exchange

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 Go to latest Published: May 29, 2020 License: MIT Imports: 23 Imported by: 0

README

GoCryptoTrader package Exchanges

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This exchanges package is part of the GoCryptoTrader codebase.

This is still in active development

You can track ideas, planned features and what's in progress on this Trello board: https://trello.com/b/ZAhMhpOy/gocryptotrader.

Join our slack to discuss all things related to GoCryptoTrader! GoCryptoTrader Slack

Current Features for exchanges

  • This package is used to connect and query data from supported exchanges.

  • Please checkout individual exchange README for more information on implementation

Please click GoDocs chevron above to view current GoDoc information for this package

Contribution

Please feel free to submit any pull requests or suggest any desired features to be added.

When submitting a PR, please abide by our coding guidelines:

  • Code must adhere to the official Go formatting guidelines (i.e. uses gofmt).
  • Code must be documented adhering to the official Go commentary guidelines.
  • Code must adhere to our coding style.
  • Pull requests need to be based on and opened against the master branch.

Donations

If this framework helped you in any way, or you would like to support the developers working on it, please donate Bitcoin to:

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Documentation

Index

Constants

View Source 
const (

	// WarningAuthenticatedRequestWithoutCredentialsSet error message for authenticated request without credentials set
	WarningAuthenticatedRequestWithoutCredentialsSet = "exchange %s authenticated HTTP request called but not supported due to unset/default API keys"
	// DefaultHTTPTimeout is the default HTTP/HTTPS Timeout for exchange requests
	DefaultHTTPTimeout = time.Second * 15
	// DefaultWebsocketResponseCheckTimeout is the default delay in checking for an expected websocket response
	DefaultWebsocketResponseCheckTimeout = time.Millisecond * 50
	// DefaultWebsocketResponseMaxLimit is the default max wait for an expected websocket response before a timeout
	DefaultWebsocketResponseMaxLimit = time.Second * 7
	// DefaultWebsocketOrderbookBufferLimit is the maximum number of orderbook updates that get stored before being applied
	DefaultWebsocketOrderbookBufferLimit = 5
)
View Source 
const (
	RestAuthentication      uint8 = 0
	WebsocketAuthentication uint8 = 1
	// Repeated exchange strings
	// FeeType custom type for calculating fees based on method
	WireTransfer InternationalBankTransactionType = iota
	PerfectMoney
	Neteller
	AdvCash
	Payeer
	Skrill
	Simplex
	SEPA
	Swift
	RapidTransfer
	MisterTangoSEPA
	Qiwi
	VisaMastercard
	WebMoney
	Capitalist
	WesternUnion
	MoneyGram
	Contact
	// Const declarations for fee types
	BankFee FeeType = iota
	InternationalBankDepositFee
	InternationalBankWithdrawalFee
	CryptocurrencyTradeFee
	CyptocurrencyDepositFee
