Merge branch 'dev'

Const.go

@@ -65,6 +65,7 @@ const (
 	KLINE_PERIOD_60MIN
 	KLINE_PERIOD_1H
 	KLINE_PERIOD_2H
+	KLINE_PERIOD_3H
 	KLINE_PERIOD_4H
 	KLINE_PERIOD_6H
 	KLINE_PERIOD_8H
@@ -113,16 +114,16 @@ const (
 )
 
 var (
-	THIS_WEEK_CONTRACT = "this_week" //周合约
-	NEXT_WEEK_CONTRACT = "next_week" //次周合约
-	QUARTER_CONTRACT   = "quarter"   //季度合约
-	SWAP_CONTRACT      = "swap"      //永续合约
+	THIS_WEEK_CONTRACT  = "this_week"  //周合约
+	NEXT_WEEK_CONTRACT  = "next_week"  //次周合约
+	QUARTER_CONTRACT    = "quarter"    //季度合约
+	BI_QUARTER_CONTRACT = "bi_quarter" // NEXT QUARTER
+	SWAP_CONTRACT       = "swap"       //永续合约
 )
 
 //exchanges const
 const (
 	KUCOIN       = "kucoin.com"
-	OKCOIN_CN    = "okcoin.cn"
 	OKCOIN_COM   = "okcoin.com"
 	OKEX         = "okex.com"
 	OKEX_V3      = "okex.com_v3"
@@ -142,9 +143,7 @@ const (
 	GATEIO       = "gate.io"
 	BITTREX      = "bittrex.com"
 	GDAX         = "gdax.com"
-	WEX_NZ       = "wex.nz"
 	BIGONE       = "big.one"
-	COIN58       = "58coin.com"
 	FCOIN        = "fcoin.com"
 	FCOIN_MARGIN = "fcoin.com_margin"
 	FMEX         = "fmex.com"

HttpUtils.go

@@ -17,48 +17,56 @@ import (
 	"time"
 )
 
-var fastHttpClient fasthttp.Client
-
-func init() {
-	fastHttpClient.MaxConnsPerHost = 2
-	fastHttpClient.ReadTimeout = 10 * time.Second
-	fastHttpClient.WriteTimeout = 10 * time.Second
-}
+var (
+	fastHttpClient = &fasthttp.Client{
+		Name:                "goex-http-utils",
+		MaxConnsPerHost:     16,
+		MaxIdleConnDuration: 20 * time.Second,
+		ReadTimeout:         10 * time.Second,
+		WriteTimeout:        10 * time.Second,
+	}
+	socksDialer fasthttp.DialFunc
+)
 
 func NewHttpRequestWithFasthttp(client *http.Client, reqMethod, reqUrl, postData string, headers map[string]string) ([]byte, error) {
 	logger.Log.Debug("use fasthttp client")
 	transport := client.Transport
+
 	if transport != nil {
 		if proxy, err := transport.(*http.Transport).Proxy(nil); err == nil && proxy != nil {
 			proxyUrl := proxy.String()
 			logger.Log.Debug("proxy url: ", proxyUrl)
 			if proxy.Scheme != "socks5" {
 				logger.Log.Error("fasthttp only support the socks5 proxy")
-			} else {
-				fastHttpClient.Dial = fasthttpproxy.FasthttpSocksDialer(strings.TrimPrefix(proxyUrl, proxy.Scheme+"://"))
+			} else if socksDialer == nil {
+				socksDialer = fasthttpproxy.FasthttpSocksDialer(strings.TrimPrefix(proxyUrl, proxy.Scheme+"://"))
+				fastHttpClient.Dial = socksDialer
 			}
 		}
 	}
+
 	req := fasthttp.AcquireRequest()
 	resp := fasthttp.AcquireResponse()
 	defer func() {
 		fasthttp.ReleaseRequest(req)
 		fasthttp.ReleaseResponse(resp)
 	}()
+
 	for k, v := range headers {
 		req.Header.Set(k, v)
 	}
 	req.Header.SetMethod(reqMethod)
 	req.SetRequestURI(reqUrl)
 	req.SetBodyString(postData)
-	err := fastHttpClient.DoTimeout(req, resp, 10*time.Second)
+
+	err := fastHttpClient.Do(req, resp)
 	if err != nil {
 		return nil, err
 	}
+
 	if resp.StatusCode() != 200 {
 		return nil, errors.New(fmt.Sprintf("HttpStatusCode:%d ,Desc:%s", resp.StatusCode(), string(resp.Body())))
 	}
-
 	return resp.Body(), nil
 }
 

