Files
gocryptotrader/exchanges/hitbtc/hitbtc.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

627 lines
16 KiB
Go

package hitbtc
import (
"bytes"
"context"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"time"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
)
const (
// API
apiURL = "https://api.hitbtc.com"
// Public
apiV2Trades = "api/2/public/trades"
apiV2Currency = "api/2/public/currency"
apiV2Symbol = "api/2/public/symbol"
apiV2Ticker = "api/2/public/ticker"
apiV2Orderbook = "api/2/public/orderbook"
apiV2Candles = "api/2/public/candles"
// Authenticated
apiV2Balance = "api/2/trading/balance"
apiV2CryptoAddress = "api/2/account/crypto/address"
apiV2CryptoWithdraw = "api/2/account/crypto/withdraw"
apiV2TradeHistory = "api/2/history/trades"
apiV2OrderHistory = "api/2/history/order"
apiv2OpenOrders = "api/2/order"
apiV2FeeInfo = "api/2/trading/fee"
orders = "order"
apiOrder = "api/2/order"
orderMove = "moveOrder"
tradableBalances = "returnTradableBalances"
transferBalance = "transferBalance"
)
// HitBTC is the overarching type across the hitbtc package
type HitBTC struct {
exchange.Base
}
// Public Market Data
// https://api.hitbtc.com/?python#market-data
// GetCurrencies returns the actual list of available currencies, tokens, ICO
// etc.
func (h *HitBTC) GetCurrencies() (map[string]Currencies, error) {
type Response struct {
Data []Currencies
}
resp := Response{}
path := fmt.Sprintf("/%s", apiV2Currency)
ret := make(map[string]Currencies)
err := h.SendHTTPRequest(exchange.RestSpot, path, &resp.Data)
if err != nil {
return ret, err
}
for _, id := range resp.Data {
ret[id.ID] = id
}
return ret, err
}
// GetCurrency returns the actual list of available currencies, tokens, ICO
// etc.
func (h *HitBTC) GetCurrency(currency string) (Currencies, error) {
type Response struct {
Data Currencies
}
resp := Response{}
path := fmt.Sprintf("/%s/%s", apiV2Currency, currency)
return resp.Data, h.SendHTTPRequest(exchange.RestSpot, path, &resp.Data)
}
// GetSymbols Return the actual list of currency symbols (currency pairs) traded
// on HitBTC exchange. The first listed currency of a symbol is called the base
// currency, and the second currency is called the quote currency. The currency
// pair indicates how much of the quote currency is needed to purchase one unit
// of the base currency.
func (h *HitBTC) GetSymbols(symbol string) ([]string, error) {
var resp []Symbol
path := fmt.Sprintf("/%s/%s", apiV2Symbol, symbol)
ret := make([]string, 0, len(resp))
err := h.SendHTTPRequest(exchange.RestSpot, path, &resp)
if err != nil {
return ret, err
}
for _, x := range resp {
ret = append(ret, x.ID)
}
return ret, err
}
// GetSymbolsDetailed is the same as above but returns an array of symbols with
// all their details.
func (h *HitBTC) GetSymbolsDetailed() ([]Symbol, error) {
var resp []Symbol
path := fmt.Sprintf("/%s", apiV2Symbol)
return resp, h.SendHTTPRequest(exchange.RestSpot, path, &resp)
}
// GetTicker returns ticker information
func (h *HitBTC) GetTicker(symbol string) (TickerResponse, error) {
var resp TickerResponse
path := fmt.Sprintf("/%s/%s", apiV2Ticker, symbol)
return resp, h.SendHTTPRequest(exchange.RestSpot, path, &resp)
}
// GetTickers returns ticker information
func (h *HitBTC) GetTickers() ([]TickerResponse, error) {
var resp []TickerResponse
path := fmt.Sprintf("/%s/", apiV2Ticker)
return resp, h.SendHTTPRequest(exchange.RestSpot, path, &resp)
}
// GetTrades returns trades from hitbtc
func (h *HitBTC) GetTrades(currencyPair, by, sort string, from, till, limit, offset int64) ([]TradeHistory, error) {
urlValues := url.Values{}
if from > 0 {
urlValues.Set("from", strconv.FormatInt(from, 10))
}
if till > 0 {
urlValues.Set("till", strconv.FormatInt(till, 10))
}
if limit > 0 {
urlValues.Set("limit", strconv.FormatInt(limit, 10))
}
if offset > 0 {
urlValues.Set("offset", strconv.FormatInt(offset, 10))
}
if by != "" {
urlValues.Set("by", by)
}
if sort != "" {
urlValues.Set("sort", sort)
}
var resp []TradeHistory
path := fmt.Sprintf("/%s/%s?%s",
apiV2Trades,
currencyPair,
urlValues.Encode())
return resp, h.SendHTTPRequest(exchange.RestSpot, path, &resp)
}
// GetOrderbook an order book is an electronic list of buy and sell orders for a
// specific symbol, organized by price level.
