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