forked from thrasher-corp/gocryptotrader
/
bitstamp.go
656 lines (580 loc) · 20.7 KB
/
bitstamp.go
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package bitstamp
import (
"bytes"
"context"
"encoding/json"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"strings"
"time"
"github.com/idoall/gocryptotrader/common"
"github.com/idoall/gocryptotrader/common/crypto"
"github.com/idoall/gocryptotrader/currency"
exchange "github.com/idoall/gocryptotrader/exchanges"
"github.com/idoall/gocryptotrader/exchanges/order"
"github.com/idoall/gocryptotrader/exchanges/request"
"github.com/idoall/gocryptotrader/log"
)
const (
bitstampAPIURL = "https://www.bitstamp.net/api"
bitstampAPIVersion = "2"
bitstampAPITicker = "ticker"
bitstampAPITickerHourly = "ticker_hour"
bitstampAPIOrderbook = "order_book"
bitstampAPITransactions = "transactions"
bitstampAPIEURUSD = "eur_usd"
bitstampAPIBalance = "balance"
bitstampAPIUserTransactions = "user_transactions"
bitstampAPIOpenOrders = "open_orders"
bitstampAPIOrderStatus = "order_status"
bitstampAPICancelOrder = "cancel_order"
bitstampAPICancelAllOrders = "cancel_all_orders"
bitstampAPIMarket = "market"
bitstampAPIWithdrawalRequests = "withdrawal_requests"
bitstampAPIOpenWithdrawal = "withdrawal/open"
bitstampAPIUnconfirmedBitcoin = "unconfirmed_btc"
bitstampAPITransferToMain = "transfer-to-main"
bitstampAPITransferFromMain = "transfer-from-main"
bitstampAPIReturnType = "string"
bitstampAPITradingPairsInfo = "trading-pairs-info"
bitstampOHLC = "ohlc"
bitstampRateInterval = time.Minute * 10
bitstampRequestRate = 8000
bitstampTimeLayout = "2006-1-2 15:04:05"
)
// Bitstamp is the overarching type across the bitstamp package
type Bitstamp struct {
exchange.Base
}
// GetFee returns an estimate of fee based on type of transaction
func (b *Bitstamp) GetFee(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
balance, err := b.GetBalance(ctx)
if err != nil {
return 0, err
}
fee = b.CalculateTradingFee(feeBuilder.Pair.Base,
feeBuilder.Pair.Quote,
feeBuilder.PurchasePrice,
feeBuilder.Amount,
balance)
case exchange.CryptocurrencyDepositFee:
fee = 0
case exchange.InternationalBankDepositFee:
fee = getInternationalBankDepositFee(feeBuilder.Amount)
case exchange.InternationalBankWithdrawalFee:
fee = getInternationalBankWithdrawalFee(feeBuilder.Amount)
case exchange.OfflineTradeFee:
fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
// getOfflineTradeFee calculates the worst case-scenario trading fee
func getOfflineTradeFee(price, amount float64) float64 {
return 0.0025 * price * amount
}
// getInternationalBankWithdrawalFee returns international withdrawal fee
func getInternationalBankWithdrawalFee(amount float64) float64 {
fee := amount * 0.0009
if fee < 15 {
return 15
}
return fee
}
// getInternationalBankDepositFee returns international deposit fee
func getInternationalBankDepositFee(amount float64) float64 {
fee := amount * 0.0005
if fee < 7.5 {
return 7.5
}
if fee > 300 {
return 300
}
return fee
}
// CalculateTradingFee returns fee on a currency pair
func (b *Bitstamp) CalculateTradingFee(base, quote currency.Code, purchasePrice, amount float64, balances Balances) float64 {
var fee float64
if v, ok := balances[base.String()]; ok {
switch quote {
case currency.BTC:
fee = v.BTCFee
case currency.USD:
fee = v.USDFee
case currency.EUR:
fee = v.EURFee
}
}
return fee * purchasePrice * amount
}
// GetTicker returns ticker information
func (b *Bitstamp) GetTicker(ctx context.Context, currency string, hourly bool) (*Ticker, error) {
response := Ticker{}
tickerEndpoint := bitstampAPITicker
if hourly {
tickerEndpoint = bitstampAPITickerHourly
}
path := "/v" + bitstampAPIVersion + "/" + tickerEndpoint + "/" + strings.ToLower(currency) + "/"
return &response, b.SendHTTPRequest(ctx, exchange.RestSpot, path, &response)
}
// GetOrderbook Returns a JSON dictionary with "bids" and "asks". Each is a list
// of open orders and each order is represented as a list holding the price and
// the amount.
