Files
gocryptotrader/exchanges/itbit/itbit_wrapper.go
Scott 5ea5245afb Improvement: Subsystem separation (#664)
* Initial codes for a trade tracker

* Moving everything in a broken fashion

* Removes tradetracker. Removes some errors for subsystems

* Cleans up some subsystems, renames stuttering types. Removes some global Bot usage

* More basic subsystem renaming and file moving

* Removes engine dependency from events,ntpserver,ordermanager,comms manager

* Exports eventManager, fixes rpcserver. puts rpcserver back for now

* Removes redundant error message, further removes engine dependencies

* experimental end of day interface usage

* adds ability to build the application

* Withdraw and event manager handling

* cleans up apiserver and communications manager

* Cleans up some start/setup processes. Though should separate

* More consistency with Setup Start Stop IsRunning funcs

* Final consistency pass before testing phase

* Fixes engine tests. Fixes stop nil issue

* api server tests

* Communications manager testing

* Connection manager tests and nilsubsystem error

* End of day currencypairsyncer tests

* Adds databaseconnection/databaseconnection_test.go

* Adds withdrawal manager tests

* Deposit address testing. Moved orderbook sync first as its more important

* Adds test for event manager

* More full eventmanager testing

* Adds testfile. Enables skipped test.

* ntp manager tests

* Adds ordermanager tests, Extracts a whole new subsystem from engine and fanangles import cycles

* Adds websocket routine manager tests

* Basic portfolio manager testing

* Fixes issue with currency pair sync startup

* Fixes issue with event manager startup

* Starts the order manager before backtester starts

* Fixes fee tests. Expands testing. Doesnt fix races

* Fixes most test races

* Resolves data races

* Fixes subsystem test issues

* currency pair syncer coverage tests

* Refactors portfolio. Fixes tests. Withdraw validation

Portfolio didn't need to exist with a portfolio manager. Now the porfolio manager
is in charge how the portfolio is handled and all portfolio functions are attached
to the base instead of just exported at the package level

Withdrawal validation occurred at the exchange level when it can just be run at the
withdrawal manager level. All withdrawal requests go through that endpoint

* lint -fix

* golang lint fixes

* lints and comments everything

* Updates GCT logo, adds documentation for some subsystems

* More documentation and more logo updates

* Fixes backtesting and apiserver errors encountered

* Fixes errors and typos from reviewing

* More minor fixes

* Changes %h verb to %w

* reverbs to %s

* Humbly begins reverting to more flat engine package

The main reasoning for this is that the subsystem split doesn't make sense
in a golang environment. The subsystems are only meant to be used with engine
and so by placing them in a non-engine area, it does not work and is
inconsistent with the rest of the application's package layout.

This will begin salvaging the changes made by reverting to a flat
engine package, but maintaining the consistent designs introduced.
Further, I will look to remove any TestMains and decrease the scope
of testing to be more local and decrease the issues that have been
caused from our style of testing.

* Manages to re-flatten things. Everything is within its own file

* mini fixes

* Fixes tests and data races and lints

* Updates docs tool for engine to create filename readmes

* os -> ioutil

* remove err

* Appveyor version increase test

* Removes tCleanup as its unsupported on appveyor

* Adds stuff that I thought was in previous merge master commit

* Removes cancel from test

* Fixes really fun test-exclusive data race

* minor nit fixes

* niterinos

* docs gen

* rm;rf test

* Remove typoline. expands startstop helper. Splits apiserver

* Removes accidental folder

* Uses update instead of replace for order upsert

* addresses nits. Renames files. Regenerates documentation.

