mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-23 15:10:15 +00:00
* Initial overhaul of websocket connection and feeds * Added proxy support * Piped to routines.go * Added new websocket file in exchanges Refactored orderbook handling into exchange_websocket.go Added better error responses for binance_websocket.go General clean for binance_websocket.go * General fixes - bitfinex_websocket.go Refactored orderbook cache code - bitfinex_websocket.go Removed fatal error with unhandled type - routines.go * Added general improvements to bitmex_websocket.go Refactored orderbook handling to exchange_websocket.go Added variable in Item struct in orderbook.go for looking up orders by ID * Fix issue when routines are blocked due to Data Handler not started Updated traffic handler General fixes for bitstamp_websocket.go * General fixes for coinbasepro_websocket.go * General fixes for coinut_websocket.go Fixed error return in exchange_websocket.go * Removed comments in coinut_wrapper.go Refactor orderbook logic from hitbtc_websocket.go to exchange_websocket.go * General fixes * Removed comments General fixes * Updated routines.go * After rebase fix * Fixed update config pairs in okcoin.go * fixed config currency issue in okcoin.go for okcoin China * exchange_websocket.go *Removed unused const dec *Removed state change routine *Improved trafficMonitor routine *Increased verbosity for error returns *Removed uneeded mutex locks exchange_websocket_test.go *Added new tests for websocket and orderbook updating routines.go *Removed string cased * Fixed race conditions on sync.waitgroup in exchanges_websocket.go * Changes variable name in config.go * Removes unnecessary comment * Removes indefinite lock on error return * Removes unnecessary comment * Adds support for BTCC websocket Drops support for BTCC REST * Rewords comment in exchange_websocket.go Moves types to poloniex_types.go * Moves types to coinut_types.go * Removes uneeded range for accessing array variables for coinbase_websocket.go Removes comments in coinut_types.go * Adds verbosity flag to GCT Suppresses verbose output from routines.go * Fixes setting proxy for REST and Websocket per exchange Upgrades error handling Drops unused *url.Url variable in exchange type * Adds test for setting proxy * Fixes bug that closes connection due to incorrect timeout time through a proxy connection * Clarify verbose flag message
208 lines
6.9 KiB
Go
208 lines
6.9 KiB
Go
package okex
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import (
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"errors"
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"log"
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"sync"
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"github.com/thrasher-/gocryptotrader/common"
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"github.com/thrasher-/gocryptotrader/currency/pair"
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exchange "github.com/thrasher-/gocryptotrader/exchanges"
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"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-/gocryptotrader/exchanges/ticker"
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)
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// Start starts the OKEX go routine
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func (o *OKEX) Start(wg *sync.WaitGroup) {
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wg.Add(1)
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go func() {
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o.Run()
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wg.Done()
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}()
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}
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// Run implements the OKEX wrapper
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func (o *OKEX) Run() {
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if o.Verbose {
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log.Printf("%s Websocket: %s. (url: %s).\n", o.GetName(), common.IsEnabled(o.Websocket.IsEnabled()), o.WebsocketURL)
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log.Printf("%s polling delay: %ds.\n", o.GetName(), o.RESTPollingDelay)
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log.Printf("%s %d currencies enabled: %s.\n", o.GetName(), len(o.EnabledPairs), o.EnabledPairs)
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}
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (o *OKEX) UpdateTicker(p pair.CurrencyPair, assetType string) (ticker.Price, error) {
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currency := exchange.FormatExchangeCurrency(o.Name, p).String()
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var tickerPrice ticker.Price
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if assetType != ticker.Spot {
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tick, err := o.GetContractPrice(currency, assetType)
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if err != nil {
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return tickerPrice, err
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}
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tickerPrice.Pair = p
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tickerPrice.Ask = tick.Ticker.Sell
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tickerPrice.Bid = tick.Ticker.Buy
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tickerPrice.Low = tick.Ticker.Low
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tickerPrice.Last = tick.Ticker.Last
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tickerPrice.Volume = tick.Ticker.Vol
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tickerPrice.High = tick.Ticker.High
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ticker.ProcessTicker(o.GetName(), p, tickerPrice, assetType)
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} else {
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tick, err := o.GetSpotTicker(currency)
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if err != nil {
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return tickerPrice, err
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}
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tickerPrice.Pair = p
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tickerPrice.Ask = tick.Ticker.Sell
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tickerPrice.Bid = tick.Ticker.Buy
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tickerPrice.Low = tick.Ticker.Low
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tickerPrice.Last = tick.Ticker.Last
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tickerPrice.Volume = tick.Ticker.Vol
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tickerPrice.High = tick.Ticker.High
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ticker.ProcessTicker(o.GetName(), p, tickerPrice, ticker.Spot)
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}
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return ticker.GetTicker(o.Name, p, assetType)
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}
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// GetTickerPrice returns the ticker for a currency pair
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func (o *OKEX) GetTickerPrice(p pair.CurrencyPair, assetType string) (ticker.Price, error) {
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tickerNew, err := ticker.GetTicker(o.GetName(), p, assetType)
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if err != nil {
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return o.UpdateTicker(p, assetType)
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}
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return tickerNew, nil
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}
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// GetOrderbookEx returns orderbook base on the currency pair
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func (o *OKEX) GetOrderbookEx(currency pair.CurrencyPair, assetType string) (orderbook.Base, error) {
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ob, err := orderbook.GetOrderbook(o.GetName(), currency, assetType)
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if err != nil {
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return o.UpdateOrderbook(currency, assetType)
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}
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return ob, nil
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}
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// UpdateOrderbook updates and returns the orderbook for a currency pair
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func (o *OKEX) UpdateOrderbook(p pair.CurrencyPair, assetType string) (orderbook.Base, error) {
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var orderBook orderbook.Base
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currency := exchange.FormatExchangeCurrency(o.Name, p).String()
