Files
gocryptotrader/exchanges/huobi/huobi_wrapper.go
Scott 3a66e99899 Authenticated Websocket support (#315)
* Improves subscribing by not allowing duplicates. Adds bitmex auth support

* Adds coinbase pro support. Partial BTCC support. Adds WebsocketAuthenticatedEndpointsSupported websocket feature. Adds GateIO support

* Adds Coinut support

* Moves Coinut WS types to file. Implements Gemini's secure WS endpoint

* Adds HitBTC ws authenticated support. Fixes var names

* Adds huobi and hadax authenticated websocket support

* Adds auth to okgroup (okex, okcoin). Fixes some linting

* Adds Poloniex support

* Adds ZB support

* Adds proper bitmex support

* Improves bitfinex support, improves websocket functionality definitions

* Fixes coinbasepro auth

* Tests all endpoints

* go formatting, importing, linting run

* Adds wrapper supports

* General clean up. Data race destruction

* Improves testing on all exchanges except ZB

* Fixes ZB hashing, parsing and tests

* minor nits before someone else sees them <_<

* Fixes some nits pertaining to variable usage, comments, typos and rate limiting

* Addresses nits regarding types and test responses where applicable

* fmt import

* Fixes linting issues

* No longer returns an error on failure to authenticate, just logs. Adds new AuthenticatedWebsocketAPISupport config value to allow a user to seperate auth from REST and WS. Prevents WS auth if AuthenticatedWebsocketAPISupport is false, adds additional login check 'CanUseAuthenticatedEndpoints' for when login only occurs once (not per request). Removes unnecessary time.Sleeps from code. Moves WS auth error logic to auth function so that wrappers can get involved in all the auth fun. New-fandangled shared test package, used exclusively in testing, will be the store of all the constant boilerplate things like timeout values. Moves WS test setup function to only run once when there are multiple WS endpoint tests. Cleans up some struct types

* Increases test coverage with tests for config.areAuthenticatedCredentialsValid config.CheckExchangeConfigValues, exchange.SetAPIKeys, exchange.GetAuthenticatedAPISupport, exchange_websocket.CanUseAuthenticatedEndpoitns and exchange_websocket.SetCanUseAuthenticatedEndpoints. Adds b.Websocket.SetCanUseAuthenticatedEndpoints(false) when bitfinex fails to authenticate
Fixes a typo. gofmt and goimport

* Trim Test Typos

* Reformats various websocket types. Adds more specific error messaging to config.areAuthenticatedCredentialsValid
2019-06-19 13:19:01 +10:00

536 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"
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() (*exchange.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 []exchange.WebsocketChannelSubscription) error {
h.Websocket.SubscribeToChannels(channels)
return nil
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (h *HUOBI) UnsubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
h.Websocket.UnsubscribeToChannels(channels)
return nil
}
// GetSubscriptions returns a copied list of subscriptions
func (h *HUOBI) GetSubscriptions() ([]exchange.WebsocketChannelSubscription, error) {
return h.Websocket.GetSubscriptions(), nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (h *HUOBI) AuthenticateWebsocket() error {
return h.wsLogin()
}