Files
gocryptotrader/exchanges/bittrex/bittrex_wrapper.go
2019-11-11 17:11:11 +11:00

555 lines
16 KiB
Go

package bittrex
import (
"errors"
"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/asset"
"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/websocket/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
// GetDefaultConfig returns a default exchange config
func (b *Bittrex) GetDefaultConfig() (*config.ExchangeConfig, error) {
b.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = b.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = b.BaseCurrencies
err := b.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = b.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults method assignes the default values for Bittrex
func (b *Bittrex) SetDefaults() {
b.Name = "Bittrex"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
b.CurrencyPairs = currency.PairsManager{
AssetTypes: asset.Items{
asset.Spot,
},
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Delimiter: "-",
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Delimiter: "-",
Uppercase: true,
},
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: false,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
GetOrders: true,
CancelOrder: true,
SubmitOrder: true,
DepositHistory: true,
WithdrawalHistory: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
CryptoWithdrawalFee: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.NoFiatWithdrawals,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
b.Requester = request.New(b.Name,
request.NewRateLimit(time.Second, bittrexAuthRate),
request.NewRateLimit(time.Second, bittrexUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
b.API.Endpoints.URLDefault = bittrexAPIURL
b.API.Endpoints.URL = b.API.Endpoints.URLDefault
}
// Setup method sets current configuration details if enabled
func (b *Bittrex) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
return b.SetupDefaults(exch)
}
// Start starts the Bittrex go routine
func (b *Bittrex) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the Bittrex wrapper
func (b *Bittrex) Run() {
if b.Verbose {
b.PrintEnabledPairs()
}
forceUpdate := false
if !common.StringDataContains(b.GetEnabledPairs(asset.Spot).Strings(), "-") ||
!common.StringDataContains(b.GetAvailablePairs(asset.Spot).Strings(), "-") {
forceUpdate = true
enabledPairs := []string{"USDT-BTC"}
log.Warn(log.ExchangeSys, "Available pairs for Bittrex reset due to config upgrade, please enable the ones you would like again")
err := b.UpdatePairs(currency.NewPairsFromStrings(enabledPairs), asset.Spot, true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
b.Name,
err)
}
}
if !b.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err := b.UpdateTradablePairs(forceUpdate)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
b.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (b *Bittrex) FetchTradablePairs(asset asset.Item) ([]string, error) {
markets, err := b.GetMarkets()
if err != nil {
return nil, err
}
var pairs []string
for x := range markets.Result {
if !markets.Result[x].IsActive || markets.Result[x].MarketName == "" {
continue
}
pairs = append(pairs, markets.Result[x].MarketName)
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *Bittrex) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := b.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
return b.UpdatePairs(currency.NewPairsFromStrings(pairs), asset.Spot, false, forceUpdate)
}
// GetAccountInfo Retrieves balances for all enabled currencies for the
// Bittrex exchange
func (b *Bittrex) GetAccountInfo() (exchange.AccountInfo, error) {
var response exchange.AccountInfo
response.Exchange = b.GetName()
accountBalance, err := b.GetAccountBalances()
if err != nil {
return response, err
}
var currencies []exchange.AccountCurrencyInfo
for i := 0; i < len(accountBalance.Result); i++ {
var exchangeCurrency exchange.AccountCurrencyInfo
exchangeCurrency.CurrencyName = currency.NewCode(accountBalance.Result[i].Currency)
exchangeCurrency.TotalValue = accountBalance.Result[i].Balance
exchangeCurrency.Hold = accountBalance.Result[i].Balance - accountBalance.Result[i].Available
currencies = append(currencies, exchangeCurrency)
}
response.Accounts = append(response.Accounts, exchange.Account{
Currencies: currencies,
})
return response, nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bittrex) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
var tickerPrice ticker.Price
ticks, err := b.GetMarketSummaries()
if err != nil {
return tickerPrice, err
}
pairs := b.GetEnabledPairs(assetType)
for i := range pairs {
for j := range ticks.Result {
if !strings.EqualFold(ticks.Result[j].MarketName, pairs[i].String()) {
continue
}
tickerTime, _ := time.Parse(time.RFC3339, ticks.Result[j].TimeStamp)
tickerPrice = ticker.Price{
Last: ticks.Result[j].Last,
High: ticks.Result[j].High,
Low: ticks.Result[j].Low,
Bid: ticks.Result[j].Bid,
Ask: ticks.Result[j].Ask,
Volume: ticks.Result[j].BaseVolume,
QuoteVolume: ticks.Result[j].Volume,
Close: ticks.Result[j].PrevDay,
Pair: pairs[i],
LastUpdated: tickerTime,
}
err = ticker.ProcessTicker(b.GetName(), &tickerPrice, assetType)
if err != nil {
log.Error(log.Ticker, err)
}
}
}
return ticker.GetTicker(b.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (b *Bittrex) FetchTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
tick, err := ticker.GetTicker(b.GetName(), p, assetType)
if err != nil {
return b.UpdateTicker(p, assetType)
}
return tick, nil
}
// FetchOrderbook returns the orderbook for a currency pair
func (b *Bittrex) FetchOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
ob, err := orderbook.Get(b.GetName(), p, assetType)
if err != nil {
return b.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bittrex) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := b.GetOrderbook(b.FormatExchangeCurrency(p, assetType).String())
