Files
gocryptotrader/exchanges/gateio/gateio.go
Scott 3a66e99899 Authenticated Websocket support (#315)
* Improves subscribing by not allowing duplicates. Adds bitmex auth support

* Adds coinbase pro support. Partial BTCC support. Adds WebsocketAuthenticatedEndpointsSupported websocket feature. Adds GateIO support

* Adds Coinut support

* Moves Coinut WS types to file. Implements Gemini's secure WS endpoint

* Adds HitBTC ws authenticated support. Fixes var names

* Adds huobi and hadax authenticated websocket support

* Adds auth to okgroup (okex, okcoin). Fixes some linting

* Adds Poloniex support

* Adds ZB support

* Adds proper bitmex support

* Improves bitfinex support, improves websocket functionality definitions

* Fixes coinbasepro auth

* Tests all endpoints

* go formatting, importing, linting run

* Adds wrapper supports

* General clean up. Data race destruction

* Improves testing on all exchanges except ZB

* Fixes ZB hashing, parsing and tests

* minor nits before someone else sees them <_<

* Fixes some nits pertaining to variable usage, comments, typos and rate limiting

* Addresses nits regarding types and test responses where applicable

* fmt import

* Fixes linting issues

* No longer returns an error on failure to authenticate, just logs. Adds new AuthenticatedWebsocketAPISupport config value to allow a user to seperate auth from REST and WS. Prevents WS auth if AuthenticatedWebsocketAPISupport is false, adds additional login check 'CanUseAuthenticatedEndpoints' for when login only occurs once (not per request). Removes unnecessary time.Sleeps from code. Moves WS auth error logic to auth function so that wrappers can get involved in all the auth fun. New-fandangled shared test package, used exclusively in testing, will be the store of all the constant boilerplate things like timeout values. Moves WS test setup function to only run once when there are multiple WS endpoint tests. Cleans up some struct types

* Increases test coverage with tests for config.areAuthenticatedCredentialsValid config.CheckExchangeConfigValues, exchange.SetAPIKeys, exchange.GetAuthenticatedAPISupport, exchange_websocket.CanUseAuthenticatedEndpoitns and exchange_websocket.SetCanUseAuthenticatedEndpoints. Adds b.Websocket.SetCanUseAuthenticatedEndpoints(false) when bitfinex fails to authenticate
Fixes a typo. gofmt and goimport

* Trim Test Typos

* Reformats various websocket types. Adds more specific error messaging to config.areAuthenticatedCredentialsValid
2019-06-19 13:19:01 +10:00