* lint and removal of comments

* Add new test for default scenario

* Fixes typo

* regen docs
2021-05-31 10:17:12 +10:00

646 lines
18 KiB
Go

package itbit
import (
"fmt"
"net/url"
"sort"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (i *ItBit) GetDefaultConfig() (*config.ExchangeConfig, error) {
i.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = i.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = i.BaseCurrencies
err := i.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if i.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = i.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the defaults for the exchange
func (i *ItBit) SetDefaults() {
i.Name = "ITBIT"
i.Enabled = true
i.Verbose = true
i.API.CredentialsValidator.RequiresClientID = true
i.API.CredentialsValidator.RequiresSecret = true
requestFmt := &currency.PairFormat{Uppercase: true}
configFmt := &currency.PairFormat{Uppercase: true}
err := i.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
i.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: false,
RESTCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
SubmitOrder: true,
DepositHistory: true,
WithdrawalHistory: true,
UserTradeHistory: true,
CryptoDeposit: true,
TradeFee: true,
FiatWithdrawalFee: true,
},
WithdrawPermissions: exchange.WithdrawCryptoViaWebsiteOnly |
exchange.WithdrawFiatViaWebsiteOnly,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: false,
},
}
i.Requester = request.New(i.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
i.API.Endpoints = i.NewEndpoints()
err = i.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: itbitAPIURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
}
// Setup sets the exchange parameters from exchange config
func (i *ItBit) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
i.SetEnabled(false)
return nil
}
return i.SetupDefaults(exch)
}
// Start starts the ItBit go routine
func (i *ItBit) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
i.Run()
wg.Done()
}()
}
// Run implements the ItBit wrapper
func (i *ItBit) Run() {
if i.Verbose {
i.PrintEnabledPairs()
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (i *ItBit) FetchTradablePairs(asset asset.Item) ([]string, error) {
return nil, common.ErrFunctionNotSupported
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (i *ItBit) UpdateTradablePairs(forceUpdate bool) error {
return common.ErrFunctionNotSupported
}
// UpdateTicker updates and returns the ticker for a currency pair
func (i *ItBit) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
fpair, err := i.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
tick, err := i.GetTicker(fpair.String())
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick.LastPrice,
High: tick.High24h,
Low: tick.Low24h,
Bid: tick.Bid,
Ask: tick.Ask,
Volume: tick.Volume24h,
Open: tick.OpenToday,
Pair: p,
LastUpdated: tick.ServertimeUTC,
ExchangeName: i.Name,
AssetType: assetType})
if err != nil {
return nil, err
}
return ticker.GetTicker(i.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (i *ItBit) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(i.Name, p, assetType)
if err != nil {
return i.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (i *ItBit) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(i.Name, p, assetType)
if err != nil {
return i.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (i *ItBit) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: i.Name,
Pair: p,
Asset: assetType,
PriceDuplication: true,
VerifyOrderbook: i.CanVerifyOrderbook,
}
fpair, err := i.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
orderbookNew, err := i.GetOrderbook(fpair.String())
if err != nil {
return nil, err
}
for x := range orderbookNew.Bids {
var price, amount float64
price, err = strconv.ParseFloat(orderbookNew.Bids[x][0], 64)
if err != nil {
return book, err
}
amount, err = strconv.ParseFloat(orderbookNew.Bids[x][1], 64)
if err != nil {
return book, err
}
book.Bids = append(book.Bids,
orderbook.Item{
Amount: amount,
Price: price,
})
}
for x := range orderbookNew.Asks {
var price, amount float64
price, err = strconv.ParseFloat(orderbookNew.Asks[x][0], 64)
if err != nil {
return book, err
}
amount, err = strconv.ParseFloat(orderbookNew.Asks[x][1], 64)
if err != nil {
return book, err
}
book.Asks = append(book.Asks,
orderbook.Item{
Amount: amount,
Price: price,
})
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(i.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies
func (i *ItBit) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
var info account.Holdings
info.Exchange = i.Name
wallets, err := i.GetWallets(url.Values{})
if err != nil {
return info, err
}
type balance struct {
TotalValue float64
Hold float64
}
var amounts = make(map[string]*balance)
for x := range wallets {
for _, cb := range wallets[x].Balances {
if _, ok := amounts[cb.Currency]; !ok {
amounts[cb.Currency] = &balance{}
}
amounts[cb.Currency].TotalValue += cb.TotalBalance
amounts[cb.Currency].Hold += cb.TotalBalance - cb.AvailableBalance
}
}
var fullBalance []account.Balance
for key := range amounts {
fullBalance = append(fullBalance, account.Balance{
CurrencyName: currency.NewCode(key),
TotalValue: amounts[key].TotalValue,
Hold: amounts[key].Hold,
})
}
info.Accounts = append(info.Accounts, account.SubAccount{
Currencies: fullBalance,
})
err = account.Process(&info)
if err != nil {
return account.Holdings{}, err
}
return info, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (i *ItBit) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(i.Name, assetType)
if err != nil {
return i.UpdateAccountInfo(assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (i *ItBit) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (i *ItBit) GetWithdrawalsHistory(c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
return nil, common.ErrNotYetImplemented
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (i *ItBit) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
p, err = i.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
var tradeData Trades
tradeData, err = i.GetTradeHistory(p.String(), "")
if err != nil {
return nil, err
}
var resp []trade.Data
for x := range tradeData.RecentTrades {
resp = append(resp, trade.Data{
Exchange: i.Name,
TID: tradeData.RecentTrades[x].MatchNumber,
CurrencyPair: p,
