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coinut.go
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coinut.go
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package coinut
import (
"bytes"
"context"
"encoding/json"
"errors"
"fmt"
"math/rand"
"net/http"
"strconv"
"strings"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
)
const (
coinutAPIURL = "https://api.coinut.com"
coinutAPIVersion = "1"
coinutInstruments = "inst_list"
coinutTicker = "inst_tick"
coinutOrderbook = "inst_order_book"
coinutTrades = "inst_trade"
coinutBalance = "user_balance"
coinutOrder = "new_order"
coinutOrders = "new_orders"
coinutOrdersOpen = "user_open_orders"
coinutOrderCancel = "cancel_order"
coinutOrdersCancel = "cancel_orders"
coinutTradeHistory = "trade_history"
coinutIndexTicker = "index_tick"
coinutOptionChain = "option_chain"
coinutPositionHistory = "position_history"
coinutPositionOpen = "user_open_positions"
coinutStatusOK = "OK"
coinutMaxNonce = 16777215 // See https://github.com/coinut/api/wiki/Websocket-API#nonce
wsRateLimitInMilliseconds = 33
)
var errLookupInstrumentID = errors.New("unable to lookup instrument ID")
// COINUT is the overarching type across the coinut package
type COINUT struct {
exchange.Base
instrumentMap instrumentMap
}
// SeedInstruments seeds the instrument map
func (c *COINUT) SeedInstruments(ctx context.Context) error {
i, err := c.GetInstruments(ctx)
if err != nil {
return err
}
for _, y := range i.Instruments {
c.instrumentMap.Seed(y[0].Base+y[0].Quote, y[0].InstrumentID)
}
return nil
}
// GetInstruments returns instruments
func (c *COINUT) GetInstruments(ctx context.Context) (Instruments, error) {
var result Instruments
params := make(map[string]interface{})
params["sec_type"] = strings.ToUpper(asset.Spot.String())
return result, c.SendHTTPRequest(ctx, exchange.RestSpot, coinutInstruments, params, false, &result)
}
// GetInstrumentTicker returns a ticker for a specific instrument
func (c *COINUT) GetInstrumentTicker(ctx context.Context, instrumentID int64) (Ticker, error) {
var result Ticker
params := make(map[string]interface{})
params["inst_id"] = instrumentID
return result, c.SendHTTPRequest(ctx, exchange.RestSpot, coinutTicker, params, false, &result)
}
// GetInstrumentOrderbook returns the orderbooks for a specific instrument
func (c *COINUT) GetInstrumentOrderbook(ctx context.Context, instrumentID, limit int64) (Orderbook, error) {
var result Orderbook
params := make(map[string]interface{})
params["inst_id"] = instrumentID
if limit > 0 {
params["top_n"] = limit
}
return result, c.SendHTTPRequest(ctx, exchange.RestSpot, coinutOrderbook, params, false, &result)
}
// GetTrades returns trade information
func (c *COINUT) GetTrades(ctx context.Context, instrumentID int64) (Trades, error) {
var result Trades
params := make(map[string]interface{})
params["inst_id"] = instrumentID
return result, c.SendHTTPRequest(ctx, exchange.RestSpot, coinutTrades, params, false, &result)
}
// GetUserBalance returns the full user balance
func (c *COINUT) GetUserBalance(ctx context.Context) (*UserBalance, error) {
var result *UserBalance
return result, c.SendHTTPRequest(ctx, exchange.RestSpot, coinutBalance, nil, true, &result)
}
// NewOrder places a new order on the exchange
func (c *COINUT) NewOrder(ctx context.Context, instrumentID int64, quantity, price float64, buy bool, orderID uint32) (interface{}, error) {
var result interface{}
params := make(map[string]interface{})
params["inst_id"] = instrumentID
if price > 0 {
params["price"] = strconv.FormatFloat(price, 'f', -1, 64)
}
params["qty"] = strconv.FormatFloat(quantity, 'f', -1, 64)
params["side"] = order.Buy.String()
if !buy {
params["side"] = order.Sell.String()
}
params["client_ord_id"] = orderID
return result, c.SendHTTPRequest(ctx, exchange.RestSpot, coinutOrder, params, true, &result)
}
// NewOrders places multiple orders on the exchange
func (c *COINUT) NewOrders(ctx context.Context, orders []Order) ([]OrdersBase, error) {
var result OrdersResponse
params := make(map[string]interface{})
params["orders"] = orders
return result.Data, c.SendHTTPRequest(ctx, exchange.RestSpot, coinutOrders, params, true, &result.Data)
}
// GetOpenOrders returns a list of open order and relevant information
func (c *COINUT) GetOpenOrders(ctx context.Context, instrumentID int64) (GetOpenOrdersResponse, error) {
var result GetOpenOrdersResponse
params := make(map[string]interface{})
params["inst_id"] = instrumentID
return result, c.SendHTTPRequest(ctx, exchange.RestSpot, coinutOrdersOpen, params, true, &result)
}
// CancelExistingOrder cancels a specific order and returns if it was actioned
func (c *COINUT) CancelExistingOrder(ctx context.Context, instrumentID, orderID int64) (bool, error) {
var result GenericResponse
params := make(map[string]interface{})
type Request struct {
InstrumentID int64 `json:"inst_id"`
OrderID int64 `json:"order_id"`
}
var entry = Request{
InstrumentID: instrumentID,
OrderID: orderID,
}
entries := []Request{entry}
params["entries"] = entries
err := c.SendHTTPRequest(ctx, exchange.RestSpot, coinutOrdersCancel, params, true, &result)
if err != nil {
return false, err
}
return true, nil
}
// CancelOrders cancels multiple orders
func (c *COINUT) CancelOrders(ctx context.Context, orders []CancelOrders) (CancelOrdersResponse, error) {
var result CancelOrdersResponse
params := make(map[string]interface{})
var entries []CancelOrders
entries = append(entries, orders...)
