Files
gocryptotrader/exchanges/itbit/itbit_wrapper.go
Luis Rascão c9ab0b1164 exchanges: Add UpdateTickers method and reserve UpdateTicker for single ticker symbol update requests (if supported) (#764)
* exchanges: add an UpdateTickers method to the main exchange interface

This method will fetch all currency pair tickers of a given asset type
and update them internally, does nothing for now.

* exchanges: refactor UpdateTicker on all exchanges

Keep the exact previous behaviour but implement the UpdateTickers
method and refactor UpdateTicker by using it where applicable.

* sync_manager: update all tickers when batching is enabled

* binance: UpdateTicker to fetch single ticker symbol

* ftx: UpdateTicker to fetch single ticker symbol
2021-08-27 12:31:34 +10:00

651 lines
18 KiB
Go

package itbit
import (
"fmt"
"net/url"
"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/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 (i *ItBit) GetDefaultConfig() (*config.ExchangeConfig, error) {
i.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = i.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = i.BaseCurrencies
err := i.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if i.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = i.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the defaults for the exchange
func (i *ItBit) SetDefaults() {
i.Name = "ITBIT"
i.Enabled = true
i.Verbose = true
i.API.CredentialsValidator.RequiresClientID = true
i.API.CredentialsValidator.RequiresSecret = true
requestFmt := &currency.PairFormat{Uppercase: true}
configFmt := &currency.PairFormat{Uppercase: true}
err := i.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
i.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: false,
RESTCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
SubmitOrder: true,
DepositHistory: true,
WithdrawalHistory: true,
UserTradeHistory: true,
CryptoDeposit: true,
TradeFee: true,
FiatWithdrawalFee: true,
},
WithdrawPermissions: exchange.WithdrawCryptoViaWebsiteOnly |
exchange.WithdrawFiatViaWebsiteOnly,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: false,
},
}
i.Requester = request.New(i.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
i.API.Endpoints = i.NewEndpoints()
err = i.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: itbitAPIURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
}
// Setup sets the exchange parameters from exchange config
func (i *ItBit) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
i.SetEnabled(false)
return nil
}
return i.SetupDefaults(exch)
}
// Start starts the ItBit go routine
func (i *ItBit) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
i.Run()
wg.Done()
}()
}
// Run implements the ItBit wrapper
func (i *ItBit) Run() {
if i.Verbose {
i.PrintEnabledPairs()
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (i *ItBit) FetchTradablePairs(asset asset.Item) ([]string, error) {
return nil, common.ErrFunctionNotSupported
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (i *ItBit) UpdateTradablePairs(forceUpdate bool) error {
return common.ErrFunctionNotSupported
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (i *ItBit) UpdateTickers(a asset.Item) error {
return common.ErrFunctionNotSupported
}
// UpdateTicker updates and returns the ticker for a currency pair
func (i *ItBit) UpdateTicker(p currency.Pair, a asset.Item) (*ticker.Price, error) {
fpair, err := i.FormatExchangeCurrency(p, a)
if err != nil {
return nil, err
}
tick, err := i.GetTicker(fpair.String())
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick.LastPrice,
High: tick.High24h,
Low: tick.Low24h,
Bid: tick.Bid,
Ask: tick.Ask,
Volume: tick.Volume24h,
Open: tick.OpenToday,
Pair: p,
LastUpdated: tick.ServertimeUTC,
ExchangeName: i.Name,
AssetType: a})
if err != nil {
return nil, err
}
return ticker.GetTicker(i.Name, p, a)
}
// FetchTicker returns the ticker for a currency pair
func (i *ItBit) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(i.Name, p, assetType)
if err != nil {
return i.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (i *ItBit) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(i.Name, p, assetType)
if err != nil {
return i.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (i *ItBit) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: i.Name,
Pair: p,
Asset: assetType,
PriceDuplication: true,
VerifyOrderbook: i.CanVerifyOrderbook,
}
fpair, err := i.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
