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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 | IPRestricted = utils.InitFlag(&ErrorFlagCounter, "IPRestricted") | |
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") || strings.Contains(err.Error(), "Set the API KEY and API SECRET") | |
24 | } | |
25 | ||
26 | func poloniexRestrictedIPError(err error) bool { | |
27 | if err == nil { | |
28 | return false | |
29 | } | |
30 | return strings.Contains(err.Error(), "Permission denied") | |
31 | } | |
32 | ||
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) TestCredentials(apiKey, apiSecret string) error { | |
56 | client, _ := poloniex.NewClient(apiKey, apiSecret) | |
57 | ||
58 | _, err := client.TradeReturnDepositAdresses() | |
59 | ||
60 | if poloniexInvalidCredentialsError(err) { | |
61 | return utils.Error{InvalidCredentials, "invalid poloniex credentials"} | |
62 | } | |
63 | ||
64 | if poloniexRestrictedIPError(err) { | |
65 | return utils.Error{IPRestricted, "IP restricted api key"} | |
66 | } | |
67 | ||
68 | return err | |
69 | } | |
70 | ||
71 | func (p *Poloniex) GetBalance(apiKey, apiSecret string) (Summary, error) { | |
72 | client, _ := poloniex.NewClient(apiKey, apiSecret) | |
73 | var summary Summary | |
74 | ||
75 | accounts, err := client.TradeReturnAvailableAccountBalances() | |
76 | if poloniexInvalidCredentialsError(err) { | |
77 | return Summary{}, utils.Error{InvalidCredentials, "invalid poloniex credentials"} | |
78 | } | |
79 | ||
80 | if poloniexRestrictedIPError(err) { | |
81 | return Summary{}, utils.Error{IPRestricted, "IP restricted api key"} | |
82 | } | |
83 | ||
84 | if err != nil { | |
85 | return Summary{}, err | |
86 | } | |
87 | ||
88 | positions, err := client.TradeGetMarginPosition() | |
89 | if err != nil { | |
90 | return Summary{}, err | |
91 | } | |
92 | ||
93 | marginAccount, err := client.TradeReturnMarginAccountSummary() | |
94 | if err != nil { | |
95 | return Summary{}, err | |
96 | } | |
97 | ||
98 | summary.Balances = make(map[string]Balance) | |
99 | for currency, amount := range accounts.Exchange { | |
100 | balance := summary.Balances[currency] | |
101 | balance.Amount = balance.Amount.Add(amount) | |
102 | ||
103 | summary.Balances[currency] = balance | |
104 | } | |
105 | ||
106 | summary.BTCValue, err = p.ComputeAccountBalanceValue(summary.Balances) | |
107 | if err != nil { | |
108 | return Summary{}, err | |
109 | } | |
110 | ||
111 | for currencyPair, position := range positions { | |
112 | if position.Type == "none" { | |
113 | continue | |
114 | } | |
115 | currency := currencyPair[4:] | |
116 | balance := summary.Balances[currency] | |
117 | balance.Amount = balance.Amount.Add(position.Amount) | |
118 | balance.BTCValue = balance.BTCValue.Add(position.Total.Add(position.PlusValue)) | |
119 | ||
120 | summary.Balances[currency] = balance | |
121 | } | |
122 | ||
123 | summary.BTCValue = summary.BTCValue.Add(marginAccount.NetValue) | |
124 | ||
125 | return summary, nil | |
126 | } | |
127 | ||
128 | func (p *Poloniex) ComputeAccountBalanceValue(account map[string]Balance) (decimal.Decimal, error) { | |
129 | var total decimal.Decimal | |
