Files
gocryptotrader/exchanges/hitbtc/hitbtc_wrapper.go
Scott e56fc26d93 Offline worst case trade fees (#274)
* Really basic getSimulated fee function everywhere

* Worst case fees for all exchanges

* Adds tests, fixes comment spacing. Adds wrapper logic. Makes test api key var name consistent. Removes some okcoin ETT tests

* Removes redundant functions

* linting issues. Fixes introduces huobi issues

* More linting

* Stops trying to hide ETT problems, uses iota

* Skips ETT tests for now
2019-04-09 19:38:31 +10:00

383 lines
12 KiB
Go

package hitbtc
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"
log "github.com/thrasher-/gocryptotrader/logger"
)
// Start starts the HitBTC go routine
func (h *HitBTC) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
h.Run()
wg.Done()
}()
}
// Run implements the HitBTC wrapper
func (h *HitBTC) Run() {
if h.Verbose {
log.Debugf("%s Websocket: %s (url: %s).\n", h.GetName(), common.IsEnabled(h.Websocket.IsEnabled()), hitbtcWebsocketAddress)
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.GetSymbolsDetailed()
if err != nil {
log.Errorf("%s Failed to get available symbols.\n", h.GetName())
} else {
forceUpgrade := false
if !common.StringDataContains(h.EnabledPairs.Strings(), "-") ||
!common.StringDataContains(h.AvailablePairs.Strings(), "-") {
forceUpgrade = true
}
var currencies []string
for x := range exchangeProducts {
currencies = append(currencies, exchangeProducts[x].BaseCurrency+"-"+exchangeProducts[x].QuoteCurrency)
}
if forceUpgrade {
enabledPairs := currency.Pairs{currency.Pair{Base: currency.BTC,
Quote: currency.USD, Delimiter: "-"}}
log.Warn("Available pairs for HitBTC 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 *HitBTC) UpdateTicker(currencyPair currency.Pair, assetType string) (ticker.Price, error) {
tick, err := h.GetTicker("")
if err != nil {
return ticker.Price{}, err
}
for _, x := range h.GetEnabledCurrencies() {
var tp ticker.Price
curr := exchange.FormatExchangeCurrency(h.GetName(), x).String()
tp.Pair = x
tp.Ask = tick[curr].Ask
tp.Bid = tick[curr].Bid
tp.High = tick[curr].High
tp.Last = tick[curr].Last
tp.Low = tick[curr].Low
tp.Volume = tick[curr].Volume
err = ticker.ProcessTicker(h.GetName(), &tp, assetType)
if err != nil {
return ticker.Price{}, err
}
}
return ticker.GetTicker(h.Name, currencyPair, assetType)
}
// GetTickerPrice returns the ticker for a currency pair
func (h *HitBTC) GetTickerPrice(currencyPair currency.Pair, assetType string) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker(h.GetName(), currencyPair, assetType)
if err != nil {
return h.UpdateTicker(currencyPair, assetType)
}
return tickerNew, nil
}
// GetOrderbookEx returns orderbook base on the currency pair
func (h *HitBTC) GetOrderbookEx(currencyPair currency.Pair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.Get(h.GetName(), currencyPair, assetType)
if err != nil {
return h.UpdateOrderbook(currencyPair, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (h *HitBTC) UpdateOrderbook(currencyPair currency.Pair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := h.GetOrderbook(exchange.FormatExchangeCurrency(h.GetName(), currencyPair).String(), 1000)
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Bids {
data := orderbookNew.Bids[x]
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: data.Amount, Price: data.Price})
}
for x := range orderbookNew.Asks {
data := orderbookNew.Asks[x]
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: data.Amount, Price: data.Price})
}
orderBook.Pair = currencyPair
orderBook.ExchangeName = h.GetName()
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(h.Name, currencyPair, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies for the
// HitBTC exchange
func (h *HitBTC) GetAccountInfo() (exchange.AccountInfo, error) {
var response exchange.AccountInfo
response.Exchange = h.GetName()
accountBalance, err := h.GetBalances()
if err != nil {
return response, err
}
var currencies []exchange.AccountCurrencyInfo
for _, item := range accountBalance {
var exchangeCurrency exchange.AccountCurrencyInfo
exchangeCurrency.CurrencyName = currency.NewCode(item.Currency)
exchangeCurrency.TotalValue = item.Available
exchangeCurrency.Hold = item.Reserved
currencies = append(currencies, exchangeCurrency)
}
response.Accounts = append(response.Accounts, exchange.Account{
Currencies: currencies,
})
