mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-20 15:10:10 +00:00
* 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
458 lines
15 KiB
Go
458 lines
15 KiB
Go
package okgroup
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import (
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"fmt"
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"strconv"
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"strings"
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"sync"
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"github.com/thrasher-/gocryptotrader/common"
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"github.com/thrasher-/gocryptotrader/currency"
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exchange "github.com/thrasher-/gocryptotrader/exchanges"
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"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-/gocryptotrader/exchanges/ticker"
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log "github.com/thrasher-/gocryptotrader/logger"
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)
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// Note: GoCryptoTrader wrapper funcs currently only support SPOT trades.
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// Therefore this OKGroup_Wrapper can be shared between OKEX and OKCoin.
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// When circumstances change, wrapper funcs can be split appropriately
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// Start starts the OKGroup go routine
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func (o *OKGroup) Start(wg *sync.WaitGroup) {
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wg.Add(1)
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go func() {
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o.Run()
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wg.Done()
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}()
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}
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// Run implements the OKEX wrapper
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func (o *OKGroup) Run() {
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if o.Verbose {
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log.Debugf("%s Websocket: %s. (url: %s).\n", o.GetName(), common.IsEnabled(o.Websocket.IsEnabled()), o.WebsocketURL)
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log.Debugf("%s polling delay: %ds.\n", o.GetName(), o.RESTPollingDelay)
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log.Debugf("%s %d currencies enabled: %s.\n", o.GetName(), len(o.EnabledPairs), o.EnabledPairs)
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}
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prods, err := o.GetSpotTokenPairDetails()
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if err != nil {
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log.Errorf("%v failed to obtain available spot instruments. Err: %s", o.Name, err)
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return
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}
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var pairs currency.Pairs
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for x := range prods {
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pairs = append(pairs, currency.NewPairFromString(prods[x].BaseCurrency+"_"+prods[x].QuoteCurrency))
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}
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err = o.UpdateCurrencies(pairs, false, false)
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if err != nil {
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log.Errorf("%v failed to update available currencies. Err: %s", o.Name, err)
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return
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}
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (o *OKGroup) UpdateTicker(p currency.Pair, assetType string) (tickerData ticker.Price, err error) {
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resp, err := o.GetSpotAllTokenPairsInformationForCurrency(exchange.FormatExchangeCurrency(o.Name, p).String())
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if err != nil {
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return
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}
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tickerData = ticker.Price{
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Ask: resp.BestAsk,
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Bid: resp.BestBid,
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High: resp.High24h,
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Last: resp.Last,
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LastUpdated: resp.Timestamp,
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Low: resp.Low24h,
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Pair: exchange.FormatExchangeCurrency(o.Name, p),
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Volume: resp.BaseVolume24h,
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}
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err = ticker.ProcessTicker(o.Name, &tickerData, assetType)
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return
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}
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// GetTickerPrice returns the ticker for a currency pair
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func (o *OKGroup) GetTickerPrice(p currency.Pair, assetType string) (tickerData ticker.Price, err error) {
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tickerData, err = ticker.GetTicker(o.GetName(), p, assetType)
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if err != nil {
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return o.UpdateTicker(p, assetType)
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}
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return
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}
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// GetOrderbookEx returns orderbook base on the currency pair
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func (o *OKGroup) GetOrderbookEx(p currency.Pair, assetType string) (resp orderbook.Base, err error) {
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ob, err := orderbook.Get(o.GetName(), p, assetType)
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if err != nil {
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return o.UpdateOrderbook(p, assetType)
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}
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return ob, nil
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}
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// UpdateOrderbook updates and returns the orderbook for a currency pair
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func (o *OKGroup) UpdateOrderbook(p currency.Pair, assetType string) (resp orderbook.Base, err error) {
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orderbookNew, err := o.GetSpotOrderBook(GetSpotOrderBookRequest{
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InstrumentID: exchange.FormatExchangeCurrency(o.Name, p).String(),
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})
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if err != nil {
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return
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}
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for x := range orderbookNew.Bids {
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amount, convErr := strconv.ParseFloat(orderbookNew.Bids[x][1], 64)
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if convErr != nil {
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log.Errorf("Could not convert %v to float64", orderbookNew.Bids[x][1])