README.md

@@ -9,14 +9,15 @@ goex项目是为了统一并标准化各个数字资产交易平台的接口而
 
 [English](https://github.com/nntaoli-project/goex/blob/dev/README_en.md)
 
-### goex已支持交易所 `22+`
+### goex已支持交易所 `23+`
 
 | 交易所 | 行情接口 | 交易接口 | 版本号 |   
 | ---   | ---     | ---     | ---   |  
 | hbg.com | Y | Y | 1 |   
 | hbdm.com | Y| Y |  1 |    
 | okex.com  | Y | Y | 3 |
 | binance.com | Y | Y | 1 |  
+| kucoin.com | Y | Y | 1 |
 | bitstamp.net | Y | Y | 1 |  
 | bitfinex.com | Y | Y | 1 |  
 | zb.com | Y | Y | 1 |  

README_en.md

@@ -8,14 +8,15 @@ goex project is designed to unify and standardize the interfaces of each digital
 
 [中文](https://github.com/nntaoli-project/goex/blob/dev/README.md)
 
-### Exchanges are supported by goex `22+`
+### Exchanges are supported by goex `23+`
 | Exchange | Market API | Order API | Version |   
 | ---   | ---     | ---     | ---   |  
 | hbg.com | Y | Y | 1 |   
 | hbdm.com | Y (REST / WS)| Y |  1 |  
 | okex.com (spot/future)| Y (REST / WS) | Y | 1 |  
 | okex.com (swap future) | Y | Y | 2 |
 | binance.com | Y | Y | 1 |  
+| kucoin.com | Y | Y | 1 |
 | bitstamp.net | Y | Y | 1 |  
 | bitfinex.com | Y | Y | 1 |  
 | zb.com | Y | Y | 1 |  

Utils.go

@@ -122,6 +122,7 @@ func FlateUnCompress(data []byte) ([]byte, error) {
 	return ioutil.ReadAll(flate.NewReader(bytes.NewReader(data)))
 }
 
-func UUID() string {
-	return strings.Replace(uuid.New().String(), "-", "", 32)
+func GenerateOrderClientId(size int) string {
+	uuidStr := strings.Replace(uuid.New().String(), "-", "", 32)
+	return "goex-" + uuidStr[0:size-5]
 }

Utils_test.go

@@ -11,3 +11,7 @@ func TestFloatToString(t *testing.T) {
 	assert.Equal(t, "1.10231", FloatToString(1.10231000, 8))
 	assert.NotEqual(t, "1.10231000", FloatToString(1.10231000, 8))
 }
+
+func TestGenerateOrderClientId(t *testing.T) {
+	t.Log(len(GenerateOrderClientId(32)), GenerateOrderClientId(32))
+}

binance/Binance.go

@@ -12,7 +12,9 @@ import (
 )
 
 const (
-	//API_BASE_URL = "https://api.binance.com/"
+	GLOBAL_API_BASE_URL = "https://api.binance.com"
+	US_API_BASE_URL     = "https://api.binance.us"
+	JE_API_BASE_URL     = "https://api.binance.je"
 	//API_V1       = API_BASE_URL + "api/v1/"
 	//API_V3       = API_BASE_URL + "api/v3/"
 
@@ -176,14 +178,14 @@ func (bn *Binance) buildParamsSigned(postForm *url.Values) error {
 func New(client *http.Client, api_key, secret_key string) *Binance {
 	return NewWithConfig(&APIConfig{
 		HttpClient:   client,
-		Endpoint:     "https://api.binance.com",
+		Endpoint:     GLOBAL_API_BASE_URL,
 		ApiKey:       api_key,
 		ApiSecretKey: secret_key})
 }
 
 func NewWithConfig(config *APIConfig) *Binance {
 	if config.Endpoint == "" {
-		config.Endpoint = "https://api.binance.com"
+		config.Endpoint = GLOBAL_API_BASE_URL
 	}
 
 	bn := &Binance{
@@ -224,8 +226,7 @@ func (bn *Binance) setTimeOffset() error {
 }
 