	CryptocurrencyWithdrawalFee
	OfflineTradeFee
	// Definitions for each type of withdrawal method for a given exchange
	NoAPIWithdrawalMethods                  uint32 = 0
	NoAPIWithdrawalMethodsText              string = "NONE, WEBSITE ONLY"
	AutoWithdrawCrypto                      uint32 = (1 << 0)
	AutoWithdrawCryptoWithAPIPermission     uint32 = (1 << 1)
	AutoWithdrawCryptoWithSetup             uint32 = (1 << 2)
	AutoWithdrawCryptoText                  string = "AUTO WITHDRAW CRYPTO"
	AutoWithdrawCryptoWithAPIPermissionText string = "AUTO WITHDRAW CRYPTO WITH API PERMISSION"
	AutoWithdrawCryptoWithSetupText         string = "AUTO WITHDRAW CRYPTO WITH SETUP"
	WithdrawCryptoWith2FA                   uint32 = (1 << 3)
	WithdrawCryptoWithSMS                   uint32 = (1 << 4)
	WithdrawCryptoWithEmail                 uint32 = (1 << 5)
	WithdrawCryptoWithWebsiteApproval       uint32 = (1 << 6)
	WithdrawCryptoWithAPIPermission         uint32 = (1 << 7)
	WithdrawCryptoWith2FAText               string = "WITHDRAW CRYPTO WITH 2FA"
	WithdrawCryptoWithSMSText               string = "WITHDRAW CRYPTO WITH SMS"
	WithdrawCryptoWithEmailText             string = "WITHDRAW CRYPTO WITH EMAIL"
	WithdrawCryptoWithWebsiteApprovalText   string = "WITHDRAW CRYPTO WITH WEBSITE APPROVAL"
	WithdrawCryptoWithAPIPermissionText     string = "WITHDRAW CRYPTO WITH API PERMISSION"
	AutoWithdrawFiat                        uint32 = (1 << 8)
	AutoWithdrawFiatWithAPIPermission       uint32 = (1 << 9)
	AutoWithdrawFiatWithSetup               uint32 = (1 << 10)
	AutoWithdrawFiatText                    string = "AUTO WITHDRAW FIAT"
	AutoWithdrawFiatWithAPIPermissionText   string = "AUTO WITHDRAW FIAT WITH API PERMISSION"
	AutoWithdrawFiatWithSetupText           string = "AUTO WITHDRAW FIAT WITH SETUP"
	WithdrawFiatWith2FA                     uint32 = (1 << 11)
	WithdrawFiatWithSMS                     uint32 = (1 << 12)
	WithdrawFiatWithEmail                   uint32 = (1 << 13)
	WithdrawFiatWithWebsiteApproval         uint32 = (1 << 14)
	WithdrawFiatWithAPIPermission           uint32 = (1 << 15)
	WithdrawFiatWith2FAText                 string = "WITHDRAW FIAT WITH 2FA"
	WithdrawFiatWithSMSText                 string = "WITHDRAW FIAT WITH SMS"
	WithdrawFiatWithEmailText               string = "WITHDRAW FIAT WITH EMAIL"
	WithdrawFiatWithWebsiteApprovalText     string = "WITHDRAW FIAT WITH WEBSITE APPROVAL"
	WithdrawFiatWithAPIPermissionText       string = "WITHDRAW FIAT WITH API PERMISSION"
	WithdrawCryptoViaWebsiteOnly            uint32 = (1 << 16)
	WithdrawFiatViaWebsiteOnly              uint32 = (1 << 17)
	WithdrawCryptoViaWebsiteOnlyText        string = "WITHDRAW CRYPTO VIA WEBSITE ONLY"
	WithdrawFiatViaWebsiteOnlyText          string = "WITHDRAW FIAT VIA WEBSITE ONLY"
	NoFiatWithdrawals                       uint32 = (1 << 18)
	NoFiatWithdrawalsText                   string = "NO FIAT WITHDRAWAL"
	UnknownWithdrawalTypeText               string = "UNKNOWN"
)

