Files
gocryptotrader/exchanges/exmo/exmo_wrapper.go
Ryan O'Hara-Reid da3402476e tool/exchange_wrapper_coverage: fix regression and implement reflection (#837)
* cmd/tools/exchange: fix regression and implement reflection so as this can dynamically scale to our interface

* exchanges: add comment and fix whoopsie

* exchanges: fix linter issues

* wrapper_cov_tool: add actual full interface method count to get a better perceived deployment

* exchanges/tool: addr glorious nits

* kraken: remove string in test

* exchange_template_tool: fix tmpl issue
2021-11-17 15:41:21 +11:00

753 lines
21 KiB
Go

package exmo
import (
"context"
"errors"
"fmt"
"sort"
"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/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"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/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (e *EXMO) GetDefaultConfig() (*config.Exchange, error) {
e.SetDefaults()
exchCfg := new(config.Exchange)
exchCfg.Name = e.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = e.BaseCurrencies
err := e.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if e.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = e.UpdateTradablePairs(context.TODO(), true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for exmo
func (e *EXMO) SetDefaults() {
e.Name = "EXMO"
e.Enabled = true
e.Verbose = true
e.API.CredentialsValidator.RequiresKey = true
e.API.CredentialsValidator.RequiresSecret = true
requestFmt := &currency.PairFormat{
Delimiter: currency.UnderscoreDelimiter,
Uppercase: true,
Separator: ",",
}
configFmt := &currency.PairFormat{
Delimiter: currency.UnderscoreDelimiter,
Uppercase: true,
}
err := e.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
e.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,
SubmitOrder: true,
DepositHistory: true,
WithdrawalHistory: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CryptoDepositFee: true,
CryptoWithdrawalFee: true,
MultiChainDeposits: true,
MultiChainWithdrawals: true,
MultiChainDepositRequiresChainSet: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithSetup |
exchange.NoFiatWithdrawals,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
e.Requester = request.New(e.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(request.NewBasicRateLimit(exmoRateInterval, exmoRequestRate)))
e.API.Endpoints = e.NewEndpoints()
err = e.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: exmoAPIURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
}
// Setup takes in the supplied exchange configuration details and sets params
func (e *EXMO) Setup(exch *config.Exchange) error {
if err := exch.Validate(); err != nil {
return err
}
if !exch.Enabled {
e.SetEnabled(false)
return nil
}
return e.SetupDefaults(exch)
}
// Start starts the EXMO go routine
func (e *EXMO) Start(wg *sync.WaitGroup) error {
if wg == nil {
return fmt.Errorf("%T %w", wg, common.ErrNilPointer)
}
wg.Add(1)
go func() {
e.Run()
wg.Done()
}()
return nil
}
// Run implements the EXMO wrapper
func (e *EXMO) Run() {
if e.Verbose {
e.PrintEnabledPairs()
}
if !e.GetEnabledFeatures().AutoPairUpdates {
return
}
err := e.UpdateTradablePairs(context.TODO(), false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", e.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (e *EXMO) FetchTradablePairs(ctx context.Context, asset asset.Item) ([]string, error) {
pairs, err := e.GetPairSettings(ctx)
if err != nil {
return nil, err
}
var currencies []string
for x := range pairs {
currencies = append(currencies, x)
}
return currencies, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (e *EXMO) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
pairs, err := e.FetchTradablePairs(ctx, asset.Spot)
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
return e.UpdatePairs(p, asset.Spot, false, forceUpdate)
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (e *EXMO) UpdateTickers(ctx context.Context, a asset.Item) error {
result, err := e.GetTicker(ctx)
if err != nil {
return err
}
pairs, err := e.GetEnabledPairs(a)
if err != nil {
return err
}
for i := range pairs {
for j := range result {
if !strings.EqualFold(pairs[i].String(), j) {
continue
}
err = ticker.ProcessTicker(&ticker.Price{
Pair: pairs[i],
Last: result[j].Last,
Ask: result[j].Sell,
High: result[j].High,
Bid: result[j].Buy,
Low: result[j].Low,
Volume: result[j].Volume,
ExchangeName: e.Name,
AssetType: a})
if err != nil {
return err
}
}
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (e *EXMO) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
if err := e.UpdateTickers(ctx, a); err != nil {
return nil, err
}
return ticker.GetTicker(e.Name, p, a)
}
// FetchTicker returns the ticker for a currency pair
func (e *EXMO) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tick, err := ticker.GetTicker(e.Name, p, assetType)
if err != nil {
return e.UpdateTicker(ctx, p, assetType)
}
return tick, nil
}
// FetchOrderbook returns the orderbook for a currency pair
func (e *EXMO) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(e.Name, p, assetType)
if err != nil {
