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
926 lines
25 KiB
Go
926 lines
25 KiB
Go
package poloniex
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import (
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"bytes"
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"context"
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"encoding/json"
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"errors"
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"fmt"
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"net/http"
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"net/url"
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"strconv"
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"time"
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"github.com/thrasher-corp/gocryptotrader/common/crypto"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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)
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const (
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poloniexAPIURL = "https://poloniex.com"
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poloniexAPITradingEndpoint = "tradingApi"
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poloniexAPIVersion = "1"
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poloniexBalances = "returnBalances"
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poloniexBalancesComplete = "returnCompleteBalances"
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poloniexDepositAddresses = "returnDepositAddresses"
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poloniexGenerateNewAddress = "generateNewAddress"
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poloniexDepositsWithdrawals = "returnDepositsWithdrawals"
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poloniexOrders = "returnOpenOrders"
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poloniexTradeHistory = "returnTradeHistory"
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poloniexOrderTrades = "returnOrderTrades"
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poloniexOrderStatus = "returnOrderStatus"
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poloniexOrderCancel = "cancelOrder"
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poloniexOrderMove = "moveOrder"
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poloniexWithdraw = "withdraw"
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poloniexFeeInfo = "returnFeeInfo"
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poloniexAvailableBalances = "returnAvailableAccountBalances"
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poloniexTradableBalances = "returnTradableBalances"
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poloniexTransferBalance = "transferBalance"
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poloniexMarginAccountSummary = "returnMarginAccountSummary"
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poloniexMarginBuy = "marginBuy"
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poloniexMarginSell = "marginSell"
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poloniexMarginPosition = "getMarginPosition"
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poloniexMarginPositionClose = "closeMarginPosition"
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poloniexCreateLoanOffer = "createLoanOffer"
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poloniexCancelLoanOffer = "cancelLoanOffer"
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poloniexOpenLoanOffers = "returnOpenLoanOffers"
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poloniexActiveLoans = "returnActiveLoans"
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poloniexLendingHistory = "returnLendingHistory"
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poloniexAutoRenew = "toggleAutoRenew"
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poloniexMaxOrderbookDepth = 100
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)
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// Poloniex is the overarching type across the poloniex package
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type Poloniex struct {
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exchange.Base
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details CurrencyDetails
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}
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// GetTicker returns current ticker information
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func (p *Poloniex) GetTicker() (map[string]Ticker, error) {
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type response struct {
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Data map[string]Ticker
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}
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resp := response{}
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path := "/public?command=returnTicker"
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return resp.Data, p.SendHTTPRequest(exchange.RestSpot, path, &resp.Data)
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}
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// GetVolume returns a list of currencies with associated volume
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func (p *Poloniex) GetVolume() (interface{}, error) {
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var resp interface{}
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path := "/public?command=return24hVolume"
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return resp, p.SendHTTPRequest(exchange.RestSpot, path, &resp)
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}
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// GetOrderbook returns the full orderbook from poloniex
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func (p *Poloniex) GetOrderbook(currencyPair string, depth int) (OrderbookAll, error) {
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vals := url.Values{}
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if depth != 0 {
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vals.Set("depth", strconv.Itoa(depth))
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}
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oba := OrderbookAll{Data: make(map[string]Orderbook)}
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if currencyPair != "" {
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vals.Set("currencyPair", currencyPair)
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resp := OrderbookResponse{}
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path := fmt.Sprintf("/public?command=returnOrderBook&%s", vals.Encode())
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err := p.SendHTTPRequest(exchange.RestSpot, path, &resp)
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if err != nil {
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return oba, err
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}
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if resp.Error != "" {
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return oba, fmt.Errorf("%s GetOrderbook() error: %s", p.Name, resp.Error)
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}
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var ob Orderbook
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for x := range resp.Asks {
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price, err := strconv.ParseFloat(resp.Asks[x][0].(string), 64)
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if err != nil {
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return oba, err
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}
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ob.Asks = append(ob.Asks, OrderbookItem{
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Price: price,
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Amount: resp.Asks[x][1].(float64),
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})
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}
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for x := range resp.Bids {
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price, err := strconv.ParseFloat(resp.Bids[x][0].(string), 64)
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if err != nil {
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return oba, err
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}
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ob.Bids = append(ob.Bids, OrderbookItem{
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Price: price,
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Amount: resp.Bids[x][1].(float64),
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})
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}
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oba.Data[currencyPair] = ob
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} else {
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vals.Set("currencyPair", "all")
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resp := OrderbookResponseAll{}