func (h *HitBTC) GetOrderbook(currencyPair string, limit int) (Orderbook, error) {
// limit Limit of orderbook levels, default 100. Set 0 to view full orderbook levels
vals := url.Values{}
if limit != 0 {
vals.Set("limit", strconv.Itoa(limit))
}
resp := OrderbookResponse{}
path := fmt.Sprintf("/%s/%s?%s",
apiV2Orderbook,
currencyPair,
vals.Encode())
err := h.SendHTTPRequest(exchange.RestSpot, path, &resp)
if err != nil {
return Orderbook{}, err
}
ob := Orderbook{}
ob.Asks = append(ob.Asks, resp.Asks...)
ob.Bids = append(ob.Bids, resp.Bids...)
return ob, nil
}
// GetCandles returns candles which is used for OHLC a specific currency.
// Note: Result contain candles only with non zero volume.
func (h *HitBTC) GetCandles(currencyPair, limit, period string, start, end time.Time) ([]ChartData, error) {
// limit Limit of candles, default 100.
// period One of: M1 (one minute), M3, M5, M15, M30, H1, H4, D1, D7, 1M (one month). Default is M30 (30 minutes).
vals := url.Values{}
if limit != "" {
vals.Set("limit", limit)
}
if period != "" {
vals.Set("period", period)
}
if !end.IsZero() && start.After(end) {
return nil, errors.New("start time cannot be after end time")
}
if !start.IsZero() {
vals.Set("from", start.Format(time.RFC3339))
}
if !end.IsZero() {
vals.Set("till", end.Format(time.RFC3339))
}
var resp []ChartData
path := fmt.Sprintf("/%s/%s?%s", apiV2Candles, currencyPair, vals.Encode())
return resp, h.SendHTTPRequest(exchange.RestSpot, path, &resp)
}
// Authenticated Market Data
// https://api.hitbtc.com/?python#market-data
// GetBalances returns full balance for your account
func (h *HitBTC) GetBalances() (map[string]Balance, error) {
var result []Balance
err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet,
apiV2Balance,
url.Values{},
otherRequests,
&result)
ret := make(map[string]Balance)
if err != nil {
return ret, err
}
for _, item := range result {
ret[item.Currency] = item
}
return ret, nil
}
// GetDepositAddresses returns a deposit address for a specific currency
func (h *HitBTC) GetDepositAddresses(currency string) (DepositCryptoAddresses, error) {
var resp DepositCryptoAddresses
return resp,
h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet,
apiV2CryptoAddress+"/"+currency,
url.Values{},
otherRequests,
&resp)
}
// GenerateNewAddress generates a new deposit address for a currency
func (h *HitBTC) GenerateNewAddress(currency string) (DepositCryptoAddresses, error) {
resp := DepositCryptoAddresses{}
err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
apiV2CryptoAddress+"/"+currency,
url.Values{},
otherRequests,
&resp)
return resp, err
}
// GetActiveorders returns all your active orders
func (h *HitBTC) GetActiveorders(currency string) ([]Order, error) {
var resp []Order
err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet,
orders+"?symbol="+currency,
url.Values{},
tradingRequests,
&resp)
return resp, err
}
// GetTradeHistoryForCurrency returns your trade history
func (h *HitBTC) GetTradeHistoryForCurrency(currency, start, end string) (AuthenticatedTradeHistoryResponse, error) {
values := url.Values{}
if start != "" {
values.Set("start", start)
}
if end != "" {
values.Set("end", end)
}
values.Set("currencyPair", currency)
result := AuthenticatedTradeHistoryResponse{}
return result, h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
apiV2TradeHistory,
values,
otherRequests,
&result.Data)
}
// GetTradeHistoryForAllCurrencies returns your trade history
func (h *HitBTC) GetTradeHistoryForAllCurrencies(start, end string) (AuthenticatedTradeHistoryAll, error) {
values := url.Values{}
if start != "" {
values.Set("start", start)
}
if end != "" {
values.Set("end", end)
}
values.Set("currencyPair", "all")
result := AuthenticatedTradeHistoryAll{}
return result, h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
apiV2TradeHistory,
values,
otherRequests,
&result.Data)
}
// GetOrders List of your order history.
