gocryptotrader/exchanges/exchange.go

package exchange

import (
	"errors"
	"fmt"
	"log"
	"net/http"
	"net/url"
	"sync"
	"time"

	"github.com/thrasher-/gocryptotrader/common"
	"github.com/thrasher-/gocryptotrader/config"
	"github.com/thrasher-/gocryptotrader/currency/pair"
	"github.com/thrasher-/gocryptotrader/exchanges/nonce"
	"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
	"github.com/thrasher-/gocryptotrader/exchanges/request"
	"github.com/thrasher-/gocryptotrader/exchanges/ticker"
)

const (
	warningBase64DecryptSecretKeyFailed = "WARNING -- Exchange %s unable to base64 decode secret key.. Disabling Authenticated API support."

	// WarningAuthenticatedRequestWithoutCredentialsSet error message for authenticated request without credentials set
	WarningAuthenticatedRequestWithoutCredentialsSet = "WARNING -- Exchange %s authenticated HTTP request called but not supported due to unset/default API keys."
	// ErrExchangeNotFound is a constant for an error message
	ErrExchangeNotFound = "Exchange not found in dataset."
	// DefaultHTTPTimeout is the default HTTP/HTTPS Timeout for exchange requests
	DefaultHTTPTimeout = time.Second * 15
)

// AccountInfo is a Generic type to hold each exchange's holdings in
// all enabled currencies
type AccountInfo struct {
	ExchangeName string
	Currencies   []AccountCurrencyInfo
}

// AccountCurrencyInfo is a sub type to store currency name and value
type AccountCurrencyInfo struct {
	CurrencyName string
	TotalValue   float64
	Hold         float64
}

// TradeHistory holds exchange history data
type TradeHistory struct {
	Timestamp int64
	TID       int64
	Price     float64
	Amount    float64
	Exchange  string
	Type      string
}

// OrderDetail holds order detail data
type OrderDetail struct {
	Exchange      string
	ID            int64
	BaseCurrency  string
	QuoteCurrency string
	OrderSide     string
	OrderType     string
	CreationTime  int64
	Status        string
	Price         float64
	Amount        float64
	OpenVolume    float64
}

// FundHistory holds exchange funding history data
type FundHistory struct {
	ExchangeName      string
	Status            string
	TransferID        int64
	Description       string
	Timestamp         int64
	Currency          string
	Amount            float64
	Fee               float64
	TransferType      string
	CryptoToAddress   string
	CryptoFromAddress string
	CryptoTxID        string
	BankTo            string
	BankFrom          string
}

// Base stores the individual exchange information
type Base struct {
	Name                                       string
	Enabled                                    bool
	Verbose                                    bool
	RESTPollingDelay                           time.Duration
	AuthenticatedAPISupport                    bool
	APIAuthPEMKeySupport                       bool
	APISecret, APIKey, APIAuthPEMKey, ClientID string
	Nonce                                      nonce.Nonce
	TakerFee, MakerFee, Fee                    float64
	BaseCurrencies                             []string
	AvailablePairs                             []string
	EnabledPairs                               []string
	AssetTypes                                 []string
	PairsLastUpdated                           int64
	SupportsAutoPairUpdating                   bool
	SupportsRESTTickerBatching                 bool
	HTTPTimeout                                time.Duration
	HTTPUserAgent                              string
	WebsocketURL                               string
	APIUrl                                     string
	APIUrlDefault                              string
	APIUrlSecondary                            string
	APIUrlSecondaryDefault                     string
	RequestCurrencyPairFormat                  config.CurrencyPairFormatConfig
	ConfigCurrencyPairFormat                   config.CurrencyPairFormatConfig
	Websocket                                  *Websocket
	*request.Requester
}

