Files
gocryptotrader/exchanges/lakebtc/lakebtc_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

374 lines
12 KiB
Go

package lakebtc
import (
"errors"
"fmt"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-/gocryptotrader/common"
"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 LakeBTC go routine
func (l *LakeBTC) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
l.Run()
wg.Done()
}()
}
// Run implements the LakeBTC wrapper
func (l *LakeBTC) Run() {
if l.Verbose {
log.Debugf("%s polling delay: %ds.\n", l.GetName(), l.RESTPollingDelay)
log.Debugf("%s %d currencies enabled: %s.\n", l.GetName(), len(l.EnabledPairs), l.EnabledPairs)
}
exchangeProducts, err := l.GetTradablePairs()
if err != nil {
log.Errorf("%s Failed to get available products.\n", l.GetName())
} else {
var newExchangeProducts currency.Pairs
for _, p := range exchangeProducts {
newExchangeProducts = append(newExchangeProducts,
currency.NewPairFromString(p))
}
err = l.UpdateCurrencies(newExchangeProducts, false, false)
if err != nil {
log.Errorf("%s Failed to update available currencies.\n", l.GetName())
}
}
}
// UpdateTicker updates and returns the ticker for a currency pair
func (l *LakeBTC) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
tick, err := l.GetTicker()
if err != nil {
return ticker.Price{}, err
}
for _, x := range l.GetEnabledCurrencies() {
currency := exchange.FormatExchangeCurrency(l.Name, x).String()
var tickerPrice ticker.Price
tickerPrice.Pair = x
tickerPrice.Ask = tick[currency].Ask
tickerPrice.Bid = tick[currency].Bid
tickerPrice.Volume = tick[currency].Volume
tickerPrice.High = tick[currency].High
tickerPrice.Low = tick[currency].Low
tickerPrice.Last = tick[currency].Last
err = ticker.ProcessTicker(l.GetName(), &tickerPrice, assetType)
if err != nil {
return tickerPrice, err
}
}
return ticker.GetTicker(l.Name, p, assetType)
}
// GetTickerPrice returns the ticker for a currency pair
func (l *LakeBTC) GetTickerPrice(p currency.Pair, assetType string) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker(l.GetName(), p, assetType)
if err != nil {
return l.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// GetOrderbookEx returns orderbook base on the currency pair
func (l *LakeBTC) GetOrderbookEx(p currency.Pair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.Get(l.GetName(), p, assetType)
if err != nil {
return l.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (l *LakeBTC) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := l.GetOrderBook(p.String())
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Bids {
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: orderbookNew.Bids[x].Amount, Price: orderbookNew.Bids[x].Price})
}
for x := range orderbookNew.Asks {
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: orderbookNew.Asks[x].Amount, Price: orderbookNew.Asks[x].Price})
}
orderBook.Pair = p
orderBook.ExchangeName = l.GetName()
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(l.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies for the
// LakeBTC exchange
func (l *LakeBTC) GetAccountInfo() (exchange.AccountInfo, error) {
var response exchange.AccountInfo
response.Exchange = l.GetName()
accountInfo, err := l.GetAccountInformation()
if err != nil {
return response, err
}
var currencies []exchange.AccountCurrencyInfo
for x, y := range accountInfo.Balance {
for z, w := range accountInfo.Locked {
if z != x {
continue
}
var exchangeCurrency exchange.AccountCurrencyInfo
exchangeCurrency.CurrencyName = currency.NewCode(x)
exchangeCurrency.TotalValue, _ = strconv.ParseFloat(y, 64)
exchangeCurrency.Hold, _ = strconv.ParseFloat(w, 64)
currencies = append(currencies, exchangeCurrency)
}
}
response.Accounts = append(response.Accounts, exchange.Account{
Currencies: currencies,
})
return response, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (l *LakeBTC) GetFundingHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (l *LakeBTC) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
var resp []exchange.TradeHistory
return resp, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (l *LakeBTC) SubmitOrder(p currency.Pair, side exchange.OrderSide, _ exchange.OrderType, amount, price float64, _ string) (exchange.SubmitOrderResponse, error) {
var submitOrderResponse exchange.SubmitOrderResponse
