Files
gocryptotrader/exchanges/btse/btse_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

599 lines
17 KiB
Go

package btse
import (
"errors"
"fmt"
"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 *BTSE) 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 the basic defaults for BTSE
func (b *BTSE) SetDefaults() {
b.Name = "BTSE"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
b.CurrencyPairs = currency.PairsManager{
AssetTypes: asset.Items{
asset.Spot,
},
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "-",
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "-",
},
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
OrderbookFetching: true,
Subscribe: true,
Unsubscribe: true,
},
WithdrawPermissions: exchange.NoAPIWithdrawalMethods,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
b.Requester = request.New(b.Name,
request.NewRateLimit(time.Second, 0),
request.NewRateLimit(time.Second, 0),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
b.API.Endpoints.URLDefault = btseAPIURL
b.API.Endpoints.URL = b.API.Endpoints.URLDefault
b.Websocket = wshandler.New()
b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in the supplied exchange configuration details and sets params
func (b *BTSE) 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: btseWebsocket,
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,
false,
false,
false,
false,
exch.Name)
return nil
}
// Start starts the BTSE go routine
func (b *BTSE) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the BTSE wrapper
func (b *BTSE) Run() {
if b.Verbose {
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 *BTSE) FetchTradablePairs(asset asset.Item) ([]string, error) {
markets, err := b.GetMarkets()
if err != nil {
return nil, err
}
var pairs []string
for _, m := range *markets {
if m.Status != "active" {
continue
}
pairs = append(pairs, m.Symbol)
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *BTSE) 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 *BTSE) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
var tickerPrice ticker.Price
t, err := b.GetTicker(b.FormatExchangeCurrency(p,
assetType).String())
if err != nil {
return tickerPrice, err
}
s, err := b.GetMarketStatistics(b.FormatExchangeCurrency(p,
assetType).String())
if err != nil {
return tickerPrice, err
}
tickerPrice.Pair = p
tickerPrice.Ask = t.Ask
tickerPrice.Bid = t.Bid
tickerPrice.Low = s.Low
tickerPrice.Last = t.Price
tickerPrice.Volume = s.Volume
tickerPrice.High = s.High
tickerPrice.LastUpdated = s.Time
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 *BTSE) FetchTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker(b.GetName(), p, assetType)
if err != nil {
return b.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (b *BTSE) 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 *BTSE) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
var orderBook orderbook.Base
obNew, err := b.GetOrderbook(
b.FormatExchangeCurrency(p, assetType).String(), 0, 0, 0)
if err != nil {
return orderBook, err
}
for x := range obNew.Bids {
orderBook.Bids = append(orderBook.Bids,
orderbook.Item{
Amount: obNew.Bids[x].Size,
Price: obNew.Bids[x].Price,
},
)
}
for x := range obNew.Asks {
orderBook.Asks = append(orderBook.Asks,
orderbook.Item{
Amount: obNew.Asks[x].Size,
Price: obNew.Asks[x].Price,
},
)
}
orderBook.Pair = p
orderBook.ExchangeName = b.Name
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
// BTSE exchange
func (b *BTSE) GetAccountInfo() (exchange.AccountInfo, error) {
var a exchange.AccountInfo
balance, err := b.GetAccountBalance()
if err != nil {
return a, err
}
var currencies []exchange.AccountCurrencyInfo
for _, b := range *balance {
currencies = append(currencies,
exchange.AccountCurrencyInfo{
CurrencyName: currency.NewCode(b.Currency),
TotalValue: b.Total,
Hold: b.Available,
},
)
}
a.Exchange = b.Name
a.Accounts = []exchange.Account{
{
Currencies: currencies,
},
}
return a, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *BTSE) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (b *BTSE) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (b *BTSE) SubmitOrder(order *exchange.OrderSubmission) (exchange.SubmitOrderResponse, error) {
var resp exchange.SubmitOrderResponse
if order == nil {
return resp, exchange.ErrOrderSubmissionIsNil
}
if err := order.Validate(); err != nil {
return resp, err
}
r, err := b.CreateOrder(order.Amount, order.Price, order.OrderSide.ToString(),
order.OrderType.ToString(), b.FormatExchangeCurrency(order.Pair,
asset.Spot).String(), "GTC", order.ClientID)
if err != nil {
return resp, err
}
if *r != "" {
resp.IsOrderPlaced = true
resp.OrderID = *r
}
return resp, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *BTSE) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *BTSE) CancelOrder(order *exchange.OrderCancellation) error {