Endpoint authentication types

Variables

View Source 
var Exchanges = []string{
	"binance",
	"bitfinex",
	"bitflyer",
	"bithumb",
	"bitmex",
	"bitstamp",
	"bittrex",
	"btc markets",
	"btse",
	"coinbasepro",
	"coinbene",
	"coinut",
	"exmo",
	"gateio",
	"gemini",
	"hitbtc",
	"huobi",
	"itbit",
	"kraken",
	"lakebtc",
	"lbank",
	"localbitcoins",
	"okcoin international",
	"okex",
	"poloniex",
	"yobit",
	"zb",
}

Exchanges stores a list of supported exchanges

Functions

func IsSupported 

func IsSupported(exchangeName string) bool

IsSupported returns whether or not a specific exchange is supported

Types

type API 

type API struct {
	AuthenticatedSupport          bool
	AuthenticatedWebsocketSupport bool
	PEMKeySupport                 bool

	Endpoints struct {
		URL                 string
		URLDefault          string
		URLSecondary        string
		URLSecondaryDefault string
		WebsocketURL        string
	}

	Credentials struct {
		Key      string
		Secret   string
		ClientID string
		PEMKey   string
	}

	CredentialsValidator struct {
		// For Huobi (optional)
		RequiresPEM bool

		RequiresKey                bool
		RequiresSecret             bool
		RequiresClientID           bool
		RequiresBase64DecodeSecret bool
	}
}

API stores the exchange API settings

type Base 

type Base struct {
	Name                          string
	Enabled                       bool
	Verbose                       bool
	LoadedByConfig                bool
	SkipAuthCheck                 bool
	API                           API
	BaseCurrencies                currency.Currencies
	CurrencyPairs                 currency.PairsManager
	Features                      Features
	HTTPTimeout                   time.Duration
	HTTPUserAgent                 string
	HTTPRecording                 bool
	HTTPDebugging                 bool
	WebsocketResponseCheckTimeout time.Duration
	WebsocketResponseMaxLimit     time.Duration
	WebsocketOrderbookBufferLimit int64
	Websocket                     *wshandler.Websocket
	*request.Requester
	Config *config.ExchangeConfig
}

Base stores the individual exchange information

func (*Base) AllowAuthenticatedRequest 

func (e *Base) AllowAuthenticatedRequest() bool

AllowAuthenticatedRequest checks to see if the required fields have been set before sending an authenticated API request

func (*Base) CheckTransientError 

func (e *Base) CheckTransientError(err error) error

CheckTransientError catches transient errors and returns nil if found, used for validation of API credentials

func (*Base) DisableRateLimiter 

func (e *Base) DisableRateLimiter() error

DisableRateLimiter disables the rate limiting system for the exchange

func (*Base) EnableRateLimiter 

func (e *Base) EnableRateLimiter() error

EnableRateLimiter enables the rate limiting system for the exchange

func (*Base) FormatExchangeCurrencies 

func (e *Base) FormatExchangeCurrencies(pairs []currency.Pair, assetType asset.Item) (string, error)

FormatExchangeCurrencies returns a string containing the exchanges formatted currency pairs

func (*Base) FormatExchangeCurrency 

func (e *Base) FormatExchangeCurrency(p currency.Pair, assetType asset.Item) currency.Pair

FormatExchangeCurrency is a method that formats and returns a currency pair based on the user currency display preferences

func (*Base) FormatWithdrawPermissions 

func (e *Base) FormatWithdrawPermissions() string

FormatWithdrawPermissions will return each of the exchange's compatible withdrawal methods in readable form

func (*Base) GetAPIURL 

func (e *Base) GetAPIURL() string

GetAPIURL returns the set API URL

func (*Base) GetAPIURLDefault 

func (e *Base) GetAPIURLDefault() string

GetAPIURLDefault returns exchange default URL

func (*Base) GetAPIURLSecondaryDefault 

func (e *Base) GetAPIURLSecondaryDefault() string

GetAPIURLSecondaryDefault returns exchange default secondary URL

func (*Base) GetAssetTypes 

func (e *Base) GetAssetTypes() asset.Items

GetAssetTypes returns the available asset types for an individual exchange

func (*Base) GetAuthenticatedAPISupport 

func (e *Base) GetAuthenticatedAPISupport(endpoint uint8) bool

GetAuthenticatedAPISupport returns whether the exchange supports authenticated API requests

func (*Base) GetAvailablePairs 

func (e *Base) GetAvailablePairs(assetType asset.Item) currency.Pairs

GetAvailablePairs is a method that returns the available currency pairs of the exchange by asset type

func (*Base) GetBase 

func (e *Base) GetBase() *Base

GetBase returns the exchange base

func (*Base) GetClientBankAccounts 

func (e *Base) GetClientBankAccounts(exchangeName, withdrawalCurrency string) (*banking.Account, error)

GetClientBankAccounts returns banking details associated with a client for withdrawal purposes

func (*Base) GetEnabledFeatures 

func (e *Base) GetEnabledFeatures() FeaturesEnabled

GetEnabledFeatures returns the exchanges enabled features

func (*Base) GetEnabledPairs 

func (e *Base) GetEnabledPairs(assetType asset.Item) currency.Pairs

GetEnabledPairs is a method that returns the enabled currency pairs of the exchange by asset type

func (*Base) GetExchangeBankAccounts 

func (e *Base) GetExchangeBankAccounts(id, depositCurrency string) (*banking.Account, error)