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Result.Buy {
orderBook.Bids = append(orderBook.Bids,
orderbook.Item{
Amount: orderbookNew.Result.Buy[x].Quantity,
Price: orderbookNew.Result.Buy[x].Rate,
},
)
}
for x := range orderbookNew.Result.Sell {
orderBook.Asks = append(orderBook.Asks,
orderbook.Item{
Amount: orderbookNew.Result.Sell[x].Quantity,
Price: orderbookNew.Result.Sell[x].Rate,
},
)
}
orderBook.Pair = p
orderBook.ExchangeName = b.GetName()
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(b.Name, p, assetType)
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *Bittrex) GetFundingHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (b *Bittrex) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (b *Bittrex) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
buy := s.OrderSide == order.Buy
if s.OrderType != order.Limit {
return submitOrderResponse,
errors.New("limit orders only supported on exchange")
}
var response UUID
var err error
if buy {
response, err = b.PlaceBuyLimit(s.Pair.String(),
s.Amount,
s.Price)
} else {
response, err = b.PlaceSellLimit(s.Pair.String(),
s.Amount,
s.Price)
}
if response.Result.ID != "" {
submitOrderResponse.OrderID = response.Result.ID
}
if err == nil {
submitOrderResponse.IsOrderPlaced = true
}
return submitOrderResponse, err
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bittrex) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Bittrex) CancelOrder(order *order.Cancel) error {
_, err := b.CancelExistingOrder(order.OrderID)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *Bittrex) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
openOrders, err := b.GetOpenOrders("")
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range openOrders.Result {
_, err := b.CancelExistingOrder(openOrders.Result[i].OrderUUID)
if err != nil {
cancelAllOrdersResponse.Status[openOrders.Result[i].OrderUUID] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (b *Bittrex) GetOrderInfo(orderID string) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *Bittrex) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
depositAddr, err := b.GetCryptoDepositAddress(cryptocurrency.String())
if err != nil {
return "", err
}
return depositAddr.Result.Address, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *Bittrex) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoWithdrawRequest) (string, error) {
uuid, err := b.Withdraw(withdrawRequest.Currency.String(), withdrawRequest.AddressTag, withdrawRequest.Address, withdrawRequest.Amount)
return uuid.Result.ID, err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bittrex) WithdrawFiatFunds(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bittrex) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (b *Bittrex) GetWebsocket() (*wshandler.Websocket, error) {
return nil, common.ErrNotYetImplemented
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *Bittrex) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !b.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return b.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (b *Bittrex) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
var currPair string
if len(req.Currencies) == 1 {
currPair = req.Currencies[0].String()
}
resp, err := b.GetOpenOrders(currPair)
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range resp.Result {
orderDate, err := time.Parse(time.RFC3339, resp.Result[i].Opened)
if err != nil {
log.Warnf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
b.Name,
"GetActiveOrders",
resp.Result[i].OrderUUID,
resp.Result[i].Opened)
}
pair := currency.NewPairDelimiter(resp.Result[i].Exchange,
b.GetPairFormat(asset.Spot, false).Delimiter)
orderType := order.Type(strings.ToUpper(resp.Result[i].Type))
orders = append(orders, order.Detail{
Amount: resp.Result[i].Quantity,
RemainingAmount: resp.Result[i].QuantityRemaining,
Price: resp.Result[i].Price,
OrderDate: orderDate,
ID: resp.Result[i].OrderUUID,
Exchange: b.Name,
OrderType: orderType,
CurrencyPair: pair,
})
}
order.FilterOrdersByType(&orders, req.OrderType)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByCurrencies(&orders, req.Currencies)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *Bittrex) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
var currPair string
if len(req.Currencies) == 1 {
currPair = req.Currencies[0].String()
}
resp, err := b.GetOrderHistoryForCurrency(currPair)
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range resp.Result {
orderDate, err := time.Parse(time.RFC3339, resp.Result[i].TimeStamp)
if err != nil {
log.Warnf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
b.Name,
"GetActiveOrders",
resp.Result[i].OrderUUID,
resp.Result[i].Opened)
}
pair := currency.NewPairDelimiter(resp.Result[i].Exchange,
b.GetPairFormat(asset.Spot, false).Delimiter)
orderType := order.Type(strings.ToUpper(resp.Result[i].Type))
orders = append(orders, order.Detail{
Amount: resp.Result[i].Quantity,
RemainingAmount: resp.Result[i].QuantityRemaining,
Price: resp.Result[i].Price,
OrderDate: orderDate,
ID: resp.Result[i].OrderUUID,
Exchange: b.Name,
OrderType: orderType,
Fee: resp.Result[i].Commission,
CurrencyPair: pair,
})
}
order.FilterOrdersByType(&orders, req.OrderType)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByCurrencies(&orders, req.Currencies)
return orders, nil
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (b *Bittrex) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (b *Bittrex) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// GetSubscriptions returns a copied list of subscriptions
func (b *Bittrex) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return nil, common.ErrFunctionNotSupported
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (b *Bittrex) AuthenticateWebsocket() error {
return common.ErrFunctionNotSupported
}