Files
gocryptotrader/exchanges/zb/zb.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

509 lines
14 KiB
Go

package zb
import (
"encoding/json"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"strings"
"time"
"github.com/thrasher-/gocryptotrader/currency"
"github.com/gorilla/websocket"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/config"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/request"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
log "github.com/thrasher-/gocryptotrader/logger"
)
const (
zbTradeURL = "http://api.zb.com/data"
zbMarketURL = "https://trade.zb.com/api"
zbAPIVersion = "v1"
zbAccountInfo = "getAccountInfo"
zbMarkets = "markets"
zbKline = "kline"
zbOrder = "order"
zbCancelOrder = "cancelOrder"
zbTicker = "ticker"
zbTickers = "allTicker"
zbDepth = "depth"
zbUnfinishedOrdersIgnoreTradeType = "getUnfinishedOrdersIgnoreTradeType"
zbGetOrdersGet = "getOrders"
zbWithdraw = "withdraw"
zbDepositAddress = "getUserAddress"
zbAuthRate = 100
zbUnauthRate = 100
)
// ZB is the overarching type across this package
// 47.91.169.147 api.zb.com
// 47.52.55.212 trade.zb.com
type ZB struct {
WebsocketConn *websocket.Conn
exchange.Base
}
// SetDefaults sets default values for the exchange
func (z *ZB) SetDefaults() {
z.Name = "ZB"
z.Enabled = false
z.Fee = 0
z.Verbose = false
z.RESTPollingDelay = 10
z.APIWithdrawPermissions = exchange.AutoWithdrawCrypto |
exchange.NoFiatWithdrawals
z.RequestCurrencyPairFormat.Delimiter = "_"
z.RequestCurrencyPairFormat.Uppercase = false
z.ConfigCurrencyPairFormat.Delimiter = "_"
z.ConfigCurrencyPairFormat.Uppercase = true
z.AssetTypes = []string{ticker.Spot}
z.SupportsAutoPairUpdating = true
z.SupportsRESTTickerBatching = true
z.Requester = request.New(z.Name,
request.NewRateLimit(time.Second*10, zbAuthRate),
request.NewRateLimit(time.Second*10, zbUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
z.APIUrlDefault = zbTradeURL
z.APIUrl = z.APIUrlDefault
z.APIUrlSecondaryDefault = zbMarketURL
z.APIUrlSecondary = z.APIUrlSecondaryDefault
z.WebsocketInit()
z.Websocket.Functionality = exchange.WebsocketTickerSupported |
exchange.WebsocketOrderbookSupported |
exchange.WebsocketTradeDataSupported
}
// Setup sets user configuration
func (z *ZB) Setup(exch *config.ExchangeConfig) {
if !exch.Enabled {
z.SetEnabled(false)
} else {
z.Enabled = true
z.AuthenticatedAPISupport = exch.AuthenticatedAPISupport
z.SetAPIKeys(exch.APIKey, exch.APISecret, "", false)
z.APIAuthPEMKey = exch.APIAuthPEMKey
z.SetHTTPClientTimeout(exch.HTTPTimeout)
z.SetHTTPClientUserAgent(exch.HTTPUserAgent)
z.RESTPollingDelay = exch.RESTPollingDelay
z.Verbose = exch.Verbose
z.Websocket.SetWsStatusAndConnection(exch.Websocket)
z.BaseCurrencies = exch.BaseCurrencies
z.AvailablePairs = exch.AvailablePairs
z.EnabledPairs = exch.EnabledPairs
err := z.SetCurrencyPairFormat()
if err != nil {
log.Fatal(err)
}
err = z.SetAssetTypes()
if err != nil {
log.Fatal(err)
}
err = z.SetAutoPairDefaults()
if err != nil {
log.Fatal(err)
}
err = z.SetAPIURL(exch)
if err != nil {
log.Fatal(err)
}
err = z.SetClientProxyAddress(exch.ProxyAddress)
if err != nil {
log.Fatal(err)
}
err = z.WebsocketSetup(z.WsConnect,
