol = "api/2/public/symbol"
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apiV2Ticker = "api/2/public/ticker"
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apiV2Orderbook = "api/2/public/orderbook"
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apiV2Candles = "api/2/public/candles"
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// Authenticated
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apiV2Balance = "api/2/trading/balance"
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apiV2CryptoAddress = "api/2/account/crypto/address"
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apiV2CryptoWithdraw = "api/2/account/crypto/withdraw"
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apiV2TradeHistory = "api/2/history/trades"
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apiV2OrderHistory = "api/2/history/order"
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apiv2OpenOrders = "api/2/order"
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apiV2FeeInfo = "api/2/trading/fee"
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orders = "order"
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apiOrder = "api/2/order"
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orderMove = "moveOrder"
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tradableBalances = "returnTradableBalances"
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transferBalance = "transferBalance"
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)
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// HitBTC is the overarching type across the hitbtc package
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type HitBTC struct {
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exchange.Base
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}
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// Public Market Data
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// https://api.hitbtc.com/?python#market-data
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// GetCurrencies returns the actual list of available currencies, tokens, ICO
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// etc.
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func (h *HitBTC) GetCurrencies() (map[string]Currencies, error) {
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type Response struct {
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Data []Currencies
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}
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resp := Response{}
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path := fmt.Sprintf("/%s", apiV2Currency)
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ret := make(map[string]Currencies)
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err := h.SendHTTPRequest(exchange.RestSpot, path, &resp.Data)
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if err != nil {
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return ret, err
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}
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for _, id := range resp.Data {
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ret[id.ID] = id
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}
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return ret, err
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}
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// GetCurrency returns the actual list of available currencies, tokens, ICO
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// etc.
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func (h *HitBTC) GetCurrency(currency string) (Currencies, error) {
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type Response struct {
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Data Currencies
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}
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resp := Response{}
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path := fmt.Sprintf("/%s/%s", apiV2Currency, currency)
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return resp.Data, h.SendHTTPRequest(exchange.RestSpot, path, &resp.Data)
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}
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// GetSymbols Return the actual list of currency symbols (currency pairs) traded
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// on HitBTC exchange. The first listed currency of a symbol is called the base
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// currency, and the second currency is called the quote currency. The currency
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// pair indicates how much of the quote currency is needed to purchase one unit
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// of the base currency.
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func (h *HitBTC) GetSymbols(symbol string) ([]string, error) {
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var resp []Symbol
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path := fmt.Sprintf("/%s/%s", apiV2Symbol, symbol)
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ret := make([]string, 0, len(resp))
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err := h.SendHTTPRequest(exchange.RestSpot, path, &resp)
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if err != nil {
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return ret, err
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}
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for _, x := range resp {
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ret = append(ret, x.ID)
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}
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return ret, err
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}
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// GetSymbolsDetailed is the same as above but returns an array of symbols with
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// all their details.
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func (h *HitBTC) GetSymbolsDetailed() ([]Symbol, error) {
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var resp []Symbol
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path := fmt.Sprintf("/%s", apiV2Symbol)
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return resp, h.SendHTTPRequest(exchange.RestSpot, path, &resp)
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}
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// GetTicker returns ticker information
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func (h *HitBTC) GetTicker(symbol string) (TickerResponse, error) {
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var resp TickerResponse
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path := fmt.Sprintf("/%s/%s", apiV2Ticker, symbol)
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return resp, h.SendHTTPRequest(exchange.RestSpot, path, &resp)
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}
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// GetTickers returns ticker information
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func (h *HitBTC) GetTickers() ([]TickerResponse, error) {
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var resp []TickerResponse
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path := fmt.Sprintf("/%s/", apiV2Ticker)
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return resp, h.SendHTTPRequest(exchange.RestSpot, path, &resp)
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}
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// GetTrades returns trades from hitbtc
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func (h *HitBTC) GetTrades(currencyPair, by, sort string, from, till, limit, offset int64) ([]TradeHistory, error) {
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urlValues := url.Values{}
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if from > 0 {
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urlValues.Set("from", strconv.FormatInt(from, 10))
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}
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if till > 0 {
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urlValues.Set("till", strconv.FormatInt(till, 10))
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}
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if limit > 0 {
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urlValues.Set("limit", strconv.FormatInt(limit, 10))
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}
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if offset > 0 {
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urlValues.Set("offset", strconv.FormatInt(offset, 10))
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}
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if by != "" {
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urlValues.Set("by", by)
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}
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if sort != "" {
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urlValues.Set("sort", sort)
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}
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var resp []TradeHistory
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path := fmt.Sprintf("/%s/%s?%s",
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apiV2Trades,
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currencyPair,
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urlValues.Encode())
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return resp, h.SendHTTPRequest(exchange.RestSpot, path, &resp)
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}
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// GetOrderbook an order book is an electronic list of buy and sell orders for a
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// specific symbol, organized by price level.
