Files
gocryptotrader/exchanges/wex/wex.go
Ryan O'Hara-Reid d3c2800fe0 Initial overhaul of websocket connection and feeds (#189)
* 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
2018-10-24 14:22:40 +11:00

402 lines
11 KiB
Go

package wex
import (
"errors"
"fmt"
"log"
"net/url"
"strconv"
"strings"
"time"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/config"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/request"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
)
const (
wexAPIPublicURL = "https://wex.nz/api"
wexAPIPrivateURL = "https://wex.nz/tapi"
wexAPIPublicVersion = "3"
wexAPIPrivateVersion = "1"
wexInfo = "info"
wexTicker = "ticker"
wexDepth = "depth"
wexTrades = "trades"
wexAccountInfo = "getInfo"
wexTrade = "Trade"
wexActiveOrders = "ActiveOrders"
wexOrderInfo = "OrderInfo"
wexCancelOrder = "CancelOrder"
wexTradeHistory = "TradeHistory"
wexTransactionHistory = "TransHistory"
wexWithdrawCoin = "WithdrawCoin"
wexCoinDepositAddress = "CoinDepositAddress"
wexCreateCoupon = "CreateCoupon"
wexRedeemCoupon = "RedeemCoupon"
wexAuthRate = 0
wexUnauthRate = 0
)
// WEX is the overarching type across the wex package
type WEX struct {
exchange.Base
Ticker map[string]Ticker
}
// SetDefaults sets current default value for WEX
func (w *WEX) SetDefaults() {
w.Name = "WEX"
w.Enabled = false
w.Fee = 0.2
w.Verbose = false
w.RESTPollingDelay = 10
w.Ticker = make(map[string]Ticker)
w.RequestCurrencyPairFormat.Delimiter = "_"
w.RequestCurrencyPairFormat.Uppercase = false
w.RequestCurrencyPairFormat.Separator = "-"
w.ConfigCurrencyPairFormat.Delimiter = "_"
w.ConfigCurrencyPairFormat.Uppercase = true
w.AssetTypes = []string{ticker.Spot}
w.SupportsAutoPairUpdating = true
w.SupportsRESTTickerBatching = true
w.Requester = request.New(w.Name,
request.NewRateLimit(time.Second, wexAuthRate),
request.NewRateLimit(time.Second, wexUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
w.APIUrlDefault = wexAPIPublicURL
w.APIUrl = w.APIUrlDefault
w.APIUrlSecondaryDefault = wexAPIPrivateURL
w.APIUrlSecondary = w.APIUrlSecondaryDefault
w.WebsocketInit()
}
// Setup sets exchange configuration parameters for WEX
func (w *WEX) Setup(exch config.ExchangeConfig) {
if !exch.Enabled {
w.SetEnabled(false)
} else {
w.Enabled = true
w.AuthenticatedAPISupport = exch.AuthenticatedAPISupport
w.SetAPIKeys(exch.APIKey, exch.APISecret, "", false)
w.SetHTTPClientTimeout(exch.HTTPTimeout)
w.SetHTTPClientUserAgent(exch.HTTPUserAgent)
w.RESTPollingDelay = exch.RESTPollingDelay
w.Verbose = exch.Verbose
w.BaseCurrencies = common.SplitStrings(exch.BaseCurrencies, ",")
w.AvailablePairs = common.SplitStrings(exch.AvailablePairs, ",")
w.EnabledPairs = common.SplitStrings(exch.EnabledPairs, ",")
err := w.SetCurrencyPairFormat()
if err != nil {
log.Fatal(err)
}
err = w.SetAssetTypes()
if err != nil {
log.Fatal(err)
}
err = w.SetAutoPairDefaults()
if err != nil {
log.Fatal(err)
}
err = w.SetAPIURL(exch)
if err != nil {
log.Fatal(err)
}
err = w.SetClientProxyAddress(exch.ProxyAddress)
if err != nil {
log.Fatal(err)
}
}
}
// GetTradablePairs returns a list of available pairs from the exchange
func (w *WEX) GetTradablePairs() ([]string, error) {
result, err := w.GetInfo()
if err != nil {
return nil, err
}
var currencies []string
for x := range result.Pairs {
currencies = append(currencies, common.StringToUpper(x))
}
return currencies, nil
}
// GetFee returns the exchange fee
func (w *WEX) GetFee() float64 {
return w.Fee
}
// GetInfo returns the WEX info
func (w *WEX) GetInfo() (Info, error) {
resp := Info{}
