Files
gocryptotrader/exchanges/okgroup/okgroup_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

458 lines
15 KiB
Go

package okgroup
import (
"fmt"
"strconv"
"strings"
"sync"
"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"
)
// Note: GoCryptoTrader wrapper funcs currently only support SPOT trades.
// Therefore this OKGroup_Wrapper can be shared between OKEX and OKCoin.
// When circumstances change, wrapper funcs can be split appropriately
// Start starts the OKGroup go routine
func (o *OKGroup) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
o.Run()
wg.Done()
}()
}
// Run implements the OKEX wrapper
func (o *OKGroup) Run() {
if o.Verbose {
log.Debugf("%s Websocket: %s. (url: %s).\n", o.GetName(), common.IsEnabled(o.Websocket.IsEnabled()), o.WebsocketURL)
log.Debugf("%s polling delay: %ds.\n", o.GetName(), o.RESTPollingDelay)
log.Debugf("%s %d currencies enabled: %s.\n", o.GetName(), len(o.EnabledPairs), o.EnabledPairs)
}
prods, err := o.GetSpotTokenPairDetails()
if err != nil {
log.Errorf("%v failed to obtain available spot instruments. Err: %s", o.Name, err)
return
}
var pairs currency.Pairs
for x := range prods {
pairs = append(pairs, currency.NewPairFromString(prods[x].BaseCurrency+"_"+prods[x].QuoteCurrency))
}
err = o.UpdateCurrencies(pairs, false, false)
if err != nil {
log.Errorf("%v failed to update available currencies. Err: %s", o.Name, err)
return
}
}
// UpdateTicker updates and returns the ticker for a currency pair
func (o *OKGroup) UpdateTicker(p currency.Pair, assetType string) (tickerData ticker.Price, err error) {
resp, err := o.GetSpotAllTokenPairsInformationForCurrency(exchange.FormatExchangeCurrency(o.Name, p).String())
if err != nil {
return
}
tickerData = ticker.Price{
Ask: resp.BestAsk,
Bid: resp.BestBid,
High: resp.High24h,
Last: resp.Last,
LastUpdated: resp.Timestamp,
Low: resp.Low24h,
Pair: exchange.FormatExchangeCurrency(o.Name, p),
Volume: resp.BaseVolume24h,
}
err = ticker.ProcessTicker(o.Name, &tickerData, assetType)
return
}
// GetTickerPrice returns the ticker for a currency pair
func (o *OKGroup) GetTickerPrice(p currency.Pair, assetType string) (tickerData ticker.Price, err error) {
tickerData, err = ticker.GetTicker(o.GetName(), p, assetType)
if err != nil {
return o.UpdateTicker(p, assetType)
}
return
}
// GetOrderbookEx returns orderbook base on the currency pair
func (o *OKGroup) GetOrderbookEx(p currency.Pair, assetType string) (resp orderbook.Base, err error) {
ob, err := orderbook.Get(o.GetName(), p, assetType)
if err != nil {
return o.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (o *OKGroup) UpdateOrderbook(p currency.Pair, assetType string) (resp orderbook.Base, err error) {
orderbookNew, err := o.GetSpotOrderBook(GetSpotOrderBookRequest{
InstrumentID: exchange.FormatExchangeCurrency(o.Name, p).String(),
})
if err != nil {
return
}
for x := range orderbookNew.Bids {
amount, convErr := strconv.ParseFloat(orderbookNew.Bids[x][1], 64)
if convErr != nil {
log.Errorf("Could not convert %v to float64", orderbookNew.Bids[x][1])
}
price, convErr := strconv.ParseFloat(orderbookNew.Bids[x][0], 64)
if convErr != nil {
log.Errorf("Could not convert %v to float64", orderbookNew.Bids[x][0])
}
resp.Bids = append(resp.Bids, orderbook.Item{
Amount: amount,
Price: price,
})
}
for x := range orderbookNew.Asks {
amount, convErr := strconv.ParseFloat(orderbookNew.Asks[x][1], 64)
if convErr != nil {
log.Errorf("Could not convert %v to float64", orderbookNew.Asks[x][1])
}
price, convErr := strconv.ParseFloat(orderbookNew.Asks[x][0], 64)
if convErr != nil {
log.Errorf("Could not convert %v to float64", orderbookNew.Asks[x][0])
}
resp.Asks = append(resp.Asks, orderbook.Item{
Amount: amount,
Price: price,
})
}
resp.Pair = p
resp.AssetType = assetType
resp.ExchangeName = o.Name
err = resp.Process()
if err != nil {
return
}
return orderbook.Get(o.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies
func (o *OKGroup) GetAccountInfo() (resp exchange.AccountInfo, err error) {
resp.Exchange = o.Name
currencies, err := o.GetSpotTradingAccounts()
currencyAccount := exchange.Account{}
for _, curr := range currencies {
hold, err := strconv.ParseFloat(curr.Hold, 64)
if err != nil {
log.Errorf("Could not convert %v to float64", curr.Hold)
}
totalValue, err := strconv.ParseFloat(curr.Balance, 64)