exch.Name,
exch.Websocket,
zbWebsocketAPI,
exch.WebsocketURL)
if err != nil {
log.Fatal(err)
}
}
}
// SpotNewOrder submits an order to ZB
func (z *ZB) SpotNewOrder(arg SpotNewOrderRequestParams) (int64, error) {
var result SpotNewOrderResponse
vals := url.Values{}
vals.Set("accesskey", z.APIKey)
vals.Set("method", "order")
vals.Set("amount", strconv.FormatFloat(arg.Amount, 'f', -1, 64))
vals.Set("currency", arg.Symbol)
vals.Set("price", strconv.FormatFloat(arg.Price, 'f', -1, 64))
vals.Set("tradeType", string(arg.Type))
err := z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &result)
if err != nil {
return 0, err
}
if result.Code != 1000 {
return 0, fmt.Errorf("unsucessful new order, message: %s code: %d", result.Message, result.Code)
}
newOrderID, err := strconv.ParseInt(result.ID, 10, 64)
if err != nil {
return 0, err
}
return newOrderID, nil
}
// CancelExistingOrder cancels an order
func (z *ZB) CancelExistingOrder(orderID int64, symbol string) error {
type response struct {
Code int `json:"code"` // Result code
Message string `json:"message"` // Result Message
}
vals := url.Values{}
vals.Set("accesskey", z.APIKey)
vals.Set("method", "cancelOrder")
vals.Set("id", strconv.FormatInt(orderID, 10))
vals.Set("currency", symbol)
var result response
err := z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &result)
if err != nil {
return err
}
if result.Code != 1000 {
return errors.New(result.Message)
}
return nil
}
// GetAccountInformation returns account information including coin information
// and pricing
func (z *ZB) GetAccountInformation() (AccountsResponse, error) {
var result AccountsResponse
vals := url.Values{}
vals.Set("accesskey", z.APIKey)
vals.Set("method", "getAccountInfo")
return result, z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &result)
}
// GetUnfinishedOrdersIgnoreTradeType returns unfinished orders
func (z *ZB) GetUnfinishedOrdersIgnoreTradeType(currency string, pageindex, pagesize int64) ([]Order, error) {
var result []Order
vals := url.Values{}
vals.Set("accesskey", z.APIKey)
vals.Set("method", zbUnfinishedOrdersIgnoreTradeType)
vals.Set("currency", currency)
vals.Set("pageIndex", strconv.FormatInt(pageindex, 10))
vals.Set("pageSize", strconv.FormatInt(pagesize, 10))
err := z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &result)
return result, err
}
// GetOrders returns finished orders
func (z *ZB) GetOrders(currency string, pageindex, side int64) ([]Order, error) {
var response []Order
vals := url.Values{}
vals.Set("accesskey", z.APIKey)
vals.Set("method", zbGetOrdersGet)
vals.Set("currency", currency)
vals.Set("pageIndex", strconv.FormatInt(pageindex, 10))
vals.Set("tradeType", strconv.FormatInt(side, 10))
return response, z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &response)
}
// GetMarkets returns market information including pricing, symbols and
// each symbols decimal precision
func (z *ZB) GetMarkets() (map[string]MarketResponseItem, error) {
endpoint := fmt.Sprintf("%s/%s/%s", z.APIUrl, zbAPIVersion, zbMarkets)
var res interface{}
err := z.SendHTTPRequest(endpoint, &res)
if err != nil {
return nil, err
}
list := res.(map[string]interface{})
