gocryptotrader/exchanges/zb/zb_wrapper.go

package zb

import (
	"errors"
	"fmt"
	"strconv"
	"strings"
	"sync"
	"time"

	"github.com/thrasher-corp/gocryptotrader/common"
	"github.com/thrasher-corp/gocryptotrader/config"
	"github.com/thrasher-corp/gocryptotrader/currency"
	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
	"github.com/thrasher-corp/gocryptotrader/exchanges/order"
	"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
	"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
	"github.com/thrasher-corp/gocryptotrader/exchanges/request"
	"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
	"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
	"github.com/thrasher-corp/gocryptotrader/exchanges/withdraw"
	log "github.com/thrasher-corp/gocryptotrader/logger"
)

// GetDefaultConfig returns a default exchange config
func (z *ZB) GetDefaultConfig() (*config.ExchangeConfig, error) {
	z.SetDefaults()
	exchCfg := new(config.ExchangeConfig)
	exchCfg.Name = z.Name
	exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
	exchCfg.BaseCurrencies = z.BaseCurrencies

	err := z.SetupDefaults(exchCfg)
	if err != nil {
		return nil, err
	}

	if z.Features.Supports.RESTCapabilities.AutoPairUpdates {
		err = z.UpdateTradablePairs(true)
		if err != nil {
			return nil, err
		}
	}

	return exchCfg, nil
}

// SetDefaults sets default values for the exchange
func (z *ZB) SetDefaults() {
	z.Name = "ZB"
	z.Enabled = true
	z.Verbose = true
	z.API.CredentialsValidator.RequiresKey = true
	z.API.CredentialsValidator.RequiresSecret = true

	z.CurrencyPairs = currency.PairsManager{
		AssetTypes: asset.Items{
			asset.Spot,
		},

		UseGlobalFormat: true,
		RequestFormat: &currency.PairFormat{
			Delimiter: "_",
		},
		ConfigFormat: &currency.PairFormat{
			Delimiter: "_",
			Uppercase: true,
		},
	}

	z.Features = exchange.Features{
		Supports: exchange.FeaturesSupported{
			REST:      true,
			Websocket: true,
			RESTCapabilities: protocol.Features{
				TickerBatching:      true,
				TickerFetching:      true,
				KlineFetching:       true,
				OrderbookFetching:   true,
				AutoPairUpdates:     true,
				AccountInfo:         true,
				GetOrder:            true,
				GetOrders:           true,
				CancelOrder:         true,
				CryptoDeposit:       true,
				CryptoWithdrawal:    true,
				TradeFee:            true,
				CryptoDepositFee:    true,
				CryptoWithdrawalFee: true,
			},
			WebsocketCapabilities: protocol.Features{
				TickerFetching:         true,
				TradeFetching:          true,
				OrderbookFetching:      true,
				Subscribe:              true,
				AuthenticatedEndpoints: true,
				AccountInfo:            true,
				CancelOrder:            true,
				SubmitOrder:            true,
				MessageCorrelation:     true,
			},
			WithdrawPermissions: exchange.AutoWithdrawCrypto |
				exchange.NoFiatWithdrawals,
		},
		Enabled: exchange.FeaturesEnabled{
			AutoPairUpdates: true,
		},
	}

	z.Requester = request.New(z.Name,
		request.NewRateLimit(time.Second*10, zbAuthRate),
		request.NewRateLimit(time.Second*10, zbUnauthRate),
		common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))

	z.API.Endpoints.URLDefault = zbTradeURL
	z.API.Endpoints.URL = z.API.Endpoints.URLDefault
	z.API.Endpoints.URLSecondaryDefault = zbMarketURL
	z.API.Endpoints.URLSecondary = z.API.Endpoints.URLSecondaryDefault
	z.API.Endpoints.WebsocketURL = zbWebsocketAPI
	z.Websocket = wshandler.New()
	z.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
	z.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
}

