forked from nntaoli-project/goex
/
fcoin.go
773 lines (653 loc) · 19.9 KB
/
fcoin.go
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package fcoin
import (
"crypto/hmac"
"crypto/sha1"
"encoding/base64"
"errors"
"fmt"
. "github.com/nntaoli-project/GoEx"
"net/http"
"net/url"
"strings"
"time"
"unsafe"
)
const (
SPOT = "spot"
ASSETS = "assets"
EXCHANGE = "exchange"
)
type FCoin struct {
httpClient *http.Client
baseUrl,
accessKey,
secretKey string
timeoffset int64
tradeSymbols []TradeSymbol
tradeSymbols2 []TradeSymbol2
}
type TradeSymbol struct {
Name string `json:"name"`
BaseCurrency string `json:"base_currency"`
QuoteCurrency string `json:"quote_currency"`
PriceDecimal int `json:"price_decimal"`
AmountDecimal int `json:"amount_decimal"`
Tradeable bool `json:"tradable"`
}
type TradeSymbol2 struct {
TradeSymbol
Category string `json:"category"`
LeveragedMultiple int `json:"leveraged_multiple"`
MarketOrderEnabled bool `json:"market_order_enabled"`
LimitAmountMin float64 `json:"limit_amount_min"`
LimitAmountMax float64 `json:"limit_amount_max"`
MainTag string `json:"main_tag"`
DailyOpenAt string `json:"daily_open_at"`
DailyCloseAt string `json:"daily_close_at"`
}
type Asset struct {
Currency Currency
Avaliable float64
Frozen float64
Finances float64
Lock float64
Total float64
}
type RawTicker struct {
Ticker
SellAmount float64
BuyAmount float64
LastTradeVol float64
}
func NewFCoin(client *http.Client, apikey, secretkey string) *FCoin {
fc := &FCoin{baseUrl: "https://api.fcoin.com/v2/", accessKey: apikey, secretKey: secretkey, httpClient: client}
fc.setTimeOffset()
var err error
fc.tradeSymbols, err = fc.GetTradeSymbols()
if len(fc.tradeSymbols) == 0 || err != nil {
panic("trade symbol is empty, pls check connection...")
}
return fc
}
func (fc *FCoin) GetExchangeName() string {
return FCOIN
}
func (fc *FCoin) GetServerTime() (int64, error) {
respmap, err := HttpGet(fc.httpClient, fc.baseUrl+"public/server-time")
if err != nil {
return 0, err
}
stime := int64(ToInt(respmap["data"]))
return stime, nil
}
func (fc *FCoin) setTimeOffset() error {
stime, err := fc.GetServerTime()
if err != nil {
return err
}
st := time.Unix(stime/1000, 0)
lt := time.Now()
offset := st.Sub(lt).Seconds()
fc.timeoffset = int64(offset)
return nil
}
func (fc *FCoin) GetTicker(currencyPair CurrencyPair) (*Ticker, error) {
respmap, err := HttpGet(fc.httpClient, fc.baseUrl+fmt.Sprintf("market/ticker/%s",
strings.ToLower(currencyPair.ToSymbol(""))))
if err != nil {
return nil, err
}
if respmap["status"].(float64) != 0 {
return nil, errors.New(respmap["msg"].(string))
}
tick, ok := respmap["data"].(map[string]interface{})
if !ok {
return nil, API_ERR
}
tickmap, ok := tick["ticker"].([]interface{})
if !ok {
return nil, API_ERR
}
ticker := new(RawTicker)
ticker.Pair = currencyPair
ticker.Date = uint64(time.Now().UnixNano() / 1000000)
ticker.Last = ToFloat64(tickmap[0])
ticker.Vol = ToFloat64(tickmap[9])
ticker.Low = ToFloat64(tickmap[8])
ticker.High = ToFloat64(tickmap[7])
ticker.Buy = ToFloat64(tickmap[2])
ticker.Sell = ToFloat64(tickmap[4])
ticker.SellAmount = ToFloat64(tickmap[5])
ticker.BuyAmount = ToFloat64(tickmap[3])
ticker.LastTradeVol = ToFloat64(tickmap[1])
