mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-06-06 07:26:47 +00:00
* Establishes new websocket functionality. Begins the creation of the websocket request * Adding a wrapper over gorilla websocket connect,send,receive to handle ID messages. Doesn't work * Successfully moved exchange_websocket into its own wshandler namespace. oof * Sets up ZB to use a round trip WS request system * Adds Kraken ID support to subscriptions. Renames duplicate func name UnsubscribeToChannels to RemoveSubscribedChannels. Adds some helper methods in the WebsocketConn to reduce duplicate code. Cleans up ZB implementation * Fixes double locking which caused no websocket data to be read. Fixes requestid for kraken subscriptions * Completes Huobi and Hadax implementation. Extends ZB error handling. Adds GZip support for reading messages * Adds HitBTC support. Adds GetCurrencies, GetSymbols, GetTrades WS funcs. Adds super fun new parameter to GenerateMessageID for Unix and UnixNano * Adds GateIO id support * Adds Coinut support. Prevents nil reference error in constatus when there isnt one * Standardises all Exchange websockets to use the wshandler websocket. Removes the wsRequestMtx as wshandler handles that now. Makes the Dialer a dialer, its not externally referenced that I can see. * Fixes issue with coinut implementation. Updates bitmex currencies. Removes redundant log messages which are used to log messages * Starts testing. Renames files * Adds tests for websocket connection * Reverts request.go change * Linting everything * Fixes rebase issue * Final changes. Fixes variable names, removes log.Debug, removes lines, rearranges test types, removes order correlation websocket type * Final final commit, fixing ZB issues. * Adds traffic alerts where missed. Changes empty struct pointer addresses to nil instead. Removes empty lines * Fixed string conversion * Fixes issue with ZB not sending success codes * Fixes issue with coinut processing due to nonce handling with subscriptions * Fixes issue where ZB test failure was not caught. Removes unnecessary error handling from other ZB tests * Removes unused interface * Renames wshandler.Init() to wshandler.Run() * Updates template file * Capitalises cryptocurrencies in struct. Moves websocketResponseCheckTimeout and websocketResponseMaxLimit into config options. Moves connection configuration to main exchange Setup (where appropriate). Reverts currencylastupdated ticks. Improves reader close error checking * Fixes two inconsistent websocket delay times * Creates a default variable for websocket ResponseMaxLimit and ResponseCheckTimeout, then applies it to setdefaults and all tests * Updates exchange template to set and use default websocket response limits
486 lines
16 KiB
Go
486 lines
16 KiB
Go
package btcmarkets
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import (
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"errors"
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"fmt"
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"strconv"
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"strings"
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"sync"
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"time"
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"github.com/thrasher-/gocryptotrader/common"
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"github.com/thrasher-/gocryptotrader/currency"
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exchange "github.com/thrasher-/gocryptotrader/exchanges"
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"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-/gocryptotrader/exchanges/wshandler"
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log "github.com/thrasher-/gocryptotrader/logger"
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)
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// Start starts the BTC Markets go routine
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func (b *BTCMarkets) Start(wg *sync.WaitGroup) {
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wg.Add(1)
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go func() {
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b.Run()
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wg.Done()
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}()
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}
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// Run implements the BTC Markets wrapper
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func (b *BTCMarkets) Run() {
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if b.Verbose {
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log.Debugf("%s polling delay: %ds.\n", b.GetName(), b.RESTPollingDelay)
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log.Debugf("%s %d currencies enabled: %s.\n", b.GetName(), len(b.EnabledPairs), b.EnabledPairs)
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}
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markets, err := b.GetMarkets()
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if err != nil {
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log.Errorf("%s failed to get active market. Err: %s", b.Name, err)
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} else {
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forceUpgrade := false
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if !common.StringDataContains(b.EnabledPairs.Strings(), "-") ||
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!common.StringDataContains(b.AvailablePairs.Strings(), "-") {
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forceUpgrade = true
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}
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var currencies currency.Pairs
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for x := range markets {
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currencies = append(currencies,
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currency.NewPairWithDelimiter(markets[x].Instrument,
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markets[x].Currency, "-"))
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}
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if forceUpgrade {
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enabledPairs := currency.Pairs{currency.Pair{Base: currency.BTC,
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Quote: currency.AUD, Delimiter: "-"}}
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log.Warn("Available pairs for BTC Makrets reset due to config upgrade, please enable the pairs you would like again.")
