Files
gocryptotrader/exchanges/itbit/itbit.go
Ryan O'Hara-Reid 0a84c5d97a Request package update & rate limit system expansion (#413)
* Initial rework of rework of requester - WIP

* Implementing and checking rate limits - WIP

* implemented coinbene rate limiting shenanigans

* add in remaining WIP

* fixy

* use authenticated rate limit

* drop ceiling as this can be done with a counter later

* add functionality to struct

* purge config options for rate limiting so as to keep things minimal

* prepare futures and swap rate limiting for implementation

* Address linter issues

* Addressed nits, fixed race

* fix linter issue

* remove global var as this was only setting when newrequester was called

* moved rate limit functionality into its own file

* Update Bitfinex with correct rate limit and test endpoints (WIP)

* finish off bitfinex adjustments

* fixes

* fix linter issues

* slowed rate for coinbasepro

* drop rate limit for huobi as the doc times have intermittent 429 issues.

* Set MACOSX_DEPLOYMENT_TARGET to remove linking warning

* Addr Thrasher nits

* Addr glorious nits

* unexport do request function

* fixed nitorinos

* Fixed something I missed

* move disabled rate limiter into loadexchange and use interface functionality

* Add temp quick fix
2020-02-06 11:44:28 +11:00

419 lines
13 KiB
Go

package itbit
import (
"bytes"
"encoding/json"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"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"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
const (
itbitAPIURL = "https://api.itbit.com/v1"
itbitAPIVersion = "1"
itbitMarkets = "markets"
itbitOrderbook = "order_book"
itbitTicker = "ticker"
itbitWallets = "wallets"
itbitBalances = "balances"
itbitTrades = "trades"
itbitFundingHistory = "funding_history"
itbitOrders = "orders"
itbitCryptoDeposits = "cryptocurrency_deposits"
itbitWalletTransfer = "wallet_transfers"
)
// ItBit is the overarching type across the ItBit package
type ItBit struct {
exchange.Base
}
// GetHistoricCandles returns rangesize number of candles for the given granularity and pair starting from the latest available
func (i *ItBit) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrNotYetImplemented
}
// GetTicker returns ticker info for a specified market.
// currencyPair - example "XBTUSD" "XBTSGD" "XBTEUR"
func (i *ItBit) GetTicker(currencyPair string) (Ticker, error) {
var response Ticker
path := fmt.Sprintf("%s/%s/%s/%s", i.API.Endpoints.URL, itbitMarkets, currencyPair, itbitTicker)
return response, i.SendHTTPRequest(path, &response)
}
// GetOrderbook returns full order book for the specified market.
// currencyPair - example "XBTUSD" "XBTSGD" "XBTEUR"
func (i *ItBit) GetOrderbook(currencyPair string) (OrderbookResponse, error) {
response := OrderbookResponse{}
path := fmt.Sprintf("%s/%s/%s/%s", i.API.Endpoints.URL, itbitMarkets, currencyPair, itbitOrderbook)
return response, i.SendHTTPRequest(path, &response)
}
// GetTradeHistory returns recent trades for a specified market.
//
// currencyPair - example "XBTUSD" "XBTSGD" "XBTEUR"
// timestamp - matchNumber, only executions after this will be returned
func (i *ItBit) GetTradeHistory(currencyPair, timestamp string) (Trades, error) {
response := Trades{}
req := "trades?since=" + timestamp
path := fmt.Sprintf("%s/%s/%s/%s", i.API.Endpoints.URL, itbitMarkets, currencyPair, req)
return response, i.SendHTTPRequest(path, &response)
}
// GetWallets returns information about all wallets associated with the account.
//
// params --
// page - [optional] page to return example 1. default 1
// perPage - [optional] items per page example 50, default 50 max 50
func (i *ItBit) GetWallets(params url.Values) ([]Wallet, error) {
var resp []Wallet
params.Set("userId", i.API.Credentials.ClientID)
path := fmt.Sprintf("/%s?%s", itbitWallets, params.Encode())
return resp, i.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
}
// CreateWallet creates a new wallet with a specified name.
func (i *ItBit) CreateWallet(walletName string) (Wallet, error) {
resp := Wallet{}