539 lines
14 KiB
Go

package gateio
import (
"encoding/json"
"errors"
"fmt"
"net/http"
"strconv"
"strings"
"sync"
"github.com/gorilla/websocket"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/common/convert"
"github.com/thrasher-/gocryptotrader/common/crypto"
"github.com/thrasher-/gocryptotrader/currency"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
)
const (
gateioTradeURL = "https://api.gateio.io"
gateioMarketURL = "https://data.gateio.io"
gateioAPIVersion = "api2/1"
gateioSymbol = "pairs"
gateioMarketInfo = "marketinfo"
gateioKline = "candlestick2"
gateioOrder = "private"
gateioBalances = "private/balances"
gateioCancelOrder = "private/cancelOrder"
gateioCancelAllOrders = "private/cancelAllOrders"
gateioWithdraw = "private/withdraw"
gateioOpenOrders = "private/openOrders"
gateioTradeHistory = "private/tradeHistory"
gateioDepositAddress = "private/depositAddress"
gateioTicker = "ticker"
gateioTickers = "tickers"
gateioOrderbook = "orderBook"
gateioAuthRate = 100
gateioUnauthRate = 100
gateioGenerateAddress = "New address is being generated for you, please wait a moment and refresh this page. "
)
// Gateio is the overarching type across this package
type Gateio struct {
WebsocketConn *websocket.Conn
exchange.Base
wsRequestMtx sync.Mutex
}
// GetSymbols returns all supported symbols
func (g *Gateio) GetSymbols() ([]string, error) {
var result []string
urlPath := fmt.Sprintf("%s/%s/%s", g.API.Endpoints.URLSecondary, gateioAPIVersion, gateioSymbol)
err := g.SendHTTPRequest(urlPath, &result)
if err != nil {
return nil, nil
}
return result, err
}
// GetMarketInfo returns information about all trading pairs, including
// transaction fee, minimum order quantity, price accuracy and so on
func (g *Gateio) GetMarketInfo() (MarketInfoResponse, error) {
type response struct {
Result string `json:"result"`
Pairs []interface{} `json:"pairs"`
}
urlPath := fmt.Sprintf("%s/%s/%s", g.API.Endpoints.URLSecondary, gateioAPIVersion, gateioMarketInfo)
var res response
var result MarketInfoResponse
err := g.SendHTTPRequest(urlPath, &res)
if err != nil {
return result, err
}
result.Result = res.Result
for _, v := range res.Pairs {
item := v.(map[string]interface{})
for itemk, itemv := range item {
pairv := itemv.(map[string]interface{})
result.Pairs = append(result.Pairs, MarketInfoPairsResponse{
Symbol: itemk,
DecimalPlaces: pairv["decimal_places"].(float64),
MinAmount: pairv["min_amount"].(float64),
Fee: pairv["fee"].(float64),
})
}
}
return result, nil
}
// GetLatestSpotPrice returns latest spot price of symbol
// updated every 10 seconds
//
// symbol: string of currency pair
func (g *Gateio) GetLatestSpotPrice(symbol string) (float64, error) {
res, err := g.GetTicker(symbol)
if err != nil {
return 0, err
}
return res.Last, nil
}
// GetTicker returns a ticker for the supplied symbol
// updated every 10 seconds
func (g *Gateio) GetTicker(symbol string) (TickerResponse, error) {
urlPath := fmt.Sprintf("%s/%s/%s/%s", g.API.Endpoints.URLSecondary, gateioAPIVersion, gateioTicker, symbol)
var res TickerResponse
return res, g.SendHTTPRequest(urlPath, &res)
}
// GetTickers returns tickers for all symbols
func (g *Gateio) GetTickers() (map[string]TickerResponse, error) {
urlPath := fmt.Sprintf("%s/%s/%s", g.API.Endpoints.URLSecondary, gateioAPIVersion, gateioTickers)
resp := make(map[string]TickerResponse)
err := g.SendHTTPRequest(urlPath, &resp)
if err != nil {
return nil, err
}
return resp, nil
}
// GetOrderbook returns the orderbook data for a suppled symbol
func (g *Gateio) GetOrderbook(symbol string) (Orderbook, error) {
urlPath := fmt.Sprintf("%s/%s/%s/%s", g.API.Endpoints.URLSecondary, gateioAPIVersion, gateioOrderbook, symbol)
var resp OrderbookResponse
err := g.SendHTTPRequest(urlPath, &resp)
if err != nil {
return Orderbook{}, err
}
if resp.Result != "true" {
return Orderbook{}, errors.New("result was not true")
}
var ob Orderbook
if len(resp.Asks) == 0 {
return ob, errors.New("asks are empty")
}
// Asks are in reverse order
for x := len(resp.Asks) - 1; x != 0; x-- {
data := resp.Asks[x]
price, err := strconv.ParseFloat(data[0], 64)
if err != nil {
continue
}
amount, err := strconv.ParseFloat(data[1], 64)
if err != nil {
continue
}
ob.Asks = append(ob.Asks, OrderbookItem{Price: price, Amount: amount})
}
if len(resp.Bids) == 0 {
return ob, errors.New("bids are empty")
}
for x := range resp.Bids {
data := resp.Bids[x]
price, err := strconv.ParseFloat(data[0], 64)
if err != nil {
continue
}
amount, err := strconv.ParseFloat(data[1], 64)
if err != nil {
continue
}
ob.Bids = append(ob.Bids, OrderbookItem{Price: price, Amount: amount})
}
ob.Result = resp.Result
