mirror of
https://github.com/d0zingcat/gocryptotrader.git
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Package exchanges
This commit is contained in:
298
exchanges/bitfinex/bitfinex_types.go
Normal file
298
exchanges/bitfinex/bitfinex_types.go
Normal file
@@ -0,0 +1,298 @@
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package bitfinex
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type BitfinexStats struct {
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Period int64
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Volume float64 `json:",string"`
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}
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type BitfinexTicker struct {
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Mid float64 `json:",string"`
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Bid float64 `json:",string"`
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Ask float64 `json:",string"`
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Last float64 `json:"Last_price,string"`
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Low float64 `json:",string"`
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High float64 `json:",string"`
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Volume float64 `json:",string"`
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Timestamp string
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}
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type BitfinexMarginLimits struct {
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On_Pair string
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InitialMargin float64 `json:"initial_margin,string"`
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MarginRequirement float64 `json:"margin_requirement,string"`
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TradableBalance float64 `json:"tradable_balance,string"`
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}
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type BitfinexMarginInfo struct {
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MarginBalance float64 `json:"margin_balance,string"`
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TradableBalance float64 `json:"tradable_balance,string"`
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UnrealizedPL int64 `json:"unrealized_pl"`
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UnrealizedSwap int64 `json:"unrealized_swap"`
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NetValue float64 `json:"net_value,string"`
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RequiredMargin int64 `json:"required_margin"`
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Leverage float64 `json:"leverage,string"`
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MarginRequirement float64 `json:"margin_requirement,string"`
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MarginLimits []BitfinexMarginLimits `json:"margin_limits"`
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Message string
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}
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type BitfinexOrder struct {
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ID int64
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Symbol string
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Exchange string
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Price float64 `json:"price,string"`
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AverageExecutionPrice float64 `json:"avg_execution_price,string"`
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Side string
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Type string
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Timestamp string
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IsLive bool `json:"is_live"`
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IsCancelled bool `json:"is_cancelled"`
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IsHidden bool `json:"is_hidden"`
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WasForced bool `json:"was_forced"`
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OriginalAmount float64 `json:"original_amount,string"`
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RemainingAmount float64 `json:"remaining_amount,string"`
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ExecutedAmount float64 `json:"executed_amount,string"`
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OrderID int64 `json:"order_id"`
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}
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type BitfinexPlaceOrder struct {
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Symbol string `json:"symbol"`
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Amount float64 `json:"amount,string"`
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Price float64 `json:"price,string"`
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Exchange string `json:"exchange"`
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Side string `json:"side"`
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Type string `json:"type"`
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}
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type BitfinexBalance struct {
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Type string
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Currency string
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Amount float64 `json:"amount,string"`
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Available float64 `json:"available,string"`
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}
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type BitfinexOffer struct {
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ID int64
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Currency string
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Rate float64 `json:"rate,string"`
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Period int64
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Direction string
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Timestamp string
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Type string
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IsLive bool `json:"is_live"`
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IsCancelled bool `json:"is_cancelled"`
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OriginalAmount float64 `json:"original_amount,string"`
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RemainingAmount float64 `json:"remaining_amount,string"`
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ExecutedAmount float64 `json:"remaining_amount,string"`
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}
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type BitfinexBookStructure struct {
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Price, Amount, Timestamp string
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}
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type BitfinexFee struct {
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Currency string
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TakerFees float64
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MakerFees float64
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}
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type BitfinexOrderbook struct {
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Bids []BitfinexBookStructure
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Asks []BitfinexBookStructure
