Files
gocryptotrader/exchanges/huobi/huobi_wrapper.go
Scott e209d85d0d Websocket request-response correlation (#328)
* 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
2019-08-07 15:15:01 +10:00

537 lines
16 KiB
Go

package huobi
import (
"errors"
"fmt"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/config"
"github.com/thrasher-/gocryptotrader/currency"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
"github.com/thrasher-/gocryptotrader/exchanges/wshandler"
log "github.com/thrasher-/gocryptotrader/logger"
)
// Start starts the HUOBI go routine
func (h *HUOBI) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
h.Run()
wg.Done()
}()
}
// Run implements the HUOBI wrapper
func (h *HUOBI) Run() {
if h.Verbose {
log.Debugf("%s Websocket: %s (url: %s).\n", h.GetName(), common.IsEnabled(h.Websocket.IsEnabled()), wsMarketURL)
log.Debugf("%s polling delay: %ds.\n", h.GetName(), h.RESTPollingDelay)
log.Debugf("%s %d currencies enabled: %s.\n", h.GetName(), len(h.EnabledPairs), h.EnabledPairs)
}
exchangeProducts, err := h.GetSymbols()
if err != nil {
log.Errorf("%s Failed to get available symbols.\n", h.GetName())
} else {
forceUpgrade := false
if common.StringDataContains(h.EnabledPairs.Strings(), "CNY") ||
common.StringDataContains(h.AvailablePairs.Strings(), "CNY") {
forceUpgrade = true
}
if common.StringDataContains(h.BaseCurrencies.Strings(), "CNY") {
cfg := config.GetConfig()
exchCfg, errCNY := cfg.GetExchangeConfig(h.Name)
if errCNY != nil {
log.Errorf("%s failed to get exchange config. %s\n", h.Name, errCNY)
return
}
exchCfg.BaseCurrencies = currency.Currencies{currency.USD}
h.BaseCurrencies = currency.Currencies{currency.USD}
errCNY = cfg.UpdateExchangeConfig(&exchCfg)
if errCNY != nil {
log.Errorf("%s failed to update config. %s\n", h.Name, errCNY)
return
}
}
var currencies []string
for x := range exchangeProducts {
newCurrency := exchangeProducts[x].BaseCurrency + "-" + exchangeProducts[x].QuoteCurrency
currencies = append(currencies, newCurrency)
}
if forceUpgrade {
enabledPairs := currency.Pairs{currency.Pair{
Base: currency.BTC.Lower(),
Quote: currency.USDT.Lower(),
Delimiter: "-",
},
}
log.Warn("Available and enabled pairs for Huobi reset due to config upgrade, please enable the ones you would like again")
err = h.UpdateCurrencies(enabledPairs, true, true)
if err != nil {
log.Errorf("%s Failed to update enabled currencies.\n", h.GetName())
}
}
var newCurrencies currency.Pairs
for _, p := range currencies {
newCurrencies = append(newCurrencies,
currency.NewPairFromString(p))
}
err = h.UpdateCurrencies(newCurrencies, false, forceUpgrade)
if err != nil {
log.Errorf("%s Failed to update available currencies.\n", h.GetName())
}
}
}
// UpdateTicker updates and returns the ticker for a currency pair
func (h *HUOBI) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
var tickerPrice ticker.Price
tick, err := h.GetMarketDetailMerged(exchange.FormatExchangeCurrency(h.Name, p).String())
if err != nil {
return tickerPrice, err
}
tickerPrice.Pair = p
tickerPrice.Low = tick.Low
tickerPrice.Last = tick.Close
tickerPrice.Volume = tick.Volume
tickerPrice.High = tick.High
if len(tick.Ask) > 0 {
tickerPrice.Ask = tick.Ask[0]
}
if len(tick.Bid) > 0 {
tickerPrice.Bid = tick.Bid[0]
}
err = ticker.ProcessTicker(h.GetName(), &tickerPrice, assetType)
if err != nil {
return tickerPrice, err
}
return ticker.GetTicker(h.Name, p, assetType)
}
// GetTickerPrice returns the ticker for a currency pair
func (h *HUOBI) GetTickerPrice(p currency.Pair, assetType string) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker(h.GetName(), p, assetType)
if err != nil {
return h.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// GetOrderbookEx returns orderbook base on the currency pair
func (h *HUOBI) GetOrderbookEx(p currency.Pair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.Get(h.GetName(), p, assetType)
if err != nil {
return h.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (h *HUOBI) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := h.GetDepth(OrderBookDataRequestParams{
Symbol: exchange.FormatExchangeCurrency(h.Name, p).String(),
Type: OrderBookDataRequestParamsTypeStep1,
})
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Bids {
data := orderbookNew.Bids[x]
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: data[1], Price: data[0]})
}
for x := range orderbookNew.Asks {
data := orderbookNew.Asks[x]
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: data[1], Price: data[0]})
}
orderBook.Pair = p
orderBook.ExchangeName = h.GetName()
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(h.Name, p, assetType)
}
// GetAccountID returns the account ID for trades
func (h *HUOBI) GetAccountID() ([]Account, error) {
acc, err := h.GetAccounts()
if err != nil {
return nil, err
}
if len(acc) < 1 {
return nil, errors.New("no account returned")
}
return acc, nil
}
// GetAccountInfo retrieves balances for all enabled currencies for the
// HUOBI exchange - to-do
func (h *HUOBI) GetAccountInfo() (exchange.AccountInfo, error) {
var info exchange.AccountInfo
info.Exchange = h.GetName()
accounts, err := h.GetAccountID()
if err != nil {
return info, err
}
for _, account := range accounts {
var acc exchange.Account
acc.ID = strconv.FormatInt(account.ID, 10)
balances, err := h.GetAccountBalance(acc.ID)
if err != nil {
return info, err
}
var currencyDetails []exchange.AccountCurrencyInfo
for _, balance := range balances {
var frozen bool
if balance.Type == "frozen" {
frozen = true
}
var updated bool
for i := range currencyDetails {
if currencyDetails[i].CurrencyName == currency.NewCode(balance.Currency) {
