Files
gocryptotrader/exchanges/bithumb/bithumb_wrapper.go
Vazha fab9d934fe Getting closed orders implementation, fixed Binance MARKET order creation, expanded SubmitOrder response (#572)
* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* pull previous changes

* linter issues fix

* updated query_order exmple in gctscript, fixed params check

* removed orderPair unnecessary conversion

Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
2020-10-22 11:54:24 +11:00

728 lines
20 KiB
Go

package bithumb
import (
"errors"
"fmt"
"math"
"strconv"
"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/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (b *Bithumb) GetDefaultConfig() (*config.ExchangeConfig, error) {
b.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = b.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = b.BaseCurrencies
err := b.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = b.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for Bithumb
func (b *Bithumb) SetDefaults() {
b.Name = "Bithumb"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
requestFmt := &currency.PairFormat{Uppercase: true, Delimiter: currency.UnderscoreDelimiter}
configFmt := &currency.PairFormat{Uppercase: true, Index: "KRW"}
err := b.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
CryptoWithdrawal: true,
FiatDeposit: true,
FiatWithdraw: true,
GetOrder: true,
CancelOrder: true,
SubmitOrder: true,
ModifyOrder: true,
DepositHistory: true,
WithdrawalHistory: true,
UserTradeHistory: true,
TradeFee: true,
FiatWithdrawalFee: true,
CryptoDepositFee: true,
CryptoWithdrawalFee: true,
KlineFetching: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto |
exchange.AutoWithdrawFiat,
Kline: kline.ExchangeCapabilitiesSupported{
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.OneMin.Word(): true,
kline.ThreeMin.Word(): true,
kline.FiveMin.Word(): true,
kline.TenMin.Word(): true,
kline.ThirtyMin.Word(): true,
kline.OneHour.Word(): true,
kline.SixHour.Word(): true,
kline.TwelveHour.Word(): true,
kline.OneDay.Word(): true,
},
},
},
}
b.Requester = request.New(b.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
b.API.Endpoints.URLDefault = apiURL
b.API.Endpoints.URL = b.API.Endpoints.URLDefault
}
// Setup takes in the supplied exchange configuration details and sets params
func (b *Bithumb) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
return b.SetupDefaults(exch)
}
// Start starts the Bithumb go routine
func (b *Bithumb) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the Bithumb wrapper
func (b *Bithumb) Run() {
if b.Verbose {
b.PrintEnabledPairs()
}
if !b.GetEnabledFeatures().AutoPairUpdates {
return
}
err := b.UpdateTradablePairs(false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", b.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (b *Bithumb) FetchTradablePairs(asset asset.Item) ([]string, error) {
currencies, err := b.GetTradablePairs()
if err != nil {
return nil, err
}
for x := range currencies {
currencies[x] += "KRW"
}
return currencies, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *Bithumb) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := b.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
return b.UpdatePairs(p, asset.Spot, false, forceUpdate)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bithumb) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickers, err := b.GetAllTickers()
if err != nil {
return nil, err
}
pairs, err := b.GetEnabledPairs(assetType)
if err != nil {
return nil, err
}
for i := range pairs {
curr := pairs[i].Base.String()
t, ok := tickers[curr]
if !ok {
return nil,
fmt.Errorf("enabled pair %s [%s] not found in returned ticker map %v",
pairs[i], pairs, tickers)
}
err = ticker.ProcessTicker(&ticker.Price{
High: t.MaxPrice,
Low: t.MinPrice,
Volume: t.UnitsTraded24Hr,
Open: t.OpeningPrice,
Close: t.ClosingPrice,
Pair: pairs[i],
ExchangeName: b.Name,
AssetType: assetType,
})
if err != nil {
return nil, err
}
}
return ticker.GetTicker(b.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (b *Bithumb) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(b.Name, p, assetType)
if err != nil {
return b.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (b *Bithumb) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(b.Name, p, assetType)
if err != nil {
return b.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bithumb) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
orderBook := new(orderbook.Base)
curr := p.Base.String()
orderbookNew, err := b.GetOrderBook(curr)
if err != nil {
return orderBook, err
}
for i := range orderbookNew.Data.Bids {
orderBook.Bids = append(orderBook.Bids,
orderbook.Item{
Amount: orderbookNew.Data.Bids[i].Quantity,
Price: orderbookNew.Data.Bids[i].Price,