if err != nil {
log.Errorf("Could not convert %v to float64", curr.Balance)
}
currencyAccount.Currencies = append(currencyAccount.Currencies, exchange.AccountCurrencyInfo{
CurrencyName: currency.NewCode(curr.Currency),
Hold: hold,
TotalValue: totalValue,
})
}
resp.Accounts = append(resp.Accounts, currencyAccount)
return
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (o *OKGroup) GetFundingHistory() (resp []exchange.FundHistory, err error) {
accountDepositHistory, err := o.GetAccountDepositHistory("")
if err != nil {
return
}
for _, deposit := range accountDepositHistory {
orderStatus := ""
switch deposit.Status {
case 0:
orderStatus = "waiting"
case 1:
orderStatus = "confirmation account"
case 2:
orderStatus = "recharge success"
}
resp = append(resp, exchange.FundHistory{
Amount: deposit.Amount,
Currency: deposit.Currency,
ExchangeName: o.Name,
Status: orderStatus,
Timestamp: deposit.Timestamp,
TransferID: deposit.TransactionID,
TransferType: "deposit",
})
}
accountWithdrawlHistory, err := o.GetAccountWithdrawalHistory("")
for i := range accountWithdrawlHistory {
resp = append(resp, exchange.FundHistory{
Amount: accountWithdrawlHistory[i].Amount,
Currency: accountWithdrawlHistory[i].Currency,
ExchangeName: o.Name,
Status: OrderStatus[accountWithdrawlHistory[i].Status],
Timestamp: accountWithdrawlHistory[i].Timestamp,
TransferID: accountWithdrawlHistory[i].Txid,
TransferType: "withdrawal",
})
}
return resp, err
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (o *OKGroup) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (o *OKGroup) SubmitOrder(p currency.Pair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, clientID string) (resp exchange.SubmitOrderResponse, err error) {
request := PlaceSpotOrderRequest{
ClientOID: clientID,
InstrumentID: exchange.FormatExchangeCurrency(o.Name, p).String(),
Side: strings.ToLower(side.ToString()),
Type: strings.ToLower(orderType.ToString()),
Size: strconv.FormatFloat(amount, 'f', -1, 64),
}
if orderType == exchange.LimitOrderType {
request.Price = strconv.FormatFloat(price, 'f', -1, 64)
}
orderResponse, err := o.PlaceSpotOrder(&request)
if err != nil {
return
}
resp.IsOrderPlaced = orderResponse.Result
resp.OrderID = orderResponse.OrderID
return
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (o *OKGroup) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (o *OKGroup) CancelOrder(orderCancellation *exchange.OrderCancellation) (err error) {
orderID, err := strconv.ParseInt(orderCancellation.OrderID, 10, 64)
if err != nil {
return
}
orderCancellationResponse, err := o.CancelSpotOrder(CancelSpotOrderRequest{
InstrumentID: exchange.FormatExchangeCurrency(o.Name, orderCancellation.CurrencyPair).String(),
OrderID: orderID,
})
if !orderCancellationResponse.Result {
err = fmt.Errorf("order %v failed to be cancelled", orderCancellationResponse.OrderID)
}
return
}
// CancelAllOrders cancels all orders associated with a currency pair
func (o *OKGroup) CancelAllOrders(orderCancellation *exchange.OrderCancellation) (resp exchange.CancelAllOrdersResponse, err error) {
orderIDs := strings.Split(orderCancellation.OrderID, ",")
resp.OrderStatus = make(map[string]string)
var orderIDNumbers []int64
for _, i := range orderIDs {
orderIDNumber, strConvErr := strconv.ParseInt(i, 10, 64)
if strConvErr != nil {
resp.OrderStatus[i] = strConvErr.Error()
continue
}
orderIDNumbers = append(orderIDNumbers, orderIDNumber)
}
cancelOrdersResponse, err := o.CancelMultipleSpotOrders(CancelMultipleSpotOrdersRequest{
InstrumentID: exchange.FormatExchangeCurrency(o.Name, orderCancellation.CurrencyPair).String(),
OrderIDs: orderIDNumbers,
})
if err != nil {
return
}
for _, orderMap := range cancelOrdersResponse {
for _, cancelledOrder := range orderMap {
resp.OrderStatus[fmt.Sprintf("%v", cancelledOrder.OrderID)] = fmt.Sprintf("%v", cancelledOrder.Result)
}
}
return
}
// GetOrderInfo returns information on a current open order
func (o *OKGroup) GetOrderInfo(orderID string) (resp exchange.OrderDetail, err error) {
order, err := o.GetSpotOrder(GetSpotOrderRequest{OrderID: orderID})
if err != nil {
return
}
resp = exchange.OrderDetail{
Amount: order.Size,
CurrencyPair: currency.NewPairDelimiter(order.InstrumentID,
o.ConfigCurrencyPairFormat.Delimiter),
Exchange: o.Name,
OrderDate: order.Timestamp,