if frozen {
currencyDetails[i].Hold = balance.Balance
} else {
currencyDetails[i].TotalValue = balance.Balance
}
updated = true
}
}
if updated {
continue
}
if frozen {
currencyDetails = append(currencyDetails,
exchange.AccountCurrencyInfo{
CurrencyName: currency.NewCode(balance.Currency),
Hold: balance.Balance,
})
} else {
currencyDetails = append(currencyDetails,
exchange.AccountCurrencyInfo{
CurrencyName: currency.NewCode(balance.Currency),
TotalValue: balance.Balance,
})
}
}
acc.Currencies = currencyDetails
info.Accounts = append(info.Accounts, acc)
}
return info, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (h *HUOBI) GetFundingHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (h *HUOBI) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
var resp []exchange.TradeHistory
return resp, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (h *HUOBI) SubmitOrder(p currency.Pair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, clientID string) (exchange.SubmitOrderResponse, error) {
var submitOrderResponse exchange.SubmitOrderResponse
accountID, err := strconv.ParseInt(clientID, 10, 64)
if err != nil {
return submitOrderResponse, err
}
var formattedType SpotNewOrderRequestParamsType
var params = SpotNewOrderRequestParams{
Amount: amount,
Source: "api",
Symbol: common.StringToLower(p.String()),
AccountID: int(accountID),
}
switch {
case side == exchange.BuyOrderSide && orderType == exchange.MarketOrderType:
formattedType = SpotNewOrderRequestTypeBuyMarket
case side == exchange.SellOrderSide && orderType == exchange.MarketOrderType:
formattedType = SpotNewOrderRequestTypeSellMarket
case side == exchange.BuyOrderSide && orderType == exchange.LimitOrderType:
formattedType = SpotNewOrderRequestTypeBuyLimit
params.Price = price
case side == exchange.SellOrderSide && orderType == exchange.LimitOrderType:
formattedType = SpotNewOrderRequestTypeSellLimit
params.Price = price
default:
return submitOrderResponse, errors.New("unsupported order type")
}
params.Type = formattedType
response, err := h.SpotNewOrder(params)
if response > 0 {
submitOrderResponse.OrderID = fmt.Sprintf("%v", response)
}
if err == nil {
submitOrderResponse.IsOrderPlaced = true
}
return submitOrderResponse, err
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (h *HUOBI) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (h *HUOBI) CancelOrder(order *exchange.OrderCancellation) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
}
_, err = h.CancelExistingOrder(orderIDInt)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (h *HUOBI) CancelAllOrders(orderCancellation *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
var cancelAllOrdersResponse exchange.CancelAllOrdersResponse
for _, currency := range h.GetEnabledCurrencies() {
resp, err := h.CancelOpenOrdersBatch(orderCancellation.AccountID, exchange.FormatExchangeCurrency(h.Name, currency).String())
if err != nil {
return cancelAllOrdersResponse, err
}
if resp.Data.FailedCount > 0 {
return cancelAllOrdersResponse, fmt.Errorf("%v orders failed to cancel", resp.Data.FailedCount)
}
if resp.Status == "error" {
return cancelAllOrdersResponse, errors.New(resp.ErrorMessage)
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (h *HUOBI) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (h *HUOBI) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (h *HUOBI) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
resp, err := h.Withdraw(withdrawRequest.Currency, withdrawRequest.Address, withdrawRequest.AddressTag, withdrawRequest.Amount, withdrawRequest.FeeAmount)
return fmt.Sprintf("%v", resp), err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (h *HUOBI) WithdrawFiatFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (h *HUOBI) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (h *HUOBI) GetWebsocket() (*wshandler.Websocket, error) {
return h.Websocket, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (h *HUOBI) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if (h.APIKey == "" || h.APISecret == "") && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return h.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (h *HUOBI) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
if len(getOrdersRequest.Currencies) == 0 {
return nil, errors.New("currency must be supplied")
}
side := ""
if getOrdersRequest.OrderSide == exchange.AnyOrderSide || getOrdersRequest.OrderSide == "" {
side = ""
} else if getOrdersRequest.OrderSide == exchange.SellOrderSide {
side = strings.ToLower(string(getOrdersRequest.OrderSide))
}
var orders []exchange.OrderDetail
for _, c := range getOrdersRequest.Currencies {
resp, err := h.GetOpenOrders(h.ClientID, c.Lower().String(), side, 500)
if err != nil {
return nil, err
}
for i := range resp {
orderDetail := exchange.OrderDetail{
ID: fmt.Sprintf("%v", resp[i].ID),
Price: resp[i].Price,
Amount: resp[i].Amount,
CurrencyPair: c,
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
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (h *HUOBI) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
if len(getOrdersRequest.Currencies) == 0 {
return nil, errors.New("currency must be supplied")
}
states := "partial-canceled,filled,canceled"
var orders []exchange.OrderDetail
for _, c := range getOrdersRequest.Currencies {
resp, err := h.GetOrders(c.Lower().String(),
"",
"",
"",
states,
"",
"",
"")
if err != nil {
return nil, err
}
for i := range resp {
orderDetail := exchange.OrderDetail{
ID: fmt.Sprintf("%v", resp[i].ID),
Price: resp[i].Price,
Amount: resp[i].Amount,
CurrencyPair: c,
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()
}