// Setup sets user configuration
func (z *ZB) Setup(exch *config.ExchangeConfig) error {
	if !exch.Enabled {
		z.SetEnabled(false)
		return nil
	}

	err := z.SetupDefaults(exch)
	if err != nil {
		return err
	}

	err = z.Websocket.Setup(
		&wshandler.WebsocketSetup{
			Enabled:                          exch.Features.Enabled.Websocket,
			Verbose:                          exch.Verbose,
			AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
			WebsocketTimeout:                 exch.WebsocketTrafficTimeout,
			DefaultURL:                       zbWebsocketAPI,
			ExchangeName:                     exch.Name,
			RunningURL:                       exch.API.Endpoints.WebsocketURL,
			Connector:                        z.WsConnect,
			Subscriber:                       z.Subscribe,
			Features:                         &z.Features.Supports.WebsocketCapabilities,
		})
	if err != nil {
		return err
	}

	z.WebsocketConn = &wshandler.WebsocketConnection{
		ExchangeName:         z.Name,
		URL:                  z.Websocket.GetWebsocketURL(),
		ProxyURL:             z.Websocket.GetProxyAddress(),
		Verbose:              z.Verbose,
		RateLimit:            zbWebsocketRateLimit,
		ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
		ResponseMaxLimit:     exch.WebsocketResponseMaxLimit,
	}
	return nil
}

// Start starts the OKEX go routine
func (z *ZB) Start(wg *sync.WaitGroup) {
	wg.Add(1)
	go func() {
		z.Run()
		wg.Done()
	}()
}

// Run implements the OKEX wrapper
func (z *ZB) Run() {
	if z.Verbose {
		z.PrintEnabledPairs()
	}

	if !z.GetEnabledFeatures().AutoPairUpdates {
		return
	}

	err := z.UpdateTradablePairs(false)
	if err != nil {
		log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", z.Name, err)
	}
}

// FetchTradablePairs returns a list of the exchanges tradable pairs
func (z *ZB) FetchTradablePairs(asset asset.Item) ([]string, error) {
	markets, err := z.GetMarkets()
	if err != nil {
		return nil, err
	}

	var currencies []string
	for x := range markets {
		currencies = append(currencies, x)
	}

	return currencies, nil
}

// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (z *ZB) UpdateTradablePairs(forceUpdate bool) error {
	pairs, err := z.FetchTradablePairs(asset.Spot)
	if err != nil {
		return err
	}
	return z.UpdatePairs(currency.NewPairsFromStrings(pairs), asset.Spot, false, forceUpdate)
}

// UpdateTicker updates and returns the ticker for a currency pair
func (z *ZB) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
	var tickerPrice ticker.Price

	result, err := z.GetTickers()
	if err != nil {
		return tickerPrice, err
	}

	enabledPairs := z.GetEnabledPairs(assetType)
	for x := range enabledPairs {
		// We can't use either pair format here, so format it to lower-
		// case and without any delimiter
		curr := enabledPairs[x].Format("", false).String()
		if _, ok := result[curr]; !ok {
			continue
		}
		var tp ticker.Price
		tp.Pair = enabledPairs[x]
		tp.High = result[curr].High
		tp.Last = result[curr].Last
		tp.Ask = result[curr].Sell
		tp.Bid = result[curr].Buy
		tp.Low = result[curr].Low
		tp.Volume = result[curr].Volume

		err = ticker.ProcessTicker(z.Name, &tp, assetType)
		if err != nil {
			log.Error(log.Ticker, err)
		}
	}

	return ticker.GetTicker(z.Name, p, assetType)
}

// FetchTicker returns the ticker for a currency pair
func (z *ZB) FetchTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
	tickerNew, err := ticker.GetTicker(z.Name, p, assetType)
	if err != nil {
		return z.UpdateTicker(p, assetType)
	}
	return tickerNew, nil
}

// FetchOrderbook returns orderbook base on the currency pair
func (z *ZB) FetchOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
	ob, err := orderbook.Get(z.Name, p, assetType)
	if err != nil {
		return z.UpdateOrderbook(p, assetType)
	}
	return ob, nil
}