orderbookNew, err := i.GetOrderbook(fpair.String())
if err != nil {
return nil, err
}
for x := range orderbookNew.Bids {
var price, amount float64
price, err = strconv.ParseFloat(orderbookNew.Bids[x][0], 64)
if err != nil {
return book, err
}
amount, err = strconv.ParseFloat(orderbookNew.Bids[x][1], 64)
if err != nil {
return book, err
}
book.Bids = append(book.Bids,
orderbook.Item{
Amount: amount,
Price: price,
})
}
for x := range orderbookNew.Asks {
var price, amount float64
price, err = strconv.ParseFloat(orderbookNew.Asks[x][0], 64)
if err != nil {
return book, err
}
amount, err = strconv.ParseFloat(orderbookNew.Asks[x][1], 64)
if err != nil {
return book, err
}
book.Asks = append(book.Asks,
orderbook.Item{
Amount: amount,
Price: price,
})
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(i.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies
func (i *ItBit) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
var info account.Holdings
info.Exchange = i.Name
wallets, err := i.GetWallets(url.Values{})
if err != nil {
return info, err
}
type balance struct {
TotalValue float64
Hold float64
}
var amounts = make(map[string]*balance)
for x := range wallets {
for _, cb := range wallets[x].Balances {
if _, ok := amounts[cb.Currency]; !ok {
amounts[cb.Currency] = &balance{}
}
amounts[cb.Currency].TotalValue += cb.TotalBalance
amounts[cb.Currency].Hold += cb.TotalBalance - cb.AvailableBalance
}
}
var fullBalance []account.Balance
for key := range amounts {
fullBalance = append(fullBalance, account.Balance{
CurrencyName: currency.NewCode(key),
TotalValue: amounts[key].TotalValue,
Hold: amounts[key].Hold,
})
}
info.Accounts = append(info.Accounts, account.SubAccount{
Currencies: fullBalance,
})
err = account.Process(&info)
if err != nil {
return account.Holdings{}, err
}
return info, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (i *ItBit) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(i.Name, assetType)
if err != nil {
return i.UpdateAccountInfo(assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (i *ItBit) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (i *ItBit) GetWithdrawalsHistory(c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
return nil, common.ErrNotYetImplemented
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (i *ItBit) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
p, err = i.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
var tradeData Trades
tradeData, err = i.GetTradeHistory(p.String(), "")
if err != nil {
return nil, err
}
var resp []trade.Data
for x := range tradeData.RecentTrades {
resp = append(resp, trade.Data{
Exchange: i.Name,
TID: tradeData.RecentTrades[x].MatchNumber,
CurrencyPair: p,
AssetType: assetType,
Price: tradeData.RecentTrades[x].Price,
Amount: tradeData.RecentTrades[x].Amount,
Timestamp: tradeData.RecentTrades[x].Timestamp,
})
}
err = i.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 (i *ItBit) GetHistoricTrades(_ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
// cannot do time based retrieval of trade data
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (i *ItBit) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
var wallet string
wallets, err := i.GetWallets(url.Values{})
if err != nil {
return submitOrderResponse, err
}
// Determine what wallet ID to use if there is any actual available currency to make the trade!
for i := range wallets {
for j := range wallets[i].Balances {
if wallets[i].Balances[j].Currency == s.Pair.Base.String() &&
wallets[i].Balances[j].AvailableBalance >= s.Amount {
wallet = wallets[i].ID
}
}
}
if wallet == "" {
return submitOrderResponse,
fmt.Errorf("no wallet found with currency: %s with amount >= %v",
s.Pair.Base,
s.Amount)
}
fPair, err := i.FormatExchangeCurrency(s.Pair, s.AssetType)
if err != nil {
return submitOrderResponse, err
}
response, err := i.PlaceOrder(wallet,
s.Side.String(),
s.Type.String(),
fPair.Base.String(),
s.Amount,
s.Price,
fPair.String(),
"")
if err != nil {
return submitOrderResponse, err
}
if response.ID != "" {
submitOrderResponse.OrderID = response.ID
}
if response.AmountFilled == s.Amount {
submitOrderResponse.FullyMatched = true
}
submitOrderResponse.IsOrderPlaced = true
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (i *ItBit) ModifyOrder(action *order.Modify) (order.Modify, error) {
return order.Modify{}, common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (i *ItBit) CancelOrder(o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