// IBotExchange enforces standard functions for all exchanges supported in
// GoCryptoTrader
type IBotExchange interface {
	Setup(exch config.ExchangeConfig)
	Start(wg *sync.WaitGroup)
	SetDefaults()
	GetName() string
	IsEnabled() bool
	SetEnabled(bool)
	GetTickerPrice(currency pair.CurrencyPair, assetType string) (ticker.Price, error)
	UpdateTicker(currency pair.CurrencyPair, assetType string) (ticker.Price, error)
	GetOrderbookEx(currency pair.CurrencyPair, assetType string) (orderbook.Base, error)
	UpdateOrderbook(currency pair.CurrencyPair, assetType string) (orderbook.Base, error)
	GetEnabledCurrencies() []pair.CurrencyPair
	GetAvailableCurrencies() []pair.CurrencyPair
	GetExchangeAccountInfo() (AccountInfo, error)
	GetAuthenticatedAPISupport() bool
	SetCurrencies(pairs []pair.CurrencyPair, enabledPairs bool) error
	GetExchangeHistory(pair.CurrencyPair, string) ([]TradeHistory, error)
	SupportsAutoPairUpdates() bool
	GetLastPairsUpdateTime() int64
	SupportsRESTTickerBatchUpdates() bool

	GetExchangeFundTransferHistory() ([]FundHistory, error)
	SubmitExchangeOrder(p pair.CurrencyPair, side OrderSide, orderType OrderType, amount, price float64, clientID string) (int64, error)
	ModifyExchangeOrder(orderID int64, modify ModifyOrder) (int64, error)
	CancelExchangeOrder(orderID int64) error
	CancelAllExchangeOrders() error
	GetExchangeOrderInfo(orderID int64) (OrderDetail, error)
	GetExchangeDepositAddress(cryptocurrency pair.CurrencyItem) (string, error)

	WithdrawCryptoExchangeFunds(address string, cryptocurrency pair.CurrencyItem, amount float64) (string, error)
	WithdrawFiatExchangeFunds(currency pair.CurrencyItem, amount float64) (string, error)

	GetWebsocket() (*Websocket, error)
}

// SupportsRESTTickerBatchUpdates returns whether or not the
// exhange supports REST batch ticker fetching
func (e *Base) SupportsRESTTickerBatchUpdates() bool {
	return e.SupportsRESTTickerBatching
}

// SetHTTPClientTimeout sets the timeout value for the exchanges
// HTTP Client
func (e *Base) SetHTTPClientTimeout(t time.Duration) {
	if e.Requester == nil {
		e.Requester = request.New(e.Name,
			request.NewRateLimit(time.Second, 0),
			request.NewRateLimit(time.Second, 0),
			new(http.Client))
	}
	e.Requester.HTTPClient.Timeout = t
}

// SetHTTPClient sets exchanges HTTP client
func (e *Base) SetHTTPClient(h *http.Client) {
	if e.Requester == nil {
		e.Requester = request.New(e.Name,
			request.NewRateLimit(time.Second, 0),
			request.NewRateLimit(time.Second, 0),
			new(http.Client))
	}
	e.Requester.HTTPClient = h
}

// GetHTTPClient gets the exchanges HTTP client
func (e *Base) GetHTTPClient() *http.Client {
	if e.Requester == nil {
		e.Requester = request.New(e.Name,
			request.NewRateLimit(time.Second, 0),
			request.NewRateLimit(time.Second, 0),
			new(http.Client))
	}
	return e.Requester.HTTPClient
}

// SetHTTPClientUserAgent sets the exchanges HTTP user agent
func (e *Base) SetHTTPClientUserAgent(ua string) {
	if e.Requester == nil {
		e.Requester = request.New(e.Name,
			request.NewRateLimit(time.Second, 0),
			request.NewRateLimit(time.Second, 0),
			new(http.Client))
	}
	e.Requester.UserAgent = ua
	e.HTTPUserAgent = ua
}

// GetHTTPClientUserAgent gets the exchanges HTTP user agent
func (e *Base) GetHTTPClientUserAgent() string {
	return e.HTTPUserAgent
}

