Files
gocryptotrader/exchanges/lakebtc/lakebtc.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

383 lines
11 KiB
Go

package lakebtc
import (
"context"
"encoding/json"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"strings"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/log"
)
const (
lakeBTCAPIURL = "https://api.lakebtc.com/api_v2"
lakeBTCAPIVersion = "2"
lakeBTCTicker = "ticker"
lakeBTCOrderbook = "bcorderbook"
lakeBTCTrades = "bctrades"
lakeBTCGetAccountInfo = "getAccountInfo"
lakeBTCBuyOrder = "buyOrder"
lakeBTCSellOrder = "sellOrder"
lakeBTCOpenOrders = "openOrders"
lakeBTCGetOrders = "getOrders"
lakeBTCCancelOrder = "cancelOrders"
lakeBTCGetTrades = "getTrades"
lakeBTCGetExternalAccounts = "getExternalAccounts"
lakeBTCCreateWithdraw = "createWithdraw"
)
// LakeBTC is the overarching type across the LakeBTC package
type LakeBTC struct {
exchange.Base
WebsocketConn
}
// GetTicker returns the current ticker from lakeBTC
func (l *LakeBTC) GetTicker() (map[string]Ticker, error) {
response := make(map[string]TickerResponse)
path := fmt.Sprintf("/%s", lakeBTCTicker)
err := l.SendHTTPRequest(exchange.RestSpot, path, &response)
if err != nil {
return nil, err
}
result := make(map[string]Ticker)
for k, v := range response {
var tick Ticker
key := strings.ToUpper(k)
if v.Ask != nil {
tick.Ask, err = strconv.ParseFloat(v.Ask.(string), 64)
if err != nil {
return nil, err
}
}
if v.Bid != nil {
tick.Bid, err = strconv.ParseFloat(v.Bid.(string), 64)
if err != nil {
return nil, err
}
}
if v.High != nil {
tick.High, err = strconv.ParseFloat(v.High.(string), 64)
if err != nil {
return nil, err
}
}
if v.Last != nil {
tick.Last, err = strconv.ParseFloat(v.Last.(string), 64)
if err != nil {
return nil, err
}
}
if v.Low != nil {
tick.Low, err = strconv.ParseFloat(v.Low.(string), 64)
if err != nil {
return nil, err
}
}
if v.Volume != nil {
tick.Volume, err = strconv.ParseFloat(v.Volume.(string), 64)
if err != nil {
return nil, err
}
}
result[key] = tick
}
return result, nil
}
// GetOrderBook returns the order book from LakeBTC
func (l *LakeBTC) GetOrderBook(currency string) (Orderbook, error) {
type Response struct {
Bids [][]string `json:"bids"`
Asks [][]string `json:"asks"`
}
path := fmt.Sprintf("/%s?symbol=%s", lakeBTCOrderbook, strings.ToLower(currency))
resp := Response{}
err := l.SendHTTPRequest(exchange.RestSpot, path, &resp)
if err != nil {
return Orderbook{}, err
}
orderbook := Orderbook{}
for _, x := range resp.Bids {
price, err := strconv.ParseFloat(x[0], 64)
if err != nil {
log.Error(log.ExchangeSys, err)
continue
}
amount, err := strconv.ParseFloat(x[1], 64)
if err != nil {
log.Error(log.ExchangeSys, err)
continue
}
orderbook.Bids = append(orderbook.Bids, OrderbookStructure{price, amount})
}
for _, x := range resp.Asks {
price, err := strconv.ParseFloat(x[0], 64)
if err != nil {
log.Error(log.ExchangeSys, err)
continue
}
amount, err := strconv.ParseFloat(x[1], 64)
if err != nil {
log.Error(log.ExchangeSys, err)
continue
}
orderbook.Asks = append(orderbook.Asks, OrderbookStructure{price, amount})
}
return orderbook, nil
}
// GetTradeHistory returns the trade history for a given currency pair
func (l *LakeBTC) GetTradeHistory(currency string) ([]TradeHistory, error) {
v := url.Values{}
v.Set("symbol", strings.ToLower(currency))
path := fmt.Sprintf("/%s?%s", lakeBTCTrades, v.Encode())