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}
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price, convErr := strconv.ParseFloat(orderbookNew.Bids[x][0], 64)
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if convErr != nil {
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log.Errorf("Could not convert %v to float64", orderbookNew.Bids[x][0])
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}
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resp.Bids = append(resp.Bids, orderbook.Item{
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Amount: amount,
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Price: price,
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})
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}
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for x := range orderbookNew.Asks {
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amount, convErr := strconv.ParseFloat(orderbookNew.Asks[x][1], 64)
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if convErr != nil {
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log.Errorf("Could not convert %v to float64", orderbookNew.Asks[x][1])
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}
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price, convErr := strconv.ParseFloat(orderbookNew.Asks[x][0], 64)
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if convErr != nil {
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log.Errorf("Could not convert %v to float64", orderbookNew.Asks[x][0])
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}
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resp.Asks = append(resp.Asks, orderbook.Item{
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Amount: amount,
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Price: price,
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})
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}
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resp.Pair = p
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resp.AssetType = assetType
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resp.ExchangeName = o.Name
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err = resp.Process()
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if err != nil {
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return
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}
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return orderbook.Get(o.Name, p, assetType)
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}
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// GetAccountInfo retrieves balances for all enabled currencies
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func (o *OKGroup) GetAccountInfo() (resp exchange.AccountInfo, err error) {
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resp.Exchange = o.Name
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currencies, err := o.GetSpotTradingAccounts()
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currencyAccount := exchange.Account{}
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for _, curr := range currencies {
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hold, err := strconv.ParseFloat(curr.Hold, 64)
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if err != nil {
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log.Errorf("Could not convert %v to float64", curr.Hold)
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}
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totalValue, err := strconv.ParseFloat(curr.Balance, 64)
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if err != nil {
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log.Errorf("Could not convert %v to float64", curr.Balance)
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}
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currencyAccount.Currencies = append(currencyAccount.Currencies, exchange.AccountCurrencyInfo{
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CurrencyName: currency.NewCode(curr.Currency),
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Hold: hold,
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TotalValue: totalValue,
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})
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}
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resp.Accounts = append(resp.Accounts, currencyAccount)
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return
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}
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// GetFundingHistory returns funding history, deposits and
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// withdrawals
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func (o *OKGroup) GetFundingHistory() (resp []exchange.FundHistory, err error) {
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accountDepositHistory, err := o.GetAccountDepositHistory("")
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if err != nil {
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return
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}
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for _, deposit := range accountDepositHistory {
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orderStatus := ""
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switch deposit.Status {
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case 0:
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orderStatus = "waiting"
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case 1:
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orderStatus = "confirmation account"
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case 2:
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orderStatus = "recharge success"
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}
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resp = append(resp, exchange.FundHistory{
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Amount: deposit.Amount,
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Currency: deposit.Currency,
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ExchangeName: o.Name,
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Status: orderStatus,
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Timestamp: deposit.Timestamp,
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TransferID: deposit.TransactionID,
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TransferType: "deposit",
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})
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}
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accountWithdrawlHistory, err := o.GetAccountWithdrawalHistory("")
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for i := range accountWithdrawlHistory {
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resp = append(resp, exchange.FundHistory{
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Amount: accountWithdrawlHistory[i].Amount,
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Currency: accountWithdrawlHistory[i].Currency,
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ExchangeName: o.Name,
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Status: OrderStatus[accountWithdrawlHistory[i].Status],
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Timestamp: accountWithdrawlHistory[i].Timestamp,
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TransferID: accountWithdrawlHistory[i].Txid,
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TransferType: "withdrawal",
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})
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}
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return resp, err
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}
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// GetExchangeHistory returns historic trade data since exchange opening.