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path := fmt.Sprintf("/public?command=returnOrderBook&%s", vals.Encode())
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err := p.SendHTTPRequest(exchange.RestSpot, path, &resp.Data)
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if err != nil {
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return oba, err
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}
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for currency, orderbook := range resp.Data {
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var ob Orderbook
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for x := range orderbook.Asks {
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price, err := strconv.ParseFloat(orderbook.Asks[x][0].(string), 64)
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if err != nil {
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return oba, err
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}
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ob.Asks = append(ob.Asks, OrderbookItem{
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Price: price,
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Amount: orderbook.Asks[x][1].(float64),
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})
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}
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for x := range orderbook.Bids {
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price, err := strconv.ParseFloat(orderbook.Bids[x][0].(string), 64)
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if err != nil {
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return oba, err
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}
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ob.Bids = append(ob.Bids, OrderbookItem{
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Price: price,
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Amount: orderbook.Bids[x][1].(float64),
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})
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}
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oba.Data[currency] = ob
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}
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}
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return oba, nil
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}
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// GetTradeHistory returns trades history from poloniex
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func (p *Poloniex) GetTradeHistory(currencyPair string, start, end int64) ([]TradeHistory, error) {
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vals := url.Values{}
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vals.Set("currencyPair", currencyPair)
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if start > 0 {
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vals.Set("start", strconv.FormatInt(start, 10))
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}
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if end > 0 {
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vals.Set("end", strconv.FormatInt(end, 10))
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}
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var resp []TradeHistory
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path := fmt.Sprintf("/public?command=returnTradeHistory&%s", vals.Encode())
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return resp, p.SendHTTPRequest(exchange.RestSpot, path, &resp)
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}
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// GetChartData returns chart data for a specific currency pair
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func (p *Poloniex) GetChartData(currencyPair string, start, end time.Time, period string) ([]ChartData, error) {
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vals := url.Values{}
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vals.Set("currencyPair", currencyPair)
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if !start.IsZero() {
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vals.Set("start", strconv.FormatInt(start.Unix(), 10))
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}
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if !end.IsZero() {
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vals.Set("end", strconv.FormatInt(end.Unix(), 10))
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}
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if period != "" {
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vals.Set("period", period)
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}
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var temp json.RawMessage
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var resp []ChartData
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path := "/public?command=returnChartData&" + vals.Encode()
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err := p.SendHTTPRequest(exchange.RestSpot, path, &temp)
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if err != nil {
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return nil, err
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}
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tempUnmarshal := json.Unmarshal(temp, &resp)
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if tempUnmarshal != nil {
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var errResp struct {
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Error string `json:"error"`
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}
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errRet := json.Unmarshal(temp, &errResp)
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if errRet != nil {
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return nil, err
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}
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if errResp.Error != "" {
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return nil, errors.New(errResp.Error)
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}
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}
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return resp, nil
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}
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// GetCurrencies returns information about currencies
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func (p *Poloniex) GetCurrencies() (map[string]Currencies, error) {
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type Response struct {
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Data map[string]Currencies
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}
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resp := Response{}
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return resp.Data, p.SendHTTPRequest(exchange.RestSpot, "/public?command=returnCurrencies", &resp.Data)
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}
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// GetLoanOrders returns the list of loan offers and demands for a given
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// currency, specified by the "currency" GET parameter.
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func (p *Poloniex) GetLoanOrders(currency string) (LoanOrders, error) {
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resp := LoanOrders{}
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path := fmt.Sprintf("/public?command=returnLoanOrders¤cy=%s", currency)
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return resp, p.SendHTTPRequest(exchange.RestSpot, path, &resp)
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}
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// GetBalances returns balances for your account.
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func (p *Poloniex) GetBalances() (Balance, error) {
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var result interface{}
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err := p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, poloniexBalances, url.Values{}, &result)
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if err != nil {
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return Balance{}, err
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}
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data := result.(map[string]interface{})
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balance := Balance{}
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balance.Currency = make(map[string]float64)
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for x, y := range data {
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balance.Currency[x], _ = strconv.ParseFloat(y.(string), 64)
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}
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return balance, nil
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}
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// GetCompleteBalances returns complete balances from your account.