// SetClientProxyAddress sets a proxy address for REST and websocket requests
func (e *Base) SetClientProxyAddress(addr string) error {
	if addr != "" {
		proxy, err := url.Parse(addr)
		if err != nil {
			return fmt.Errorf("exchange.go - setting proxy address error %s",
				err)
		}

		err = e.Requester.SetProxy(proxy)
		if err != nil {
			return fmt.Errorf("exchange.go - setting proxy address error %s",
				err)
		}

		if e.Websocket != nil {
			err = e.Websocket.SetProxyAddress(addr)
			if err != nil {
				return err
			}
		}
	}
	return nil
}

// SetAutoPairDefaults sets the default values for whether or not the exchange
// supports auto pair updating or not
func (e *Base) SetAutoPairDefaults() error {
	cfg := config.GetConfig()
	exch, err := cfg.GetExchangeConfig(e.Name)
	if err != nil {
		return err
	}

	update := false
	if e.SupportsAutoPairUpdating {
		if !exch.SupportsAutoPairUpdates {
			exch.SupportsAutoPairUpdates = true
			exch.PairsLastUpdated = 0
			update = true
		}
	} else {
		if exch.PairsLastUpdated == 0 {
			exch.PairsLastUpdated = time.Now().Unix()
			e.PairsLastUpdated = exch.PairsLastUpdated
			update = true
		}
	}

	if update {
		return cfg.UpdateExchangeConfig(exch)
	}
	return nil
}

// SupportsAutoPairUpdates returns whether or not the exchange supports
// auto currency pair updating
func (e *Base) SupportsAutoPairUpdates() bool {
	return e.SupportsAutoPairUpdating
}

// GetLastPairsUpdateTime returns the unix timestamp of when the exchanges
// currency pairs were last updated
func (e *Base) GetLastPairsUpdateTime() int64 {
	return e.PairsLastUpdated
}

// SetAssetTypes checks the exchange asset types (whether it supports SPOT,
// Binary or Futures) and sets it to a default setting if it doesn't exist
func (e *Base) SetAssetTypes() error {
	cfg := config.GetConfig()
	exch, err := cfg.GetExchangeConfig(e.Name)
	if err != nil {
		return err
	}

	update := false
	if exch.AssetTypes == "" {
		exch.AssetTypes = common.JoinStrings(e.AssetTypes, ",")
		update = true
	} else {
		exch.AssetTypes = common.JoinStrings(e.AssetTypes, ",")
		update = true
	}

	if update {
		return cfg.UpdateExchangeConfig(exch)
	}

	return nil
}

// GetExchangeAssetTypes returns the asset types the exchange supports (SPOT,
// binary, futures)
func GetExchangeAssetTypes(exchName string) ([]string, error) {
	cfg := config.GetConfig()
	exch, err := cfg.GetExchangeConfig(exchName)
	if err != nil {
		return nil, err
	}

	return common.SplitStrings(exch.AssetTypes, ","), nil
}

// GetClientBankAccounts returns banking details associated with
// a client for withdrawal purposes
func (e *Base) GetClientBankAccounts(exchangeName, withdrawalCurrency string) (config.BankAccount, error) {
	cfg := config.GetConfig()
	return cfg.GetClientBankAccounts(exchangeName, withdrawalCurrency)
}

// GetExchangeBankAccounts returns banking details associated with an
// exchange for funding purposes
func (e *Base) GetExchangeBankAccounts(exchangeName, depositCurrency string) (config.BankAccount, error) {
	cfg := config.GetConfig()
	return cfg.GetExchangeBankAccounts(exchangeName, depositCurrency)
}

// CompareCurrencyPairFormats checks and returns whether or not the two supplied
// config currency pairs match
func CompareCurrencyPairFormats(pair1 config.CurrencyPairFormatConfig, pair2 *config.CurrencyPairFormatConfig) bool {
	if pair1.Delimiter != pair2.Delimiter ||
		pair1.Uppercase != pair2.Uppercase ||
		pair1.Separator != pair2.Separator ||
		pair1.Index != pair2.Index {
		return false
	}
	return true
}

