Files
gocryptotrader/exchanges/bitstamp/bitstamp_wrapper.go
Scott ccfcdf26aa Engine: Protocol Features, coverage, types, BTC markets websocket (#368)
* Attempts to update orderbook so it doesn't need to sort

* Reverts the ws ob stuff. Gets rid of sorting because it happens later. Adds some exchange features

* update existing feature lists. Expands list definition to match my emotions

* Adds bithumb bitmex and bitstamp. adds a couple more types

* Features for you, features for me, features for bittrex, btcmarkets, btse, coinbasepro, coinut, exmo, gateio and gemini

* Features for hitbtc, huobi, itbit, kraken, lakebtc, lbank, localbitcoins, okcoin, okex, poloniex, yobit, zb

* Who can forget good old alphapoint?

* Adds btcmarksets websocket :glitch_crab: fixes alphapoint features

* Adds extra data not in the documentation :/

* Replaces websocket features by using protocol features. However, it breaks it due to import cycles. I'm not sure what I'll do just yet

* Removes import cycle via duplicate structs.

* Increases coverage of config with `TestCheckCurrencyConfigValues`. Moves all currency pair package types into their own files or places it at the bottom of files if necessary

* Increase coverage in code.go

* One way of determining a test has failed, is when to it fails. Removed redundant explanation

* Increases code coverage of conversion

* Lint fixes

* Fixes orderbook tests

* Re-adds sorting because its important to still have the internal pre-processed orderbook to be representative of a real orderbook

* Secret lints that did not show up via Windows linting

* Adds protocol package to contain exchange features

* Fixes protocol implementation

* Fixes ws tests

* Addresses the following: Removes st-st-stutters in config types, changes GetAvailableForexProviders -> GetSupportedForexProviders, removes errors from tests where error is nil, removes orderbook setup when not necessary, removes import newlines, removes false bools from declaration, changes should of to should have