})
}
for i := range orderbookNew.Data.Asks {
orderBook.Asks = append(orderBook.Asks,
orderbook.Item{
Amount: orderbookNew.Data.Asks[i].Quantity,
Price: orderbookNew.Data.Asks[i].Price,
})
}
orderBook.Pair = p
orderBook.ExchangeName = b.Name
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(b.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// Bithumb exchange
func (b *Bithumb) UpdateAccountInfo() (account.Holdings, error) {
var info account.Holdings
bal, err := b.GetAccountBalance("ALL")
if err != nil {
return info, err
}
var exchangeBalances []account.Balance
for key, totalAmount := range bal.Total {
hold, ok := bal.InUse[key]
if !ok {
return info, fmt.Errorf("getAccountInfo error - in use item not found for currency %s",
key)
}
exchangeBalances = append(exchangeBalances, account.Balance{
CurrencyName: currency.NewCode(key),
TotalValue: totalAmount,
Hold: hold,
})
}
info.Accounts = append(info.Accounts, account.SubAccount{
Currencies: exchangeBalances,
})
info.Exchange = b.Name
err = account.Process(&info)
if err != nil {
return account.Holdings{}, err
}
return info, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (b *Bithumb) FetchAccountInfo() (account.Holdings, error) {
acc, err := account.GetHoldings(b.Name)
if err != nil {
return b.UpdateAccountInfo()
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *Bithumb) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data within the timeframe provided.
func (b *Bithumb) GetExchangeHistory(p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
// TODO: Fill this out to support limit orders
func (b *Bithumb) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
if err := s.Validate(); err != nil {
return order.SubmitResponse{}, err
}
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
var orderID string
var err error
if s.Side == order.Buy {
var result MarketBuy
result, err = b.MarketBuyOrder(s.Pair.Base.String(), s.Amount)
if err != nil {
return submitOrderResponse, err
}
orderID = result.OrderID
} else if s.Side == order.Sell {
var result MarketSell
result, err = b.MarketSellOrder(s.Pair.Base.String(), s.Amount)
if err != nil {
return submitOrderResponse, err
}
orderID = result.OrderID
}
if orderID != "" {
submitOrderResponse.OrderID = orderID
submitOrderResponse.FullyMatched = true
}
submitOrderResponse.IsOrderPlaced = true
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bithumb) ModifyOrder(action *order.Modify) (string, error) {
if err := action.Validate(); err != nil {
return "", err
}
order, err := b.ModifyTrade(action.ID,
action.Pair.Base.String(),
action.Side.Lower(),
action.Amount,
int64(action.Price))
if err != nil {
return "", err
}
return order.Data[0].ContID, nil
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Bithumb) CancelOrder(o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
_, err := b.CancelTrade(o.Side.String(),
o.ID,
o.Pair.Base.String())
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *Bithumb) 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),
}
var allOrders []OrderData
currs, err := b.GetEnabledPairs(asset.Spot)
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range currs {
orders, err := b.GetOrders("",
orderCancellation.Side.String(),
"100",
"",
currs[i].Base.String())
if err != nil {
return cancelAllOrdersResponse, err
}
allOrders = append(allOrders, orders.Data...)
}
for i := range allOrders {
_, err := b.CancelTrade(orderCancellation.Side.String(),
allOrders[i].OrderID,
orderCancellation.Pair.Base.String())
if err != nil {
cancelAllOrdersResponse.Status[allOrders[i].OrderID] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns order information based on order ID
func (b *Bithumb) 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
func (b *Bithumb) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
addr, err := b.GetWalletAddress(cryptocurrency.String())
if err != nil {
return "", err
}
return addr.Data.WalletAddress, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *Bithumb) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
v, err := b.WithdrawCrypto(withdrawRequest.Crypto.Address,
withdrawRequest.Crypto.AddressTag,
withdrawRequest.Currency.String(),
withdrawRequest.Amount)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: v.Message,
Status: v.Status,
}, err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bithumb) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
if math.Mod(withdrawRequest.Amount, 1) != 0 {
return nil, errors.New("currency KRW does not support decimal places")
}
if withdrawRequest.Currency != currency.KRW {
return nil, errors.New("only KRW is supported")
}
bankDetails := strconv.FormatFloat(withdrawRequest.Fiat.Bank.BankCode, 'f', -1, 64) +
"_" + withdrawRequest.Fiat.Bank.BankName