// SetCurrencyPairFormat checks the exchange request and config currency pair
// formats and sets it to a default setting if it doesn't exist
func (e *Base) SetCurrencyPairFormat() error {
	cfg := config.GetConfig()
	exch, err := cfg.GetExchangeConfig(e.Name)
	if err != nil {
		return err
	}

	update := false
	if exch.RequestCurrencyPairFormat == nil {
		exch.RequestCurrencyPairFormat = &config.CurrencyPairFormatConfig{
			Delimiter: e.RequestCurrencyPairFormat.Delimiter,
			Uppercase: e.RequestCurrencyPairFormat.Uppercase,
			Separator: e.RequestCurrencyPairFormat.Separator,
			Index:     e.RequestCurrencyPairFormat.Index,
		}
		update = true
	} else {
		if CompareCurrencyPairFormats(e.RequestCurrencyPairFormat,
			exch.RequestCurrencyPairFormat) {
			e.RequestCurrencyPairFormat = *exch.RequestCurrencyPairFormat
		} else {
			*exch.RequestCurrencyPairFormat = e.RequestCurrencyPairFormat
			update = true
		}
	}

	if exch.ConfigCurrencyPairFormat == nil {
		exch.ConfigCurrencyPairFormat = &config.CurrencyPairFormatConfig{
			Delimiter: e.ConfigCurrencyPairFormat.Delimiter,
			Uppercase: e.ConfigCurrencyPairFormat.Uppercase,
			Separator: e.ConfigCurrencyPairFormat.Separator,
			Index:     e.ConfigCurrencyPairFormat.Index,
		}
		update = true
	} else {
		if CompareCurrencyPairFormats(e.ConfigCurrencyPairFormat,
			exch.ConfigCurrencyPairFormat) {
			e.ConfigCurrencyPairFormat = *exch.ConfigCurrencyPairFormat
		} else {
			*exch.ConfigCurrencyPairFormat = e.ConfigCurrencyPairFormat
			update = true
		}
	}

	if update {
		return cfg.UpdateExchangeConfig(exch)
	}
	return nil
}

// GetAuthenticatedAPISupport returns whether the exchange supports
// authenticated API requests
func (e *Base) GetAuthenticatedAPISupport() bool {
	return e.AuthenticatedAPISupport
}

// GetName is a method that returns the name of the exchange base
func (e *Base) GetName() string {
	return e.Name
}

// GetEnabledCurrencies is a method that returns the enabled currency pairs of
// the exchange base
func (e *Base) GetEnabledCurrencies() []pair.CurrencyPair {
	return pair.FormatPairs(e.EnabledPairs,
		e.ConfigCurrencyPairFormat.Delimiter,
		e.ConfigCurrencyPairFormat.Index)
}

// GetAvailableCurrencies is a method that returns the available currency pairs
// of the exchange base
func (e *Base) GetAvailableCurrencies() []pair.CurrencyPair {
	return pair.FormatPairs(e.AvailablePairs,
		e.ConfigCurrencyPairFormat.Delimiter,
		e.ConfigCurrencyPairFormat.Index)
}

// SupportsCurrency returns true or not whether a currency pair exists in the
// exchange available currencies or not
func (e *Base) SupportsCurrency(p pair.CurrencyPair, enabledPairs bool) bool {
	if enabledPairs {
		return pair.Contains(e.GetEnabledCurrencies(), p, false)
	}
	return pair.Contains(e.GetAvailableCurrencies(), p, false)
}

// GetExchangeFormatCurrencySeperator returns whether or not a specific
// exchange contains a separator used for API requests
func GetExchangeFormatCurrencySeperator(exchName string) bool {
	cfg := config.GetConfig()
	exch, err := cfg.GetExchangeConfig(exchName)
	if err != nil {
		return false
	}

	if exch.RequestCurrencyPairFormat.Separator != "" {
		return true
	}
	return false
}

// GetAndFormatExchangeCurrencies returns a pair.CurrencyItem string containing
// the exchanges formatted currency pairs
func GetAndFormatExchangeCurrencies(exchName string, pairs []pair.CurrencyPair) (pair.CurrencyItem, error) {
	var currencyItems pair.CurrencyItem
	cfg := config.GetConfig()
	exch, err := cfg.GetExchangeConfig(exchName)
	if err != nil {
		return currencyItems, err
	}

	for x := range pairs {
		currencyItems += FormatExchangeCurrency(exchName, pairs[x])
		if x == len(pairs)-1 {
			continue
		}
		currencyItems += pair.CurrencyItem(exch.RequestCurrencyPairFormat.Separator)
	}
	return currencyItems, nil
}