GetExchangeBankAccounts returns banking details associated with an exchange for funding purposes

func (*Base) GetHTTPClient 

func (e *Base) GetHTTPClient() *http.Client

GetHTTPClient gets the exchanges HTTP client

func (*Base) GetHTTPClientUserAgent 

func (e *Base) GetHTTPClientUserAgent() string

GetHTTPClientUserAgent gets the exchanges HTTP user agent

func (*Base) GetLastPairsUpdateTime 

func (e *Base) GetLastPairsUpdateTime() int64

GetLastPairsUpdateTime returns the unix timestamp of when the exchanges currency pairs were last updated

func (*Base) GetName 

func (e *Base) GetName() string

GetName is a method that returns the name of the exchange base

func (*Base) GetPairAssetType 

func (e *Base) GetPairAssetType(c currency.Pair) (asset.Item, error)

GetPairAssetType returns the associated asset type for the currency pair

func (*Base) GetPairFormat 

func (e *Base) GetPairFormat(assetType asset.Item, requestFormat bool) currency.PairFormat

GetPairFormat returns the pair format based on the exchange and asset type

func (*Base) GetRequestFormattedPairAndAssetType 

func (e *Base) GetRequestFormattedPairAndAssetType(p string) (currency.Pair, asset.Item, error)

GetRequestFormattedPairAndAssetType is a method that returns the enabled currency pair of along with its asset type. Only use when there is no chance of the same name crossing over

func (*Base) GetSecondaryAPIURL 

func (e *Base) GetSecondaryAPIURL() string

GetSecondaryAPIURL returns the set Secondary API URL

func (*Base) GetSupportedFeatures 

func (e *Base) GetSupportedFeatures() FeaturesSupported

GetSupportedFeatures returns the exchanges supported features

func (*Base) GetWithdrawPermissions 

func (e *Base) GetWithdrawPermissions() uint32

GetWithdrawPermissions passes through the exchange's withdraw permissions

func (*Base) IsEnabled 

func (e *Base) IsEnabled() bool

IsEnabled is a method that returns if the current exchange is enabled

func (*Base) IsWebsocketEnabled 

func (e *Base) IsWebsocketEnabled() bool

IsWebsocketEnabled returns whether or not the exchange has its websocket client enabled

func (*Base) PrintEnabledPairs 

func (e *Base) PrintEnabledPairs()

PrintEnabledPairs prints the exchanges enabled asset pairs

func (*Base) SetAPICredentialDefaults 

func (e *Base) SetAPICredentialDefaults()

SetAPICredentialDefaults sets the API Credential validator defaults

func (*Base) SetAPIKeys 

func (e *Base) SetAPIKeys(apiKey, apiSecret, clientID string)

SetAPIKeys is a method that sets the current API keys for the exchange

func (*Base) SetAPIURL 

func (e *Base) SetAPIURL() error

SetAPIURL sets configuration API URL for an exchange

func (*Base) SetAssetTypes 

func (e *Base) SetAssetTypes()

SetAssetTypes checks the exchange asset types (whether it supports SPOT, Binary or Futures) and sets it to a default setting if it doesn't exist

func (*Base) SetClientProxyAddress 

func (e *Base) SetClientProxyAddress(addr string) error

SetClientProxyAddress sets a proxy address for REST and websocket requests

func (*Base) SetConfigPairs 

func (e *Base) SetConfigPairs()

SetConfigPairs sets the exchanges currency pairs to the pairs set in the config

func (*Base) SetCurrencyPairFormat 

func (e *Base) SetCurrencyPairFormat()

SetCurrencyPairFormat checks the exchange request and config currency pair formats and syncs it with the exchanges SetDefault settings

func (*Base) SetEnabled 

func (e *Base) SetEnabled(enabled bool)

