Files
gocryptotrader/exchanges/hitbtc/hitbtc.go
Scott 978b91a692 GetActiveOrders/GetOrderHistory wrapper implementation (#239)
* Adds signature to all exchange wrappers

* Adds funky new OrderHistoryRequest type. Updates signature for GetOrderHistory to use funky new type. Adds tests for GetOrderHistory on all exchanges. Implements GetOrderHistory for ANX

* Fixes alphapoint, bitstamp, itbit, zb tests. Adds exchange functions FilterOrdersByStatusAndType, FilterOrdersByTickRange, FilterOrdersByCurrencies to easily filter returned orders. Adds tests for filters. Implements GetOrderHistory wrapper for Binance, bitfinex, bithumb, bitmex. Adds new filter funcs to implementations.

* Adds bitstamp wrapper support

* Splits up GetOrderHistory into GetOpenOrders and GetOrderHistory wraapper functions to distinguish between active and past. Renames exchange.GetOrderHistoryRequest to exchange.GetOrdersRequest. Renames any API exchange method named GetOpenOrders to GetActiveOrders. Adds test function TestGetOpenOrders for each exchange

* Reimplements the split GetOrders and GetOrderHistory for alphapoint, anx, binance, bitfinex, bithumb, bitmex, bitstamp and bittrex. Renames orderType, orderStatus constants. Adds new exchange.FilterOrdersBySide and exchange.FilterOrdersByType and removes old exchange.FilterOrdersByStatusAndType.

* Changes orderHistoryRequest to use currencypair array instead of strings, also adds fees and trade breakdown. Removes if statement preventing ANX/BTCMarkets testing. Implements Active order + Order history retrieval for Bittrex and BTCMarkets.

* Adds support for coinut and coinbasepro

* Adds Exmo support

* Adds GateIO support

* Adds Gemini support

* Adds hitbtc, huobi, hadax,  itbit, kraken support for open orders & order history. Fixes switch case break and fallthroughs. Adds filtering to gateio and gemini results

* Adds support for LakeBTC, Liqui, Localbitcoin, OKCoin, OKEX

* Adds poloniex support

* Adds Wex support

* Adds Yobit support. Updates Wex support

* Adds ZB support. Removes ArrangeActAssert from tests

* Changes baseCurrency + quoteCurrency exchange.OrderDetail properties to a pair.CurrencyPair. Adds exchange name to all implementations. Fixes EXMO TestSetup

* Removes verbose setting from tests as verbosity increases the amount of noise return when testing. Noise is only helpful when debugging tests to get more helpful information to resolve the issue and so it is unnecessary to have such lengthy output when testing in bulk or via Travis CI. This commit therefore improves readability when there are no issues

* Fixes issue where gemini test sandbox api url was overridden. Handles blank response from Gemini

* Fixes verbose typo

* Removes spacing for old act assert test comments. Limits previous infinite loop to 10

* Fixes issue with filtering where orderside is never specified

* Uses proper capitalisation for ServerOrderID and OpenOrders. Reverts commenting out orde_id param for bithumb.GetOrderDetails. Removes unnecessary int logic

* Removes JSON ID fields. Uses map where appropriate for exchange order side/type. Updates OrderDetail/GetOrdersRequest type to use time fields. Remvoes comments. Removes inappropriate variable name. Adds AccountID field for alphapoint. Fixes log message formatting. Lowers errorfs to warnfs for time conversion

* Adds missed files

* Removes blank line

* Adds sorting options for orders. Adds concurrency warnings in comments. Adds test for NewCurrencyPairWithDelimiter. Removes (e *Base) from filter funcs. Updates references to filter funcs

* Fixes rebase issues. Condenses append loops.