// FormatExchangeCurrency is a method that formats and returns a currency pair
// based on the user currency display preferences
func FormatExchangeCurrency(exchName string, p pair.CurrencyPair) pair.CurrencyItem {
	cfg := config.GetConfig()
	exch, _ := cfg.GetExchangeConfig(exchName)

	return p.Display(exch.RequestCurrencyPairFormat.Delimiter,
		exch.RequestCurrencyPairFormat.Uppercase)
}

// FormatCurrency is a method that formats and returns a currency pair
// based on the user currency display preferences
func FormatCurrency(p pair.CurrencyPair) pair.CurrencyItem {
	cfg := config.GetConfig()
	return p.Display(cfg.Currency.CurrencyPairFormat.Delimiter,
		cfg.Currency.CurrencyPairFormat.Uppercase)
}

// SetEnabled is a method that sets if the exchange is enabled
func (e *Base) SetEnabled(enabled bool) {
	e.Enabled = enabled
}

// IsEnabled is a method that returns if the current exchange is enabled
func (e *Base) IsEnabled() bool {
	return e.Enabled
}

// SetAPIKeys is a method that sets the current API keys for the exchange
func (e *Base) SetAPIKeys(APIKey, APISecret, ClientID string, b64Decode bool) {
	if !e.AuthenticatedAPISupport {
		return
	}

	e.APIKey = APIKey
	e.ClientID = ClientID

	if b64Decode {
		result, err := common.Base64Decode(APISecret)
		if err != nil {
			e.AuthenticatedAPISupport = false
			log.Printf(warningBase64DecryptSecretKeyFailed, e.Name)
		}
		e.APISecret = string(result)
	} else {
		e.APISecret = APISecret
	}
}

// SetCurrencies sets the exchange currency pairs for either enabledPairs or
// availablePairs
func (e *Base) SetCurrencies(pairs []pair.CurrencyPair, enabledPairs bool) error {
	if len(pairs) == 0 {
		return fmt.Errorf("%s SetCurrencies error - pairs is empty", e.Name)
	}

	cfg := config.GetConfig()
	exchCfg, err := cfg.GetExchangeConfig(e.Name)
	if err != nil {
		return err
	}

	var pairsStr []string
	for x := range pairs {
		pairsStr = append(pairsStr, pairs[x].Display(exchCfg.ConfigCurrencyPairFormat.Delimiter,
			exchCfg.ConfigCurrencyPairFormat.Uppercase).String())
	}

	if enabledPairs {
		exchCfg.EnabledPairs = common.JoinStrings(pairsStr, ",")
		e.EnabledPairs = pairsStr
	} else {
		exchCfg.AvailablePairs = common.JoinStrings(pairsStr, ",")
		e.AvailablePairs = pairsStr
	}

	return cfg.UpdateExchangeConfig(exchCfg)
}

// UpdateCurrencies updates the exchange currency pairs for either enabledPairs or
// availablePairs
func (e *Base) UpdateCurrencies(exchangeProducts []string, enabled, force bool) error {
	if len(exchangeProducts) == 0 {
		return fmt.Errorf("%s UpdateCurrencies error - exchangeProducts is empty", e.Name)
	}

	exchangeProducts = common.SplitStrings(common.StringToUpper(common.JoinStrings(exchangeProducts, ",")), ",")
	var products []string

	for x := range exchangeProducts {
		if exchangeProducts[x] == "" {
			continue
		}
		products = append(products, exchangeProducts[x])
	}

	var newPairs, removedPairs []string
	var updateType string

	if enabled {
		newPairs, removedPairs = pair.FindPairDifferences(e.EnabledPairs, products)
		updateType = "enabled"
	} else {
		newPairs, removedPairs = pair.FindPairDifferences(e.AvailablePairs, products)
		updateType = "available"
	}

