Files
gocryptotrader/exchanges/hitbtc/hitbtc.go
Scott 6a15ecc65c OKEX/OKCoin API combine via OKGroup (#252)
* Initial commit

* Successful authenticated request implementation.

* Removes data from okcoin, okex. Implements some account okgroup endpoints. Adds tests

* Finishes account API endpoint implementations.

* Implements and adds tests for the following okgroup v3 API endpoints: GetSpotTradingAccounts, GetSpotTradingAccountForCurrency, GetSpotBillDetailsForCurrency, PlaceSpotOrder, PlaceMultipleSpotOrders, CancelSpotOrder, CancelMultipleSpotOrders, GetSpotOrders, GetSpotOpenOrders, GetSpotOrder, GetSpotTransactionDetails, GetSpotTokenPairDetails, GetSpotOrderBook, GetSpotAllTokenPairsInformation, GetSpotAllTokenPairsInformationForCurrency, GetSpotFilledOrdersInformation, GetSpotMarketData

* Implements and adds tests for all margin api endpoints: GetMarginTradingAccounts, GetMarginTradingAccountsForCurrency, GetMarginBillDetails, GetMarginAccountSettings, GetMarginLoanHistory, OpenMarginLoan, RepayMarginLoan, PlaceMarginOrder, PlaceMultipleMarginOrders, CancelMarginOrder, CancelMultipleMarginOrders, GetMarginOrders, GetMarginOpenOrders, GetMarginOrder, GetMarginTransactionDetails. Simplifies some Spot endpoints combining ForCurrency funcs where possible

* Adds all 29 Futures endpoints with tests. Updates comments and naming conventions. Adds standard realordertest func. Adds ability to make public API requests. Adds test purpose comments

* Adds 29 endpoints for SWAP API support. Adds tests for each endpoint. Declares response variables in function declaration. Simplifies URL parameter formatting

* Adds all ETT endpoints with tests

* Creates OKCoin and OKEX struct types. Moves okgroup tests to okcoin and okex exchanges. Updates withdraw fee calculation. Updates exchange.go exchange declaration to point to new types. Streamlines wrapper tests. Begins websocket integration

* Rebase fixes

* Deletes okcoin_types.go, okcoin_wrapper.go, okex_types.go, okex_wrapper.go. Combines okex,okcoin wrappers in okgroup_wrapper.go. Removes boilerplate url.values with new request struct type parsing. Adds github.com/google/go-querystring to go modules. Replaces USDT with USD for OKCoin tests. Moves OKEX specific endpoints (futures, swap & ett) to okex.go. Fixes recieving receiving again

* Maps the wrapper

* Parses json into time.Time instead of string + conversion

* Renames websocket.SetEnabled to websocket.SetWsStatusAndConnection. Maps main spot websocket functions for okgroup. Adds some basic ws tests

* Updates websocket default URLS, adds checksum tests, removes setdefaults from okgroup, adds WebsocketDataWrapper to wrap all okgroup websocket data responses, handles spot, swap, index and futures ticker, candle, trade, orderbook, funding fee websocket responses. Partially implements checksum validation on orderbook data. Fixes all linting issues

* Handles the calculation of okgroup websocket checksums. Adds tests

* Now all orderbook checksums are validated. Cleans up implementations and removes invalid checksum calculator functions. Adds function to parse ordertype. Puts verbose logs behind verbose check

* Removes parallel from okgroup tests. Removes unused code. Adds GetWsChannelWithoutOrderType. Improves handling of WS data types. Adds types for more ws channels. Simplifies update orderbook handling

* updates btse func name

* linting

* Fixes websocket connection issue with tests. Removes test verbosity

* Updates checksum calculation to handle more than 7 decimal places. Adds rate limiters. Uses != "" instead of len > 0. Adds new test to handle checksum calculation with 8 decimal places.