params["entries"] = entries
return result, c.SendHTTPRequest(ctx, exchange.RestSpot, coinutOrdersCancel, params, true, &result)
}
// GetTradeHistory returns trade history for a specific instrument.
func (c *COINUT) GetTradeHistory(ctx context.Context, instrumentID, start, limit int64) (TradeHistory, error) {
var result TradeHistory
params := make(map[string]interface{})
params["inst_id"] = instrumentID
if start >= 0 && start <= 100 {
params["start"] = start
}
if limit >= 0 && start <= 100 {
params["limit"] = limit
}
return result, c.SendHTTPRequest(ctx, exchange.RestSpot, coinutTradeHistory, params, true, &result)
}
// GetIndexTicker returns the index ticker for an asset
func (c *COINUT) GetIndexTicker(ctx context.Context, asset string) (IndexTicker, error) {
var result IndexTicker
params := make(map[string]interface{})
params["asset"] = asset
return result, c.SendHTTPRequest(ctx, exchange.RestSpot, coinutIndexTicker, params, false, &result)
}
// GetDerivativeInstruments returns a list of derivative instruments
func (c *COINUT) GetDerivativeInstruments(ctx context.Context, secType string) (interface{}, error) {
var result interface{} // to-do
params := make(map[string]interface{})
params["sec_type"] = secType
return result, c.SendHTTPRequest(ctx, exchange.RestSpot, coinutInstruments, params, false, &result)
}
// GetOptionChain returns option chain
func (c *COINUT) GetOptionChain(ctx context.Context, asset, secType string) (OptionChainResponse, error) {
var result OptionChainResponse
params := make(map[string]interface{})
params["asset"] = asset
params["sec_type"] = secType
return result, c.SendHTTPRequest(ctx, exchange.RestSpot, coinutOptionChain, params, false, &result)
}
// GetPositionHistory returns position history
func (c *COINUT) GetPositionHistory(ctx context.Context, secType string, start, limit int) (PositionHistory, error) {
var result PositionHistory
params := make(map[string]interface{})
params["sec_type"] = secType
if start >= 0 {
params["start"] = start
}
if limit >= 0 {
params["limit"] = limit
}
return result, c.SendHTTPRequest(ctx, exchange.RestSpot, coinutPositionHistory, params, true, &result)
}
// GetOpenPositions returns all your current opened positions
func (c *COINUT) GetOpenPositions(ctx context.Context, instrumentID int) ([]OpenPosition, error) {
type Response struct {
Positions []OpenPosition `json:"positions"`
}
var result Response
params := make(map[string]interface{})
params["inst_id"] = instrumentID
return result.Positions,
c.SendHTTPRequest(ctx, exchange.RestSpot, coinutPositionOpen, params, true, &result)
}
// to-do: user position update via websocket
// SendHTTPRequest sends either an authenticated or unauthenticated HTTP request
func (c *COINUT) SendHTTPRequest(ctx context.Context, ep exchange.URL, apiRequest string, params map[string]interface{}, authenticated bool, result interface{}) (err error) {
if !c.API.AuthenticatedSupport && authenticated {
return fmt.Errorf("%s %w", c.Name, exchange.ErrAuthenticatedRequestWithoutCredentialsSet)
}
endpoint, err := c.API.Endpoints.GetURL(ep)
if err != nil {
return err
}
if params == nil {
params = map[string]interface{}{}
}
var rawMsg json.RawMessage
err = c.SendPayload(ctx, request.Unset, func() (*request.Item, error) {
params["nonce"] = getNonce()
params["request"] = apiRequest
var payload []byte
payload, err = json.Marshal(params)
if err != nil {
return nil, err
}
headers := make(map[string]string)
if authenticated {
headers["X-USER"] = c.API.Credentials.ClientID
var hmac []byte
hmac, err = crypto.GetHMAC(crypto.HashSHA256,
payload,
[]byte(c.API.Credentials.Key))
if err != nil {
return nil, err
}
headers["X-SIGNATURE"] = crypto.HexEncodeToString(hmac)
}
headers["Content-Type"] = "application/json"
return &request.Item{
