Files
gocryptotrader/exchanges/binance/binance.go
David Ackroyd c0d2ac5e51 Binance: replace deprecated /v1 API calls (#482)
Several /v1 API calls have been deprecated, and will be removed shortly.
 Moving these across to their /v3 equivalents

Capturing of the klines request via the recorder was failing, as it did
 not handle the structure where the klines response in an array of
 mixed primitive arrays. Excluding primitive values from the exclusion
 checks addresses this
2020-04-17 08:59:06 +10:00

730 lines
21 KiB
Go

package binance
import (
"bytes"
"encoding/json"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"strings"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"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/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
"github.com/thrasher-corp/gocryptotrader/log"
)
const (
apiURL = "https://api.binance.com"
// Public endpoints
exchangeInfo = "/api/v3/exchangeInfo"
orderBookDepth = "/api/v3/depth"
recentTrades = "/api/v3/trades"
historicalTrades = "/api/v3/historicalTrades"
aggregatedTrades = "/api/v3/aggTrades"
candleStick = "/api/v3/klines"
averagePrice = "/api/v3/avgPrice"
priceChange = "/api/v3/ticker/24hr"
symbolPrice = "/api/v3/ticker/price"
bestPrice = "/api/v3/ticker/bookTicker"
accountInfo = "/api/v3/account"
userAccountStream = "/api/v3/userDataStream"
// Authenticated endpoints
newOrderTest = "/api/v3/order/test"
newOrder = "/api/v3/order"
cancelOrder = "/api/v3/order"
queryOrder = "/api/v3/order"
openOrders = "/api/v3/openOrders"
allOrders = "/api/v3/allOrders"
// Withdraw API endpoints
withdrawEndpoint = "/wapi/v3/withdraw.html"
depositHistory = "/wapi/v3/depositHistory.html"
withdrawalHistory = "/wapi/v3/withdrawHistory.html"
depositAddress = "/wapi/v3/depositAddress.html"
accountStatus = "/wapi/v3/accountStatus.html"
systemStatus = "/wapi/v3/systemStatus.html"
dustLog = "/wapi/v3/userAssetDribbletLog.html"
tradeFee = "/wapi/v3/tradeFee.html"
assetDetail = "/wapi/v3/assetDetail.html"
)
// Binance is the overarching type across the Bithumb package
type Binance struct {
exchange.Base
WebsocketConn *wshandler.WebsocketConnection
// Valid string list that is required by the exchange
validLimits []int
validIntervals []TimeInterval
}
// GetExchangeInfo returns exchange information. Check binance_types for more
// information
func (b *Binance) GetExchangeInfo() (ExchangeInfo, error) {
var resp ExchangeInfo
path := b.API.Endpoints.URL + exchangeInfo
return resp, b.SendHTTPRequest(path, &resp)
}
// GetOrderBook returns full orderbook information
//
// OrderBookDataRequestParams contains the following members
// symbol: string of currency pair
// limit: returned limit amount
func (b *Binance) GetOrderBook(obd OrderBookDataRequestParams) (OrderBook, error) {
var orderbook OrderBook
if err := b.CheckLimit(obd.Limit); err != nil {
return orderbook, err
}
params := url.Values{}
params.Set("symbol", strings.ToUpper(obd.Symbol))
params.Set("limit", fmt.Sprintf("%d", obd.Limit))
var resp OrderBookData
path := common.EncodeURLValues(b.API.Endpoints.URL+orderBookDepth, params)
if err := b.SendHTTPRequest(path, &resp); err != nil {
return orderbook, err
}
for x := range resp.Bids {
price, err := strconv.ParseFloat(resp.Bids[x][0], 64)
if err != nil {
return orderbook, err
}
amount, err := strconv.ParseFloat(resp.Bids[x][1], 64)
if err != nil {
return orderbook, err
}
orderbook.Bids = append(orderbook.Bids, OrderbookItem{
Price: price,
Quantity: amount,
})
}
for x := range resp.Asks {
price, err := strconv.ParseFloat(resp.Asks[x][0], 64)
if err != nil {
return orderbook, err
}
amount, err := strconv.ParseFloat(resp.Asks[x][1], 64)
if err != nil {
return orderbook, err
}
orderbook.Asks = append(orderbook.Asks, OrderbookItem{
Price: price,
Quantity: amount,
})
}
orderbook.LastUpdateID = resp.LastUpdateID
return orderbook, nil
}
// GetRecentTrades returns recent trade activity
// limit: Up to 500 results returned
func (b *Binance) GetRecentTrades(rtr RecentTradeRequestParams) ([]RecentTrade, error) {
var resp []RecentTrade
params := url.Values{}
params.Set("symbol", strings.ToUpper(rtr.Symbol))
params.Set("limit", fmt.Sprintf("%d", rtr.Limit))
path := fmt.Sprintf("%s%s?%s", b.API.Endpoints.URL, recentTrades, params.Encode())
return resp, b.SendHTTPRequest(path, &resp)
}
// GetHistoricalTrades returns historical trade activity
//
// symbol: string of currency pair
// limit: Optional. Default 500; max 1000.
