Files
gocryptotrader/exchanges/bittrex/bittrex_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

651 lines
18 KiB
Go

package bittrex
import (
"errors"
"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/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (b *Bittrex) 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 method assignes the default values for Bittrex
func (b *Bittrex) SetDefaults() {
b.Name = "Bittrex"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
requestFmt := &currency.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true}
configFmt := &currency.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true}
err := b.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: false,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
GetOrders: true,
CancelOrder: true,
SubmitOrder: true,
DepositHistory: true,
WithdrawalHistory: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
CryptoWithdrawalFee: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.NoFiatWithdrawals,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
b.Requester = request.New(b.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(request.NewBasicRateLimit(bittrexRateInterval, bittrexRequestRate)))
b.API.Endpoints.URLDefault = bittrexAPIURL
b.API.Endpoints.URL = b.API.Endpoints.URLDefault
}
// Setup method sets current configuration details if enabled
func (b *Bittrex) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
return b.SetupDefaults(exch)
}
// Start starts the Bittrex go routine
func (b *Bittrex) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the Bittrex wrapper
func (b *Bittrex) Run() {
if b.Verbose {
b.PrintEnabledPairs()
}
forceUpdate := false
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
b.Name,
err)
return
}
pairs, err := b.GetEnabledPairs(asset.Spot)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
b.Name,
err)
return
}
avail, err := b.GetAvailablePairs(asset.Spot)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
b.Name,
err)
return
}
if !common.StringDataContains(pairs.Strings(), format.Delimiter) ||
!common.StringDataContains(avail.Strings(), format.Delimiter) {
forceUpdate = true
log.Warn(log.ExchangeSys, "Available pairs for Bittrex reset due to config upgrade, please enable the ones you would like again")
pairs, err = currency.NewPairsFromStrings([]string{currency.USDT.String() +
format.Delimiter +
currency.BTC.String()})
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
b.Name,
err)
} else {
err = b.UpdatePairs(pairs, asset.Spot, true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
b.Name,
err)
}
}
}
if !b.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err = b.UpdateTradablePairs(forceUpdate)
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 *Bittrex) FetchTradablePairs(asset asset.Item) ([]string, error) {
markets, err := b.GetMarkets()
if err != nil {
return nil, err
}
var pairs []string
for x := range markets.Result {
if !markets.Result[x].IsActive || markets.Result[x].MarketName == "" {
continue
}
pairs = append(pairs, markets.Result[x].MarketName)
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *Bittrex) 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)
}
// UpdateAccountInfo Retrieves balances for all enabled currencies for the
// Bittrex exchange
func (b *Bittrex) UpdateAccountInfo() (account.Holdings, error) {
var response account.Holdings
response.Exchange = b.Name
accountBalance, err := b.GetAccountBalances()
if err != nil {
return response, err
}
var currencies []account.Balance
for i := range accountBalance.Result {
var exchangeCurrency account.Balance
exchangeCurrency.CurrencyName = currency.NewCode(accountBalance.Result[i].Currency)
exchangeCurrency.TotalValue = accountBalance.Result[i].Balance
exchangeCurrency.Hold = accountBalance.Result[i].Balance - accountBalance.Result[i].Available
currencies = append(currencies, exchangeCurrency)
}
response.Accounts = append(response.Accounts, account.SubAccount{
Currencies: currencies,
})
err = account.Process(&response)
if err != nil {
return account.Holdings{}, err
}
return response, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (b *Bittrex) FetchAccountInfo() (account.Holdings, error) {
acc, err := account.GetHoldings(b.Name)
if err != nil {
return b.UpdateAccountInfo()
}
return acc, nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bittrex) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
ticks, err := b.GetMarketSummaries()
if err != nil {
return nil, err
}
pairs, err := b.GetEnabledPairs(assetType)
if err != nil {
return nil, err
}
for j := range ticks.Result {
cp, err := currency.NewPairFromString(ticks.Result[j].MarketName)
if err != nil {
return nil, err
}
if !pairs.Contains(cp, true) {
continue
}
tickerTime, err := parseTime(ticks.Result[j].TimeStamp)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: ticks.Result[j].Last,
High: ticks.Result[j].High,
Low: ticks.Result[j].Low,
Bid: ticks.Result[j].Bid,
Ask: ticks.Result[j].Ask,
Volume: ticks.Result[j].BaseVolume,
QuoteVolume: ticks.Result[j].Volume,
Close: ticks.Result[j].PrevDay,
Pair: cp,
LastUpdated: tickerTime,
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 *Bittrex) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tick, err := ticker.GetTicker(b.Name, p, assetType)
if err != nil {
return b.UpdateTicker(p, assetType)
}
return tick, nil
}
// FetchOrderbook returns the orderbook for a currency pair
func (b *Bittrex) 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 *Bittrex) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
fpair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
orderbookNew, err := b.GetOrderbook(fpair.String())
if err != nil {
return nil, err
}
orderBook := new(orderbook.Base)
for x := range orderbookNew.Result.Buy {
orderBook.Bids = append(orderBook.Bids,
orderbook.Item{
Amount: orderbookNew.Result.Buy[x].Quantity,
Price: orderbookNew.Result.Buy[x].Rate,
},
)
}
for x := range orderbookNew.Result.Sell {
orderBook.Asks = append(orderBook.Asks,
orderbook.Item{
Amount: orderbookNew.Result.Sell[x].Quantity,
Price: orderbookNew.Result.Sell[x].Rate,
},
)
}
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)
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *Bittrex) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data within the timeframe provided.