func (b *Bitstamp) GetOrderbook(ctx context.Context, currency string) (Orderbook, error) {
type response struct {
Timestamp int64 `json:"timestamp,string"`
Bids [][]string `json:"bids"`
Asks [][]string `json:"asks"`
}
resp := response{}
path := "/v" + bitstampAPIVersion + "/" + bitstampAPIOrderbook + "/" + strings.ToLower(currency) + "/"
err := b.SendHTTPRequest(ctx, exchange.RestSpot, path, &resp)
if err != nil {
return Orderbook{}, err
}
orderbook := Orderbook{}
orderbook.Timestamp = resp.Timestamp
for _, x := range resp.Bids {
price, err := strconv.ParseFloat(x[0], 64)
if err != nil {
log.Error(log.ExchangeSys, err)
continue
}
amount, err := strconv.ParseFloat(x[1], 64)
if err != nil {
log.Error(log.ExchangeSys, err)
continue
}
orderbook.Bids = append(orderbook.Bids, OrderbookBase{price, amount})
}
for _, x := range resp.Asks {
price, err := strconv.ParseFloat(x[0], 64)
if err != nil {
log.Error(log.ExchangeSys, err)
continue
}
amount, err := strconv.ParseFloat(x[1], 64)
if err != nil {
log.Error(log.ExchangeSys, err)
continue
}
orderbook.Asks = append(orderbook.Asks, OrderbookBase{price, amount})
}
return orderbook, nil
}
// GetTradingPairs returns a list of trading pairs which Bitstamp
// currently supports
func (b *Bitstamp) GetTradingPairs(ctx context.Context) ([]TradingPair, error) {
var result []TradingPair
path := "/v" + bitstampAPIVersion + "/" + bitstampAPITradingPairsInfo
return result, b.SendHTTPRequest(ctx, exchange.RestSpot, path, &result)
}
// GetTransactions returns transaction information
// value paramater ["time"] = "minute", "hour", "day" will collate your
// response into time intervals.
func (b *Bitstamp) GetTransactions(ctx context.Context, currencyPair, timePeriod string) ([]Transactions, error) {
var transactions []Transactions
requestURL := "/v" + bitstampAPIVersion + "/" + bitstampAPITransactions + "/" + strings.ToLower(currencyPair) + "/"
if timePeriod != "" {
requestURL += "?time=" + url.QueryEscape(timePeriod)
}
return transactions, b.SendHTTPRequest(ctx, exchange.RestSpot, requestURL, &transactions)
}
// GetEURUSDConversionRate returns the conversion rate between Euro and USD
func (b *Bitstamp) GetEURUSDConversionRate(ctx context.Context) (EURUSDConversionRate, error) {
rate := EURUSDConversionRate{}
path := "/" + bitstampAPIEURUSD
return rate, b.SendHTTPRequest(ctx, exchange.RestSpot, path, &rate)
}
// GetBalance returns full balance of currency held on the exchange
func (b *Bitstamp) GetBalance(ctx context.Context) (Balances, error) {
var balance map[string]string
err := b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, bitstampAPIBalance, true, nil, &balance)
if err != nil {
return nil, err
}
balances := make(map[string]Balance)
for k := range balance {
curr := k[0:3]
_, ok := balances[strings.ToUpper(curr)]
if !ok {
avail, _ := strconv.ParseFloat(balance[curr+"_available"], 64)
bal, _ := strconv.ParseFloat(balance[curr+"_balance"], 64)
reserved, _ := strconv.ParseFloat(balance[curr+"_reserved"], 64)
withdrawalFee, _ := strconv.ParseFloat(balance[curr+"_withdrawal_fee"], 64)
currBalance := Balance{
Available: avail,
Balance: bal,
Reserved: reserved,
WithdrawalFee: withdrawalFee,
}
switch strings.ToUpper(curr) {
case currency.USD.String():
eurFee, _ := strconv.ParseFloat(balance[curr+"eur_fee"], 64)
currBalance.EURFee = eurFee
case currency.EUR.String():
usdFee, _ := strconv.ParseFloat(balance[curr+"usd_fee"], 64)
currBalance.USDFee = usdFee
default:
btcFee, _ := strconv.ParseFloat(balance[curr+"btc_fee"], 64)
currBalance.BTCFee = btcFee
eurFee, _ := strconv.ParseFloat(balance[curr+"eur_fee"], 64)
currBalance.EURFee = eurFee
usdFee, _ := strconv.ParseFloat(balance[curr+"usd_fee"], 64)
currBalance.USDFee = usdFee
}
balances[strings.ToUpper(curr)] = currBalance
}
}
return balances, nil
}
