mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-24 23:16:52 +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
537 lines
16 KiB
Go
537 lines
16 KiB
Go
package huobi
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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/config"
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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 HUOBI go routine
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func (h *HUOBI) Start(wg *sync.WaitGroup) {
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wg.Add(1)
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go func() {
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h.Run()
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wg.Done()
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}()
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}
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// Run implements the HUOBI wrapper
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func (h *HUOBI) Run() {
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if h.Verbose {
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log.Debugf("%s Websocket: %s (url: %s).\n", h.GetName(), common.IsEnabled(h.Websocket.IsEnabled()), wsMarketURL)
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log.Debugf("%s polling delay: %ds.\n", h.GetName(), h.RESTPollingDelay)
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log.Debugf("%s %d currencies enabled: %s.\n", h.GetName(), len(h.EnabledPairs), h.EnabledPairs)
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}
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exchangeProducts, err := h.GetSymbols()
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if err != nil {
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log.Errorf("%s Failed to get available symbols.\n", h.GetName())
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} else {
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forceUpgrade := false
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if common.StringDataContains(h.EnabledPairs.Strings(), "CNY") ||
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common.StringDataContains(h.AvailablePairs.Strings(), "CNY") {
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forceUpgrade = true
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}
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if common.StringDataContains(h.BaseCurrencies.Strings(), "CNY") {
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cfg := config.GetConfig()
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exchCfg, errCNY := cfg.GetExchangeConfig(h.Name)
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if errCNY != nil {
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log.Errorf("%s failed to get exchange config. %s\n", h.Name, errCNY)
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return
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}
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exchCfg.BaseCurrencies = currency.Currencies{currency.USD}
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h.BaseCurrencies = currency.Currencies{currency.USD}
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errCNY = cfg.UpdateExchangeConfig(&exchCfg)
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if errCNY != nil {
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log.Errorf("%s failed to update config. %s\n", h.Name, errCNY)
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return
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}
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}
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var currencies []string
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for x := range exchangeProducts {
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newCurrency := exchangeProducts[x].BaseCurrency + "-" + exchangeProducts[x].QuoteCurrency
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currencies = append(currencies, newCurrency)
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}
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if forceUpgrade {
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enabledPairs := currency.Pairs{currency.Pair{
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Base: currency.BTC.Lower(),
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Quote: currency.USDT.Lower(),
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Delimiter: "-",
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},
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}
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log.Warn("Available and enabled pairs for Huobi reset due to config upgrade, please enable the ones you would like again")
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err = h.UpdateCurrencies(enabledPairs, true, true)
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if err != nil {
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log.Errorf("%s Failed to update enabled currencies.\n", h.GetName())
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}
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}
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var newCurrencies currency.Pairs
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for _, p := range currencies {
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newCurrencies = append(newCurrencies,
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currency.NewPairFromString(p))
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}
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err = h.UpdateCurrencies(newCurrencies, false, forceUpgrade)
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if err != nil {
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log.Errorf("%s Failed to update available currencies.\n", h.GetName())
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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 (h *HUOBI) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
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var tickerPrice ticker.Price
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tick, err := h.GetMarketDetailMerged(exchange.FormatExchangeCurrency(h.Name, p).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.Low = tick.Low
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tickerPrice.Last = tick.Close
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tickerPrice.Volume = tick.Volume
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tickerPrice.High = tick.High
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if len(tick.Ask) > 0 {
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tickerPrice.Ask = tick.Ask[0]
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}
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if len(tick.Bid) > 0 {
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tickerPrice.Bid = tick.Bid[0]
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}
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err = ticker.ProcessTicker(h.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(h.Name, p, assetType)
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}
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// GetTickerPrice returns the ticker for a currency pair
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func (h *HUOBI) GetTickerPrice(p currency.Pair, assetType string) (ticker.Price, error) {
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tickerNew, err := ticker.GetTicker(h.GetName(), p, assetType)
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if err != nil {
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return h.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 (h *HUOBI) GetOrderbookEx(p currency.Pair, assetType string) (orderbook.Base, error) {
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ob, err := orderbook.Get(h.GetName(), p, assetType)
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if err != nil {
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return h.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 (h *HUOBI) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
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var orderBook orderbook.Base
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orderbookNew, err := h.GetDepth(OrderBookDataRequestParams{
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Symbol: exchange.FormatExchangeCurrency(h.Name, p).String(),
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Type: OrderBookDataRequestParamsTypeStep1,
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})
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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 = h.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(h.Name, p, assetType)
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}
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// GetAccountID returns the account ID for trades
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func (h *HUOBI) GetAccountID() ([]Account, error) {