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}
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type BitfinexTradeStructure struct {
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Timestamp, Tid int64
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Price, Amount, Exchange, Type string
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}
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type BitfinexSymbolDetails struct {
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Pair string `json:"pair"`
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PricePrecision int `json:"price_precision"`
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InitialMargin float64 `json:"initial_margin,string"`
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MinimumMargin float64 `json:"minimum_margin,string"`
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MaximumOrderSize float64 `json:"maximum_order_size,string"`
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MinimumOrderSize float64 `json:"minimum_order_size,string"`
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Expiration string `json:"expiration"`
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}
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type BitfinexLends struct {
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Rate float64 `json:"rate,string"`
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AmountLent float64 `json:"amount_lent,string"`
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AmountUsed float64 `json:"amount_used,string"`
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Timestamp int64 `json:"timestamp"`
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}
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type BitfinexAccountInfo struct {
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MakerFees string `json:"maker_fees"`
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TakerFees string `json:"taker_fees"`
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Fees []struct {
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Pairs string `json:"pairs"`
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MakerFees string `json:"maker_fees"`
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TakerFees string `json:"taker_fees"`
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} `json:"fees"`
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}
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type BitfinexDepositResponse struct {
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Result string `json:"string"`
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Method string `json:"method"`
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Currency string `json:"currency"`
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Address string `json:"address"`
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}
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type BitfinexOrderMultiResponse struct {
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Orders []BitfinexOrder `json:"order_ids"`
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Status string `json:"status"`
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}
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type BitfinexLendbookBidAsk struct {
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Rate float64 `json:"rate,string"`
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Amount float64 `json:"amount,string"`
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Period int `json:"period"`
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Timestamp string `json:"timestamp"`
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FlashReturnRate string `json:"frr"`
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}
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type BitfinexLendbook struct {
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Bids []BitfinexLendbookBidAsk `json:"bids"`
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Asks []BitfinexLendbookBidAsk `json:"asks"`
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}
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type BitfinexPosition struct {
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ID int64 `json:"id"`
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Symbol string `json:"string"`
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Status string `json:"active"`
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Base float64 `json:"base,string"`
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Amount float64 `json:"amount,string"`
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Timestamp string `json:"timestamp"`
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Swap float64 `json:"swap,string"`
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PL float64 `json:"pl,string"`
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}
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type BitfinexBalanceHistory struct {
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Currency string `json:"currency"`
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Amount float64 `json:"amount,string"`
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Balance float64 `json:"balance,string"`
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Description string `json:"description"`
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Timestamp string `json:"timestamp"`
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}
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type BitfinexMovementHistory struct {
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ID int64 `json:"id"`
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Currency string `json:"currency"`
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Method string `json:"method"`
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Type string `json:"withdrawal"`
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Amount float64 `json:"amount,string"`
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Description string `json:"description"`
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Status string `json:"status"`
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Timestamp string `json:"timestamp"`
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}
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type BitfinexTradeHistory struct {
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Price float64 `json:"price,string"`
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Amount float64 `json:"amount,string"`
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Timestamp string `json:"timestamp"`
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Exchange string `json:"exchange"`
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Type string `json:"type"`
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FeeCurrency string `json:"fee_currency"`
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FeeAmount float64 `json:"fee_amount,string"`
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TID int64 `json:"tid"`
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OrderID int64 `json:"order_id"`
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}
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type BitfinexMarginFunds struct {
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ID int64 `json:"id"`
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PositionID int64 `json:"position_id"`
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Currency string `json:"currency"`