* imports and casing

* Fixes two more nil error checks
2019-10-22 10:56:20 +11:00

621 lines
18 KiB
Go

package bitstamp
import (
"errors"
"fmt"
"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/asset"
"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/websocket/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
// GetDefaultConfig returns a default exchange config
func (b *Bitstamp) GetDefaultConfig() (*config.ExchangeConfig, error) {
b.SetDefaults()
exchCfg := new(config.ExchangeConfig)
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(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets default for Bitstamp
func (b *Bitstamp) SetDefaults() {
b.Name = "Bitstamp"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
b.API.CredentialsValidator.RequiresClientID = true
b.CurrencyPairs = currency.PairsManager{
AssetTypes: asset.Items{
asset.Spot,
},
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
},
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
DepositHistory: true,
WithdrawalHistory: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
FiatDeposit: true,
FiatWithdraw: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CryptoDepositFee: true,
},
WebsocketCapabilities: protocol.Features{
TradeFetching: true,
OrderbookFetching: true,
Subscribe: true,
Unsubscribe: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto |
exchange.AutoWithdrawFiat,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
b.Requester = request.New(b.Name,
request.NewRateLimit(time.Minute*10, bitstampAuthRate),
request.NewRateLimit(time.Minute*10, bitstampUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
b.API.Endpoints.URLDefault = bitstampAPIURL
b.API.Endpoints.URL = b.API.Endpoints.URLDefault
b.API.Endpoints.WebsocketURL = bitstampWSURL
b.Websocket = wshandler.New()
b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup sets configuration values to bitstamp
func (b *Bitstamp) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
err := b.SetupDefaults(exch)
if err != nil {
return err
}
err = b.Websocket.Setup(
&wshandler.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: bitstampWSURL,
ExchangeName: exch.Name,
RunningURL: exch.API.Endpoints.WebsocketURL,
Connector: b.WsConnect,
Subscriber: b.Subscribe,
UnSubscriber: b.Unsubscribe,
Features: &b.Features.Supports.WebsocketCapabilities,
})
if err != nil {
return err
}
b.WebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: b.Name,
URL: b.Websocket.GetWebsocketURL(),
ProxyURL: b.Websocket.GetProxyAddress(),
Verbose: b.Verbose,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
}
b.Websocket.Orderbook.Setup(
exch.WebsocketOrderbookBufferLimit,
true,
true,
true,
false,
exch.Name)
return nil
}
// Start starts the Bitstamp go routine
func (b *Bitstamp) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the Bitstamp wrapper
func (b *Bitstamp) Run() {
if b.Verbose {
log.Debugf(log.ExchangeSys, "%s Websocket: %s.", b.GetName(), common.IsEnabled(b.Websocket.IsEnabled()))
b.PrintEnabledPairs()
}
if !b.GetEnabledFeatures().AutoPairUpdates {
return
}
err := b.UpdateTradablePairs(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 *Bitstamp) FetchTradablePairs(asset asset.Item) ([]string, error) {
pairs, err := b.GetTradingPairs()
if err != nil {
return nil, err
}
var products []string
for x := range pairs {
if pairs[x].Trading != "Enabled" {
continue
}
pair := strings.Split(pairs[x].Name, "/")
products = append(products, pair[0]+pair[1])
}
return products, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *Bitstamp) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := b.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
return b.UpdatePairs(currency.NewPairsFromStrings(pairs), asset.Spot, false, forceUpdate)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bitstamp) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
var tickerPrice ticker.Price
tick, err := b.GetTicker(p.String(), false)
if err != nil {
return tickerPrice, err
}
tickerPrice = ticker.Price{
Last: tick.Last,
High: tick.High,
Low: tick.Low,
Bid: tick.Bid,
Ask: tick.Ask,
Volume: tick.Volume,
Open: tick.Open,
Pair: p,
LastUpdated: time.Unix(tick.Timestamp, 0),
}
err = ticker.ProcessTicker(b.GetName(), &tickerPrice, assetType)
if err != nil {
return tickerPrice, err
}
return ticker.GetTicker(b.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (b *Bitstamp) FetchTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
tick, err := ticker.GetTicker(b.GetName(), p, assetType)
if err != nil {
return b.UpdateTicker(p, assetType)
}
return tick, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *Bitstamp) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if (!b.AllowAuthenticatedRequest() || b.SkipAuthCheck) && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return b.GetFee(feeBuilder)
}
// FetchOrderbook returns the orderbook for a currency pair
func (b *Bitstamp) FetchOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
ob, err := orderbook.Get(b.GetName(), p, assetType)
if err != nil {
return b.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bitstamp) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := b.GetOrderbook(p.String())
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Bids {
data := orderbookNew.Bids[x]
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: data.Amount, Price: data.Price})
}
for x := range orderbookNew.Asks {
data := orderbookNew.Asks[x]
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: data.Amount, Price: data.Price})
}
orderBook.Pair = p
orderBook.ExchangeName = b.GetName()
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(b.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies for the
// Bitstamp exchange
func (b *Bitstamp) GetAccountInfo() (exchange.AccountInfo, error) {
var response exchange.AccountInfo
response.Exchange = b.GetName()
accountBalance, err := b.GetBalance()
if err != nil {
return response, err
}
var currencies = []exchange.AccountCurrencyInfo{
{
CurrencyName: currency.BTC,
TotalValue: accountBalance.BTCAvailable,
Hold: accountBalance.BTCReserved,
},
{
CurrencyName: currency.XRP,
TotalValue: accountBalance.XRPAvailable,
Hold: accountBalance.XRPReserved,
},
{
CurrencyName: currency.USD,
TotalValue: accountBalance.USDAvailable,
Hold: accountBalance.USDReserved,
},
{
CurrencyName: currency.EUR,
TotalValue: accountBalance.EURAvailable,
Hold: accountBalance.EURReserved,
},
}
response.Accounts = append(response.Accounts, exchange.Account{
Currencies: currencies,
})
return response, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *Bitstamp) GetFundingHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (b *Bitstamp) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (b *Bitstamp) SubmitOrder(order *exchange.OrderSubmission) (exchange.SubmitOrderResponse, error) {