Method: http.MethodPost,
Path: endpoint,
Headers: headers,
Body: bytes.NewBuffer(payload),
Result: &rawMsg,
AuthRequest: authenticated,
NonceEnabled: true,
Verbose: c.Verbose,
HTTPDebugging: c.HTTPDebugging,
HTTPRecording: c.HTTPRecording,
}, nil
})
if err != nil {
return err
}
var genResp GenericResponse
err = json.Unmarshal(rawMsg, &genResp)
if err != nil {
return err
}
if genResp.Status[0] != coinutStatusOK {
return fmt.Errorf("%s SendHTTPRequest error: %s",
c.Name,
genResp.Status[0])
}
return json.Unmarshal(rawMsg, result)
}
// GetFee returns an estimate of fee based on type of transaction
func (c *COINUT) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
fee = c.calculateTradingFee(feeBuilder.Pair.Base,
feeBuilder.Pair.Quote,
feeBuilder.PurchasePrice,
feeBuilder.Amount,
feeBuilder.IsMaker)
case exchange.InternationalBankWithdrawalFee:
fee = getInternationalBankWithdrawalFee(feeBuilder.FiatCurrency,
feeBuilder.Amount)
case exchange.InternationalBankDepositFee:
fee = getInternationalBankDepositFee(feeBuilder.FiatCurrency,
feeBuilder.Amount)
case exchange.OfflineTradeFee:
fee = getOfflineTradeFee(feeBuilder.Pair, feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
// getOfflineTradeFee calculates the worst case-scenario trading fee
func getOfflineTradeFee(c currency.Pair, price, amount float64) float64 {
if c.IsCryptoFiatPair() {
return 0.0035 * price * amount
}
return 0.002 * price * amount
}
func (c *COINUT) calculateTradingFee(base, quote currency.Code, purchasePrice, amount float64, isMaker bool) float64 {
var fee float64
switch {
case isMaker:
fee = 0
case currency.NewPair(base, quote).IsCryptoFiatPair():
fee = 0.002
default:
fee = 0.001
}
return fee * amount * purchasePrice
}
func getInternationalBankWithdrawalFee(c currency.Code, amount float64) float64 {
var fee float64
switch c {
case currency.USD:
if amount*0.001 < 10 {
fee = 10
} else {
fee = amount * 0.001
}
case currency.CAD:
if amount*0.005 < 10 {
fee = 2
} else {
fee = amount * 0.005
}
case currency.SGD:
if amount*0.001 < 10 {
fee = 10
} else {
fee = amount * 0.001
}
}
return fee
}
func getInternationalBankDepositFee(c currency.Code, amount float64) float64 {
var fee float64
if c == currency.USD {
if amount*0.001 < 10 {
fee = 10
} else {
fee = amount * 0.001
}
} else if c == currency.CAD {
if amount*0.005 < 10 {
fee = 2
} else {
fee = amount * 0.005
}
}
return fee
}
// IsLoaded returns whether or not the instrument map has been seeded
func (i *instrumentMap) IsLoaded() bool {
i.m.Lock()
isLoaded := i.Loaded
i.m.Unlock()
return isLoaded
}
// Seed seeds the instrument map
func (i *instrumentMap) Seed(curr string, id int64) {
i.m.Lock()
defer i.m.Unlock()
if !i.Loaded {
i.Instruments = make(map[string]int64)
}
// check to see if the instrument already exists
if _, ok := i.Instruments[curr]; ok {
return
}
i.Instruments[curr] = id
i.Loaded = true
}
// LookupInstrument looks up an instrument based on an id
func (i *instrumentMap) LookupInstrument(id int64) string {
i.m.Lock()
defer i.m.Unlock()
if !i.Loaded {
return ""
}
for k, v := range i.Instruments {
if v == id {
return k
}
}
return ""
}
// LookupID looks up an ID based on a string
func (i *instrumentMap) LookupID(curr string) int64 {
i.m.Lock()
defer i.m.Unlock()
if !i.Loaded {
return 0
}
if ic, ok := i.Instruments[curr]; ok {
return ic
}
return 0
}
// GetInstrumentIDs returns a list of IDs
func (i *instrumentMap) GetInstrumentIDs() []int64 {
i.m.Lock()
defer i.m.Unlock()
if !i.Loaded {
return nil
}
var instruments []int64
for _, x := range i.Instruments {
instruments = append(instruments, x)
}
return instruments
}
func getNonce() int64 {
return rand.Int63n(coinutMaxNonce-1) + 1 // nolint:gosec // basic number generation required, no need for crypo/rand
}