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Rate float64 `json:"rate,string"`
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Period int `json:"period"`
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Amount float64 `json:"amount,string"`
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Timestamp string `json:"timestamp"`
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}
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type BitfinexMarginTotalTakenFunds struct {
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PositionPair string `json:"position_pair"`
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TotalSwaps float64 `json:"total_swaps,string"`
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}
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type BitfinexWalletTransfer struct {
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Status string `json:"status"`
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Message string `json:"message"`
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}
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type BitfinexWithdrawal struct {
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Status string `json:"status"`
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Message string `json:"message"`
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WithdrawalID int64 `json:"withdrawal_id"`
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}
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type BitfinexGenericResponse struct {
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Result string `json:"result"`
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}
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type BitfinexWebsocketChanInfo struct {
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Channel string
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Pair string
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}
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type BitfinexWebsocketBook struct {
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Price float64
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Count int
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Amount float64
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}
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type BitfinexWebsocketTrade struct {
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ID int64
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Timestamp int64
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Price float64
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Amount float64
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}
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type BitfinexWebsocketTicker struct {
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Bid float64
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BidSize float64
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Ask float64
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AskSize float64
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DailyChange float64
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DialyChangePerc float64
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LastPrice float64
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Volume float64
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}
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type BitfinexWebsocketPosition struct {
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Pair string
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Status string
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Amount float64
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Price float64
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MarginFunding float64
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MarginFundingType int
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}
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type BitfinexWebsocketWallet struct {
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Name string
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Currency string
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Balance float64
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UnsettledInterest float64
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}
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type BitfinexWebsocketOrder struct {
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OrderID int64
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Pair string
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Amount float64
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OrigAmount float64
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OrderType string
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Status string
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Price float64
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PriceAvg float64
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Timestamp string
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Notify int
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}
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type BitfinexWebsocketTradeExecuted struct {
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TradeID int64
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Pair string
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Timestamp int64
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OrderID int64
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AmountExecuted float64
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PriceExecuted float64
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}
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108
exchanges/bitfinex/bitfinex_wrapper.go
Normal file
108
exchanges/bitfinex/bitfinex_wrapper.go
Normal file
@@ -0,0 +1,108 @@
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package bitfinex
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import (
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"log"
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"time"
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"github.com/thrasher-/gocryptotrader/common"
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"github.com/thrasher-/gocryptotrader/exchanges"
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"github.com/thrasher-/gocryptotrader/exchanges/ticker"
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)
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func (b *Bitfinex) Start() {
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go b.Run()
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}
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func (b *Bitfinex) Run() {
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if b.Verbose {
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log.Printf("%s Websocket: %s.", b.GetName(), common.IsEnabled(b.Websocket))
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log.Printf("%s polling delay: %ds.\n", b.GetName(), b.RESTPollingDelay)
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log.Printf("%s %d currencies enabled: %s.\n", b.GetName(), len(b.EnabledPairs), b.EnabledPairs)
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}
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if b.Websocket {
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go b.WebsocketClient()
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}
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exchangeProducts, err := b.GetSymbols()