return e.UpdateOrderbook(ctx, p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (e *EXMO) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
callingBook := &orderbook.Base{
Exchange: e.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: e.CanVerifyOrderbook,
}
enabledPairs, err := e.GetEnabledPairs(assetType)
if err != nil {
return callingBook, err
}
pairsCollated, err := e.FormatExchangeCurrencies(enabledPairs, assetType)
if err != nil {
return callingBook, err
}
result, err := e.GetOrderbook(ctx, pairsCollated)
if err != nil {
return callingBook, err
}
for i := range enabledPairs {
book := &orderbook.Base{
Exchange: e.Name,
Pair: enabledPairs[i],
Asset: assetType,
VerifyOrderbook: e.CanVerifyOrderbook,
}
curr, err := e.FormatExchangeCurrency(enabledPairs[i], assetType)
if err != nil {
return callingBook, err
}
data, ok := result[curr.String()]
if !ok {
continue
}
for y := range data.Ask {
var price, amount float64
price, err = strconv.ParseFloat(data.Ask[y][0], 64)
if err != nil {
return book, err
}
amount, err = strconv.ParseFloat(data.Ask[y][1], 64)
if err != nil {
return book, err
}
book.Asks = append(book.Asks, orderbook.Item{
Price: price,
Amount: amount,
})
}
for y := range data.Bid {
var price, amount float64
price, err = strconv.ParseFloat(data.Bid[y][0], 64)
if err != nil {
return book, err
}
amount, err = strconv.ParseFloat(data.Bid[y][1], 64)
if err != nil {
return book, err
}
book.Bids = append(book.Bids, orderbook.Item{
Price: price,
Amount: amount,
})
}
err = book.Process()
if err != nil {
return book, err
}
}
return orderbook.Get(e.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// Exmo exchange
func (e *EXMO) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var response account.Holdings
response.Exchange = e.Name
result, err := e.GetUserInfo(ctx)
if err != nil {
return response, err
}
var currencies []account.Balance
for x, y := range result.Balances {
var exchangeCurrency account.Balance
exchangeCurrency.CurrencyName = currency.NewCode(x)
for z, w := range result.Reserved {
if z == x {
avail, _ := strconv.ParseFloat(y, 64)
reserved, _ := strconv.ParseFloat(w, 64)
exchangeCurrency.TotalValue = avail + reserved
exchangeCurrency.Hold = reserved
}
}
currencies = append(currencies, exchangeCurrency)
}
response.Accounts = append(response.Accounts, account.SubAccount{
Currencies: currencies,
})
err = account.Process(&response)
if err != nil {
return account.Holdings{}, err
}
return response, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (e *EXMO) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(e.Name, assetType)
if err != nil {
return e.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (e *EXMO) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (e *EXMO) GetWithdrawalsHistory(ctx context.Context, c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
return nil, common.ErrNotYetImplemented
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (e *EXMO) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
p, err = e.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
var tradeData map[string][]Trades
tradeData, err = e.GetTrades(ctx, p.String())
if err != nil {
return nil, err
}
var resp []trade.Data
mapData := tradeData[p.String()]
for i := range mapData {
var side order.Side
side, err = order.StringToOrderSide(mapData[i].Type)
if err != nil {
return nil, err
}
resp = append(resp, trade.Data{
Exchange: e.Name,
TID: strconv.FormatInt(mapData[i].TradeID, 10),
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: mapData[i].Price,
Amount: mapData[i].Quantity,
Timestamp: time.Unix(mapData[i].Date, 0),
})
}
err = e.AddTradesToBuffer(resp...)
if err != nil {
return nil, err
}
sort.Sort(trade.ByDate(resp))
return resp, nil
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (e *EXMO) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (e *EXMO) SubmitOrder(ctx context.Context, s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
var oT string
switch s.Type {
case order.Limit:
return submitOrderResponse, errors.New("unsupported order type")
case order.Market:
if s.Side == order.Sell {
oT = "market_sell"
} else {
oT = "market_buy"
}
}
fPair, err := e.FormatExchangeCurrency(s.Pair, s.AssetType)
if err != nil {
return submitOrderResponse, err
}
response, err := e.CreateOrder(ctx, fPair.String(), oT, s.Price, s.Amount)
if err != nil {
return submitOrderResponse, err
}
if response > 0 {
submitOrderResponse.OrderID = strconv.FormatInt(response, 10)
}
submitOrderResponse.IsOrderPlaced = true
if s.Type == order.Market {
submitOrderResponse.FullyMatched = true
}
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (e *EXMO) ModifyOrder(ctx context.Context, action *order.Modify) (order.Modify, error) {
return order.Modify{}, common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (e *EXMO) CancelOrder(ctx context.Context, o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
orderIDInt, err := strconv.ParseInt(o.ID, 10, 64)
if err != nil {
return err
}
return e.CancelExistingOrder(ctx, orderIDInt)
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (e *EXMO) CancelBatchOrders(ctx context.Context, o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (e *EXMO) CancelAllOrders(ctx context.Context, _ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