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err = b.UpdateCurrencies(enabledPairs, true, true)
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if err != nil {
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log.Errorf("%s failed to update currencies. Err: %s", b.Name, err)
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}
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}
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err = b.UpdateCurrencies(currencies, false, forceUpgrade)
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if err != nil {
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log.Errorf("%s failed to update currencies. Err: %s", b.Name, err)
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}
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}
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (b *BTCMarkets) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
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var tickerPrice ticker.Price
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tick, err := b.GetTicker(p.Base.String(), p.Quote.String())
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if err != nil {
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return tickerPrice, err
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}
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tickerPrice.Pair = p
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tickerPrice.Ask = tick.BestAsk
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tickerPrice.Bid = tick.BestBID
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tickerPrice.Last = tick.LastPrice
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err = ticker.ProcessTicker(b.GetName(), &tickerPrice, assetType)
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if err != nil {
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return tickerPrice, err
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}
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return ticker.GetTicker(b.Name, p, assetType)
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}
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// GetTickerPrice returns the ticker for a currency pair
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func (b *BTCMarkets) GetTickerPrice(p currency.Pair, assetType string) (ticker.Price, error) {
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tickerNew, err := ticker.GetTicker(b.GetName(), p, assetType)
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if err != nil {
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return b.UpdateTicker(p, assetType)
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}
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return tickerNew, nil
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}
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// GetOrderbookEx returns orderbook base on the currency pair
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func (b *BTCMarkets) GetOrderbookEx(p currency.Pair, assetType string) (orderbook.Base, error) {
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ob, err := orderbook.Get(b.GetName(), p, assetType)
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if err != nil {
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return b.UpdateOrderbook(p, assetType)
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}
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return ob, nil
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}
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// UpdateOrderbook updates and returns the orderbook for a currency pair
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func (b *BTCMarkets) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
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var orderBook orderbook.Base
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orderbookNew, err := b.GetOrderbook(p.Base.String(),
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p.Quote.String())
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if err != nil {
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return orderBook, err
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}
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for x := range orderbookNew.Bids {
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data := orderbookNew.Bids[x]
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orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: data[1], Price: data[0]})
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}
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for x := range orderbookNew.Asks {
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data := orderbookNew.Asks[x]
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orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: data[1], Price: data[0]})
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}
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orderBook.Pair = p
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orderBook.ExchangeName = b.GetName()
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orderBook.AssetType = assetType
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err = orderBook.Process()
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if err != nil {
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return orderBook, err
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}
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return orderbook.Get(b.Name, p, assetType)
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}
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// GetAccountInfo retrieves balances for all enabled currencies for the
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// BTCMarkets exchange
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func (b *BTCMarkets) GetAccountInfo() (exchange.AccountInfo, error) {
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var response exchange.AccountInfo
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response.Exchange = b.GetName()
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accountBalance, err := b.GetAccountBalance()
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if err != nil {
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return response, err
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}
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var currencies []exchange.AccountCurrencyInfo
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for i := 0; i < len(accountBalance); i++ {
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var exchangeCurrency exchange.AccountCurrencyInfo
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exchangeCurrency.CurrencyName = currency.NewCode(accountBalance[i].Currency)
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exchangeCurrency.TotalValue = accountBalance[i].Balance
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exchangeCurrency.Hold = accountBalance[i].PendingFunds
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currencies = append(currencies, exchangeCurrency)
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}
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response.Accounts = append(response.Accounts, exchange.Account{
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Currencies: currencies,
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})
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return response, nil
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}
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// GetFundingHistory returns funding history, deposits and
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// withdrawals
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func (b *BTCMarkets) GetFundingHistory() ([]exchange.FundHistory, error) {
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var fundHistory []exchange.FundHistory
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return fundHistory, common.ErrFunctionNotSupported
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}
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// GetExchangeHistory returns historic trade data since exchange opening.