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func (h *HitBTC) GetOrderbook(currencyPair string, limit int) (Orderbook, error) {
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// limit Limit of orderbook levels, default 100. Set 0 to view full orderbook levels
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vals := url.Values{}
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if limit != 0 {
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vals.Set("limit", strconv.Itoa(limit))
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}
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resp := OrderbookResponse{}
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path := fmt.Sprintf("/%s/%s?%s",
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apiV2Orderbook,
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currencyPair,
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vals.Encode())
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err := h.SendHTTPRequest(exchange.RestSpot, path, &resp)
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if err != nil {
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return Orderbook{}, err
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}
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ob := Orderbook{}
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ob.Asks = append(ob.Asks, resp.Asks...)
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ob.Bids = append(ob.Bids, resp.Bids...)
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return ob, nil
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}
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// GetCandles returns candles which is used for OHLC a specific currency.
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// Note: Result contain candles only with non zero volume.
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func (h *HitBTC) GetCandles(currencyPair, limit, period string, start, end time.Time) ([]ChartData, error) {
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// limit Limit of candles, default 100.
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// period One of: M1 (one minute), M3, M5, M15, M30, H1, H4, D1, D7, 1M (one month). Default is M30 (30 minutes).
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vals := url.Values{}
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if limit != "" {
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vals.Set("limit", limit)
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}
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if period != "" {
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vals.Set("period", period)
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}
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if !end.IsZero() && start.After(end) {
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return nil, errors.New("start time cannot be after end time")
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}
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if !start.IsZero() {
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vals.Set("from", start.Format(time.RFC3339))
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}
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if !end.IsZero() {
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vals.Set("till", end.Format(time.RFC3339))
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}
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var resp []ChartData
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path := fmt.Sprintf("/%s/%s?%s", apiV2Candles, currencyPair, vals.Encode())
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return resp, h.SendHTTPRequest(exchange.RestSpot, path, &resp)
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}
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// Authenticated Market Data
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// https://api.hitbtc.com/?python#market-data
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// GetBalances returns full balance for your account
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func (h *HitBTC) GetBalances() (map[string]Balance, error) {
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var result []Balance
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err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet,
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apiV2Balance,
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url.Values{},
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otherRequests,
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&result)
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ret := make(map[string]Balance)
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if err != nil {
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return ret, err
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}
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for _, item := range result {
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ret[item.Currency] = item
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}
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return ret, nil
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}
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// GetDepositAddresses returns a deposit address for a specific currency
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func (h *HitBTC) GetDepositAddresses(currency string) (DepositCryptoAddresses, error) {
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var resp DepositCryptoAddresses
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return resp,
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h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet,
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apiV2CryptoAddress+"/"+currency,
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url.Values{},
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otherRequests,
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&resp)
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}
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// GenerateNewAddress generates a new deposit address for a currency
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func (h *HitBTC) GenerateNewAddress(currency string) (DepositCryptoAddresses, error) {
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resp := DepositCryptoAddresses{}
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err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
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apiV2CryptoAddress+"/"+currency,
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url.Values{},
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otherRequests,
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&resp)
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return resp, err
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}
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// GetActiveorders returns all your active orders
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func (h *HitBTC) GetActiveorders(currency string) ([]Order, error) {
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var resp []Order
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err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet,
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orders+"?symbol="+currency,
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url.Values{},
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tradingRequests,
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&resp)
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return resp, err
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}
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// GetTradeHistoryForCurrency returns your trade history
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func (h *HitBTC) GetTradeHistoryForCurrency(currency, start, end string) (AuthenticatedTradeHistoryResponse, error) {
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values := url.Values{}
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if start != "" {
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values.Set("start", start)
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}
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if end != "" {
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values.Set("end", end)
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}
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values.Set("currencyPair", currency)
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result := AuthenticatedTradeHistoryResponse{}
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return result, h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
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apiV2TradeHistory,
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values,
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otherRequests,
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&result.Data)
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}
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// GetTradeHistoryForAllCurrencies returns your trade history
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func (h *HitBTC) GetTradeHistoryForAllCurrencies(start, end string) (AuthenticatedTradeHistoryAll, error) {
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values := url.Values{}
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if start != "" {
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values.Set("start", start)
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}
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if end != "" {
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values.Set("end", end)
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}
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values.Set("currencyPair", "all")
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result := AuthenticatedTradeHistoryAll{}
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return result, h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
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apiV2TradeHistory,
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values,
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otherRequests,
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&result.Data)
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}
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// GetOrders List of your order history.