req := fmt.Sprintf("%s/%s/%s/", w.APIUrl, wexAPIPublicVersion, wexInfo)
return resp, w.SendHTTPRequest(req, &resp)
}
// GetTicker returns a ticker for a specific currency
func (w *WEX) GetTicker(symbol string) (map[string]Ticker, error) {
type Response struct {
Data map[string]Ticker
}
response := Response{}
req := fmt.Sprintf("%s/%s/%s/%s", w.APIUrl, wexAPIPublicVersion, wexTicker, symbol)
return response.Data, w.SendHTTPRequest(req, &response.Data)
}
// GetDepth returns the depth for a specific currency
func (w *WEX) GetDepth(symbol string) (Orderbook, error) {
type Response struct {
Data map[string]Orderbook
}
response := Response{}
req := fmt.Sprintf("%s/%s/%s/%s", w.APIUrl, wexAPIPublicVersion, wexDepth, symbol)
return response.Data[symbol], w.SendHTTPRequest(req, &response.Data)
}
// GetTrades returns the trades for a specific currency
func (w *WEX) GetTrades(symbol string) ([]Trades, error) {
type Response struct {
Data map[string][]Trades
}
response := Response{}
req := fmt.Sprintf("%s/%s/%s/%s", w.APIUrl, wexAPIPublicVersion, wexTrades, symbol)
return response.Data[symbol], w.SendHTTPRequest(req, &response.Data)
}
// GetAccountInfo returns a users account info
func (w *WEX) GetAccountInfo() (AccountInfo, error) {
var result AccountInfo
err := w.SendAuthenticatedHTTPRequest(wexAccountInfo, url.Values{}, &result)
if err != nil {
return result, err
}
if result.Error != "" {
return result, errors.New(result.Error)
}
return result, nil
}
// GetActiveOrders returns the active orders for a specific currency
func (w *WEX) GetActiveOrders(pair string) (map[string]ActiveOrders, error) {
req := url.Values{}
req.Add("pair", pair)
var result map[string]ActiveOrders
return result, w.SendAuthenticatedHTTPRequest(wexActiveOrders, req, &result)
}
// GetOrderInfo returns the order info for a specific order ID
func (w *WEX) GetOrderInfo(OrderID int64) (map[string]OrderInfo, error) {
req := url.Values{}
req.Add("order_id", strconv.FormatInt(OrderID, 10))
var result map[string]OrderInfo
return result, w.SendAuthenticatedHTTPRequest(wexOrderInfo, req, &result)
}
// CancelOrder cancels an order for a specific order ID
func (w *WEX) CancelOrder(OrderID int64) (bool, error) {
req := url.Values{}
req.Add("order_id", strconv.FormatInt(OrderID, 10))
var result CancelOrder
err := w.SendAuthenticatedHTTPRequest(wexCancelOrder, req, &result)
if err != nil {
return false, err
}
if result.Error != "" {
return false, errors.New(result.Error)
}
return true, nil
}
// Trade places an order and returns the order ID if successful or an error
func (w *WEX) Trade(pair, orderType string, amount, price float64) (int64, error) {
req := url.Values{}
req.Add("pair", pair)
req.Add("type", orderType)
req.Add("amount", strconv.FormatFloat(amount, 'f', -1, 64))
req.Add("rate", strconv.FormatFloat(price, 'f', -1, 64))
var result Trade
err := w.SendAuthenticatedHTTPRequest(wexTrade, req, &result)
if err != nil {
return 0, err
}
if result.Error != "" {
return 0, errors.New(result.Error)
}
return int64(result.OrderID), nil
}
// GetTransactionHistory returns the transaction history
func (w *WEX) GetTransactionHistory(TIDFrom, Count, TIDEnd int64, order, since, end string) (map[string]TransHistory, error) {
req := url.Values{}
req.Add("from", strconv.FormatInt(TIDFrom, 10))
req.Add("count", strconv.FormatInt(Count, 10))
req.Add("from_id", strconv.FormatInt(TIDFrom, 10))
req.Add("end_id", strconv.FormatInt(TIDEnd, 10))
req.Add("order", order)
req.Add("since", since)
req.Add("end", end)
var result map[string]TransHistory
return result,