params := make(map[string]interface{})
params["userId"] = i.API.Credentials.ClientID
params["name"] = walletName
err := i.SendAuthenticatedHTTPRequest(http.MethodPost, "/"+itbitWallets, params, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// GetWallet returns wallet information by walletID
func (i *ItBit) GetWallet(walletID string) (Wallet, error) {
resp := Wallet{}
path := fmt.Sprintf("/%s/%s", itbitWallets, walletID)
err := i.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// GetWalletBalance returns balance information for a specific currency in a
// wallet.
func (i *ItBit) GetWalletBalance(walletID, currency string) (Balance, error) {
resp := Balance{}
path := fmt.Sprintf("/%s/%s/%s/%s", itbitWallets, walletID, itbitBalances, currency)
err := i.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// GetOrders returns active orders for itBit
// perPage defaults to & has a limit of 50
func (i *ItBit) GetOrders(walletID, symbol, status string, page, perPage int64) ([]Order, error) {
var resp []Order
params := make(map[string]interface{})
params["walletID"] = walletID
if symbol != "" {
params["instrument"] = symbol
}
if status != "" {
params["status"] = status
}
if page > 0 {
params["page"] = strconv.FormatInt(page, 10)
}
if perPage > 0 {
params["perPage"] = strconv.FormatInt(perPage, 10)
}
return resp, i.SendAuthenticatedHTTPRequest(http.MethodGet, itbitOrders, params, &resp)
}
// GetWalletTrades returns all trades for a specified wallet.
func (i *ItBit) GetWalletTrades(walletID string, params url.Values) (Records, error) {
resp := Records{}
urlPath := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitTrades)
path := common.EncodeURLValues(urlPath, params)
err := i.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// GetFundingHistoryForWallet returns all funding history for a specified wallet.
func (i *ItBit) GetFundingHistoryForWallet(walletID string, params url.Values) (FundingRecords, error) {
resp := FundingRecords{}
urlPath := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitFundingHistory)
path := common.EncodeURLValues(urlPath, params)
err := i.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// PlaceOrder places a new order
func (i *ItBit) PlaceOrder(walletID, side, orderType, currency string, amount, price float64, instrument, clientRef string) (Order, error) {
resp := Order{}
path := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitOrders)
params := make(map[string]interface{})
params["side"] = side
params["type"] = orderType
params["currency"] = currency
params["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
params["price"] = strconv.FormatFloat(price, 'f', -1, 64)
params["instrument"] = instrument
if clientRef != "" {
params["clientOrderIdentifier"] = clientRef
}
err := i.SendAuthenticatedHTTPRequest(http.MethodPost, path, params, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// GetOrder returns an order by id.
func (i *ItBit) GetOrder(walletID string, params url.Values) (Order, error) {
resp := Order{}
urlPath := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitOrders)
path := common.EncodeURLValues(urlPath, params)
err := i.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// CancelExistingOrder cancels and open order. *This is not a guarantee that the
// order has been cancelled!*
func (i *ItBit) CancelExistingOrder(walletID, orderID string) error {
path := fmt.Sprintf("/%s/%s/%s/%s", itbitWallets, walletID, itbitOrders, orderID)
return i.SendAuthenticatedHTTPRequest(http.MethodDelete, path, nil, nil)
}
// GetCryptoDepositAddress returns a deposit address to send cryptocurrency to.
func (i *ItBit) GetCryptoDepositAddress(walletID, currency string) (CryptoCurrencyDeposit, error) {
resp := CryptoCurrencyDeposit{}
path := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitCryptoDeposits)
params := make(map[string]interface{})
params["currency"] = currency
err := i.SendAuthenticatedHTTPRequest(http.MethodPost, path, params, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// WalletTransfer transfers funds between wallets.