	if force || len(newPairs) > 0 || len(removedPairs) > 0 {
		cfg := config.GetConfig()
		exch, err := cfg.GetExchangeConfig(e.Name)
		if err != nil {
			return err
		}

		if force {
			log.Printf("%s forced update of %s pairs.", e.Name, updateType)
		} else {
			if len(newPairs) > 0 {
				log.Printf("%s Updating pairs - New: %s.\n", e.Name, newPairs)
			}
			if len(removedPairs) > 0 {
				log.Printf("%s Updating pairs - Removed: %s.\n", e.Name, removedPairs)
			}
		}

		if enabled {
			exch.EnabledPairs = common.JoinStrings(products, ",")
			e.EnabledPairs = products
		} else {
			exch.AvailablePairs = common.JoinStrings(products, ",")
			e.AvailablePairs = products
		}
		return cfg.UpdateExchangeConfig(exch)
	}
	return nil
}

// ModifyOrder is a an order modifyer
type ModifyOrder struct {
	OrderType
	OrderSide
	Price  float64
	Amount float64
}

// Format holds exchange formatting
type Format struct {
	ExchangeName string
	OrderType    map[string]string
	OrderSide    map[string]string
}

// Formatting contain a range of exchanges formatting
type Formatting []Format

// formats is a quick formatting list for generic parameters
var formats = Formatting{
	Format{
		ExchangeName: "BTC Markets",
		OrderType: map[string]string{
			"Limit":  "Limit",
			"Market": "Market",
		},
		OrderSide: map[string]string{
			"Buy":  "Bid",
			"Sell": "Ask",
		},
	},
}

// OrderType enforces a standard for Ordertypes across the code base
type OrderType string

// Format changes the ordertype to the exchange standard and returns a string
func (o OrderType) Format(exchangeName string) string {
	for _, format := range formats {
		if format.ExchangeName == exchangeName {
			return format.OrderType[string(o)]
		}
	}
	return ""
}

// OrderTypeLimit returns an OrderType limit order
func OrderTypeLimit() OrderType {
	return "Limit"
}

// OrderTypeMarket returns an OrderType Market order
func OrderTypeMarket() OrderType {
	return "Market"
}

// OrderSide enforces a standard for OrderSides across the code base
type OrderSide string

// Format changes the ordertype to the exchange standard and returns a string
func (o OrderSide) Format(exchangeName string) string {
	for _, format := range formats {
		if format.ExchangeName == exchangeName {
			return format.OrderSide[string(o)]
		}
	}
	return ""
}

// OrderSideBuy returns an OrderSide buy order
func OrderSideBuy() OrderSide {
	return "Buy"
}

// OrderSideSell returns an OrderSide Sell order
func OrderSideSell() OrderSide {
	return "Sell"
}

// SetAPIURL sets configuration API URL for an exchange
func (e *Base) SetAPIURL(ec config.ExchangeConfig) error {
	if ec.APIURL == "" || ec.APIURLSecondary == "" {
		return errors.New("SetAPIURL error variable zero value")
	}
	if ec.APIURL != config.APIURLNonDefaultMessage {
		e.APIUrl = ec.APIURL
	}
	if ec.APIURLSecondary != config.APIURLNonDefaultMessage {
		e.APIUrlSecondary = ec.APIURLSecondary
	}
	return nil
}

// GetAPIURL returns the set API URL
func (e *Base) GetAPIURL() string {
	return e.APIUrl
}

// GetSecondaryAPIURL returns the set Secondary API URL
func (e *Base) GetSecondaryAPIURL() string {
	return e.APIUrlSecondary
}

// GetAPIURLDefault returns exchange default URL
func (e *Base) GetAPIURLDefault() string {
	return e.APIUrlDefault
}

// GetAPIURLSecondaryDefault returns exchange default secondary URL
func (e *Base) GetAPIURLSecondaryDefault() string {
	return e.APIUrlSecondaryDefault
}