* Fixes more receive typos. Removes some inline strings. Adds AskOrderSide and BidOrderSide. Removes hypothetical infinite loop

* Fixes issue where allTrades wasn't used in loop. Fixes assignment/typing issues

* Fixes formatting
2019-02-05 10:44:05 +11:00

661 lines
18 KiB
Go

package hitbtc
import (
"bytes"
"errors"
"fmt"
"net/url"
"strconv"
"time"
"github.com/gorilla/websocket"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/config"
"github.com/thrasher-/gocryptotrader/currency/symbol"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/request"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
log "github.com/thrasher-/gocryptotrader/logger"
)
const (
// API
apiURL = "https://api.hitbtc.com"
// Public
apiV2Trades = "api/2/public/trades"
apiV2Currency = "api/2/public/currency"
apiV2Symbol = "api/2/public/symbol"
apiV2Ticker = "api/2/public/ticker"
apiV2Orderbook = "api/2/public/orderbook"
apiV2Candles = "api/2/public/candles"
// Authenticated
apiV2Balance = "api/2/trading/balance"
apiV2CryptoAddress = "api/2/account/crypto/address"
apiV2CryptoWithdraw = "api/2/account/crypto/withdraw"
apiV2TradeHistory = "api/2/history/trades"
apiV2OrderHistory = "api/2/history/order"
apiv2OpenOrders = "api/2/order"
apiV2FeeInfo = "api/2/trading/fee"
orders = "order"
orderBuy = "api/2/order"
orderSell = "sell"
orderMove = "moveOrder"
tradableBalances = "returnTradableBalances"
transferBalance = "transferBalance"
hitbtcAuthRate = 0
hitbtcUnauthRate = 0
)
// HitBTC is the overarching type across the hitbtc package
type HitBTC struct {
exchange.Base
WebsocketConn *websocket.Conn
}
// SetDefaults sets default settings for hitbtc
func (h *HitBTC) SetDefaults() {
h.Name = "HitBTC"
h.Enabled = false
h.Fee = 0
h.Verbose = false
h.RESTPollingDelay = 10
h.APIWithdrawPermissions = exchange.AutoWithdrawCrypto |
exchange.NoFiatWithdrawals
h.RequestCurrencyPairFormat.Delimiter = ""
h.RequestCurrencyPairFormat.Uppercase = true
h.ConfigCurrencyPairFormat.Delimiter = "-"
h.ConfigCurrencyPairFormat.Uppercase = true
h.AssetTypes = []string{ticker.Spot}
h.SupportsAutoPairUpdating = true
h.SupportsRESTTickerBatching = true
h.Requester = request.New(h.Name,
request.NewRateLimit(time.Second, hitbtcAuthRate),
request.NewRateLimit(time.Second, hitbtcUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
h.APIUrlDefault = apiURL
h.APIUrl = h.APIUrlDefault
h.WebsocketInit()
h.Websocket.Functionality = exchange.WebsocketTickerSupported |
exchange.WebsocketOrderbookSupported
}
// Setup sets user exchange configuration settings
func (h *HitBTC) Setup(exch config.ExchangeConfig) {
if !exch.Enabled {
h.SetEnabled(false)
} else {
h.Enabled = true
h.AuthenticatedAPISupport = exch.AuthenticatedAPISupport
h.SetAPIKeys(exch.APIKey, exch.APISecret, "", false)
h.SetHTTPClientTimeout(exch.HTTPTimeout)
h.SetHTTPClientUserAgent(exch.HTTPUserAgent)
h.RESTPollingDelay = exch.RESTPollingDelay // Max 60000ms
h.Verbose = exch.Verbose
h.Websocket.SetEnabled(exch.Websocket)
h.BaseCurrencies = common.SplitStrings(exch.BaseCurrencies, ",")
h.AvailablePairs = common.SplitStrings(exch.AvailablePairs, ",")
h.EnabledPairs = common.SplitStrings(exch.EnabledPairs, ",")
err := h.SetCurrencyPairFormat()
if err != nil {
log.Fatal(err)
}
err = h.SetAssetTypes()
if err != nil {
log.Fatal(err)
}
err = h.SetAutoPairDefaults()
if err != nil {
log.Fatal(err)
}
err = h.SetAPIURL(exch)
if err != nil {
log.Fatal(err)
}
err = h.SetClientProxyAddress(exch.ProxyAddress)