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func (p *Poloniex) GetCompleteBalances() (CompleteBalances, error) {
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var result CompleteBalances
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vals := url.Values{}
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vals.Set("account", "all")
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err := p.SendAuthenticatedHTTPRequest(exchange.RestSpot,
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http.MethodPost,
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poloniexBalancesComplete,
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vals,
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&result)
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return result, err
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}
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// GetDepositAddresses returns deposit addresses for all enabled cryptos.
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func (p *Poloniex) GetDepositAddresses() (DepositAddresses, error) {
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var result interface{}
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addresses := DepositAddresses{}
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err := p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, poloniexDepositAddresses, url.Values{}, &result)
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if err != nil {
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return addresses, err
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}
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addresses.Addresses = make(map[string]string)
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data, ok := result.(map[string]interface{})
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if !ok {
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return addresses, errors.New("return val not map[string]interface{}")
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}
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for x, y := range data {
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addresses.Addresses[x] = y.(string)
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}
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return addresses, nil
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}
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// GenerateNewAddress generates a new address for a currency
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func (p *Poloniex) GenerateNewAddress(currency string) (string, error) {
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type Response struct {
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Success int
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Error string
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Response string
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}
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resp := Response{}
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values := url.Values{}
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values.Set("currency", currency)
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err := p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, poloniexGenerateNewAddress, values, &resp)
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if err != nil {
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return "", err
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}
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if resp.Error != "" {
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return "", errors.New(resp.Error)
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}
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return resp.Response, nil
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}
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// GetDepositsWithdrawals returns a list of deposits and withdrawals
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func (p *Poloniex) GetDepositsWithdrawals(start, end string) (DepositsWithdrawals, error) {
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resp := DepositsWithdrawals{}
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values := url.Values{}
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if start != "" {
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values.Set("start", start)
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} else {
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values.Set("start", "0")
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}
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if end != "" {
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values.Set("end", end)
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} else {
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values.Set("end", strconv.FormatInt(time.Now().Unix(), 10))
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}
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return resp, p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, poloniexDepositsWithdrawals, values, &resp)
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}
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// GetOpenOrders returns current unfilled opened orders
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func (p *Poloniex) GetOpenOrders(currency string) (OpenOrdersResponse, error) {
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values := url.Values{}
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values.Set("currencyPair", currency)
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result := OpenOrdersResponse{}
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return result, p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, poloniexOrders, values, &result.Data)
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}
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// GetOpenOrdersForAllCurrencies returns all open orders
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func (p *Poloniex) GetOpenOrdersForAllCurrencies() (OpenOrdersResponseAll, error) {
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values := url.Values{}
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values.Set("currencyPair", "all")
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result := OpenOrdersResponseAll{}
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return result, p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, poloniexOrders, values, &result.Data)
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}
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// GetAuthenticatedTradeHistoryForCurrency returns account trade history
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func (p *Poloniex) GetAuthenticatedTradeHistoryForCurrency(currency string, start, end, limit int64) (AuthenticatedTradeHistoryResponse, error) {
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values := url.Values{}
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if start > 0 {
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values.Set("start", strconv.FormatInt(start, 10))
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}
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if limit > 0 {
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values.Set("limit", strconv.FormatInt(limit, 10))
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}
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if end > 0 {
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values.Set("end", strconv.FormatInt(end, 10))
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}
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values.Set("currencyPair", currency)
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result := AuthenticatedTradeHistoryResponse{}
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return result, p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, poloniexTradeHistory, values, &result.Data)
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}
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// GetAuthenticatedTradeHistory returns account trade history
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func (p *Poloniex) GetAuthenticatedTradeHistory(start, end, limit int64) (AuthenticatedTradeHistoryAll, error) {
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values := url.Values{}
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if start > 0 {
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values.Set("start", strconv.FormatInt(start, 10))
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}
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if limit > 0 {
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values.Set("limit", strconv.FormatInt(limit, 10))
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}
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if end > 0 {
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values.Set("end", strconv.FormatInt(end, 10))
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}
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values.Set("currencyPair", "all")
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var result json.RawMessage
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err := p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, poloniexTradeHistory, values, &result)
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if err != nil {
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return AuthenticatedTradeHistoryAll{}, err
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}
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var nodata []interface{}
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err = json.Unmarshal(result, &nodata)
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if err == nil {
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return AuthenticatedTradeHistoryAll{}, nil
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}
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var mainResult AuthenticatedTradeHistoryAll
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return mainResult, json.Unmarshal(result, &mainResult.Data)
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}
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// GetAuthenticatedOrderStatus returns the status of a given orderId.