resp, err := b.RequestKRWWithdraw(bankDetails, withdrawRequest.Fiat.Bank.AccountNumber, int64(withdrawRequest.Amount))
if err != nil {
return nil, err
}
if resp.Status != "0000" {
return nil, errors.New(resp.Message)
}
return &withdraw.ExchangeResponse{
Status: resp.Status,
}, nil
}
// WithdrawFiatFundsToInternationalBank is not supported as Bithumb only withdraws KRW to South Korean banks
func (b *Bithumb) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *Bithumb) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !b.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return b.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (b *Bithumb) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var orders []order.Detail
resp, err := b.GetOrders("", "", "1000", "", "")
if err != nil {
return nil, err
}
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
for i := range resp.Data {
if resp.Data[i].Status != "placed" {
continue
}
orderDate := time.Unix(resp.Data[i].OrderDate, 0)
orderDetail := order.Detail{
Amount: resp.Data[i].Units,
Exchange: b.Name,
ID: resp.Data[i].OrderID,
Date: orderDate,
Price: resp.Data[i].Price,
RemainingAmount: resp.Data[i].UnitsRemaining,
Status: order.Active,
Pair: currency.NewPairWithDelimiter(resp.Data[i].OrderCurrency,
resp.Data[i].PaymentCurrency,
format.Delimiter),
}
if resp.Data[i].Type == "bid" {
orderDetail.Side = order.Buy
} else if resp.Data[i].Type == "ask" {
orderDetail.Side = order.Sell
}
orders = append(orders, orderDetail)
}
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *Bithumb) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var orders []order.Detail
resp, err := b.GetOrders("", "", "1000", "", "")
if err != nil {
return nil, err
}
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
for i := range resp.Data {
if resp.Data[i].Status == "placed" {
continue
}
orderDate := time.Unix(resp.Data[i].OrderDate, 0)
orderDetail := order.Detail{
Amount: resp.Data[i].Units,
Exchange: b.Name,
ID: resp.Data[i].OrderID,
Date: orderDate,
Price: resp.Data[i].Price,
RemainingAmount: resp.Data[i].UnitsRemaining,
Pair: currency.NewPairWithDelimiter(resp.Data[i].OrderCurrency,
resp.Data[i].PaymentCurrency,
format.Delimiter),
}
if resp.Data[i].Type == "bid" {
orderDetail.Side = order.Buy
} else if resp.Data[i].Type == "ask" {
orderDetail.Side = order.Sell
}
orders = append(orders, orderDetail)
}
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (b *Bithumb) ValidateCredentials() error {
_, err := b.UpdateAccountInfo()
return b.CheckTransientError(err)
}
// FormatExchangeKlineInterval returns Interval to exchange formatted string
func (b *Bithumb) FormatExchangeKlineInterval(in kline.Interval) string {
return in.Short()
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (b *Bithumb) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := b.ValidateKline(pair, a, interval); err != nil {
return kline.Item{}, err
}
formattedPair, err := b.FormatExchangeCurrency(pair, a)
if err != nil {
return kline.Item{}, err
}
candle, err := b.GetCandleStick(formattedPair.String(),
b.FormatExchangeKlineInterval(interval))
if err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: b.Name,
Pair: pair,
Interval: interval,
}
for x := range candle.Data {
var tempCandle kline.Candle
tempTime := candle.Data[x][0].(float64)
timestamp := time.Unix(0, int64(tempTime)*int64(time.Millisecond))
if timestamp.Before(start) {
continue
}
if timestamp.After(end) {
break
}
tempCandle.Time = timestamp
open, ok := candle.Data[x][1].(string)
if !ok {
return kline.Item{}, errors.New("open conversion failed")
}
tempCandle.Open, err = strconv.ParseFloat(open, 64)
if err != nil {
return kline.Item{}, err
}
high, ok := candle.Data[x][2].(string)
if !ok {
return kline.Item{}, errors.New("high conversion failed")
}
tempCandle.High, err = strconv.ParseFloat(high, 64)
if err != nil {
return kline.Item{}, err
}
low, ok := candle.Data[x][3].(string)
if !ok {
return kline.Item{}, errors.New("low conversion failed")
}
tempCandle.Low, err = strconv.ParseFloat(low, 64)
if err != nil {
return kline.Item{}, err
}
closeTemp, ok := candle.Data[x][4].(string)
if !ok {
return kline.Item{}, errors.New("close conversion failed")
}
tempCandle.Close, err = strconv.ParseFloat(closeTemp, 64)
if err != nil {
return kline.Item{}, err
}
vol, ok := candle.Data[x][5].(string)
if !ok {
return kline.Item{}, errors.New("vol conversion failed")
}
tempCandle.Volume, err = strconv.ParseFloat(vol, 64)
if err != nil {
return kline.Item{}, err
}
ret.Candles = append(ret.Candles, tempCandle)
}
ret.SortCandlesByTimestamp(false)
return ret, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (b *Bithumb) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return b.GetHistoricCandles(pair, a, start, end, interval)
}