var submitOrderResponse exchange.SubmitOrderResponse
if order == nil {
return submitOrderResponse, exchange.ErrOrderSubmissionIsNil
}
if err := order.Validate(); err != nil {
return submitOrderResponse, err
}
buy := order.OrderSide == exchange.BuyOrderSide
market := order.OrderType == exchange.MarketOrderType
response, err := b.PlaceOrder(order.Pair.String(), order.Price, order.Amount,
buy, market)
if response.ID > 0 {
submitOrderResponse.OrderID = fmt.Sprintf("%v", response.ID)
}
if err == nil {
submitOrderResponse.IsOrderPlaced = true
}
return submitOrderResponse, err
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bitstamp) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Bitstamp) CancelOrder(order *exchange.OrderCancellation) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
}
_, err = b.CancelExistingOrder(orderIDInt)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *Bitstamp) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
success, err := b.CancelAllExistingOrders()
if err != nil {
return exchange.CancelAllOrdersResponse{}, err
}
if !success {
err = errors.New("cancel all orders failed. Bitstamp provides no further information. Check order status to verify")
}
return exchange.CancelAllOrdersResponse{}, err
}
// GetOrderInfo returns information on a current open order
func (b *Bitstamp) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *Bitstamp) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
return b.GetCryptoDepositAddress(cryptocurrency)
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *Bitstamp) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoWithdrawRequest) (string, error) {
resp, err := b.CryptoWithdrawal(withdrawRequest.Amount, withdrawRequest.Address, withdrawRequest.Currency.String(), withdrawRequest.AddressTag, true)
if err != nil {
return "", err
}
if len(resp.Error) != 0 {
var details string
for _, v := range resp.Error {
details += strings.Join(v, "")
}
return "", errors.New(details)
}
return resp.ID, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bitstamp) WithdrawFiatFunds(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
resp, err := b.OpenBankWithdrawal(withdrawRequest.Amount, withdrawRequest.Currency.String(),
withdrawRequest.BankAccountName, withdrawRequest.IBAN, withdrawRequest.SwiftCode, withdrawRequest.BankAddress,
withdrawRequest.BankPostalCode, withdrawRequest.BankCity, withdrawRequest.BankCountry,
withdrawRequest.Description, sepaWithdrawal)
if err != nil {
return "", err
}
if resp.Status == errStr {
var details string
for _, v := range resp.Reason {
details += strings.Join(v, "")
}
return "", errors.New(details)
}
return resp.ID, nil
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bitstamp) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
resp, err := b.OpenInternationalBankWithdrawal(withdrawRequest.Amount, withdrawRequest.Currency.String(),
withdrawRequest.BankAccountName, withdrawRequest.IBAN, withdrawRequest.SwiftCode, withdrawRequest.BankAddress,
withdrawRequest.BankPostalCode, withdrawRequest.BankCity, withdrawRequest.BankCountry,
withdrawRequest.IntermediaryBankName, withdrawRequest.IntermediaryBankAddress, withdrawRequest.IntermediaryBankPostalCode,
withdrawRequest.IntermediaryBankCity, withdrawRequest.IntermediaryBankCountry, withdrawRequest.WireCurrency,
withdrawRequest.Description, internationalWithdrawal)
if err != nil {
return "", err
}
if resp.Status == errStr {
var details string
for _, v := range resp.Reason {
details += strings.Join(v, "")
}
return "", errors.New(details)
}
return resp.ID, nil
}
// GetWebsocket returns a pointer to the exchange websocket
func (b *Bitstamp) GetWebsocket() (*wshandler.Websocket, error) {
return b.Websocket, nil
}
// GetActiveOrders retrieves any orders that are active/open
func (b *Bitstamp) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
var orders []exchange.OrderDetail
var currPair string
if len(getOrdersRequest.Currencies) != 1 {
currPair = "all"
} else {
currPair = getOrdersRequest.Currencies[0].String()
}
resp, err := b.GetOpenOrders(currPair)
if err != nil {
return nil, err
}
for _, order := range resp {
orderDate := time.Unix(order.Date, 0)
orders = append(orders, exchange.OrderDetail{
Amount: order.Amount,
ID: fmt.Sprintf("%v", order.ID),
Price: order.Price,
OrderDate: orderDate,
CurrencyPair: currency.NewPairFromStrings(order.Currency[0:3],
order.Currency[len(order.Currency)-3:]),
Exchange: b.Name,
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks)
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *Bitstamp) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
var currPair string
if len(getOrdersRequest.Currencies) == 1 {
currPair = getOrdersRequest.Currencies[0].String()
}
resp, err := b.GetUserTransactions(currPair)
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
for _, order := range resp {
if order.Type != 2 {
continue
}
var quoteCurrency, baseCurrency currency.Code
switch {
case order.BTC > 0:
baseCurrency = currency.BTC
case order.XRP > 0:
baseCurrency = currency.XRP
default:
log.Warnf(log.ExchangeSys, "no base currency found for OrderID '%v'", order.OrderID)
}
switch {
case order.USD > 0:
quoteCurrency = currency.USD
case order.EUR > 0:
quoteCurrency = currency.EUR
default:
log.Warnf(log.ExchangeSys, "no quote currency found for orderID '%v'", order.OrderID)
}
var currPair currency.Pair
if quoteCurrency.String() != "" && baseCurrency.String() != "" {
currPair = currency.NewPairWithDelimiter(baseCurrency.String(),
quoteCurrency.String(),
b.GetPairFormat(asset.Spot, false).Delimiter)
}
orderDate, err := time.Parse("2006-01-02 15:04:05", order.Date)
if err != nil {
return nil, err
}
orders = append(orders, exchange.OrderDetail{
ID: fmt.Sprintf("%v", order.OrderID),
OrderDate: orderDate,
Exchange: b.Name,
CurrencyPair: currPair,
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
return orders, nil
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (b *Bitstamp) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
b.Websocket.SubscribeToChannels(channels)
return nil
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (b *Bitstamp) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
b.Websocket.RemoveSubscribedChannels(channels)
return nil
}
// GetSubscriptions returns a copied list of subscriptions
func (b *Bitstamp) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return b.Websocket.GetSubscriptions(), nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (b *Bitstamp) AuthenticateWebsocket() error {
return common.ErrFunctionNotSupported
}