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func (p *Poloniex) GetAuthenticatedOrderStatus(orderID string) (o OrderStatusData, err error) {
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values := url.Values{}
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if orderID == "" {
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return o, fmt.Errorf("no orderID passed")
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}
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values.Set("orderNumber", orderID)
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var rawOrderStatus OrderStatus
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err = p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, poloniexOrderStatus, values, &rawOrderStatus)
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if err != nil {
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return o, err
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}
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|
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switch rawOrderStatus.Success {
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case 0: // fail
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var errMsg GenericResponse
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err = json.Unmarshal(rawOrderStatus.Result, &errMsg)
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if err != nil {
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return o, err
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}
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return o, fmt.Errorf(errMsg.Error)
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case 1: // success
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var status map[string]OrderStatusData
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err = json.Unmarshal(rawOrderStatus.Result, &status)
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if err != nil {
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return o, err
|
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}
|
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|
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for _, o = range status {
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return o, err
|
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}
|
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}
|
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|
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return o, err
|
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}
|
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|
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// GetAuthenticatedOrderTrades returns all trades involving a given orderId.
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func (p *Poloniex) GetAuthenticatedOrderTrades(orderID string) (o []OrderTrade, err error) {
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values := url.Values{}
|
|
|
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if orderID == "" {
|
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return nil, fmt.Errorf("no orderId passed")
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}
|
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|
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values.Set("orderNumber", orderID)
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var result json.RawMessage
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err = p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, poloniexOrderTrades, values, &result)
|
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if err != nil {
|
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return nil, err
|
|
}
|
|
|
|
if len(result) == 0 {
|
|
return nil, fmt.Errorf("received unexpected response")
|
|
}
|
|
|
|
switch result[0] {
|
|
case '{': // error message received
|
|
var resp GenericResponse
|
|
err = json.Unmarshal(result, &resp)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if resp.Error != "" {
|
|
err = fmt.Errorf(resp.Error)
|
|
}
|
|
case '[': // data received