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func (o *OKGroup) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
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return nil, common.ErrNotYetImplemented
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}
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// SubmitOrder submits a new order
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func (o *OKGroup) SubmitOrder(p currency.Pair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, clientID string) (resp exchange.SubmitOrderResponse, err error) {
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request := PlaceSpotOrderRequest{
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ClientOID: clientID,
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InstrumentID: exchange.FormatExchangeCurrency(o.Name, p).String(),
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Side: strings.ToLower(side.ToString()),
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Type: strings.ToLower(orderType.ToString()),
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Size: strconv.FormatFloat(amount, 'f', -1, 64),
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}
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if orderType == exchange.LimitOrderType {
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request.Price = strconv.FormatFloat(price, 'f', -1, 64)
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}
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orderResponse, err := o.PlaceSpotOrder(&request)
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if err != nil {
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return
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}
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resp.IsOrderPlaced = orderResponse.Result
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resp.OrderID = orderResponse.OrderID
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return
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}
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// ModifyOrder will allow of changing orderbook placement and limit to
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// market conversion
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func (o *OKGroup) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
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return "", common.ErrFunctionNotSupported
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}
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// CancelOrder cancels an order by its corresponding ID number
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func (o *OKGroup) CancelOrder(orderCancellation *exchange.OrderCancellation) (err error) {
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orderID, err := strconv.ParseInt(orderCancellation.OrderID, 10, 64)
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if err != nil {
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return
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}
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orderCancellationResponse, err := o.CancelSpotOrder(CancelSpotOrderRequest{
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InstrumentID: exchange.FormatExchangeCurrency(o.Name, orderCancellation.CurrencyPair).String(),
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OrderID: orderID,
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})
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if !orderCancellationResponse.Result {
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err = fmt.Errorf("order %v failed to be cancelled", orderCancellationResponse.OrderID)
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}
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return
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}
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// CancelAllOrders cancels all orders associated with a currency pair
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func (o *OKGroup) CancelAllOrders(orderCancellation *exchange.OrderCancellation) (resp exchange.CancelAllOrdersResponse, err error) {
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orderIDs := strings.Split(orderCancellation.OrderID, ",")
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resp.OrderStatus = make(map[string]string)
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var orderIDNumbers []int64
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for _, i := range orderIDs {
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orderIDNumber, strConvErr := strconv.ParseInt(i, 10, 64)
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if strConvErr != nil {
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resp.OrderStatus[i] = strConvErr.Error()
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continue
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}
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orderIDNumbers = append(orderIDNumbers, orderIDNumber)
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}
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cancelOrdersResponse, err := o.CancelMultipleSpotOrders(CancelMultipleSpotOrdersRequest{
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InstrumentID: exchange.FormatExchangeCurrency(o.Name, orderCancellation.CurrencyPair).String(),
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OrderIDs: orderIDNumbers,
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})
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if err != nil {
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return
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}
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for _, orderMap := range cancelOrdersResponse {
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for _, cancelledOrder := range orderMap {
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resp.OrderStatus[fmt.Sprintf("%v", cancelledOrder.OrderID)] = fmt.Sprintf("%v", cancelledOrder.Result)
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}
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}
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return
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}
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// GetOrderInfo returns information on a current open order
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func (o *OKGroup) GetOrderInfo(orderID string) (resp exchange.OrderDetail, err error) {
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order, err := o.GetSpotOrder(GetSpotOrderRequest{OrderID: orderID})
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if err != nil {
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return
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}
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resp = exchange.OrderDetail{
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Amount: order.Size,
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CurrencyPair: currency.NewPairDelimiter(order.InstrumentID,
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o.ConfigCurrencyPairFormat.Delimiter),
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Exchange: o.Name,
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OrderDate: order.Timestamp,
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ExecutedAmount: order.FilledSize,
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Status: order.Status,
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OrderSide: exchange.OrderSide(order.Side),
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}
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return
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}
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// GetDepositAddress returns a deposit address for a specified currency
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func (o *OKGroup) GetDepositAddress(p currency.Code, accountID string) (_ string, err error) {
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wallet, err := o.GetAccountDepositAddressForCurrency(p.Lower().String())
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if err != nil {
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return
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}
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return wallet[0].Address, nil
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}
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// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
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// submitted
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func (o *OKGroup) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
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withdrawal, err := o.AccountWithdraw(AccountWithdrawRequest{
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Amount: withdrawRequest.Amount,
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Currency: withdrawRequest.Currency.Lower().String(),
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Destination: 4, // 1, 2, 3 are all internal
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Fee: withdrawRequest.FeeAmount,
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ToAddress: withdrawRequest.Address,
