gocryptotrader/exchanges/coinbasepro/coinbasepro_wrapper.go

package coinbasepro

import (
	"errors"
	"fmt"
	"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/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"
	"github.com/thrasher-corp/gocryptotrader/exchanges/withdraw"
	"github.com/thrasher-corp/gocryptotrader/log"
)

// GetDefaultConfig returns a default exchange config
func (c *CoinbasePro) GetDefaultConfig() (*config.ExchangeConfig, error) {
	c.SetDefaults()
	exchCfg := new(config.ExchangeConfig)
	exchCfg.Name = c.Name
	exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
	exchCfg.BaseCurrencies = c.BaseCurrencies

	err := c.SetupDefaults(exchCfg)
	if err != nil {
		return nil, err
	}

	if c.Features.Supports.RESTCapabilities.AutoPairUpdates {
		err = c.UpdateTradablePairs(true)
		if err != nil {
			return nil, err
		}
	}

	return exchCfg, nil
}

// SetDefaults sets default values for the exchange
func (c *CoinbasePro) SetDefaults() {
	c.Name = "CoinbasePro"
	c.Enabled = true
	c.Verbose = true
	c.API.CredentialsValidator.RequiresKey = true
	c.API.CredentialsValidator.RequiresSecret = true
	c.API.CredentialsValidator.RequiresClientID = true
	c.API.CredentialsValidator.RequiresBase64DecodeSecret = true

	c.CurrencyPairs = currency.PairsManager{
		AssetTypes: asset.Items{
			asset.Spot,
		},
		UseGlobalFormat: true,
		RequestFormat: &currency.PairFormat{
			Delimiter: "-",
			Uppercase: true,
		},
		ConfigFormat: &currency.PairFormat{
			Delimiter: "-",
			Uppercase: true,
		},
	}

	c.Features = exchange.Features{
		Supports: exchange.FeaturesSupported{
			REST:      true,
			Websocket: true,
			RESTCapabilities: protocol.Features{
				TickerFetching:    true,
				KlineFetching:     true,
				TradeFetching:     true,
				OrderbookFetching: true,
				AutoPairUpdates:   true,
				AccountInfo:       true,
				GetOrder:          true,
				GetOrders:         true,
				CancelOrders:      true,
				CancelOrder:       true,
				SubmitOrder:       true,
				DepositHistory:    true,
				WithdrawalHistory: true,
				UserTradeHistory:  true,
				CryptoDeposit:     true,
				CryptoWithdrawal:  true,
				FiatDeposit:       true,
				FiatWithdraw:      true,
				TradeFee:          true,
				FiatDepositFee:    true,
				FiatWithdrawalFee: true,
				CandleHistory:     true,
			},
			WebsocketCapabilities: protocol.Features{
				TickerFetching:         true,
				OrderbookFetching:      true,
				Subscribe:              true,
				Unsubscribe:            true,
				AuthenticatedEndpoints: true,
				MessageSequenceNumbers: true,
			},
			WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
				exchange.AutoWithdrawFiatWithAPIPermission,
		},
		Enabled: exchange.FeaturesEnabled{
			AutoPairUpdates: true,
		},
	}

	c.Requester = request.New(c.Name,
		common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
		SetRateLimit())

	c.API.Endpoints.URLDefault = coinbaseproAPIURL
	c.API.Endpoints.URL = c.API.Endpoints.URLDefault
	c.API.Endpoints.WebsocketURL = coinbaseproWebsocketURL
	c.Websocket = wshandler.New()
	c.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
	c.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
	c.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}

