Files
gocryptotrader/exchanges/bitflyer/bitflyer_wrapper.go
Jaydeep Rajpurohit 247da918a8 exchanges: Add ByBit support (#887)
* few fixes and add ratelimiter

* adds test

* revert configtest.json changes

* configtest updated

* WIP: adds public endpoint support

* WIP: adds public endpoint support

* adds public endpoint support

* WIP: adds auth. endpoint support

* adds test for auth. endpoint

* fixes

* adds auth. endpoint support

* WIP: ws support

* WIP

* WIP

* WIP

* WIP

* WIP

* WIP

* WIP

* Testing

* Complete WS spot testing

* adds support for ws events

* minor change

* WIP: adds REST support for CoinMarginedFutures

* Fixes

* WIP: adds REST support for CoinMarginedFutures

* Fixes

* improvement in SPOT REST

* Typo fix

* WIP: add REST support for CMF Account API

* minor fixes

* WIP: add support for CMF conditional orders and few minor fixes

* complete support for CMF conditional orders

* adds support for public CMF endpoint

* adds support for CMF position API

* Complete REST CMF support

* WIP

* Testing REST CMF support

* Testing REST CMF support

* Testing REST CMF support completed

* WIP: add support for UMF

* completed non-auth UMF

* WIP: add support for REST Auth. UMF

* WIP: add support for REST Auth. UMF and some improvements

* WIP

* WIP

* WIP

* completed REST UMF

* renaming

* adds REST support for futures

* add testcases for UMF and some optimizations

* add testcases for futures

* Testing UMF, futures and its changes

* Fixes

* Fixes after testing

* WIP

* WIP

* WIP

* completed ws USDT futures support

* WIP: ws support for futures

* fixes in WS futures

* fixes in WS support

* roll back changes made for WS CMF, USDT and Futures

* fixes

* WIP

* WIP

* fixes

* Steps for new PR

* WIP

* WIP

* WIP

* WIP

* complete PR setup

* fixes for successfully running tests

* update in symbol for futures pair in test file

* WIP

* Fixes in test file and other minor fix

* fix testdata/configtest.json

* reset CONTRIBUTORS file

* review changes

* remove unwanted file

* remove redundant code

* improvisation

* adds comment for exported functions

* remove unwanted TODO and commented code

* fix

* improvisation

* fix

* defined errors

* improvisation

* improvisation

* improvisation

* updates test

* adds comment for exported types

* review changes

* review changes

* fix

* fixes

* Changes for making BYBIT compatible with existing code base

* Test file changes

* Changes for making BYBIT compatible with existing code base

* Changes for making BYBIT compatible with existing code base

* fix lint issues

* fix

* review changes

* review changes

* review changes

* review changes

* review changes

* review changes

* review changes

* review changes

* review changes

* review changes

* WIP

* add test cases for new API's

* minor improvements

* add missing API and their tests

* minor fixes

* add bybitTime

* add bybitTimeSec, bybitTimeMilliSec, bybitTimeNanoSec and necessary support

* fix GetTradeHistory function

* error handling

* test fixes

* add GetServerTime API

* adds GetHistoricCandlesExtended and review changes

* test fixes

* minor fix

* integrating CMF Bybit recent change log

* minor fixes

* adds extractCurrencyPair

* minor fixes

* minor fix

* review changes

* adds variable declaration of error

* review commit

* adds embeddable type in API response for all API and integrate it

* fixes

* adds authentication WS connection

* review changes

* review changes

* compatible changes

* adds asset to GetWithdrawalsHistory

* adds asset_type in rpc.proto

* adds asset argument in gctcli withdrawal request command

* improve error handling in exchange API error

* web socket fix

* review changes

* improvements

* improvements

* minor fix

* review changes

* fixing wrapper issues

* fixes

* fixes

* review changes

* add test cases

* fix for GetActiveOrders

* lint fixes

* fixes in websocket

* adds wrapper testcases

* adds wrapper testcases

* adds wrapper testcases

* fixes

* fix issue with GetHistoricCandlesExtended

* fix merge issues

* improving error reporting

* adds wrapper testcases and a minor fix

* gctrpc changes

* adds test cases
fixes in websocket

* review changes for ws

* review changes in WS

* fix gctrpc

* merge fixes

* review changes

* WIP

* updates pair in configs

* adds new asset USDCMarginedFutures

* adds URL const for USDCMarginedFutures

* adds API support

* minor fixes

* adds kline API

* minor fix

* adds API

* adds API

* adds API

* WIP

* WIP

* WIP

* adds support for USDC auth requests to SendAuthHTTPRequest

* adds SendUSDCAuthHTTPRequest

* run test and fix them

* rollback support added for Auth. USDC request inside SendAuthHTTPRequest

* adds API and test cases

* adds API and test cases

* adds APIs and test cases

* adds APIs

* adds rate limit for USDC

* adds USDCMarginedFutures to wrapper

* adds USDC testcases in wrapper and fix few issues

* minor test fixes

* minor test fixes

* fix lint issues

* WIP

* Merge changes

* minor fixes

* remove "else" and optimize

* review changes

* review changes

* review changes

* fix lint issue

* merge fix

* fix test

* fix templates and run them

* changes after merge

* review changes and improvements

* code improvement

* fixes with respect to changes in API response in documentation

* fixed review change in test

* adds check in CancelExistingOrder

* update exchange template

* review changes

* adds GetDepositAddress API

* WIP: adds GetOrderHistory

* complete GetOrderHistory

* fixes

* adds test case

* fixes and add WithdrawFund API

* WIP

* WIP

* updating all SendAuthHTTPRequest call

* adds WithdrawCryptocurrencyFunds

* update test cases

* fix lint issues

* fixes after merge

* adds GetAvailableTransferChains and few fixes

* minor fix in GetDepositAddress

* minor fix with WS ping/pong handling

* add ping handler for WS Auth.