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TradePwd: withdrawRequest.TradePassword,
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})
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if err != nil {
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return "", err
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}
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if !withdrawal.Result {
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return fmt.Sprintf("%v", withdrawal.WithdrawalID), fmt.Errorf("could not withdraw currency %v to %v, no error specified", withdrawRequest.Currency.String(), withdrawRequest.Address)
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}
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return fmt.Sprintf("%v", withdrawal.WithdrawalID), nil
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}
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// WithdrawFiatFunds returns a withdrawal ID when a
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// withdrawal is submitted
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func (o *OKGroup) WithdrawFiatFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
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return "", common.ErrFunctionNotSupported
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}
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// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
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// withdrawal is submitted
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func (o *OKGroup) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.WithdrawRequest) (string, error) {
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return "", common.ErrFunctionNotSupported
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}
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// GetActiveOrders retrieves any orders that are active/open
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func (o *OKGroup) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) (resp []exchange.OrderDetail, err error) {
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for _, currency := range getOrdersRequest.Currencies {
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spotOpenOrders, err := o.GetSpotOpenOrders(GetSpotOpenOrdersRequest{
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InstrumentID: exchange.FormatExchangeCurrency(o.Name, currency).String(),
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})
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if err != nil {
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return resp, err
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}
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for i := range spotOpenOrders {
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resp = append(resp, exchange.OrderDetail{
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ID: spotOpenOrders[i].OrderID,
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Price: spotOpenOrders[i].Price,
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Amount: spotOpenOrders[i].Size,
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CurrencyPair: currency,
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Exchange: o.Name,
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OrderSide: exchange.OrderSide(spotOpenOrders[i].Side),
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OrderType: exchange.OrderType(spotOpenOrders[i].Type),
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ExecutedAmount: spotOpenOrders[i].FilledSize,
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OrderDate: spotOpenOrders[i].Timestamp,
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Status: spotOpenOrders[i].Status,
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})
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}
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}
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return
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}
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// GetOrderHistory retrieves account order information
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// Can Limit response to specific order status
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func (o *OKGroup) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) (resp []exchange.OrderDetail, err error) {
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for _, currency := range getOrdersRequest.Currencies {
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spotOpenOrders, err := o.GetSpotOrders(GetSpotOrdersRequest{
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Status: strings.Join([]string{"filled", "cancelled", "failure"}, "|"),
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InstrumentID: exchange.FormatExchangeCurrency(o.Name, currency).String(),
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})
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if err != nil {
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return resp, err
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}
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for i := range spotOpenOrders {
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resp = append(resp, exchange.OrderDetail{
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ID: spotOpenOrders[i].OrderID,
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Price: spotOpenOrders[i].Price,
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Amount: spotOpenOrders[i].Size,
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CurrencyPair: currency,
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Exchange: o.Name,
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OrderSide: exchange.OrderSide(spotOpenOrders[i].Side),
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OrderType: exchange.OrderType(spotOpenOrders[i].Type),
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ExecutedAmount: spotOpenOrders[i].FilledSize,
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OrderDate: spotOpenOrders[i].Timestamp,
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Status: spotOpenOrders[i].Status,
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})
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}
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}
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return
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}
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// GetWebsocket returns a pointer to the exchange websocket
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func (o *OKGroup) GetWebsocket() (*exchange.Websocket, error) {
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return o.Websocket, nil
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}
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// GetFeeByType returns an estimate of fee based on type of transaction
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func (o *OKGroup) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
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if (o.APIKey == "" || o.APISecret == "") && // Todo check connection status
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feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
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feeBuilder.FeeType = exchange.OfflineTradeFee
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}
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return o.GetFee(feeBuilder)
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}
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// GetWithdrawCapabilities returns the types of withdrawal methods permitted by the exchange
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func (o *OKGroup) GetWithdrawCapabilities() uint32 {
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return o.GetWithdrawPermissions()
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}
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// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
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// which lets websocket.manageSubscriptions handle subscribing
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func (o *OKGroup) SubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
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o.Websocket.SubscribeToChannels(channels)
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return nil
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}
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// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
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// which lets websocket.manageSubscriptions handle unsubscribing
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func (o *OKGroup) UnsubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
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o.Websocket.UnsubscribeToChannels(channels)
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return nil
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}
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// GetSubscriptions returns a copied list of subscriptions
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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()
|
|
}
|