// GetUserTransactions returns an array of transactions
func (b *Bitstamp) GetUserTransactions(ctx context.Context, currencyPair string) ([]UserTransactions, error) {
type Response struct {
Date string `json:"datetime"`
TransactionID int64 `json:"id"`
Type int `json:"type,string"`
USD interface{} `json:"usd"`
EUR interface{} `json:"eur"`
XRP interface{} `json:"xrp"`
BTC interface{} `json:"btc"`
BTCUSD interface{} `json:"btc_usd"`
Fee float64 `json:"fee,string"`
OrderID int64 `json:"order_id"`
}
var response []Response
if currencyPair == "" {
if err := b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, bitstampAPIUserTransactions,
true,
url.Values{},
&response); err != nil {
return nil, err
}
} else {
if err := b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, bitstampAPIUserTransactions+"/"+currencyPair,
true,
url.Values{},
&response); err != nil {
return nil, err
}
}
processNumber := func(i interface{}) float64 {
switch t := i.(type) {
case float64:
return t
case string:
amt, _ := strconv.ParseFloat(t, 64)
return amt
default:
return 0
}
}
var transactions []UserTransactions
for x := range response {
tx := UserTransactions{}
tx.Date = response[x].Date
tx.TransactionID = response[x].TransactionID
tx.Type = response[x].Type
tx.EUR = processNumber(response[x].EUR)
tx.XRP = processNumber(response[x].XRP)
tx.USD = processNumber(response[x].USD)
tx.BTC = processNumber(response[x].BTC)
tx.BTCUSD = processNumber(response[x].BTCUSD)
tx.Fee = response[x].Fee
tx.OrderID = response[x].OrderID
transactions = append(transactions, tx)
}
return transactions, nil
}
// GetOpenOrders returns all open orders on the exchange
func (b *Bitstamp) GetOpenOrders(ctx context.Context, currencyPair string) ([]Order, error) {
var resp []Order
path := bitstampAPIOpenOrders + "/" + strings.ToLower(currencyPair)
return resp, b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, path, true, nil, &resp)
}
// GetOrderStatus returns an the status of an order by its ID
func (b *Bitstamp) GetOrderStatus(ctx context.Context, orderID int64) (OrderStatus, error) {
resp := OrderStatus{}
req := url.Values{}
req.Add("id", strconv.FormatInt(orderID, 10))
return resp,
b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, bitstampAPIOrderStatus, false, req, &resp)
}
// CancelExistingOrder cancels order by ID
func (b *Bitstamp) CancelExistingOrder(ctx context.Context, orderID int64) (CancelOrder, error) {
var req = url.Values{}
req.Add("id", strconv.FormatInt(orderID, 10))
var result CancelOrder
err := b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, bitstampAPICancelOrder, true, req, &result)
if err != nil {
return result, err
}
return result, nil
}
// CancelAllExistingOrders cancels all open orders on the exchange
func (b *Bitstamp) CancelAllExistingOrders(ctx context.Context) (bool, error) {
result := false
return result,
b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, bitstampAPICancelAllOrders, false, nil, &result)
}
// PlaceOrder places an order on the exchange.
func (b *Bitstamp) PlaceOrder(ctx context.Context, currencyPair string, price, amount float64, buy, market bool) (Order, error) {
var req = url.Values{}
req.Add("amount", strconv.FormatFloat(amount, 'f', -1, 64))
req.Add("price", strconv.FormatFloat(price, 'f', -1, 64))
response := Order{}
orderType := order.Buy.Lower()
if !buy {
orderType = order.Sell.Lower()
}
var path string
if market {
path = orderType + "/" + bitstampAPIMarket + "/" + strings.ToLower(currencyPair)
} else {
path = orderType + "/" + strings.ToLower(currencyPair)
}
return response,
b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, path, true, req, &response)
}
// GetWithdrawalRequests returns withdrawal requests for the account
// timedelta - positive integer with max value 50000000 which returns requests
// from number of seconds ago to now.