ExecutedAmount: order.FilledSize,
Status: order.Status,
OrderSide: exchange.OrderSide(order.Side),
}
return
}
// GetDepositAddress returns a deposit address for a specified currency
func (o *OKGroup) GetDepositAddress(p currency.Code, accountID string) (_ string, err error) {
wallet, err := o.GetAccountDepositAddressForCurrency(p.Lower().String())
if err != nil {
return
}
return wallet[0].Address, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (o *OKGroup) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
withdrawal, err := o.AccountWithdraw(AccountWithdrawRequest{
Amount: withdrawRequest.Amount,
Currency: withdrawRequest.Currency.Lower().String(),
Destination: 4, // 1, 2, 3 are all internal
Fee: withdrawRequest.FeeAmount,
ToAddress: withdrawRequest.Address,
TradePwd: withdrawRequest.TradePassword,
})
if err != nil {
return "", err
}
if !withdrawal.Result {
return fmt.Sprintf("%v", withdrawal.WithdrawalID), fmt.Errorf("could not withdraw currency %v to %v, no error specified", withdrawRequest.Currency.String(), withdrawRequest.Address)
}
return fmt.Sprintf("%v", withdrawal.WithdrawalID), nil
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (o *OKGroup) WithdrawFiatFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (o *OKGroup) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetActiveOrders retrieves any orders that are active/open
func (o *OKGroup) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) (resp []exchange.OrderDetail, err error) {
for _, currency := range getOrdersRequest.Currencies {
spotOpenOrders, err := o.GetSpotOpenOrders(GetSpotOpenOrdersRequest{
InstrumentID: exchange.FormatExchangeCurrency(o.Name, currency).String(),
})
if err != nil {
return resp, err
}
for i := range spotOpenOrders {
resp = append(resp, exchange.OrderDetail{
ID: spotOpenOrders[i].OrderID,
Price: spotOpenOrders[i].Price,
Amount: spotOpenOrders[i].Size,
CurrencyPair: currency,
Exchange: o.Name,
OrderSide: exchange.OrderSide(spotOpenOrders[i].Side),
OrderType: exchange.OrderType(spotOpenOrders[i].Type),
ExecutedAmount: spotOpenOrders[i].FilledSize,
OrderDate: spotOpenOrders[i].Timestamp,
Status: spotOpenOrders[i].Status,
})
}
}
return
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (o *OKGroup) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) (resp []exchange.OrderDetail, err error) {
for _, currency := range getOrdersRequest.Currencies {
spotOpenOrders, err := o.GetSpotOrders(GetSpotOrdersRequest{
Status: strings.Join([]string{"filled", "cancelled", "failure"}, "|"),
InstrumentID: exchange.FormatExchangeCurrency(o.Name, currency).String(),
})
if err != nil {
return resp, err
}
for i := range spotOpenOrders {
resp = append(resp, exchange.OrderDetail{
ID: spotOpenOrders[i].OrderID,
Price: spotOpenOrders[i].Price,
Amount: spotOpenOrders[i].Size,
CurrencyPair: currency,
Exchange: o.Name,
OrderSide: exchange.OrderSide(spotOpenOrders[i].Side),
OrderType: exchange.OrderType(spotOpenOrders[i].Type),
ExecutedAmount: spotOpenOrders[i].FilledSize,
OrderDate: spotOpenOrders[i].Timestamp,
Status: spotOpenOrders[i].Status,
})
}
}
return
}
// GetWebsocket returns a pointer to the exchange websocket
func (o *OKGroup) GetWebsocket() (*exchange.Websocket, error) {
return o.Websocket, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (o *OKGroup) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if (o.APIKey == "" || o.APISecret == "") && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return o.GetFee(feeBuilder)
}
// GetWithdrawCapabilities returns the types of withdrawal methods permitted by the exchange
func (o *OKGroup) GetWithdrawCapabilities() uint32 {
return o.GetWithdrawPermissions()
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (o *OKGroup) SubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
o.Websocket.SubscribeToChannels(channels)
return nil
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (o *OKGroup) UnsubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
o.Websocket.UnsubscribeToChannels(channels)
return nil
}
// GetSubscriptions returns a copied list of subscriptions
func (o *OKGroup) GetSubscriptions() ([]exchange.WebsocketChannelSubscription, error) {
return o.Websocket.GetSubscriptions(), nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (o *OKGroup) AuthenticateWebsocket() error {
return o.WsLogin()
}