* Removes logging. Fixes orderbook wrapper references

* Adds slightly more robust resubscribe func. Adds websocket tests that can detect websocket errors

* Fixes linting issues

* Adds new WS func IsConnected() to expose ws status. Tests protect against channel timeout

* Adds test comments. Fixes parallel issues for futures tests

* Fixes error output for wrapper function
2019-03-18 15:18:36 +11:00

651 lines
18 KiB
Go

package hitbtc
import (
"bytes"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"time"
"github.com/gorilla/websocket"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/config"
"github.com/thrasher-/gocryptotrader/currency/symbol"
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 (
// API
apiURL = "https://api.hitbtc.com"
// Public
apiV2Trades = "api/2/public/trades"
apiV2Currency = "api/2/public/currency"
apiV2Symbol = "api/2/public/symbol"
apiV2Ticker = "api/2/public/ticker"
apiV2Orderbook = "api/2/public/orderbook"
apiV2Candles = "api/2/public/candles"
// Authenticated
apiV2Balance = "api/2/trading/balance"
apiV2CryptoAddress = "api/2/account/crypto/address"
apiV2CryptoWithdraw = "api/2/account/crypto/withdraw"
apiV2TradeHistory = "api/2/history/trades"
apiV2OrderHistory = "api/2/history/order"
apiv2OpenOrders = "api/2/order"
apiV2FeeInfo = "api/2/trading/fee"
orders = "order"
orderBuy = "api/2/order"
orderSell = "sell"
orderMove = "moveOrder"
tradableBalances = "returnTradableBalances"
transferBalance = "transferBalance"
hitbtcAuthRate = 0
hitbtcUnauthRate = 0
)
// HitBTC is the overarching type across the hitbtc package
type HitBTC struct {
exchange.Base
WebsocketConn *websocket.Conn
}
// SetDefaults sets default settings for hitbtc
func (h *HitBTC) SetDefaults() {
h.Name = "HitBTC"
h.Enabled = false
h.Fee = 0
h.Verbose = false
h.RESTPollingDelay = 10
h.APIWithdrawPermissions = exchange.AutoWithdrawCrypto |
exchange.NoFiatWithdrawals
h.RequestCurrencyPairFormat.Delimiter = ""
h.RequestCurrencyPairFormat.Uppercase = true
h.ConfigCurrencyPairFormat.Delimiter = "-"
h.ConfigCurrencyPairFormat.Uppercase = true
h.AssetTypes = []string{ticker.Spot}
h.SupportsAutoPairUpdating = true
h.SupportsRESTTickerBatching = true
h.Requester = request.New(h.Name,
request.NewRateLimit(time.Second, hitbtcAuthRate),
request.NewRateLimit(time.Second, hitbtcUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
h.APIUrlDefault = apiURL
h.APIUrl = h.APIUrlDefault
h.WebsocketInit()
h.Websocket.Functionality = exchange.WebsocketTickerSupported |
exchange.WebsocketOrderbookSupported
}
// Setup sets user exchange configuration settings
func (h *HitBTC) Setup(exch config.ExchangeConfig) {
if !exch.Enabled {
h.SetEnabled(false)
} else {
h.Enabled = true
h.AuthenticatedAPISupport = exch.AuthenticatedAPISupport
h.SetAPIKeys(exch.APIKey, exch.APISecret, "", false)
h.SetHTTPClientTimeout(exch.HTTPTimeout)
h.SetHTTPClientUserAgent(exch.HTTPUserAgent)
h.RESTPollingDelay = exch.RESTPollingDelay // Max 60000ms
h.Verbose = exch.Verbose
h.Websocket.SetWsStatusAndConnection(exch.Websocket)
h.BaseCurrencies = common.SplitStrings(exch.BaseCurrencies, ",")
h.AvailablePairs = common.SplitStrings(exch.AvailablePairs, ",")
h.EnabledPairs = common.SplitStrings(exch.EnabledPairs, ",")
err := h.SetCurrencyPairFormat()
if err != nil {
log.Fatal(err)
}
err = h.SetAssetTypes()
if err != nil {
log.Fatal(err)
}
err = h.SetAutoPairDefaults()
if err != nil {
log.Fatal(err)
}
err = h.SetAPIURL(exch)
if err != nil {
log.Fatal(err)
}