return response, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (h *HitBTC) GetFundingHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (h *HitBTC) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
var resp []exchange.TradeHistory
return resp, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (h *HitBTC) SubmitOrder(p currency.Pair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, _ string) (exchange.SubmitOrderResponse, error) {
var submitOrderResponse exchange.SubmitOrderResponse
response, err := h.PlaceOrder(p.String(),
price,
amount,
common.StringToLower(orderType.ToString()),
common.StringToLower(side.ToString()))
if response.OrderNumber > 0 {
submitOrderResponse.OrderID = fmt.Sprintf("%v", response.OrderNumber)
}
if err == nil {
submitOrderResponse.IsOrderPlaced = true
}
return submitOrderResponse, err
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (h *HitBTC) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (h *HitBTC) 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 *HitBTC) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
OrderStatus: make(map[string]string),
}
resp, err := h.CancelAllExistingOrders()
if err != nil {
return cancelAllOrdersResponse, err
}
for _, order := range resp {
cancelAllOrdersResponse.OrderStatus[strconv.FormatInt(order.ID, 10)] = fmt.Sprintf("Could not cancel order %v. Status: %v", order.ID, order.Status)
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (h *HitBTC) 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 *HitBTC) GetDepositAddress(currency currency.Code, _ string) (string, error) {
resp, err := h.GetDepositAddresses(currency.String())
if err != nil {
return "", err
}
return resp.Address, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (h *HitBTC) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
_, err := h.Withdraw(withdrawRequest.Currency.String(), withdrawRequest.Address, withdrawRequest.Amount)
return "", err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (h *HitBTC) WithdrawFiatFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (h *HitBTC) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (h *HitBTC) GetWebsocket() (*exchange.Websocket, error) {
return h.Websocket, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (h *HitBTC) 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 *HitBTC) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
if len(getOrdersRequest.Currencies) == 0 {
return nil, errors.New("currency must be supplied")
}
var allOrders []OrderHistoryResponse
for _, currency := range getOrdersRequest.Currencies {
resp, err := h.GetOpenOrders(currency.String())
if err != nil {
return nil, err
}
allOrders = append(allOrders, resp...)
}
var orders []exchange.OrderDetail
for _, order := range allOrders {
symbol := currency.NewPairDelimiter(order.Symbol,
h.ConfigCurrencyPairFormat.Delimiter)
side := exchange.OrderSide(strings.ToUpper(order.Side))
orderDate, err := time.Parse(time.RFC3339, order.CreatedAt)
if err != nil {
log.Warnf("Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
h.Name, "GetActiveOrders", order.ID, order.CreatedAt)
}
orders = append(orders, exchange.OrderDetail{
ID: order.ID,
Amount: order.Quantity,
Exchange: h.Name,
Price: order.Price,
OrderDate: orderDate,
OrderSide: side,
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
func (h *HitBTC) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
if len(getOrdersRequest.Currencies) == 0 {
return nil, errors.New("currency must be supplied")
}
var allOrders []OrderHistoryResponse
for _, currency := range getOrdersRequest.Currencies {
resp, err := h.GetOrders(currency.String())
if err != nil {
return nil, err
}
allOrders = append(allOrders, resp...)
}
var orders []exchange.OrderDetail
for _, order := range allOrders {
symbol := currency.NewPairDelimiter(order.Symbol,
h.ConfigCurrencyPairFormat.Delimiter)
side := exchange.OrderSide(strings.ToUpper(order.Side))
orderDate, err := time.Parse(time.RFC3339, order.CreatedAt)
if err != nil {
log.Warnf("Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
h.Name, "GetOrderHistory", order.ID, order.CreatedAt)
}
orders = append(orders, exchange.OrderDetail{
ID: order.ID,
Amount: order.Quantity,
Exchange: h.Name,
Price: order.Price,
OrderDate: orderDate,
OrderSide: side,
CurrencyPair: symbol,
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
return orders, nil
}