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exchanges: Use singular futures settlement currency (#2092)
* Change settlement to singular currency * whoops.go * bitmex fix * minor updates * 64 divided by 2 * whoops2.go * ROBOT ROCK Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com> * ROCK ROCK ROCK ROCK ROBOT Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com> * shazNit * currencies unmarshal and code use * Update currency/currencies.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/btse/btse_wrapper.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * reuse comment for better clarity * collapses entire thing * shazLint --------- Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com> Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
This commit is contained in:
Scott
GitHub
@@ -43,7 +43,6 @@ const (
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bitmexEndpointActiveIntervals = "/instrument/activeIntervals"
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bitmexEndpointCompositeIndex = "/instrument/compositeIndex"
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bitmexEndpointIndices = "/instrument/indices"
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bitmexEndpointInsuranceHistory = "/insurance"
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bitmexEndpointLiquidation = "/liquidation"
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bitmexEndpointLeader = "/leaderboard"
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bitmexEndpointAlias = "/leaderboard/name"
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@@ -70,7 +69,6 @@ const (
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bitmexEndpointCancelAllOrders = "/order/all"
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bitmexEndpointBulk = "/order/bulk"
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bitmexEndpointCancelOrderAfter = "/order/cancelAllAfter"
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bitmexEndpointClosePosition = "/order/closePosition"
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bitmexEndpointPosition = "/position"
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bitmexEndpointIsolatePosition = "/position/isolate"
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bitmexEndpointLeveragePosition = "/position/leverage"
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@@ -82,7 +80,6 @@ const (
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bitmexEndpointUserCommision = "/user/commission"
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bitmexEndpointUserConfirmEmail = "/user/confirmEmail"
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bitmexEndpointUserConfirmTFA = "/user/confirmEnableTFA"
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bitmexEndpointUserConfirmWithdrawal = "/user/confirmWithdrawal"
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bitmexEndpointUserDepositAddress = "/user/depositAddress"
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bitmexEndpointUserDisableTFA = "/user/disableTFA"
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bitmexEndpointUserLogout = "/user/logout"
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@@ -96,15 +93,7 @@ const (
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bitmexEndpointUserRequestWithdraw = "/user/requestWithdrawal"
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constSatoshiBTC = 1e-08
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// ContractPerpetual perpetual contract type
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ContractPerpetual = iota
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// ContractFutures futures contract type
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ContractFutures
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// ContractDownsideProfit downside profit contract type
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ContractDownsideProfit
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// ContractUpsideProfit upside profit contract type
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ContractUpsideProfit
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countLimit = uint32(1000)
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perpetualContractID = "FFWCSX"
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spotID = "IFXXXP"
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@@ -186,7 +186,7 @@ type GenericRequestParams struct {
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Columns string `json:"columns,omitempty"`
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// Count - Number of results to fetch.
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Count int32 `json:"count,omitempty"`
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Count uint32 `json:"count,omitempty"`
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// EndTime - Ending date filter for results.