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acc, err := h.GetAccounts()
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if err != nil {
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return nil, err
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}
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if len(acc) < 1 {
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return nil, errors.New("no account returned")
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}
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return acc, nil
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}
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// GetAccountInfo retrieves balances for all enabled currencies for the
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// HUOBI exchange - to-do
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func (h *HUOBI) GetAccountInfo() (exchange.AccountInfo, error) {
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var info exchange.AccountInfo
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info.Exchange = h.GetName()
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accounts, err := h.GetAccountID()
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if err != nil {
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return info, err
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}
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for _, account := range accounts {
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var acc exchange.Account
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acc.ID = strconv.FormatInt(account.ID, 10)
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balances, err := h.GetAccountBalance(acc.ID)
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if err != nil {
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return info, err
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}
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var currencyDetails []exchange.AccountCurrencyInfo
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for _, balance := range balances {
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var frozen bool
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if balance.Type == "frozen" {
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frozen = true
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}
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var updated bool
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for i := range currencyDetails {
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if currencyDetails[i].CurrencyName == currency.NewCode(balance.Currency) {
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if frozen {
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currencyDetails[i].Hold = balance.Balance
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} else {
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currencyDetails[i].TotalValue = balance.Balance
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}
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updated = true
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}
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}
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if updated {
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continue
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}
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if frozen {
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currencyDetails = append(currencyDetails,
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exchange.AccountCurrencyInfo{
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CurrencyName: currency.NewCode(balance.Currency),
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Hold: balance.Balance,
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})
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} else {
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currencyDetails = append(currencyDetails,
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exchange.AccountCurrencyInfo{
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CurrencyName: currency.NewCode(balance.Currency),
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TotalValue: balance.Balance,
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})
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}
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}
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acc.Currencies = currencyDetails
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info.Accounts = append(info.Accounts, acc)
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}
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return info, 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 (h *HUOBI) 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 (h *HUOBI) 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 (h *HUOBI) 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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accountID, err := strconv.ParseInt(clientID, 10, 64)
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if err != nil {
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return submitOrderResponse, err
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}
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var formattedType SpotNewOrderRequestParamsType
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var params = SpotNewOrderRequestParams{
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Amount: amount,
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Source: "api",
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Symbol: common.StringToLower(p.String()),
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AccountID: int(accountID),
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}
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switch {
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case side == exchange.BuyOrderSide && orderType == exchange.MarketOrderType:
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formattedType = SpotNewOrderRequestTypeBuyMarket
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case side == exchange.SellOrderSide && orderType == exchange.MarketOrderType:
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formattedType = SpotNewOrderRequestTypeSellMarket
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case side == exchange.BuyOrderSide && orderType == exchange.LimitOrderType:
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formattedType = SpotNewOrderRequestTypeBuyLimit
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params.Price = price
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case side == exchange.SellOrderSide && orderType == exchange.LimitOrderType:
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formattedType = SpotNewOrderRequestTypeSellLimit
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params.Price = price
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default:
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return submitOrderResponse, errors.New("unsupported order type")
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}
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params.Type = formattedType
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response, err := h.SpotNewOrder(params)
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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 (h *HUOBI) 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 (h *HUOBI) 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 = h.CancelExistingOrder(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 (h *HUOBI) CancelAllOrders(orderCancellation *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
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var cancelAllOrdersResponse exchange.CancelAllOrdersResponse
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for _, currency := range h.GetEnabledCurrencies() {
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resp, err := h.CancelOpenOrdersBatch(orderCancellation.AccountID, exchange.FormatExchangeCurrency(h.Name, currency).String())
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if err != nil {
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return cancelAllOrdersResponse, err
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}
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if resp.Data.FailedCount > 0 {
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return cancelAllOrdersResponse, fmt.Errorf("%v orders failed to cancel", resp.Data.FailedCount)
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}
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if resp.Status == "error" {
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return cancelAllOrdersResponse, errors.New(resp.ErrorMessage)
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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 (h *HUOBI) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
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var orderDetail exchange.OrderDetail
