bithumb: Add basic exchange order execution limits (thrasher-corp#726)

* bithumn: Add basic exchange order execution limits

* WOW

* bithumb: add calculation for minimum amounts based off front end calculations regards @thrasher

* bithumb: fix nits

exchanges/bithumb/bithumb.go

@@ -6,6 +6,7 @@ import (
 	"encoding/json"
 	"errors"
 	"fmt"
+	"math"
 	"net/http"
 	"net/url"
 	"reflect"
@@ -16,6 +17,8 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/common/crypto"
 	"github.com/thrasher-corp/gocryptotrader/currency"
 	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/order"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/request"
 )
 
@@ -619,3 +622,41 @@ func (b *Bithumb) GetCandleStick(symbol, interval string) (resp OHLCVResponse, e
 	err = b.SendHTTPRequest(exchange.RestSpot, path, &resp)
 	return
 }
+
+// FetchExchangeLimits fetches spot order execution limits
+func (b *Bithumb) FetchExchangeLimits() ([]order.MinMaxLevel, error) {
+	ticks, err := b.GetAllTickers()
+	if err != nil {
+		return nil, err
+	}
+
+	var limits []order.MinMaxLevel
+	for code, data := range ticks {
+		c := currency.NewCode(code)
+		cp := currency.NewPair(c, currency.KRW)
+		if err != nil {
+			return nil, err
+		}
+
+		limits = append(limits, order.MinMaxLevel{
+			Pair:      cp,
+			Asset:     asset.Spot,
+			MinAmount: getAmountMinimum(data.ClosingPrice),
+		})
+	}
+	return limits, nil
+}
+
+// getAmountMinimum derives the minimum amount based on current price. This
+// keeps amount in line with front end, rounded to 4 decimal places. As
+// transaction policy:
+// https://en.bithumb.com/customer_support/info_guide?seq=537&categorySeq=302
+// Seems to not be inline with front end limits.
+func getAmountMinimum(unitPrice float64) float64 {
+	if unitPrice <= 0 {
+		return 0
+	}
+	ratio := 500 / unitPrice
+	pow := math.Pow(10, float64(4))
+	return math.Ceil(ratio*pow) / pow // Round up our units
+}

exchanges/bithumb/bithumb_test.go

@@ -1,6 +1,7 @@
 package bithumb
 
 import (
+	"errors"
 	"log"
 	"os"
 	"testing"
@@ -616,3 +617,82 @@ func TestGetHistoricTrades(t *testing.T) {
 		t.Error(err)
 	}
 }
+
+func TestUpdateOrderExecutionLimits(t *testing.T) {
+	err := b.UpdateOrderExecutionLimits("")
+	if err != nil {
+		t.Fatal(err)
+	}
+	cp := currency.NewPair(currency.BTC, currency.KRW)
+	limit, err := b.GetOrderExecutionLimits(asset.Spot, cp)
+	if err != nil {
+		t.Fatal(err)
+	}
+
+	err = limit.Conforms(46241000, 0.00001, order.Limit)
+	if !errors.Is(err, order.ErrAmountBelowMin) {
+		t.Fatalf("expected error %v but received %v",
+			order.ErrAmountBelowMin,
+			err)
+	}
+
+	err = limit.Conforms(46241000, 0.0001, order.Limit)
+	if !errors.Is(err, nil) {
+		t.Fatalf("expected error %v but received %v",
+			nil,
+			err)
+	}
+}
+
+func TestGetAmountMinimum(t *testing.T) {
+	testCases := []struct {
+		name      string
+		unitprice float64
+		expected  float64
+	}{
+		{
+			name:      "ETH-KRW",
+			unitprice: 2638000.0,
+			expected:  0.0002,
+		},
+		{
+			name:      "DOGE-KRW",
+			unitprice: 236.5,
+			expected:  2.1142,
+		},
+		{
+			name:      "XRP-KRW",
+			unitprice: 818.8,
+			expected:  0.6107,
+		},
+		{
+			name:      "LTC-KRW",
+			unitprice: 160100,
+			expected:  0.0032,
+		},
+		{
+			name:      "BTC-KRW",
+			unitprice: 46079000,
+			expected:  0.0001,
+		},
+		{
+			name:      "nonsense",
+			unitprice: 0,
+			expected:  0,
+		},
+	}
+
+	for i := range testCases {
+		tt := &testCases[i]
+		t.Run(tt.name, func(t *testing.T) {
+			t.Parallel()
+			minAmount := getAmountMinimum(tt.unitprice)
+			if minAmount != tt.expected {
+				t.Fatalf("expected: %f but received: %f for unit price: %f",
+					tt.expected,
+					minAmount,
+					tt.unitprice)
+			}
+		})
+	}
+}

exchanges/bithumb/bithumb_wrapper.go

@@ -151,11 +151,19 @@ func (b *Bithumb) Run() {
 		b.PrintEnabledPairs()
 	}
 
+	err := b.UpdateOrderExecutionLimits("")
+	if err != nil {
+		log.Errorf(log.ExchangeSys,
+			"%s failed to set exchange order execution limits. Err: %v",
+			b.Name,
+			err)
+	}
+
 	if !b.GetEnabledFeatures().AutoPairUpdates {
 		return
 	}
 
-	err := b.UpdateTradablePairs(false)
+	err = b.UpdateTradablePairs(false)
 	if err != nil {
 		log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", b.Name, err)
 	}
@@ -797,3 +805,12 @@ func (b *Bithumb) GetHistoricCandles(pair currency.Pair, a asset.Item, start, en
 func (b *Bithumb) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
 	return b.GetHistoricCandles(pair, a, start, end, interval)
 }
+
+// UpdateOrderExecutionLimits sets exchange executions for a required asset type
+func (b *Bithumb) UpdateOrderExecutionLimits(_ asset.Item) error {
+	limits, err := b.FetchExchangeLimits()
+	if err != nil {
+		return fmt.Errorf("cannot update exchange execution limits: %w", err)
+	}
+	return b.LoadLimits(limits)
+}