openOrders, err := e.GetOpenOrders(ctx)
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range openOrders {
err = e.CancelExistingOrder(ctx, openOrders[i].OrderID)
if err != nil {
cancelAllOrdersResponse.Status[strconv.FormatInt(openOrders[i].OrderID, 10)] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns order information based on order ID
func (e *EXMO) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (e *EXMO) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, chain string) (*deposit.Address, error) {
fullAddr, err := e.GetCryptoDepositAddress(ctx)
if err != nil {
return nil, err
}
curr := cryptocurrency.Upper().String()
if chain != "" && !strings.EqualFold(chain, curr) {
curr += strings.ToUpper(chain)
}
addr, ok := fullAddr[curr]
if !ok {
chains, err := e.GetAvailableTransferChains(ctx, cryptocurrency)
if err != nil {
return nil, err
}
if len(chains) > 1 {
// rather than assume, return an error
return nil, fmt.Errorf("currency %s has %v chains available, one must be specified", cryptocurrency, chains)
}
return nil, fmt.Errorf("deposit address for %s could not be found, please generate via the exmo website", cryptocurrency.String())
}
var tag string
if strings.Contains(addr, ",") {
split := strings.Split(addr, ",")
addr, tag = split[0], split[1]
}
return &deposit.Address{
Address: addr,
Tag: tag,
Chain: chain,
}, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (e *EXMO) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
resp, err := e.WithdrawCryptocurrency(ctx,
withdrawRequest.Currency.String(),
withdrawRequest.Crypto.Address,
withdrawRequest.Crypto.AddressTag,
withdrawRequest.Crypto.Chain,
withdrawRequest.Amount)
return &withdraw.ExchangeResponse{
ID: strconv.FormatInt(resp, 10),
}, err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (e *EXMO) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (e *EXMO) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (e *EXMO) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if feeBuilder == nil {
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
}
if !e.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return e.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (e *EXMO) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
resp, err := e.GetOpenOrders(ctx)
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range resp {
var symbol currency.Pair
symbol, err = currency.NewPairDelimiter(resp[i].Pair, "_")
if err != nil {
return nil, err
}
orderDate := time.Unix(resp[i].Created, 0)
orderSide := order.Side(strings.ToUpper(resp[i].Type))
orders = append(orders, order.Detail{
ID: strconv.FormatInt(resp[i].OrderID, 10),
Amount: resp[i].Quantity,
Date: orderDate,
Price: resp[i].Price,
Side: orderSide,
Exchange: e.Name,
Pair: symbol,
})
}
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (e *EXMO) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
if len(req.Pairs) == 0 {
return nil, errors.New("currency must be supplied")
}
var allTrades []UserTrades
for i := range req.Pairs {
fpair, err := e.FormatExchangeCurrency(req.Pairs[i], asset.Spot)
if err != nil {
return nil, err
}
resp, err := e.GetUserTrades(ctx, fpair.String(), "", "10000")
if err != nil {
return nil, err
}
for j := range resp {
allTrades = append(allTrades, resp[j]...)
}
}
var orders []order.Detail
for i := range allTrades {
pair, err := currency.NewPairDelimiter(allTrades[i].Pair, "_")
if err != nil {
return nil, err
}
orderDate := time.Unix(allTrades[i].Date, 0)
orderSide := order.Side(strings.ToUpper(allTrades[i].Type))
detail := order.Detail{
ID: strconv.FormatInt(allTrades[i].TradeID, 10),
Amount: allTrades[i].Quantity,
ExecutedAmount: allTrades[i].Quantity,
Cost: allTrades[i].Amount,
CostAsset: pair.Quote,
Date: orderDate,
Price: allTrades[i].Price,
Side: orderSide,
Exchange: e.Name,
Pair: pair,
}
detail.InferCostsAndTimes()
orders = append(orders, detail)
}
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (e *EXMO) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
_, err := e.UpdateAccountInfo(ctx, assetType)
return e.CheckTransientError(err)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (e *EXMO) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrFunctionNotSupported
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (e *EXMO) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrFunctionNotSupported
}
// GetAvailableTransferChains returns the available transfer blockchains for the specific
// cryptocurrency
func (e *EXMO) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
chains, err := e.GetCryptoPaymentProvidersList(ctx)
if err != nil {
return nil, err
}
methods, ok := chains[cryptocurrency.Upper().String()]
if !ok {
return nil, errors.New("no available chains")
}
var availChains []string
for x := range methods {
if methods[x].Type == "deposit" && methods[x].Enabled {
chain := methods[x].Name
if strings.Contains(chain, "(") && strings.Contains(chain, ")") {
chain = chain[strings.Index(chain, "(")+1 : strings.Index(chain, ")")]
}
availChains = append(availChains, chain)
}
}
return availChains, nil
}