func (b *Bitstamp) GetWithdrawalRequests(ctx context.Context, timedelta int64) ([]WithdrawalRequests, error) {
var resp []WithdrawalRequests
if timedelta > 50000000 || timedelta < 0 {
return resp, errors.New("time delta exceeded, max: 50000000 min: 0")
}
value := url.Values{}
value.Set("timedelta", strconv.FormatInt(timedelta, 10))
if timedelta == 0 {
value = url.Values{}
}
return resp,
b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, bitstampAPIWithdrawalRequests, false, value, &resp)
}
// CryptoWithdrawal withdraws a cryptocurrency into a supplied wallet, returns ID
// amount - The amount you want withdrawn
// address - The wallet address of the cryptocurrency
// symbol - the type of crypto ie "ltc", "btc", "eth"
// destTag - only for XRP default to ""
func (b *Bitstamp) CryptoWithdrawal(ctx context.Context, amount float64, address, symbol, destTag string) (*CryptoWithdrawalResponse, error) {
var req = url.Values{}
req.Add("amount", strconv.FormatFloat(amount, 'f', -1, 64))
req.Add("address", address)
var endpoint string
switch strings.ToUpper(symbol) {
case currency.XLM.String():
if destTag != "" {
req.Add("memo_id", destTag)
}
case currency.XRP.String():
if destTag != "" {
req.Add("destination_tag", destTag)
}
}
var resp CryptoWithdrawalResponse
endpoint = strings.ToLower(symbol) + "_withdrawal"
return &resp, b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, endpoint, true, req, &resp)
}
// OpenBankWithdrawal Opens a bank withdrawal request (SEPA or international)
func (b *Bitstamp) OpenBankWithdrawal(ctx context.Context, amount float64, currency,
name, iban, bic, address, postalCode, city, country,
comment, withdrawalType string) (FIATWithdrawalResponse, error) {
var req = url.Values{}
req.Add("amount", strconv.FormatFloat(amount, 'f', -1, 64))
req.Add("account_currency", currency)
req.Add("name", name)
req.Add("iban", iban)
req.Add("bic", bic)
req.Add("address", address)
req.Add("postal_code", postalCode)
req.Add("city", city)
req.Add("country", country)
req.Add("type", withdrawalType)
req.Add("comment", comment)
resp := FIATWithdrawalResponse{}
return resp, b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, bitstampAPIOpenWithdrawal, true, req, &resp)
}
// OpenInternationalBankWithdrawal Opens a bank withdrawal request (international)
func (b *Bitstamp) OpenInternationalBankWithdrawal(ctx context.Context, amount float64, currency,
name, iban, bic, address, postalCode, city, country,
bankName, bankAddress, bankPostCode, bankCity, bankCountry, internationalCurrency,
comment, withdrawalType string) (FIATWithdrawalResponse, error) {
var req = url.Values{}
req.Add("amount", strconv.FormatFloat(amount, 'f', -1, 64))
req.Add("account_currency", currency)
req.Add("name", name)
req.Add("iban", iban)
req.Add("bic", bic)
req.Add("address", address)
req.Add("postal_code", postalCode)
req.Add("city", city)
req.Add("country", country)
req.Add("type", withdrawalType)
req.Add("comment", comment)
req.Add("currency", internationalCurrency)
req.Add("bank_name", bankName)
req.Add("bank_address", bankAddress)
req.Add("bank_postal_code", bankPostCode)
req.Add("bank_city", bankCity)
req.Add("bank_country", bankCountry)
resp := FIATWithdrawalResponse{}
return resp, b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, bitstampAPIOpenWithdrawal, true, req, &resp)
}
// GetCryptoDepositAddress returns a depositing address by crypto
// crypto - example "btc", "ltc", "eth", "xrp" or "bch"
func (b *Bitstamp) GetCryptoDepositAddress(ctx context.Context, crypto currency.Code) (*DepositAddress, error) {
path := crypto.Lower().String() + "_address"
var resp DepositAddress
return &resp, b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, path, true, nil, &resp)
}
// GetUnconfirmedBitcoinDeposits returns unconfirmed transactions
func (b *Bitstamp) GetUnconfirmedBitcoinDeposits(ctx context.Context) ([]UnconfirmedBTCTransactions, error) {
var response []UnconfirmedBTCTransactions
return response,
b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, bitstampAPIUnconfirmedBitcoin, false, nil, &response)
}
// OHLC returns OHLCV data for step (interval)