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func (h *HitBTC) GetOrders(currency string) ([]OrderHistoryResponse, error) {
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values := url.Values{}
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values.Set("symbol", currency)
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var result []OrderHistoryResponse
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return result, h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet,
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apiV2OrderHistory,
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values,
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tradingRequests,
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&result)
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}
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// GetOpenOrders List of your currently open orders.
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func (h *HitBTC) GetOpenOrders(currency string) ([]OrderHistoryResponse, error) {
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values := url.Values{}
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values.Set("symbol", currency)
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var result []OrderHistoryResponse
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return result, h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet,
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apiv2OpenOrders,
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values,
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tradingRequests,
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&result)
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}
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// PlaceOrder places an order on the exchange
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func (h *HitBTC) PlaceOrder(currency string, rate, amount float64, orderType, side string) (OrderResponse, error) {
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var result OrderResponse
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values := url.Values{}
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values.Set("symbol", currency)
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values.Set("rate", strconv.FormatFloat(rate, 'f', -1, 64))
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values.Set("quantity", strconv.FormatFloat(amount, 'f', -1, 64))
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values.Set("side", side)
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values.Set("price", strconv.FormatFloat(rate, 'f', -1, 64))
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values.Set("type", orderType)
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return result, h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
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apiOrder,
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values,
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tradingRequests,
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&result)
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}
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// CancelExistingOrder cancels a specific order by OrderID
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func (h *HitBTC) CancelExistingOrder(orderID int64) (bool, error) {
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result := GenericResponse{}
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values := url.Values{}
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err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodDelete,
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apiOrder+"/"+strconv.FormatInt(orderID, 10),
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values,
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tradingRequests,
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&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.Success != 1 {
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return false, errors.New(result.Error)
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}
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return true, nil
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}
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// CancelAllExistingOrders cancels all open orders
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func (h *HitBTC) CancelAllExistingOrders() ([]Order, error) {
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var result []Order
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values := url.Values{}
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return result, h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodDelete,
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apiOrder,
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values,
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tradingRequests,
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&result)
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}
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// MoveOrder generates a new move order
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func (h *HitBTC) MoveOrder(orderID int64, rate, amount float64) (MoveOrderResponse, error) {
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result := MoveOrderResponse{}
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values := url.Values{}
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values.Set("orderNumber", strconv.FormatInt(orderID, 10))
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values.Set("rate", strconv.FormatFloat(rate, 'f', -1, 64))
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if amount != 0 {
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values.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
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}
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err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
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orderMove,
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values,
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tradingRequests,
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&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.Success != 1 {
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return result, errors.New(result.Error)
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}
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return result, nil
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}
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// Withdraw allows for the withdrawal to a specific address
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func (h *HitBTC) Withdraw(currency, address string, amount float64) (bool, error) {