return (*Ticker)(unsafe.Pointer(ticker)), nil
}
func (fc *FCoin) GetDepth(size int, currency CurrencyPair) (*Depth, error) {
var uri string
if size <= 20 {
uri = fmt.Sprintf("market/depth/L20/%s", strings.ToLower(currency.ToSymbol("")))
} else {
uri = fmt.Sprintf("market/depth/L150/%s", strings.ToLower(currency.ToSymbol("")))
}
respmap, err := HttpGet(fc.httpClient, fc.baseUrl+uri)
if err != nil {
return nil, err
}
if respmap["status"].(float64) != 0 {
return nil, errors.New(respmap["msg"].(string))
}
datamap := respmap["data"].(map[string]interface{})
bids, ok1 := datamap["bids"].([]interface{})
asks, ok2 := datamap["asks"].([]interface{})
if !ok1 || !ok2 {
return nil, errors.New("depth error")
}
depth := new(Depth)
depth.Pair = currency
n := 0
for i := 0; i < len(bids); {
depth.BidList = append(depth.BidList, DepthRecord{ToFloat64(bids[i]), ToFloat64(bids[i+1])})
i += 2
n++
if n == size {
break
}
}
n = 0
for i := 0; i < len(asks); {
depth.AskList = append(depth.AskList, DepthRecord{ToFloat64(asks[i]), ToFloat64(asks[i+1])})
i += 2
n++
if n == size {
break
}
}
return depth, nil
}
func (fc *FCoin) doAuthenticatedRequest(method, uri string, params url.Values) (interface{}, error) {
timestamp := time.Now().Unix()*1000 + fc.timeoffset*1000
sign := fc.buildSigned(method, fc.baseUrl+uri, timestamp, params)
header := map[string]string{
"FC-ACCESS-KEY": fc.accessKey,
"FC-ACCESS-SIGNATURE": sign,
"FC-ACCESS-TIMESTAMP": fmt.Sprint(timestamp)}
var (
respmap map[string]interface{}
err error
)
switch method {
case "GET":
respmap, err = HttpGet2(fc.httpClient, fc.baseUrl+uri+"?"+params.Encode(), header)
if err != nil {
return nil, err
}
case "POST":
var parammap = make(map[string]string, 1)
for k, v := range params {
parammap[k] = v[0]
}
respbody, err := HttpPostForm4(fc.httpClient, fc.baseUrl+uri, parammap, header)
if err != nil {
return nil, err
}
json.Unmarshal(respbody, &respmap)
}
if ToInt(respmap["status"]) != 0 {
return nil, errors.New(respmap["msg"].(string))
}
return respmap["data"], err
}
func (fc *FCoin) doAuthenticatedRequest2(method, uri string, params url.Values) (map[string]interface{}, error) {
timestamp := time.Now().Unix()*1000 + fc.timeoffset*1000
sign := fc.buildSigned(method, fc.baseUrl+uri, timestamp, params)
header := map[string]string{
"FC-ACCESS-KEY": fc.accessKey,
"FC-ACCESS-SIGNATURE": sign,
"FC-ACCESS-TIMESTAMP": fmt.Sprint(timestamp)}
var (
respmap map[string]interface{}
err error
)
switch method {
case "GET":
respmap, err = HttpGet2(fc.httpClient, fc.baseUrl+uri+"?"+params.Encode(), header)
if err != nil {
return nil, err
}
case "POST":
var parammap = make(map[string]string, 1)
for k, v := range params {
parammap[k] = v[0]
}
respbody, err1 := HttpPostForm4(fc.httpClient, fc.baseUrl+uri, parammap, header)
if err1 != nil {
return nil, err1
}
err = json.Unmarshal(respbody, &respmap)
if err != nil {
return nil, err
}
}
return respmap, err
}
func (fc *FCoin) buildSigned(httpmethod string, apiurl string, timestamp int64, para url.Values) string {
var (
param = ""
err error
)
if para != nil {
param = para.Encode()
}
if "GET" == httpmethod && param != "" {
apiurl += "?" + param
}
signStr := httpmethod + apiurl + fmt.Sprint(timestamp)
if "POST" == httpmethod && param != "" {
