Files
gocryptotrader/exchanges/yobit/yobit_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

533 lines
16 KiB
Go

package yobit
import (
"errors"
"fmt"
"math"
"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 (y *Yobit) GetDefaultConfig() (*config.ExchangeConfig, error) {
y.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = y.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = y.BaseCurrencies
err := y.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if y.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = y.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets current default value for Yobit
func (y *Yobit) SetDefaults() {
y.Name = "Yobit"
y.Enabled = true
y.Verbose = true
y.API.CredentialsValidator.RequiresKey = true
y.API.CredentialsValidator.RequiresSecret = true
y.CurrencyPairs = currency.PairsManager{
AssetTypes: asset.Items{
asset.Spot,
},
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Delimiter: "_",
Uppercase: false,
Separator: "-",
},
ConfigFormat: &currency.PairFormat{
Delimiter: "_",
Uppercase: true,
},
}
y.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: false,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CryptoWithdrawalFee: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.WithdrawFiatViaWebsiteOnly,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
y.Requester = request.New(y.Name,
request.NewRateLimit(time.Second, yobitAuthRate),
request.NewRateLimit(time.Second, yobitUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
y.API.Endpoints.URLDefault = apiPublicURL
y.API.Endpoints.URL = y.API.Endpoints.URLDefault
y.API.Endpoints.URLSecondaryDefault = apiPrivateURL
y.API.Endpoints.URLSecondary = y.API.Endpoints.URLSecondaryDefault
}
// Setup sets exchange configuration parameters for Yobit
func (y *Yobit) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
y.SetEnabled(false)
return nil
}
return y.SetupDefaults(exch)
}
// Start starts the WEX go routine
func (y *Yobit) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
y.Run()
wg.Done()
}()
}
// Run implements the Yobit wrapper
func (y *Yobit) Run() {
if y.Verbose {
y.PrintEnabledPairs()
}
if !y.GetEnabledFeatures().AutoPairUpdates {
return
}
err := y.UpdateTradablePairs(false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", y.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (y *Yobit) FetchTradablePairs(asset asset.Item) ([]string, error) {
info, err := y.GetInfo()
if err != nil {
return nil, err
}
var currencies []string
for x := range info.Pairs {
currencies = append(currencies, strings.ToUpper(x))
}
return currencies, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (y *Yobit) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := y.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
return y.UpdatePairs(currency.NewPairsFromStrings(pairs), asset.Spot, false, forceUpdate)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (y *Yobit) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
var tickerPrice ticker.Price
pairsCollated, err := y.FormatExchangeCurrencies(y.GetEnabledPairs(assetType), assetType)
if err != nil {
return tickerPrice, err
}
result, err := y.GetTicker(pairsCollated)
if err != nil {
return tickerPrice, err
}
for _, x := range y.GetEnabledPairs(assetType) {
curr := y.FormatExchangeCurrency(x, assetType).Lower().String()
if _, ok := result[curr]; !ok {
continue
}
var tickerPrice ticker.Price
tickerPrice.Pair = x
tickerPrice.Last = result[curr].Last
tickerPrice.Ask = result[curr].Sell
tickerPrice.Bid = result[curr].Buy
tickerPrice.Last = result[curr].Last
tickerPrice.Low = result[curr].Low
tickerPrice.QuoteVolume = result[curr].VolumeCurrent
tickerPrice.Volume = result[curr].Vol
err = ticker.ProcessTicker(y.Name, &tickerPrice, assetType)
if err != nil {
log.Error(log.Ticker, err)
}
}
return ticker.GetTicker(y.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (y *Yobit) FetchTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
tick, err := ticker.GetTicker(y.GetName(), p, assetType)
if err != nil {
return y.UpdateTicker(p, assetType)
}
return tick, nil
}
// FetchOrderbook returns the orderbook for a currency pair
func (y *Yobit) FetchOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
ob, err := orderbook.Get(y.GetName(), p, assetType)
if err != nil {
return y.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (y *Yobit) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := y.GetDepth(y.FormatExchangeCurrency(p, assetType).String())
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Bids {
data := orderbookNew.Bids[x]
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Price: data[0], Amount: data[1]})
}
for x := range orderbookNew.Asks {
data := orderbookNew.Asks[x]
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Price: data[0], Amount: data[1]})
}
orderBook.Pair = p
orderBook.ExchangeName = y.GetName()
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(y.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies for the
// Yobit exchange
func (y *Yobit) GetAccountInfo() (exchange.AccountInfo, error) {
var response exchange.AccountInfo
response.Exchange = y.GetName()
accountBalance, err := y.GetAccountInformation()
if err != nil {
return response, err
}
var currencies []exchange.AccountCurrencyInfo
for x, y := range accountBalance.FundsInclOrders {
var exchangeCurrency exchange.AccountCurrencyInfo
exchangeCurrency.CurrencyName = currency.NewCode(x)