SetEnabled is a method that sets if the exchange is enabled

func (*Base) SetFeatureDefaults 

func (e *Base) SetFeatureDefaults()

SetFeatureDefaults sets the exchanges default feature support set

func (*Base) SetHTTPClient 

func (e *Base) SetHTTPClient(h *http.Client)

SetHTTPClient sets exchanges HTTP client

func (*Base) SetHTTPClientTimeout 

func (e *Base) SetHTTPClientTimeout(t time.Duration)

SetHTTPClientTimeout sets the timeout value for the exchanges HTTP Client

func (*Base) SetHTTPClientUserAgent 

func (e *Base) SetHTTPClientUserAgent(ua string)

SetHTTPClientUserAgent sets the exchanges HTTP user agent

func (*Base) SetPairs 

func (e *Base) SetPairs(pairs currency.Pairs, assetType asset.Item, enabled bool) error

SetPairs sets the exchange currency pairs for either enabledPairs or availablePairs

func (*Base) SetupDefaults 

func (e *Base) SetupDefaults(exch *config.ExchangeConfig) error

SetupDefaults sets the exchange settings based on the supplied config

func (*Base) SupportsAsset 

func (e *Base) SupportsAsset(a asset.Item) bool

SupportsAsset whether or not the supplied asset is supported by the exchange

func (*Base) SupportsAutoPairUpdates 

func (e *Base) SupportsAutoPairUpdates() bool

SupportsAutoPairUpdates returns whether or not the exchange supports auto currency pair updating

func (*Base) SupportsPair 

func (e *Base) SupportsPair(p currency.Pair, enabledPairs bool, assetType asset.Item) bool

SupportsPair returns true or not whether a currency pair exists in the exchange available currencies or not

func (*Base) SupportsREST 

func (e *Base) SupportsREST() bool

SupportsREST returns whether or not the exchange supports REST

func (*Base) SupportsRESTTickerBatchUpdates 

func (e *Base) SupportsRESTTickerBatchUpdates() bool

SupportsRESTTickerBatchUpdates returns whether or not the exhange supports REST batch ticker fetching

func (*Base) SupportsWebsocket 

func (e *Base) SupportsWebsocket() bool

SupportsWebsocket returns whether or not the exchange supports websocket

func (*Base) SupportsWithdrawPermissions 

func (e *Base) SupportsWithdrawPermissions(permissions uint32) bool

SupportsWithdrawPermissions compares the supplied permissions with the exchange's to verify they're supported

func (*Base) UpdatePairs 

func (e *Base) UpdatePairs(exchangeProducts currency.Pairs, assetType asset.Item, enabled, force bool) error

UpdatePairs updates the exchange currency pairs for either enabledPairs or availablePairs

func (*Base) ValidateAPICredentials 

func (e *Base) ValidateAPICredentials() bool

ValidateAPICredentials validates the exchanges API credentials

type Features 

type Features struct {
	Supports FeaturesSupported
	Enabled  FeaturesEnabled
}

Features stores the supported and enabled features for the exchange

type FeaturesEnabled 

type FeaturesEnabled struct {
	AutoPairUpdates bool
}

FeaturesEnabled stores the exchange enabled features

type FeaturesSupported 

type FeaturesSupported struct {
	REST                  bool
	RESTCapabilities      protocol.Features
	Websocket             bool
	WebsocketCapabilities protocol.Features
	WithdrawPermissions   uint32
}

FeaturesSupported stores the exchanges supported features

type FeeBuilder 

type FeeBuilder struct {
	FeeType FeeType
	// Used for calculating crypto trading fees, deposits & withdrawals
	Pair    currency.Pair
	IsMaker bool
	// Fiat currency used for bank deposits & withdrawals
	FiatCurrency        currency.Code
	BankTransactionType InternationalBankTransactionType
	// Used to multiply for fee calculations
	PurchasePrice float64
	Amount        float64
}