|
|
err = json.Unmarshal(result, &o)
|
|
default:
|
|
return nil, fmt.Errorf("received unexpected response")
|
|
}
|
|
|
|
return o, err
|
|
}
|
|
|
|
// PlaceOrder places a new order on the exchange
|
|
func (p *Poloniex) PlaceOrder(currency string, rate, amount float64, immediate, fillOrKill, buy bool) (OrderResponse, error) {
|
|
result := OrderResponse{}
|
|
values := url.Values{}
|
|
|
|
var orderType string
|
|
if buy {
|
|
orderType = order.Buy.Lower()
|
|
} else {
|
|
orderType = order.Sell.Lower()
|
|
}
|
|
|
|
values.Set("currencyPair", currency)
|
|
values.Set("rate", strconv.FormatFloat(rate, 'f', -1, 64))
|
|
values.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
|
|
|
|
if immediate {
|
|
values.Set("immediateOrCancel", "1")
|
|
}
|
|
|
|
if fillOrKill {
|
|
values.Set("fillOrKill", "1")
|
|
}
|
|
|
|
return result, p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, orderType, values, &result)
|
|
}
|
|
|
|
// CancelExistingOrder cancels and order by orderID
|
|
func (p *Poloniex) CancelExistingOrder(orderID int64) error {
|
|
result := GenericResponse{}
|
|
values := url.Values{}
|
|
values.Set("orderNumber", strconv.FormatInt(orderID, 10))
|
|
|
|
err := p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, poloniexOrderCancel, values, &result)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
if result.Success != 1 {
|
|
return errors.New(result.Error)
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
// MoveOrder moves an order
|
|
func (p *Poloniex) MoveOrder(orderID int64, rate, amount float64, postOnly, immediateOrCancel bool) (MoveOrderResponse, error) {
|
|
result := MoveOrderResponse{}
|
|
values := url.Values{}
|
|
|
|
if orderID == 0 {
|
|
return result, errors.New("orderID cannot be zero")
|
|
}
|
|
|
|
if rate == 0 {
|
|
return result, errors.New("rate cannot be zero")
|
|
}
|
|
|
|
values.Set("orderNumber", strconv.FormatInt(orderID, 10))
|
|
values.Set("rate", strconv.FormatFloat(rate, 'f', -1, 64))
|
|
|
|
if postOnly {
|
|
values.Set("postOnly", "true")
|
|
}
|
|
|
|
if immediateOrCancel {
|
|
values.Set("immediateOrCancel", "true")
|
|
}
|
|
|
|
if amount != 0 {
|
|
values.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
|
|
}
|
|
|
|
err := p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
|
|
poloniexOrderMove,
|
|
values,
|
|
&result)
|
|
if err != nil {
|
|
return result, err
|
|
}
|
|
|
|
if result.Success != 1 {
|
|
return result, errors.New(result.Error)
|
|
}
|
|
|
|
return result, nil
|
|
}
|
|
|
|
// Withdraw withdraws a currency to a specific delegated address
|
|
func (p *Poloniex) Withdraw(currency, address string, amount float64) (*Withdraw, error) {
|
|
result := &Withdraw{}
|
|
values := url.Values{}
|
|
|
|
values.Set("currency", currency)
|
|
values.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
|
|
values.Set("address", address)
|
|
|
|
err := p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, poloniexWithdraw, values, &result)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if result.Error != "" {
|
|
return nil, errors.New(result.Error)
|
|
}
|
|
|
|
return result, nil
|
|
}
|
|
|
|
// GetFeeInfo returns fee information
|
|
func (p *Poloniex) GetFeeInfo() (Fee, error) {
|
|
result := Fee{}
|
|
|
|
return result, p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, poloniexFeeInfo, url.Values{}, &result)
|
|
}
|
|
|
|
// GetTradableBalances returns tradable balances
|
|
func (p *Poloniex) GetTradableBalances() (map[string]map[string]float64, error) {
|
|
type Response struct {
|
|
Data map[string]map[string]interface{}
|
|
}
|
|
result := Response{}
|
|
|
|
err := p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, poloniexTradableBalances, url.Values{}, &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 balances between your accounts
|
|
func (p *Poloniex) 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 := p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, poloniexTransferBalance, values, &result)
|
|
if err != nil {
|
|
return false, err
|
|
}
|
|
|
|
if result.Error != "" && result.Success != 1 {
|
|
return false, errors.New(result.Error)