var resp []TradeHistory
return resp, l.SendHTTPRequest(exchange.RestSpot, path, &resp)
}
// GetAccountInformation returns your current account information
func (l *LakeBTC) GetAccountInformation() (AccountInfo, error) {
resp := AccountInfo{}
return resp, l.SendAuthenticatedHTTPRequest(exchange.RestSpot, lakeBTCGetAccountInfo, "", &resp)
}
// Trade executes an order on the exchange and returns trade inforamtion or an
// error
func (l *LakeBTC) Trade(isBuyOrder bool, amount, price float64, currency string) (Trade, error) {
resp := Trade{}
params := strconv.FormatFloat(price, 'f', -1, 64) + "," + strconv.FormatFloat(amount, 'f', -1, 64) + "," + currency
if isBuyOrder {
if err := l.SendAuthenticatedHTTPRequest(exchange.RestSpot, lakeBTCBuyOrder, params, &resp); err != nil {
return resp, err
}
} else {
if err := l.SendAuthenticatedHTTPRequest(exchange.RestSpot, lakeBTCSellOrder, params, &resp); err != nil {
return resp, err
}
}
if resp.Result != "order received" {
return resp, fmt.Errorf("unexpected result: %s", resp.Result)
}
return resp, nil
}
// GetOpenOrders returns all open orders associated with your account
func (l *LakeBTC) GetOpenOrders() ([]OpenOrders, error) {
var orders []OpenOrders
return orders, l.SendAuthenticatedHTTPRequest(exchange.RestSpot, lakeBTCOpenOrders, "", &orders)
}
// GetOrders returns your orders
func (l *LakeBTC) GetOrders(orders []int64) ([]Orders, error) {
var ordersStr []string
for _, x := range orders {
ordersStr = append(ordersStr, strconv.FormatInt(x, 10))
}
var resp []Orders
return resp,
l.SendAuthenticatedHTTPRequest(exchange.RestSpot, lakeBTCGetOrders, strings.Join(ordersStr, ","), &resp)
}
// CancelExistingOrder cancels an order by ID number and returns an error
func (l *LakeBTC) CancelExistingOrder(orderID int64) error {
type Response struct {
Result bool `json:"Result"`
}
resp := Response{}
params := strconv.FormatInt(orderID, 10)
err := l.SendAuthenticatedHTTPRequest(exchange.RestSpot, lakeBTCCancelOrder, params, &resp)
if err != nil {
return err
}
if !resp.Result {
return errors.New("unable to cancel order")
}
return nil
}
// CancelExistingOrders cancels an order by ID number and returns an error
func (l *LakeBTC) CancelExistingOrders(orderIDs []string) error {
type Response struct {
Result bool `json:"Result"`
}
resp := Response{}
params := strings.Join(orderIDs, ",")
err := l.SendAuthenticatedHTTPRequest(exchange.RestSpot, lakeBTCCancelOrder, params, &resp)
if err != nil {
return err
}
if !resp.Result {
return fmt.Errorf("unable to cancel order(s): %v", orderIDs)
}
return nil
}
// GetTrades returns trades associated with your account by timestamp
func (l *LakeBTC) GetTrades(timestamp int64) ([]AuthenticatedTradeHistory, error) {
params := ""
if timestamp != 0 {
params = strconv.FormatInt(timestamp, 10)
}
var trades []AuthenticatedTradeHistory
return trades, l.SendAuthenticatedHTTPRequest(exchange.RestSpot, lakeBTCGetTrades, params, &trades)
}
// GetExternalAccounts returns your external accounts WARNING: Only for BTC!
func (l *LakeBTC) GetExternalAccounts() ([]ExternalAccounts, error) {
var resp []ExternalAccounts
return resp, l.SendAuthenticatedHTTPRequest(exchange.RestSpot, lakeBTCGetExternalAccounts, "", &resp)
}
// CreateWithdraw allows your to withdraw to external account WARNING: Only for
// BTC!