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result := Withdraw{}
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values := url.Values{}
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values.Set("currency", currency)
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values.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
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values.Set("address", address)
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err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
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apiV2CryptoWithdraw,
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values,
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otherRequests,
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&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.Error != "" {
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return false, errors.New(result.Error)
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}
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return true, nil
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}
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// GetFeeInfo returns current fee information
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func (h *HitBTC) GetFeeInfo(currencyPair string) (Fee, error) {
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result := Fee{}
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err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet,
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apiV2FeeInfo+"/"+currencyPair,
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url.Values{},
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tradingRequests,
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&result)
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return result, err
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}
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// GetTradableBalances returns current tradable balances
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func (h *HitBTC) GetTradableBalances() (map[string]map[string]float64, error) {
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type Response struct {
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Data map[string]map[string]interface{}
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}
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result := Response{}
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err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
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tradableBalances,
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url.Values{},
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tradingRequests,
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&result.Data)
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|
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
balances := make(map[string]map[string]float64)
|
|
|
|
for x, y := range result.Data {
|
|
balances[x] = make(map[string]float64)
|
|
for z, w := range y {
|
|
balances[x][z], _ = strconv.ParseFloat(w.(string), 64)
|
|
}
|
|
}
|
|
|
|
return balances, nil
|
|
}
|
|
|
|
// TransferBalance transfers a balance
|
|
func (h *HitBTC) TransferBalance(currency, from, to string, amount float64) (bool, error) {
|
|
values := url.Values{}
|
|
result := GenericResponse{}
|
|
|
|
values.Set("currency", currency)
|
|
values.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
|
|
values.Set("fromAccount", from)
|
|
values.Set("toAccount", to)
|
|
|
|
err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
|
|
transferBalance,
|
|
values,
|
|
otherRequests,
|
|
&result)
|
|
|
|
if err != nil {
|
|
return false, err
|
|
}
|
|
|
|
if result.Error != "" && result.Success != 1 {
|
|
return false, errors.New(result.Error)
|
|
}
|
|
|
|
return true, nil
|
|
}
|
|
|
|
// SendHTTPRequest sends an unauthenticated HTTP request
|
|
func (h *HitBTC) SendHTTPRequest(ep exchange.URL, path string, result interface{}) error {
|
|
endpoint, err := h.API.Endpoints.GetURL(ep)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
return h.SendPayload(context.Background(), &request.Item{
|
|
Method: http.MethodGet,
|
|
Path: endpoint + path,
|
|
Result: result,
|
|
Verbose: h.Verbose,
|
|
HTTPDebugging: h.HTTPDebugging,
|
|
HTTPRecording: h.HTTPRecording,
|
|
Endpoint: marketRequests,
|
|
})
|
|
}
|
|
|
|
// SendAuthenticatedHTTPRequest sends an authenticated http request
|
|
func (h *HitBTC) SendAuthenticatedHTTPRequest(ep exchange.URL, method, endpoint string, values url.Values, f request.EndpointLimit, result interface{}) error {
|
|
if !h.AllowAuthenticatedRequest() {
|
|
return fmt.Errorf("%s %w", h.Name, exchange.ErrAuthenticatedRequestWithoutCredentialsSet)
|
|
}
|
|
ePoint, err := h.API.Endpoints.GetURL(ep)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
headers := make(map[string]string)
|
|
headers["Authorization"] = "Basic " + crypto.Base64Encode([]byte(h.API.Credentials.Key+":"+h.API.Credentials.Secret))
|
|
|
|
path := fmt.Sprintf("%s/%s", ePoint, endpoint)
|
|
|
|
return h.SendPayload(context.Background(), &request.Item{
|
|
Method: method,
|
|
Path: path,
|
|
Headers: headers,
|
|
Body: bytes.NewBufferString(values.Encode()),
|
|
Result: result,
|
|
AuthRequest: true,
|
|
Verbose: h.Verbose,
|
|
HTTPDebugging: h.HTTPDebugging,
|
|
HTTPRecording: h.HTTPRecording,
|
|
Endpoint: f,
|
|
})
|
|
}
|
|
|
|
// GetFee returns an estimate of fee based on type of transaction
|
|
func (h *HitBTC) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
var fee float64
|
|
switch feeBuilder.FeeType {
|
|
case exchange.CryptocurrencyTradeFee:
|
|
feeInfo, err := h.GetFeeInfo(feeBuilder.Pair.Base.String() +
|
|
feeBuilder.Pair.Delimiter +
|
|
feeBuilder.Pair.Quote.String())
|
|
|
|
if err != nil {
|
|
return 0, err
|
|
}
|
|
fee = calculateTradingFee(feeInfo, feeBuilder.PurchasePrice,
|
|
feeBuilder.Amount,
|
|
feeBuilder.IsMaker)
|
|
case exchange.CryptocurrencyWithdrawalFee:
|
|
currencyInfo, err := h.GetCurrency(feeBuilder.Pair.Base.String())
|
|
if err != nil {
|
|
return 0, err
|
|
}
|
|
fee, err = strconv.ParseFloat(currencyInfo.PayoutFee, 64)
|
|
if err != nil {
|
|
return 0, err
|
|
}
|
|
case exchange.CryptocurrencyDepositFee:
|
|
fee = calculateCryptocurrencyDepositFee(feeBuilder.Pair.Base,
|
|
feeBuilder.Amount)
|
|
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 calculateCryptocurrencyDepositFee(c currency.Code, amount float64) float64 {
|
|
var fee float64
|
|
if c == currency.BTC {
|
|
fee = 0.0006
|
|
}
|
|
return fee * amount
|
|
}
|
|
|
|
func calculateTradingFee(feeInfo Fee, purchasePrice, amount float64, isMaker bool) float64 {
|
|
var volumeFee float64
|
|
if isMaker {
|
|
volumeFee = feeInfo.ProvideLiquidityRate
|
|
} else {
|
|
volumeFee = feeInfo.TakeLiquidityRate
|
|
}
|
|
|
|
return volumeFee * amount * purchasePrice
|
|
}
|