Files
gocryptotrader/exchanges/zb/zb.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

453 lines
14 KiB
Go

package zb
import (
"context"
"encoding/json"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"strings"
"time"
"github.com/thrasher-corp/gocryptotrader/common/convert"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
)
const (
zbTradeURL = "http://api.zb.live"
zbMarketURL = "https://trade.zb.live/api"
zbAPIVersion = "v1"
zbData = "data"
zbAccountInfo = "getAccountInfo"
zbMarkets = "markets"
zbKline = "kline"
zbOrder = "order"
zbCancelOrder = "cancelOrder"
zbTicker = "ticker"
zbTrades = "trades"
zbTickers = "allTicker"
zbDepth = "depth"
zbUnfinishedOrdersIgnoreTradeType = "getUnfinishedOrdersIgnoreTradeType"
zbGetOrdersGet = "getOrders"
zbWithdraw = "withdraw"
zbDepositAddress = "getUserAddress"
)
// ZB is the overarching type across this package
// 47.91.169.147 api.zb.com
// 47.52.55.212 trade.zb.com
type ZB struct {
exchange.Base
}
// SpotNewOrder submits an order to ZB
func (z *ZB) SpotNewOrder(arg SpotNewOrderRequestParams) (int64, error) {
var result SpotNewOrderResponse
vals := url.Values{}
vals.Set("accesskey", z.API.Credentials.Key)
vals.Set("method", "order")
vals.Set("amount", strconv.FormatFloat(arg.Amount, 'f', -1, 64))
vals.Set("currency", arg.Symbol)
vals.Set("price", strconv.FormatFloat(arg.Price, 'f', -1, 64))
vals.Set("tradeType", string(arg.Type))
err := z.SendAuthenticatedHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, vals, &result, request.Auth)
if err != nil {
return 0, err
}
if result.Code != 1000 {
return 0, fmt.Errorf("unsuccessful new order, message: %s code: %d", result.Message, result.Code)
}
newOrderID, err := strconv.ParseInt(result.ID, 10, 64)
if err != nil {
return 0, err
}
return newOrderID, nil
}
// CancelExistingOrder cancels an order
func (z *ZB) CancelExistingOrder(orderID int64, symbol string) error {
type response struct {
Code int `json:"code"` // Result code
Message string `json:"message"` // Result Message
}
vals := url.Values{}
vals.Set("accesskey", z.API.Credentials.Key)
vals.Set("method", "cancelOrder")
vals.Set("id", strconv.FormatInt(orderID, 10))
vals.Set("currency", symbol)
var result response
err := z.SendAuthenticatedHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, vals, &result, request.Auth)
if err != nil {
return err
}
if result.Code != 1000 {
return errors.New(result.Message)
}
return nil
}
// GetAccountInformation returns account information including coin information
// and pricing
func (z *ZB) GetAccountInformation() (AccountsResponse, error) {
var result AccountsResponse
vals := url.Values{}
vals.Set("accesskey", z.API.Credentials.Key)
vals.Set("method", "getAccountInfo")
return result, z.SendAuthenticatedHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, vals, &result, request.Auth)
}
// GetUnfinishedOrdersIgnoreTradeType returns unfinished orders
func (z *ZB) GetUnfinishedOrdersIgnoreTradeType(currency string, pageindex, pagesize int64) ([]Order, error) {
var result []Order
vals := url.Values{}
vals.Set("accesskey", z.API.Credentials.Key)
vals.Set("method", zbUnfinishedOrdersIgnoreTradeType)
vals.Set("currency", currency)
vals.Set("pageIndex", strconv.FormatInt(pageindex, 10))
vals.Set("pageSize", strconv.FormatInt(pagesize, 10))
err := z.SendAuthenticatedHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, vals, &result, request.Auth)
return result, err
}
// GetOrders returns finished orders
func (z *ZB) GetOrders(currency string, pageindex, side int64) ([]Order, error) {
var response []Order
vals := url.Values{}
vals.Set("accesskey", z.API.Credentials.Key)
vals.Set("method", zbGetOrdersGet)
vals.Set("currency", currency)
vals.Set("pageIndex", strconv.FormatInt(pageindex, 10))
vals.Set("tradeType", strconv.FormatInt(side, 10))
return response, z.SendAuthenticatedHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, vals, &response, request.Auth)
}