// Setup initialises the exchange parameters with the current configuration
func (c *CoinbasePro) Setup(exch *config.ExchangeConfig) error {
	if !exch.Enabled {
		c.SetEnabled(false)
		return nil
	}

	err := c.SetupDefaults(exch)
	if err != nil {
		return err
	}

	err = c.Websocket.Setup(
		&wshandler.WebsocketSetup{
			Enabled:                          exch.Features.Enabled.Websocket,
			Verbose:                          exch.Verbose,
			AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
			WebsocketTimeout:                 exch.WebsocketTrafficTimeout,
			DefaultURL:                       coinbaseproWebsocketURL,
			ExchangeName:                     exch.Name,
			RunningURL:                       exch.API.Endpoints.WebsocketURL,
			Connector:                        c.WsConnect,
			Subscriber:                       c.Subscribe,
			UnSubscriber:                     c.Unsubscribe,
			Features:                         &c.Features.Supports.WebsocketCapabilities,
		})
	if err != nil {
		return err
	}

	c.WebsocketConn = &wshandler.WebsocketConnection{
		ExchangeName:         c.Name,
		URL:                  c.Websocket.GetWebsocketURL(),
		ProxyURL:             c.Websocket.GetProxyAddress(),
		Verbose:              c.Verbose,
		ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
		ResponseMaxLimit:     exch.WebsocketResponseMaxLimit,
	}

	c.Websocket.Orderbook.Setup(
		exch.WebsocketOrderbookBufferLimit,
		true,
		true,
		false,
		false,
		exch.Name)
	return nil
}

// Start starts the coinbasepro go routine
func (c *CoinbasePro) Start(wg *sync.WaitGroup) {
	wg.Add(1)
	go func() {
		c.Run()
		wg.Done()
	}()
}

// Run implements the coinbasepro wrapper
func (c *CoinbasePro) Run() {
	if c.Verbose {
		log.Debugf(log.ExchangeSys,
			"%s Websocket: %s. (url: %s).\n",
			c.Name,
			common.IsEnabled(c.Websocket.IsEnabled()),
			coinbaseproWebsocketURL)
		c.PrintEnabledPairs()
	}

	forceUpdate := false
	delim := c.GetPairFormat(asset.Spot, false).Delimiter
	if !common.StringDataContains(c.CurrencyPairs.GetPairs(asset.Spot,
		true).Strings(), delim) ||
		!common.StringDataContains(c.CurrencyPairs.GetPairs(asset.Spot,
			false).Strings(), delim) {
		enabledPairs := currency.NewPairsFromStrings(
			[]string{currency.BTC.String() + delim + currency.USD.String()},
		)
		log.Warn(log.ExchangeSys,
			"Enabled pairs for CoinbasePro reset due to config upgrade, please enable the ones you would like to use again")
		forceUpdate = true

		err := c.UpdatePairs(enabledPairs, asset.Spot, true, true)
		if err != nil {
			log.Errorf(log.ExchangeSys, "%s failed to update currencies. Err: %s\n", c.Name, err)
		}
	}

	if !c.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
		return
	}

	err := c.UpdateTradablePairs(forceUpdate)
	if err != nil {
		log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", c.Name, err)
	}
}

// FetchTradablePairs returns a list of the exchanges tradable pairs
func (c *CoinbasePro) FetchTradablePairs(asset asset.Item) ([]string, error) {
	pairs, err := c.GetProducts()
	if err != nil {
		return nil, err
	}

	var products []string
	for x := range pairs {
		products = append(products, pairs[x].BaseCurrency+
			c.GetPairFormat(asset, false).Delimiter+
			pairs[x].QuoteCurrency)
	}

	return products, nil
}

// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (c *CoinbasePro) UpdateTradablePairs(forceUpdate bool) error {
	pairs, err := c.FetchTradablePairs(asset.Spot)
	if err != nil {
		return err
	}

	return c.UpdatePairs(currency.NewPairsFromStrings(pairs), asset.Spot, false, forceUpdate)
}

// UpdateAccountInfo retrieves balances for all enabled currencies for the
// coinbasepro exchange
func (c *CoinbasePro) UpdateAccountInfo() (account.Holdings, error) {
	var response account.Holdings
	response.Exchange = c.Name
	accountBalance, err := c.GetAccounts()
	if err != nil {
		return response, err
	}

	var currencies []account.Balance
	for i := range accountBalance {
		var exchangeCurrency account.Balance
		exchangeCurrency.CurrencyName = currency.NewCode(accountBalance[i].Currency)
		exchangeCurrency.TotalValue = accountBalance[i].Available
		exchangeCurrency.Hold = accountBalance[i].Hold

