forked from thrasher-corp/gocryptotrader
/
gemini.go
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/
gemini.go
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package gemini
import (
"context"
"encoding/json"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"strings"
"github.com/nbltrust/gocryptotrader/common"
"github.com/nbltrust/gocryptotrader/common/crypto"
exchange "github.com/nbltrust/gocryptotrader/exchanges"
"github.com/nbltrust/gocryptotrader/exchanges/request"
"github.com/nbltrust/gocryptotrader/exchanges/websocket/wshandler"
"github.com/nbltrust/gocryptotrader/log"
)
const (
geminiAPIURL = "https://api.gemini.com"
geminiSandboxAPIURL = "https://api.sandbox.gemini.com"
geminiAPIVersion = "1"
geminiSymbols = "symbols"
geminiTicker = "pubticker"
geminiAuction = "auction"
geminiAuctionHistory = "history"
geminiOrderbook = "book"
geminiTrades = "trades"
geminiOrders = "orders"
geminiOrderNew = "order/new"
geminiOrderCancel = "order/cancel"
geminiOrderCancelSession = "order/cancel/session"
geminiOrderCancelAll = "order/cancel/all"
geminiOrderStatus = "order/status"
geminiMyTrades = "mytrades"
geminiBalances = "balances"
geminiTradeVolume = "tradevolume"
geminiDeposit = "deposit"
geminiNewAddress = "newAddress"
geminiWithdraw = "withdraw/"
geminiHeartbeat = "heartbeat"
geminiVolume = "notionalvolume"
// Too many requests returns this
geminiRateError = "429"
// Assigned API key roles on creation
geminiRoleTrader = "trader"
geminiRoleFundManager = "fundmanager"
)
// Gemini is the overarching type across the Gemini package, create multiple
// instances with differing APIkeys for segregation of roles for authenticated
// requests & sessions by appending new sessions to the Session map using
// AddSession, if sandbox test is needed append a new session with with the same
// API keys and change the IsSandbox variable to true.
type Gemini struct {
WebsocketConn *wshandler.WebsocketConnection
AuthenticatedWebsocketConn *wshandler.WebsocketConnection
exchange.Base
Role string
RequiresHeartBeat bool
}
// GetSymbols returns all available symbols for trading
func (g *Gemini) GetSymbols() ([]string, error) {
var symbols []string
path := fmt.Sprintf("%s/v%s/%s", g.API.Endpoints.URL, geminiAPIVersion, geminiSymbols)
return symbols, g.SendHTTPRequest(path, &symbols)
}
// GetTicker returns information about recent trading activity for the symbol
func (g *Gemini) GetTicker(currencyPair string) (TickerV2, error) {
ticker := TickerV2{}
path := fmt.Sprintf("%s/v2/ticker/%s", g.API.Endpoints.URL, currencyPair)
err := g.SendHTTPRequest(path, &ticker)
if err != nil {
return ticker, err
}
if ticker.Result == "error" {
return ticker, fmt.Errorf("%v %v %v",
g.Name,
ticker.Reason,
ticker.Message)
}
return ticker, nil
}
// GetOrderbook returns the current order book, as two arrays, one of bids, and
// one of asks
//
// params - limit_bids or limit_asks [OPTIONAL] default 50, 0 returns all Values
// Type is an integer ie "params.Set("limit_asks", 30)"
func (g *Gemini) GetOrderbook(currencyPair string, params url.Values) (Orderbook, error) {
path := common.EncodeURLValues(
fmt.Sprintf("%s/v%s/%s/%s",
g.API.Endpoints.URL,
geminiAPIVersion,
geminiOrderbook,
currencyPair),
params)
var orderbook Orderbook
return orderbook, g.SendHTTPRequest(path, &orderbook)
}
// GetTrades eturn the trades that have executed since the specified timestamp.
// Timestamps are either seconds or milliseconds since the epoch (1970-01-01).
//
// currencyPair - example "btcusd"
// params --
// since, timestamp [optional]
// limit_trades integer Optional. The maximum number of trades to return.
// include_breaks boolean Optional. Whether to display broken trades. False by
// default. Can be '1' or 'true' to activate
func (g *Gemini) GetTrades(currencyPair string, params url.Values) ([]Trade, error) {
path := common.EncodeURLValues(fmt.Sprintf("%s/v%s/%s/%s", g.API.Endpoints.URL, geminiAPIVersion, geminiTrades, currencyPair), params)
var trades []Trade
return trades, g.SendHTTPRequest(path, &trades)
}
// GetAuction returns auction information
func (g *Gemini) GetAuction(currencyPair string) (Auction, error) {
path := fmt.Sprintf("%s/v%s/%s/%s", g.API.Endpoints.URL, geminiAPIVersion, geminiAuction, currencyPair)
auction := Auction{}
return auction, g.SendHTTPRequest(path, &auction)
}
// GetAuctionHistory returns the auction events, optionally including
// publications of indicative prices, since the specific timestamp.
