mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-15 07:26:49 +00:00
* Exchanges: Initial implementation after rebase of depth (WIP) * orderbook/buffer: convert and couple orderbook interaction functionality from buffer to orderbook linked list - Use single point reference for orderbook depth * buffer/orderbook: conversion continued (WIP) * exchange: buffer/linkedlist handover (WIP) * Added some tests for yesterday * linkedList: added more testing and trying to figure out broken things * Started tying everything in * continuous integration and testing * orderbook: expanded tests * go mod tidy * Add in different synchornisation levels for protocols Add in timer for the streaming system to reduce updates to datahandler Add in more test code as I integrate more exchanges * Depth: Add tests, add length check to call linked list updating, add in constructor. Linked List: Improve tests, add in checks for zero liquidity on books. Node: Added in cleaner POC, add in contructor. Buffer: Fixed tests, checked benchmarks. * orderbook: reinstate dispatch calls * Addr glorious & madcozbad nits * fix functionality and add tests * Address linterinos * remove label * expanded comment * fix races and and bitmex test * reinstate go routine for alerting changes * rm line :D * fix more tests * Addr glorious nits * rm glorious field * depth: defer unlock to stop deadlock * orderbook: remove unused vars * buffer: fix test to what it should be * nits: madcosbad addr * nits: glorious nits * linkedlist: remove unused params * orderbook: shift time call to outside of push to inline, add in case for update inster price for zero liquidity, nits * orderbook: nits addressed * engine: change stream -> websocket convention and remove unused function * nits: glorious nits * Websocket Buffer: Add verbosity switch * linked list: Add comment * linked list: fix spelling * nits: glorious nits * orderbook: Adds in test and explicit time type with constructor, fix nits * linter * spelling: removed the dere fence * depth: Update alerting mechanism to a more battle tested state * depth: spelling * nits: glorious nits * linked list: match cases * buffer: fix linter issue * golangci: increase timeout by 30 seconds * nodes: update atomic checks * spelling: fix * node: add in commentary * exchanges/syncer: add function to switch over to REST when websocket functionality is not available for a specific asset type * linter: exchange linter issues * syncer: Add in warning * nits: glorious nits * AssetWebsocketSupport: unexport map * Nits: Adrr * rm letter * exchanges: Orderbook verification change for naming, deprecate checksum bypass as it has the potential to obfuscate errors that are at the tail end of the book, add in verification for websocket stream updates * general: fix spelling remove breakpoint * nits: fix more glorious nits until more are found * orderbook: fix tests * orderbook: fix wait tests and add in more checks * nits: addr * orderbook: remove dispatch reference * linkedlist: consolidate bid/ask functions * linked lisdt: remove words * fix spelling
447 lines
14 KiB
Go
447 lines
14 KiB
Go
package alphapoint
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import (
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"errors"
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"strconv"
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"time"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/log"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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)
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// GetDefaultConfig returns a default exchange config for Alphapoint
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func (a *Alphapoint) GetDefaultConfig() (*config.ExchangeConfig, error) {
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return nil, common.ErrFunctionNotSupported
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}
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// SetDefaults sets current default settings
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func (a *Alphapoint) SetDefaults() {
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a.Name = "Alphapoint"
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a.Enabled = true
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a.Verbose = true
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a.API.Endpoints = a.NewEndpoints()
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err := a.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: alphapointDefaultAPIURL,
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exchange.WebsocketSpot: alphapointDefaultWebsocketURL,
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})
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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a.API.CredentialsValidator.RequiresKey = true
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a.API.CredentialsValidator.RequiresSecret = true
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a.Features = exchange.Features{
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Supports: exchange.FeaturesSupported{
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REST: true,
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Websocket: true,
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RESTCapabilities: protocol.Features{
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AccountInfo: true,
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TickerFetching: true,
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TradeFetching: true,
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OrderbookFetching: true,
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GetOrders: true,
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CancelOrder: true,
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CancelOrders: true,
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SubmitOrder: true,
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ModifyOrder: true,
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UserTradeHistory: true,
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CryptoDeposit: true,
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CryptoWithdrawal: true,
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TradeFee: true,
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},
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WebsocketCapabilities: protocol.Features{
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AccountInfo: true,
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},
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WithdrawPermissions: exchange.WithdrawCryptoWith2FA |
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exchange.AutoWithdrawCryptoWithAPIPermission |
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exchange.NoFiatWithdrawals,
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},
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}
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a.Requester = request.New(a.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
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}
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// FetchTradablePairs returns a list of the exchanges tradable pairs
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func (a *Alphapoint) FetchTradablePairs(asset asset.Item) ([]string, error) {
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return nil, common.ErrFunctionNotSupported
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}
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// UpdateTradablePairs updates the exchanges available pairs and stores
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// them in the exchanges config
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func (a *Alphapoint) UpdateTradablePairs(forceUpdate bool) error {
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return common.ErrFunctionNotSupported
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}
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// UpdateAccountInfo retrieves balances for all enabled currencies on the
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// Alphapoint exchange
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func (a *Alphapoint) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
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var response account.Holdings