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EndTime string `json:"endTime,omitempty"`
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@@ -122,107 +122,107 @@ type Funding struct {
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// Instrument Tradeable Contracts, Indices, and History
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type Instrument struct {
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AskPrice float64 `json:"askPrice"`
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BankruptLimitDownPrice float64 `json:"bankruptLimitDownPrice"`
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BankruptLimitUpPrice float64 `json:"bankruptLimitUpPrice"`
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BidPrice float64 `json:"bidPrice"`
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BuyLeg string `json:"buyLeg"`
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CalcInterval string `json:"calcInterval"`
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Capped bool `json:"capped"`
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ClosingTimestamp time.Time `json:"closingTimestamp"`
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Deleverage bool `json:"deleverage"`
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Expiry string `json:"expiry"`
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FairBasis float64 `json:"fairBasis"`
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FairBasisRate float64 `json:"fairBasisRate"`
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FairMethod string `json:"fairMethod"`
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FairPrice float64 `json:"fairPrice"`
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Front string `json:"front"`
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FundingBaseSymbol string `json:"fundingBaseSymbol"`
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FundingInterval time.Time `json:"fundingInterval"`
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FundingPremiumSymbol string `json:"fundingPremiumSymbol"`
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FundingQuoteSymbol string `json:"fundingQuoteSymbol"`
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FundingRate float64 `json:"fundingRate"`
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FundingTimestamp time.Time `json:"fundingTimestamp"`
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HasLiquidity bool `json:"hasLiquidity"`
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HighPrice float64 `json:"highPrice"`
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ImpactAskPrice float64 `json:"impactAskPrice"`
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ImpactBidPrice float64 `json:"impactBidPrice"`
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ImpactMidPrice float64 `json:"impactMidPrice"`
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IndicativeFundingRate float64 `json:"indicativeFundingRate"`
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IndicativeSettlePrice float64 `json:"indicativeSettlePrice"`
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IndicativeTaxRate float64 `json:"indicativeTaxRate"`
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InitMargin float64 `json:"initMargin"`
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InsuranceFee float64 `json:"insuranceFee"`
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InverseLeg string `json:"inverseLeg"`
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IsInverse bool `json:"isInverse"`
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IsQuanto bool `json:"isQuanto"`
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LastChangePcnt float64 `json:"lastChangePcnt"`
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LastPrice float64 `json:"lastPrice"`
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LastPriceProtected float64 `json:"lastPriceProtected"`
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LastTickDirection string `json:"lastTickDirection"`
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Limit float64 `json:"limit"`
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LimitDownPrice float64 `json:"limitDownPrice"`
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LimitUpPrice float64 `json:"limitUpPrice"`
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Listing string `json:"listing"`
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LotSize float64 `json:"lotSize"`
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LowPrice float64 `json:"lowPrice"`
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MaintMargin float64 `json:"maintMargin"`
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MakerFee float64 `json:"makerFee"`
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MarkMethod string `json:"markMethod"`
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MarkPrice float64 `json:"markPrice"`
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MaxOrderQty float64 `json:"maxOrderQty"`
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MaxPrice float64 `json:"maxPrice"`
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MidPrice float64 `json:"midPrice"`
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Multiplier float64 `json:"multiplier"`
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OpenInterest float64 `json:"openInterest"`
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OpenValue float64 `json:"openValue"`
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OpeningTimestamp time.Time `json:"openingTimestamp"`
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OptionMultiplier float64 `json:"optionMultiplier"`
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OptionStrikePcnt float64 `json:"optionStrikePcnt"`
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OptionStrikePrice float64 `json:"optionStrikePrice"`
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OptionStrikeRound float64 `json:"optionStrikeRound"`
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OptionUnderlyingPrice float64 `json:"optionUnderlyingPrice"`
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PositionCurrency string `json:"positionCurrency"`
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PrevClosePrice float64 `json:"prevClosePrice"`
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PrevPrice24h float64 `json:"prevPrice24h"`
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PrevTotalTurnover float64 `json:"prevTotalTurnover"`
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PrevTotalVolume float64 `json:"prevTotalVolume"`
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PublishInterval string `json:"publishInterval"`
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PublishTime time.Time `json:"publishTime"`
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QuoteCurrency string `json:"quoteCurrency"`
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QuoteToSettleMultiplier int64 `json:"quoteToSettleMultiplier"`
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RebalanceInterval string `json:"rebalanceInterval"`
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RebalanceTimestamp time.Time `json:"rebalanceTimestamp"`
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Reference string `json:"reference"`
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ReferenceSymbol string `json:"referenceSymbol"`
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RelistInterval string `json:"relistInterval"`
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RiskLimit float64 `json:"riskLimit"`
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RiskStep float64 `json:"riskStep"`
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RootSymbol string `json:"rootSymbol"`