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if assetType != ticker.Spot {
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orderbookNew, err := o.GetContractMarketDepth(currency, assetType)
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if err != nil {
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return orderBook, err
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}
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for x := range orderbookNew.Bids {
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data := orderbookNew.Bids[x]
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orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: data.Volume, Price: data.Price})
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}
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for x := range orderbookNew.Asks {
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data := orderbookNew.Asks[x]
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orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: data.Volume, Price: data.Price})
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}
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} else {
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orderbookNew, err := o.GetSpotMarketDepth(ActualSpotDepthRequestParams{
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Symbol: currency,
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Size: 200,
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})
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if err != nil {
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return orderBook, err
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}
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for x := range orderbookNew.Bids {
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data := orderbookNew.Bids[x]
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orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: data.Volume, Price: data.Price})
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}
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for x := range orderbookNew.Asks {
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data := orderbookNew.Asks[x]
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orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: data.Volume, Price: data.Price})
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}
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}
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orderbook.ProcessOrderbook(o.GetName(), p, orderBook, assetType)
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return orderbook.GetOrderbook(o.Name, p, assetType)
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}
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// GetExchangeAccountInfo retrieves balances for all enabled currencies for the
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// OKEX exchange
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func (o *OKEX) GetExchangeAccountInfo() (exchange.AccountInfo, error) {
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var response exchange.AccountInfo
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return response, errors.New("not implemented")
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}
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// GetExchangeFundTransferHistory returns funding history, deposits and
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// withdrawals
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func (o *OKEX) GetExchangeFundTransferHistory() ([]exchange.FundHistory, error) {
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var fundHistory []exchange.FundHistory
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return fundHistory, errors.New("not supported on exchange")
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}
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// GetExchangeHistory returns historic trade data since exchange opening.
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func (o *OKEX) GetExchangeHistory(p pair.CurrencyPair, assetType string) ([]exchange.TradeHistory, error) {
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var resp []exchange.TradeHistory
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return resp, errors.New("trade history not yet implemented")
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}
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// SubmitExchangeOrder submits a new order
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func (o *OKEX) SubmitExchangeOrder(p pair.CurrencyPair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, clientID string) (int64, error) {
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return 0, errors.New("not yet implemented")
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}
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// ModifyExchangeOrder will allow of changing orderbook placement and limit to
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// market conversion
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func (o *OKEX) ModifyExchangeOrder(orderID int64, action exchange.ModifyOrder) (int64, error) {
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return 0, errors.New("not yet implemented")
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}
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// CancelExchangeOrder cancels an order by its corresponding ID number
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func (o *OKEX) CancelExchangeOrder(orderID int64) error {
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return errors.New("not yet implemented")
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}
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// CancelAllExchangeOrders cancels all orders associated with a currency pair
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func (o *OKEX) CancelAllExchangeOrders() error {
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return errors.New("not yet implemented")
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}
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// GetExchangeOrderInfo returns information on a current open order
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func (o *OKEX) GetExchangeOrderInfo(orderID int64) (exchange.OrderDetail, error) {
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var orderDetail exchange.OrderDetail
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return orderDetail, errors.New("not yet implemented")
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}
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// GetExchangeDepositAddress returns a deposit address for a specified currency
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func (o *OKEX) GetExchangeDepositAddress(cryptocurrency pair.CurrencyItem) (string, error) {
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return "", errors.New("not yet implemented")
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}
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// WithdrawCryptoExchangeFunds returns a withdrawal ID when a withdrawal is
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// submitted
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func (o *OKEX) WithdrawCryptoExchangeFunds(address string, cryptocurrency pair.CurrencyItem, amount float64) (string, error) {
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return "", errors.New("not yet implemented")
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}
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// WithdrawFiatExchangeFunds returns a withdrawal ID when a
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// withdrawal is submitted
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func (o *OKEX) WithdrawFiatExchangeFunds(currency pair.CurrencyItem, amount float64) (string, error) {
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return "", errors.New("not yet implemented")
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}
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// WithdrawFiatExchangeFundsToInternationalBank returns a withdrawal ID when a
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// withdrawal is submitted
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func (o *OKEX) WithdrawFiatExchangeFundsToInternationalBank(currency pair.CurrencyItem, amount float64) (string, error) {
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return "", errors.New("not yet implemented")
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}
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// GetWebsocket returns a pointer to the exchange websocket
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func (o *OKEX) GetWebsocket() (*exchange.Websocket, error) {
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return o.Websocket, nil
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}
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