// fromID:
func (b *Binance) GetHistoricalTrades(symbol string, limit int, fromID int64) ([]HistoricalTrade, error) {
// Dropping support due to response for market data is always
// {"code":-2014,"msg":"API-key format invalid."}
// TODO: replace with newer API vs REST endpoint
return nil, common.ErrFunctionNotSupported
}
// GetAggregatedTrades returns aggregated trade activity
//
// symbol: string of currency pair
// limit: Optional. Default 500; max 1000.
func (b *Binance) GetAggregatedTrades(symbol string, limit int) ([]AggregatedTrade, error) {
var resp []AggregatedTrade
if err := b.CheckLimit(limit); err != nil {
return resp, err
}
params := url.Values{}
params.Set("symbol", strings.ToUpper(symbol))
params.Set("limit", strconv.Itoa(limit))
path := fmt.Sprintf("%s%s?%s", b.API.Endpoints.URL, aggregatedTrades, params.Encode())
return resp, b.SendHTTPRequest(path, &resp)
}
// GetSpotKline returns kline data
//
// KlinesRequestParams supports 5 parameters
// symbol: the symbol to get the kline data for
// limit: optinal
// interval: the interval time for the data
// startTime: startTime filter for kline data
// endTime: endTime filter for the kline data
func (b *Binance) GetSpotKline(arg KlinesRequestParams) ([]CandleStick, error) {
var resp interface{}
var kline []CandleStick
params := url.Values{}
params.Set("symbol", arg.Symbol)
params.Set("interval", string(arg.Interval))
if arg.Limit != 0 {
params.Set("limit", strconv.Itoa(arg.Limit))
}
if arg.StartTime != 0 {
params.Set("startTime", strconv.FormatInt(arg.StartTime, 10))
}
if arg.EndTime != 0 {
params.Set("endTime", strconv.FormatInt(arg.EndTime, 10))
}
path := fmt.Sprintf("%s%s?%s", b.API.Endpoints.URL, candleStick, params.Encode())
if err := b.SendHTTPRequest(path, &resp); err != nil {
return kline, err
}
for _, responseData := range resp.([]interface{}) {
var candle CandleStick
for i, individualData := range responseData.([]interface{}) {
switch i {
case 0:
candle.OpenTime = individualData.(float64)
case 1:
candle.Open, _ = strconv.ParseFloat(individualData.(string), 64)
case 2:
candle.High, _ = strconv.ParseFloat(individualData.(string), 64)
case 3:
candle.Low, _ = strconv.ParseFloat(individualData.(string), 64)
case 4:
candle.Close, _ = strconv.ParseFloat(individualData.(string), 64)
case 5:
candle.Volume, _ = strconv.ParseFloat(individualData.(string), 64)
case 6:
candle.CloseTime = individualData.(float64)
case 7:
candle.QuoteAssetVolume, _ = strconv.ParseFloat(individualData.(string), 64)
case 8:
candle.TradeCount = individualData.(float64)
case 9:
candle.TakerBuyAssetVolume, _ = strconv.ParseFloat(individualData.(string), 64)
case 10:
candle.TakerBuyQuoteAssetVolume, _ = strconv.ParseFloat(individualData.(string), 64)
}
}
kline = append(kline, candle)
}
return kline, nil
}
// GetAveragePrice returns current average price for a symbol.