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func (b *BTCMarkets) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
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var resp []exchange.TradeHistory
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return resp, common.ErrNotYetImplemented
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}
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// SubmitOrder submits a new order
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func (b *BTCMarkets) SubmitOrder(p currency.Pair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, clientID string) (exchange.SubmitOrderResponse, error) {
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var submitOrderResponse exchange.SubmitOrderResponse
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response, err := b.NewOrder(p.Base.Upper().String(),
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p.Quote.Upper().String(),
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price,
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amount,
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side.ToString(),
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orderType.ToString(),
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clientID)
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if response > 0 {
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submitOrderResponse.OrderID = fmt.Sprintf("%v", response)
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}
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if err == nil {
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submitOrderResponse.IsOrderPlaced = true
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}
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return submitOrderResponse, err
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}
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// ModifyOrder will allow of changing orderbook placement and limit to
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// market conversion
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func (b *BTCMarkets) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
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return "", common.ErrFunctionNotSupported
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}
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// CancelOrder cancels an order by its corresponding ID number
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func (b *BTCMarkets) CancelOrder(order *exchange.OrderCancellation) error {
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orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
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if err != nil {
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return err
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}
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_, err = b.CancelExistingOrder([]int64{orderIDInt})
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return err
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}
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// CancelAllOrders cancels all orders associated with a currency pair
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func (b *BTCMarkets) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
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cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
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OrderStatus: make(map[string]string),
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}
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openOrders, err := b.GetOpenOrders()
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if err != nil {
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return cancelAllOrdersResponse, err
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}
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var orderList []int64
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for i := range openOrders {
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orderList = append(orderList, openOrders[i].ID)
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}
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if len(orderList) > 0 {
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orders, err := b.CancelExistingOrder(orderList)
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if err != nil {
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return cancelAllOrdersResponse, err
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}
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for i := range orders {
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if !orders[i].Success {
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cancelAllOrdersResponse.OrderStatus[strconv.FormatInt(orders[i].ID, 10)] = orders[i].ErrorMessage
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}
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}
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}
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return cancelAllOrdersResponse, nil
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}
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// GetOrderInfo returns information on a current open order
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func (b *BTCMarkets) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
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var OrderDetail exchange.OrderDetail
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o, err := strconv.ParseInt(orderID, 10, 64)
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if err != nil {
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return OrderDetail, err
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}
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orders, err := b.GetOrderDetail([]int64{o})
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if err != nil {
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return OrderDetail, err
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}
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if len(orders) > 1 {
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return OrderDetail, errors.New("too many orders returned")
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}
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if len(orders) == 0 {
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return OrderDetail, errors.New("no orders found")
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}
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for i := range orders {
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var side exchange.OrderSide
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if strings.EqualFold(orders[i].OrderSide, exchange.AskOrderSide.ToString()) {
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side = exchange.SellOrderSide
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} else if strings.EqualFold(orders[i].OrderSide, exchange.BidOrderSide.ToString()) {
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side = exchange.BuyOrderSide
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}
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orderDate := time.Unix(int64(orders[i].CreationTime), 0)
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orderType := exchange.OrderType(strings.ToUpper(orders[i].OrderType))
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OrderDetail.Amount = orders[i].Volume
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OrderDetail.OrderDate = orderDate
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OrderDetail.Exchange = b.GetName()
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OrderDetail.ID = strconv.FormatInt(orders[i].ID, 10)
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OrderDetail.RemainingAmount = orders[i].OpenVolume
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OrderDetail.OrderSide = side
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OrderDetail.OrderType = orderType
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OrderDetail.Price = orders[i].Price
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OrderDetail.Status = orders[i].Status
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OrderDetail.CurrencyPair = currency.NewPairWithDelimiter(orders[i].Instrument,
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orders[i].Currency,
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b.ConfigCurrencyPairFormat.Delimiter)
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}
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return OrderDetail, nil
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}
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// GetDepositAddress returns a deposit address for a specified currency
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func (b *BTCMarkets) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
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return "", common.ErrFunctionNotSupported
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}
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// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is submitted
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func (b *BTCMarkets) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
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return b.WithdrawCrypto(withdrawRequest.Amount, withdrawRequest.Currency.String(), withdrawRequest.Address)
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}
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// WithdrawFiatFunds returns a withdrawal ID when a
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// withdrawal is submitted
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func (b *BTCMarkets) WithdrawFiatFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
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if withdrawRequest.Currency != currency.AUD {
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return "", errors.New("only AUD is supported for withdrawals")
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}
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return b.WithdrawAUD(withdrawRequest.BankAccountName, fmt.Sprintf("%v", withdrawRequest.BankAccountNumber), withdrawRequest.BankName, fmt.Sprintf("%v", withdrawRequest.BankCode), withdrawRequest.Amount)
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}
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// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
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// withdrawal is submitted
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func (b *BTCMarkets) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.WithdrawRequest) (string, error) {
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return "", common.ErrFunctionNotSupported
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}