exchangeCurrency.TotalValue = y
exchangeCurrency.Hold = 0
for z, w := range accountBalance.Funds {
if z == x {
exchangeCurrency.Hold = y - w
}
}
currencies = append(currencies, exchangeCurrency)
}
response.Accounts = append(response.Accounts, exchange.Account{
Currencies: currencies,
})
return response, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (y *Yobit) GetFundingHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (y *Yobit) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
// Yobit only supports limit orders
func (y *Yobit) 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
}
if order.OrderType != exchange.LimitOrderType {
return submitOrderResponse, errors.New("only limit orders are allowed")
}
response, err := y.Trade(order.Pair.String(), order.OrderSide.ToString(),
order.Amount, order.Price)
if response > 0 {
submitOrderResponse.OrderID = fmt.Sprintf("%v", response)
}
if err == nil {
submitOrderResponse.IsOrderPlaced = true
}
return submitOrderResponse, err
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (y *Yobit) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (y *Yobit) CancelOrder(order *exchange.OrderCancellation) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
}
_, err = y.CancelExistingOrder(orderIDInt)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (y *Yobit) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
OrderStatus: make(map[string]string),
}
var allActiveOrders []map[string]ActiveOrders
for _, pair := range y.GetEnabledPairs(asset.Spot) {
activeOrdersForPair, err := y.GetOpenOrders(y.FormatExchangeCurrency(pair,
asset.Spot).String())
if err != nil {
return cancelAllOrdersResponse, err
}
allActiveOrders = append(allActiveOrders, activeOrdersForPair)
}
for _, activeOrders := range allActiveOrders {
for key := range activeOrders {
orderIDInt, err := strconv.ParseInt(key, 10, 64)
if err != nil {
cancelAllOrdersResponse.OrderStatus[key] = err.Error()
continue
}
_, err = y.CancelExistingOrder(orderIDInt)
if err != nil {
cancelAllOrdersResponse.OrderStatus[key] = err.Error()
}
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (y *Yobit) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (y *Yobit) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
a, err := y.GetCryptoDepositAddress(cryptocurrency.String())
if err != nil {
return "", err
}
return a.Return.Address, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (y *Yobit) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoWithdrawRequest) (string, error) {
resp, err := y.WithdrawCoinsToAddress(withdrawRequest.Currency.String(), withdrawRequest.Amount, withdrawRequest.Address)
if err != nil {
return "", err
}
if len(resp.Error) > 0 {
return "", errors.New(resp.Error)
}
return "success", nil
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (y *Yobit) WithdrawFiatFunds(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (y *Yobit) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (y *Yobit) GetWebsocket() (*wshandler.Websocket, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (y *Yobit) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !y.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return y.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (y *Yobit) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
var orders []exchange.OrderDetail
for _, c := range getOrdersRequest.Currencies {
resp, err := y.GetOpenOrders(y.FormatExchangeCurrency(c,
asset.Spot).String())
if err != nil {
return nil, err
}
for ID, order := range resp {
symbol := currency.NewPairDelimiter(order.Pair,
y.GetPairFormat(asset.Spot, false).Delimiter)
orderDate := time.Unix(int64(order.TimestampCreated), 0)
side := exchange.OrderSide(strings.ToUpper(order.Type))
orders = append(orders, exchange.OrderDetail{
ID: ID,
Amount: order.Amount,
Price: order.Rate,
OrderSide: side,
OrderDate: orderDate,
CurrencyPair: symbol,
Exchange: y.Name,
})
}
}
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 (y *Yobit) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
var allOrders []TradeHistory
for _, currency := range getOrdersRequest.Currencies {
resp, err := y.GetTradeHistory(0,
10000,
math.MaxInt64,
getOrdersRequest.StartTicks.Unix(),
getOrdersRequest.EndTicks.Unix(),
"DESC",
y.FormatExchangeCurrency(currency, asset.Spot).String())
if err != nil {
return nil, err
}
for _, order := range resp {
allOrders = append(allOrders, order)
}
}
var orders []exchange.OrderDetail
for _, order := range allOrders {
symbol := currency.NewPairDelimiter(order.Pair,
y.GetPairFormat(asset.Spot, false).Delimiter)
orderDate := time.Unix(int64(order.Timestamp), 0)
side := exchange.OrderSide(strings.ToUpper(order.Type))
orders = append(orders, exchange.OrderDetail{
ID: fmt.Sprintf("%v", order.OrderID),
Amount: order.Amount,
Price: order.Rate,
OrderSide: side,
OrderDate: orderDate,
CurrencyPair: symbol,
Exchange: y.Name,
})
}
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
return orders, nil
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (y *Yobit) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (y *Yobit) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// GetSubscriptions returns a copied list of subscriptions
func (y *Yobit) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return nil, common.ErrFunctionNotSupported
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (y *Yobit) AuthenticateWebsocket() error {
return common.ErrFunctionNotSupported
}