//
// symbol: string of currency pair
func (b *Binance) GetAveragePrice(symbol string) (AveragePrice, error) {
resp := AveragePrice{}
params := url.Values{}
params.Set("symbol", strings.ToUpper(symbol))
path := fmt.Sprintf("%s%s?%s", b.API.Endpoints.URL, averagePrice, params.Encode())
return resp, b.SendHTTPRequest(path, &resp)
}
// GetPriceChangeStats returns price change statistics for the last 24 hours
//
// symbol: string of currency pair
func (b *Binance) GetPriceChangeStats(symbol string) (PriceChangeStats, error) {
resp := PriceChangeStats{}
params := url.Values{}
params.Set("symbol", strings.ToUpper(symbol))
path := fmt.Sprintf("%s%s?%s", b.API.Endpoints.URL, priceChange, params.Encode())
return resp, b.SendHTTPRequest(path, &resp)
}
// GetTickers returns the ticker data for the last 24 hrs
func (b *Binance) GetTickers() ([]PriceChangeStats, error) {
var resp []PriceChangeStats
path := b.API.Endpoints.URL + priceChange
return resp, b.SendHTTPRequest(path, &resp)
}
// GetLatestSpotPrice returns latest spot price of symbol
//
// symbol: string of currency pair
func (b *Binance) GetLatestSpotPrice(symbol string) (SymbolPrice, error) {
resp := SymbolPrice{}
params := url.Values{}
params.Set("symbol", strings.ToUpper(symbol))
path := fmt.Sprintf("%s%s?%s", b.API.Endpoints.URL, symbolPrice, params.Encode())
return resp, b.SendHTTPRequest(path, &resp)
}
// GetBestPrice returns the latest best price for symbol
//
// symbol: string of currency pair
func (b *Binance) GetBestPrice(symbol string) (BestPrice, error) {
resp := BestPrice{}
params := url.Values{}
params.Set("symbol", strings.ToUpper(symbol))
path := fmt.Sprintf("%s%s?%s", b.API.Endpoints.URL, bestPrice, params.Encode())
return resp, b.SendHTTPRequest(path, &resp)
}
// NewOrder sends a new order to Binance
func (b *Binance) NewOrder(o *NewOrderRequest) (NewOrderResponse, error) {
var resp NewOrderResponse
path := b.API.Endpoints.URL + newOrder
params := url.Values{}
params.Set("symbol", o.Symbol)
params.Set("side", o.Side)
params.Set("type", string(o.TradeType))
params.Set("quantity", strconv.FormatFloat(o.Quantity, 'f', -1, 64))
if o.TradeType == BinanceRequestParamsOrderLimit {
params.Set("price", strconv.FormatFloat(o.Price, 'f', -1, 64))
}
if o.TimeInForce != "" {
params.Set("timeInForce", string(o.TimeInForce))
}
if o.NewClientOrderID != "" {
params.Set("newClientOrderID", o.NewClientOrderID)
}
if o.StopPrice != 0 {
params.Set("stopPrice", strconv.FormatFloat(o.StopPrice, 'f', -1, 64))
}
if o.IcebergQty != 0 {
params.Set("icebergQty", strconv.FormatFloat(o.IcebergQty, 'f', -1, 64))
}
if o.NewOrderRespType != "" {
params.Set("newOrderRespType", o.NewOrderRespType)
}
if err := b.SendAuthHTTPRequest(http.MethodPost, path, params, request.Auth, &resp); err != nil {
return resp, err
}
if resp.Code != 0 {
return resp, errors.New(resp.Msg)
}
return resp, nil
}
// CancelExistingOrder sends a cancel order to Binance
func (b *Binance) CancelExistingOrder(symbol string, orderID int64, origClientOrderID string) (CancelOrderResponse, error) {
var resp CancelOrderResponse
path := b.API.Endpoints.URL + cancelOrder
params := url.Values{}
params.Set("symbol", symbol)
if orderID != 0 {
params.Set("orderId", strconv.FormatInt(orderID, 10))
}
if origClientOrderID != "" {
params.Set("origClientOrderId", origClientOrderID)
}
return resp, b.SendAuthHTTPRequest(http.MethodDelete, path, params, request.Auth, &resp)
}
// OpenOrders Current open orders. Get all open orders on a symbol.
// Careful when accessing this with no symbol: The number of requests counted against the rate limiter
// is equal to the number of symbols currently trading on the exchange.
func (b *Binance) OpenOrders(symbol string) ([]QueryOrderData, error) {
var resp []QueryOrderData
path := b.API.Endpoints.URL + openOrders
params := url.Values{}
if symbol != "" {
params.Set("symbol", strings.ToUpper(symbol))
}
if err := b.SendAuthHTTPRequest(http.MethodGet, path, params, request.Auth, &resp); err != nil {
return resp, err
}
return resp, nil
}
// AllOrders Get all account orders; active, canceled, or filled.