|
|
}
|
|
|
|
return true, nil
|
|
}
|
|
|
|
// GetMarginAccountSummary returns a summary on your margin accounts
|
|
func (p *Poloniex) GetMarginAccountSummary() (Margin, error) {
|
|
result := Margin{}
|
|
return result, p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, poloniexMarginAccountSummary, url.Values{}, &result)
|
|
}
|
|
|
|
// PlaceMarginOrder places a margin order
|
|
func (p *Poloniex) PlaceMarginOrder(currency string, rate, amount, lendingRate float64, buy bool) (OrderResponse, error) {
|
|
result := OrderResponse{}
|
|
values := url.Values{}
|
|
|
|
var orderType string
|
|
if buy {
|
|
orderType = poloniexMarginBuy
|
|
} else {
|
|
orderType = poloniexMarginSell
|
|
}
|
|
|
|
values.Set("currencyPair", currency)
|
|
values.Set("rate", strconv.FormatFloat(rate, 'f', -1, 64))
|
|
values.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
|
|
|
|
if lendingRate != 0 {
|
|
values.Set("lendingRate", strconv.FormatFloat(lendingRate, 'f', -1, 64))
|
|
}
|
|
|
|
return result, p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, orderType, values, &result)
|
|
}
|
|
|
|
// GetMarginPosition returns a position on a margin order
|
|
func (p *Poloniex) GetMarginPosition(currency string) (interface{}, error) {
|
|
values := url.Values{}
|
|
|
|
if currency != "" && currency != "all" {
|
|
values.Set("currencyPair", currency)
|
|
result := MarginPosition{}
|
|
return result, p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, poloniexMarginPosition, values, &result)
|
|
}
|
|
values.Set("currencyPair", "all")
|
|
|
|
type Response struct {
|
|
Data map[string]MarginPosition
|
|
}
|
|
result := Response{}
|
|
return result, p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, poloniexMarginPosition, values, &result.Data)
|
|
}
|
|
|
|
// CloseMarginPosition closes a current margin position
|
|
func (p *Poloniex) CloseMarginPosition(currency string) (bool, error) {
|
|
values := url.Values{}
|
|
values.Set("currencyPair", currency)
|
|
result := GenericResponse{}
|
|
|
|
err := p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, poloniexMarginPositionClose, values, &result)
|
|
if err != nil {
|
|
return false, err
|
|
}
|
|
|
|
if result.Success == 0 {
|
|
return false, errors.New(result.Error)
|
|
}
|
|
|
|
return true, nil
|
|
}
|
|
|
|
// CreateLoanOffer places a loan offer on the exchange
|
|
func (p *Poloniex) CreateLoanOffer(currency string, amount, rate float64, duration int, autoRenew bool) (int64, error) {
|
|
values := url.Values{}
|
|
values.Set("currency", currency)
|
|
values.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
|
|
values.Set("duration", strconv.Itoa(duration))
|
|
|
|
if autoRenew {
|
|
values.Set("autoRenew", "1")
|
|
} else {
|
|
values.Set("autoRenew", "0")
|
|
}
|
|
|
|
values.Set("lendingRate", strconv.FormatFloat(rate, 'f', -1, 64))
|
|
|
|
type Response struct {
|
|
Success int `json:"success"`
|
|
Error string `json:"error"`
|
|
OrderID int64 `json:"orderID"`
|
|
}
|
|
|
|
result := Response{}
|
|
|
|
err := p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, poloniexCreateLoanOffer, values, &result)
|
|
if err != nil {
|
|
return 0, err
|
|
}
|
|
|
|
if result.Success == 0 {
|
|
return 0, errors.New(result.Error)
|
|
}
|
|
|
|
return result.OrderID, nil
|
|
}
|
|
|
|
// CancelLoanOffer cancels a loan offer order
|
|
func (p *Poloniex) CancelLoanOffer(orderNumber int64) (bool, error) {
|
|
result := GenericResponse{}
|
|
values := url.Values{}
|
|
values.Set("orderID", strconv.FormatInt(orderNumber, 10))
|
|
|
|
err := p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, poloniexCancelLoanOffer, values, &result)
|
|
if err != nil {
|
|
return false, err
|
|
}
|
|
|
|
if result.Success == 0 {
|
|
return false, errors.New(result.Error)
|
|
}
|
|
|
|
return true, nil
|
|
}
|
|
|
|
// GetOpenLoanOffers returns all open loan offers
|
|
func (p *Poloniex) GetOpenLoanOffers() (map[string][]LoanOffer, error) {
|
|
type Response struct {
|
|
Data map[string][]LoanOffer
|
|
}
|
|
result := Response{}
|
|
|
|
err := p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, poloniexOpenLoanOffers, url.Values{}, &result.Data)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if result.Data == nil {