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if err != nil {
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log.Printf("%s Failed to get available symbols.\n", b.GetName())
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} else {
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log.Println(exchangeProducts)
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/*
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exchangeProducts = common.SplitStrings(common.StringToUpper(common.JoinStrings(exchangeProducts, ",")), ",")
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diff := common.StringSliceDifference(b.AvailablePairs, exchangeProducts)
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if len(diff) > 0 {
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exch, err := bot.config.GetExchangeConfig(b.Name)
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if err != nil {
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log.Println(err)
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} else {
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log.Printf("%s Updating available pairs. Difference: %s.\n", b.Name, diff)
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exch.AvailablePairs = common.JoinStrings(exchangeProducts, ",")
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bot.config.UpdateExchangeConfig(exch)
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}
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}
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*/
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}
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for b.Enabled {
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for _, x := range b.EnabledPairs {
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currency := x
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go func() {
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ticker, err := b.GetTickerPrice(currency)
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if err != nil {
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return
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}
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log.Printf("Bitfinex %s Last %f High %f Low %f Volume %f\n", currency, ticker.Last, ticker.High, ticker.Low, ticker.Volume)
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//AddExchangeInfo(b.GetName(), currency[0:3], currency[3:], ticker.Last, ticker.Volume)
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}()
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}
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time.Sleep(time.Second * b.RESTPollingDelay)
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}
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}
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func (b *Bitfinex) GetTickerPrice(currency string) (ticker.TickerPrice, error) {
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tick, err := ticker.GetTicker(b.GetName(), currency[0:3], currency[3:])
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if err == nil {
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return tick, nil
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}
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var tickerPrice ticker.TickerPrice
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tickerNew, err := b.GetTicker(currency, nil)
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if err != nil {
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return tickerPrice, err
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}
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tickerPrice.Ask = tickerNew.Ask
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tickerPrice.Bid = tickerNew.Bid
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tickerPrice.FirstCurrency = currency[0:3]
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tickerPrice.SecondCurrency = currency[3:]
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tickerPrice.Low = tickerNew.Low
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tickerPrice.Last = tickerNew.Last
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tickerPrice.Volume = tickerNew.Volume
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tickerPrice.High = tickerNew.High
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ticker.ProcessTicker(b.GetName(), tickerPrice.FirstCurrency, tickerPrice.SecondCurrency, tickerPrice)
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return tickerPrice, nil
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}
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//GetExchangeAccountInfo : Retrieves balances for all enabled currencies for the Bitfinex exchange
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func (e *Bitfinex) GetExchangeAccountInfo() (exchange.ExchangeAccountInfo, error) {
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var response exchange.ExchangeAccountInfo
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response.ExchangeName = e.GetName()
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accountBalance, err := e.GetAccountBalance()
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if err != nil {
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return response, err
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}
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if !e.Enabled {
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return response, nil
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}
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for i := 0; i < len(accountBalance); i++ {
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var exchangeCurrency exchange.ExchangeAccountCurrencyInfo
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exchangeCurrency.CurrencyName = accountBalance[i].Currency
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exchangeCurrency.TotalValue = accountBalance[i].Amount
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exchangeCurrency.Hold = accountBalance[i].Available
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response.Currencies = append(response.Currencies, exchangeCurrency)
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}
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return response, nil
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}
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630
exchanges/bitfinex/bitfinexhttp.go
Normal file
630
exchanges/bitfinex/bitfinexhttp.go
Normal file
@@ -0,0 +1,630 @@
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package bitfinex
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import (
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"errors"
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"fmt"
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"log"
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"net/url"
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"strconv"
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"strings"
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"time"
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|
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"github.com/gorilla/websocket"
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"github.com/thrasher-/gocryptotrader/common"
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"github.com/thrasher-/gocryptotrader/config"
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"github.com/thrasher-/gocryptotrader/exchanges"
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)