if err != nil {
log.Fatal(err)
}
err = h.WebsocketSetup(h.WsConnect,
exch.Name,
exch.Websocket,
hitbtcWebsocketAddress,
exch.WebsocketURL)
if err != nil {
log.Fatal(err)
}
}
}
// Public Market Data
// https://api.hitbtc.com/?python#market-data
// GetCurrencies returns the actual list of available currencies, tokens, ICO
// etc.
func (h *HitBTC) GetCurrencies() (map[string]Currencies, error) {
type Response struct {
Data []Currencies
}
resp := Response{}
path := fmt.Sprintf("%s/%s", h.APIUrl, apiV2Currency)
ret := make(map[string]Currencies)
err := h.SendHTTPRequest(path, &resp.Data)
if err != nil {
return ret, err
}
for _, id := range resp.Data {
ret[id.ID] = id
}
return ret, err
}
// GetCurrency returns the actual list of available currencies, tokens, ICO
// etc.
func (h *HitBTC) GetCurrency(currency string) (Currencies, error) {
type Response struct {
Data Currencies
}
resp := Response{}
path := fmt.Sprintf("%s/%s/%s", h.APIUrl, apiV2Currency, currency)
return resp.Data, h.SendHTTPRequest(path, &resp.Data)
}
// GetSymbols Return the actual list of currency symbols (currency pairs) traded
// on HitBTC exchange. The first listed currency of a symbol is called the base
// currency, and the second currency is called the quote currency. The currency
// pair indicates how much of the quote currency is needed to purchase one unit
// of the base currency.
func (h *HitBTC) GetSymbols(symbol string) ([]string, error) {
resp := []Symbol{}
path := fmt.Sprintf("%s/%s/%s", h.APIUrl, apiV2Symbol, symbol)
ret := make([]string, 0, len(resp))
err := h.SendHTTPRequest(path, &resp)
if err != nil {
return ret, err
}
for _, x := range resp {
ret = append(ret, x.ID)
}
return ret, err
}
// GetSymbolsDetailed is the same as above but returns an array of symbols with
// all their details.
func (h *HitBTC) GetSymbolsDetailed() ([]Symbol, error) {
resp := []Symbol{}
path := fmt.Sprintf("%s/%s", h.APIUrl, apiV2Symbol)
return resp, h.SendHTTPRequest(path, &resp)
}
// GetTicker returns ticker information
func (h *HitBTC) GetTicker(symbol string) (map[string]Ticker, error) {
resp1 := []TickerResponse{}
resp2 := TickerResponse{}
ret := make(map[string]TickerResponse)
result := make(map[string]Ticker)
path := fmt.Sprintf("%s/%s/%s", h.APIUrl, apiV2Ticker, symbol)
var err error
if symbol == "" {
err = h.SendHTTPRequest(path, &resp1)
if err != nil {
return nil, err
}
for _, item := range resp1 {
if item.Symbol != "" {
ret[item.Symbol] = item
}
}
} else {
err = h.SendHTTPRequest(path, &resp2)
ret[resp2.Symbol] = resp2
}
if err == nil {
for x, y := range ret {
tick := Ticker{}
ask, _ := strconv.ParseFloat(y.Ask, 64)
tick.Ask = ask
bid, _ := strconv.ParseFloat(y.Bid, 64)
tick.Bid = bid
high, _ := strconv.ParseFloat(y.High, 64)
tick.High = high
last, _ := strconv.ParseFloat(y.Last, 64)
tick.Last = last
low, _ := strconv.ParseFloat(y.Low, 64)
tick.Low = low
open, _ := strconv.ParseFloat(y.Open, 64)
tick.Open = open
vol, _ := strconv.ParseFloat(y.Volume, 64)
tick.Volume = vol
volQuote, _ := strconv.ParseFloat(y.VolumeQuote, 64)
tick.VolumeQuote = volQuote
tick.Symbol = y.Symbol
tick.Timestamp = y.Timestamp
result[x] = tick
}
}
return result, err
}
// GetTrades returns trades from hitbtc
func (h *HitBTC) GetTrades(currencyPair, from, till, limit, offset, by, sort string) ([]TradeHistory, error) {
// start Number or Datetime
// end Number or Datetime
// limit Number
// offset Number
