]>
Commit | Line | Data |
---|---|---|
6c5c1403 J |
1 | package markets |
2 | ||
3 | import ( | |
4 | "fmt" | |
5 | ||
6 | "github.com/jloup/poloniex" | |
7 | "github.com/shopspring/decimal" | |
8 | ) | |
9 | ||
10 | type CurrencyPair struct { | |
11 | Name string | |
12 | Rate decimal.Decimal | |
13 | } | |
14 | ||
15 | type Poloniex struct { | |
16 | TickerCache map[string]CurrencyPair | |
17 | ||
18 | publicClient *poloniex.Poloniex | |
19 | updateTickerChan chan CurrencyPair | |
20 | } | |
21 | ||
22 | func NewPoloniex() *Poloniex { | |
23 | client, _ := poloniex.NewClient("", "") | |
24 | ||
25 | return &Poloniex{ | |
26 | TickerCache: make(map[string]CurrencyPair), | |
27 | updateTickerChan: nil, | |
28 | publicClient: client, | |
29 | } | |
30 | } | |
31 | ||
32 | func (p *Poloniex) GetBalance(apiKey, apiSecret, base_currency string) (decimal.Decimal, error) { | |
33 | client, _ := poloniex.NewClient(apiKey, apiSecret) | |
34 | ||
35 | accounts, err := client.TradeReturnAvailableAccountBalances() | |
36 | if err != nil { | |
37 | return decimal.Zero, err | |
38 | } | |
39 | ||
40 | marginBalance, err := p.computeAccountBalance(accounts.Margin, base_currency) | |
41 | if err != nil { | |
42 | return decimal.Zero, err | |
43 | } | |
44 | ||
45 | exchangeBalance, err := p.computeAccountBalance(accounts.Exchange, base_currency) | |
46 | if err != nil { | |
47 | return decimal.Zero, err | |
48 | } | |
49 | ||
50 | return decimal.Sum(marginBalance, exchangeBalance), nil | |
51 | } | |
52 | ||
53 | func (p *Poloniex) computeAccountBalance(account map[string]decimal.Decimal, base_currency string) (decimal.Decimal, error) { | |
54 | var total decimal.Decimal | |
55 | ||
56 | for currency, amount := range account { | |
57 | pair, err := p.GetCurrencyPair(base_currency, currency) | |
58 | if err != nil { | |
59 | return decimal.Zero, err | |
60 | } | |
61 | ||
62 | total = total.Add(amount.Mul(pair.Rate)) | |
63 | } | |
64 | ||
65 | return total, nil | |
66 | } | |
67 | ||
68 | func (p *Poloniex) GetCurrencyPair(curr1, curr2 string) (CurrencyPair, error) { | |
69 | pairName := fmt.Sprintf("%s_%s", curr1, curr2) | |
70 | ||
71 | fmt.Println(pairName) | |
72 | if curr1 == curr2 { | |
73 | return CurrencyPair{pairName, decimal.NewFromFloat(1.0)}, nil | |
74 | } | |
75 | ||
76 | pair, ok := p.TickerCache[pairName] | |
77 | if !ok { | |
78 | pair, err := p.fetchTicker(pairName) | |
79 | if err != nil { | |
80 | return CurrencyPair{}, err | |
81 | } | |
82 | ||
83 | return pair, nil | |
84 | } | |
85 | ||
86 | return pair, nil | |
87 | } | |
88 | ||
89 | func (p *Poloniex) fetchTicker(pair string) (CurrencyPair, error) { | |
90 | tickers, err := p.publicClient.PubReturnTickers() | |
91 | if err != nil { | |
92 | return CurrencyPair{}, err | |
93 | } | |
94 | ||
95 | if ticker, ok := tickers[pair]; ok { | |
96 | pair := CurrencyPair{Name: pair, Rate: ticker.Last} | |
97 | ||
98 | if p.updateTickerChan != nil { | |
99 | p.updateTickerChan <- pair | |
100 | } | |
101 | ||
102 | return pair, nil | |
103 | } else { | |
104 | return CurrencyPair{}, fmt.Errorf("pair '%v' not in tickers", pair) | |
105 | } | |
106 | } | |
107 | ||
108 | func (p *Poloniex) StartTicker() error { | |
109 | stream, err := poloniex.NewWSClient() | |
110 | if err != nil { | |
111 | return err | |
112 | } | |
113 | ||
114 | err = stream.SubscribeTicker() | |
115 | if err != nil { | |
116 | return err | |
117 | } | |
118 | ||
119 | p.updateTickerChan = make(chan CurrencyPair) | |
120 | ||
121 | go func() { | |
122 | for { | |
123 | quit := false | |
124 | select { | |
125 | case data, ok := <-stream.Subs["ticker"]: | |
126 | if !ok { | |
127 | quit = true | |
128 | } else { | |
129 | ticker := data.(poloniex.WSTicker) | |
130 | p.TickerCache[ticker.CurrencyPair] = CurrencyPair{Name: ticker.CurrencyPair, Rate: decimal.NewFromFloat(ticker.Last)} | |
131 | } | |
132 | ||
133 | case pair, ok := <-p.updateTickerChan: | |
134 | if !ok { | |
135 | quit = true | |
136 | } else { | |
137 | p.TickerCache[pair.Name] = pair | |
138 | } | |
139 | } | |
140 | if quit { | |
141 | //TODO: logit | |
142 | p.updateTickerChan = nil | |
143 | break | |
144 | } | |
145 | } | |
146 | }() | |
147 | ||
148 | return nil | |
149 | } |