signStr += param
}
signStr2, err := url.QueryUnescape(signStr) // 不需要编码
if err != nil {
signStr2 = signStr
}
sign := base64.StdEncoding.EncodeToString([]byte(signStr2))
mac := hmac.New(sha1.New, []byte(fc.secretKey))
mac.Write([]byte(sign))
sum := mac.Sum(nil)
s := base64.StdEncoding.EncodeToString(sum)
return s
}
// ORDERTYPE:limit, market, fok, ioc
func (fc *FCoin) PlaceOrder(orderType OrderType, orderSide, amount, price string, pair CurrencyPair, isMargin bool) (*Order, error) {
params := url.Values{}
params.Set("side", orderSide)
params.Set("amount", amount)
params.Set("symbol", strings.ToLower(pair.AdaptUsdToUsdt().ToSymbol("")))
if ORDER_TYPE_MARKET != orderType {
params.Set("price", price)
}
if isMargin {
params.Set("account_type", "margin")
}
params.Set("type", strings.ToLower(orderType.String()))
if ORDER_TYPE_MARKET == orderType {
params.Del("price")
}
r, err := fc.doAuthenticatedRequest("POST", "orders", params)
if err != nil {
return nil, err
}
side := SELL
if orderSide == "buy" {
side = BUY
}
return &Order{
Currency: pair,
OrderID2: r.(string),
Amount: ToFloat64(amount),
Price: ToFloat64(price),
Side: TradeSide(side),
Status: ORDER_UNFINISH,
OrderTime: int(time.Now().UnixNano() / 1000000),
OrderType: int(orderType),
}, nil
}
func (fc *FCoin) LimitBuy(amount, price string, currency CurrencyPair) (*Order, error) {
return fc.PlaceOrder(ORDER_TYPE_LIMIT, "buy", amount, price, currency, false)
}
func (fc *FCoin) LimitSell(amount, price string, currency CurrencyPair) (*Order, error) {
return fc.PlaceOrder(ORDER_TYPE_LIMIT, "sell", amount, price, currency, false)
}
func (fc *FCoin) MarketBuy(amount, price string, currency CurrencyPair) (*Order, error) {
return fc.PlaceOrder(ORDER_TYPE_MARKET, "buy", amount, price, currency, false)
}
func (fc *FCoin) MarketSell(amount, price string, currency CurrencyPair) (*Order, error) {
return fc.PlaceOrder(ORDER_TYPE_MARKET, "sell", amount, price, currency, false)
}
func (fc *FCoin) CancelOrder(orderId string, currency CurrencyPair) (bool, error) {
uri := fmt.Sprintf("orders/%s/submit-cancel", orderId)
_, err := fc.doAuthenticatedRequest("POST", uri, url.Values{})
if err != nil {
return false, err
}
return true, nil
}
func (fc *FCoin) toOrder(o map[string]interface{}, pair CurrencyPair) *Order {
side := SELL
if o["side"].(string) == "buy" {
side = BUY
}
orderStatus := ORDER_UNFINISH
switch o["state"].(string) {
case "partial_filled":
orderStatus = ORDER_PART_FINISH
case "filled":
orderStatus = ORDER_FINISH
case "pending_cancel":
orderStatus = ORDER_CANCEL_ING
case "canceled", "partial_canceled":
orderStatus = ORDER_CANCEL
}
var fees float64
refund := ToFloat64(o["fees_income"])
fee := ToFloat64(o["fill_fees"])
if fee == 0 {
fees = -refund
} else {
fees = fee
}
avgPrice := 0.0
dealAmount := ToFloat64(o["filled_amount"])
executeValue := ToFloat64(o["executed_value"])
if dealAmount != 0.0 {
avgPrice = executeValue / dealAmount
}
return &Order{
Currency: pair,
Side: TradeSide(side),
OrderID2: o["id"].(string),
Amount: ToFloat64(o["amount"]),
Price: ToFloat64(o["price"]),
DealAmount: dealAmount,
Status: TradeStatus(orderStatus),
Type: o["type"].(string),
Fee: fees,
AvgPrice: avgPrice,
