mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-29 23:16:51 +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
589 lines
17 KiB
Go
589 lines
17 KiB
Go
package lbank
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import (
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"bytes"
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"context"
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"crypto"
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"crypto/rand"
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"crypto/rsa"
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"crypto/x509"
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"encoding/json"
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"encoding/pem"
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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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"strings"
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gctcrypto "github.com/thrasher-corp/gocryptotrader/common/crypto"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
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)
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// Lbank is the overarching type across this package
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type Lbank struct {
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exchange.Base
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privateKey *rsa.PrivateKey
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WebsocketConn *stream.WebsocketConnection
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}
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const (
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lbankAPIURL = "https://api.lbkex.com"
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lbankAPIVersion = "1"
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lbankAPIVersion2 = "2"
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lbankFeeNotFound = 0.0
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// Public endpoints
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lbankTicker = "ticker.do"
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lbankCurrencyPairs = "currencyPairs.do"
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lbankMarketDepths = "depth.do"
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lbankTrades = "trades.do"
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lbankKlines = "kline.do"
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lbankPairInfo = "accuracy.do"
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lbankUSD2CNYRate = "usdToCny.do"
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lbankWithdrawConfig = "withdrawConfigs.do"
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// Authenticated endpoints
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lbankUserInfo = "user_info.do"
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lbankPlaceOrder = "create_order.do"
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lbankCancelOrder = "cancel_order.do"
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lbankQueryOrder = "orders_info.do"
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lbankQueryHistoryOrder = "orders_info_history.do"
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lbankOrderTransactionDetails = "order_transaction_detail.do"
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lbankPastTransactions = "transaction_history.do"
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lbankOpeningOrders = "orders_info_no_deal.do"
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lbankWithdrawalRecords = "withdraws.do"
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lbankWithdraw = "withdraw.do"
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lbankRevokeWithdraw = "withdrawCancel.do"
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)
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// GetTicker returns a ticker for the specified symbol
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// symbol: eth_btc
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func (l *Lbank) GetTicker(symbol string) (TickerResponse, error) {
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var t TickerResponse
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params := url.Values{}
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params.Set("symbol", symbol)
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path := fmt.Sprintf("/v%s/%s?%s", lbankAPIVersion, lbankTicker, params.Encode())
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return t, l.SendHTTPRequest(exchange.RestSpot, path, &t)
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}
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// GetTickers returns all tickers
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func (l *Lbank) GetTickers() ([]TickerResponse, error) {
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var t []TickerResponse
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params := url.Values{}
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params.Set("symbol", "all")
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path := fmt.Sprintf("/v%s/%s?%s", lbankAPIVersion, lbankTicker, params.Encode())
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return t, l.SendHTTPRequest(exchange.RestSpot, path, &t)
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}
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// GetCurrencyPairs returns a list of supported currency pairs by the exchange
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func (l *Lbank) GetCurrencyPairs() ([]string, error) {
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path := fmt.Sprintf("/v%s/%s", lbankAPIVersion,
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lbankCurrencyPairs)
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var result []string
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return result, l.SendHTTPRequest(exchange.RestSpot, path, &result)
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}
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// GetMarketDepths returns arrays of asks, bids and timestamp
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func (l *Lbank) GetMarketDepths(symbol, size, merge string) (MarketDepthResponse, error) {
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var m MarketDepthResponse
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params := url.Values{}
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params.Set("symbol", symbol)
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params.Set("size", size)
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params.Set("merge", merge)
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path := fmt.Sprintf("/v%s/%s?%s", lbankAPIVersion2, lbankMarketDepths, params.Encode())
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return m, l.SendHTTPRequest(exchange.RestSpot, path, &m)
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}
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// GetTrades returns an array of available trades regarding a particular exchange
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func (l *Lbank) GetTrades(symbol string, limit, time int64) ([]TradeResponse, error) {
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var g []TradeResponse
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params := url.Values{}
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params.Set("symbol", symbol)
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if limit > 0 {
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params.Set("size", strconv.FormatInt(limit, 10))
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}
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if time > 0 {
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params.Set("time", strconv.FormatInt(time, 10))
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}
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path := fmt.Sprintf("/v%s/%s?%s", lbankAPIVersion, lbankTrades, params.Encode())
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return g, l.SendHTTPRequest(exchange.RestSpot, path, &g)
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}
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// GetKlines returns kline data
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func (l *Lbank) GetKlines(symbol, size, klineType, time string) ([]KlineResponse, error) {
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var klineTemp interface{}
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var k []KlineResponse
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params := url.Values{}
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params.Set("symbol", symbol)
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params.Set("size", size)
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params.Set("type", klineType)
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params.Set("time", time)
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path := fmt.Sprintf("/v%s/%s?%s", lbankAPIVersion, lbankKlines, params.Encode())
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err := l.SendHTTPRequest(exchange.RestSpot, path, &klineTemp)
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if err != nil {
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return k, err
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}
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resp, ok := klineTemp.([]interface{})
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if !ok {
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return nil, errors.New("response received is invalid")
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}
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for i := range resp {
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resp2, ok := resp[i].([]interface{})
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if !ok {
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return nil, errors.New("response received is invalid")
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}
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var tempResp KlineResponse
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for x := range resp2 {
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switch x {
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case 0:
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tempResp.TimeStamp = int64(resp2[x].(float64))
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case 1:
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if val, ok := resp2[x].(int64); ok {
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tempResp.OpenPrice = float64(val)
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} else {
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tempResp.OpenPrice = resp2[x].(float64)
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}
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case 2:
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if val, ok := resp2[x].(int64); ok {
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tempResp.HigestPrice = float64(val)
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} else {
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tempResp.HigestPrice = resp2[x].(float64)
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}
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case 3:
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if val, ok := resp2[x].(int64); ok {
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tempResp.LowestPrice = float64(val)
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} else {
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tempResp.LowestPrice = resp2[x].(float64)
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}
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case 4:
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if val, ok := resp2[x].(int64); ok {
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tempResp.ClosePrice = float64(val)
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} else {
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tempResp.ClosePrice = resp2[x].(float64)
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}
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case 5:
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if val, ok := resp2[x].(int64); ok {
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tempResp.TradingVolume = float64(val)
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} else {
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tempResp.TradingVolume = resp2[x].(float64)
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}
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}
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}
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k = append(k, tempResp)
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}
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return k, nil
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}
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// GetUserInfo gets users account info
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func (l *Lbank) GetUserInfo() (InfoFinalResponse, error) {
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var resp InfoFinalResponse
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path := fmt.Sprintf("/v%s/%s?", lbankAPIVersion, lbankUserInfo)
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err := l.SendAuthHTTPRequest(http.MethodPost, path, nil, &resp)
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if err != nil {
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return resp, err
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}
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if resp.Error != 0 {
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return resp, ErrorCapture(resp.Error)
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}
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return resp, nil
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}
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// CreateOrder creates an order
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func (l *Lbank) CreateOrder(pair, side string, amount, price float64) (CreateOrderResponse, error) {
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var resp CreateOrderResponse
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if !strings.EqualFold(side, order.Buy.String()) &&
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!strings.EqualFold(side, order.Sell.String()) {
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return resp, errors.New("side type invalid can only be 'buy' or 'sell'")
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}
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if amount <= 0 {
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return resp, errors.New("amount can't be smaller than or equal to 0")
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}
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if price <= 0 {
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return resp, errors.New("price can't be smaller than or equal to 0")
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}
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params := url.Values{}
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params.Set("symbol", pair)
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params.Set("type", strings.ToLower(side))
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params.Set("price", strconv.FormatFloat(price, 'f', -1, 64))
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params.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
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path := fmt.Sprintf("/v%s/%s?", lbankAPIVersion, lbankPlaceOrder)
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err := l.SendAuthHTTPRequest(http.MethodPost, path, params, &resp)
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if err != nil {
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return resp, err
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}
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if resp.Error != 0 {
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return resp, ErrorCapture(resp.Error)
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}
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return resp, nil
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}
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// RemoveOrder cancels a given order
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func (l *Lbank) RemoveOrder(pair, orderID string) (RemoveOrderResponse, error) {
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var resp RemoveOrderResponse
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params := url.Values{}
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params.Set("symbol", pair)
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params.Set("order_id", orderID)
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path := fmt.Sprintf("/v%s/%s", lbankAPIVersion, lbankCancelOrder)
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err := l.SendAuthHTTPRequest(http.MethodPost, path, params, &resp)
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if err != nil {
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return resp, err
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}
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if resp.Error != 0 {
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return resp, ErrorCapture(resp.Error)
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}
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return resp, nil
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}
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// QueryOrder finds out information about orders (can pass up to 3 comma separated values to this)
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// Lbank returns an empty string as their []OrderResponse instead of returning an empty array, so when len(tempResp.Orders) > 2 its not empty and should be unmarshalled separately
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func (l *Lbank) QueryOrder(pair, orderIDs string) (QueryOrderFinalResponse, error) {
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var resp QueryOrderFinalResponse
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var tempResp QueryOrderResponse
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params := url.Values{}
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params.Set("symbol", pair)
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params.Set("order_id", orderIDs)
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path := fmt.Sprintf("/v%s/%s?", lbankAPIVersion, lbankQueryOrder)
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err := l.SendAuthHTTPRequest(http.MethodPost, path, params, &tempResp)
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if err != nil {
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return resp, err
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}
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var totalOrders []OrderResponse
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if len(tempResp.Orders) > 2 {
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err = json.Unmarshal(tempResp.Orders, &totalOrders)
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if err != nil {
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return resp, err
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}
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}
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resp.ErrCapture = tempResp.ErrCapture
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resp.Orders = totalOrders
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if err != nil {
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return resp, err
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}
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if resp.Error != 0 {
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return resp, ErrorCapture(resp.Error)
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}
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return resp, nil
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}
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// QueryOrderHistory finds order info in the past 2 days
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// Lbank returns an empty string as their []OrderResponse instead of returning an empty array, so when len(tempResp.Orders) > 2 its not empty and should be unmarshalled separately
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func (l *Lbank) QueryOrderHistory(pair, pageNumber, pageLength string) (OrderHistoryFinalResponse, error) {
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var resp OrderHistoryFinalResponse
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var tempResp OrderHistoryResponse
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params := url.Values{}
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params.Set("symbol", pair)
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params.Set("current_page", pageNumber)
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params.Set("page_length", pageLength)
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path := fmt.Sprintf("/v%s/%s?", lbankAPIVersion, lbankQueryHistoryOrder)
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err := l.SendAuthHTTPRequest(http.MethodPost, path, params, &tempResp)
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if err != nil {
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return resp, err
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}
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var totalOrders []OrderResponse
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if len(tempResp.Orders) > 2 {
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err = json.Unmarshal(tempResp.Orders, &totalOrders)
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if err != nil {
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return resp, err
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}
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}
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resp.ErrCapture = tempResp.ErrCapture
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resp.PageLength = tempResp.PageLength
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resp.Orders = totalOrders
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resp.CurrentPage = tempResp.CurrentPage
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if resp.Error != 0 {
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return resp, ErrorCapture(resp.Error)
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}
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return resp, nil
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}
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// GetPairInfo finds information about all trading pairs
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func (l *Lbank) GetPairInfo() ([]PairInfoResponse, error) {
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var resp []PairInfoResponse
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path := fmt.Sprintf("/v%s/%s?", lbankAPIVersion, lbankPairInfo)
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return resp, l.SendHTTPRequest(exchange.RestSpot, path, &resp)
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}
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// OrderTransactionDetails gets info about transactions
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func (l *Lbank) OrderTransactionDetails(symbol, orderID string) (TransactionHistoryResp, error) {
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var resp TransactionHistoryResp
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params := url.Values{}
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params.Set("symbol", symbol)
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params.Set("order_id", orderID)
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path := fmt.Sprintf("/v%s/%s?", lbankAPIVersion, lbankOrderTransactionDetails)
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err := l.SendAuthHTTPRequest(http.MethodPost, path, params, &resp)
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if err != nil {
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return resp, err
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}
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if resp.Error != 0 {
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return resp, ErrorCapture(resp.Error)
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}
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return resp, nil
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}
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// TransactionHistory stores info about transactions
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func (l *Lbank) TransactionHistory(symbol, transactionType, startDate, endDate, from, direct, size string) (TransactionHistoryResp, error) {
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var resp TransactionHistoryResp
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params := url.Values{}
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params.Set("symbol", symbol)
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params.Set("type", transactionType)
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params.Set("start_date", startDate)
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params.Set("end_date", endDate)
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params.Set("from", from)
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params.Set("direct", direct)
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params.Set("size", size)
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path := fmt.Sprintf("/v%s/%s?", lbankAPIVersion, lbankPastTransactions)
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err := l.SendAuthHTTPRequest(http.MethodPost, path, params, &resp)
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if err != nil {
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return resp, err
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}
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if resp.Error != 0 {
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return resp, ErrorCapture(resp.Error)
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}
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return resp, nil
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}
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// GetOpenOrders gets opening orders
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// Lbank returns an empty string as their []OrderResponse instead of returning an empty array, so when len(tempResp.Orders) > 2 its not empty and should be unmarshalled separately
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func (l *Lbank) GetOpenOrders(pair, pageNumber, pageLength string) (OpenOrderFinalResponse, error) {
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var resp OpenOrderFinalResponse
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var tempResp OpenOrderResponse
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params := url.Values{}
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params.Set("symbol", pair)
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params.Set("current_page", pageNumber)
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params.Set("page_length", pageLength)
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path := fmt.Sprintf("/v%s/%s", lbankAPIVersion, lbankOpeningOrders)
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err := l.SendAuthHTTPRequest(http.MethodPost, path, params, &tempResp)
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if err != nil {
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return resp, err
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}
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var totalOrders []OrderResponse
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if len(tempResp.Orders) > 2 {
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err = json.Unmarshal(tempResp.Orders, &totalOrders)
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if err != nil {
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return resp, err
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}
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}
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resp.ErrCapture = tempResp.ErrCapture
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resp.PageLength = tempResp.PageLength
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resp.PageNumber = tempResp.PageNumber
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resp.Orders = totalOrders
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if resp.Error != 0 {
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return resp, ErrorCapture(resp.Error)
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}
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return resp, nil
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}
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// USD2RMBRate finds USD-CNY Rate
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func (l *Lbank) USD2RMBRate() (ExchangeRateResponse, error) {
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var resp ExchangeRateResponse
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path := fmt.Sprintf("/v%s/%s", lbankAPIVersion, lbankUSD2CNYRate)
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return resp, l.SendHTTPRequest(exchange.RestSpot, path, &resp)
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}
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// GetWithdrawConfig gets information about withdrawals
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func (l *Lbank) GetWithdrawConfig(assetCode string) ([]WithdrawConfigResponse, error) {
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var resp []WithdrawConfigResponse
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params := url.Values{}
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params.Set("assetCode", assetCode)
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path := fmt.Sprintf("/v%s/%s?%s", lbankAPIVersion, lbankWithdrawConfig, params.Encode())
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return resp, l.SendHTTPRequest(exchange.RestSpot, path, &resp)
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}
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// Withdraw sends a withdrawal request
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func (l *Lbank) Withdraw(account, assetCode, amount, memo, mark, withdrawType string) (WithdrawResponse, error) {
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var resp WithdrawResponse
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params := url.Values{}
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params.Set("account", account)
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params.Set("assetCode", assetCode)
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params.Set("amount", amount)
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if memo != "" {
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params.Set("memo", memo)
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}
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if mark != "" {
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params.Set("mark", mark)
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}
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if withdrawType != "" {
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params.Set("type", withdrawType)
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}
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path := fmt.Sprintf("/v%s/%s", lbankAPIVersion,
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lbankWithdraw)
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err := l.SendAuthHTTPRequest(http.MethodPost, path, params, &resp)
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if err != nil {
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return resp, err
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}
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if resp.Error != 0 {
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|
return resp, ErrorCapture(resp.Error)
|
|
}
|
|
|
|
return resp, nil
|
|
}
|
|
|
|
// RevokeWithdraw cancels the withdrawal given the withdrawalID
|
|
func (l *Lbank) RevokeWithdraw(withdrawID string) (RevokeWithdrawResponse, error) {
|
|
var resp RevokeWithdrawResponse
|
|
params := url.Values{}
|
|
if withdrawID != "" {
|
|
params.Set("withdrawId", withdrawID)
|
|
}
|
|
path := fmt.Sprintf("/v%s/%s?", lbankAPIVersion, lbankRevokeWithdraw)
|
|
err := l.SendAuthHTTPRequest(http.MethodPost, path, params, &resp)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
if resp.Error != 0 {
|
|
return resp, ErrorCapture(resp.Error)
|
|
}
|
|
|
|
return resp, nil
|
|
}
|
|
|
|
// GetWithdrawalRecords gets withdrawal records
|
|
func (l *Lbank) GetWithdrawalRecords(assetCode, status, pageNo, pageSize string) (WithdrawalResponse, error) {
|
|
var resp WithdrawalResponse
|
|
params := url.Values{}
|
|
params.Set("assetCode", assetCode)
|
|
params.Set("status", status)
|
|
params.Set("pageNo", pageNo)
|
|
params.Set("pageSize", pageSize)
|
|
path := fmt.Sprintf("/v%s/%s", lbankAPIVersion, lbankWithdrawalRecords)
|
|
err := l.SendAuthHTTPRequest(http.MethodPost, path, params, &resp)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
if resp.Error != 0 {
|
|
return resp, ErrorCapture(resp.Error)
|
|
}
|
|
|
|
return resp, nil
|
|
}
|
|
|
|
// ErrorCapture captures errors
|
|
func ErrorCapture(code int64) error {
|
|
msg, ok := errorCodes[code]
|
|
if !ok {
|
|
return fmt.Errorf("undefined code please check api docs for error code definition: %v", code)
|
|
}
|
|
return errors.New(msg)
|
|
}
|
|
|
|
// SendHTTPRequest sends an unauthenticated HTTP request
|
|
func (l *Lbank) SendHTTPRequest(ep exchange.URL, path string, result interface{}) error {
|
|
endpoint, err := l.API.Endpoints.GetURL(ep)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
return l.SendPayload(context.Background(), &request.Item{
|
|
Method: http.MethodGet,
|
|
Path: endpoint + path,
|
|
Result: result,
|
|
Verbose: l.Verbose,
|
|
HTTPDebugging: l.HTTPDebugging,
|
|
HTTPRecording: l.HTTPRecording,
|
|
})
|
|
}
|
|
|
|
func (l *Lbank) loadPrivKey() error {
|
|
key := strings.Join([]string{
|
|
"-----BEGIN RSA PRIVATE KEY-----",
|
|
l.API.Credentials.Secret,
|
|
"-----END RSA PRIVATE KEY-----",
|
|
}, "\n")
|
|
|
|
block, _ := pem.Decode([]byte(key))
|
|
if block == nil {
|
|
return errors.New("pem block is nil")
|
|
}
|
|
|
|
p, err := x509.ParsePKCS8PrivateKey(block.Bytes)
|
|
if err != nil {
|
|
return fmt.Errorf("unable to decode priv key: %s", err)
|
|
}
|
|
|
|
var ok bool
|
|
l.privateKey, ok = p.(*rsa.PrivateKey)
|
|
if !ok {
|
|
return errors.New("unable to parse RSA private key")
|
|
}
|
|
return nil
|
|
}
|
|
|
|
func (l *Lbank) sign(data string) (string, error) {
|
|
if l.privateKey == nil {
|
|
return "", errors.New("private key not loaded")
|
|
}
|
|
md5hash := gctcrypto.GetMD5([]byte(data))
|
|
m := strings.ToUpper(gctcrypto.HexEncodeToString(md5hash))
|
|
s := gctcrypto.GetSHA256([]byte(m))
|
|
r, err := rsa.SignPKCS1v15(rand.Reader, l.privateKey, crypto.SHA256, s)
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
return gctcrypto.Base64Encode(r), nil
|
|
}
|
|
|
|
// SendAuthHTTPRequest sends an authenticated request
|
|
func (l *Lbank) SendAuthHTTPRequest(method, endpoint string, vals url.Values, result interface{}) error {
|
|
if !l.AllowAuthenticatedRequest() {
|
|
return fmt.Errorf("%s %w", l.Name, exchange.ErrAuthenticatedRequestWithoutCredentialsSet)
|
|
}
|
|
|
|
if vals == nil {
|
|
vals = url.Values{}
|
|
}
|
|
|
|
vals.Set("api_key", l.API.Credentials.Key)
|
|
sig, err := l.sign(vals.Encode())
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
vals.Set("sign", sig)
|
|
payload := vals.Encode()
|
|
headers := make(map[string]string)
|
|
headers["Content-Type"] = "application/x-www-form-urlencoded"
|
|
|
|
return l.SendPayload(context.Background(), &request.Item{
|
|
Method: method,
|
|
Path: endpoint,
|
|
Headers: headers,
|
|
Body: bytes.NewBufferString(payload),
|
|
Result: result,
|
|
AuthRequest: true,
|
|
Verbose: l.Verbose,
|
|
HTTPDebugging: l.HTTPDebugging,
|
|
HTTPRecording: l.HTTPRecording,
|
|
})
|
|
}
|