// GetMarkets returns market information including pricing, symbols and
// each symbols decimal precision
func (z *ZB) GetMarkets() (map[string]MarketResponseItem, error) {
endpoint := fmt.Sprintf("/%s/%s/%s", zbData, zbAPIVersion, zbMarkets)
var res map[string]MarketResponseItem
err := z.SendHTTPRequest(exchange.RestSpot, endpoint, &res, request.UnAuth)
if err != nil {
return nil, err
}
return res, nil
}
// GetLatestSpotPrice returns latest spot price of symbol
//
// symbol: string of currency pair
// 获取最新价格
func (z *ZB) GetLatestSpotPrice(symbol string) (float64, error) {
res, err := z.GetTicker(symbol)
if err != nil {
return 0, err
}
return res.Ticker.Last, nil
}
// GetTicker returns a ticker for a given symbol
func (z *ZB) GetTicker(symbol string) (TickerResponse, error) {
urlPath := fmt.Sprintf("/%s/%s/%s?market=%s", zbData, zbAPIVersion, zbTicker, symbol)
var res TickerResponse
err := z.SendHTTPRequest(exchange.RestSpot, urlPath, &res, request.UnAuth)
return res, err
}
// GetTrades returns trades for a given symbol
func (z *ZB) GetTrades(symbol string) (TradeHistory, error) {
urlPath := fmt.Sprintf("/%s/%s/%s?market=%s", zbData, zbAPIVersion, zbTrades, symbol)
var res TradeHistory
err := z.SendHTTPRequest(exchange.RestSpot, urlPath, &res, request.UnAuth)
return res, err
}
// GetTickers returns ticker data for all supported symbols
func (z *ZB) GetTickers() (map[string]TickerChildResponse, error) {
urlPath := fmt.Sprintf("/%s/%s/%s", zbData, zbAPIVersion, zbTickers)
resp := make(map[string]TickerChildResponse)
err := z.SendHTTPRequest(exchange.RestSpot, urlPath, &resp, request.UnAuth)
return resp, err
}
// GetOrderbook returns the orderbook for a given symbol
func (z *ZB) GetOrderbook(symbol string) (OrderbookResponse, error) {
urlPath := fmt.Sprintf("/%s/%s/%s?market=%s", zbData, zbAPIVersion, zbDepth, symbol)
var res OrderbookResponse
err := z.SendHTTPRequest(exchange.RestSpot, urlPath, &res, request.UnAuth)
if err != nil {
return res, err
}
if len(res.Asks) == 0 {
return res, fmt.Errorf("ZB GetOrderbook asks is empty")
}
if len(res.Bids) == 0 {
return res, fmt.Errorf("ZB GetOrderbook bids is empty")
}
// reverse asks data
var data [][]float64
for x := len(res.Asks); x > 0; x-- {
data = append(data, res.Asks[x-1])
}
res.Asks = data
return res, nil
}
// GetSpotKline returns Kline data
func (z *ZB) GetSpotKline(arg KlinesRequestParams) (KLineResponse, error) {
vals := url.Values{}
vals.Set("type", arg.Type)
vals.Set("market", arg.Symbol)
if arg.Since > 0 {
vals.Set("since", strconv.FormatInt(arg.Since, 10))
}
if arg.Size != 0 {
vals.Set("size", fmt.Sprintf("%d", arg.Size))
}
urlPath := fmt.Sprintf("/%s/%s/%s?%s", zbData, zbAPIVersion, zbKline, vals.Encode())
var res KLineResponse
var rawKlines map[string]interface{}
err := z.SendHTTPRequest(exchange.RestSpot, urlPath, &rawKlines, klineFunc)
if err != nil {
return res, err
}
if rawKlines == nil || rawKlines["symbol"] == nil {
return res, errors.New("zb GetSpotKline rawKlines is nil")
}
res.Symbol = rawKlines["symbol"].(string)
res.MoneyType = rawKlines["moneyType"].(string)
rawKlineDatasString, _ := json.Marshal(rawKlines["data"].([]interface{}))
var rawKlineDatas [][]interface{}
if err := json.Unmarshal(rawKlineDatasString, &rawKlineDatas); err != nil {
return res, errors.New("zb rawKlines unmarshal failed")
}
for _, k := range rawKlineDatas {
ot, err := convert.TimeFromUnixTimestampFloat(k[0])
if err != nil {
return res, errors.New("zb cannot parse Kline.OpenTime")
}
res.Data = append(res.Data, &KLineResponseData{
ID: k[0].(float64),
KlineTime: ot,
Open: k[1].(float64),
High: k[2].(float64),
Low: k[3].(float64),
Close: k[4].(float64),
Volume: k[5].(float64),
})
}
return res, nil
}
// GetCryptoAddress fetches and returns the deposit address
// NOTE - PLEASE BE AWARE THAT YOU NEED TO GENERATE A DEPOSIT ADDRESS VIA
// LOGGING IN AND NOT BY USING THIS ENDPOINT OTHERWISE THIS WILL GIVE YOU A
// GENERAL ERROR RESPONSE.