* fix typo mistake

* update doc
2022-08-08 11:29:43 +10:00

490 lines
14 KiB
Go

package bitflyer
import (
"context"
"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/deposit"
"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/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 (b *Bitflyer) GetDefaultConfig() (*config.Exchange, error) {
b.SetDefaults()
exchCfg := new(config.Exchange)
exchCfg.Name = b.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = b.BaseCurrencies
err := b.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = b.UpdateTradablePairs(context.TODO(), true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for Bitflyer
func (b *Bitflyer) SetDefaults() {
b.Name = "Bitflyer"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
requestFmt := &currency.PairFormat{
Delimiter: currency.UnderscoreDelimiter,
Uppercase: true,
}
configFmt := &currency.PairFormat{
Delimiter: currency.UnderscoreDelimiter,
Uppercase: true,
}
err := b.SetGlobalPairsManager(requestFmt,
configFmt,
asset.Spot,
asset.Futures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: false,
RESTCapabilities: protocol.Features{
TickerFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
},
WithdrawPermissions: exchange.WithdrawCryptoViaWebsiteOnly |
exchange.AutoWithdrawFiat,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
b.Requester, err = request.New(b.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.API.Endpoints = b.NewEndpoints()
err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: japanURL,
exchange.ChainAnalysis: chainAnalysis,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
}
// Setup takes in the supplied exchange configuration details and sets params
func (b *Bitflyer) Setup(exch *config.Exchange) error {
if err := exch.Validate(); err != nil {
return err
}
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
return b.SetupDefaults(exch)
}
// Start starts the Bitflyer go routine
func (b *Bitflyer) Start(wg *sync.WaitGroup) error {
if wg == nil {
return fmt.Errorf("%T %w", wg, common.ErrNilPointer)
}
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
return nil
}
// Run implements the Bitflyer wrapper
func (b *Bitflyer) Run() {
if b.Verbose {
b.PrintEnabledPairs()
}
if !b.GetEnabledFeatures().AutoPairUpdates {
return
}
err := b.UpdateTradablePairs(context.TODO(), false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", b.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (b *Bitflyer) FetchTradablePairs(ctx context.Context, a asset.Item) ([]string, error) {
pairs, err := b.GetMarkets(ctx)
if err != nil {
return nil, err
}
format, err := b.GetPairFormat(a, false)
if err != nil {
return nil, err
}
var products []string
for i := range pairs {
if pairs[i].Alias != "" && a == asset.Futures {
products = append(products, pairs[i].Alias)
} else if pairs[i].Alias == "" &&
a == asset.Spot &&
strings.Contains(pairs[i].ProductCode,
format.Delimiter) {
products = append(products, pairs[i].ProductCode)
}
}
return products, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *Bitflyer) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
assets := b.CurrencyPairs.GetAssetTypes(false)
for x := range assets {
pairs, err := b.FetchTradablePairs(ctx, assets[x])
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
err = b.UpdatePairs(p, assets[x], false, forceUpdate)
if err != nil {
return err
}
}
return nil
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (b *Bitflyer) UpdateTickers(ctx context.Context, a asset.Item) error {
return common.ErrFunctionNotSupported
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bitflyer) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
fPair, err := b.FormatExchangeCurrency(p, a)
if err != nil {
return nil, err
}
tickerNew, err := b.GetTicker(ctx, b.CheckFXString(fPair).String())
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Pair: fPair,
Ask: tickerNew.BestAsk,
Bid: tickerNew.BestBid,
Last: tickerNew.Last,
Volume: tickerNew.Volume,
ExchangeName: b.Name,
AssetType: a})
if err != nil {
return nil, err
}
return ticker.GetTicker(b.Name, fPair, a)
}
// FetchTicker returns the ticker for a currency pair
func (b *Bitflyer) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
tick, err := ticker.GetTicker(b.Name, fPair, assetType)
if err != nil {
return b.UpdateTicker(ctx, fPair, assetType)
}
return tick, nil
}
// CheckFXString upgrades currency pair if needed
func (b *Bitflyer) CheckFXString(p currency.Pair) currency.Pair {
if strings.Contains(p.Base.String(), "FX") {
p.Base = currency.FX_BTC
return p
}
return p
}
// FetchOrderbook returns the orderbook for a currency pair
func (b *Bitflyer) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
ob, err := orderbook.Get(b.Name, fPair, assetType)
if err != nil {
return b.UpdateOrderbook(ctx, fPair, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bitflyer) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: b.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: b.CanVerifyOrderbook,
}
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
orderbookNew, err := b.GetOrderBook(ctx, b.CheckFXString(fPair).String())
if err != nil {
return book, err
}