OrderTime: ToInt(o["created_at"])}
}
func (fc *FCoin) GetOneOrder(orderId string, currency CurrencyPair) (*Order, error) {
uri := fmt.Sprintf("orders/%s", orderId)
r, err := fc.doAuthenticatedRequest("GET", uri, url.Values{})
if err != nil {
return nil, err
}
return fc.toOrder(r.(map[string]interface{}), currency), nil
}
func (fc *FCoin) GetUnfinishOrders(currency CurrencyPair) ([]Order, error) {
params := url.Values{}
params.Set("symbol", strings.ToLower(currency.AdaptUsdToUsdt().ToSymbol("")))
params.Set("states", "submitted,partial_filled")
//params.Set("before", "1")
//params.Set("after", "0")
params.Set("limit", "100")
r, err := fc.doAuthenticatedRequest("GET", "orders", params)
if err != nil {
return nil, err
}
var ords []Order
for _, ord := range r.([]interface{}) {
ords = append(ords, *fc.toOrder(ord.(map[string]interface{}), currency))
}
return ords, nil
}
func (fc *FCoin) getAfterTimeOrderHistorys(currency CurrencyPair, times time.Time) ([]Order, error) {
params := url.Values{}
params.Set("symbol", strings.ToLower(currency.AdaptUsdToUsdt().ToSymbol("")))
params.Set("states", "filled")
params.Set("after", fmt.Sprint(times.Unix()*1000))
params.Set("limit", "100")
r, err := fc.doAuthenticatedRequest("GET", "orders", params)
if err != nil {
return nil, err
}
var ords []Order
for _, ord := range r.([]interface{}) {
ords = append(ords, *fc.toOrder(ord.(map[string]interface{}), currency))
}
return ords, nil
}
func (fc *FCoin) getBeforeTimeOrderHistorys(currency CurrencyPair, times time.Time) ([]Order, error) {
params := url.Values{}
params.Set("symbol", strings.ToLower(currency.AdaptUsdToUsdt().ToSymbol("")))
params.Set("states", "filled")
params.Set("before", fmt.Sprint(times.Unix()*1000))
params.Set("limit", "100")
r, err := fc.doAuthenticatedRequest("GET", "orders", params)
if err != nil {
return nil, err
}
var ords []Order
for _, ord := range r.([]interface{}) {
ords = append(ords, *fc.toOrder(ord.(map[string]interface{}), currency))
}
return ords, nil
}
func (fc *FCoin) GetHoursOrderHistorys(currency CurrencyPair, start time.Time, hours int64) ([]Order, error) {
ord1, _ := fc.getAfterTimeOrderHistorys(currency, start)
ord2, _ := fc.getBeforeTimeOrderHistorys(currency, start.Add(time.Hour*time.Duration(hours)))
ords := make([]Order, 0)
for _, v1 := range ord1 {
for _, v2 := range ord2 {
if v1.OrderID2 == v2.OrderID2 {
ords = append(ords, v1)
}
}
}
return ords, nil
}
func (fc *FCoin) GetDaysOrderHistorys(currency CurrencyPair, start time.Time, days int64) ([]Order, error) {
ord1, _ := fc.getAfterTimeOrderHistorys(currency, start)
ord2, _ := fc.getBeforeTimeOrderHistorys(currency, start.Add(time.Hour*24*time.Duration(days)))
ords := make([]Order, 0)
for _, v1 := range ord1 {
for _, v2 := range ord2 {
if v1.OrderID2 == v2.OrderID2 {
ords = append(ords, v1)
}
}
}
if len(ords) == 0 && len(ord2) > 1 && len(ord1) > 1 {
return nil, errors.New("more than 100 orders")
}
return ords, nil
}
func (fc *FCoin) GetOrderHistorys(currency CurrencyPair, currentPage, pageSize int) ([]Order, error) {
params := url.Values{}
params.Set("symbol", strings.ToLower(currency.AdaptUsdToUsdt().ToSymbol("")))
params.Set("states", "partial_canceled,filled")
//params.Set("before", "1")