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response.Exchange = a.Name
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acc, err := a.GetAccountInformation()
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if err != nil {
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return response, err
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}
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var balances []account.Balance
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for i := range acc.Currencies {
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var balance account.Balance
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balance.CurrencyName = currency.NewCode(acc.Currencies[i].Name)
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balance.TotalValue = float64(acc.Currencies[i].Balance)
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balance.Hold = float64(acc.Currencies[i].Hold)
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balances = append(balances, balance)
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}
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response.Accounts = append(response.Accounts, account.SubAccount{
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Currencies: balances,
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})
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err = account.Process(&response)
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if err != nil {
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return account.Holdings{}, err
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}
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return response, nil
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}
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// FetchAccountInfo retrieves balances for all enabled currencies on the
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// Alphapoint exchange
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func (a *Alphapoint) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
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acc, err := account.GetHoldings(a.Name, assetType)
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if err != nil {
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return a.UpdateAccountInfo(assetType)
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}
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return acc, nil
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (a *Alphapoint) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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tick, err := a.GetTicker(p.String())
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if err != nil {
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return nil, err
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Pair: p,
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Ask: tick.Ask,
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Bid: tick.Bid,
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Low: tick.Low,
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High: tick.High,
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Volume: tick.Volume,
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Last: tick.Last,
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ExchangeName: a.Name,
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AssetType: assetType,
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})
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if err != nil {
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return nil, err
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}
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return ticker.GetTicker(a.Name, p, assetType)
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}
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// FetchTicker returns the ticker for a currency pair
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func (a *Alphapoint) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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tick, err := ticker.GetTicker(a.Name, p, assetType)
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if err != nil {
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return a.UpdateTicker(p, assetType)
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}
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return tick, nil
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}
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// UpdateOrderbook updates and returns the orderbook for a currency pair
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func (a *Alphapoint) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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orderBook := new(orderbook.Base)
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orderbookNew, err := a.GetOrderbook(p.String())
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if err != nil {
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return orderBook, err
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}
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for x := range orderbookNew.Bids {
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orderBook.Bids = append(orderBook.Bids, orderbook.Item{
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Amount: orderbookNew.Bids[x].Quantity,
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Price: orderbookNew.Bids[x].Price,
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})
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}
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for x := range orderbookNew.Asks {
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orderBook.Asks = append(orderBook.Asks, orderbook.Item{
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Amount: orderbookNew.Asks[x].Quantity,
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Price: orderbookNew.Asks[x].Price,
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})
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}
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orderBook.Pair = p
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orderBook.Exchange = a.Name
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orderBook.Asset = assetType
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err = orderBook.Process()
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if err != nil {
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return orderBook, err
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}
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return orderbook.Get(a.Name, p, assetType)
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}
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// FetchOrderbook returns the orderbook for a currency pair
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func (a *Alphapoint) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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ob, err := orderbook.Get(a.Name, p, assetType)
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if err != nil {
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return a.UpdateOrderbook(p, assetType)
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}
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return ob, nil
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}
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// GetFundingHistory returns funding history, deposits and
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// withdrawals
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func (a *Alphapoint) GetFundingHistory() ([]exchange.FundHistory, error) {
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// https://alphapoint.github.io/slate/#generatetreasuryactivityreport
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return nil, common.ErrNotYetImplemented
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}
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// GetWithdrawalsHistory returns previous withdrawals data
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func (a *Alphapoint) GetWithdrawalsHistory(c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
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return nil, common.ErrNotYetImplemented
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}
