Files
gocryptotrader/exchanges/lakebtc/lakebtc_wrapper.go
Vazha 3ee99f0b87 Kraken wsCancelAllOrders added, fix bugs in wsAddOrder, added new API endpoint CancelBatchOrders (#596)
* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* pull previous changes

* linter issues fix

* updated query_order exmple in gctscript, fixed params check

* removed orderPair unnecessary conversion

* added wsCancelAllOrders, fixed bugs

* fixed Kraken wsAddOrder method

* cleanup

* CancelBatchOrders implementation

* changed CancelBatchOrders signature

* fixed tests and wrappers

* btcmarkets_test fix

* cleanup

* cleanup

* changed CancelBatchOrders signature

* fmt

* Update configtest.json

* Update configtest.json

* rollback configtest

* refactored Kraken wsHandleData to allow tests

* removed unnecessary error test in TestWsAddOrderJSON

* dependencies updates

Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
2020-11-24 10:35:31 +11:00

638 lines
18 KiB
Go

package lakebtc
import (
"errors"
"fmt"
"sort"
"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/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"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/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (l *LakeBTC) GetDefaultConfig() (*config.ExchangeConfig, error) {
l.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = l.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = l.BaseCurrencies
err := l.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if l.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = l.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets LakeBTC defaults
func (l *LakeBTC) SetDefaults() {
l.Name = "LakeBTC"
l.Enabled = true
l.Verbose = true
l.API.CredentialsValidator.RequiresKey = true
l.API.CredentialsValidator.RequiresSecret = true
requestFmt := &currency.PairFormat{Uppercase: true}
configFmt := &currency.PairFormat{Uppercase: true}
err := l.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
l.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
UserTradeHistory: true,
CryptoWithdrawal: true,
TradeFee: true,
CryptoDepositFee: true,
},
WebsocketCapabilities: protocol.Features{
TradeFetching: true,
OrderbookFetching: true,
Subscribe: true,
Unsubscribe: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto |
exchange.WithdrawFiatViaWebsiteOnly,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
l.Requester = request.New(l.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
l.API.Endpoints.URLDefault = lakeBTCAPIURL
l.API.Endpoints.URL = l.API.Endpoints.URLDefault
l.Websocket = stream.New()
l.API.Endpoints.WebsocketURL = lakeBTCWSURL
l.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
l.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
l.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup sets exchange configuration profile
func (l *LakeBTC) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
l.SetEnabled(false)
return nil
}
err := l.SetupDefaults(exch)
if err != nil {
return err
}
return l.Websocket.Setup(&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: lakeBTCWSURL,
ExchangeName: exch.Name,
RunningURL: exch.API.Endpoints.WebsocketURL,
Connector: l.WsConnect,
Subscriber: l.Subscribe,
UnSubscriber: l.Unsubscribe,
GenerateSubscriptions: l.GenerateDefaultSubscriptions,
Features: &l.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
})
}
// Start starts the LakeBTC go routine
func (l *LakeBTC) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
l.Run()
wg.Done()
}()
}
// Run implements the LakeBTC wrapper
func (l *LakeBTC) Run() {
if l.Verbose {
l.PrintEnabledPairs()
}
if !l.GetEnabledFeatures().AutoPairUpdates {
return
}
err := l.UpdateTradablePairs(false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", l.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (l *LakeBTC) FetchTradablePairs(asset asset.Item) ([]string, error) {
result, err := l.GetTicker()
if err != nil {
return nil, err
}
var currencies []string
for x := range result {
currencies = append(currencies, strings.ToUpper(x))
}
return currencies, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (l *LakeBTC) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := l.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
return l.UpdatePairs(p, asset.Spot, false, forceUpdate)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (l *LakeBTC) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
ticks, err := l.GetTicker()
if err != nil {
return nil, err
}
pairs, err := l.GetEnabledPairs(assetType)
if err != nil {
return nil, err
}
for i := range pairs {
fpair, err := l.FormatExchangeCurrency(pairs[i], assetType)
if err != nil {
return nil, err
}
c, ok := ticks[fpair.String()]
if !ok {
continue
}
tickerPrice := new(ticker.Price)
tickerPrice.Pair = pairs[i]
tickerPrice.Ask = c.Ask
tickerPrice.Bid = c.Bid
tickerPrice.Volume = c.Volume
tickerPrice.High = c.High
tickerPrice.Low = c.Low
tickerPrice.Last = c.Last
tickerPrice.ExchangeName = l.Name
tickerPrice.AssetType = assetType
err = ticker.ProcessTicker(tickerPrice)
if err != nil {
return nil, err
}
}
return ticker.GetTicker(l.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (l *LakeBTC) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
fPair, err := l.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
tickerNew, err := ticker.GetTicker(l.Name, fPair, assetType)
if err != nil {
return l.UpdateTicker(fPair, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (l *LakeBTC) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
fPair, err := l.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
ob, err := orderbook.Get(l.Name, fPair, assetType)
if err != nil {
return l.UpdateOrderbook(fPair, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (l *LakeBTC) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
fPair, err := l.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
orderBook := new(orderbook.Base)
orderbookNew, err := l.GetOrderBook(fPair.String())
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Bids {
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: orderbookNew.Bids[x].Amount, Price: orderbookNew.Bids[x].Price})
}
for x := range orderbookNew.Asks {
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: orderbookNew.Asks[x].Amount, Price: orderbookNew.Asks[x].Price})
}
orderBook.Pair = fPair
orderBook.ExchangeName = l.Name
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(l.Name, fPair, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// LakeBTC exchange