		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 (c *CoinbasePro) FetchAccountInfo() (account.Holdings, error) {
	acc, err := account.GetHoldings(c.Name)
	if err != nil {
		return c.UpdateAccountInfo()
	}

	return acc, nil
}

// UpdateTicker updates and returns the ticker for a currency pair
func (c *CoinbasePro) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
	tick, err := c.GetTicker(c.FormatExchangeCurrency(p, assetType).String())
	if err != nil {
		return nil, err
	}
	stats, err := c.GetStats(c.FormatExchangeCurrency(p, assetType).String())
	if err != nil {
		return nil, err
	}

	tickerPrice := &ticker.Price{
		Last:        tick.Size,
		High:        stats.High,
		Low:         stats.Low,
		Bid:         tick.Bid,
		Ask:         tick.Ask,
		Volume:      tick.Volume,
		Open:        stats.Open,
		Pair:        p,
		LastUpdated: tick.Time,
	}

	err = ticker.ProcessTicker(c.Name, tickerPrice, assetType)
	if err != nil {
		return tickerPrice, err
	}

	return ticker.GetTicker(c.Name, p, assetType)
}

// FetchTicker returns the ticker for a currency pair
func (c *CoinbasePro) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
	tickerNew, err := ticker.GetTicker(c.Name, p, assetType)
	if err != nil {
		return c.UpdateTicker(p, assetType)
	}
	return tickerNew, nil
}

// FetchOrderbook returns orderbook base on the currency pair
func (c *CoinbasePro) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
	ob, err := orderbook.Get(c.Name, p, assetType)
	if err != nil {
		return c.UpdateOrderbook(p, assetType)
	}
	return ob, nil
}

// UpdateOrderbook updates and returns the orderbook for a currency pair
func (c *CoinbasePro) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
	orderBook := new(orderbook.Base)
	orderbookNew, err := c.GetOrderbook(c.FormatExchangeCurrency(p,
		assetType).String(), 2)
	if err != nil {
		return orderBook, err
	}

	obNew := orderbookNew.(OrderbookL1L2)

	for x := range obNew.Bids {
		orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: obNew.Bids[x].Amount, Price: obNew.Bids[x].Price})
	}

	for x := range obNew.Asks {
		orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: obNew.Asks[x].Amount, Price: obNew.Asks[x].Price})
	}

	orderBook.Pair = p
	orderBook.ExchangeName = c.Name
	orderBook.AssetType = assetType

	err = orderBook.Process()
	if err != nil {
		return orderBook, err
	}

	return orderbook.Get(c.Name, p, assetType)
}

// GetFundingHistory returns funding history, deposits and
// withdrawals
func (c *CoinbasePro) GetFundingHistory() ([]exchange.FundHistory, error) {
	return nil, common.ErrFunctionNotSupported
}

// GetExchangeHistory returns historic trade data since exchange opening.
func (c *CoinbasePro) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
	return nil, common.ErrNotYetImplemented
}

// SubmitOrder submits a new order
func (c *CoinbasePro) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
	var submitOrderResponse order.SubmitResponse
	if err := s.Validate(); err != nil {
		return submitOrderResponse, err
	}

	var response string
	var err error
	switch s.OrderType {
	case order.Market:
		response, err = c.PlaceMarketOrder("",
			s.Amount,
			s.Amount,
			s.OrderSide.Lower(),
			c.FormatExchangeCurrency(s.Pair, asset.Spot).String(),
			"")
	case order.Limit:
		response, err = c.PlaceLimitOrder("",
			s.Price,
			s.Amount,
			s.OrderSide.Lower(),
			"",
			"",
			c.FormatExchangeCurrency(s.Pair, asset.Spot).String(),
			"",
			false)
	default:
		err = errors.New("order type not supported")
	}
	if err != nil {
		return submitOrderResponse, err
	}
	if s.OrderType == order.Market {
		submitOrderResponse.FullyMatched = true
	}
	if response != "" {
		submitOrderResponse.OrderID = response
	}

	submitOrderResponse.IsOrderPlaced = true

	return submitOrderResponse, nil
}

// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (c *CoinbasePro) ModifyOrder(action *order.Modify) (string, error) {
	return "", common.ErrFunctionNotSupported
}