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// GetRecentTrades returns the most recent trades for a currency and asset
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func (a *Alphapoint) GetRecentTrades(_ currency.Pair, _ asset.Item) ([]trade.Data, error) {
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return nil, common.ErrNotYetImplemented
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}
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// GetHistoricTrades returns historic trade data within the timeframe provided
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func (a *Alphapoint) GetHistoricTrades(_ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
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return nil, common.ErrNotYetImplemented
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}
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// SubmitOrder submits a new order and returns a true value when
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// successfully submitted
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func (a *Alphapoint) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
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var submitOrderResponse order.SubmitResponse
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if err := s.Validate(); err != nil {
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return submitOrderResponse, err
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}
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fPair, err := a.FormatExchangeCurrency(s.Pair, s.AssetType)
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if err != nil {
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return submitOrderResponse, err
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}
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response, err := a.CreateOrder(fPair.String(),
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s.Side.String(),
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s.Type.String(),
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s.Amount,
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s.Price)
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if err != nil {
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return submitOrderResponse, err
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}
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if response > 0 {
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submitOrderResponse.OrderID = strconv.FormatInt(response, 10)
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}
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if s.Type == order.Market {
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submitOrderResponse.FullyMatched = true
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}
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submitOrderResponse.IsOrderPlaced = true
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return submitOrderResponse, nil
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}
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// ModifyOrder will allow of changing orderbook placement and limit to
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// market conversion
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func (a *Alphapoint) ModifyOrder(_ *order.Modify) (string, error) {
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return "", common.ErrNotYetImplemented
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}
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// CancelOrder cancels an order by its corresponding ID number
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func (a *Alphapoint) CancelOrder(o *order.Cancel) error {
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if err := o.Validate(o.StandardCancel()); err != nil {
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return err
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}
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orderIDInt, err := strconv.ParseInt(o.ID, 10, 64)
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if err != nil {
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return err
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}
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_, err = a.CancelExistingOrder(orderIDInt, o.AccountID)
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return err
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}
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// CancelBatchOrders cancels an orders by their corresponding ID numbers
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func (a *Alphapoint) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
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return order.CancelBatchResponse{}, common.ErrNotYetImplemented
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}
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// CancelAllOrders cancels all orders for a given account
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func (a *Alphapoint) CancelAllOrders(orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
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if err := orderCancellation.Validate(); err != nil {
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return order.CancelAllResponse{}, err
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}
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return order.CancelAllResponse{},
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a.CancelAllExistingOrders(orderCancellation.AccountID)
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}
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// GetOrderInfo returns order information based on order ID
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func (a *Alphapoint) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (float64, error) {
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orders, err := a.GetOrders()
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if err != nil {
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return 0, err
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}
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for x := range orders {
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for y := range orders[x].OpenOrders {
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if strconv.Itoa(orders[x].OpenOrders[y].ServerOrderID) == orderID {
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return orders[x].OpenOrders[y].QtyRemaining, nil
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}
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}
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}
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return 0, errors.New("order not found")
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}
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// GetDepositAddress returns a deposit address for a specified currency
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func (a *Alphapoint) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
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addreses, err := a.GetDepositAddresses()
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if err != nil {
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return "", err
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}
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for x := range addreses {
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if addreses[x].Name == cryptocurrency.String() {
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return addreses[x].DepositAddress, nil
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}
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}
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return "", errors.New("associated currency address not found")
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}
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// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
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// submitted
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func (a *Alphapoint) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
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return nil, common.ErrNotYetImplemented
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}
