poloniex balance draftpoloniex_balance

6 files changed, 251 insertions, 2 deletions

diff --git a/Gopkg.lock b/Gopkg.lock
index 7f0f166..88c2eda 100644
--- a/Gopkg.lock
+++ b/Gopkg.lock
@@ -78,6 +78,12 @@
 
 [[projects]]
   branch = "master"
+  name = "github.com/jloup/poloniex"
+  packages = ["."]
+  revision = "e75e6fd7991c1d71576ad97de73fc922f24a5fd2"
+
+[[projects]]
+  branch = "master"
   name = "github.com/jloup/utils"
   packages = ["."]
   revision = "6055a8f761d5892502228aa62249e122f8bd392d"
@@ -99,6 +105,12 @@
   version = "v1.0.0"
 
 [[projects]]
+  branch = "master"
+  name = "github.com/shopspring/decimal"
+  packages = ["."]
+  revision = "e3482495ff4cba75613e4177ed79825c890058a9"
+
+[[projects]]
   name = "github.com/ugorji/go"
   packages = ["codec"]
   revision = "9831f2c3ac1068a78f50999a30db84270f647af6"
@@ -112,7 +124,13 @@
     "blowfish",
     "ssh/terminal"
   ]
-  revision = "650f4a345ab4e5b245a3034b110ebc7299e68186"
+  revision = "432090b8f568c018896cd8a0fb0345872bbac6ce"
+
+[[projects]]
+  branch = "master"
+  name = "golang.org/x/net"
+  packages = ["websocket"]
+  revision = "cbe0f9307d0156177f9dd5dc85da1a31abc5f2fb"
 
 [[projects]]
   branch = "master"
@@ -138,6 +156,6 @@
 [solve-meta]
   analyzer-name = "dep"
   analyzer-version = 1
-  inputs-digest = "c9af022a586632799c6259f6c48eef8dad7080e36b96e8cb5cb905b316c4cb9b"
+  inputs-digest = "d3c9b3094ed174bcf1631e3a998a75d557c65c195d7a8fd5ca9912f71f334ce1"
   solver-name = "gps-cdcl"
   solver-version = 1
diff --git a/Gopkg.toml b/Gopkg.toml
index f4686b5..4feee4d 100644
--- a/Gopkg.toml
+++ b/Gopkg.toml
@@ -56,3 +56,11 @@
 [prune]
   go-tests = true
   unused-packages = true
+
+[[constraint]]
+  branch = "master"
+  name = "github.com/jloup/poloniex"
+
+[[constraint]]
+  branch = "master"
+  name = "github.com/shopspring/decimal"
diff --git a/api/market_config.go b/api/market_config.go
index 3fd10ae..ce79184 100644
--- a/api/market_config.go
+++ b/api/market_config.go
@@ -3,7 +3,9 @@ package api
 import (
         "fmt"
 
+        "github.com/shopspring/decimal"
         "immae.eu/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Front/db"
+        "immae.eu/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Front/markets"
 )
 
 type MarketConfigQuery struct {
@@ -42,6 +44,56 @@ func (q MarketConfigQuery) Run() (interface{}, *Error) {
         return config.Config, nil
 }
 
+type MarketBalanceQuery struct {
+        In struct {
+                User     db.User
+                Market   string
+                Currency string
+        }
+}
+
+var Poloniex *markets.Poloniex
+
+func init() {
+        Poloniex = markets.NewPoloniex()
+        Poloniex.StartTicker()
+}
+
+func (q MarketBalanceQuery) ValidateParams() *Error {
+        if q.In.Market != "poloniex" {
+                return &Error{BadRequest, "invalid market name", fmt.Errorf("'%v' is not a valid market name", q.In.Market)}
+        }
+
+        // TODO: we should request market for available currencies.
+        if q.In.Currency != "BTC" || q.In.Currency != "USDT" {
+                return &Error{BadRequest, "invalid currency, accept [BTC, USDT]", fmt.Errorf("'%v' is not a valid currency", q.In.Currency)}
+        }
+
+        return nil
+}
+
+func (q MarketBalanceQuery) Run() (interface{}, *Error) {
+        config, err := db.GetUserMarketConfig(q.In.User.Id, q.In.Market)
+        if err != nil {
+                return nil, NewInternalError(err)
+        }
+
+        if config.Config["key"] == "" || config.Config["secret"] == "" {
+                return nil, &Error{BadRequest, "your credentials for this market are not setup", fmt.Errorf("'%v' credentials are not setup", q.In.Market)}
+        }
+
+        balance, err := Poloniex.GetBalance(config.Config["key"], config.Config["secret"], q.In.Currency)
+        if err != nil {
+                return nil, NewInternalError(err)
+        }
+
+        result := struct {
+                Balance decimal.Decimal `json:balance`
+        }{balance}
+
+        return &result, nil
+}
+
 type UpdateMarketConfigQuery struct {
         In struct {
                 User   db.User
diff --git a/api/routes.go b/api/routes.go
index d7e712c..385db9a 100644
--- a/api/routes.go
+++ b/api/routes.go
@@ -41,6 +41,7 @@ var Groups = []Group{
                 []Route{
                         {"GET", []gin.HandlerFunc{GetMarketConfig}, "/:name"},
                         {"POST", []gin.HandlerFunc{UpdateMarketConfig}, "/:name/update"},
+                        {"GET", []gin.HandlerFunc{GetMarketBalance}, "/:name/balance"},
                 },
         },
 }
@@ -111,6 +112,16 @@ func GetMarketConfig(c *gin.Context) {
         RunQuery(query, c)
 }
 