// CancelOrder cancels an order by its corresponding ID number
func (c *CoinbasePro) CancelOrder(order *order.Cancel) error {
	return c.CancelExistingOrder(order.OrderID)
}

// CancelAllOrders cancels all orders associated with a currency pair
func (c *CoinbasePro) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
	// CancellAllExisting orders returns a list of successful cancellations, we're only interested in failures
	_, err := c.CancelAllExistingOrders("")
	return order.CancelAllResponse{}, err
}

// GetOrderInfo returns information on a current open order
func (c *CoinbasePro) GetOrderInfo(orderID string) (order.Detail, error) {
	var orderDetail order.Detail
	return orderDetail, common.ErrNotYetImplemented
}

// GetDepositAddress returns a deposit address for a specified currency
func (c *CoinbasePro) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
	return "", common.ErrFunctionNotSupported
}

// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (c *CoinbasePro) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.CryptoRequest) (string, error) {
	resp, err := c.WithdrawCrypto(withdrawRequest.Amount, withdrawRequest.Currency.String(), withdrawRequest.Address)
	return resp.ID, err
}

// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
// submitted
func (c *CoinbasePro) WithdrawFiatFunds(withdrawRequest *withdraw.FiatRequest) (string, error) {
	paymentMethods, err := c.GetPayMethods()
	if err != nil {
		return "", err
	}

	selectedWithdrawalMethod := PaymentMethod{}
	for i := range paymentMethods {
		if withdrawRequest.BankName == paymentMethods[i].Name {
			selectedWithdrawalMethod = paymentMethods[i]
			break
		}
	}
	if selectedWithdrawalMethod.ID == "" {
		return "", fmt.Errorf("could not find payment method '%v'. Check the name via the website and try again", withdrawRequest.BankName)
	}

	resp, err := c.WithdrawViaPaymentMethod(withdrawRequest.Amount, withdrawRequest.Currency.String(), selectedWithdrawalMethod.ID)
	if err != nil {
		return "", err
	}

	return resp.ID, nil
}

// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (c *CoinbasePro) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.FiatRequest) (string, error) {
	return c.WithdrawFiatFunds(withdrawRequest)
}

// GetWebsocket returns a pointer to the exchange websocket
func (c *CoinbasePro) GetWebsocket() (*wshandler.Websocket, error) {
	return c.Websocket, nil
}

// GetFeeByType returns an estimate of fee based on type of transaction
func (c *CoinbasePro) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
	if !c.AllowAuthenticatedRequest() && // Todo check connection status
		feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
		feeBuilder.FeeType = exchange.OfflineTradeFee
	}
	return c.GetFee(feeBuilder)
}

// GetActiveOrders retrieves any orders that are active/open
func (c *CoinbasePro) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
	var respOrders []GeneralizedOrderResponse
	for i := range req.Currencies {
		resp, err := c.GetOrders([]string{"open", "pending", "active"},
			c.FormatExchangeCurrency(req.Currencies[i], asset.Spot).String())
		if err != nil {
			return nil, err
		}
		respOrders = append(respOrders, resp...)
	}

	var orders []order.Detail
	for i := range respOrders {
		curr := currency.NewPairDelimiter(respOrders[i].ProductID,
			c.GetPairFormat(asset.Spot, false).Delimiter)
		orderSide := order.Side(strings.ToUpper(respOrders[i].Side))
		orderType := order.Type(strings.ToUpper(respOrders[i].Type))
		orderDate, err := time.Parse(time.RFC3339, respOrders[i].CreatedAt)
		if err != nil {
			log.Errorf(log.ExchangeSys,
				"Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
				c.Name,
				"GetActiveOrders",
				respOrders[i].ID,
				respOrders[i].CreatedAt)
		}