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SellLeg string `json:"sellLeg"`
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SessionInterval string `json:"sessionInterval"`
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SettlCurrency string `json:"settlCurrency"`
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Settle string `json:"settle"`
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SettledPrice float64 `json:"settledPrice"`
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SettlementFee float64 `json:"settlementFee"`
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State string `json:"state"`
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Symbol string `json:"symbol"`
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TakerFee float64 `json:"takerFee"`
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Taxed bool `json:"taxed"`
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TickSize float64 `json:"tickSize"`
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Timestamp time.Time `json:"timestamp"`
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TotalTurnover float64 `json:"totalTurnover"`
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TotalVolume float64 `json:"totalVolume"`
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Turnover float64 `json:"turnover"`
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Turnover24h float64 `json:"turnover24h"`
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Typ string `json:"typ"`
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Underlying string `json:"underlying"`
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UnderlyingSymbol string `json:"underlyingSymbol"`
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UnderlyingToPositionMultiplier float64 `json:"underlyingToPositionMultiplier"`
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UnderlyingToSettleMultiplier float64 `json:"underlyingToSettleMultiplier"`
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Volume float64 `json:"volume"`
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Volume24h float64 `json:"volume24h"`
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Vwap float64 `json:"vwap"`
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AskPrice float64 `json:"askPrice"`
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BankruptLimitDownPrice float64 `json:"bankruptLimitDownPrice"`
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BankruptLimitUpPrice float64 `json:"bankruptLimitUpPrice"`
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BidPrice float64 `json:"bidPrice"`
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BuyLeg string `json:"buyLeg"`
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CalcInterval string `json:"calcInterval"`
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Capped bool `json:"capped"`
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ClosingTimestamp time.Time `json:"closingTimestamp"`
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Deleverage bool `json:"deleverage"`
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Expiry string `json:"expiry"`
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FairBasis float64 `json:"fairBasis"`
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FairBasisRate float64 `json:"fairBasisRate"`
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FairMethod string `json:"fairMethod"`
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FairPrice float64 `json:"fairPrice"`
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Front string `json:"front"`
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FundingBaseSymbol string `json:"fundingBaseSymbol"`
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FundingInterval time.Time `json:"fundingInterval"`
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FundingPremiumSymbol string `json:"fundingPremiumSymbol"`
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FundingQuoteSymbol string `json:"fundingQuoteSymbol"`
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FundingRate float64 `json:"fundingRate"`
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FundingTimestamp time.Time `json:"fundingTimestamp"`
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HasLiquidity bool `json:"hasLiquidity"`
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HighPrice float64 `json:"highPrice"`
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ImpactAskPrice float64 `json:"impactAskPrice"`
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ImpactBidPrice float64 `json:"impactBidPrice"`
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ImpactMidPrice float64 `json:"impactMidPrice"`
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IndicativeFundingRate float64 `json:"indicativeFundingRate"`
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IndicativeSettlePrice float64 `json:"indicativeSettlePrice"`
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IndicativeTaxRate float64 `json:"indicativeTaxRate"`
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InitMargin float64 `json:"initMargin"`
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InsuranceFee float64 `json:"insuranceFee"`
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InverseLeg string `json:"inverseLeg"`
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IsInverse bool `json:"isInverse"`
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IsQuanto bool `json:"isQuanto"`
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LastChangePcnt float64 `json:"lastChangePcnt"`
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LastPrice float64 `json:"lastPrice"`
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LastPriceProtected float64 `json:"lastPriceProtected"`
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LastTickDirection string `json:"lastTickDirection"`
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Limit float64 `json:"limit"`
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LimitDownPrice float64 `json:"limitDownPrice"`
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LimitUpPrice float64 `json:"limitUpPrice"`
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Listing string `json:"listing"`
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LotSize float64 `json:"lotSize"`
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LowPrice float64 `json:"lowPrice"`
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MaintMargin float64 `json:"maintMargin"`
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MakerFee float64 `json:"makerFee"`
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MarkMethod string `json:"markMethod"`
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MarkPrice float64 `json:"markPrice"`
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MaxOrderQty float64 `json:"maxOrderQty"`
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MaxPrice float64 `json:"maxPrice"`
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MidPrice float64 `json:"midPrice"`
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Multiplier float64 `json:"multiplier"`
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OpenInterest float64 `json:"openInterest"`
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OpenValue float64 `json:"openValue"`
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OpeningTimestamp time.Time `json:"openingTimestamp"`
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OptionMultiplier float64 `json:"optionMultiplier"`
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OptionStrikePcnt float64 `json:"optionStrikePcnt"`
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OptionStrikePrice float64 `json:"optionStrikePrice"`