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return orderDetail, common.ErrNotYetImplemented
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}
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// GetDepositAddress returns a deposit address for a specified currency
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func (h *HUOBI) 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
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// submitted
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func (h *HUOBI) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
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resp, err := h.Withdraw(withdrawRequest.Currency, withdrawRequest.Address, withdrawRequest.AddressTag, withdrawRequest.Amount, withdrawRequest.FeeAmount)
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return fmt.Sprintf("%v", resp), err
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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 (h *HUOBI) WithdrawFiatFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
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return "", common.ErrFunctionNotSupported
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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 (h *HUOBI) 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 (h *HUOBI) GetWebsocket() (*wshandler.Websocket, error) {
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return h.Websocket, nil
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}
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// GetFeeByType returns an estimate of fee based on type of transaction
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func (h *HUOBI) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
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if (h.APIKey == "" || h.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 h.GetFee(feeBuilder)
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}
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// GetActiveOrders retrieves any orders that are active/open
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func (h *HUOBI) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
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if len(getOrdersRequest.Currencies) == 0 {
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return nil, errors.New("currency must be supplied")
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}
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side := ""
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if getOrdersRequest.OrderSide == exchange.AnyOrderSide || getOrdersRequest.OrderSide == "" {
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side = ""
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} else if getOrdersRequest.OrderSide == exchange.SellOrderSide {
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side = strings.ToLower(string(getOrdersRequest.OrderSide))
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}
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var orders []exchange.OrderDetail
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for _, c := range getOrdersRequest.Currencies {
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resp, err := h.GetOpenOrders(h.ClientID, c.Lower().String(), side, 500)
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if err != nil {
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return nil, err
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}
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for i := range resp {
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orderDetail := exchange.OrderDetail{
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ID: fmt.Sprintf("%v", resp[i].ID),
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Price: resp[i].Price,
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Amount: resp[i].Amount,
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CurrencyPair: c,
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Exchange: h.Name,
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ExecutedAmount: resp[i].FilledAmount,
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OrderDate: time.Unix(0, resp[i].CreatedAt*int64(time.Millisecond)),
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Status: resp[i].State,
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AccountID: strconv.FormatFloat(resp[i].AccountID, 'f', -1, 64),
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Fee: resp[i].FilledFees,
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}
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setOrderSideAndType(resp[i].Type, &orderDetail)
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orders = append(orders, orderDetail)
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}
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}
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exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
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getOrdersRequest.EndTicks)
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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 (h *HUOBI) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
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if len(getOrdersRequest.Currencies) == 0 {
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return nil, errors.New("currency must be supplied")
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}
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states := "partial-canceled,filled,canceled"
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var orders []exchange.OrderDetail
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for _, c := range getOrdersRequest.Currencies {
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resp, err := h.GetOrders(c.Lower().String(),
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"",
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"",
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"",
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states,
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"",
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"",
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"")
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if err != nil {
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return nil, err
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}
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for i := range resp {
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orderDetail := exchange.OrderDetail{
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ID: fmt.Sprintf("%v", resp[i].ID),
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Price: resp[i].Price,
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Amount: resp[i].Amount,
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CurrencyPair: c,
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Exchange: h.Name,
|
|
ExecutedAmount: resp[i].FilledAmount,
|
|
OrderDate: time.Unix(0, resp[i].CreatedAt*int64(time.Millisecond)),
|
|
Status: resp[i].State,
|
|
AccountID: strconv.FormatFloat(resp[i].AccountID, 'f', -1, 64),
|
|
Fee: resp[i].FilledFees,
|
|
}
|
|
|
|
setOrderSideAndType(resp[i].Type, &orderDetail)
|
|
|
|
orders = append(orders, orderDetail)
|
|
}
|
|
}
|
|
|
|
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
|
|
getOrdersRequest.EndTicks)
|
|
|
|
return orders, nil
|
|
}
|
|
|
|
func setOrderSideAndType(requestType string, orderDetail *exchange.OrderDetail) {
|
|
switch SpotNewOrderRequestParamsType(requestType) {
|
|
case SpotNewOrderRequestTypeBuyMarket:
|
|
orderDetail.OrderSide = exchange.BuyOrderSide
|
|
orderDetail.OrderType = exchange.MarketOrderType
|
|
case SpotNewOrderRequestTypeSellMarket:
|
|
orderDetail.OrderSide = exchange.SellOrderSide
|
|
orderDetail.OrderType = exchange.MarketOrderType
|
|
case SpotNewOrderRequestTypeBuyLimit:
|
|
orderDetail.OrderSide = exchange.BuyOrderSide
|
|
orderDetail.OrderType = exchange.LimitOrderType
|
|
case SpotNewOrderRequestTypeSellLimit:
|
|
orderDetail.OrderSide = exchange.SellOrderSide
|
|
orderDetail.OrderType = exchange.LimitOrderType
|
|
}
|
|
}
|
|
|
|
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
|
|
// which lets websocket.manageSubscriptions handle subscribing
|
|
func (h *HUOBI) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
|
|
h.Websocket.SubscribeToChannels(channels)
|
|
return nil
|
|
}
|
|
|
|
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
|
|
// which lets websocket.manageSubscriptions handle unsubscribing
|
|
func (h *HUOBI) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
|
|
h.Websocket.RemoveSubscribedChannels(channels)
|
|
return nil
|
|
}
|
|
|
|
// GetSubscriptions returns a copied list of subscriptions
|
|
func (h *HUOBI) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
|
|
return h.Websocket.GetSubscriptions(), nil
|
|
}
|
|
|
|
// AuthenticateWebsocket sends an authentication message to the websocket
|
|
func (h *HUOBI) AuthenticateWebsocket() error {
|
|
return h.wsLogin()
|
|
}
|