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Commit | Line | Data |
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2f91f20a | 1 | package markets |
2 | ||
3 | import ( | |
4 | "fmt" | |
5 | "strings" | |
6 | ||
7 | "github.com/jloup/poloniex" | |
8 | "github.com/jloup/utils" | |
9 | "github.com/shopspring/decimal" | |
10 | ) | |
11 | ||
12 | var ( | |
13 | ErrorFlagCounter utils.Counter = 0 | |
14 | CurrencyPairNotInTicker = utils.InitFlag(&ErrorFlagCounter, "CurrencyPairNotInTicker") | |
15 | InvalidCredentials = utils.InitFlag(&ErrorFlagCounter, "InvalidCredentials") | |
908ee2dd | 16 | IPRestricted = utils.InitFlag(&ErrorFlagCounter, "IPRestricted") |
2f91f20a | 17 | ) |
18 | ||
19 | func poloniexInvalidCredentialsError(err error) bool { | |
20 | if err == nil { | |
21 | return false | |
22 | } | |
23 | return strings.Contains(err.Error(), "Invalid API key/secret pair") | |
24 | } | |
25 | ||
908ee2dd | 26 | func poloniexRestrictedIPError(err error) bool { |
27 | if err == nil { | |
28 | return false | |
29 | } | |
30 | return strings.Contains(err.Error(), "Permission denied") | |
31 | } | |
32 | ||
2f91f20a | 33 | type CurrencyPair struct { |
34 | Name string | |
35 | Rate decimal.Decimal | |
36 | } | |
37 | ||
38 | type Poloniex struct { | |
39 | TickerCache map[string]CurrencyPair | |
40 | ||
41 | publicClient *poloniex.Poloniex | |
42 | updateTickerChan chan CurrencyPair | |
43 | } | |
44 | ||
45 | func NewPoloniex() *Poloniex { | |
46 | client, _ := poloniex.NewClient("", "") | |
47 | ||
48 | return &Poloniex{ | |
49 | TickerCache: make(map[string]CurrencyPair), | |
50 | updateTickerChan: nil, | |
51 | publicClient: client, | |
52 | } | |
53 | } | |
54 | ||
55 | func (p *Poloniex) GetBalance(apiKey, apiSecret string) (map[string]decimal.Decimal, error) { | |
56 | client, _ := poloniex.NewClient(apiKey, apiSecret) | |
57 | ||
58 | accounts, err := client.TradeReturnAvailableAccountBalances() | |
59 | if poloniexInvalidCredentialsError(err) { | |
60 | return nil, utils.Error{InvalidCredentials, "invalid poloniex credentials"} | |
61 | } | |
62 | ||
63 | if err != nil { | |
64 | return nil, err | |
65 | } | |
66 | ||
67 | balances := make(map[string]decimal.Decimal) | |
68 | for currency, balance := range accounts.Margin { | |
69 | balances[currency] = balances[currency].Add(balance) | |
70 | } | |
71 | ||
72 | for currency, balance := range accounts.Exchange { | |
73 | balances[currency] = balances[currency].Add(balance) | |
74 | } | |
75 | ||
76 | return balances, nil | |
77 | } | |
78 | ||
79 | func (p *Poloniex) ComputeAccountBalanceValue(account map[string]decimal.Decimal, baseCurrency string) (decimal.Decimal, error) { | |
80 | var total decimal.Decimal | |
81 | ||
82 | for currency, amount := range account { | |
83 | pair, err := p.GetCurrencyPair(baseCurrency, currency) | |
84 | if err != nil { | |
85 | return decimal.Zero, err | |
86 | } | |
87 | ||
88 | total = total.Add(amount.Mul(pair.Rate)) | |
89 | } | |
90 | ||
91 | return total, nil | |
92 | } | |
93 | ||
94 | func (p *Poloniex) GetCurrencyPair(curr1, curr2 string) (CurrencyPair, error) { | |
95 | pairName := fmt.Sprintf("%s_%s", curr1, curr2) | |
96 | var err error | |
97 | ||
98 | if curr1 == curr2 { | |
99 | return CurrencyPair{pairName, decimal.NewFromFloat(1.0)}, nil | |
100 | } | |
101 | ||
102 | pair, ok := p.TickerCache[pairName] | |
103 | if !ok { | |
104 | pair, err = p.fetchTicker(curr1, curr2) | |
105 | ||
106 | if utils.ErrIs(err, CurrencyPairNotInTicker) { | |
107 | // try to invert an existing ticker. | |
108 | pair, err = p.fetchTicker(curr2, curr1) | |
109 | if err != nil { | |
110 | return CurrencyPair{}, err | |
111 | } | |
112 | ||
113 | return CurrencyPair{pairName, decimal.NewFromFloat(1.0).Div(pair.Rate)}, nil | |
114 | } | |
115 | ||
116 | if err != nil { | |
117 | return CurrencyPair{}, err | |
118 | } | |
119 | } | |
120 | ||
121 | return pair, nil | |
122 | } | |
123 | ||
124 | func (p *Poloniex) fetchTicker(curr1, curr2 string) (CurrencyPair, error) { | |
125 | tickers, err := p.publicClient.PubReturnTickers() | |
126 | if err != nil { | |
127 | return CurrencyPair{}, err | |
128 | } | |
129 | ||
130 | pairName := fmt.Sprintf("%s_%s", curr1, curr2) | |
131 | ||
132 | if ticker, ok := tickers[pairName]; ok { | |
133 | pair := CurrencyPair{Name: pairName, Rate: ticker.Last} | |
134 | ||
135 | if p.updateTickerChan != nil { | |
136 | p.updateTickerChan <- pair | |
137 | } | |
138 | ||
139 | return pair, nil | |
140 | } | |
141 | ||
142 | return CurrencyPair{}, utils.Error{CurrencyPairNotInTicker, fmt.Sprintf("%s_%s not in ticker", curr1, curr2)} | |
143 | } | |
144 | ||
145 | func (p *Poloniex) StartTicker() error { | |
146 | stream, err := poloniex.NewWSClient() | |
147 | if err != nil { | |
148 | return err | |
149 | } | |
150 | ||
151 | err = stream.SubscribeTicker() | |
152 | if err != nil { | |
153 | return err | |
154 | } | |
155 | ||
156 | p.updateTickerChan = make(chan CurrencyPair) | |
157 | ||
158 | for { | |
159 | quit := false | |
160 | select { | |
161 | case data, ok := <-stream.Subs["ticker"]: | |
162 | if !ok { | |
163 | quit = true | |
164 | } else { | |
165 | ticker := data.(poloniex.WSTicker) | |
166 | if ticker.CurrencyPair == "USDT_BTC" || true { | |
167 | } | |
168 | p.TickerCache[ticker.CurrencyPair] = CurrencyPair{Name: ticker.CurrencyPair, Rate: decimal.NewFromFloat(ticker.Last)} | |
169 | } | |
170 | ||
171 | case pair, ok := <-p.updateTickerChan: | |
172 | if !ok { | |
173 | quit = true | |
174 | } else { | |
175 | p.TickerCache[pair.Name] = pair | |
176 | } | |
177 | } | |
178 | if quit { | |
179 | p.updateTickerChan = nil | |
180 | break | |
181 | } | |
182 | } | |
183 | ||
184 | return nil | |
185 | } |