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OptionStrikeRound float64 `json:"optionStrikeRound"`
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OptionUnderlyingPrice float64 `json:"optionUnderlyingPrice"`
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PositionCurrency string `json:"positionCurrency"`
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PrevClosePrice float64 `json:"prevClosePrice"`
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PrevPrice24h float64 `json:"prevPrice24h"`
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PrevTotalTurnover float64 `json:"prevTotalTurnover"`
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PrevTotalVolume float64 `json:"prevTotalVolume"`
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PublishInterval string `json:"publishInterval"`
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PublishTime time.Time `json:"publishTime"`
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QuoteCurrency string `json:"quoteCurrency"`
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QuoteToSettleMultiplier int64 `json:"quoteToSettleMultiplier"`
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RebalanceInterval string `json:"rebalanceInterval"`
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RebalanceTimestamp time.Time `json:"rebalanceTimestamp"`
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Reference string `json:"reference"`
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ReferenceSymbol string `json:"referenceSymbol"`
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RelistInterval string `json:"relistInterval"`
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RiskLimit float64 `json:"riskLimit"`
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RiskStep float64 `json:"riskStep"`
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RootSymbol string `json:"rootSymbol"`
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SellLeg string `json:"sellLeg"`
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SessionInterval string `json:"sessionInterval"`
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SettlementCurrency currency.Code `json:"settlCurrency"`
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Settle string `json:"settle"`
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SettledPrice float64 `json:"settledPrice"`
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SettlementFee float64 `json:"settlementFee"`
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State string `json:"state"`
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Symbol string `json:"symbol"`
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TakerFee float64 `json:"takerFee"`
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Taxed bool `json:"taxed"`
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TickSize float64 `json:"tickSize"`
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Timestamp time.Time `json:"timestamp"`
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TotalTurnover float64 `json:"totalTurnover"`
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TotalVolume float64 `json:"totalVolume"`
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Turnover float64 `json:"turnover"`
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Turnover24h float64 `json:"turnover24h"`
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Typ string `json:"typ"`
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Underlying string `json:"underlying"`
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UnderlyingSymbol string `json:"underlyingSymbol"`
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UnderlyingToPositionMultiplier float64 `json:"underlyingToPositionMultiplier"`
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UnderlyingToSettleMultiplier float64 `json:"underlyingToSettleMultiplier"`
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Volume float64 `json:"volume"`
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Volume24h float64 `json:"volume24h"`
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Vwap float64 `json:"vwap"`
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}
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// InstrumentInterval instrument interval
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@@ -533,10 +533,9 @@ func (e *Exchange) GetHistoricTrades(ctx context.Context, p currency.Pair, asset
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if err != nil {
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return nil, err
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}
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limit := 1000
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req := &GenericRequestParams{
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Symbol: p.String(),
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Count: int32(limit),
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Count: countLimit,
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EndTime: timestampEnd.UTC().Format("2006-01-02T15:04:05.000Z"),
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}
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ts := timestampStart
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@@ -581,7 +580,7 @@ allTrades:
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ts = tradeData[i].Timestamp
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}
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}
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if len(tradeData) != limit {
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if len(tradeData) != int(countLimit) {
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break allTrades
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}
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}
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@@ -984,25 +983,18 @@ func (e *Exchange) GetFuturesContractDetails(ctx context.Context, item asset.Ite
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if !e.SupportsAsset(item) || item == asset.Index {
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return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, item)
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}
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marketInfo, err := e.GetInstruments(ctx, &GenericRequestParams{Reverse: true, Count: 500})
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if err != nil {
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return nil, err
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}
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resp := make([]futures.Contract, 0, len(marketInfo))
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var resp []futures.Contract
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switch item {
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case asset.PerpetualContract:
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marketInfo, err := e.GetInstruments(ctx, &GenericRequestParams{
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Count: countLimit,
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Filter: `{"typ": "` + perpetualContractID + `"}`,
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})
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if err != nil {
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return nil, err
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}
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for x := range marketInfo {
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if marketInfo[x].Typ != perpetualContractID {
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continue
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}