ob.Elapsed = resp.Elapsed
return ob, nil
}
// GetSpotKline returns kline data for the most recent time period
func (g *Gateio) GetSpotKline(arg KlinesRequestParams) ([]*KLineResponse, error) {
urlPath := fmt.Sprintf("%s/%s/%s/%s?group_sec=%d&range_hour=%d",
g.API.Endpoints.URLSecondary,
gateioAPIVersion,
gateioKline,
arg.Symbol,
arg.GroupSec,
arg.HourSize)
var rawKlines map[string]interface{}
err := g.SendHTTPRequest(urlPath, &rawKlines)
if err != nil {
return nil, err
}
var result []*KLineResponse
if rawKlines == nil || rawKlines["data"] == nil {
return nil, fmt.Errorf("rawKlines is nil. Err: %s", err)
}
rawKlineDatasString, _ := json.Marshal(rawKlines["data"].([]interface{}))
var rawKlineDatas [][]interface{}
if err := json.Unmarshal(rawKlineDatasString, &rawKlineDatas); err != nil {
return nil, fmt.Errorf("rawKlines unmarshal failed. Err: %s", err)
}
for _, k := range rawKlineDatas {
otString, _ := strconv.ParseFloat(k[0].(string), 64)
ot, err := convert.TimeFromUnixTimestampFloat(otString)
if err != nil {
return nil, fmt.Errorf("cannot parse Kline.OpenTime. Err: %s", err)
}
_vol, err := convert.FloatFromString(k[1])
if err != nil {
return nil, fmt.Errorf("cannot parse Kline.Volume. Err: %s", err)
}
_id, err := convert.FloatFromString(k[0])
if err != nil {
return nil, fmt.Errorf("cannot parse Kline.Id. Err: %s", err)
}
_close, err := convert.FloatFromString(k[2])
if err != nil {
return nil, fmt.Errorf("cannot parse Kline.Close. Err: %s", err)
}
_high, err := convert.FloatFromString(k[3])
if err != nil {
return nil, fmt.Errorf("cannot parse Kline.High. Err: %s", err)
}
_low, err := convert.FloatFromString(k[4])
if err != nil {
return nil, fmt.Errorf("cannot parse Kline.Low. Err: %s", err)
}
_open, err := convert.FloatFromString(k[5])
if err != nil {
return nil, fmt.Errorf("cannot parse Kline.Open. Err: %s", err)
}
result = append(result, &KLineResponse{
ID: _id,
KlineTime: ot,
Volume: _vol,
Close: _close,
High: _high,
Low: _low,
Open: _open,
})
}
return result, nil
}
// GetBalances obtains the users account balance
func (g *Gateio) GetBalances() (BalancesResponse, error) {
var result BalancesResponse
return result,
g.SendAuthenticatedHTTPRequest(http.MethodPost, gateioBalances, "", &result)
}
// SpotNewOrder places a new order
func (g *Gateio) SpotNewOrder(arg SpotNewOrderRequestParams) (SpotNewOrderResponse, error) {
var result SpotNewOrderResponse
// Be sure to use the correct price precision before calling this
params := fmt.Sprintf("currencyPair=%s&rate=%s&amount=%s",
arg.Symbol,
strconv.FormatFloat(arg.Price, 'f', -1, 64),
strconv.FormatFloat(arg.Amount, 'f', -1, 64),
)
urlPath := fmt.Sprintf("%s/%s", gateioOrder, arg.Type)
return result, g.SendAuthenticatedHTTPRequest(http.MethodPost, urlPath, params, &result)
}
// CancelExistingOrder cancels an order given the supplied orderID and symbol
// orderID order ID number
// symbol trade pair (ltc_btc)
func (g *Gateio) CancelExistingOrder(orderID int64, symbol string) (bool, error) {
type response struct {
Result bool `json:"result"`
Code int `json:"code"`
Message string `json:"message"`
}
var result response
// Be sure to use the correct price precision before calling this
params := fmt.Sprintf("orderNumber=%d&currencyPair=%s",
orderID,
symbol,
)
err := g.SendAuthenticatedHTTPRequest(http.MethodPost, gateioCancelOrder, params, &result)
if err != nil {
return false, err
}
if !result.Result {
return false, fmt.Errorf("code:%d message:%s", result.Code, result.Message)
}
return true, nil
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (g *Gateio) SendHTTPRequest(path string, result interface{}) error {
return g.SendPayload(http.MethodGet, path, nil, nil, result, false, false, g.Verbose, g.HTTPDebugging)
}
// CancelAllExistingOrders all orders for a given symbol and side
// orderType (0: sell,1: buy,-1: unlimited)
func (g *Gateio) CancelAllExistingOrders(orderType int64, symbol string) error {
type response struct {
Result bool `json:"result"`
Code int `json:"code"`
Message string `json:"message"`
}
var result response
params := fmt.Sprintf("type=%d&currencyPair=%s",
orderType,
symbol,
)
err := g.SendAuthenticatedHTTPRequest(http.MethodPost, gateioCancelAllOrders, params, &result)
if err != nil {
return err
}
if !result.Result {
return fmt.Errorf("code:%d message:%s", result.Code, result.Message)
}
return nil
}
// GetOpenOrders retrieves all open orders with an optional symbol filter
func (g *Gateio) GetOpenOrders(symbol string) (OpenOrdersResponse, error) {
var params string
var result OpenOrdersResponse
if symbol != "" {
params = fmt.Sprintf("currencyPair=%s", symbol)
}