// by Filtration definition. Accepted values: id, timestamh. Default timestamp
// sort Default DESC
vals := url.Values{}
if from != "" {
vals.Set("from", from)
}
if till != "" {
vals.Set("till", till)
}
if limit != "" {
vals.Set("limit", limit)
}
if offset != "" {
vals.Set("offset", offset)
}
if by != "" {
vals.Set("by", by)
}
if sort != "" {
vals.Set("sort", sort)
}
resp := []TradeHistory{}
path := fmt.Sprintf("%s/%s/%s?%s", h.APIUrl, apiV2Trades, currencyPair, vals.Encode())
return resp, h.SendHTTPRequest(path, &resp)
}
// GetOrderbook an order book is an electronic list of buy and sell orders for a
// specific symbol, organized by price level.
func (h *HitBTC) GetOrderbook(currencyPair string, limit int) (Orderbook, error) {
// limit Limit of orderbook levels, default 100. Set 0 to view full orderbook levels
vals := url.Values{}
if limit != 0 {
vals.Set("limit", strconv.Itoa(limit))
}
resp := OrderbookResponse{}
path := fmt.Sprintf("%s/%s/%s?%s", h.APIUrl, apiV2Orderbook, currencyPair, vals.Encode())
err := h.SendHTTPRequest(path, &resp)
if err != nil {
return Orderbook{}, err
}
ob := Orderbook{}
ob.Asks = append(ob.Asks, resp.Asks...)
ob.Bids = append(ob.Bids, resp.Bids...)
return ob, nil
}
// GetCandles returns candles which is used for OHLC a specific symbol.
// Note: Result contain candles only with non zero volume.
func (h *HitBTC) GetCandles(currencyPair, limit, period string) ([]ChartData, error) {
// limit Limit of candles, default 100.
// period One of: M1 (one minute), M3, M5, M15, M30, H1, H4, D1, D7, 1M (one month). Default is M30 (30 minutes).
vals := url.Values{}
if limit != "" {
vals.Set("limit", limit)
}
if period != "" {
vals.Set("period", period)
}
resp := []ChartData{}
path := fmt.Sprintf("%s/%s/%s?%s", h.APIUrl, apiV2Candles, currencyPair, vals.Encode())
return resp, h.SendHTTPRequest(path, &resp)
}
// Authenticated Market Data
// https://api.hitbtc.com/?python#market-data
// GetBalances returns full balance for your account
func (h *HitBTC) GetBalances() (map[string]Balance, error) {
result := []Balance{}
err := h.SendAuthenticatedHTTPRequest("GET", apiV2Balance, url.Values{}, &result)
ret := make(map[string]Balance)
if err != nil {
return ret, err
}
for _, item := range result {
ret[item.Currency] = item
}
return ret, nil
}
// GetDepositAddresses returns a deposit address for a specific currency
func (h *HitBTC) GetDepositAddresses(currency string) (DepositCryptoAddresses, error) {
var resp DepositCryptoAddresses
return resp,
h.SendAuthenticatedHTTPRequest("GET",
apiV2CryptoAddress+"/"+currency,
url.Values{},
&resp)
}
// GenerateNewAddress generates a new deposit address for a currency
func (h *HitBTC) GenerateNewAddress(currency string) (DepositCryptoAddresses, error) {
resp := DepositCryptoAddresses{}
err := h.SendAuthenticatedHTTPRequest("POST", apiV2CryptoAddress+"/"+currency, url.Values{}, &resp)
return resp, err
}
// GetActiveorders returns all your active orders
func (h *HitBTC) GetActiveorders(currency string) ([]Order, error) {
resp := []Order{}
err := h.SendAuthenticatedHTTPRequest("GET", orders+"?symbol="+currency, url.Values{}, &resp)
return resp, err
}
// GetTradeHistoryForCurrency returns your trade history
func (h *HitBTC) GetTradeHistoryForCurrency(currency, start, end string) (AuthenticatedTradeHistoryResponse, error) {
values := url.Values{}
if start != "" {
values.Set("start", start)
}
if end != "" {
values.Set("end", end)
}
values.Set("currencyPair", currency)