+func GetMarketBalance(c *gin.Context) {
+        query := &MarketBalanceQuery{}
+
+        query.In.User = GetUser(c)
+        query.In.Market = c.Param("name")
+        query.In.Currency = "BTC"
+
+        RunQuery(query, c)
+}
+
 func UpdateMarketConfig(c *gin.Context) {
         query := &UpdateMarketConfigQuery{}
 
diff --git a/cmd/web/js/api.js b/cmd/web/js/api.js
index e2acd1d..5c19fdf 100644
--- a/cmd/web/js/api.js
+++ b/cmd/web/js/api.js
@@ -53,6 +53,17 @@ var ApiEndpoints = {
       return '/market/' + params.name;
     }
   },
+  'MARKET_BALANCE': {
+    'type': 'GET',
+    'auth': true,
+    'parameters': [
+      {'name': 'name',     'mandatory': true, 'inquery': false},
+      {'name': 'currency', 'mandatory': true, 'inquery': true},
+    ],
+    'buildUrl': function(params) {
+      return '/market/' + params.name + '/balance';
+    }
+  },
   'UPDATE_MARKET': {
     'type': 'POST',
     'auth': true,
diff --git a/markets/poloniex.go b/markets/poloniex.go
new file mode 100644
index 0000000..c55a3da
--- /dev/null
+++ b/markets/poloniex.go
@@ -0,0 +1,149 @@
+package markets
+
+import (
+        "fmt"
+
+        "github.com/jloup/poloniex"
+        "github.com/shopspring/decimal"
+)
+
+type CurrencyPair struct {
+        Name string
+        Rate decimal.Decimal
+}
+
+type Poloniex struct {
+        TickerCache map[string]CurrencyPair
+
+        publicClient     *poloniex.Poloniex
+        updateTickerChan chan CurrencyPair
+}
+
+func NewPoloniex() *Poloniex {
+        client, _ := poloniex.NewClient("", "")
+
+        return &Poloniex{
+                TickerCache:      make(map[string]CurrencyPair),
+                updateTickerChan: nil,
+                publicClient:     client,
+        }
+}
+
+func (p *Poloniex) GetBalance(apiKey, apiSecret, base_currency string) (decimal.Decimal, error) {
+        client, _ := poloniex.NewClient(apiKey, apiSecret)
+
+        accounts, err := client.TradeReturnAvailableAccountBalances()
+        if err != nil {
+                return decimal.Zero, err
+        }
+
+        marginBalance, err := p.computeAccountBalance(accounts.Margin, base_currency)
+        if err != nil {
+                return decimal.Zero, err
+        }
+
+        exchangeBalance, err := p.computeAccountBalance(accounts.Exchange, base_currency)
+        if err != nil {
+                return decimal.Zero, err
+        }
+
+        return decimal.Sum(marginBalance, exchangeBalance), nil
+}
+
+func (p *Poloniex) computeAccountBalance(account map[string]decimal.Decimal, base_currency string) (decimal.Decimal, error) {
+        var total decimal.Decimal
+
+        for currency, amount := range account {
+                pair, err := p.GetCurrencyPair(base_currency, currency)
+                if err != nil {
+                        return decimal.Zero, err
+                }
+
+                total = total.Add(amount.Mul(pair.Rate))
+        }
+
+        return total, nil
+}
+
+func (p *Poloniex) GetCurrencyPair(curr1, curr2 string) (CurrencyPair, error) {
+        pairName := fmt.Sprintf("%s_%s", curr1, curr2)
+
+        fmt.Println(pairName)
+        if curr1 == curr2 {
+                return CurrencyPair{pairName, decimal.NewFromFloat(1.0)}, nil
+        }
+
+        pair, ok := p.TickerCache[pairName]
+        if !ok {
+                pair, err := p.fetchTicker(pairName)
+                if err != nil {
+                        return CurrencyPair{}, err
+                }
+
+                return pair, nil
+        }
+
+        return pair, nil
+}
+
+func (p *Poloniex) fetchTicker(pair string) (CurrencyPair, error) {
+        tickers, err := p.publicClient.PubReturnTickers()
+        if err != nil {
+                return CurrencyPair{}, err
+        }
+
+        if ticker, ok := tickers[pair]; ok {
+                pair := CurrencyPair{Name: pair, Rate: ticker.Last}
+
+                if p.updateTickerChan != nil {
+                        p.updateTickerChan <- pair
+                }
+
+                return pair, nil
+        } else {
+                return CurrencyPair{}, fmt.Errorf("pair '%v' not in tickers", pair)
+        }
+}
+
+func (p *Poloniex) StartTicker() error {
+        stream, err := poloniex.NewWSClient()
+        if err != nil {
+                return err
+        }
+
+        err = stream.SubscribeTicker()
+        if err != nil {
+                return err
+        }
+
+        p.updateTickerChan = make(chan CurrencyPair)
+
+        go func() {
+                for {
+                        quit := false
+                        select {
+                        case data, ok := <-stream.Subs["ticker"]:
+                                if !ok {
+                                        quit = true
+                                } else {
+                                        ticker := data.(poloniex.WSTicker)
+                                        p.TickerCache[ticker.CurrencyPair] = CurrencyPair{Name: ticker.CurrencyPair, Rate: decimal.NewFromFloat(ticker.Last)}
+                                }
+
+                        case pair, ok := <-p.updateTickerChan:
+                                if !ok {
+                                        quit = true
+                                } else {
+                                        p.TickerCache[pair.Name] = pair
+                                }
+                        }
+                        if quit {
+                                //TODO: logit
+                                p.updateTickerChan = nil
+                                break
+                        }
+                }
+        }()
+
+        return nil
+}