book.Asks = make(orderbook.Items, len(orderbookNew.Asks))
for x := range orderbookNew.Asks {
book.Asks[x] = orderbook.Item{
Price: orderbookNew.Asks[x].Price,
Amount: orderbookNew.Asks[x].Size,
}
}
book.Bids = make(orderbook.Items, len(orderbookNew.Bids))
for x := range orderbookNew.Bids {
book.Bids[x] = orderbook.Item{
Price: orderbookNew.Bids[x].Price,
Amount: orderbookNew.Bids[x].Size,
}
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(b.Name, fPair, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies on the
// Bitflyer exchange
func (b *Bitflyer) UpdateAccountInfo(_ context.Context, _ asset.Item) (account.Holdings, error) {
return account.Holdings{}, common.ErrNotYetImplemented
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (b *Bitflyer) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
creds, err := b.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
acc, err := account.GetHoldings(b.Name, creds, assetType)
if err != nil {
return b.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *Bitflyer) GetFundingHistory(_ context.Context) ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (b *Bitflyer) GetWithdrawalsHistory(_ context.Context, _ currency.Code, _ asset.Item) (resp []exchange.WithdrawalHistory, err error) {
return nil, common.ErrNotYetImplemented
}
// GetRecentTrades returns recent historic trades
func (b *Bitflyer) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
p, err = b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
tradeData, err := b.GetExecutionHistory(ctx, p.String())
if err != nil {
return nil, err
}
resp := make([]trade.Data, len(tradeData))
for i := range tradeData {
var timestamp time.Time
timestamp, err = time.Parse("2006-01-02T15:04:05.999999999", tradeData[i].ExecDate)
if err != nil {
return nil, err
}
var side order.Side
side, err = order.StringToOrderSide(tradeData[i].Side)
if err != nil {
return nil, err
}
resp[i] = trade.Data{
TID: strconv.FormatInt(tradeData[i].ID, 10),
Exchange: b.Name,
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Price,
Amount: tradeData[i].Size,
Timestamp: timestamp,
}
}
err = b.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 (b *Bitflyer) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (b *Bitflyer) SubmitOrder(_ context.Context, _ *order.Submit) (*order.SubmitResponse, error) {
return nil, common.ErrNotYetImplemented
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bitflyer) ModifyOrder(_ context.Context, _ *order.Modify) (*order.ModifyResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Bitflyer) CancelOrder(_ context.Context, _ *order.Cancel) error {
return common.ErrNotYetImplemented
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (b *Bitflyer) CancelBatchOrders(_ context.Context, _ []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *Bitflyer) CancelAllOrders(_ context.Context, _ *order.Cancel) (order.CancelAllResponse, error) {
// TODO, implement BitFlyer API
b.CancelAllExistingOrders()
return order.CancelAllResponse{}, common.ErrNotYetImplemented
}
// GetOrderInfo returns order information based on order ID
func (b *Bitflyer) GetOrderInfo(_ context.Context, _ string, _ currency.Pair, _ asset.Item) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *Bitflyer) GetDepositAddress(_ context.Context, _ currency.Code, _, _ string) (*deposit.Address, error) {
return nil, common.ErrNotYetImplemented
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *Bitflyer) WithdrawCryptocurrencyFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrNotYetImplemented
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bitflyer) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrNotYetImplemented
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bitflyer) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrNotYetImplemented
}
// GetActiveOrders retrieves any orders that are active/open
func (b *Bitflyer) GetActiveOrders(_ context.Context, _ *order.GetOrdersRequest) ([]order.Detail, error) {
return nil, common.ErrNotYetImplemented
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *Bitflyer) GetOrderHistory(_ context.Context, _ *order.GetOrdersRequest) ([]order.Detail, error) {
return nil, common.ErrNotYetImplemented
}
// GetFeeByType returns an estimate of fee based on the type of transaction
func (b *Bitflyer) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if feeBuilder == nil {
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
}
if !b.AreCredentialsValid(ctx) && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return b.GetFee(feeBuilder)
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (b *Bitflyer) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
_, err := b.UpdateAccountInfo(ctx, assetType)
return b.CheckTransientError(err)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (b *Bitflyer) GetHistoricCandles(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time, _ kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrFunctionNotSupported
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (b *Bitflyer) GetHistoricCandlesExtended(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time, _ kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrFunctionNotSupported
}