result := AuthenticatedTradeHistoryResponse{}
return result, h.SendAuthenticatedHTTPRequest("POST", apiV2TradeHistory, values, &result.Data)
}
// GetTradeHistoryForAllCurrencies returns your trade history
func (h *HitBTC) GetTradeHistoryForAllCurrencies(currency, start, end string) (AuthenticatedTradeHistoryAll, error) {
values := url.Values{}
if start != "" {
values.Set("start", start)
}
if end != "" {
values.Set("end", end)
}
values.Set("currencyPair", "all")
result := AuthenticatedTradeHistoryAll{}
return result, h.SendAuthenticatedHTTPRequest("POST", apiV2TradeHistory, values, &result.Data)
}
// GetOrders List of your order history.
func (h *HitBTC) GetOrders(currency string) ([]OrderHistoryResponse, error) {
values := url.Values{}
values.Set("symbol", currency)
var result []OrderHistoryResponse
return result, h.SendAuthenticatedHTTPRequest("GET", apiV2OrderHistory, values, &result)
}
// GetOpenOrders List of your currently open orders.
func (h *HitBTC) GetOpenOrders(currency string) ([]OrderHistoryResponse, error) {
values := url.Values{}
values.Set("symbol", currency)
var result []OrderHistoryResponse
return result, h.SendAuthenticatedHTTPRequest("GET", apiv2OpenOrders, values, &result)
}
// PlaceOrder places an order on the exchange
func (h *HitBTC) PlaceOrder(currency string, rate, amount float64, orderType, side string) (OrderResponse, error) {
result := OrderResponse{}
values := url.Values{}
values.Set("symbol", currency)
values.Set("rate", strconv.FormatFloat(rate, 'f', -1, 64))
values.Set("quantity", strconv.FormatFloat(amount, 'f', -1, 64))
values.Set("side", side)
values.Set("price", strconv.FormatFloat(rate, 'f', -1, 64))
err := h.SendAuthenticatedHTTPRequest("POST", orderBuy, values, &result)
if err != nil {
return result, err
}
return result, nil
}
// CancelExistingOrder cancels a specific order by OrderID
func (h *HitBTC) CancelExistingOrder(orderID int64) (bool, error) {
result := GenericResponse{}
values := url.Values{}
err := h.SendAuthenticatedHTTPRequest("DELETE", orderBuy+"/"+strconv.FormatInt(orderID, 10), values, &result)
if err != nil {
return false, err
}
if result.Success != 1 {
return false, errors.New(result.Error)
}
return true, nil
}
// CancelAllExistingOrders cancels all open orders
func (h *HitBTC) CancelAllExistingOrders() ([]Order, error) {
var result []Order
values := url.Values{}
err := h.SendAuthenticatedHTTPRequest("DELETE", orderBuy, values, &result)
if err != nil {
return result, err
}
return result, nil
}
// MoveOrder generates a new move order
func (h *HitBTC) MoveOrder(orderID int64, rate, amount float64) (MoveOrderResponse, error) {
result := MoveOrderResponse{}
values := url.Values{}
values.Set("orderNumber", strconv.FormatInt(orderID, 10))
values.Set("rate", strconv.FormatFloat(rate, 'f', -1, 64))
if amount != 0 {
values.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
}
err := h.SendAuthenticatedHTTPRequest("POST", orderMove, values, &result)
if err != nil {
return result, err
}
if result.Success != 1 {
return result, errors.New(result.Error)
}
return result, nil
}
// Withdraw allows for the withdrawal to a specific address
func (h *HitBTC) Withdraw(currency, address string, amount float64) (bool, error) {
result := Withdraw{}
values := url.Values{}
values.Set("currency", currency)
values.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
values.Set("address", address)
err := h.SendAuthenticatedHTTPRequest("POST", apiV2CryptoWithdraw, values, &result)