// orderId optional param
// limit optional param, default 500; max 500
func (b *Binance) AllOrders(symbol, orderID, limit string) ([]QueryOrderData, error) {
var resp []QueryOrderData
path := b.API.Endpoints.URL + allOrders
params := url.Values{}
params.Set("symbol", strings.ToUpper(symbol))
if orderID != "" {
params.Set("orderId", orderID)
}
if limit != "" {
params.Set("limit", limit)
}
if err := b.SendAuthHTTPRequest(http.MethodGet, path, params, request.Auth, &resp); err != nil {
return resp, err
}
return resp, nil
}
// QueryOrder returns information on a past order
func (b *Binance) QueryOrder(symbol, origClientOrderID string, orderID int64) (QueryOrderData, error) {
var resp QueryOrderData
path := b.API.Endpoints.URL + queryOrder
params := url.Values{}
params.Set("symbol", strings.ToUpper(symbol))
if origClientOrderID != "" {
params.Set("origClientOrderId", origClientOrderID)
}
if orderID != 0 {
params.Set("orderId", strconv.FormatInt(orderID, 10))
}
if err := b.SendAuthHTTPRequest(http.MethodGet, path, params, request.Auth, &resp); err != nil {
return resp, err
}
if resp.Code != 0 {
return resp, errors.New(resp.Msg)
}
return resp, nil
}
// GetAccount returns binance user accounts
func (b *Binance) GetAccount() (*Account, error) {
type response struct {
Response
Account
}
var resp response
path := b.API.Endpoints.URL + accountInfo
params := url.Values{}
if err := b.SendAuthHTTPRequest(http.MethodGet, path, params, request.Unset, &resp); err != nil {
return &resp.Account, err
}
if resp.Code != 0 {
return &resp.Account, errors.New(resp.Msg)
}
return &resp.Account, nil
}
// SendHTTPRequest sends an unauthenticated request
func (b *Binance) SendHTTPRequest(path string, result interface{}) error {
return b.SendPayload(&request.Item{
Method: http.MethodGet,
Path: path,
Result: result,
Verbose: b.Verbose,
HTTPDebugging: b.HTTPDebugging,
HTTPRecording: b.HTTPRecording})
}
// SendAuthHTTPRequest sends an authenticated HTTP request
func (b *Binance) SendAuthHTTPRequest(method, path string, params url.Values, f request.EndpointLimit, result interface{}) error {
if !b.AllowAuthenticatedRequest() {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet, b.Name)
}
if params == nil {
params = url.Values{}
}
params.Set("recvWindow", strconv.FormatInt(convert.RecvWindow(5*time.Second), 10))
params.Set("timestamp", strconv.FormatInt(time.Now().Unix()*1000, 10))
signature := params.Encode()
hmacSigned := crypto.GetHMAC(crypto.HashSHA256, []byte(signature), []byte(b.API.Credentials.Secret))
hmacSignedStr := crypto.HexEncodeToString(hmacSigned)
headers := make(map[string]string)
headers["X-MBX-APIKEY"] = b.API.Credentials.Key
if b.Verbose {
log.Debugf(log.ExchangeSys, "sent path: %s", path)
}
path = common.EncodeURLValues(path, params)
path += "&signature=" + hmacSignedStr
interim := json.RawMessage{}
errCap := struct {
Success bool `json:"success"`
Message string `json:"msg"`
}{}
err := b.SendPayload(&request.Item{
Method: method,
Path: path,
Headers: headers,
Body: bytes.NewBuffer(nil),
Result: &interim,
AuthRequest: true,
Verbose: b.Verbose,
HTTPDebugging: b.HTTPDebugging,
HTTPRecording: b.HTTPRecording,
Endpoint: f})
if err != nil {
return err
}
if err := json.Unmarshal(interim, &errCap); err == nil {
if !errCap.Success && errCap.Message != "" {
return errors.New(errCap.Message)
}
}
return json.Unmarshal(interim, result)
}
// CheckLimit checks value against a variable list
func (b *Binance) CheckLimit(limit int) error {
for x := range b.validLimits {
if b.validLimits[x] == limit {
return nil
}
}
return errors.New("incorrect limit values - valid values are 5, 10, 20, 50, 100, 500, 1000")
}
// CheckSymbol checks value against a variable list
func (b *Binance) CheckSymbol(symbol string, assetType asset.Item) error {
enPairs := b.GetAvailablePairs(assetType)
for x := range enPairs {
if b.FormatExchangeCurrency(enPairs[x], assetType).String() == symbol {
return nil
}
}
return errors.New("incorrect symbol values - please check available pairs in configuration")
}
// CheckIntervals checks value against a variable list
func (b *Binance) CheckIntervals(interval string) error {
for x := range b.validIntervals {
if TimeInterval(interval) == b.validIntervals[x] {
return nil