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var cp, underlying currency.Pair
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cp, err = currency.NewPairFromStrings(marketInfo[x].RootSymbol, marketInfo[x].QuoteCurrency)
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if err != nil {
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return nil, err
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}
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underlying, err = currency.NewPairFromStrings(marketInfo[x].RootSymbol, marketInfo[x].SettlCurrency)
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cp, err := currency.NewPairFromStrings(marketInfo[x].RootSymbol, marketInfo[x].QuoteCurrency)
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if err != nil {
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return nil, err
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}
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@@ -1023,17 +1015,17 @@ func (e *Exchange) GetFuturesContractDetails(ctx context.Context, item asset.Ite
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contractSettlementType = futures.Inverse
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}
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resp = append(resp, futures.Contract{
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Exchange: e.Name,
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Name: cp,
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Underlying: underlying,
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Asset: item,
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StartDate: s,
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IsActive: marketInfo[x].State == "Open",
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Status: marketInfo[x].State,
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Type: futures.Perpetual,
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SettlementType: contractSettlementType,
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SettlementCurrencies: currency.Currencies{currency.NewCode(marketInfo[x].SettlCurrency)},
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Multiplier: marketInfo[x].Multiplier,
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Exchange: e.Name,
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Name: cp,
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Underlying: currency.NewPair(cp.Base, marketInfo[x].SettlementCurrency),
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Asset: item,
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StartDate: s,
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IsActive: marketInfo[x].State == "Open",
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Status: marketInfo[x].State,
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Type: futures.Perpetual,
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SettlementType: contractSettlementType,
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SettlementCurrency: marketInfo[x].SettlementCurrency,
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Multiplier: marketInfo[x].Multiplier,
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LatestRate: fundingrate.Rate{
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Time: marketInfo[x].FundingTimestamp,
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Rate: decimal.NewFromFloat(marketInfo[x].FundingRate),
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@@ -1041,16 +1033,16 @@ func (e *Exchange) GetFuturesContractDetails(ctx context.Context, item asset.Ite
|
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})
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}
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case asset.Futures:
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marketInfo, err := e.GetInstruments(ctx, &GenericRequestParams{
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Count: countLimit,
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Filter: `{"typ": "` + futuresID + `"}`,
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})
|
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if err != nil {
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return nil, err
|
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}
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for x := range marketInfo {
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if marketInfo[x].Typ != futuresID {
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continue
|
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}
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var cp, underlying currency.Pair
|
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cp, err = currency.NewPairFromStrings(marketInfo[x].RootSymbol, marketInfo[x].Symbol[len(marketInfo[x].RootSymbol):])
|
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if err != nil {
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return nil, err
|
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}
|
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underlying, err = currency.NewPairFromStrings(marketInfo[x].RootSymbol, marketInfo[x].SettlCurrency)
|
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cp, err := currency.NewPairFromStrings(marketInfo[x].RootSymbol, marketInfo[x].Symbol[len(marketInfo[x].RootSymbol):])
|
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if err != nil {
|
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return nil, err
|
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}
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@@ -1093,18 +1085,18 @@ func (e *Exchange) GetFuturesContractDetails(ctx context.Context, item asset.Ite
|
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contractSettlementType = futures.Quanto
|
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}
|
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resp = append(resp, futures.Contract{
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Exchange: e.Name,
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Name: cp,
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Underlying: underlying,
|
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Asset: item,
|
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StartDate: startTime,
|
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EndDate: endTime,
|
||||
IsActive: marketInfo[x].State == "Open",
|
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Status: marketInfo[x].State,
|
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Type: ct,
|
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SettlementCurrencies: currency.Currencies{currency.NewCode(marketInfo[x].SettlCurrency)},
|
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Multiplier: marketInfo[x].Multiplier,
|
||||
SettlementType: contractSettlementType,
|
||||
Exchange: e.Name,
|
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Name: cp,
|
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Underlying: currency.NewPair(cp.Base, marketInfo[x].SettlementCurrency),
|
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Asset: item,
|
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StartDate: startTime,
|
||||
EndDate: endTime,
|
||||
IsActive: marketInfo[x].State == "Open",
|
||||
Status: marketInfo[x].State,
|
||||
Type: ct,
|
||||
SettlementCurrency: marketInfo[x].SettlementCurrency,
|
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Multiplier: marketInfo[x].Multiplier,
|
||||
SettlementType: contractSettlementType,
|
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})
|
||||
}
|
||||
}
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||||
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Reference in New Issue
Block a user