result := map[string]MarketResponseItem{}
for k, v := range list {
item := v.(map[string]interface{})
result[k] = MarketResponseItem{
AmountScale: item["amountScale"].(float64),
PriceScale: item["priceScale"].(float64),
}
}
return result, nil
}
// GetLatestSpotPrice returns latest spot price of symbol
//
// symbol: string of currency pair
// 获取最新价格
func (z *ZB) GetLatestSpotPrice(symbol string) (float64, error) {
res, err := z.GetTicker(symbol)
if err != nil {
return 0, err
}
return res.Ticker.Last, nil
}
// GetTicker returns a ticker for a given symbol
func (z *ZB) GetTicker(symbol string) (TickerResponse, error) {
urlPath := fmt.Sprintf("%s/%s/%s?market=%s", z.APIUrl, zbAPIVersion, zbTicker, symbol)
var res TickerResponse
err := z.SendHTTPRequest(urlPath, &res)
return res, err
}
// GetTickers returns ticker data for all supported symbols
func (z *ZB) GetTickers() (map[string]TickerChildResponse, error) {
urlPath := fmt.Sprintf("%s/%s/%s", z.APIUrl, zbAPIVersion, zbTickers)
resp := make(map[string]TickerChildResponse)
err := z.SendHTTPRequest(urlPath, &resp)
return resp, err
}
// GetOrderbook returns the orderbook for a given symbol
func (z *ZB) GetOrderbook(symbol string) (OrderbookResponse, error) {
urlPath := fmt.Sprintf("%s/%s/%s?market=%s", z.APIUrl, zbAPIVersion, zbDepth, symbol)
var res OrderbookResponse
err := z.SendHTTPRequest(urlPath, &res)
if err != nil {
return res, err
}
// reverse asks data
var data [][]float64
for x := len(res.Asks) - 1; x != 0; x-- {
data = append(data, res.Asks[x])
}
res.Asks = data
return res, nil
}
// GetSpotKline returns Kline data
func (z *ZB) GetSpotKline(arg KlinesRequestParams) (KLineResponse, error) {
vals := url.Values{}
vals.Set("type", string(arg.Type))
vals.Set("market", arg.Symbol)
if arg.Since != "" {
vals.Set("since", arg.Since)
}
if arg.Size != 0 {
vals.Set("size", fmt.Sprintf("%d", arg.Size))
}
urlPath := fmt.Sprintf("%s/%s/%s?%s", z.APIUrl, zbAPIVersion, zbKline, vals.Encode())
var res KLineResponse
var rawKlines map[string]interface{}
err := z.SendHTTPRequest(urlPath, &rawKlines)
if err != nil {
return res, err
}
if rawKlines == nil || rawKlines["symbol"] == nil {
return res, errors.New("zb GetSpotKline rawKlines is nil")
}
res.Symbol = rawKlines["symbol"].(string)
res.MoneyType = rawKlines["moneyType"].(string)
rawKlineDatasString, _ := json.Marshal(rawKlines["data"].([]interface{}))
rawKlineDatas := [][]interface{}{}
if err := json.Unmarshal(rawKlineDatasString, &rawKlineDatas); err != nil {
return res, errors.New("zb rawKlines unmarshal failed")
}
for _, k := range rawKlineDatas {
ot, err := common.TimeFromUnixTimestampFloat(k[0])
if err != nil {
return res, errors.New("zb cannot parse Kline.OpenTime")
}
res.Data = append(res.Data, &KLineResponseData{
ID: k[0].(float64),
KlineTime: ot,
Open: k[1].(float64),
High: k[2].(float64),
Low: k[3].(float64),
Close: k[4].(float64),
Volume: k[5].(float64),
})
}
return res, nil
}
// GetCryptoAddress fetches and returns the deposit address
// NOTE - PLEASE BE AWARE THAT YOU NEED TO GENERATE A DEPOSIT ADDRESS VIA
// LOGGING IN AND NOT BY USING THIS ENDPOINT OTHERWISE THIS WILL GIVE YOU A
// GENERAL ERROR RESPONSE.
