Files
gocryptotrader/exchanges/zb/zb.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

438 lines
13 KiB
Go

package zb
import (
"encoding/json"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"strings"
"sync"
"time"
"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 (
zbTradeURL = "http://api.zb.cn/data"
zbMarketURL = "https://trade.zb.cn/api"
zbAPIVersion = "v1"
zbAccountInfo = "getAccountInfo"
zbMarkets = "markets"
zbKline = "kline"
zbOrder = "order"
zbCancelOrder = "cancelOrder"
zbTicker = "ticker"
zbTickers = "allTicker"
zbDepth = "depth"
zbUnfinishedOrdersIgnoreTradeType = "getUnfinishedOrdersIgnoreTradeType"
zbGetOrdersGet = "getOrders"
zbWithdraw = "withdraw"
zbDepositAddress = "getUserAddress"
zbAuthRate = 100
zbUnauthRate = 100
)
// ZB is the overarching type across this package
// 47.91.169.147 api.zb.com
// 47.52.55.212 trade.zb.com
type ZB struct {
WebsocketConn *websocket.Conn
exchange.Base
wsRequestMtx sync.Mutex
}
// SpotNewOrder submits an order to ZB
func (z *ZB) SpotNewOrder(arg SpotNewOrderRequestParams) (int64, error) {
var result SpotNewOrderResponse
vals := url.Values{}
vals.Set("accesskey", z.API.Credentials.Key)
vals.Set("method", "order")
vals.Set("amount", strconv.FormatFloat(arg.Amount, 'f', -1, 64))
vals.Set("currency", arg.Symbol)
vals.Set("price", strconv.FormatFloat(arg.Price, 'f', -1, 64))
vals.Set("tradeType", string(arg.Type))
err := z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &result)
if err != nil {
return 0, err
}
if result.Code != 1000 {
return 0, fmt.Errorf("unsuccessful new order, message: %s code: %d", result.Message, result.Code)
}
newOrderID, err := strconv.ParseInt(result.ID, 10, 64)
if err != nil {
return 0, err
}
return newOrderID, nil
}
// CancelExistingOrder cancels an order
func (z *ZB) CancelExistingOrder(orderID int64, symbol string) error {
type response struct {
Code int `json:"code"` // Result code
Message string `json:"message"` // Result Message
}
vals := url.Values{}
vals.Set("accesskey", z.API.Credentials.Key)
vals.Set("method", "cancelOrder")
vals.Set("id", strconv.FormatInt(orderID, 10))
vals.Set("currency", symbol)
var result response
err := z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &result)
if err != nil {
return err
}
if result.Code != 1000 {
return errors.New(result.Message)
}
return nil
}
// GetAccountInformation returns account information including coin information
// and pricing
func (z *ZB) GetAccountInformation() (AccountsResponse, error) {
var result AccountsResponse
vals := url.Values{}
vals.Set("accesskey", z.API.Credentials.Key)
vals.Set("method", "getAccountInfo")
return result, z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &result)
}
// GetUnfinishedOrdersIgnoreTradeType returns unfinished orders
func (z *ZB) GetUnfinishedOrdersIgnoreTradeType(currency string, pageindex, pagesize int64) ([]Order, error) {
var result []Order
vals := url.Values{}
vals.Set("accesskey", z.API.Credentials.Key)
vals.Set("method", zbUnfinishedOrdersIgnoreTradeType)
vals.Set("currency", currency)
vals.Set("pageIndex", strconv.FormatInt(pageindex, 10))
vals.Set("pageSize", strconv.FormatInt(pagesize, 10))
err := z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &result)
return result, err
}
// GetOrders returns finished orders
func (z *ZB) GetOrders(currency string, pageindex, side int64) ([]Order, error) {
var response []Order
vals := url.Values{}
vals.Set("accesskey", z.API.Credentials.Key)
vals.Set("method", zbGetOrdersGet)
vals.Set("currency", currency)
vals.Set("pageIndex", strconv.FormatInt(pageindex, 10))
vals.Set("tradeType", strconv.FormatInt(side, 10))
return response, z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &response)
}