}
}
return errors.New(`incorrect interval values - valid values are "1m","3m","5m","15m","30m","1h","2h","4h","6h","8h","12h","1d","3d","1w","1M"`)
}
// SetValues sets the default valid values
func (b *Binance) SetValues() {
b.validLimits = []int{5, 10, 20, 50, 100, 500, 1000}
b.validIntervals = []TimeInterval{
TimeIntervalMinute,
TimeIntervalThreeMinutes,
TimeIntervalFiveMinutes,
TimeIntervalFifteenMinutes,
TimeIntervalThirtyMinutes,
TimeIntervalHour,
TimeIntervalTwoHours,
TimeIntervalFourHours,
TimeIntervalSixHours,
TimeIntervalEightHours,
TimeIntervalTwelveHours,
TimeIntervalDay,
TimeIntervalThreeDays,
TimeIntervalWeek,
TimeIntervalMonth,
}
}
// GetFee returns an estimate of fee based on type of transaction
func (b *Binance) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
multiplier, err := b.getMultiplier(feeBuilder.IsMaker)
if err != nil {
return 0, err
}
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount, multiplier)
case exchange.CryptocurrencyWithdrawalFee:
fee = getCryptocurrencyWithdrawalFee(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
}
// getMultiplier retrieves account based taker/maker fees
func (b *Binance) getMultiplier(isMaker bool) (float64, error) {
var multiplier float64
account, err := b.GetAccount()
if err != nil {
return 0, err
}
if isMaker {
multiplier = float64(account.MakerCommission)
} else {
multiplier = float64(account.TakerCommission)
}
return multiplier, nil
}
// calculateTradingFee returns the fee for trading any currency on Bittrex
func calculateTradingFee(purchasePrice, amount, multiplier float64) float64 {
return (multiplier / 100) * purchasePrice * amount
}
// getCryptocurrencyWithdrawalFee returns the fee for withdrawing from the exchange
func getCryptocurrencyWithdrawalFee(c currency.Code) float64 {
return WithdrawalFees[c]
}
// WithdrawCrypto sends cryptocurrency to the address of your choosing
func (b *Binance) WithdrawCrypto(asset, address, addressTag, name, amount string) (string, error) {
var resp WithdrawResponse
path := b.API.Endpoints.URL + withdrawEndpoint
params := url.Values{}
params.Set("asset", asset)
params.Set("address", address)
params.Set("amount", amount)
if len(name) > 0 {
params.Set("name", name)
}
if len(addressTag) > 0 {
params.Set("addressTag", addressTag)
}
if err := b.SendAuthHTTPRequest(http.MethodPost, path, params, request.Unset, &resp); err != nil {
return "", err
}
if !resp.Success {
return resp.ID, errors.New(resp.Msg)
}
return resp.ID, nil
}
// GetDepositAddressForCurrency retrieves the wallet address for a given currency
func (b *Binance) GetDepositAddressForCurrency(currency string) (string, error) {
path := b.API.Endpoints.URL + depositAddress
resp := struct {
Address string `json:"address"`
Success bool `json:"success"`
AddressTag string `json:"addressTag"`
}{}
params := url.Values{}
params.Set("asset", currency)
params.Set("status", "true")
return resp.Address,
b.SendAuthHTTPRequest(http.MethodGet, path, params, request.Unset, &resp)
}
// GetWsAuthStreamKey will retrieve a key to use for authorised WS streaming
func (b *Binance) GetWsAuthStreamKey() (string, error) {
var resp UserAccountStream
path := b.API.Endpoints.URL + userAccountStream
headers := make(map[string]string)
headers["X-MBX-APIKEY"] = b.API.Credentials.Key
err := b.SendPayload(&request.Item{
Method: http.MethodPost,
Path: path,
Headers: headers,
Body: bytes.NewBuffer(nil),
Result: &resp,
AuthRequest: true,
Verbose: b.Verbose,
HTTPDebugging: b.HTTPDebugging,
HTTPRecording: b.HTTPRecording,
})
if err != nil {
return "", err
}
return resp.ListenKey, nil
}
// MaintainWsAuthStreamKey will keep the key alive
func (b *Binance) MaintainWsAuthStreamKey() error {
var err error
if listenKey == "" {
listenKey, err = b.GetWsAuthStreamKey()
return err
}
path := b.API.Endpoints.URL + userAccountStream
params := url.Values{}
params.Set("listenKey", listenKey)
path = common.EncodeURLValues(path, params)
headers := make(map[string]string)
headers["X-MBX-APIKEY"] = b.API.Credentials.Key
return b.SendPayload(&request.Item{
Method: http.MethodPut,
Path: path,
Headers: headers,
Body: bytes.NewBuffer(nil),
AuthRequest: true,
Verbose: b.Verbose,
HTTPDebugging: b.HTTPDebugging,
HTTPRecording: b.HTTPRecording,
})
}