//
// currencyPair - example "btcusd"
// params -- [optional]
// since - [timestamp] Only returns auction events after the specified
// timestamp.
// limit_auction_results - [integer] The maximum number of auction
// events to return.
// include_indicative - [bool] Whether to include publication of
// indicative prices and quantities.
func (g *Gemini) GetAuctionHistory(currencyPair string, params url.Values) ([]AuctionHistory, error) {
path := common.EncodeURLValues(fmt.Sprintf("%s/v%s/%s/%s/%s", g.API.Endpoints.URL, geminiAPIVersion, geminiAuction, currencyPair, geminiAuctionHistory), params)
var auctionHist []AuctionHistory
return auctionHist, g.SendHTTPRequest(path, &auctionHist)
}
// NewOrder Only limit orders are supported through the API at present.
// returns order ID if successful
func (g *Gemini) NewOrder(symbol string, amount, price float64, side, orderType string) (int64, error) {
req := make(map[string]interface{})
req["symbol"] = symbol
req["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
req["price"] = strconv.FormatFloat(price, 'f', -1, 64)
req["side"] = side
req["type"] = orderType
response := Order{}
err := g.SendAuthenticatedHTTPRequest(http.MethodPost, geminiOrderNew, req, &response)
if err != nil {
return 0, err
}
return response.OrderID, nil
}
// CancelExistingOrder will cancel an order. If the order is already canceled, the
// message will succeed but have no effect.
func (g *Gemini) CancelExistingOrder(orderID int64) (Order, error) {
req := make(map[string]interface{})
req["order_id"] = orderID
response := Order{}
err := g.SendAuthenticatedHTTPRequest(http.MethodPost, geminiOrderCancel, req, &response)
if err != nil {
return Order{}, err
}
if response.Message != "" {
return response, errors.New(response.Message)
}
return response, nil
}
// CancelExistingOrders will cancel all outstanding orders created by all
// sessions owned by this account, including interactive orders placed through
// the UI. If sessions = true will only cancel the order that is called on this
// session asssociated with the APIKEY
func (g *Gemini) CancelExistingOrders(cancelBySession bool) (OrderResult, error) {
path := geminiOrderCancelAll
if cancelBySession {
path = geminiOrderCancelSession
}
var response OrderResult
err := g.SendAuthenticatedHTTPRequest(http.MethodPost, path, nil, &response)
if err != nil {
return response, err
}
if response.Message != "" {
return response, errors.New(response.Message)
}
return response, nil
}
// GetOrderStatus returns the status for an order
func (g *Gemini) GetOrderStatus(orderID int64) (Order, error) {
req := make(map[string]interface{})
req["order_id"] = orderID
response := Order{}
err := g.SendAuthenticatedHTTPRequest(http.MethodPost, geminiOrderStatus, req, &response)
if err != nil {
return response, err
}
if response.Message != "" {
return response, errors.New(response.Message)
}
return response, nil
}
// GetOrders returns active orders in the market
func (g *Gemini) GetOrders() ([]Order, error) {
var response interface{}
type orders struct {
orders []Order
}
err := g.SendAuthenticatedHTTPRequest(http.MethodPost, geminiOrders, nil, &response)
if err != nil {
return nil, err
}
switch r := response.(type) {
case orders:
return r.orders, nil
default:
return []Order{}, nil
}
}
// GetTradeHistory returns an array of trades that have been on the exchange
//
// currencyPair - example "btcusd"
// timestamp - [optional] Only return trades on or after this timestamp.