if err != nil {
return false, err
}
if result.Error != "" {
return false, errors.New(result.Error)
}
return true, nil
}
// GetFeeInfo returns current fee information
func (h *HitBTC) GetFeeInfo(currencyPair string) (Fee, error) {
result := Fee{}
err := h.SendAuthenticatedHTTPRequest("GET", apiV2FeeInfo+"/"+currencyPair, url.Values{}, &result)
return result, err
}
// GetTradableBalances returns current tradable balances
func (h *HitBTC) GetTradableBalances() (map[string]map[string]float64, error) {
type Response struct {
Data map[string]map[string]interface{}
}
result := Response{}
err := h.SendAuthenticatedHTTPRequest("POST", tradableBalances, url.Values{}, &result.Data)
if err != nil {
return nil, err
}
balances := make(map[string]map[string]float64)
for x, y := range result.Data {
balances[x] = make(map[string]float64)
for z, w := range y {
balances[x][z], _ = strconv.ParseFloat(w.(string), 64)
}
}
return balances, nil
}
// TransferBalance transfers a balance
func (h *HitBTC) TransferBalance(currency, from, to string, amount float64) (bool, error) {
values := url.Values{}
result := GenericResponse{}
values.Set("currency", currency)
values.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
values.Set("fromAccount", from)
values.Set("toAccount", to)
err := h.SendAuthenticatedHTTPRequest("POST", transferBalance, values, &result)
if err != nil {
return false, err
}
if result.Error != "" && result.Success != 1 {
return false, errors.New(result.Error)
}
return true, nil
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (h *HitBTC) SendHTTPRequest(path string, result interface{}) error {
return h.SendPayload("GET", path, nil, nil, result, false, h.Verbose)
}
// SendAuthenticatedHTTPRequest sends an authenticated http request
func (h *HitBTC) SendAuthenticatedHTTPRequest(method, endpoint string, values url.Values, result interface{}) error {
if !h.AuthenticatedAPISupport {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet, h.Name)
}
headers := make(map[string]string)
headers["Authorization"] = "Basic " + common.Base64Encode([]byte(h.APIKey+":"+h.APISecret))
path := fmt.Sprintf("%s/%s", h.APIUrl, endpoint)
return h.SendPayload(method, path, headers, bytes.NewBufferString(values.Encode()), result, true, h.Verbose)
}
// GetFee returns an estimate of fee based on type of transaction
func (h *HitBTC) GetFee(feeBuilder exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
feeInfo, err := h.GetFeeInfo(feeBuilder.FirstCurrency + feeBuilder.Delimiter + feeBuilder.SecondCurrency)
if err != nil {
return 0, err
}
fee = calculateTradingFee(feeInfo, feeBuilder.PurchasePrice, feeBuilder.Amount, feeBuilder.IsMaker)
case exchange.CryptocurrencyWithdrawalFee:
currencyInfo, err := h.GetCurrency(feeBuilder.FirstCurrency)
if err != nil {
return 0, err
}
fee, err = strconv.ParseFloat(currencyInfo.PayoutFee, 64)
if err != nil {
return 0, err
}
case exchange.CyptocurrencyDepositFee:
fee = calculateCryptocurrencyDepositFee(feeBuilder.FirstCurrency, feeBuilder.Amount)
}
return fee, nil
}
func calculateCryptocurrencyDepositFee(currency string, amount float64) float64 {
var fee float64
if currency == symbol.BTC {
fee = 0.0006
}
return fee * amount
}
func calculateTradingFee(feeInfo Fee, purchasePrice, amount float64, isMaker bool) float64 {
var volumeFee float64
if isMaker {
volumeFee = feeInfo.ProvideLiquidityRate
} else {
volumeFee = feeInfo.TakeLiquidityRate
}
return volumeFee * amount * purchasePrice
}