Files
gocryptotrader/exchanges/zb/zb_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

438 lines
13 KiB
Go

package zb
import (
"errors"
"fmt"
"strconv"
"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 OKEX go routine
func (z *ZB) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
z.Run()
wg.Done()
}()
}
// Run implements the OKEX wrapper
func (z *ZB) Run() {
if z.Verbose {
log.Debugf("%s Websocket: %s. (url: %s).\n", z.GetName(), common.IsEnabled(z.Websocket.IsEnabled()), z.WebsocketURL)
log.Debugf("%s polling delay: %ds.\n", z.GetName(), z.RESTPollingDelay)
log.Debugf("%s %d currencies enabled: %s.\n", z.GetName(), len(z.EnabledPairs), z.EnabledPairs)
}
markets, err := z.GetMarkets()
if err != nil {
log.Errorf("%s Unable to fetch symbols.\n", z.GetName())
} else {
var currencies []string
for x := range markets {
currencies = append(currencies, x)
}
var newCurrencies currency.Pairs
for _, p := range currencies {
newCurrencies = append(newCurrencies,
currency.NewPairFromString(p))
}
err = z.UpdateCurrencies(newCurrencies, false, false)
if err != nil {
log.Errorf("%s Failed to update available currencies.\n", z.GetName())
}
}
}
// UpdateTicker updates and returns the ticker for a currency pair
func (z *ZB) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
var tickerPrice ticker.Price
result, err := z.GetTickers()
if err != nil {
return tickerPrice, err
}
for _, x := range z.GetEnabledCurrencies() {
currencySplit := common.SplitStrings(exchange.FormatExchangeCurrency(z.Name, x).String(), "_")
currency := currencySplit[0] + currencySplit[1]
var tp ticker.Price
tp.Pair = x
tp.High = result[currency].High
tp.Last = result[currency].Last
tp.Ask = result[currency].Sell
tp.Bid = result[currency].Buy
tp.Last = result[currency].Last
tp.Low = result[currency].Low
tp.Volume = result[currency].Vol
err = ticker.ProcessTicker(z.Name, &tp, assetType)
if err != nil {
return tickerPrice, err
}
}
return ticker.GetTicker(z.Name, p, assetType)
}
// GetTickerPrice returns the ticker for a currency pair
func (z *ZB) GetTickerPrice(p currency.Pair, assetType string) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker(z.GetName(), p, assetType)
if err != nil {
return z.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// GetOrderbookEx returns orderbook base on the currency pair
func (z *ZB) GetOrderbookEx(currency currency.Pair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.Get(z.GetName(), currency, assetType)
if err != nil {
return z.UpdateOrderbook(currency, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (z *ZB) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
currency := exchange.FormatExchangeCurrency(z.Name, p).String()
orderbookNew, err := z.GetOrderbook(currency)
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.AssetType = assetType
orderBook.ExchangeName = z.GetName()
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(z.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies for the
// ZB exchange
func (z *ZB) GetAccountInfo() (exchange.AccountInfo, error) {
var info exchange.AccountInfo
bal, err := z.GetAccountInformation()
if err != nil {
return info, err
}
var balances []exchange.AccountCurrencyInfo
for _, data := range bal.Result.Coins {
hold, err := strconv.ParseFloat(data.Freez, 64)
if err != nil {
return info, err
}
avail, err := strconv.ParseFloat(data.Available, 64)
if err != nil {
return info, err
}
balances = append(balances, exchange.AccountCurrencyInfo{
CurrencyName: currency.NewCode(data.EnName),
TotalValue: hold + avail,
Hold: hold,
})
}
info.Exchange = z.GetName()
info.Accounts = append(info.Accounts, exchange.Account{
Currencies: balances,
})
return info, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (z *ZB) GetFundingHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (z *ZB) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
var resp []exchange.TradeHistory
return resp, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (z *ZB) SubmitOrder(p currency.Pair, side exchange.OrderSide, _ exchange.OrderType, amount, price float64, _ string) (exchange.SubmitOrderResponse, error) {
var submitOrderResponse exchange.SubmitOrderResponse
var oT SpotNewOrderRequestParamsType
if side == exchange.BuyOrderSide {
oT = SpotNewOrderRequestParamsTypeBuy
} else {
oT = SpotNewOrderRequestParamsTypeSell
}
var params = SpotNewOrderRequestParams{
Amount: amount,
Price: price,
Symbol: common.StringToLower(p.String()),
Type: oT,
}
response, err := z.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 (z *ZB) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (z *ZB) CancelOrder(order *exchange.OrderCancellation) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
}
return z.CancelExistingOrder(orderIDInt, exchange.FormatExchangeCurrency(z.Name, order.CurrencyPair).String())
}
// CancelAllOrders cancels all orders associated with a currency pair
func (z *ZB) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
OrderStatus: make(map[string]string),
}
var allOpenOrders []Order
for _, currency := range z.GetEnabledCurrencies() {
// Limiting to 10 pages
for i := 0; i < 10; i++ {
openOrders, err := z.GetUnfinishedOrdersIgnoreTradeType(exchange.FormatExchangeCurrency(z.Name, currency).String(), 1, 10)
if err != nil {
return cancelAllOrdersResponse, err
}
if len(openOrders) == 0 {
break
}
allOpenOrders = append(allOpenOrders, openOrders...)