return i.CancelExistingOrder(o.WalletAddress, o.ID)
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (i *ItBit) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (i *ItBit) CancelAllOrders(orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
if err := orderCancellation.Validate(); err != nil {
return order.CancelAllResponse{}, err
}
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
openOrders, err := i.GetOrders(orderCancellation.WalletAddress, "", "open", 0, 0)
if err != nil {
return cancelAllOrdersResponse, err
}
for j := range openOrders {
err = i.CancelExistingOrder(orderCancellation.WalletAddress, openOrders[j].ID)
if err != nil {
cancelAllOrdersResponse.Status[openOrders[j].ID] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns order information based on order ID
func (i *ItBit) 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
// NOTE: This has not been implemented due to the fact you need to generate a
// a specific wallet ID and they restrict the amount of deposit address you can
// request limiting them to 2.
func (i *ItBit) GetDepositAddress(_ currency.Code, _ string) (string, error) {
return "", common.ErrNotYetImplemented
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (i *ItBit) WithdrawCryptocurrencyFunds(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (i *ItBit) WithdrawFiatFunds(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (i *ItBit) WithdrawFiatFundsToInternationalBank(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (i *ItBit) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !i.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return i.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (i *ItBit) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
wallets, err := i.GetWallets(url.Values{})
if err != nil {
return nil, err
}
var allOrders []Order
for x := range wallets {
var resp []Order
resp, err = i.GetOrders(wallets[x].ID, "", "open", 0, 0)
if err != nil {
return nil, err
}
allOrders = append(allOrders, resp...)
}
format, err := i.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
var orders []order.Detail
for j := range allOrders {
var symbol currency.Pair
symbol, err := currency.NewPairDelimiter(allOrders[j].Instrument,
format.Delimiter)
if err != nil {
return nil, err
}
side := order.Side(strings.ToUpper(allOrders[j].Side))
orderDate, err := time.Parse(time.RFC3339, allOrders[j].CreatedTime)
if err != nil {
log.Errorf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
i.Name,
"GetActiveOrders",
allOrders[j].ID,
allOrders[j].CreatedTime)
}
orders = append(orders, order.Detail{
ID: allOrders[j].ID,
Side: side,
Amount: allOrders[j].Amount,
ExecutedAmount: allOrders[j].AmountFilled,
RemainingAmount: (allOrders[j].Amount - allOrders[j].AmountFilled),
Exchange: i.Name,
Date: orderDate,
Pair: symbol,
})
}
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
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 (i *ItBit) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
wallets, err := i.GetWallets(url.Values{})
if err != nil {
return nil, err
}
var allOrders []Order
for x := range wallets {
var resp []Order
resp, err = i.GetOrders(wallets[x].ID, "", "", 0, 0)
if err != nil {
return nil, err
}
allOrders = append(allOrders, resp...)
}
format, err := i.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
var orders []order.Detail
for j := range allOrders {
if allOrders[j].Type == "open" {
continue
}
var symbol currency.Pair
symbol, err = currency.NewPairDelimiter(allOrders[j].Instrument,
format.Delimiter)
if err != nil {
return nil, err
}
side := order.Side(strings.ToUpper(allOrders[j].Side))
orderDate, err := time.Parse(time.RFC3339, allOrders[j].CreatedTime)
if err != nil {
log.Errorf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
i.Name,
"GetActiveOrders",
allOrders[j].ID,
allOrders[j].CreatedTime)
}
orders = append(orders, order.Detail{
ID: allOrders[j].ID,
Side: side,
Amount: allOrders[j].Amount,
ExecutedAmount: allOrders[j].AmountFilled,
RemainingAmount: (allOrders[j].Amount - allOrders[j].AmountFilled),
Exchange: i.Name,
Date: orderDate,
Pair: symbol,
})
}
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (i *ItBit) ValidateCredentials(assetType asset.Item) error {
_, err := i.UpdateAccountInfo(assetType)
return i.CheckTransientError(err)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (i *ItBit) 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 (i *ItBit) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrFunctionNotSupported
}