err = h.SetClientProxyAddress(exch.ProxyAddress)
if err != nil {
log.Fatal(err)
}
err = h.WebsocketSetup(h.WsConnect,
exch.Name,
exch.Websocket,
hitbtcWebsocketAddress,
exch.WebsocketURL)
if err != nil {
log.Fatal(err)
}
}
}
// Public Market Data
// https://api.hitbtc.com/?python#market-data
// GetCurrencies returns the actual list of available currencies, tokens, ICO
// etc.
func (h *HitBTC) GetCurrencies() (map[string]Currencies, error) {
type Response struct {
Data []Currencies
}
resp := Response{}
path := fmt.Sprintf("%s/%s", h.APIUrl, apiV2Currency)
ret := make(map[string]Currencies)
err := h.SendHTTPRequest(path, &resp.Data)
if err != nil {
return ret, err
}
for _, id := range resp.Data {
ret[id.ID] = id
}
return ret, err
}
// GetCurrency returns the actual list of available currencies, tokens, ICO
// etc.
func (h *HitBTC) GetCurrency(currency string) (Currencies, error) {
type Response struct {
Data Currencies
}
resp := Response{}
path := fmt.Sprintf("%s/%s/%s", h.APIUrl, apiV2Currency, currency)
return resp.Data, h.SendHTTPRequest(path, &resp.Data)
}
// GetSymbols Return the actual list of currency symbols (currency pairs) traded
// on HitBTC exchange. The first listed currency of a symbol is called the base
// currency, and the second currency is called the quote currency. The currency
// pair indicates how much of the quote currency is needed to purchase one unit
// of the base currency.
func (h *HitBTC) GetSymbols(symbol string) ([]string, error) {
resp := []Symbol{}
path := fmt.Sprintf("%s/%s/%s", h.APIUrl, apiV2Symbol, symbol)
ret := make([]string, 0, len(resp))
err := h.SendHTTPRequest(path, &resp)
if err != nil {
return ret, err
}
for _, x := range resp {
ret = append(ret, x.ID)
}
return ret, err
}
// GetSymbolsDetailed is the same as above but returns an array of symbols with
// all their details.
func (h *HitBTC) GetSymbolsDetailed() ([]Symbol, error) {
resp := []Symbol{}
path := fmt.Sprintf("%s/%s", h.APIUrl, apiV2Symbol)
return resp, h.SendHTTPRequest(path, &resp)
}
// GetTicker returns ticker information
func (h *HitBTC) GetTicker(symbol string) (map[string]Ticker, error) {
resp1 := []TickerResponse{}
resp2 := TickerResponse{}
ret := make(map[string]TickerResponse)
result := make(map[string]Ticker)
path := fmt.Sprintf("%s/%s/%s", h.APIUrl, apiV2Ticker, symbol)
var err error
if symbol == "" {
err = h.SendHTTPRequest(path, &resp1)
if err != nil {
return nil, err
}
for _, item := range resp1 {
if item.Symbol != "" {
ret[item.Symbol] = item
}
}
} else {
err = h.SendHTTPRequest(path, &resp2)
ret[resp2.Symbol] = resp2
}
if err == nil {
for x, y := range ret {
tick := Ticker{}
ask, _ := strconv.ParseFloat(y.Ask, 64)
tick.Ask = ask
bid, _ := strconv.ParseFloat(y.Bid, 64)
tick.Bid = bid
high, _ := strconv.ParseFloat(y.High, 64)
tick.High = high
last, _ := strconv.ParseFloat(y.Last, 64)
tick.Last = last
low, _ := strconv.ParseFloat(y.Low, 64)
tick.Low = low
open, _ := strconv.ParseFloat(y.Open, 64)
tick.Open = open
vol, _ := strconv.ParseFloat(y.Volume, 64)
tick.Volume = vol
volQuote, _ := strconv.ParseFloat(y.VolumeQuote, 64)
tick.VolumeQuote = volQuote
tick.Symbol = y.Symbol
tick.Timestamp = y.Timestamp
result[x] = tick
}
}
return result, err
}
// GetTrades returns trades from hitbtc
func (h *HitBTC) GetTrades(currencyPair, from, till, limit, offset, by, sort string) ([]TradeHistory, error) {
// start Number or Datetime
// end Number or Datetime
// limit Number
// offset Number