func (z *ZB) GetCryptoAddress(currency currency.Code) (UserAddress, error) {
var resp UserAddress
vals := url.Values{}
vals.Set("method", zbDepositAddress)
vals.Set("currency", currency.Lower().String())
return resp,
z.SendAuthenticatedHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, vals, &resp, request.Auth)
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (z *ZB) SendHTTPRequest(ep exchange.URL, path string, result interface{}, f request.EndpointLimit) error {
endpoint, err := z.API.Endpoints.GetURL(ep)
if err != nil {
return err
}
return z.SendPayload(context.Background(), &request.Item{
Method: http.MethodGet,
Path: endpoint + path,
Result: result,
Verbose: z.Verbose,
HTTPDebugging: z.HTTPDebugging,
HTTPRecording: z.HTTPRecording,
Endpoint: f,
})
}
// SendAuthenticatedHTTPRequest sends authenticated requests to the zb API
func (z *ZB) SendAuthenticatedHTTPRequest(ep exchange.URL, httpMethod string, params url.Values, result interface{}, f request.EndpointLimit) error {
if !z.AllowAuthenticatedRequest() {
return fmt.Errorf("%s %w", z.Name, exchange.ErrAuthenticatedRequestWithoutCredentialsSet)
}
endpoint, err := z.API.Endpoints.GetURL(ep)
if err != nil {
return err
}
params.Set("accesskey", z.API.Credentials.Key)
hmac := crypto.GetHMAC(crypto.HashMD5,
[]byte(params.Encode()),
[]byte(crypto.Sha1ToHex(z.API.Credentials.Secret)))
now := time.Now()
params.Set("reqTime", fmt.Sprintf("%d", convert.UnixMillis(now)))
params.Set("sign", fmt.Sprintf("%x", hmac))
urlPath := fmt.Sprintf("%s/%s?%s",
endpoint,
params.Get("method"),
params.Encode())
var intermediary json.RawMessage
errCap := struct {
Code int64 `json:"code"`
Message string `json:"message"`
}{}
// Expiry of timestamp doesn't appear to be documented, so making a reasonable assumption
ctx, cancel := context.WithDeadline(context.Background(), now.Add(15*time.Second))
defer cancel()
err = z.SendPayload(ctx, &request.Item{
Method: httpMethod,
Path: urlPath,
Body: strings.NewReader(""),
Result: &intermediary,
AuthRequest: true,
Verbose: z.Verbose,
HTTPDebugging: z.HTTPDebugging,
HTTPRecording: z.HTTPRecording,
Endpoint: f,
})
if err != nil {
return err
}
err = json.Unmarshal(intermediary, &errCap)
if err == nil {
if errCap.Code > 1000 {
return fmt.Errorf("sendAuthenticatedHTTPRequest error code: %d message %s",
errCap.Code,
errorCode[errCap.Code])
}
}
return json.Unmarshal(intermediary, result)
}
// GetFee returns an estimate of fee based on type of transaction
func (z *ZB) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
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(purchasePrice, amount float64) (fee float64) {
fee = 0.002
return fee * amount * purchasePrice
}
func getWithdrawalFee(c currency.Code) float64 {
return WithdrawalFees[c]
}
var errorCode = map[int64]string{
1000: "Successful call",
1001: "General error message",
1002: "internal error",
1003: "Verification failed",
1004: "Financial security password lock",
1005: "The fund security password is incorrect. Please confirm and re-enter.",
1006: "Real-name certification is awaiting review or review",
1009: "This interface is being maintained",
1010: "Not open yet",
1012: "Insufficient permissions",
1013: "Can not trade, if you have any questions, please contact online customer service",
1014: "Cannot be sold during the pre-sale period",
2002: "Insufficient balance in Bitcoin account",
2003: "Insufficient balance of Litecoin account",
2005: "Insufficient balance in Ethereum account",
2006: "Insufficient balance in ETC currency account",
2007: "Insufficient balance of BTS currency account",
2009: "Insufficient account balance",
3001: "Pending order not found",
3002: "Invalid amount",
3003: "Invalid quantity",
3004: "User does not exist",
3005: "Invalid parameter",
3006: "Invalid IP or inconsistent with the bound IP",
3007: "Request time has expired",
3008: "Transaction history not found",
4001: "API interface is locked",
4002: "Request too frequently",
}
// Withdraw transfers funds
func (z *ZB) Withdraw(currency, address, safepassword string, amount, fees float64, itransfer bool) (string, error) {
type response struct {
Code int `json:"code"` // Result code
Message string `json:"message"` // Result Message
ID string `json:"id"` // Withdrawal ID
}
vals := url.Values{}
vals.Set("accesskey", z.API.Credentials.Key)
vals.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
vals.Set("currency", currency)
vals.Set("fees", strconv.FormatFloat(fees, 'f', -1, 64))
vals.Set("itransfer", strconv.FormatBool(itransfer))
vals.Set("method", "withdraw")
vals.Set("receiveAddr", address)
vals.Set("safePwd", safepassword)
var resp response
err := z.SendAuthenticatedHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, vals, &resp, request.Auth)
if err != nil {
return "", err
}
if resp.Code != 1000 {
return "", errors.New(resp.Message)
}
return resp.ID, nil
}