		orders = append(orders, order.Detail{
			ID:             respOrders[i].ID,
			Amount:         respOrders[i].Size,
			ExecutedAmount: respOrders[i].FilledSize,
			OrderType:      orderType,
			OrderDate:      orderDate,
			OrderSide:      orderSide,
			CurrencyPair:   curr,
			Exchange:       c.Name,
		})
	}

	order.FilterOrdersByType(&orders, req.OrderType)
	order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
	order.FilterOrdersBySide(&orders, req.OrderSide)
	return orders, nil
}

// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (c *CoinbasePro) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
	var respOrders []GeneralizedOrderResponse
	for i := range req.Currencies {
		resp, err := c.GetOrders([]string{"done", "settled"},
			c.FormatExchangeCurrency(req.Currencies[i], asset.Spot).String())
		if err != nil {
			return nil, err
		}
		respOrders = append(respOrders, resp...)
	}

	var orders []order.Detail
	for i := range respOrders {
		curr := currency.NewPairDelimiter(respOrders[i].ProductID,
			c.GetPairFormat(asset.Spot, false).Delimiter)
		orderSide := order.Side(strings.ToUpper(respOrders[i].Side))
		orderType := order.Type(strings.ToUpper(respOrders[i].Type))
		orderDate, err := time.Parse(time.RFC3339, respOrders[i].CreatedAt)
		if err != nil {
			log.Errorf(log.ExchangeSys,
				"Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
				c.Name,
				"GetActiveOrders",
				respOrders[i].ID,
				respOrders[i].CreatedAt)
		}

		orders = append(orders, order.Detail{
			ID:             respOrders[i].ID,
			Amount:         respOrders[i].Size,
			ExecutedAmount: respOrders[i].FilledSize,
			OrderType:      orderType,
			OrderDate:      orderDate,
			OrderSide:      orderSide,
			CurrencyPair:   curr,
			Exchange:       c.Name,
		})
	}

	order.FilterOrdersByType(&orders, req.OrderType)
	order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
	order.FilterOrdersBySide(&orders, req.OrderSide)
	return orders, nil
}

// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (c *CoinbasePro) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
	c.Websocket.SubscribeToChannels(channels)
	return nil
}

// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (c *CoinbasePro) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
	c.Websocket.RemoveSubscribedChannels(channels)
	return nil
}

// GetSubscriptions returns a copied list of subscriptions
func (c *CoinbasePro) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
	return c.Websocket.GetSubscriptions(), nil
}

// AuthenticateWebsocket sends an authentication message to the websocket
func (c *CoinbasePro) AuthenticateWebsocket() error {
	return common.ErrFunctionNotSupported
}

// GetHistoricCandles Allows to retrieve an amount of candles back in time starting from now up to rangesize * granularity, where granularity is the trade period covered by each candle
func (c *CoinbasePro) GetHistoricCandles(p currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
	end := time.Now().UTC()
	b := granularity * rangesize
	start := time.Now().UTC().Add(-time.Second * time.Duration(b))
	history, err := c.GetHistoricRates(p.String(), start.Format(time.RFC3339), end.Format(time.RFC3339), granularity)
	if err != nil {
		return nil, err
	}
	var candles []exchange.Candle
	for x := range history {
		candles = append(candles, exchange.Candle{
			Time:   history[x].Time,
			Low:    history[x].Low,
			High:   history[x].High,
			Open:   history[x].Open,
			Close:  history[x].Close,
			Volume: history[x].Volume,
		})
	}
	return candles, nil
}

// ValidateCredentials validates current credentials used for wrapper
// functionality
func (c *CoinbasePro) ValidateCredentials() error {
	_, err := c.UpdateAccountInfo()
	return c.CheckTransientError(err)
}