func (z *ZB) GetCryptoAddress(currency currency.Code) (UserAddress, error) {
var resp UserAddress
vals := url.Values{}
vals.Set("method", zbDepositAddress)
vals.Set("currency", currency.Lower().String())
return resp,
z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &resp)
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (z *ZB) SendHTTPRequest(path string, result interface{}) error {
return z.SendPayload(http.MethodGet, path, nil, nil, result, false, z.Verbose)
}
// SendAuthenticatedHTTPRequest sends authenticated requests to the zb API
func (z *ZB) SendAuthenticatedHTTPRequest(httpMethod string, params url.Values, result interface{}) error {
if !z.AuthenticatedAPISupport {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet, z.Name)
}
params.Set("accesskey", z.APIKey)
hmac := common.GetHMAC(common.HashMD5,
[]byte(params.Encode()),
[]byte(common.Sha1ToHex(z.APISecret)))
params.Set("reqTime", fmt.Sprintf("%d", common.UnixMillis(time.Now())))
params.Set("sign", fmt.Sprintf("%x", hmac))
urlPath := fmt.Sprintf("%s/%s?%s",
z.APIUrlSecondary,
params.Get("method"),
params.Encode())
var intermediary json.RawMessage
errCap := struct {
Code int64 `json:"code"`
Message string `json:"message"`
}{}
err := z.SendPayload(httpMethod,
urlPath,
nil,
strings.NewReader(""),
&intermediary,
true,
z.Verbose)
if err != nil {
return err
}
err = common.JSONDecode(intermediary, &errCap)
if err == nil {
if errCap.Code != 0 {
return fmt.Errorf("sendAuthenticatedHTTPRequest error code: %d message %s",
errCap.Code,
errorCode[errCap.Code])
}
}
return common.JSONDecode(intermediary, result)
}
// GetFee returns an estimate of fee based on type of transaction
func (z *ZB) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
case exchange.CryptocurrencyWithdrawalFee:
fee = getWithdrawalFee(feeBuilder.Pair.Base)
case exchange.OfflineTradeFee:
fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
// getOfflineTradeFee calculates the worst case-scenario trading fee
func getOfflineTradeFee(price, amount float64) float64 {
return 0.002 * price * amount
}
func calculateTradingFee(purchasePrice, amount float64) (fee float64) {
fee = 0.002
return fee * amount * purchasePrice
}
func getWithdrawalFee(c currency.Code) float64 {
return WithdrawalFees[c]
}
var errorCode = map[int64]string{
1000: "Successful call",
1001: "General error message",
1002: "internal error",
1003: "Verification failed",
1004: "Financial security password lock",
1005: "The fund security password is incorrect. Please confirm and re-enter.",
1006: "Real-name certification is awaiting review or review",
1009: "This interface is being maintained",
1010: "Not open yet",
1012: "Insufficient permissions",
1013: "Can not trade, if you have any questions, please contact online customer service",
1014: "Cannot be sold during the pre-sale period",
2002: "Insufficient balance in Bitcoin account",
2003: "Insufficient balance of Litecoin account",
2005: "Insufficient balance in Ethereum account",
2006: "Insufficient balance in ETC currency account",
2007: "Insufficient balance of BTS currency account",
2009: "Insufficient account balance",
3001: "Pending order not found",
3002: "Invalid amount",
3003: "Invalid quantity",
3004: "User does not exist",
3005: "Invalid parameter",
3006: "Invalid IP or inconsistent with the bound IP",
3007: "Request time has expired",
3008: "Transaction history not found",
4001: "API interface is locked",
4002: "Request too frequently",
}
// Withdraw transfers funds
func (z *ZB) Withdraw(currency, address, safepassword string, amount, fees float64, itransfer bool) (string, error) {
type response struct {
Code int `json:"code"` // Result code
Message string `json:"message"` // Result Message
ID string `json:"id"` // Withdrawal ID
}
vals := url.Values{}
vals.Set("accesskey", z.APIKey)
vals.Set("amount", fmt.Sprintf("%v", amount))
vals.Set("currency", currency)
vals.Set("fees", fmt.Sprintf("%v", fees))
vals.Set("itransfer", fmt.Sprintf("%v", itransfer))
vals.Set("method", "withdraw")
vals.Set("recieveAddr", address)
vals.Set("safePwd", safepassword)
var resp response
err := z.SendAuthenticatedHTTPRequest(http.MethodGet, vals, &resp)
if err != nil {
return "", err
}
if resp.Code != 1000 {
return "", errors.New(resp.Message)
}
return resp.ID, nil
}