err := g.SendAuthenticatedHTTPRequest(http.MethodPost, gateioOpenOrders, params, &result)
if err != nil {
return result, err
}
if result.Code > 0 {
return result, fmt.Errorf("code:%d message:%s", result.Code, result.Message)
}
return result, nil
}
// GetTradeHistory retrieves all orders with an optional symbol filter
func (g *Gateio) GetTradeHistory(symbol string) (TradHistoryResponse, error) {
var params string
var result TradHistoryResponse
params = fmt.Sprintf("currencyPair=%s", symbol)
err := g.SendAuthenticatedHTTPRequest(http.MethodPost, gateioTradeHistory, params, &result)
if err != nil {
return result, err
}
if result.Code > 0 {
return result, fmt.Errorf("code:%d message:%s", result.Code, result.Message)
}
return result, nil
}
// GenerateSignature returns hash for authenticated requests
func (g *Gateio) GenerateSignature(message string) []byte {
return crypto.GetHMAC(crypto.HashSHA512, []byte(message),
[]byte(g.API.Credentials.Secret))
}
// SendAuthenticatedHTTPRequest sends authenticated requests to the Gateio API
// To use this you must setup an APIKey and APISecret from the exchange
func (g *Gateio) SendAuthenticatedHTTPRequest(method, endpoint, param string, result interface{}) error {
if !g.AllowAuthenticatedRequest() {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet,
g.Name)
}
headers := make(map[string]string)
headers["Content-Type"] = "application/x-www-form-urlencoded"
headers["key"] = g.API.Credentials.Key
hmac := g.GenerateSignature(param)
headers["sign"] = crypto.HexEncodeToString(hmac)
urlPath := fmt.Sprintf("%s/%s/%s", g.API.Endpoints.URL, gateioAPIVersion, endpoint)
var intermidiary json.RawMessage
err := g.SendPayload(method,
urlPath,
headers,
strings.NewReader(param),
&intermidiary,
true,
false,
g.Verbose,
g.HTTPDebugging)
if err != nil {
return err
}
errCap := struct {
Result bool `json:"result,string"`
Code int `json:"code"`
Message string `json:"message"`
}{}
if err := common.JSONDecode(intermidiary, &errCap); err == nil {
if !errCap.Result {
return fmt.Errorf("%s auth request error, code: %d message: %s",
g.Name,
errCap.Code,
errCap.Message)
}
}
return common.JSONDecode(intermidiary, result)
}
// GetFee returns an estimate of fee based on type of transaction
func (g *Gateio) GetFee(feeBuilder *exchange.FeeBuilder) (fee float64, err error) {
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
feePairs, err := g.GetMarketInfo()
if err != nil {
return 0, err
}
currencyPair := feeBuilder.Pair.Base.String() +
feeBuilder.Pair.Delimiter +
feeBuilder.Pair.Quote.String()
var feeForPair float64
for _, i := range feePairs.Pairs {
if strings.EqualFold(currencyPair, i.Symbol) {
feeForPair = i.Fee
}
}
if feeForPair == 0 {
return 0, fmt.Errorf("currency '%s' failed to find fee data",
currencyPair)
}
fee = calculateTradingFee(feeForPair,
feeBuilder.PurchasePrice,
feeBuilder.Amount)
case exchange.CryptocurrencyWithdrawalFee:
fee = getCryptocurrencyWithdrawalFee(feeBuilder.Pair.Base)
case exchange.OfflineTradeFee:
fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
// getOfflineTradeFee calculates the worst case-scenario trading fee
func getOfflineTradeFee(price, amount float64) float64 {
return 0.002 * price * amount
}
func calculateTradingFee(feeForPair, purchasePrice, amount float64) float64 {
return (feeForPair / 100) * purchasePrice * amount
}
func getCryptocurrencyWithdrawalFee(c currency.Code) float64 {
return WithdrawalFees[c]
}
// WithdrawCrypto withdraws cryptocurrency to your selected wallet
func (g *Gateio) WithdrawCrypto(currency, address string, amount float64) (string, error) {
type response struct {
Result bool `json:"result"`
Message string `json:"message"`
Code int `json:"code"`
}
var result response
params := fmt.Sprintf("currency=%v&amount=%v&address=%v",
currency,
address,
amount,
)
err := g.SendAuthenticatedHTTPRequest(http.MethodPost, gateioWithdraw, params, &result)
if err != nil {
return "", err
}
if !result.Result {
return "", fmt.Errorf("code:%d message:%s", result.Code, result.Message)
}
return result.Message, nil
}
// GetCryptoDepositAddress returns a deposit address for a cryptocurrency
func (g *Gateio) GetCryptoDepositAddress(currency string) (string, error) {
type response struct {
Result bool `json:"result,string"`
Code int `json:"code"`
Message string `json:"message"`
Address string `json:"addr"`
}
var result response
params := fmt.Sprintf("currency=%s",
currency)
err := g.SendAuthenticatedHTTPRequest(http.MethodPost, gateioDepositAddress, params, &result)
if err != nil {
return "", err
}
if !result.Result {
return "", fmt.Errorf("code:%d message:%s", result.Code, result.Message)
}
return result.Address, nil
}