130 | ||
131 | for currency, balance := range account { | |
132 | pair, err := p.GetCurrencyPair("BTC", currency) | |
133 | if err != nil { | |
134 | return decimal.Zero, err | |
135 | } | |
136 | ||
137 | total = total.Add(balance.Amount.Mul(pair.Rate)) | |
138 | balance.BTCValue = balance.BTCValue.Add(balance.Amount.Mul(pair.Rate)) | |
139 | account[currency] = balance | |
140 | } | |
141 | ||
142 | return total, nil | |
143 | } | |
144 | ||
145 | func (p *Poloniex) GetCurrencyPair(curr1, curr2 string) (CurrencyPair, error) { | |
146 | pairName := fmt.Sprintf("%s_%s", curr1, curr2) | |
147 | var err error | |
148 | ||
149 | if curr1 == curr2 { | |
150 | return CurrencyPair{pairName, decimal.NewFromFloat(1.0)}, nil | |
151 | } | |
152 | ||
153 | pair, ok := p.TickerCache[pairName] | |
154 | if !ok { | |
155 | pair, err = p.fetchTicker(curr1, curr2) | |
156 | ||
157 | if utils.ErrIs(err, CurrencyPairNotInTicker) { | |
158 | // try to invert an existing ticker. | |
159 | pair, err = p.fetchTicker(curr2, curr1) | |
160 | if err != nil { | |
161 | return CurrencyPair{}, err | |
162 | } | |
163 | ||
164 | return CurrencyPair{pairName, decimal.NewFromFloat(1.0).Div(pair.Rate)}, nil | |
165 | } | |
166 | ||
167 | if err != nil { | |
168 | return CurrencyPair{}, err | |
169 | } | |
170 | } | |
171 | ||
172 | return pair, nil | |
173 | } | |
174 | ||
175 | func (p *Poloniex) fetchTicker(curr1, curr2 string) (CurrencyPair, error) { | |
176 | tickers, err := p.publicClient.PubReturnTickers() | |
177 | if err != nil { | |
178 | return CurrencyPair{}, err | |
179 | } | |
180 | ||
181 | pairName := fmt.Sprintf("%s_%s", curr1, curr2) | |
182 | ||
183 | if ticker, ok := tickers[pairName]; ok { | |
184 | pair := CurrencyPair{Name: pairName, Rate: ticker.Last} | |
185 | ||
186 | if p.updateTickerChan != nil { | |
187 | p.updateTickerChan <- pair | |
188 | } | |
189 | ||
190 | return pair, nil | |
191 | } | |
192 | ||
193 | return CurrencyPair{}, utils.Error{CurrencyPairNotInTicker, fmt.Sprintf("%s_%s not in ticker", curr1, curr2)} | |
194 | } | |
195 | ||
196 | func (p *Poloniex) StartTicker() error { | |
197 | stream, err := poloniex.NewWSClient() | |
198 | if err != nil { | |
199 | return err | |
200 | } | |
201 | ||
202 | err = stream.SubscribeTicker() | |
203 | if err != nil { | |
204 | return err | |
205 | } | |
206 | ||
207 | p.updateTickerChan = make(chan CurrencyPair) | |
208 | ||
209 | for { | |
210 | quit := false | |
211 | select { | |
212 | case data, ok := <-stream.Subs["ticker"]: | |
213 | if !ok { | |
214 | quit = true | |
215 | } else { | |
216 | ticker := data.(poloniex.WSTicker) | |
217 | if ticker.CurrencyPair == "USDT_BTC" || true { | |
218 | } | |
219 | p.TickerCache[ticker.CurrencyPair] = CurrencyPair{Name: ticker.CurrencyPair, Rate: decimal.NewFromFloat(ticker.Last)} | |
220 | } | |
221 | ||
222 | case pair, ok := <-p.updateTickerChan: | |
223 | if !ok { | |
224 | quit = true | |
225 | } else { | |
226 | p.TickerCache[pair.Name] = pair | |
227 | } | |
228 | } | |
229 | if quit { | |
230 | p.updateTickerChan = nil | |
231 | break | |
232 | } | |
233 | } | |
234 | ||
235 | return nil | |
236 | } |