isBuyOrder := side == exchange.BuyOrderSide
response, err := l.Trade(isBuyOrder, amount, price, p.Lower().String())
if response.ID > 0 {
submitOrderResponse.OrderID = fmt.Sprintf("%v", response.ID)
}
if err == nil {
submitOrderResponse.IsOrderPlaced = true
}
return submitOrderResponse, err
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (l *LakeBTC) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (l *LakeBTC) CancelOrder(order *exchange.OrderCancellation) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
}
return l.CancelExistingOrder(orderIDInt)
}
// CancelAllOrders cancels all orders associated with a currency pair
func (l *LakeBTC) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
var cancelAllOrdersResponse exchange.CancelAllOrdersResponse
openOrders, err := l.GetOpenOrders()
if err != nil {
return cancelAllOrdersResponse, err
}
var ordersToCancel []string
for _, order := range openOrders {
ordersToCancel = append(ordersToCancel, strconv.FormatInt(order.ID, 10))
}
return cancelAllOrdersResponse, l.CancelExistingOrders(ordersToCancel)
}
// GetOrderInfo returns information on a current open order
func (l *LakeBTC) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (l *LakeBTC) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
if !strings.EqualFold(cryptocurrency.String(), currency.BTC.String()) {
return "", fmt.Errorf("unsupported currency %s deposit address can only be BTC, manual deposit is required for other currencies",
cryptocurrency.String())
}
info, err := l.GetAccountInformation()
if err != nil {
return "", err
}
return info.Profile.BTCDepositAddress, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (l *LakeBTC) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
if withdrawRequest.Currency != currency.BTC {
return "", errors.New("only BTC supported for withdrawals")
}
resp, err := l.CreateWithdraw(withdrawRequest.Amount, withdrawRequest.Description)
if err != nil {
return "", err
}
return fmt.Sprintf("%v", resp.ID), nil
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (l *LakeBTC) WithdrawFiatFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (l *LakeBTC) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (l *LakeBTC) GetWebsocket() (*wshandler.Websocket, error) {
// Documents are too vague to implement
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (l *LakeBTC) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if (l.APIKey == "" || l.APISecret == "") && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return l.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (l *LakeBTC) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
resp, err := l.GetOpenOrders()
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
for _, order := range resp {
symbol := currency.NewPairDelimiter(order.Symbol, l.ConfigCurrencyPairFormat.Delimiter)
orderDate := time.Unix(order.At, 0)
side := exchange.OrderSide(strings.ToUpper(order.Type))
orders = append(orders, exchange.OrderDetail{
Amount: order.Amount,
ID: fmt.Sprintf("%v", order.ID),
Price: order.Price,
OrderSide: side,
OrderDate: orderDate,
CurrencyPair: symbol,
Exchange: l.Name,
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (l *LakeBTC) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
resp, err := l.GetOrders([]int64{})
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
for _, order := range resp {
if order.State == "active" {
continue
}
symbol := currency.NewPairDelimiter(order.Symbol,
l.ConfigCurrencyPairFormat.Delimiter)
orderDate := time.Unix(order.At, 0)
side := exchange.OrderSide(strings.ToUpper(order.Type))
orders = append(orders, exchange.OrderDetail{
Amount: order.Amount,
ID: fmt.Sprintf("%v", order.ID),
Price: order.Price,
OrderSide: side,
OrderDate: orderDate,
CurrencyPair: symbol,
Exchange: l.Name,
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
return orders, nil
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (l *LakeBTC) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (l *LakeBTC) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// GetSubscriptions returns a copied list of subscriptions
func (l *LakeBTC) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return nil, common.ErrFunctionNotSupported
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (l *LakeBTC) AuthenticateWebsocket() error {
return common.ErrFunctionNotSupported
}