// by Filtration definition. Accepted values: id, timestamh. Default timestamp
// sort Default DESC
vals := url.Values{}
if from != "" {
vals.Set("from", from)
}
if till != "" {
vals.Set("till", till)
}
if limit != "" {
vals.Set("limit", limit)
}
if offset != "" {
vals.Set("offset", offset)
}
if by != "" {
vals.Set("by", by)
}
if sort != "" {
vals.Set("sort", sort)
}
resp := []TradeHistory{}
path := fmt.Sprintf("%s/%s/%s?%s", h.APIUrl, apiV2Trades, currencyPair, vals.Encode())
return resp, h.SendHTTPRequest(path, &resp)
}
// GetOrderbook an order book is an electronic list of buy and sell orders for a
// specific symbol, organized by price level.
func (h *HitBTC) GetOrderbook(currencyPair string, limit int) (Orderbook, error) {
// limit Limit of orderbook levels, default 100. Set 0 to view full orderbook levels
vals := url.Values{}
if limit != 0 {
vals.Set("limit", strconv.Itoa(limit))
}
resp := OrderbookResponse{}
path := fmt.Sprintf("%s/%s/%s?%s", h.APIUrl, apiV2Orderbook, currencyPair, vals.Encode())
err := h.SendHTTPRequest(path, &resp)
if err != nil {
return Orderbook{}, err
}
ob := Orderbook{}
ob.Asks = append(ob.Asks, resp.Asks...)
ob.Bids = append(ob.Bids, resp.Bids...)
return ob, nil
}
// GetCandles returns candles which is used for OHLC a specific symbol.
// Note: Result contain candles only with non zero volume.
func (h *HitBTC) GetCandles(currencyPair, limit, period string) ([]ChartData, error) {
// limit Limit of candles, default 100.
// period One of: M1 (one minute), M3, M5, M15, M30, H1, H4, D1, D7, 1M (one month). Default is M30 (30 minutes).
vals := url.Values{}
if limit != "" {
vals.Set("limit", limit)
}
if period != "" {
vals.Set("period", period)
}
resp := []ChartData{}
path := fmt.Sprintf("%s/%s/%s?%s", h.APIUrl, apiV2Candles, currencyPair, vals.Encode())
return resp, h.SendHTTPRequest(path, &resp)
}
// Authenticated Market Data
// https://api.hitbtc.com/?python#market-data
// GetBalances returns full balance for your account
func (h *HitBTC) GetBalances() (map[string]Balance, error) {
result := []Balance{}
err := h.SendAuthenticatedHTTPRequest(http.MethodGet, apiV2Balance, url.Values{}, &result)
ret := make(map[string]Balance)
if err != nil {
return ret, err
}
for _, item := range result {
ret[item.Currency] = item
}
return ret, nil
}
// GetDepositAddresses returns a deposit address for a specific currency
func (h *HitBTC) GetDepositAddresses(currency string) (DepositCryptoAddresses, error) {
var resp DepositCryptoAddresses
return resp,
h.SendAuthenticatedHTTPRequest(http.MethodGet,
apiV2CryptoAddress+"/"+currency,
url.Values{},
&resp)
}
// GenerateNewAddress generates a new deposit address for a currency
func (h *HitBTC) GenerateNewAddress(currency string) (DepositCryptoAddresses, error) {
resp := DepositCryptoAddresses{}
err := h.SendAuthenticatedHTTPRequest(http.MethodPost, apiV2CryptoAddress+"/"+currency, url.Values{}, &resp)
return resp, err
}
// GetActiveorders returns all your active orders
func (h *HitBTC) GetActiveorders(currency string) ([]Order, error) {
resp := []Order{}
err := h.SendAuthenticatedHTTPRequest(http.MethodGet, orders+"?symbol="+currency, url.Values{}, &resp)
return resp, err
}
// GetTradeHistoryForCurrency returns your trade history
func (h *HitBTC) GetTradeHistoryForCurrency(currency, start, end string) (AuthenticatedTradeHistoryResponse, error) {
values := url.Values{}
if start != "" {
values.Set("start", start)
}
if end != "" {
values.Set("end", end)
}
values.Set("currencyPair", currency)