 func (bn *Binance) GetTicker(currency CurrencyPair) (*Ticker, error) {
-	currency2 := bn.adaptCurrencyPair(currency)
-	tickerUri := bn.apiV3 + fmt.Sprintf(TICKER_URI, currency2.ToSymbol(""))
+	tickerUri := bn.apiV3 + fmt.Sprintf(TICKER_URI, currency.ToSymbol(""))
 	tickerMap, err := HttpGet(bn.httpClient, tickerUri)
 
 	if err != nil {
@@ -261,9 +262,8 @@ func (bn *Binance) GetDepth(size int, currencyPair CurrencyPair) (*Depth, error)
 	} else {
 		size = 1000
 	}
-	currencyPair2 := bn.adaptCurrencyPair(currencyPair)
 
-	apiUrl := fmt.Sprintf(bn.apiV3+DEPTH_URI, currencyPair2.ToSymbol(""), size)
+	apiUrl := fmt.Sprintf(bn.apiV3+DEPTH_URI, currencyPair.ToSymbol(""), size)
 	resp, err := HttpGet(bn.httpClient, apiUrl)
 	if err != nil {
 		return nil, err
@@ -309,7 +309,6 @@ func (bn *Binance) GetDepth(size int, currencyPair CurrencyPair) (*Depth, error)
 }
 
 func (bn *Binance) placeOrder(amount, price string, pair CurrencyPair, orderType, orderSide string) (*Order, error) {
-	pair = bn.adaptCurrencyPair(pair)
 	path := bn.apiV3 + ORDER_URI
 	params := url.Values{}
 	params.Set("symbol", pair.ToSymbol(""))
@@ -416,7 +415,6 @@ func (bn *Binance) MarketSell(amount, price string, currencyPair CurrencyPair) (
 }
 
 func (bn *Binance) CancelOrder(orderId string, currencyPair CurrencyPair) (bool, error) {
-	currencyPair = bn.adaptCurrencyPair(currencyPair)
 	path := bn.apiV3 + ORDER_URI
 	params := url.Values{}
 	params.Set("symbol", currencyPair.ToSymbol(""))
@@ -446,7 +444,6 @@ func (bn *Binance) CancelOrder(orderId string, currencyPair CurrencyPair) (bool,
 
 func (bn *Binance) GetOneOrder(orderId string, currencyPair CurrencyPair) (*Order, error) {
 	params := url.Values{}
-	currencyPair = bn.adaptCurrencyPair(currencyPair)
 	params.Set("symbol", currencyPair.ToSymbol(""))
 	if orderId != "" {
 		params.Set("orderId", orderId)
@@ -508,7 +505,6 @@ func (bn *Binance) GetOneOrder(orderId string, currencyPair CurrencyPair) (*Orde
 
 func (bn *Binance) GetUnfinishOrders(currencyPair CurrencyPair) ([]Order, error) {
 	params := url.Values{}
-	currencyPair = bn.adaptCurrencyPair(currencyPair)
 	params.Set("symbol", currencyPair.ToSymbol(""))
 
 	bn.buildParamsSigned(&params)
@@ -576,9 +572,8 @@ func (bn *Binance) GetAllUnfinishOrders() ([]Order, error) {
 }
 
 func (bn *Binance) GetKlineRecords(currency CurrencyPair, period, size, since int) ([]Kline, error) {
-	currency2 := bn.adaptCurrencyPair(currency)
 	params := url.Values{}
-	params.Set("symbol", currency2.ToSymbol(""))
+	params.Set("symbol", currency.ToSymbol(""))
 	params.Set("interval", _INERNAL_KLINE_PERIOD_CONVERTER[period])
 	if since > 0 {
 		params.Set("startTime", strconv.Itoa(since))
@@ -614,7 +609,7 @@ func (bn *Binance) GetKlineRecords(currency CurrencyPair, period, size, since in
 //注意：since is fromId
 func (bn *Binance) GetTrades(currencyPair CurrencyPair, since int64) ([]Trade, error) {
 	param := url.Values{}
-	param.Set("symbol", bn.adaptCurrencyPair(currencyPair).ToSymbol(""))
+	param.Set("symbol", currencyPair.ToSymbol(""))
 	param.Set("limit", "500")
 	if since > 0 {
 		param.Set("fromId", strconv.Itoa(int(since)))
@@ -648,8 +643,7 @@ func (bn *Binance) GetTrades(currencyPair CurrencyPair, since int64) ([]Trade, e
 
 func (bn *Binance) GetOrderHistorys(currency CurrencyPair, currentPage, pageSize int) ([]Order, error) {
 	params := url.Values{}
-	currency1 := bn.adaptCurrencyPair(currency)
-	params.Set("symbol", currency1.ToSymbol(""))
+	params.Set("symbol", currency.ToSymbol(""))
 
 	bn.buildParamsSigned(&params)
 	path := bn.apiV3 + "allOrders?" + params.Encode()
@@ -682,18 +676,6 @@ func (bn *Binance) GetOrderHistorys(currency CurrencyPair, currentPage, pageSize
 