// GetMarkets returns market information including pricing, symbols and
// each symbols decimal precision
func (z *ZB) GetMarkets() (map[string]MarketResponseItem, error) {
endpoint := fmt.Sprintf("%s/%s/%s", z.API.Endpoints.URL, zbAPIVersion, zbMarkets)
var res interface{}
err := z.SendHTTPRequest(endpoint, &res)
if err != nil {
return nil, err
}
list := res.(map[string]interface{})
result := map[string]MarketResponseItem{}
for k, v := range list {
item := v.(map[string]interface{})
result[k] = MarketResponseItem{
AmountScale: item["amountScale"].(float64),
PriceScale: item["priceScale"].(float64),
}
}
return result, nil
}
// GetLatestSpotPrice returns latest spot price of symbol
//
// symbol: string of currency pair
// 获取最新价格
func (z *ZB) GetLatestSpotPrice(symbol string) (float64, error) {
res, err := z.GetTicker(symbol)
if err != nil {
return 0, err
}
return res.Ticker.Last, nil
}
// GetTicker returns a ticker for a given symbol
func (z *ZB) GetTicker(symbol string) (TickerResponse, error) {
urlPath := fmt.Sprintf("%s/%s/%s?market=%s", z.API.Endpoints.URL, zbAPIVersion, zbTicker, symbol)
var res TickerResponse
err := z.SendHTTPRequest(urlPath, &res)
return res, err
}
// GetTickers returns ticker data for all supported symbols
func (z *ZB) GetTickers() (map[string]TickerChildResponse, error) {
urlPath := fmt.Sprintf("%s/%s/%s", z.API.Endpoints.URL, zbAPIVersion, zbTickers)
resp := make(map[string]TickerChildResponse)
err := z.SendHTTPRequest(urlPath, &resp)
return resp, err
}
// GetOrderbook returns the orderbook for a given symbol
func (z *ZB) GetOrderbook(symbol string) (OrderbookResponse, error) {
urlPath := fmt.Sprintf("%s/%s/%s?market=%s", z.API.Endpoints.URL, zbAPIVersion, zbDepth, symbol)
var res OrderbookResponse
err := z.SendHTTPRequest(urlPath, &res)
if err != nil {
return res, err
}
if len(res.Asks) == 0 {
return res, fmt.Errorf("ZB GetOrderbook asks is empty")
}
if len(res.Bids) == 0 {
return res, fmt.Errorf("ZB GetOrderbook bids is empty")
}
// reverse asks data
var data [][]float64
for x := len(res.Asks); x > 0; x-- {
data = append(data, res.Asks[x-1])
}
res.Asks = data
return res, nil
}
// GetSpotKline returns Kline data
func (z *ZB) GetSpotKline(arg KlinesRequestParams) (KLineResponse, error) {
vals := url.Values{}
vals.Set("type", string(arg.Type))
vals.Set("market", arg.Symbol)
if arg.Since != "" {
vals.Set("since", arg.Since)
}
if arg.Size != 0 {
vals.Set("size", fmt.Sprintf("%d", arg.Size))
}
urlPath := fmt.Sprintf("%s/%s/%s?%s", z.API.Endpoints.URL, zbAPIVersion, zbKline, vals.Encode())
var res KLineResponse
var rawKlines map[string]interface{}
err := z.SendHTTPRequest(urlPath, &rawKlines)
if err != nil {
return res, err
}
if rawKlines == nil || rawKlines["symbol"] == nil {
return res, errors.New("zb GetSpotKline rawKlines is nil")
}
res.Symbol = rawKlines["symbol"].(string)
res.MoneyType = rawKlines["moneyType"].(string)
rawKlineDatasString, _ := json.Marshal(rawKlines["data"].([]interface{}))
var rawKlineDatas [][]interface{}
if err := json.Unmarshal(rawKlineDatasString, &rawKlineDatas); err != nil {
return res, errors.New("zb rawKlines unmarshal failed")
}
for _, k := range rawKlineDatas {
ot, err := convert.TimeFromUnixTimestampFloat(k[0])
if err != nil {
return res, errors.New("zb cannot parse Kline.OpenTime")
}
res.Data = append(res.Data, &KLineResponseData{
ID: k[0].(float64),
KlineTime: ot,
Open: k[1].(float64),
High: k[2].(float64),
Low: k[3].(float64),
Close: k[4].(float64),
Volume: k[5].(float64),
})
}
return res, nil
}
// GetCryptoAddress fetches and returns the deposit address
// NOTE - PLEASE BE AWARE THAT YOU NEED TO GENERATE A DEPOSIT ADDRESS VIA
// LOGGING IN AND NOT BY USING THIS ENDPOINT OTHERWISE THIS WILL GIVE YOU A
// GENERAL ERROR RESPONSE.