func (l *LakeBTC) UpdateAccountInfo() (account.Holdings, error) {
var response account.Holdings
response.Exchange = l.Name
accountInfo, err := l.GetAccountInformation()
if err != nil {
return response, err
}
var currencies []account.Balance
for x, y := range accountInfo.Balance {
for z, w := range accountInfo.Locked {
if z != x {
continue
}
var exchangeCurrency account.Balance
exchangeCurrency.CurrencyName = currency.NewCode(x)
exchangeCurrency.TotalValue, _ = strconv.ParseFloat(y, 64)
exchangeCurrency.Hold, _ = strconv.ParseFloat(w, 64)
currencies = append(currencies, exchangeCurrency)
}
}
response.Accounts = append(response.Accounts, account.SubAccount{
Currencies: currencies,
})
err = account.Process(&response)
if err != nil {
return account.Holdings{}, err
}
return response, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (l *LakeBTC) FetchAccountInfo() (account.Holdings, error) {
acc, err := account.GetHoldings(l.Name)
if err != nil {
return l.UpdateAccountInfo()
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (l *LakeBTC) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (l *LakeBTC) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
p, err = l.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
var resp []trade.Data
var tradeData []TradeHistory
tradeData, err = l.GetTradeHistory(p.String())
if err != nil {
return nil, err
}
for i := range tradeData {
tradeTS := time.Unix(tradeData[i].Date, 0)
resp = append(resp, trade.Data{
TID: strconv.FormatInt(tradeData[i].TID, 10),
Exchange: l.Name,
CurrencyPair: p,
AssetType: assetType,
Price: tradeData[i].Price,
Amount: tradeData[i].Amount,
Timestamp: tradeTS,
})
}
err = l.AddTradesToBuffer(resp...)
if err != nil {
return nil, err
}
sort.Sort(trade.ByDate(resp))
return resp, nil
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (l *LakeBTC) GetHistoricTrades(_ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (l *LakeBTC) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
fPair, err := l.FormatExchangeCurrency(s.Pair, s.AssetType)
if err != nil {
return submitOrderResponse, err
}
isBuyOrder := s.Side == order.Buy
response, err := l.Trade(isBuyOrder,
s.Amount,
s.Price,
fPair.Lower().String())
if err != nil {
return submitOrderResponse, err
}
if response.ID > 0 {
submitOrderResponse.OrderID = strconv.FormatInt(response.ID, 10)
}
submitOrderResponse.IsOrderPlaced = true
if s.Type == order.Market {
submitOrderResponse.FullyMatched = true
}
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (l *LakeBTC) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (l *LakeBTC) CancelOrder(o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
orderIDInt, err := strconv.ParseInt(o.ID, 10, 64)
if err != nil {
return err
}
return l.CancelExistingOrder(orderIDInt)
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (l *LakeBTC) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (l *LakeBTC) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
var cancelAllOrdersResponse order.CancelAllResponse
openOrders, err := l.GetOpenOrders()
if err != nil {
return cancelAllOrdersResponse, err
}
var ordersToCancel []string
for i := range openOrders {
ordersToCancel = append(ordersToCancel, strconv.FormatInt(openOrders[i].ID, 10))
}
return cancelAllOrdersResponse, l.CancelExistingOrders(ordersToCancel)
}
// GetOrderInfo returns order information based on order ID
func (l *LakeBTC) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (l *LakeBTC) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
if !strings.EqualFold(cryptocurrency.String(), currency.BTC.String()) {
return "", fmt.Errorf("unsupported currency %s deposit address can only be BTC, manual deposit is required for other currencies",
cryptocurrency.String())
}
info, err := l.GetAccountInformation()
if err != nil {
return "", err
}
return info.Profile.BTCDepositAddress, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (l *LakeBTC) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
if withdrawRequest.Currency != currency.BTC {
return nil, errors.New("only BTC supported for withdrawals")
}
resp, err := l.CreateWithdraw(withdrawRequest.Amount, withdrawRequest.Description)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: strconv.FormatInt(resp.ID, 10),
}, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (l *LakeBTC) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (l *LakeBTC) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (l *LakeBTC) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !l.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return l.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (l *LakeBTC) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
resp, err := l.GetOpenOrders()
if err != nil {
return nil, err
}
format, err := l.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range resp {
var symbol currency.Pair
symbol, err = currency.NewPairDelimiter(resp[i].Symbol,
format.Delimiter)
if err != nil {
return nil, err
}
orderDate := time.Unix(resp[i].At, 0)
side := order.Side(strings.ToUpper(resp[i].Type))
orders = append(orders, order.Detail{
Amount: resp[i].Amount,
ID: strconv.FormatInt(resp[i].ID, 10),
Price: resp[i].Price,
Side: side,
Date: orderDate,
Pair: symbol,
Exchange: l.Name,
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (l *LakeBTC) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
resp, err := l.GetOrders([]int64{})
if err != nil {
return nil, err
}
format, err := l.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range resp {
if resp[i].State == "active" {
continue
}
var symbol currency.Pair
symbol, err = currency.NewPairDelimiter(resp[i].Symbol, format.Delimiter)
if err != nil {
return nil, err
}
orderDate := time.Unix(resp[i].At, 0)
side := order.Side(strings.ToUpper(resp[i].Type))
orders = append(orders, order.Detail{
Amount: resp[i].Amount,
ID: strconv.FormatInt(resp[i].ID, 10),
Price: resp[i].Price,
Side: side,
Date: orderDate,
Pair: symbol,
Exchange: l.Name,
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (l *LakeBTC) ValidateCredentials() error {
_, err := l.UpdateAccountInfo()
return l.CheckTransientError(err)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (l *LakeBTC) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrFunctionNotSupported
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (l *LakeBTC) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrFunctionNotSupported
}