AssetType: assetType,
Price: tradeData.RecentTrades[x].Price,
Amount: tradeData.RecentTrades[x].Amount,
Timestamp: tradeData.RecentTrades[x].Timestamp,
})
}
err = i.AddTradesToBuffer(resp...)
if err != nil {
return nil, err
}
sort.Sort(trade.ByDate(resp))
return resp, nil
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (i *ItBit) GetHistoricTrades(_ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
// cannot do time based retrieval of trade data
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (i *ItBit) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
var wallet string
wallets, err := i.GetWallets(url.Values{})
if err != nil {
return submitOrderResponse, err
}
// Determine what wallet ID to use if there is any actual available currency to make the trade!
for i := range wallets {
for j := range wallets[i].Balances {
if wallets[i].Balances[j].Currency == s.Pair.Base.String() &&
wallets[i].Balances[j].AvailableBalance >= s.Amount {
wallet = wallets[i].ID
}
}
}
if wallet == "" {
return submitOrderResponse,
fmt.Errorf("no wallet found with currency: %s with amount >= %v",
s.Pair.Base,
s.Amount)
}
fPair, err := i.FormatExchangeCurrency(s.Pair, s.AssetType)
if err != nil {
return submitOrderResponse, err
}
response, err := i.PlaceOrder(wallet,
s.Side.String(),
s.Type.String(),
fPair.Base.String(),
s.Amount,
s.Price,
fPair.String(),
"")
if err != nil {
return submitOrderResponse, err
}
if response.ID != "" {
submitOrderResponse.OrderID = response.ID
}
if response.AmountFilled == s.Amount {
submitOrderResponse.FullyMatched = true
}
submitOrderResponse.IsOrderPlaced = true
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (i *ItBit) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (i *ItBit) CancelOrder(o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
return i.CancelExistingOrder(o.WalletAddress, o.ID)
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (i *ItBit) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (i *ItBit) CancelAllOrders(orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
if err := orderCancellation.Validate(); err != nil {
return order.CancelAllResponse{}, err
}
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
openOrders, err := i.GetOrders(orderCancellation.WalletAddress, "", "open", 0, 0)
if err != nil {
return cancelAllOrdersResponse, err
}
for j := range openOrders {
err = i.CancelExistingOrder(orderCancellation.WalletAddress, openOrders[j].ID)
if err != nil {
cancelAllOrdersResponse.Status[openOrders[j].ID] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns order information based on order ID
func (i *ItBit) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
// NOTE: This has not been implemented due to the fact you need to generate a
// a specific wallet ID and they restrict the amount of deposit address you can
// request limiting them to 2.
func (i *ItBit) GetDepositAddress(_ currency.Code, _ string) (string, error) {
return "", common.ErrNotYetImplemented
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (i *ItBit) WithdrawCryptocurrencyFunds(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (i *ItBit) WithdrawFiatFunds(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (i *ItBit) WithdrawFiatFundsToInternationalBank(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (i *ItBit) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !i.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return i.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (i *ItBit) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
wallets, err := i.GetWallets(url.Values{})
if err != nil {
return nil, err
}
var allOrders []Order
for x := range wallets {
var resp []Order
resp, err = i.GetOrders(wallets[x].ID, "", "open", 0, 0)
if err != nil {
return nil, err
}
allOrders = append(allOrders, resp...)
}
format, err := i.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
var orders []order.Detail
for j := range allOrders {
var symbol currency.Pair
symbol, err := currency.NewPairDelimiter(allOrders[j].Instrument,
format.Delimiter)
if err != nil {
return nil, err
}
side := order.Side(strings.ToUpper(allOrders[j].Side))
orderDate, err := time.Parse(time.RFC3339, allOrders[j].CreatedTime)
if err != nil {
log.Errorf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
i.Name,
"GetActiveOrders",
allOrders[j].ID,
allOrders[j].CreatedTime)
}
orders = append(orders, order.Detail{
ID: allOrders[j].ID,
Side: side,
Amount: allOrders[j].Amount,
ExecutedAmount: allOrders[j].AmountFilled,
RemainingAmount: (allOrders[j].Amount - allOrders[j].AmountFilled),
Exchange: i.Name,
Date: orderDate,
Pair: symbol,
})
}
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (i *ItBit) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
wallets, err := i.GetWallets(url.Values{})
if err != nil {
return nil, err
}
var allOrders []Order
for x := range wallets {
var resp []Order
resp, err = i.GetOrders(wallets[x].ID, "", "", 0, 0)
if err != nil {
return nil, err
}
allOrders = append(allOrders, resp...)
}
format, err := i.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
var orders []order.Detail
for j := range allOrders {
if allOrders[j].Type == "open" {
continue
}
var symbol currency.Pair
symbol, err = currency.NewPairDelimiter(allOrders[j].Instrument,
format.Delimiter)
if err != nil {
return nil, err
}
side := order.Side(strings.ToUpper(allOrders[j].Side))
orderDate, err := time.Parse(time.RFC3339, allOrders[j].CreatedTime)
if err != nil {
log.Errorf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
i.Name,
"GetActiveOrders",
allOrders[j].ID,
allOrders[j].CreatedTime)
}
orders = append(orders, order.Detail{
ID: allOrders[j].ID,
Side: side,
Amount: allOrders[j].Amount,
ExecutedAmount: allOrders[j].AmountFilled,
RemainingAmount: (allOrders[j].Amount - allOrders[j].AmountFilled),
Exchange: i.Name,
Date: orderDate,
Pair: symbol,
})
}
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (i *ItBit) ValidateCredentials(assetType asset.Item) error {
_, err := i.UpdateAccountInfo(assetType)
return i.CheckTransientError(err)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (i *ItBit) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrFunctionNotSupported
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (i *ItBit) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrFunctionNotSupported
}