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const (
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BITFINEX_API_URL = "https://api.bitfinex.com/v1/"
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BITFINEX_API_VERSION = "1"
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BITFINEX_TICKER = "pubticker/"
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BITFINEX_STATS = "stats/"
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BITFINEX_LENDBOOK = "lendbook/"
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BITFINEX_ORDERBOOK = "book/"
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BITFINEX_TRADES = "trades/"
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BITFINEX_LENDS = "lends/"
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BITFINEX_SYMBOLS = "symbols/"
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BITFINEX_SYMBOLS_DETAILS = "symbols_details/"
|
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BITFINEX_ACCOUNT_INFO = "account_infos"
|
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BITFINEX_DEPOSIT = "deposit/new"
|
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BITFINEX_ORDER_NEW = "order/new"
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BITFINEX_ORDER_NEW_MULTI = "order/new/multi"
|
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BITFINEX_ORDER_CANCEL = "order/cancel"
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BITFINEX_ORDER_CANCEL_MULTI = "order/cancel/multi"
|
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BITFINEX_ORDER_CANCEL_ALL = "order/cancel/all"
|
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BITFINEX_ORDER_CANCEL_REPLACE = "order/cancel/replace"
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BITFINEX_ORDER_STATUS = "order/status"
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BITFINEX_ORDERS = "orders"
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BITFINEX_POSITIONS = "positions"
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BITFINEX_CLAIM_POSITION = "position/claim"
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BITFINEX_HISTORY = "history"
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BITFINEX_HISTORY_MOVEMENTS = "history/movements"
|
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BITFINEX_TRADE_HISTORY = "mytrades"
|
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BITFINEX_OFFER_NEW = "offer/new"
|
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BITFINEX_OFFER_CANCEL = "offer/cancel"
|
||||
BITFINEX_OFFER_STATUS = "offer/status"
|
||||
BITFINEX_OFFERS = "offers"
|
||||
BITFINEX_MARGIN_ACTIVE_FUNDS = "taken_funds"
|
||||
BITFINEX_MARGIN_TOTAL_FUNDS = "total_taken_funds"
|
||||
BITFINEX_MARGIN_CLOSE = "funding/close"
|
||||
BITFINEX_BALANCES = "balances"
|
||||
BITFINEX_MARGIN_INFO = "margin_infos"
|
||||
BITFINEX_TRANSFER = "transfer"
|
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BITFINEX_WITHDRAWAL = "withdrawal"
|
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)
|
||||
|
||||
type Bitfinex struct {
|
||||
exchange.ExchangeBase
|
||||
WebsocketConn *websocket.Conn
|
||||
WebsocketSubdChannels map[int]BitfinexWebsocketChanInfo
|
||||
}
|
||||
|
||||
func (b *Bitfinex) SetDefaults() {
|
||||
b.Name = "Bitfinex"
|
||||
b.Enabled = false
|
||||
b.Verbose = false
|
||||
b.Websocket = false
|
||||
b.RESTPollingDelay = 10
|
||||
b.WebsocketSubdChannels = make(map[int]BitfinexWebsocketChanInfo)
|
||||
}
|
||||
|
||||
func (b *Bitfinex) Setup(exch config.ExchangeConfig) {
|
||||
if !exch.Enabled {
|
||||
b.SetEnabled(false)
|
||||
} else {
|
||||
b.Enabled = true
|
||||
b.AuthenticatedAPISupport = exch.AuthenticatedAPISupport
|
||||
b.SetAPIKeys(exch.APIKey, exch.APISecret, "", false)
|
||||
b.RESTPollingDelay = exch.RESTPollingDelay
|
||||
b.Verbose = exch.Verbose
|
||||
b.Websocket = exch.Websocket
|
||||
b.BaseCurrencies = common.SplitStrings(exch.BaseCurrencies, ",")
|
||||
b.AvailablePairs = common.SplitStrings(exch.AvailablePairs, ",")
|
||||
b.EnabledPairs = common.SplitStrings(exch.EnabledPairs, ",")
|
||||
}
|
||||
}
|
||||
|
||||
func (b *Bitfinex) GetTicker(symbol string, values url.Values) (BitfinexTicker, error) {
|
||||
path := common.EncodeURLValues(BITFINEX_API_URL+BITFINEX_TICKER+symbol, values)
|
||||
response := BitfinexTicker{}
|
||||
err := common.SendHTTPGetRequest(path, true, &response)
|
||||
if err != nil {
|
||||
return response, err
|
||||
}
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) GetStats(symbol string) (BitfinexStats, error) {
|
||||
response := BitfinexStats{}
|
||||
err := common.SendHTTPGetRequest(BITFINEX_API_URL+BITFINEX_STATS+symbol, true, &response)
|
||||
if err != nil {
|
||||
return response, err
|
||||
}
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) GetLendbook(symbol string, values url.Values) (BitfinexLendbook, error) {
|
||||
path := common.EncodeURLValues(BITFINEX_API_URL+BITFINEX_LENDBOOK+symbol, values)
|
||||
response := BitfinexLendbook{}
|
||||
err := common.SendHTTPGetRequest(path, true, &response)
|
||||
if err != nil {
|
||||
return response, err
|
||||
}
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) GetOrderbook(symbol string, values url.Values) (BitfinexOrderbook, error) {
|
||||
path := common.EncodeURLValues(BITFINEX_API_URL+BITFINEX_ORDERBOOK+symbol, values)
|
||||
response := BitfinexOrderbook{}
|
||||
err := common.SendHTTPGetRequest(path, true, &response)
|
||||
if err != nil {
|
||||
return response, err
|
||||
}
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) GetTrades(symbol string, values url.Values) ([]BitfinexTradeStructure, error) {
|
||||
path := common.EncodeURLValues(BITFINEX_API_URL+BITFINEX_TRADES+symbol, values)
|
||||
response := []BitfinexTradeStructure{}
|
||||
err := common.SendHTTPGetRequest(path, true, &response)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) GetLends(symbol string, values url.Values) ([]BitfinexLends, error) {
|
||||
path := common.EncodeURLValues(BITFINEX_API_URL+BITFINEX_LENDS+symbol, values)
|
||||
response := []BitfinexLends{}
|
||||
err := common.SendHTTPGetRequest(path, true, &response)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) GetSymbols() ([]string, error) {
|
||||
products := []string{}
|
||||
err := common.SendHTTPGetRequest(BITFINEX_API_URL+BITFINEX_SYMBOLS, true, &products)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return products, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) GetSymbolsDetails() ([]BitfinexSymbolDetails, error) {
|
||||
response := []BitfinexSymbolDetails{}
|
||||
err := common.SendHTTPGetRequest(BITFINEX_API_URL+BITFINEX_SYMBOLS_DETAILS, true, &response)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) GetAccountInfo() ([]BitfinexAccountInfo, error) {
|
||||
response := []BitfinexAccountInfo{}
|
||||
err := b.SendAuthenticatedHTTPRequest("POST", BITFINEX_ACCOUNT_INFO, nil, &response)
|
||||
|
||||
if err != nil {
|
||||
log.Println(err)
|
||||
}
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) NewDeposit(method, walletName string, renew int) (BitfinexDepositResponse, error) {
|
||||
request := make(map[string]interface{})
|
||||
request["method"] = method
|
||||
request["wallet_name"] = walletName
|
||||
request["renew"] = renew
|
||||
response := BitfinexDepositResponse{}
|
||||
|
||||
err := b.SendAuthenticatedHTTPRequest("POST", BITFINEX_DEPOSIT, request, &response)
|
||||
|
||||
if err != nil {
|
||||
return response, err
|
||||
}
|
||||
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) NewOrder(Symbol string, Amount float64, Price float64, Buy bool, Type string, Hidden bool) (BitfinexOrder, error) {
|
||||
request := make(map[string]interface{})
|
||||
request["symbol"] = