Files
gocryptotrader/exchanges/lbank/lbank.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

589 lines
17 KiB
Go

package lbank
import (
"bytes"
"context"
"crypto"
"crypto/rand"
"crypto/rsa"
"crypto/x509"
"encoding/json"
"encoding/pem"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"strings"
gctcrypto "github.com/thrasher-corp/gocryptotrader/common/crypto"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
)
// Lbank is the overarching type across this package
type Lbank struct {
exchange.Base
privateKey *rsa.PrivateKey
WebsocketConn *stream.WebsocketConnection
}
const (
lbankAPIURL = "https://api.lbkex.com"
lbankAPIVersion = "1"
lbankAPIVersion2 = "2"
lbankFeeNotFound = 0.0
// Public endpoints
lbankTicker = "ticker.do"
lbankCurrencyPairs = "currencyPairs.do"
lbankMarketDepths = "depth.do"
lbankTrades = "trades.do"
lbankKlines = "kline.do"
lbankPairInfo = "accuracy.do"
lbankUSD2CNYRate = "usdToCny.do"
lbankWithdrawConfig = "withdrawConfigs.do"
// Authenticated endpoints
lbankUserInfo = "user_info.do"
lbankPlaceOrder = "create_order.do"
lbankCancelOrder = "cancel_order.do"
lbankQueryOrder = "orders_info.do"
lbankQueryHistoryOrder = "orders_info_history.do"
lbankOrderTransactionDetails = "order_transaction_detail.do"
lbankPastTransactions = "transaction_history.do"
lbankOpeningOrders = "orders_info_no_deal.do"
lbankWithdrawalRecords = "withdraws.do"
lbankWithdraw = "withdraw.do"
lbankRevokeWithdraw = "withdrawCancel.do"
)
// GetTicker returns a ticker for the specified symbol
// symbol: eth_btc
func (l *Lbank) GetTicker(symbol string) (TickerResponse, error) {
var t TickerResponse
params := url.Values{}
params.Set("symbol", symbol)
path := fmt.Sprintf("/v%s/%s?%s", lbankAPIVersion, lbankTicker, params.Encode())
return t, l.SendHTTPRequest(exchange.RestSpot, path, &t)
}
// GetTickers returns all tickers
func (l *Lbank) GetTickers() ([]TickerResponse, error) {
var t []TickerResponse
params := url.Values{}
params.Set("symbol", "all")
path := fmt.Sprintf("/v%s/%s?%s", lbankAPIVersion, lbankTicker, params.Encode())
return t, l.SendHTTPRequest(exchange.RestSpot, path, &t)
}
// GetCurrencyPairs returns a list of supported currency pairs by the exchange
func (l *Lbank) GetCurrencyPairs() ([]string, error) {
path := fmt.Sprintf("/v%s/%s", lbankAPIVersion,
lbankCurrencyPairs)
var result []string
return result, l.SendHTTPRequest(exchange.RestSpot, path, &result)
}
// GetMarketDepths returns arrays of asks, bids and timestamp
func (l *Lbank) GetMarketDepths(symbol, size, merge string) (MarketDepthResponse, error) {
var m MarketDepthResponse
params := url.Values{}
params.Set("symbol", symbol)
params.Set("size", size)
params.Set("merge", merge)
path := fmt.Sprintf("/v%s/%s?%s", lbankAPIVersion2, lbankMarketDepths, params.Encode())
return m, l.SendHTTPRequest(exchange.RestSpot, path, &m)
}
// GetTrades returns an array of available trades regarding a particular exchange
func (l *Lbank) GetTrades(symbol string, limit, time int64) ([]TradeResponse, error) {
var g []TradeResponse
params := url.Values{}
params.Set("symbol", symbol)
if limit > 0 {
params.Set("size", strconv.FormatInt(limit, 10))
}
if time > 0 {
params.Set("time", strconv.FormatInt(time, 10))
}
path := fmt.Sprintf("/v%s/%s?%s", lbankAPIVersion, lbankTrades, params.Encode())
return g, l.SendHTTPRequest(exchange.RestSpot, path, &g)
}
// GetKlines returns kline data
func (l *Lbank) GetKlines(symbol, size, klineType, time string) ([]KlineResponse, error) {
var klineTemp interface{}
var k []KlineResponse
params := url.Values{}
params.Set("symbol", symbol)
params.Set("size", size)
params.Set("type", klineType)
params.Set("time", time)
path := fmt.Sprintf("/v%s/%s?%s", lbankAPIVersion, lbankKlines, params.Encode())
err := l.SendHTTPRequest(exchange.RestSpot, path, &klineTemp)
if err != nil {
return k, err
}
resp, ok := klineTemp.([]interface{})
if !ok {
return nil, errors.New("response received is invalid")
}
for i := range resp {
resp2, ok := resp[i].([]interface{})
if !ok {
return nil, errors.New("response received is invalid")
}
var tempResp KlineResponse
for x := range resp2 {
switch x {
case 0:
tempResp.TimeStamp = int64(resp2[x].(float64))
case 1:
if val, ok := resp2[x].(int64); ok {
tempResp.OpenPrice = float64(val)
} else {
tempResp.OpenPrice = resp2[x].(float64)
}
case 2:
if val, ok := resp2[x].(int64); ok {
tempResp.HigestPrice = float64(val)
} else {
tempResp.HigestPrice = resp2[x].(float64)
}
case 3:
if val, ok := resp2[x].(int64); ok {
tempResp.LowestPrice = float64(val)
} else {
tempResp.LowestPrice = resp2[x].(float64)
}
case 4:
if val, ok := resp2[x].(int64); ok {
tempResp.ClosePrice = float64(val)
} else {
tempResp.ClosePrice = resp2[x].(float64)
}
case 5:
if val, ok := resp2[x].(int64); ok {
tempResp.TradingVolume = float64(val)
} else {
tempResp.TradingVolume = resp2[x].(float64)
}
}
}
k = append(k, tempResp)
}
return k, nil
}
// GetUserInfo gets users account info
func (l *Lbank) GetUserInfo() (InfoFinalResponse, error) {
var resp InfoFinalResponse
path := fmt.Sprintf("/v%s/%s?", lbankAPIVersion, lbankUserInfo)
err := l.SendAuthHTTPRequest(http.MethodPost, path, nil, &resp)
if err != nil {
return resp, err
}
if resp.Error != 0 {
return resp, ErrorCapture(resp.Error)
}
return resp, nil
}
// CreateOrder creates an order
func (l *Lbank) CreateOrder(pair, side string, amount, price float64) (CreateOrderResponse, error) {
var resp CreateOrderResponse
if !strings.EqualFold(side, order.Buy.String()) &&
!strings.EqualFold(side, order.Sell.String()) {
return resp, errors.New("side type invalid can only be 'buy' or 'sell'")
}
if amount <= 0 {
return resp, errors.New("amount can't be smaller than or equal to 0")
}
if price <= 0 {
return resp, errors.New("price can't be smaller than or equal to 0")
}
params := url.Values{}
params.Set("symbol", pair)
params.Set("type", strings.ToLower(side))
params.Set("price", strconv.FormatFloat(price, 'f', -1, 64))
params.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
path := fmt.Sprintf("/v%s/%s?", lbankAPIVersion, lbankPlaceOrder)
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
}
// RemoveOrder cancels a given order
func (l *Lbank) RemoveOrder(pair, orderID string) (RemoveOrderResponse, error) {
var resp RemoveOrderResponse
params := url.Values{}
params.Set("symbol", pair)
params.Set("order_id", orderID)
path := fmt.Sprintf("/v%s/%s", lbankAPIVersion, lbankCancelOrder)
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
}
// QueryOrder finds out information about orders (can pass up to 3 comma separated values to this)
// 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
func (l *Lbank) QueryOrder(pair, orderIDs string) (QueryOrderFinalResponse, error) {
var resp QueryOrderFinalResponse
var tempResp QueryOrderResponse
params := url.Values{}
params.Set("symbol", pair)
params.Set("order_id", orderIDs)
path := fmt.Sprintf("/v%s/%s?", lbankAPIVersion, lbankQueryOrder)
err := l.SendAuthHTTPRequest(http.MethodPost, path, params, &tempResp)
if err != nil {
return resp, err
}
var totalOrders []OrderResponse
if len(tempResp.Orders) > 2 {
err = json.Unmarshal(tempResp.Orders, &totalOrders)
if err != nil {
return resp, err
}
}
resp.ErrCapture = tempResp.ErrCapture
resp.Orders = totalOrders
if err != nil {
return resp, err
}
if resp.Error != 0 {
return resp, ErrorCapture(resp.Error)
}
return resp, nil
}
// QueryOrderHistory finds order info in the past 2 days
// 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
func (l *Lbank) QueryOrderHistory(pair, pageNumber, pageLength string) (OrderHistoryFinalResponse, error) {
var resp OrderHistoryFinalResponse
var tempResp OrderHistoryResponse
params := url.Values{}
params.Set("symbol", pair)
params.Set("current_page", pageNumber)
params.Set("page_length", pageLength)
path := fmt.Sprintf("/v%s/%s?", lbankAPIVersion, lbankQueryHistoryOrder)
err := l.SendAuthHTTPRequest(http.MethodPost, path, params, &tempResp)
if err != nil {
return resp, err
}
var totalOrders []OrderResponse
if len(tempResp.Orders) > 2 {
err = json.Unmarshal(tempResp.Orders, &totalOrders)
if err != nil {
return resp, err
}
}
resp.ErrCapture = tempResp.ErrCapture
resp.PageLength = tempResp.PageLength
resp.Orders = totalOrders
resp.CurrentPage = tempResp.CurrentPage
if resp.Error != 0 {
return resp, ErrorCapture(resp.Error)
}
return resp, nil
}
// GetPairInfo finds information about all trading pairs
func (l *Lbank) GetPairInfo() ([]PairInfoResponse, error) {
var resp []PairInfoResponse
path := fmt.Sprintf("/v%s/%s?", lbankAPIVersion, lbankPairInfo)
return resp, l.SendHTTPRequest(exchange.RestSpot, path, &resp)
}
// OrderTransactionDetails gets info about transactions
func (l *Lbank) OrderTransactionDetails(symbol, orderID string) (TransactionHistoryResp, error) {
var resp TransactionHistoryResp
params := url.Values{}
params.Set("symbol", symbol)
params.Set("order_id", orderID)
path := fmt.Sprintf("/v%s/%s?", lbankAPIVersion, lbankOrderTransactionDetails)
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
}
// TransactionHistory stores info about transactions
func (l *Lbank) TransactionHistory(symbol, transactionType, startDate, endDate, from, direct, size string) (TransactionHistoryResp, error) {
var resp TransactionHistoryResp
params := url.Values{}
params.Set("symbol", symbol)
params.Set("type", transactionType)
params.Set("start_date", startDate)
params.Set("end_date", endDate)
params.Set("from", from)
params.Set("direct", direct)
params.Set("size", size)
path := fmt.Sprintf("/v%s/%s?", lbankAPIVersion, lbankPastTransactions)
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
}
// GetOpenOrders gets opening orders
// 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
func (l *Lbank) GetOpenOrders(pair, pageNumber, pageLength string) (OpenOrderFinalResponse, error) {
var resp OpenOrderFinalResponse
var tempResp OpenOrderResponse
params := url.Values{}
params.Set("symbol", pair)
params.Set("current_page", pageNumber)
params.Set("page_length", pageLength)
path := fmt.Sprintf("/v%s/%s", lbankAPIVersion, lbankOpeningOrders)
err := l.SendAuthHTTPRequest(http.MethodPost, path, params, &tempResp)
if err != nil {
return resp, err
}
var totalOrders []OrderResponse
if len(tempResp.Orders) > 2 {
err = json.Unmarshal(tempResp.Orders, &totalOrders)
if err != nil {
return resp, err
}
}
resp.ErrCapture = tempResp.ErrCapture
resp.PageLength = tempResp.PageLength
resp.PageNumber = tempResp.PageNumber
resp.Orders = totalOrders
if resp.Error != 0 {
return resp, ErrorCapture(resp.Error)
}
return resp, nil
}
// USD2RMBRate finds USD-CNY Rate
func (l *Lbank) USD2RMBRate() (ExchangeRateResponse, error) {
var resp ExchangeRateResponse
path := fmt.Sprintf("/v%s/%s", lbankAPIVersion, lbankUSD2CNYRate)
return resp, l.SendHTTPRequest(exchange.RestSpot, path, &resp)
}
// GetWithdrawConfig gets information about withdrawals
func (l *Lbank) GetWithdrawConfig(assetCode string) ([]WithdrawConfigResponse, error) {
var resp []WithdrawConfigResponse
params := url.Values{}
params.Set("assetCode", assetCode)
path := fmt.Sprintf("/v%s/%s?%s", lbankAPIVersion, lbankWithdrawConfig, params.Encode())
return resp, l.SendHTTPRequest(exchange.RestSpot, path, &resp)
}
// Withdraw sends a withdrawal request
func (l *Lbank) Withdraw(account, assetCode, amount, memo, mark, withdrawType string) (WithdrawResponse, error) {
var resp WithdrawResponse
params := url.Values{}
params.Set("account", account)
params.Set("assetCode", assetCode)
params.Set("amount", amount)
if memo != "" {
params.Set("memo", memo)
}
if mark != "" {
params.Set("mark", mark)
}
if withdrawType != "" {
params.Set("type", withdrawType)
}
path := fmt.Sprintf("/v%s/%s", lbankAPIVersion,
lbankWithdraw)
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
}
// 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,
})
}