func (h *HitBTC) GetOrders(currency string) ([]OrderHistoryResponse, error) {
values := url.Values{}
values.Set("symbol", currency)
var result []OrderHistoryResponse
return result, h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet,
apiV2OrderHistory,
values,
tradingRequests,
&result)
}
// GetOpenOrders List of your currently open orders.
func (h *HitBTC) GetOpenOrders(currency string) ([]OrderHistoryResponse, error) {
values := url.Values{}
values.Set("symbol", currency)
var result []OrderHistoryResponse
return result, h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet,
apiv2OpenOrders,
values,
tradingRequests,
&result)
}
// PlaceOrder places an order on the exchange
func (h *HitBTC) PlaceOrder(currency string, rate, amount float64, orderType, side string) (OrderResponse, error) {
var result OrderResponse
values := url.Values{}
values.Set("symbol", currency)
values.Set("rate", strconv.FormatFloat(rate, 'f', -1, 64))
values.Set("quantity", strconv.FormatFloat(amount, 'f', -1, 64))
values.Set("side", side)
values.Set("price", strconv.FormatFloat(rate, 'f', -1, 64))
values.Set("type", orderType)
return result, h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
apiOrder,
values,
tradingRequests,
&result)
}
// CancelExistingOrder cancels a specific order by OrderID
func (h *HitBTC) CancelExistingOrder(orderID int64) (bool, error) {
result := GenericResponse{}
values := url.Values{}
err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodDelete,
apiOrder+"/"+strconv.FormatInt(orderID, 10),
values,
tradingRequests,
&result)
if err != nil {
return false, err
}
if result.Success != 1 {
return false, errors.New(result.Error)
}
return true, nil
}
// CancelAllExistingOrders cancels all open orders
func (h *HitBTC) CancelAllExistingOrders() ([]Order, error) {
var result []Order
values := url.Values{}
return result, h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodDelete,
apiOrder,
values,
tradingRequests,
&result)
}
// MoveOrder generates a new move order
func (h *HitBTC) MoveOrder(orderID int64, rate, amount float64) (MoveOrderResponse, error) {
result := MoveOrderResponse{}
values := url.Values{}
values.Set("orderNumber", strconv.FormatInt(orderID, 10))
values.Set("rate", strconv.FormatFloat(rate, 'f', -1, 64))
if amount != 0 {
values.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
}
err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
orderMove,
values,
tradingRequests,
&result)
if err != nil {
return result, err
}
if result.Success != 1 {
return result, errors.New(result.Error)
}
return result, nil
}
// Withdraw allows for the withdrawal to a specific address
func (h *HitBTC) Withdraw(currency, address string, amount float64) (bool, error) {
result := Withdraw{}
values := url.Values{}
values.Set("currency", currency)
values.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
values.Set("address", address)
err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
apiV2CryptoWithdraw,
values,
otherRequests,
&result)
if err != nil {
return false, err
}
if result.Error != "" {
return false, errors.New(result.Error)
}
return true, nil
}
// GetFeeInfo returns current fee information
func (h *HitBTC) GetFeeInfo(currencyPair string) (Fee, error) {
result := Fee{}
err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet,
apiV2FeeInfo+"/"+currencyPair,
url.Values{},
tradingRequests,
&result)
return result, err
}
// GetTradableBalances returns current tradable balances
func (h *HitBTC) GetTradableBalances() (map[string]map[string]float64, error) {
type Response struct {
Data map[string]map[string]interface{}
}
result := Response{}
err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
tradableBalances,
url.Values{},
tradingRequests,
&result.Data)
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
}