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// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is submitted
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func (a *Alphapoint) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
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return nil, common.ErrNotYetImplemented
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}
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// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is
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// submitted
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func (a *Alphapoint) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (string, error) {
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return "", common.ErrNotYetImplemented
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}
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// GetFeeByType returns an estimate of fee based on type of transaction
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func (a *Alphapoint) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
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return 0, common.ErrFunctionNotSupported
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}
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// GetActiveOrders retrieves any orders that are active/open
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// This function is not concurrency safe due to orderSide/orderType maps
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func (a *Alphapoint) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
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if err := req.Validate(); err != nil {
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return nil, err
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}
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resp, err := a.GetOrders()
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if err != nil {
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return nil, err
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}
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var orders []order.Detail
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for x := range resp {
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for y := range resp[x].OpenOrders {
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if resp[x].OpenOrders[y].State != 1 {
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continue
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}
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orderDetail := order.Detail{
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Amount: resp[x].OpenOrders[y].QtyTotal,
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Exchange: a.Name,
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AccountID: strconv.FormatInt(int64(resp[x].OpenOrders[y].AccountID), 10),
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ID: strconv.FormatInt(int64(resp[x].OpenOrders[y].ServerOrderID), 10),
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Price: resp[x].OpenOrders[y].Price,
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RemainingAmount: resp[x].OpenOrders[y].QtyRemaining,
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}
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orderDetail.Side = orderSideMap[resp[x].OpenOrders[y].Side]
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orderDetail.Date = time.Unix(resp[x].OpenOrders[y].ReceiveTime, 0)
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orderDetail.Type = orderTypeMap[resp[x].OpenOrders[y].OrderType]
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if orderDetail.Type == "" {
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orderDetail.Type = order.UnknownType
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}
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orders = append(orders, orderDetail)
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}
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}
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order.FilterOrdersByType(&orders, req.Type)
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order.FilterOrdersBySide(&orders, req.Side)
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order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
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return orders, nil
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}
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// GetOrderHistory retrieves account order information
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// Can Limit response to specific order status
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// This function is not concurrency safe due to orderSide/orderType maps
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func (a *Alphapoint) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
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if err := req.Validate(); err != nil {
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return nil, err
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}
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resp, err := a.GetOrders()
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if err != nil {
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return nil, err
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}
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var orders []order.Detail
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for x := range resp {
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for y := range resp[x].OpenOrders {
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if resp[x].OpenOrders[y].State == 1 {
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continue
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}
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orderDetail := order.Detail{
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Amount: resp[x].OpenOrders[y].QtyTotal,
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AccountID: strconv.FormatInt(int64(resp[x].OpenOrders[y].AccountID), 10),
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Exchange: a.Name,
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ID: strconv.FormatInt(int64(resp[x].OpenOrders[y].ServerOrderID), 10),
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Price: resp[x].OpenOrders[y].Price,
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RemainingAmount: resp[x].OpenOrders[y].QtyRemaining,
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}
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orderDetail.Side = orderSideMap[resp[x].OpenOrders[y].Side]
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orderDetail.Date = time.Unix(resp[x].OpenOrders[y].ReceiveTime, 0)
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orderDetail.Type = orderTypeMap[resp[x].OpenOrders[y].OrderType]
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if orderDetail.Type == "" {
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orderDetail.Type = order.UnknownType
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}
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orders = append(orders, orderDetail)
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}
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}
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order.FilterOrdersByType(&orders, req.Type)
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order.FilterOrdersBySide(&orders, req.Side)
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order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
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return orders, nil
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}
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// ValidateCredentials validates current credentials used for wrapper
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// functionality
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func (a *Alphapoint) ValidateCredentials(assetType asset.Item) error {
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_, err := a.UpdateAccountInfo(assetType)
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return a.CheckTransientError(err)
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}
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