}
}
for _, openOrder := range allOpenOrders {
err := z.CancelExistingOrder(openOrder.ID, openOrder.Currency)
if err != nil {
cancelAllOrdersResponse.OrderStatus[strconv.FormatInt(openOrder.ID, 10)] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (z *ZB) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (z *ZB) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
address, err := z.GetCryptoAddress(cryptocurrency)
if err != nil {
return "", err
}
return address.Message.Data.Key, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (z *ZB) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return z.Withdraw(withdrawRequest.Currency.Lower().String(), withdrawRequest.Address, withdrawRequest.TradePassword, withdrawRequest.Amount, withdrawRequest.FeeAmount, false)
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (z *ZB) WithdrawFiatFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (z *ZB) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (z *ZB) GetWebsocket() (*wshandler.Websocket, error) {
return z.Websocket, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (z *ZB) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if (z.APIKey == "" || z.APISecret == "") && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return z.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
// This function is not concurrency safe due to orderSide/orderType maps
func (z *ZB) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
var allOrders []Order
for _, currency := range getOrdersRequest.Currencies {
var pageNumber int64
// Limiting to 10 pages
for i := 0; i < 10; i++ {
resp, err := z.GetUnfinishedOrdersIgnoreTradeType(exchange.FormatExchangeCurrency(z.Name, currency).String(), pageNumber, 10)
if err != nil {
return nil, err
}
if len(resp) == 0 {
break
}
allOrders = append(allOrders, resp...)
pageNumber++
}
}
var orders []exchange.OrderDetail
for _, order := range allOrders {
symbol := currency.NewPairDelimiter(order.Currency,
z.ConfigCurrencyPairFormat.Delimiter)
orderDate := time.Unix(int64(order.TradeDate), 0)
orderSide := orderSideMap[order.Type]
orders = append(orders, exchange.OrderDetail{
ID: fmt.Sprintf("%v", order.ID),
Amount: order.TotalAmount,
Exchange: z.Name,
OrderDate: orderDate,
Price: order.Price,
OrderSide: orderSide,
CurrencyPair: symbol,
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
// This function is not concurrency safe due to orderSide/orderType maps
func (z *ZB) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
if getOrdersRequest.OrderSide == exchange.AnyOrderSide || getOrdersRequest.OrderSide == "" {
return nil, errors.New("specific order side is required")
}
var allOrders []Order
var side int64
if getOrdersRequest.OrderSide == exchange.BuyOrderSide {
side = 1
}
for _, currency := range getOrdersRequest.Currencies {
var pageNumber int64
// Limiting to 10 pages
for i := 0; i < 10; i++ {
resp, err := z.GetOrders(exchange.FormatExchangeCurrency(z.Name, currency).String(), pageNumber, side)
if err != nil {
return nil, err
}
if len(resp) == 0 {
break
}
allOrders = append(allOrders, resp...)
pageNumber++
}
}
var orders []exchange.OrderDetail
for _, order := range allOrders {
symbol := currency.NewPairDelimiter(order.Currency,
z.ConfigCurrencyPairFormat.Delimiter)
orderDate := time.Unix(int64(order.TradeDate), 0)
orderSide := orderSideMap[order.Type]
orders = append(orders, exchange.OrderDetail{
ID: fmt.Sprintf("%v", order.ID),
Amount: order.TotalAmount,
Exchange: z.Name,
OrderDate: orderDate,
Price: order.Price,
OrderSide: orderSide,
CurrencyPair: symbol,
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks)
return orders, nil
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (z *ZB) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
z.Websocket.SubscribeToChannels(channels)
return nil
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (z *ZB) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// GetSubscriptions returns a copied list of subscriptions
func (z *ZB) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return z.Websocket.GetSubscriptions(), nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (z *ZB) AuthenticateWebsocket() error {
return common.ErrFunctionNotSupported
}