//params.Set("after", "0")
params.Set("limit", fmt.Sprint(pageSize))
r, err := fc.doAuthenticatedRequest("GET", "orders", params)
if err != nil {
return nil, err
}
var ords []Order
for _, ord := range r.([]interface{}) {
ords = append(ords, *fc.toOrder(ord.(map[string]interface{}), currency))
}
return ords, nil
}
func (fc *FCoin) GetOrderHistorys2(currency CurrencyPair, currentPage, pageSize int, states ...string) ([]Order, error) {
sts := ""
for i := 0; i < len(states); i++ {
sts += states[i] + ","
}
sts = sts[:len(sts)-1]
params := url.Values{}
params.Set("symbol", strings.ToLower(currency.AdaptUsdToUsdt().ToSymbol("")))
params.Set("states", sts)
params.Set("limit", fmt.Sprint(pageSize))
r, err := fc.doAuthenticatedRequest("GET", "orders", params)
if err != nil {
return nil, err
}
var ords []Order
for _, ord := range r.([]interface{}) {
ords = append(ords, *fc.toOrder(ord.(map[string]interface{}), currency))
}
return ords, nil
}
func (fc *FCoin) GetAccount() (*Account, error) {
r, err := fc.doAuthenticatedRequest("GET", "accounts/balance", url.Values{})
if err != nil {
return nil, err
}
acc := new(Account)
acc.SubAccounts = make(map[Currency]SubAccount)
acc.Exchange = fc.GetExchangeName()
balances := r.([]interface{})
for _, v := range balances {
vv := v.(map[string]interface{})
currency := NewCurrency(vv["currency"].(string), "")
acc.SubAccounts[currency] = SubAccount{
Currency: currency,
Amount: ToFloat64(vv["available"]),
ForzenAmount: ToFloat64(vv["frozen"]),
}
}
return acc, nil
}
func (fc *FCoin) GetAssets() ([]Asset, error) {
r, err := fc.doAuthenticatedRequest("GET", "assets/accounts/balance", url.Values{})
if err != nil {
return nil, err
}
assets := make([]Asset, 0)
balances := r.([]interface{})
for _, v := range balances {
vv := v.(map[string]interface{})
currency := NewCurrency(vv["currency"].(string), "")
assets = append(assets, Asset{
Currency: currency,
Avaliable: ToFloat64(vv["available"]),
Frozen: ToFloat64(vv["frozen"]),
Finances: ToFloat64(vv["demand_deposit"]),
Lock: ToFloat64(vv["lock_deposit"]),
Total: ToFloat64(vv["balance"]),
})
}
return assets, nil
}
// from, to: assets, spot
func (fc *FCoin) AssetTransfer(currency Currency, amount, from, to string) (bool, error) {
params := url.Values{}
params.Set("currency", strings.ToLower(currency.String()))
params.Set("amount", amount)
_, err := fc.doAuthenticatedRequest("POST", fmt.Sprintf("assets/accounts/%s-to-%s", from, to), params)
if err != nil {
return false, err
}
return true, nil
}
func (fc *FCoin) GetKlineRecords(currency CurrencyPair, period, size, since int) ([]Kline, error) {
uri := fmt.Sprintf("market/candles/%s/%s?limit=%d", _INERNAL_KLINE_PERIOD_CONVERTER[period], strings.ToLower(currency.ToSymbol("")), size)
respmap, err := HttpGet(fc.httpClient, fc.baseUrl+uri)
if err != nil {
return nil, err
}
if respmap["status"].(float64) != 0 {
return nil, errors.New(respmap["msg"].(string))
}
datamap, isOk := respmap["data"].([]interface{})
if !isOk {
return nil, errors.New("kline error")
}
var klineRecords []Kline
for _, record := range datamap {
r := record.(map[string]interface{})
klineRecords = append(klineRecords, Kline{
Pair: currency,
Timestamp: int64(ToInt(r["id"])),
