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exchange_mock.go
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exchange_mock.go
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package exchanges
import (
"fmt"
"github.com/juju/errors"
"github.com/saniales/golang-crypto-trading-bot/environment"
"github.com/satori/go.uuid"
"github.com/shopspring/decimal"
)
// ExchangeWrapperSimulator wraps another wrapper and returns simulated balances and orders.
type ExchangeWrapperSimulator struct {
innerWrapper ExchangeWrapper
balances map[string]decimal.Decimal
}
// NewExchangeWrapperSimulator creates a new simulated wrapper from another wrapper and an initial balance.
func NewExchangeWrapperSimulator(mockedWrapper ExchangeWrapper, initialBalances map[string]decimal.Decimal) *ExchangeWrapperSimulator {
return &ExchangeWrapperSimulator{
innerWrapper: mockedWrapper,
balances: initialBalances,
}
}
// String returns a string representation of the exchange simulator.
func (wrapper *ExchangeWrapperSimulator) String() string {
return wrapper.Name()
}
// Name gets the name of the exchange.
func (wrapper *ExchangeWrapperSimulator) Name() string {
return fmt.Sprint(wrapper.innerWrapper.Name(), "mock")
}
// GetCandles gets the candle data from the exchange.
func (wrapper *ExchangeWrapperSimulator) GetCandles(market *environment.Market) ([]environment.CandleStick, error) {
return wrapper.innerWrapper.GetCandles(market)
}
// GetMarketSummary gets the current market summary.
func (wrapper *ExchangeWrapperSimulator) GetMarketSummary(market *environment.Market) (*environment.MarketSummary, error) {
return wrapper.innerWrapper.GetMarketSummary(market)
}
// GetOrderBook gets the order(ASK + BID) book of a market.
func (wrapper *ExchangeWrapperSimulator) GetOrderBook(market *environment.Market) (*environment.OrderBook, error) {
return wrapper.innerWrapper.GetOrderBook(market)
}
// BuyLimit here is just to implement the ExchangeWrapper Interface, do not use, use BuyMarket instead.
func (wrapper *ExchangeWrapperSimulator) BuyLimit(market *environment.Market, amount float64, limit float64) (string, error) {
return "", errors.New("BuyLimit operation is not mockable")
}
// SellLimit here is just to implement the ExchangeWrapper Interface, do not use, use SellMarket instead.
func (wrapper *ExchangeWrapperSimulator) SellLimit(market *environment.Market, amount float64, limit float64) (string, error) {
return "", errors.New("SellLimit operation is not mockable")
}
// BuyMarket performs a FAKE market buy action.
func (wrapper *ExchangeWrapperSimulator) BuyMarket(market *environment.Market, amount float64) (string, error) {
baseBalance, _ := wrapper.GetBalance(market.BaseCurrency)
quoteBalance, _ := wrapper.GetBalance(market.MarketCurrency)
orderbook, err := wrapper.GetOrderBook(market)
if err != nil {
return "", errors.Annotate(err, "Cannot market buy without orderbook knowledge")
}
totalQuote := decimal.Zero
remainingAmount := decimal.NewFromFloat(amount)
expense := decimal.Zero
for _, bid := range orderbook.Bids {
if remainingAmount.LessThanOrEqual(bid.Quantity) {
totalQuote = totalQuote.Add(remainingAmount)
expense = expense.Add(remainingAmount.Mul(bid.Value))
if expense.GreaterThan(*baseBalance) {
return "", fmt.Errorf("cannot Buy not enough %s balance", market.BaseCurrency)
}
break
}
totalQuote = totalQuote.Add(bid.Quantity)
expense = expense.Add(bid.Quantity.Mul(bid.Value))
if expense.GreaterThan(*baseBalance) {
return "", fmt.Errorf("cannot Buy not enough %s balance", market.BaseCurrency)
}
}
wrapper.balances[market.BaseCurrency] = baseBalance.Sub(expense)
wrapper.balances[market.MarketCurrency] = quoteBalance.Add(totalQuote)
orderFakeID, err := uuid.NewV4()
if err != nil {
return "", errors.Annotate(err, "UUID Generation")
}
return fmt.Sprintf("FAKE_BUY-%s", orderFakeID), nil
}
// SellMarket performs a FAKE market buy action.
func (wrapper *ExchangeWrapperSimulator) SellMarket(market *environment.Market, amount float64) (string, error) {
baseBalance, _ := wrapper.GetBalance(market.BaseCurrency)
quoteBalance, _ := wrapper.GetBalance(market.MarketCurrency)
orderbook, err := wrapper.GetOrderBook(market)
if err != nil {
return "", errors.Annotate(err, "Cannot market buy without orderbook knowledge")
}
totalQuote := decimal.Zero
remainingAmount := decimal.NewFromFloat(amount)
gain := decimal.Zero
if quoteBalance.LessThan(remainingAmount) {
return "", fmt.Errorf("Cannot Sell: not enough %s balance", market.MarketCurrency)
}
for _, ask := range orderbook.Asks {
if remainingAmount.LessThanOrEqual(ask.Quantity) {
totalQuote = totalQuote.Add(remainingAmount)
gain = gain.Add(remainingAmount.Mul(ask.Value))
break
}
totalQuote = totalQuote.Add(ask.Quantity)
gain = gain.Add(ask.Quantity.Mul(ask.Value))
}
wrapper.balances[market.BaseCurrency] = baseBalance.Add(gain)
wrapper.balances[market.MarketCurrency] = quoteBalance.Sub(totalQuote)
orderFakeID, err := uuid.NewV4()
if err != nil {
return "", errors.Annotate(err, "UUID Generation")
}
return fmt.Sprintf("FAKE_SELL-%s", orderFakeID), nil
}
// CalculateTradingFees calculates the trading fees for an order on a specified market.
func (wrapper *ExchangeWrapperSimulator) CalculateTradingFees(market *environment.Market, amount float64, limit float64, orderType TradeType) float64 {
return wrapper.innerWrapper.CalculateTradingFees(market, amount, limit, orderType)
}
// CalculateWithdrawFees calculates the withdrawal fees on a specified market.
func (wrapper *ExchangeWrapperSimulator) CalculateWithdrawFees(market *environment.Market, amount float64) float64 {
return wrapper.innerWrapper.CalculateWithdrawFees(market, amount)
}
// GetBalance gets the balance of the user of the specified currency.
func (wrapper *ExchangeWrapperSimulator) GetBalance(symbol string) (*decimal.Decimal, error) {
bal, exists := wrapper.balances[symbol]
if !exists {
wrapper.balances[symbol] = decimal.Zero
var bal = decimal.Zero
return &bal, nil
}
return &bal, nil
}
// GetDepositAddress gets the deposit address for the specified coin on the exchange.
func (wrapper *ExchangeWrapperSimulator) GetDepositAddress(coinTicker string) (string, bool) {
return "", false
}
// FeedConnect connects to the feed of the exchange.
func (wrapper *ExchangeWrapperSimulator) FeedConnect(markets []*environment.Market) error {
return wrapper.innerWrapper.FeedConnect(markets)
}
// Withdraw performs a FAKE withdraw operation from the exchange to a destination address.
func (wrapper *ExchangeWrapperSimulator) Withdraw(destinationAddress string, coinTicker string, amount float64) error {
if amount <= 0 {
return errors.New("Withdraw amount must be > 0")
}
bal, exists := wrapper.balances[coinTicker]
amt := decimal.NewFromFloat(amount)
if !exists || amt.GreaterThan(bal) {
return errors.New("Not enough balance")
}
wrapper.balances[coinTicker] = bal.Sub(amt)
return nil
}