func (g *Gemini) GetTradeHistory(currencyPair string, timestamp int64) ([]TradeHistory, error) {
var response []TradeHistory
req := make(map[string]interface{})
req["symbol"] = currencyPair
if timestamp > 0 {
req["timestamp"] = timestamp
}
return response,
g.SendAuthenticatedHTTPRequest(http.MethodPost, geminiMyTrades, req, &response)
}
// GetNotionalVolume returns the volume in price currency that has been traded across all pairs over a period of 30 days
func (g *Gemini) GetNotionalVolume() (NotionalVolume, error) {
response := NotionalVolume{}
return response,
g.SendAuthenticatedHTTPRequest(http.MethodPost, geminiVolume, nil, &response)
}
// GetTradeVolume returns a multi-arrayed volume response
func (g *Gemini) GetTradeVolume() ([][]TradeVolume, error) {
var response [][]TradeVolume
return response,
g.SendAuthenticatedHTTPRequest(http.MethodPost, geminiTradeVolume, nil, &response)
}
// GetBalances returns available balances in the supported currencies
func (g *Gemini) GetBalances() ([]Balance, error) {
var response []Balance
return response,
g.SendAuthenticatedHTTPRequest(http.MethodPost, geminiBalances, nil, &response)
}
// GetCryptoDepositAddress returns a deposit address
func (g *Gemini) GetCryptoDepositAddress(depositAddlabel, currency string) (DepositAddress, error) {
response := DepositAddress{}
req := make(map[string]interface{})
if len(depositAddlabel) > 0 {
req["label"] = depositAddlabel
}
err := g.SendAuthenticatedHTTPRequest(http.MethodPost, geminiDeposit+"/"+currency+"/"+geminiNewAddress, req, &response)
if err != nil {
return response, err
}
if response.Message != "" {
return response, errors.New(response.Message)
}
return response, nil
}
// WithdrawCrypto withdraws crypto currency to a whitelisted address
func (g *Gemini) WithdrawCrypto(address, currency string, amount float64) (WithdrawalAddress, error) {
response := WithdrawalAddress{}
req := make(map[string]interface{})
req["address"] = address
req["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
err := g.SendAuthenticatedHTTPRequest(http.MethodPost, geminiWithdraw+strings.ToLower(currency), req, &response)
if err != nil {
return response, err
}
if response.Message != "" {
return response, errors.New(response.Message)
}
return response, nil
}
// PostHeartbeat sends a maintenance heartbeat to the exchange for all heartbeat
// maintaned sessions
func (g *Gemini) PostHeartbeat() (string, error) {
type Response struct {
Result string `json:"result"`
Message string `json:"message"`
}
response := Response{}
err := g.SendAuthenticatedHTTPRequest(http.MethodPost, geminiHeartbeat, nil, &response)
if err != nil {
return response.Result, err
}
if response.Message != "" {
return response.Result, errors.New(response.Message)
}
return response.Result, nil
}
// SendHTTPRequest sends an unauthenticated request
func (g *Gemini) SendHTTPRequest(path string, result interface{}) error {
return g.SendPayload(context.Background(), &request.Item{
Method: http.MethodGet,
Path: path,
Result: result,
Verbose: g.Verbose,
HTTPDebugging: g.HTTPDebugging,
HTTPRecording: g.HTTPRecording,
})
}
// SendAuthenticatedHTTPRequest sends an authenticated HTTP request to the
// exchange and returns an error
func (g *Gemini) SendAuthenticatedHTTPRequest(method, path string, params map[string]interface{}, result interface{}) (err error) {
if !g.AllowAuthenticatedRequest() {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet, g.Name)
}
req := make(map[string]interface{})
req["request"] = fmt.Sprintf("/v%s/%s", geminiAPIVersion, path)
req["nonce"] = g.Requester.GetNonce(true).String()
for key, value := range params {
req[key] = value
}
PayloadJSON, err := json.Marshal(req)
if err != nil {
return errors.New("sendAuthenticatedHTTPRequest: Unable to JSON request")
}
if g.Verbose {
log.Debugf(log.ExchangeSys, "Request JSON: %s", PayloadJSON)
}
PayloadBase64 := crypto.Base64Encode(PayloadJSON)
hmac := crypto.GetHMAC(crypto.HashSHA512_384, []byte(PayloadBase64), []byte(g.API.Credentials.Secret))
headers := make(map[string]string)
headers["Content-Length"] = "0"
headers["Content-Type"] = "text/plain"
headers["X-GEMINI-APIKEY"] = g.API.Credentials.Key
headers["X-GEMINI-PAYLOAD"] = PayloadBase64
headers["X-GEMINI-SIGNATURE"] = crypto.HexEncodeToString(hmac)
headers["Cache-Control"] = "no-cache"
return g.SendPayload(context.Background(), &request.Item{
Method: method,
Path: g.API.Endpoints.URL + "/v1/" + path,
Headers: headers,
Result: result,
AuthRequest: true,
NonceEnabled: true,
Verbose: g.Verbose,
HTTPDebugging: g.HTTPDebugging,
HTTPRecording: g.HTTPRecording,
Endpoint: request.Auth,
})
}
// GetFee returns an estimate of fee based on type of transaction
func (g *Gemini) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
notionVolume, err := g.GetNotionalVolume()
if err != nil {
return 0, err
}
fee = calculateTradingFee(¬ionVolume, feeBuilder.PurchasePrice, feeBuilder.Amount, feeBuilder.IsMaker)
case exchange.CryptocurrencyWithdrawalFee:
// TODO: no free transactions after 10; Need database to know how many trades have been done
// Could do via trade history, but would require analysis of response and dates to determine level of fee
case exchange.InternationalBankWithdrawalFee:
fee = 0
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 0.01 * price * amount
}
func calculateTradingFee(notionVolume *NotionalVolume, purchasePrice, amount float64, isMaker bool) float64 {
var volumeFee float64
if isMaker {
volumeFee = (float64(notionVolume.APIMakerFeeBPS) / 10000)
} else {
volumeFee = (float64(notionVolume.APITakerFeeBPS) / 10000)
}
return volumeFee * amount * purchasePrice
}