result := AuthenticatedTradeHistoryResponse{}
return result, h.SendAuthenticatedHTTPRequest(http.MethodPost, apiV2TradeHistory, values, &result.Data)
}
// GetTradeHistoryForAllCurrencies returns your trade history
func (h *HitBTC) GetTradeHistoryForAllCurrencies(start, end string) (AuthenticatedTradeHistoryAll, error) {
values := url.Values{}
if start != "" {
values.Set("start", start)
}
if end != "" {
values.Set("end", end)
}
values.Set("currencyPair", "all")
result := AuthenticatedTradeHistoryAll{}
return result, h.SendAuthenticatedHTTPRequest(http.MethodPost, apiV2TradeHistory, values, &result.Data)
}
// GetOrders List of your order history.
func (h *HitBTC) GetOrders(currency string) ([]OrderHistoryResponse, error) {
values := url.Values{}
values.Set("symbol", currency)
var result []OrderHistoryResponse
return result, h.SendAuthenticatedHTTPRequest(http.MethodGet, apiV2OrderHistory, values, &result)
}
// GetOpenOrders List of your currently open orders.
func (h *HitBTC) GetOpenOrders(currency string) ([]OrderHistoryResponse, error) {
values := url.Values{}
values.Set("symbol", currency)
var result []OrderHistoryResponse
return result, h.SendAuthenticatedHTTPRequest(http.MethodGet, apiv2OpenOrders, values, &result)
}
// PlaceOrder places an order on the exchange
func (h *HitBTC) PlaceOrder(currency string, rate, amount float64, orderType, side string) (OrderResponse, error) {
result := OrderResponse{}
values := url.Values{}
values.Set("symbol", currency)
values.Set("rate", strconv.FormatFloat(rate, 'f', -1, 64))
values.Set("quantity", strconv.FormatFloat(amount, 'f', -1, 64))
values.Set("side", side)
values.Set("price", strconv.FormatFloat(rate, 'f', -1, 64))
values.Set("type", orderType)
return result, h.SendAuthenticatedHTTPRequest(http.MethodPost, orderBuy, values, &result)
}
// CancelExistingOrder cancels a specific order by OrderID
func (h *HitBTC) CancelExistingOrder(orderID int64) (bool, error) {
result := GenericResponse{}
values := url.Values{}
err := h.SendAuthenticatedHTTPRequest(http.MethodDelete, orderBuy+"/"+strconv.FormatInt(orderID, 10), values, &result)
if err != nil {
return false, err
}
if result.Success != 1 {
return false, errors.New(result.Error)
}
return true, nil
}
// CancelAllExistingOrders cancels all open orders
func (h *HitBTC) CancelAllExistingOrders() ([]Order, error) {
var result []Order
values := url.Values{}
return result, h.SendAuthenticatedHTTPRequest(http.MethodDelete, orderBuy, values, &result)
}
// MoveOrder generates a new move order
func (h *HitBTC) MoveOrder(orderID int64, rate, amount float64) (MoveOrderResponse, error) {
result := MoveOrderResponse{}
values := url.Values{}
values.Set("orderNumber", strconv.FormatInt(orderID, 10))
values.Set("rate", strconv.FormatFloat(rate, 'f', -1, 64))
if amount != 0 {
values.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
}
err := h.SendAuthenticatedHTTPRequest(http.MethodPost, orderMove, values, &result)
if err != nil {
return result, err
}
if result.Success != 1 {
return result, errors.New(result.Error)
}
return result, nil
}
// Withdraw allows for the withdrawal to a specific address
func (h *HitBTC) Withdraw(currency, address string, amount float64) (bool, error) {
result := Withdraw{}
values := url.Values{}
values.Set("currency", currency)
values.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
values.Set("address", address)
err := h.SendAuthenticatedHTTPRequest(http.MethodPost, apiV2CryptoWithdraw, values, &result)