func (l *LakeBTC) CreateWithdraw(amount float64, accountID string) (Withdraw, error) {
resp := Withdraw{}
params := strconv.FormatFloat(amount, 'f', -1, 64) + ",btc," + accountID
err := l.SendAuthenticatedHTTPRequest(exchange.RestSpot, lakeBTCCreateWithdraw, params, &resp)
if err != nil {
return Withdraw{}, err
}
if len(resp.Error) > 0 {
return resp, errors.New(resp.Error)
}
return resp, nil
}
// SendHTTPRequest sends an unauthenticated http request
func (l *LakeBTC) SendHTTPRequest(endpoint exchange.URL, path string, result interface{}) error {
pathURL, err := l.API.Endpoints.GetURL(endpoint)
if err != nil {
return err
}
return l.SendPayload(context.Background(), &request.Item{
Method: http.MethodGet,
Path: pathURL + path,
Result: result,
Verbose: l.Verbose,
HTTPDebugging: l.HTTPDebugging,
HTTPRecording: l.HTTPRecording,
})
}
// SendAuthenticatedHTTPRequest sends an autheticated HTTP request to a LakeBTC
func (l *LakeBTC) SendAuthenticatedHTTPRequest(ep exchange.URL, method, params string, result interface{}) (err error) {
if !l.AllowAuthenticatedRequest() {
return fmt.Errorf("%s %w", l.Name, exchange.ErrAuthenticatedRequestWithoutCredentialsSet)
}
endpoint, err := l.API.Endpoints.GetURL(ep)
if err != nil {
return err
}
n := l.Requester.GetNonce(true).String()
req := fmt.Sprintf("tonce=%s&accesskey=%s&requestmethod=post&id=1&method=%s&params=%s", n, l.API.Credentials.Key, method, params)
hmac := crypto.GetHMAC(crypto.HashSHA1, []byte(req), []byte(l.API.Credentials.Secret))
if l.Verbose {
log.Debugf(log.ExchangeSys, "Sending POST request to %s calling method %s with params %s\n", endpoint, method, req)
}
postData := make(map[string]interface{})
postData["method"] = method
postData["id"] = 1
postData["params"] = strings.Split(params, ",")
data, err := json.Marshal(postData)
if err != nil {
return err
}
headers := make(map[string]string)
headers["Json-Rpc-Tonce"] = l.Nonce.String()
headers["Authorization"] = "Basic " + crypto.Base64Encode([]byte(l.API.Credentials.Key+":"+crypto.HexEncodeToString(hmac)))
headers["Content-Type"] = "application/json-rpc"
return l.SendPayload(context.Background(), &request.Item{
Method: http.MethodPost,
Path: endpoint,
Headers: headers,
Body: strings.NewReader(string(data)),
Result: result,
AuthRequest: true,
NonceEnabled: true,
Verbose: l.Verbose,
HTTPDebugging: l.HTTPDebugging,
HTTPRecording: l.HTTPRecording,
})
}
// GetFee returns an estimate of fee based on type of transaction
func (l *LakeBTC) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
fee = calculateTradingFee(feeBuilder.PurchasePrice,
feeBuilder.Amount,
feeBuilder.IsMaker)
case exchange.CryptocurrencyDepositFee:
fee = getCryptocurrencyWithdrawalFee(feeBuilder.Pair.Base)
case exchange.InternationalBankWithdrawalFee:
// fees for withdrawals are dynamic. They cannot be calculated in
// advance as they are manually performed via the website, it can only
// be determined when submitting the request
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(purchasePrice, amount float64, isMaker bool) (fee float64) {
if isMaker {
// TODO: Volume based fee calculation
fee = 0.0015
} else {
fee = 0.002
}
return fee * amount * purchasePrice
}
func getCryptocurrencyWithdrawalFee(c currency.Code) (fee float64) {
if c == currency.BTC {
fee = 0.001
}
return fee
}