func (z *ZB) GetCryptoAddress(currency currency.Code) (UserAddress, error) {
var resp UserAddress
vals := url.Values{}
vals.Set("method", zbDepositAddress)
vals.Set("currency", currency.Lower().String())
return resp,
z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &resp)
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (z *ZB) SendHTTPRequest(path string, result interface{}) error {
return z.SendPayload(http.MethodGet, path, nil, nil, result, false, false, z.Verbose, z.HTTPDebugging)
}
// SendAuthenticatedHTTPRequest sends authenticated requests to the zb API
func (z *ZB) SendAuthenticatedHTTPRequest(httpMethod string, params url.Values, result interface{}) error {
if !z.AllowAuthenticatedRequest() {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet, z.Name)
}
params.Set("accesskey", z.API.Credentials.Key)
hmac := crypto.GetHMAC(crypto.HashMD5,
[]byte(params.Encode()),
[]byte(crypto.Sha1ToHex(z.API.Credentials.Secret)))
params.Set("reqTime", fmt.Sprintf("%d", convert.UnixMillis(time.Now())))
params.Set("sign", fmt.Sprintf("%x", hmac))
urlPath := fmt.Sprintf("%s/%s?%s",
z.API.Endpoints.URLSecondary,
params.Get("method"),
params.Encode())
var intermediary json.RawMessage
errCap := struct {
Code int64 `json:"code"`
Message string `json:"message"`
}{}
err := z.SendPayload(httpMethod,
urlPath,
nil,
strings.NewReader(""),
&intermediary,
true,
false,
z.Verbose,
z.HTTPDebugging)
if err != nil {
return err
}
err = common.JSONDecode(intermediary, &errCap)
if err == nil {
if errCap.Code > 1000 {
return fmt.Errorf("sendAuthenticatedHTTPRequest error code: %d message %s",
errCap.Code,
errorCode[errCap.Code])
}
}
return common.JSONDecode(intermediary, result)
}
// GetFee returns an estimate of fee based on type of transaction
func (z *ZB) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
case exchange.CryptocurrencyWithdrawalFee:
fee = getWithdrawalFee(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(purchasePrice, amount float64) (fee float64) {
fee = 0.002
return fee * amount * purchasePrice
}
func getWithdrawalFee(c currency.Code) float64 {
return WithdrawalFees[c]
}
var errorCode = map[int64]string{
1000: "Successful call",
1001: "General error message",
1002: "internal error",
1003: "Verification failed",
1004: "Financial security password lock",
1005: "The fund security password is incorrect. Please confirm and re-enter.",
1006: "Real-name certification is awaiting review or review",
1009: "This interface is being maintained",
1010: "Not open yet",
1012: "Insufficient permissions",
1013: "Can not trade, if you have any questions, please contact online customer service",
1014: "Cannot be sold during the pre-sale period",
2002: "Insufficient balance in Bitcoin account",
2003: "Insufficient balance of Litecoin account",
2005: "Insufficient balance in Ethereum account",
2006: "Insufficient balance in ETC currency account",
2007: "Insufficient balance of BTS currency account",
2009: "Insufficient account balance",
3001: "Pending order not found",
3002: "Invalid amount",
3003: "Invalid quantity",
3004: "User does not exist",
3005: "Invalid parameter",
3006: "Invalid IP or inconsistent with the bound IP",
3007: "Request time has expired",
3008: "Transaction history not found",
4001: "API interface is locked",
4002: "Request too frequently",
}
// Withdraw transfers funds
func (z *ZB) Withdraw(currency, address, safepassword string, amount, fees float64, itransfer bool) (string, error) {
type response struct {
Code int `json:"code"` // Result code
Message string `json:"message"` // Result Message
ID string `json:"id"` // Withdrawal ID
}
vals := url.Values{}
vals.Set("accesskey", z.API.Credentials.Key)
vals.Set("amount", fmt.Sprintf("%v", amount))
vals.Set("currency", currency)
vals.Set("fees", fmt.Sprintf("%v", fees))
vals.Set("itransfer", fmt.Sprintf("%v", itransfer))
vals.Set("method", "withdraw")
vals.Set("recieveAddr", address)
vals.Set("safePwd", safepassword)
var resp response
err := z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &resp)
if err != nil {
return "", err
}
if resp.Code != 1000 {
return "", errors.New(resp.Message)
}
return resp.ID, nil
}