w.SendAuthenticatedHTTPRequest(wexTransactionHistory, req, &result)
}
// GetTradeHistory returns the trade history
func (w *WEX) GetTradeHistory(TIDFrom, Count, TIDEnd int64, order, since, end, pair string) (map[string]TradeHistory, error) {
req := url.Values{}
req.Add("from", strconv.FormatInt(TIDFrom, 10))
req.Add("count", strconv.FormatInt(Count, 10))
req.Add("from_id", strconv.FormatInt(TIDFrom, 10))
req.Add("end_id", strconv.FormatInt(TIDEnd, 10))
req.Add("order", order)
req.Add("since", since)
req.Add("end", end)
req.Add("pair", pair)
var result map[string]TradeHistory
return result, w.SendAuthenticatedHTTPRequest(wexTradeHistory, req, &result)
}
// WithdrawCoins withdraws coins for a specific coin
func (w *WEX) WithdrawCoins(coin string, amount float64, address string) (WithdrawCoins, error) {
req := url.Values{}
req.Add("coinName", coin)
req.Add("amount", strconv.FormatFloat(amount, 'f', -1, 64))
req.Add("address", address)
var result WithdrawCoins
err := w.SendAuthenticatedHTTPRequest(wexWithdrawCoin, req, &result)
if err != nil {
return result, err
}
if result.Error != "" {
return result, errors.New(result.Error)
}
return result, nil
}
// CoinDepositAddress returns the deposit address for a specific currency
func (w *WEX) CoinDepositAddress(coin string) (string, error) {
req := url.Values{}
req.Add("coinName", coin)
var result CoinDepositAddress
err := w.SendAuthenticatedHTTPRequest(wexCoinDepositAddress, req, &result)
if err != nil {
return result.Address, err
}
if result.Error != "" {
return result.Address, errors.New(result.Error)
}
return result.Address, nil
}
// CreateCoupon creates an exchange coupon for a sepcific currency
func (w *WEX) CreateCoupon(currency string, amount float64) (CreateCoupon, error) {
req := url.Values{}
req.Add("currency", currency)
req.Add("amount", strconv.FormatFloat(amount, 'f', -1, 64))
var result CreateCoupon
err := w.SendAuthenticatedHTTPRequest(wexCreateCoupon, req, &result)
if err != nil {
return result, err
}
if result.Error != "" {
return result, errors.New(result.Error)
}
return result, nil
}
// RedeemCoupon redeems an exchange coupon
func (w *WEX) RedeemCoupon(coupon string) (RedeemCoupon, error) {
req := url.Values{}
req.Add("coupon", coupon)
var result RedeemCoupon
err := w.SendAuthenticatedHTTPRequest(wexRedeemCoupon, req, &result)
if err != nil {
return result, err
}
if result.Error != "" {
return result, errors.New(result.Error)
}
return result, nil
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (w *WEX) SendHTTPRequest(path string, result interface{}) error {
return w.SendPayload("GET", path, nil, nil, result, false, w.Verbose)
}
// SendAuthenticatedHTTPRequest sends an authenticated HTTP request to WEX
func (w *WEX) SendAuthenticatedHTTPRequest(method string, values url.Values, result interface{}) (err error) {
if !w.AuthenticatedAPISupport {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet,
w.Name)
}
if w.Nonce.Get() == 0 {
w.Nonce.Set(time.Now().Unix())
} else {
w.Nonce.Inc()
}
values.Set("nonce", w.Nonce.String())
values.Set("method", method)
encoded := values.Encode()
hmac := common.GetHMAC(common.HashSHA512, []byte(encoded), []byte(w.APISecret))
if w.Verbose {
log.Printf("Sending POST request to %s calling method %s with params %s\n",
w.APIUrlSecondary,
method,
encoded)
}
headers := make(map[string]string)
headers["Key"] = w.APIKey
headers["Sign"] = common.HexEncodeToString(hmac)
headers["Content-Type"] = "application/x-www-form-urlencoded"
return w.SendPayload("POST",
w.APIUrlSecondary,
headers,
strings.NewReader(encoded),
result,
true,
w.Verbose)
}