func (i *ItBit) WalletTransfer(walletID, sourceWallet, destWallet string, amount float64, currency string) (WalletTransfer, error) {
resp := WalletTransfer{}
path := fmt.Sprintf("/%s/%s/%s", itbitWallets, walletID, itbitWalletTransfer)
params := make(map[string]interface{})
params["sourceWalletId"] = sourceWallet
params["destinationWalletId"] = destWallet
params["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
params["currencyCode"] = currency
err := i.SendAuthenticatedHTTPRequest(http.MethodPost, path, params, &resp)
if err != nil {
return resp, err
}
if resp.Description != "" {
return resp, errors.New(resp.Description)
}
return resp, nil
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (i *ItBit) SendHTTPRequest(path string, result interface{}) error {
return i.SendPayload(&request.Item{
Method: http.MethodGet,
Path: path,
Result: result,
Verbose: i.Verbose,
HTTPDebugging: i.HTTPDebugging,
HTTPRecording: i.HTTPRecording,
})
}
// SendAuthenticatedHTTPRequest sends an authenticated request to itBit
func (i *ItBit) SendAuthenticatedHTTPRequest(method, path string, params map[string]interface{}, result interface{}) error {
if !i.AllowAuthenticatedRequest() {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet, i.Name)
}
req := make(map[string]interface{})
urlPath := i.API.Endpoints.URL + path
for key, value := range params {
req[key] = value
}
PayloadJSON := []byte("")
var err error
if params != nil {
PayloadJSON, err = json.Marshal(req)
if err != nil {
return err
}
if i.Verbose {
log.Debugf(log.ExchangeSys, "Request JSON: %s\n", PayloadJSON)
}
}
n := i.Requester.GetNonce(true).String()
timestamp := strconv.FormatInt(time.Now().UnixNano()/1000000, 10)
message, err := json.Marshal([]string{method, urlPath, string(PayloadJSON), n, timestamp})
if err != nil {
return err
}
hash := crypto.GetSHA256([]byte(n + string(message)))
hmac := crypto.GetHMAC(crypto.HashSHA512, []byte(urlPath+string(hash)), []byte(i.API.Credentials.Secret))
signature := crypto.Base64Encode(hmac)
headers := make(map[string]string)
headers["Authorization"] = i.API.Credentials.ClientID + ":" + signature
headers["X-Auth-Timestamp"] = timestamp
headers["X-Auth-Nonce"] = n
headers["Content-Type"] = "application/json"
var intermediary json.RawMessage
errCheck := struct {
Code int `json:"code"`
Description string `json:"description"`
RequestID string `json:"requestId"`
}{}
err = i.SendPayload(&request.Item{
Method: method,
Path: urlPath,
Headers: headers,
Body: bytes.NewBuffer(PayloadJSON),
Result: &intermediary,
AuthRequest: true,
NonceEnabled: true,
Verbose: i.Verbose,
HTTPDebugging: i.HTTPDebugging,
HTTPRecording: i.HTTPRecording,
})
if err != nil {
return err
}
err = json.Unmarshal(intermediary, &errCheck)
if err == nil {
if errCheck.Code != 0 || errCheck.Description != "" {
return fmt.Errorf("itbit.go SendAuthRequest error code: %d description: %s",
errCheck.Code,
errCheck.Description)
}
}
return json.Unmarshal(intermediary, result)
}
// GetFee returns an estimate of fee based on type of transaction
func (i *ItBit) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount, feeBuilder.IsMaker)
case exchange.InternationalBankWithdrawalFee:
fee = getInternationalBankWithdrawalFee(feeBuilder.FiatCurrency, feeBuilder.BankTransactionType)
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 0.0035 * price * amount
}
func calculateTradingFee(purchasePrice, amount float64, isMaker bool) float64 {
// TODO: Itbit has volume discounts, but not API endpoint to get the exact volume numbers
// When support is added, this needs to be updated to calculate the accurate volume fee
feePercent := 0.0035
if isMaker {
feePercent = -0.0003
}
return feePercent * purchasePrice * amount
}
func getInternationalBankWithdrawalFee(c currency.Code, bankTransactionType exchange.InternationalBankTransactionType) float64 {
var fee float64
if (bankTransactionType == exchange.Swift ||
bankTransactionType == exchange.WireTransfer) &&
c == currency.USD {
fee = 40
} else if (bankTransactionType == exchange.SEPA ||
bankTransactionType == exchange.WireTransfer) &&
c == currency.EUR {
fee = 1
}
return fee
}