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// GetWebsocket returns a pointer to the exchange websocket
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func (b *BTCMarkets) GetWebsocket() (*wshandler.Websocket, error) {
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return nil, common.ErrNotYetImplemented
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}
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// GetFeeByType returns an estimate of fee based on type of transaction
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func (b *BTCMarkets) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
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if (b.APIKey == "" || b.APISecret == "") && // Todo check connection status
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feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
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feeBuilder.FeeType = exchange.OfflineTradeFee
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}
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return b.GetFee(feeBuilder)
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}
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// GetActiveOrders retrieves any orders that are active/open
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func (b *BTCMarkets) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
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resp, err := b.GetOpenOrders()
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if err != nil {
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return nil, err
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}
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var orders []exchange.OrderDetail
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for i := range resp {
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var side exchange.OrderSide
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if strings.EqualFold(resp[i].OrderSide, exchange.AskOrderSide.ToString()) {
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side = exchange.SellOrderSide
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} else if strings.EqualFold(resp[i].OrderSide, exchange.BidOrderSide.ToString()) {
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side = exchange.BuyOrderSide
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}
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orderDate := time.Unix(int64(resp[i].CreationTime), 0)
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orderType := exchange.OrderType(strings.ToUpper(resp[i].OrderType))
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openOrder := exchange.OrderDetail{
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ID: strconv.FormatInt(resp[i].ID, 10),
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Amount: resp[i].Volume,
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Exchange: b.Name,
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RemainingAmount: resp[i].OpenVolume,
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OrderDate: orderDate,
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OrderSide: side,
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OrderType: orderType,
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Price: resp[i].Price,
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Status: resp[i].Status,
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CurrencyPair: currency.NewPairWithDelimiter(resp[i].Instrument,
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resp[i].Currency,
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b.ConfigCurrencyPairFormat.Delimiter),
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}
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for j := range resp[i].Trades {
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tradeDate := time.Unix(int64(resp[i].Trades[j].CreationTime), 0)
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openOrder.Trades = append(openOrder.Trades, exchange.TradeHistory{
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Amount: resp[i].Trades[j].Volume,
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Exchange: b.Name,
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Price: resp[i].Trades[j].Price,
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TID: resp[i].Trades[j].ID,
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Timestamp: tradeDate,
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Fee: resp[i].Trades[j].Fee,
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Description: resp[i].Trades[j].Description,
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})
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}
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orders = append(orders, openOrder)
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}
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exchange.FilterOrdersByType(&orders, getOrdersRequest.OrderType)
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exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
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getOrdersRequest.EndTicks)
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exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
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return orders, nil
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}
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// GetOrderHistory retrieves account order information
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// Can Limit response to specific order status
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func (b *BTCMarkets) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
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if len(getOrdersRequest.Currencies) == 0 {
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return nil, errors.New("requires at least one currency pair to retrieve history")
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}
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var respOrders []Order
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for _, currency := range getOrdersRequest.Currencies {
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resp, err := b.GetOrders(currency.Base.String(),
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currency.Quote.String(),
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200,
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0,
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true)
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if err != nil {
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return nil, err
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}
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respOrders = append(respOrders, resp...)
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}
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var orders []exchange.OrderDetail
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for i := range respOrders {
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var side exchange.OrderSide
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if strings.EqualFold(respOrders[i].OrderSide, exchange.AskOrderSide.ToString()) {
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side = exchange.SellOrderSide
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} else if strings.EqualFold(respOrders[i].OrderSide, exchange.BidOrderSide.ToString()) {
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side = exchange.BuyOrderSide
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}
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orderDate := time.Unix(int64(respOrders[i].CreationTime), 0)
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orderType := exchange.OrderType(strings.ToUpper(respOrders[i].OrderType))
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openOrder := exchange.OrderDetail{
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ID: strconv.FormatInt(respOrders[i].ID, 10),
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Amount: respOrders[i].Volume,
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Exchange: b.Name,
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RemainingAmount: respOrders[i].OpenVolume,
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OrderDate: orderDate,
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OrderSide: side,
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OrderType: orderType,
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Price: respOrders[i].Price,
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Status: respOrders[i].Status,
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CurrencyPair: currency.NewPairWithDelimiter(respOrders[i].Instrument,
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respOrders[i].Currency,
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b.ConfigCurrencyPairFormat.Delimiter),
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}
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for j := range respOrders[i].Trades {
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tradeDate := time.Unix(int64(respOrders[i].Trades[j].CreationTime), 0)
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openOrder.Trades = append(openOrder.Trades, exchange.TradeHistory{
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Amount: respOrders[i].Trades[j].Volume,
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Exchange: b.Name,
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Price: respOrders[i].Trades[j].Price,
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TID: respOrders[i].Trades[j].ID,
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Timestamp: tradeDate,
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Fee: respOrders[i].Trades[j].Fee,
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Description: respOrders[i].Trades[j].Description,
|
|
})
|
|
}
|
|
|
|
orders = append(orders, openOrder)
|
|
}
|
|
|
|
exchange.FilterOrdersByType(&orders, getOrdersRequest.OrderType)
|
|
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks)
|
|
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
|
|
|
|
return orders, nil
|
|
}
|
|
|
|
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
|
|
// which lets websocket.manageSubscriptions handle subscribing
|
|
func (b *BTCMarkets) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
|
|
return common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
|
|
// which lets websocket.manageSubscriptions handle unsubscribing
|
|
func (b *BTCMarkets) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
|
|
return common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetSubscriptions returns a copied list of subscriptions
|
|
func (b *BTCMarkets) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// AuthenticateWebsocket sends an authentication message to the websocket
|
|
func (b *BTCMarkets) AuthenticateWebsocket() error {
|
|
return common.ErrFunctionNotSupported
|
|
}
|