// UpdateOrderbook updates and returns the orderbook for a currency pair
func (z *ZB) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
	var orderBook orderbook.Base
	curr := z.FormatExchangeCurrency(p, assetType).String()

	orderbookNew, err := z.GetOrderbook(curr)
	if err != nil {
		return orderBook, err
	}

	for x := range orderbookNew.Bids {
		orderBook.Bids = append(orderBook.Bids, orderbook.Item{
			Amount: orderbookNew.Bids[x][1],
			Price:  orderbookNew.Bids[x][0],
		})
	}

	for x := range orderbookNew.Asks {
		orderBook.Asks = append(orderBook.Asks, orderbook.Item{
			Amount: orderbookNew.Asks[x][1],
			Price:  orderbookNew.Asks[x][0],
		})
	}

	orderBook.Pair = p
	orderBook.AssetType = assetType
	orderBook.ExchangeName = z.Name

	err = orderBook.Process()
	if err != nil {
		return orderBook, err
	}

	return orderbook.Get(z.Name, p, assetType)
}

// GetAccountInfo retrieves balances for all enabled currencies for the
// ZB exchange
func (z *ZB) GetAccountInfo() (exchange.AccountInfo, error) {
	var info exchange.AccountInfo
	var balances []exchange.AccountCurrencyInfo
	var coins []AccountsResponseCoin
	if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
		resp, err := z.wsGetAccountInfoRequest()
		if err != nil {
			return info, err
		}
		coins = resp.Data.Coins
	} else {
		bal, err := z.GetAccountInformation()
		if err != nil {
			return info, err
		}
		coins = bal.Result.Coins
	}

	for i := range coins {
		hold, err := strconv.ParseFloat(coins[i].Freeze, 64)
		if err != nil {
			return info, err
		}

		avail, err := strconv.ParseFloat(coins[i].Available, 64)
		if err != nil {
			return info, err
		}

		balances = append(balances, exchange.AccountCurrencyInfo{
			CurrencyName: currency.NewCode(coins[i].EnName),
			TotalValue:   hold + avail,
			Hold:         hold,
		})
	}

	info.Exchange = z.Name
	info.Accounts = append(info.Accounts, exchange.Account{
		Currencies: balances,
	})

	return info, nil
}

// GetFundingHistory returns funding history, deposits and
// withdrawals
func (z *ZB) GetFundingHistory() ([]exchange.FundHistory, error) {
	return nil, common.ErrFunctionNotSupported
}

// GetExchangeHistory returns historic trade data since exchange opening.
func (z *ZB) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
	return nil, common.ErrNotYetImplemented
}

// SubmitOrder submits a new order
func (z *ZB) SubmitOrder(o *order.Submit) (order.SubmitResponse, error) {
	var submitOrderResponse order.SubmitResponse
	err := o.Validate()
	if err != nil {
		return submitOrderResponse, err
	}
	if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
		var isBuyOrder int64
		if o.OrderSide == order.Buy {
			isBuyOrder = 1
		} else {
			isBuyOrder = 0
		}
		var response *WsSubmitOrderResponse
		response, err = z.wsSubmitOrder(o.Pair, o.Amount, o.Price, isBuyOrder)
		if err != nil {
			return submitOrderResponse, err
		}
		submitOrderResponse.OrderID = strconv.FormatInt(response.Data.EntrustID, 10)
	} else {
		var oT SpotNewOrderRequestParamsType
		if o.OrderSide == order.Buy {
			oT = SpotNewOrderRequestParamsTypeBuy
		} else {
			oT = SpotNewOrderRequestParamsTypeSell
		}

		var params = SpotNewOrderRequestParams{
			Amount: o.Amount,
			Price:  o.Price,
			Symbol: o.Pair.Lower().String(),
			Type:   oT,
		}
		var response int64
		response, err = z.SpotNewOrder(params)
		if err != nil {
			return submitOrderResponse, err
		}
		if response > 0 {
			submitOrderResponse.OrderID = strconv.FormatInt(response, 10)
		}
	}
	submitOrderResponse.IsOrderPlaced = true
	if o.OrderType == order.Market {
		submitOrderResponse.FullyMatched = true
	}
	return submitOrderResponse, nil
}

// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (z *ZB) ModifyOrder(action *order.Modify) (string, error) {
	return "", common.ErrFunctionNotSupported
}

// CancelOrder cancels an order by its corresponding ID number
func (z *ZB) CancelOrder(o *order.Cancel) error {
	orderIDInt, err := strconv.ParseInt(o.OrderID, 10, 64)
	if err != nil {
		return err
	}

	if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
		var response *WsCancelOrderResponse
		response, err = z.wsCancelOrder(o.CurrencyPair, orderIDInt)
		if err != nil {
			return err
		}
		if !response.Success {
			return fmt.Errorf("%v - Could not cancel order %v", z.Name, o.OrderID)
		}
		return nil
	}
	return z.CancelExistingOrder(orderIDInt, z.FormatExchangeCurrency(o.CurrencyPair,
		o.AssetType).String())
}

// CancelAllOrders cancels all orders associated with a currency pair
func (z *ZB) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
	cancelAllOrdersResponse := order.CancelAllResponse{
		Status: make(map[string]string),
	}
	var allOpenOrders []Order
	enabledPairs := z.GetEnabledPairs(asset.Spot)
	for x := range enabledPairs {
		fPair := z.FormatExchangeCurrency(enabledPairs[x], asset.Spot).String()
		for y := int64(1); ; y++ {
			openOrders, err := z.GetUnfinishedOrdersIgnoreTradeType(fPair, y, 10)
			if err != nil {
				if strings.Contains(err.Error(), "3001") {
					break
				}
				return cancelAllOrdersResponse, err
			}

			if len(openOrders) == 0 {
				break
			}

			allOpenOrders = append(allOpenOrders, openOrders...)

			if len(openOrders) != 10 {
				break
			}
		}
	}

	for i := range allOpenOrders {
		err := z.CancelOrder(&order.Cancel{
			OrderID:      strconv.FormatInt(allOpenOrders[i].ID, 10),
			CurrencyPair: currency.NewPairFromString(allOpenOrders[i].Currency),
		})
		if err != nil {
			cancelAllOrdersResponse.Status[strconv.FormatInt(allOpenOrders[i].ID, 10)] = err.Error()
		}
	}

	return cancelAllOrdersResponse, nil
}

// GetOrderInfo returns information on a current open order
func (z *ZB) GetOrderInfo(orderID string) (order.Detail, error) {
	var orderDetail order.Detail
	return orderDetail, common.ErrNotYetImplemented
}

// GetDepositAddress returns a deposit address for a specified currency
func (z *ZB) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
	address, err := z.GetCryptoAddress(cryptocurrency)
	if err != nil {
		return "", err
	}

	return address.Message.Data.Key, nil
}

// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (z *ZB) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.CryptoRequest) (string, error) {
	return z.Withdraw(withdrawRequest.Currency.Lower().String(), withdrawRequest.Address, withdrawRequest.TradePassword, withdrawRequest.Amount, withdrawRequest.FeeAmount, false)
}

// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (z *ZB) WithdrawFiatFunds(withdrawRequest *withdraw.FiatWithdrawRequest) (string, error) {
	return "", common.ErrFunctionNotSupported
}

// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (z *ZB) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.FiatWithdrawRequest) (string, error) {
	return "", common.ErrFunctionNotSupported
}

// GetWebsocket returns a pointer to the exchange websocket
func (z *ZB) GetWebsocket() (*wshandler.Websocket, error) {
	return z.Websocket, nil
}

// GetFeeByType returns an estimate of fee based on type of transaction
func (z *ZB) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
	if !z.AllowAuthenticatedRequest() && // Todo check connection status
		feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
		feeBuilder.FeeType = exchange.OfflineTradeFee
	}
	return z.GetFee(feeBuilder)
}