 }
 
-func (bn *Binance) adaptCurrencyPair(pair CurrencyPair) CurrencyPair {
-	if pair.CurrencyA.Eq(BCH) || pair.CurrencyA.Eq(BCC) {
-		return NewCurrencyPair(NewCurrency("BCHABC", ""), pair.CurrencyB).AdaptUsdToUsdt()
-	}
-
-	if pair.CurrencyA.Symbol == "BSV" {
-		return NewCurrencyPair(NewCurrency("BCHSV", ""), pair.CurrencyB).AdaptUsdToUsdt()
-	}
-
-	return pair.AdaptUsdToUsdt()
-}
-
 func (bn *Binance) toCurrencyPair(symbol string) CurrencyPair {
 	if bn.ExchangeInfo == nil {
 		var err error

binance/Binance_test.go

@@ -9,24 +9,28 @@ import (
 	"time"
 )
 
-var ba = New(&http.Client{
-	Transport: &http.Transport{
-		Proxy: func(req *http.Request) (*url.URL, error) {
-			return url.Parse("socks5://127.0.0.1:1080")
-			return nil, nil
-		},
-		Dial: (&net.Dialer{
+var ba = NewWithConfig(
+	&goex.APIConfig{
+		HttpClient: &http.Client{
+			Transport: &http.Transport{
+				Proxy: func(req *http.Request) (*url.URL, error) {
+					return url.Parse("socks5://127.0.0.1:1080")
+					return nil, nil
+				},
+				Dial: (&net.Dialer{
+					Timeout: 10 * time.Second,
+				}).Dial,
+			},
 			Timeout: 10 * time.Second,
-		}).Dial,
-	},
-	Timeout: 10 * time.Second,
-}, "q6y6Gr7fF3jSJLncpfn2PmAA0xu4XRiRFHpFkyJy3d7K68WUxY0Gt8rrajCDUfbI",
-	"AP8C2kh4RyISN3fpRCFMZJddf233XbPcYWQ1S7gBan3pGjCQg2JnyQFSJrIaNzRh",
-)
+		},
+		Endpoint:     US_API_BASE_URL,
+		ApiKey:       "q6y6Gr7fF3jSJLncpfn2PmAA0xu4XRiRFHpFkyJy3d7K68WUxY0Gt8rrajCDUfbI",
+		ApiSecretKey: "AP8C2kh4RyISN3fpRCFMZJddf233XbPcYWQ1S7gBan3pGjCQg2JnyQFSJrIaNzRh",
+	})
 
 func TestBinance_GetTicker(t *testing.T) {
-	ticker, _ := ba.GetTicker(goex.LTC_BTC)
-	t.Log(ticker)
+	ticker, err := ba.GetTicker(goex.NewCurrencyPair2("USDT_USD"))
+	t.Log(ticker, err)
 }
 
 func TestBinance_LimitBuy(t *testing.T) {

bitfinex/BitfinexLending.go

@@ -4,10 +4,11 @@ import (
 	"encoding/json"
 	"errors"
 	"fmt"
-	. "github.com/nntaoli-project/goex"
 	"io/ioutil"
 	"strconv"
 	"strings"
+
+	. "github.com/nntaoli-project/goex"
 )
 
 type LendBookItem struct {
@@ -84,7 +85,7 @@ func (bfx *Bitfinex) GetDepositWalletBalance() (*Account, error) {
 
 func (bfx *Bitfinex) GetLendBook(currency Currency) (error, *LendBook) {
 	path := fmt.Sprintf("/lendbook/%s", currency.Symbol)
-	resp, err := bfx.httpClient.Get(BASE_URL + path)
+	resp, err := bfx.httpClient.Get(apiURLV1 + path)
 	if err != nil {
 		return err, nil
 	}