if err != nil {
return false, err
}
if result.Error != "" {
return false, errors.New(result.Error)
}
return true, nil
}
// GetFeeInfo returns current fee information
func (h *HitBTC) GetFeeInfo(currencyPair string) (Fee, error) {
result := Fee{}
err := h.SendAuthenticatedHTTPRequest(http.MethodGet, apiV2FeeInfo+"/"+currencyPair, url.Values{}, &result)
return result, err
}
// GetTradableBalances returns current tradable balances
func (h *HitBTC) GetTradableBalances() (map[string]map[string]float64, error) {
type Response struct {
Data map[string]map[string]interface{}
}
result := Response{}
err := h.SendAuthenticatedHTTPRequest(http.MethodPost, tradableBalances, url.Values{}, &result.Data)
if err != nil {
return nil, err
}
balances := make(map[string]map[string]float64)
for x, y := range result.Data {
balances[x] = make(map[string]float64)
for z, w := range y {
balances[x][z], _ = strconv.ParseFloat(w.(string), 64)
}
}
return balances, nil
}
// TransferBalance transfers a balance
func (h *HitBTC) TransferBalance(currency, from, to string, amount float64) (bool, error) {
values := url.Values{}
result := GenericResponse{}
values.Set("currency", currency)
values.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
values.Set("fromAccount", from)
values.Set("toAccount", to)
err := h.SendAuthenticatedHTTPRequest(http.MethodPost, transferBalance, values, &result)
if err != nil {
return false, err
}
if result.Error != "" && result.Success != 1 {
return false, errors.New(result.Error)
}
return true, nil
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (h *HitBTC) SendHTTPRequest(path string, result interface{}) error {
return h.SendPayload(http.MethodGet, path, nil, nil, result, false, h.Verbose)
}
// SendAuthenticatedHTTPRequest sends an authenticated http request
func (h *HitBTC) SendAuthenticatedHTTPRequest(method, endpoint string, values url.Values, result interface{}) error {
if !h.AuthenticatedAPISupport {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet, h.Name)
}
headers := make(map[string]string)
headers["Authorization"] = "Basic " + common.Base64Encode([]byte(h.APIKey+":"+h.APISecret))
path := fmt.Sprintf("%s/%s", h.APIUrl, endpoint)
return h.SendPayload(method, path, headers, bytes.NewBufferString(values.Encode()), result, true, h.Verbose)
}
// GetFee returns an estimate of fee based on type of transaction
func (h *HitBTC) GetFee(feeBuilder exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
feeInfo, err := h.GetFeeInfo(feeBuilder.FirstCurrency + feeBuilder.Delimiter + feeBuilder.SecondCurrency)
if err != nil {
return 0, err
}
fee = calculateTradingFee(feeInfo, feeBuilder.PurchasePrice, feeBuilder.Amount, feeBuilder.IsMaker)
case exchange.CryptocurrencyWithdrawalFee:
currencyInfo, err := h.GetCurrency(feeBuilder.FirstCurrency)
if err != nil {
return 0, err
}
fee, err = strconv.ParseFloat(currencyInfo.PayoutFee, 64)
if err != nil {
return 0, err
}
case exchange.CyptocurrencyDepositFee:
fee = calculateCryptocurrencyDepositFee(feeBuilder.FirstCurrency, feeBuilder.Amount)
}
return fee, nil
}
func calculateCryptocurrencyDepositFee(currency string, amount float64) float64 {
var fee float64
if currency == symbol.BTC {
fee = 0.0006
}
return fee * amount
}
func calculateTradingFee(feeInfo Fee, purchasePrice, amount float64, isMaker bool) float64 {
var volumeFee float64
if isMaker {
volumeFee = feeInfo.ProvideLiquidityRate
} else {
volumeFee = feeInfo.TakeLiquidityRate
}
return volumeFee * amount * purchasePrice
}