|
|
return nil, errors.New("there are no open loan offers")
|
|
}
|
|
|
|
return result.Data, nil
|
|
}
|
|
|
|
// GetActiveLoans returns active loans
|
|
func (p *Poloniex) GetActiveLoans() (ActiveLoans, error) {
|
|
result := ActiveLoans{}
|
|
return result, p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, poloniexActiveLoans, url.Values{}, &result)
|
|
}
|
|
|
|
// GetLendingHistory returns lending history for the account
|
|
func (p *Poloniex) GetLendingHistory(start, end string) ([]LendingHistory, error) {
|
|
vals := url.Values{}
|
|
|
|
if start != "" {
|
|
vals.Set("start", start)
|
|
}
|
|
|
|
if end != "" {
|
|
vals.Set("end", end)
|
|
}
|
|
|
|
var resp []LendingHistory
|
|
return resp, p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
|
|
poloniexLendingHistory,
|
|
vals,
|
|
&resp)
|
|
}
|
|
|
|
// ToggleAutoRenew allows for the autorenew of a contract
|
|
func (p *Poloniex) ToggleAutoRenew(orderNumber int64) (bool, error) {
|
|
values := url.Values{}
|
|
values.Set("orderNumber", strconv.FormatInt(orderNumber, 10))
|
|
result := GenericResponse{}
|
|
|
|
err := p.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
|
|
poloniexAutoRenew,
|
|
values,
|
|
&result)
|
|
if err != nil {
|
|
return false, err
|
|
}
|
|
|
|
if result.Success == 0 {
|
|
return false, errors.New(result.Error)
|
|
}
|
|
|
|
return true, nil
|
|
}
|
|
|
|
// SendHTTPRequest sends an unauthenticated HTTP request
|
|
func (p *Poloniex) SendHTTPRequest(ep exchange.URL, path string, result interface{}) error {
|
|
endpoint, err := p.API.Endpoints.GetURL(ep)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
return p.SendPayload(context.Background(), &request.Item{
|
|
Method: http.MethodGet,
|
|
Path: endpoint + path,
|
|
Result: result,
|
|
Verbose: p.Verbose,
|
|
HTTPDebugging: p.HTTPDebugging,
|
|
HTTPRecording: p.HTTPRecording,
|
|
})
|
|
}
|
|
|
|
// SendAuthenticatedHTTPRequest sends an authenticated HTTP request
|
|
func (p *Poloniex) SendAuthenticatedHTTPRequest(ep exchange.URL, method, endpoint string, values url.Values, result interface{}) error {
|
|
if !p.AllowAuthenticatedRequest() {
|
|
return fmt.Errorf("%s %w", p.Name, exchange.ErrAuthenticatedRequestWithoutCredentialsSet)
|
|
}
|
|
ePoint, err := p.API.Endpoints.GetURL(ep)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
headers := make(map[string]string)
|
|
headers["Content-Type"] = "application/x-www-form-urlencoded"
|
|
headers["Key"] = p.API.Credentials.Key
|
|
values.Set("nonce", strconv.FormatInt(time.Now().UnixNano(), 10))
|
|
values.Set("command", endpoint)
|
|
|
|
hmac := crypto.GetHMAC(crypto.HashSHA512,
|
|
[]byte(values.Encode()),
|
|
[]byte(p.API.Credentials.Secret))
|
|
|
|
headers["Sign"] = crypto.HexEncodeToString(hmac)
|
|
|
|
path := fmt.Sprintf("%s/%s", ePoint, poloniexAPITradingEndpoint)
|
|
|
|
return p.SendPayload(context.Background(), &request.Item{
|
|
Method: method,
|
|
Path: path,
|
|
Headers: headers,
|
|
Body: bytes.NewBufferString(values.Encode()),
|
|
Result: result,
|
|
AuthRequest: true,
|
|
Verbose: p.Verbose,
|
|
HTTPDebugging: p.HTTPDebugging,
|
|
HTTPRecording: p.HTTPRecording,
|
|
})
|
|
}
|
|
|
|
// GetFee returns an estimate of fee based on type of transaction
|
|
func (p *Poloniex) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
var fee float64
|
|
switch feeBuilder.FeeType {
|
|
case exchange.CryptocurrencyTradeFee:
|
|
feeInfo, err := p.GetFeeInfo()
|
|
if err != nil {
|
|
return 0, err
|
|
}
|
|
fee = calculateTradingFee(feeInfo,
|
|
feeBuilder.PurchasePrice,
|
|
feeBuilder.Amount,
|
|
feeBuilder.IsMaker)
|
|
|
|
case exchange.CryptocurrencyWithdrawalFee:
|
|
fee = getWithdrawalFee(feeBuilder.Pair.Base)
|
|
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(feeInfo Fee, purchasePrice, amount float64, isMaker bool) (fee float64) {
|
|
if isMaker {
|
|
fee = feeInfo.MakerFee
|
|
} else {
|
|
fee = feeInfo.TakerFee
|
|
}
|
|
return fee * amount * purchasePrice
|
|
}
|
|
|
|
func getWithdrawalFee(c currency.Code) float64 {
|
|
return WithdrawalFees[c]
|
|
}
|