Files
gocryptotrader/exchanges/itbit/itbit_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

538 lines
16 KiB
Go

package itbit
import (
"fmt"
"net/url"
"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 (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
i.CurrencyPairs = currency.PairsManager{
AssetTypes: asset.Items{
asset.Spot,
},
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
},
}
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,
request.NewRateLimit(time.Second, itbitAuthRate),
request.NewRateLimit(time.Second, itbitUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
i.API.Endpoints.URLDefault = itbitAPIURL
i.API.Endpoints.URL = i.API.Endpoints.URLDefault
}
// 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
}
// UpdateTicker updates and returns the ticker for a currency pair
func (i *ItBit) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
var tickerPrice ticker.Price
tick, err := i.GetTicker(i.FormatExchangeCurrency(p, assetType).String())
if err != nil {
return tickerPrice, err
}
tickerPrice = 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,
}
err = ticker.ProcessTicker(i.GetName(), &tickerPrice, assetType)
if err != nil {
return tickerPrice, err
}
return ticker.GetTicker(i.Name, p, assetType)
}
// 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.GetName(), 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.GetName(), 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) {
var orderBook orderbook.Base
orderbookNew, err := i.GetOrderbook(i.FormatExchangeCurrency(p, assetType).String())
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Bids {
data := orderbookNew.Bids[x]
var price, amount float64
price, err = strconv.ParseFloat(data[0], 64)
if err != nil {
return orderBook, err
}
amount, err = strconv.ParseFloat(data[1], 64)
if err != nil {
return orderBook, err
}
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: amount, Price: price})
}
for x := range orderbookNew.Asks {
data := orderbookNew.Asks[x]
var price, amount float64
price, err = strconv.ParseFloat(data[0], 64)
if err != nil {
return orderBook, err
}
amount, err = strconv.ParseFloat(data[1], 64)
if err != nil {
return orderBook, err
}
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: amount, Price: price})
}
orderBook.Pair = p
orderBook.ExchangeName = i.GetName()
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(i.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies
func (i *ItBit) GetAccountInfo() (exchange.AccountInfo, error) {
var info exchange.AccountInfo
info.Exchange = i.GetName()
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 _, wallet := range wallets {
for _, cb := range wallet.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 []exchange.AccountCurrencyInfo
for key, data := range amounts {
fullBalance = append(fullBalance, exchange.AccountCurrencyInfo{
CurrencyName: currency.NewCode(key),
TotalValue: data.TotalValue,
Hold: data.Hold,
})
}
info.Accounts = append(info.Accounts, exchange.Account{
Currencies: fullBalance,
})
return info, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (i *ItBit) GetFundingHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (i *ItBit) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (i *ItBit) 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
}
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 i.Balances {
if i.Balances[j].Currency == order.Pair.Base.String() &&
i.Balances[j].AvailableBalance >= order.Amount {
wallet = i.ID
}
}
}
if wallet == "" {
return submitOrderResponse,
fmt.Errorf("no wallet found with currency: %s with amount >= %v",
order.Pair.Base,
order.Amount)
}
response, err := i.PlaceOrder(wallet,
order.OrderSide.ToString(),
order.OrderType.ToString(),
order.Pair.Base.String(),
order.Amount,
order.Price,
order.Pair.String(),
"")
if response.ID != "" {
submitOrderResponse.OrderID = response.ID
}
if err == nil {
submitOrderResponse.IsOrderPlaced = true
}
return submitOrderResponse, err
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (i *ItBit) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (i *ItBit) CancelOrder(order *exchange.OrderCancellation) error {
return i.CancelExistingOrder(order.WalletAddress, order.OrderID)
}
// CancelAllOrders cancels all orders associated with a currency pair
func (i *ItBit) CancelAllOrders(orderCancellation *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
OrderStatus: 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.OrderStatus[openOrders[j].ID] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (i *ItBit) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
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(cryptocurrency currency.Code, accountID string) (string, error) {
return "", common.ErrNotYetImplemented
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (i *ItBit) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (i *ItBit) WithdrawFiatFunds(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (i *ItBit) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (i *ItBit) GetWebsocket() (*wshandler.Websocket, 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(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
wallets, err := i.GetWallets(url.Values{})
if err != nil {
return nil, err
}
var allOrders []Order
for _, wallet := range wallets {
resp, err := i.GetOrders(wallet.ID, "", "open", 0, 0)
if err != nil {
return nil, err
}
allOrders = append(allOrders, resp...)
}
var orders []exchange.OrderDetail
for j := range allOrders {
symbol := currency.NewPairDelimiter(allOrders[j].Instrument,
i.GetPairFormat(asset.Spot, false).Delimiter)
side := exchange.OrderSide(strings.ToUpper(allOrders[j].Side))
orderDate, err := time.Parse(time.RFC3339, allOrders[j].CreatedTime)
if err != nil {
log.Warnf(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, exchange.OrderDetail{
ID: allOrders[j].ID,
OrderSide: side,
Amount: allOrders[j].Amount,
ExecutedAmount: allOrders[j].AmountFilled,
RemainingAmount: (allOrders[j].Amount - allOrders[j].AmountFilled),
Exchange: i.Name,
OrderDate: orderDate,
CurrencyPair: symbol,
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (i *ItBit) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
wallets, err := i.GetWallets(url.Values{})
if err != nil {
return nil, err
}
var allOrders []Order
for _, wallet := range wallets {
resp, err := i.GetOrders(wallet.ID, "", "", 0, 0)
if err != nil {
return nil, err
}
allOrders = append(allOrders, resp...)
}
var orders []exchange.OrderDetail
for j := range allOrders {
if allOrders[j].Type == "open" {
continue
}
symbol := currency.NewPairDelimiter(allOrders[j].Instrument,
i.GetPairFormat(asset.Spot, false).Delimiter)
side := exchange.OrderSide(strings.ToUpper(allOrders[j].Side))
orderDate, err := time.Parse(time.RFC3339, allOrders[j].CreatedTime)
if err != nil {
log.Warnf(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, exchange.OrderDetail{
ID: allOrders[j].ID,
OrderSide: side,
Amount: allOrders[j].Amount,
ExecutedAmount: allOrders[j].AmountFilled,
RemainingAmount: (allOrders[j].Amount - allOrders[j].AmountFilled),
Exchange: i.Name,
OrderDate: orderDate,
CurrencyPair: symbol,
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
return orders, nil
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (i *ItBit) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (i *ItBit) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// GetSubscriptions returns a copied list of subscriptions
func (i *ItBit) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return nil, common.ErrFunctionNotSupported
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (i *ItBit) AuthenticateWebsocket() error {
return common.ErrFunctionNotSupported
}