Open: ToFloat64(r["open"]),
Close: ToFloat64(r["close"]),
High: ToFloat64(r["high"]),
Low: ToFloat64(r["low"]),
Vol: ToFloat64(r["quote_vol"]),
})
}
return klineRecords, nil
}
//非个人,整个交易所的交易记录
func (fc *FCoin) GetTrades(currencyPair CurrencyPair, since int64) ([]Trade, error) {
panic("not implement")
}
//交易符号
func (fc *FCoin) GetTradeSymbols() ([]TradeSymbol, error) {
respmap, err := HttpGet(fc.httpClient, fc.baseUrl+"public/symbols")
if err != nil {
return nil, err
}
if respmap["status"].(float64) != 0 {
return nil, errors.New(respmap["msg"].(string))
}
datamap := respmap["data"].([]interface{})
tradeSymbols := make([]TradeSymbol, 0)
for _, v := range datamap {
vv := v.(map[string]interface{})
var symbol TradeSymbol
symbol.Name = vv["name"].(string)
symbol.BaseCurrency = vv["base_currency"].(string)
symbol.QuoteCurrency = vv["quote_currency"].(string)
symbol.PriceDecimal = int(vv["price_decimal"].(float64))
symbol.AmountDecimal = int(vv["amount_decimal"].(float64))
symbol.Tradeable = vv["tradable"].(bool)
if symbol.Tradeable {
tradeSymbols = append(tradeSymbols, symbol)
}
}
return tradeSymbols, nil
}
func (fc *FCoin) GetTradeSymbol(currencyPair CurrencyPair) (*TradeSymbol, error) {
if len(fc.tradeSymbols) == 0 {
var err error
fc.tradeSymbols, err = fc.GetTradeSymbols()
if err != nil {
return nil, err
}
}
for k, v := range fc.tradeSymbols {
if v.Name == strings.ToLower(currencyPair.ToSymbol("")) {
return &fc.tradeSymbols[k], nil
}
}
return nil, errors.New("symbol not found")
}
func (fc *FCoin) GetTradeSymbols2() ([]TradeSymbol2, error) {
respmap, err := HttpGet(fc.httpClient, "https://www.fcoin.com/openapi/v2/symbols")
if err != nil {
return nil, err
}
if respmap["status"].(string) != "ok" {
return nil, errors.New(respmap["msg"].(string))
}
datamap := respmap["data"].(map[string]interface{})
symbols := datamap["symbols"].(map[string]interface{})
tradeSymbols := make([]TradeSymbol2, 0)
for _, v := range symbols {
vv := v.(map[string]interface{})
var symbol TradeSymbol2
symbol.Name, _ = vv["symbol"].(string)
symbol.BaseCurrency, _ = vv["base_currency"].(string)
symbol.QuoteCurrency, _ = vv["quote_currency"].(string)
symbol.PriceDecimal = ToInt(vv["price_decimal"])
symbol.AmountDecimal = ToInt(vv["amount_decimal"])
symbol.Tradeable, _ = vv["tradeable"].(bool)
symbol.Category, _ = vv["category"].(string)
symbol.LeveragedMultiple = ToInt(vv["leveraged_multiple"])
symbol.MarketOrderEnabled, _ = vv["market_order_enabled"].(bool)
symbol.LimitAmountMin = ToFloat64(vv["limit_amount_min"])
symbol.LimitAmountMax = ToFloat64(vv["limit_amount_max"])
symbol.MainTag, _ = vv["main_tag"].(string)
symbol.DailyOpenAt, _ = vv["daily_open_at"].(string)
symbol.DailyCloseAt, _ = vv["daily_close_at"].(string)
if symbol.Tradeable {
tradeSymbols = append(tradeSymbols, symbol)
}
}
return tradeSymbols, nil
}
func (fc *FCoin) GetTradeSymbol2(currencyPair CurrencyPair) (*TradeSymbol2, error) {
if len(fc.tradeSymbols2) == 0 {
var err error
fc.tradeSymbols2, err = fc.GetTradeSymbols2()
if err != nil {
return nil, err
}
}
for k, v := range fc.tradeSymbols2 {
if v.Name == strings.ToLower(currencyPair.ToSymbol("")) {
return &fc.tradeSymbols2[k], nil
}
}
return nil, errors.New("symbol not found")
}