func (b *Bittrex) GetExchangeHistory(p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (b *Bittrex) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
buy := s.Side == order.Buy
if s.Type != order.Limit {
return submitOrderResponse,
errors.New("limit orders only supported on exchange")
}
var response UUID
var err error
if buy {
response, err = b.PlaceBuyLimit(s.Pair.String(),
s.Amount,
s.Price)
} else {
response, err = b.PlaceSellLimit(s.Pair.String(),
s.Amount,
s.Price)
}
if err != nil {
return submitOrderResponse, err
}
if response.Result.ID != "" {
submitOrderResponse.OrderID = response.Result.ID
}
submitOrderResponse.IsOrderPlaced = true
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bittrex) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Bittrex) CancelOrder(o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
_, err := b.CancelExistingOrder(o.ID)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *Bittrex) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
openOrders, err := b.GetOpenOrders("")
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range openOrders.Result {
_, err := b.CancelExistingOrder(openOrders.Result[i].OrderUUID)
if err != nil {
cancelAllOrdersResponse.Status[openOrders.Result[i].OrderUUID] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns order information based on order ID
func (b *Bittrex) 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 *Bittrex) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
depositAddr, err := b.GetCryptoDepositAddress(cryptocurrency.String())
if err != nil {
return "", err
}
return depositAddr.Result.Address, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *Bittrex) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
uuid, err := b.Withdraw(withdrawRequest.Currency.String(),
withdrawRequest.Crypto.AddressTag,
withdrawRequest.Crypto.Address,
withdrawRequest.Amount)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: uuid.Result.ID,
}, err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bittrex) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bittrex) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *Bittrex) 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 *Bittrex) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var currPair string
if len(req.Pairs) == 1 {
currPair = req.Pairs[0].String()
}
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
resp, err := b.GetOpenOrders(currPair)
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range resp.Result {
orderDate, err := parseTime(resp.Result[i].Opened)
if err != nil {
log.Errorf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
b.Name,
"GetActiveOrders",
resp.Result[i].OrderUUID,
resp.Result[i].Opened)
}
pair, err := currency.NewPairDelimiter(resp.Result[i].Exchange,
format.Delimiter)
if err != nil {
log.Errorf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse currency pair %v",
b.Name,
"GetActiveOrders",
resp.Result[i].OrderUUID,
err)
}
orderType := order.Type(strings.ToUpper(resp.Result[i].Type))
orders = append(orders, order.Detail{
Amount: resp.Result[i].Quantity,
RemainingAmount: resp.Result[i].QuantityRemaining,
Price: resp.Result[i].Price,
Date: orderDate,
ID: resp.Result[i].OrderUUID,
Exchange: b.Name,
Type: orderType,
Pair: pair,
})
}
order.FilterOrdersByType(&orders, req.Type)
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 *Bittrex) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var currPair string
if len(req.Pairs) == 1 {
currPair = req.Pairs[0].String()
}
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
resp, err := b.GetOrderHistoryForCurrency(currPair)
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range resp.Result {
orderDate, err := parseTime(resp.Result[i].TimeStamp)
if err != nil {
log.Errorf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
b.Name,
"GetOrderHistory",
resp.Result[i].OrderUUID,
resp.Result[i].Opened)
}
pair, err := currency.NewPairDelimiter(resp.Result[i].Exchange,
format.Delimiter)
if err != nil {
log.Errorf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse currency pair %v",
b.Name,
"GetOrderHistory",
resp.Result[i].OrderUUID,
err)
}
orderType := order.Type(strings.ToUpper(resp.Result[i].Type))
orders = append(orders, order.Detail{
Amount: resp.Result[i].Quantity,
RemainingAmount: resp.Result[i].QuantityRemaining,
Price: resp.Result[i].Price,
Date: orderDate,
ID: resp.Result[i].OrderUUID,
Exchange: b.Name,
Type: orderType,
Fee: resp.Result[i].Commission,
Pair: pair,
})
}
order.FilterOrdersByType(&orders, req.Type)
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 *Bittrex) ValidateCredentials() error {
_, err := b.UpdateAccountInfo()
return b.CheckTransientError(err)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (b *Bittrex) 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 (b *Bittrex) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrFunctionNotSupported
}