r, err := b.CancelExistingOrder(order.OrderID,
b.FormatExchangeCurrency(order.CurrencyPair,
asset.Spot).String())
if err != nil {
return err
}
switch r.Code {
case -1:
return errors.New("order cancellation unsuccessful")
case 4:
return errors.New("order cancellation timeout")
}
return nil
}
// CancelAllOrders cancels all orders associated with a currency pair
// If product ID is sent, all orders of that specified market will be cancelled
// If not specified, all orders of all markets will be cancelled
func (b *BTSE) CancelAllOrders(orderCancellation *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
var resp exchange.CancelAllOrdersResponse
r, err := b.CancelOrders(b.FormatExchangeCurrency(
orderCancellation.CurrencyPair, asset.Spot).String())
if err != nil {
return resp, err
}
switch r.Code {
case -1:
return resp, errors.New("order cancellation unsuccessful")
case 4:
return resp, errors.New("order cancellation timeout")
}
return resp, nil
}
// GetOrderInfo returns information on a current open order
func (b *BTSE) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
o, err := b.GetOrders("")
if err != nil {
return exchange.OrderDetail{}, err
}
var od exchange.OrderDetail
if len(*o) == 0 {
return od, errors.New("no orders found")
}
for i := range *o {
o := (*o)[i]
if o.ID != orderID {
continue
}
var side = exchange.BuyOrderSide
if strings.EqualFold(o.Side, exchange.AskOrderSide.ToString()) {
side = exchange.SellOrderSide
}
od.CurrencyPair = currency.NewPairDelimiter(o.ProductID,
b.GetPairFormat(asset.Spot, false).Delimiter)
od.Exchange = b.Name
od.Amount = o.Amount
od.ID = o.ID
od.OrderDate = parseOrderTime(o.CreatedAt)
od.OrderSide = side
od.OrderType = exchange.OrderType(strings.ToUpper(o.Type))
od.Price = o.Price
od.Status = o.Status
fills, err := b.GetFills(orderID, "", "", "", "")
if err != nil {
return od, fmt.Errorf("unable to get order fills for orderID %s", orderID)
}
for i := range *fills {
f := (*fills)[i]
createdAt, _ := time.Parse(time.RFC3339, f.CreatedAt)
od.Trades = append(od.Trades, exchange.TradeHistory{
Timestamp: createdAt,
TID: f.ID,
Price: f.Price,
Amount: f.Amount,
Exchange: b.Name,
Type: exchange.OrderSide(f.Side).ToString(),
Fee: f.Fee,
})
}
}
return od, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *BTSE) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *BTSE) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *BTSE) WithdrawFiatFunds(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is
// submitted
func (b *BTSE) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (b *BTSE) GetWebsocket() (*wshandler.Websocket, error) {
return b.Websocket, nil
}
// GetActiveOrders retrieves any orders that are active/open
func (b *BTSE) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
resp, err := b.GetOrders("")
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
for i := range *resp {
order := (*resp)[i]
var side = exchange.BuyOrderSide
if strings.EqualFold(order.Side, exchange.AskOrderSide.ToString()) {
side = exchange.SellOrderSide
}
openOrder := exchange.OrderDetail{
CurrencyPair: currency.NewPairDelimiter(order.ProductID,
b.GetPairFormat(asset.Spot, false).Delimiter),
Exchange: b.Name,
Amount: order.Amount,
ID: order.ID,
OrderDate: parseOrderTime(order.CreatedAt),
OrderSide: side,
OrderType: exchange.OrderType(strings.ToUpper(order.Type)),
Price: order.Price,
Status: order.Status,
}
fills, err := b.GetFills(order.ID, "", "", "", "")
if err != nil {
log.Errorf(log.ExchangeSys, "unable to get order fills for orderID %s", order.ID)
continue
}
for i := range *fills {
f := (*fills)[i]
createdAt, _ := time.Parse(time.RFC3339, f.CreatedAt)
openOrder.Trades = append(openOrder.Trades, exchange.TradeHistory{
Timestamp: createdAt,
TID: f.ID,
Price: f.Price,
Amount: f.Amount,
Exchange: b.Name,
Type: exchange.OrderSide(f.Side).ToString(),
Fee: f.Fee,
})
}
orders = append(orders, openOrder)
}
exchange.FilterOrdersByType(&orders, getOrdersRequest.OrderType)
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *BTSE) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *BTSE) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !b.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return b.GetFee(feeBuilder)
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (b *BTSE) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
b.Websocket.SubscribeToChannels(channels)
return nil
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (b *BTSE) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
b.Websocket.RemoveSubscribedChannels(channels)
return nil
}
// GetSubscriptions returns a copied list of subscriptions
func (b *BTSE) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return b.Websocket.GetSubscriptions(), nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (b *BTSE) AuthenticateWebsocket() error {
return common.ErrFunctionNotSupported
}