FeeBuilder is the type which holds all parameters required to calculate a fee for an exchange

type FeeType 

type FeeType uint8

FeeType is the type for holding a custom fee type (International withdrawal fee)

type FundHistory 

type FundHistory struct {
	ExchangeName      string
	Status            string
	TransferID        string
	Description       string
	Timestamp         time.Time
	Currency          string
	Amount            float64
	Fee               float64
	TransferType      string
	CryptoToAddress   string
	CryptoFromAddress string
	CryptoTxID        string
	BankTo            string
	BankFrom          string
}

FundHistory holds exchange funding history data

type IBotExchange 

type IBotExchange interface {
	Setup(exch *config.ExchangeConfig) error
	Start(wg *sync.WaitGroup)
	SetDefaults()
	GetName() string
	IsEnabled() bool
	SetEnabled(bool)
	ValidateCredentials() error
	FetchTicker(p currency.Pair, a asset.Item) (*ticker.Price, error)
	UpdateTicker(p currency.Pair, a asset.Item) (*ticker.Price, error)
	FetchOrderbook(p currency.Pair, a asset.Item) (*orderbook.Base, error)
	UpdateOrderbook(p currency.Pair, a asset.Item) (*orderbook.Base, error)
	FetchTradablePairs(a asset.Item) ([]string, error)
	UpdateTradablePairs(forceUpdate bool) error
	GetEnabledPairs(a asset.Item) currency.Pairs
	GetAvailablePairs(a asset.Item) currency.Pairs
	FetchAccountInfo() (account.Holdings, error)
	UpdateAccountInfo() (account.Holdings, error)
	GetAuthenticatedAPISupport(endpoint uint8) bool
	SetPairs(pairs currency.Pairs, a asset.Item, enabled bool) error
	GetAssetTypes() asset.Items
	GetExchangeHistory(p currency.Pair, a asset.Item) ([]TradeHistory, error)
	SupportsAutoPairUpdates() bool
	SupportsRESTTickerBatchUpdates() bool
	GetFeeByType(f *FeeBuilder) (float64, error)
	GetLastPairsUpdateTime() int64
	GetWithdrawPermissions() uint32
	FormatWithdrawPermissions() string
	SupportsWithdrawPermissions(permissions uint32) bool
	GetFundingHistory() ([]FundHistory, error)
	SubmitOrder(s *order.Submit) (order.SubmitResponse, error)
	ModifyOrder(action *order.Modify) (string, error)
	CancelOrder(order *order.Cancel) error
	CancelAllOrders(orders *order.Cancel) (order.CancelAllResponse, error)
	GetOrderInfo(orderID string) (order.Detail, error)
	GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error)
	GetOrderHistory(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error)
	GetActiveOrders(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error)
	WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error)
	WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error)
	WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error)
	SetHTTPClientUserAgent(ua string)
	GetHTTPClientUserAgent() string
	SetClientProxyAddress(addr string) error
	SupportsWebsocket() bool
	SupportsREST() bool
	IsWebsocketEnabled() bool
	GetWebsocket() (*wshandler.Websocket, error)
	SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error
	UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error
	AuthenticateWebsocket() error
	GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error)
	GetDefaultConfig() (*config.ExchangeConfig, error)
	GetBase() *Base
	SupportsAsset(assetType asset.Item) bool
	GetHistoricCandles(p currency.Pair, a asset.Item, timeStart, timeEnd time.Time, interval time.Duration) (kline.Item, error)
	DisableRateLimiter() error
	EnableRateLimiter() error
}

IBotExchange enforces standard functions for all exchanges supported in GoCryptoTrader

type InternationalBankTransactionType 

type InternationalBankTransactionType uint8

InternationalBankTransactionType custom type for calculating fees based on fiat transaction types

type TradeHistory 

type TradeHistory struct {
	Timestamp   time.Time
	TID         string
	Price       float64
	Amount      float64
	Exchange    string
	Type        string
	Fee         float64
	Description string
}

TradeHistory holds exchange history data

Source Files

View all Source files

Directories

Path Synopsis
Package gemini exchange documentation can be found at https://docs.sandbox.gemini.com
 Package gemini exchange documentation can be found at https://docs.sandbox.gemini.com
websocket
wshandler
wsorderbook

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