// GetActiveOrders retrieves any orders that are active/open
// This function is not concurrency safe due to orderSide/orderType maps
func (z *ZB) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
	var allOrders []Order
	for x := range req.Currencies {
		for i := int64(1); ; i++ {
			fPair := z.FormatExchangeCurrency(req.Currencies[x], asset.Spot).String()
			resp, err := z.GetUnfinishedOrdersIgnoreTradeType(fPair, i, 10)
			if err != nil {
				if strings.Contains(err.Error(), "3001") {
					break
				}
				return nil, err
			}

			if len(resp) == 0 {
				break
			}

			allOrders = append(allOrders, resp...)

			if len(resp) != 10 {
				break
			}
		}
	}

	var orders []order.Detail
	for i := range allOrders {
		symbol := currency.NewPairDelimiter(allOrders[i].Currency,
			z.GetPairFormat(asset.Spot, false).Delimiter)
		orderDate := time.Unix(int64(allOrders[i].TradeDate), 0)
		orderSide := orderSideMap[allOrders[i].Type]
		orders = append(orders, order.Detail{
			ID:           strconv.FormatInt(allOrders[i].ID, 10),
			Amount:       allOrders[i].TotalAmount,
			Exchange:     z.Name,
			OrderDate:    orderDate,
			Price:        allOrders[i].Price,
			OrderSide:    orderSide,
			CurrencyPair: symbol,
		})
	}

	order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
	order.FilterOrdersBySide(&orders, req.OrderSide)
	return orders, nil
}

// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
// This function is not concurrency safe due to orderSide/orderType maps
func (z *ZB) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
	if req.OrderSide == order.AnySide || req.OrderSide == "" {
		return nil, errors.New("specific order side is required")
	}
	var allOrders []Order
	var orders []order.Detail
	var side int64

	if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
		for x := range req.Currencies {
			for y := int64(1); ; y++ {
				resp, err := z.wsGetOrdersIgnoreTradeType(req.Currencies[x], y, 10)
				if err != nil {
					return nil, err
				}
				allOrders = append(allOrders, resp.Data...)
				if len(resp.Data) != 10 {
					break
				}
			}
		}
	} else {
		if req.OrderSide == order.Buy {
			side = 1
		}
		for x := range req.Currencies {
			for y := int64(1); ; y++ {
				fPair := z.FormatExchangeCurrency(req.Currencies[x], asset.Spot).String()
				resp, err := z.GetOrders(fPair, y, side)
				if err != nil {
					return nil, err
				}
				if len(resp) == 0 {
					break
				}
				allOrders = append(allOrders, resp...)
				if len(resp) != 10 {
					break
				}
			}
		}
	}

	for i := range allOrders {
		symbol := currency.NewPairDelimiter(allOrders[i].Currency,
			z.GetPairFormat(asset.Spot, false).Delimiter)
		orderDate := time.Unix(int64(allOrders[i].TradeDate), 0)
		orderSide := orderSideMap[allOrders[i].Type]
		orders = append(orders, order.Detail{
			ID:           strconv.FormatInt(allOrders[i].ID, 10),
			Amount:       allOrders[i].TotalAmount,
			Exchange:     z.Name,
			OrderDate:    orderDate,
			Price:        allOrders[i].Price,
			OrderSide:    orderSide,
			CurrencyPair: symbol,
		})
	}

	order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
	return orders, nil
}

// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (z *ZB) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
	z.Websocket.SubscribeToChannels(channels)
	return nil
}

// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (z *ZB) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
	return common.ErrFunctionNotSupported
}

// GetSubscriptions returns a copied list of subscriptions
func (z *ZB) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
	return z.Websocket.GetSubscriptions(), nil
}

// AuthenticateWebsocket sends an authentication message to the websocket
func (z *ZB) AuthenticateWebsocket() error {
	return common.ErrFunctionNotSupported
}