func (b *Bitstamp) OHLC(ctx context.Context, currency string, start, end time.Time, step, limit string) (resp OHLCResponse, err error) {
var v = url.Values{}
v.Add("limit", limit)
v.Add("step", step)
if start.After(end) && !end.IsZero() {
return resp, errors.New("start time cannot be after end time")
}
if !start.IsZero() {
v.Add("start", strconv.FormatInt(start.Unix(), 10))
}
if !end.IsZero() {
v.Add("end", strconv.FormatInt(end.Unix(), 10))
}
return resp, b.SendHTTPRequest(ctx, exchange.RestSpot, common.EncodeURLValues("/v"+bitstampAPIVersion+"/"+bitstampOHLC+"/"+currency, v), &resp)
}
// TransferAccountBalance transfers funds from either a main or sub account
// amount - to transfers
// currency - which currency to transfer
// subaccount - name of account
// toMain - bool either to or from account
func (b *Bitstamp) TransferAccountBalance(ctx context.Context, amount float64, currency, subAccount string, toMain bool) error {
var req = url.Values{}
req.Add("amount", strconv.FormatFloat(amount, 'f', -1, 64))
req.Add("currency", currency)
if subAccount == "" {
return errors.New("missing subAccount parameter")
}
req.Add("subAccount", subAccount)
var path string
if toMain {
path = bitstampAPITransferToMain
} else {
path = bitstampAPITransferFromMain
}
var resp interface{}
return b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, path, true, req, &resp)
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (b *Bitstamp) SendHTTPRequest(ctx context.Context, ep exchange.URL, path string, result interface{}) error {
endpoint, err := b.API.Endpoints.GetURL(ep)
if err != nil {
return err
}
item := &request.Item{
Method: http.MethodGet,
Path: endpoint + path,
Result: result,
Verbose: b.Verbose,
HTTPDebugging: b.HTTPDebugging,
HTTPRecording: b.HTTPRecording,
}
return b.SendPayload(ctx, request.Unset, func() (*request.Item, error) {
return item, nil
})
}
// SendAuthenticatedHTTPRequest sends an authenticated request
func (b *Bitstamp) SendAuthenticatedHTTPRequest(ctx context.Context, ep exchange.URL, path string, v2 bool, values url.Values, result interface{}) error {
if !b.AllowAuthenticatedRequest() {
return fmt.Errorf("%s %w", b.Name, exchange.ErrAuthenticatedRequestWithoutCredentialsSet)
}
endpoint, err := b.API.Endpoints.GetURL(ep)
if err != nil {
return err
}
if values == nil {
values = url.Values{}
}
interim := json.RawMessage{}
err = b.SendPayload(ctx, request.Unset, func() (*request.Item, error) {
n := b.Requester.GetNonce(true).String()
values.Set("key", b.API.Credentials.Key)
values.Set("nonce", n)
var hmac []byte
hmac, err = crypto.GetHMAC(crypto.HashSHA256,
[]byte(n+b.API.Credentials.ClientID+b.API.Credentials.Key),
[]byte(b.API.Credentials.Secret))
if err != nil {
return nil, err
}
values.Set("signature", strings.ToUpper(crypto.HexEncodeToString(hmac)))
var fullPath string
if v2 {
fullPath = endpoint + "/v" + bitstampAPIVersion + "/" + path + "/"
} else {
fullPath = endpoint + "/" + path + "/"
}
headers := make(map[string]string)
headers["Content-Type"] = "application/x-www-form-urlencoded"
encodedValues := values.Encode()
readerValues := bytes.NewBufferString(encodedValues)
return &request.Item{
Method: http.MethodPost,
Path: fullPath,
Headers: headers,
Body: readerValues,
Result: &interim,
AuthRequest: true,
NonceEnabled: true,
Verbose: b.Verbose,
HTTPDebugging: b.HTTPDebugging,
HTTPRecording: b.HTTPRecording,
}, nil
})
if err != nil {
return err
}
errCap := struct {
Error string `json:"error"` // v1 errors
Status string `json:"status"` // v2 errors
Reason interface{} `json:"reason"` // v2 errors
}{}
if err := json.Unmarshal(interim, &errCap); err == nil {
if errCap.Error != "" || errCap.Status == errStr {
if errCap.Error != "" { // v1 errors
return errors.New(errCap.Error)
}
switch data := errCap.Reason.(type) { // v2 errors
case map[string]interface{}:
var details strings.Builder
for k, v := range data {
details.WriteString(fmt.Sprintf("%s: %v", k, v))
}
return errors.New(details.String())
case string:
return errors.New(data)
default:
return errors.New(errCap.Status)
}
}
}
return json.Unmarshal(interim, result)
}
func parseTime(dateTime string) (time.Time, error) {
return time.Parse(bitstampTimeLayout, dateTime)
}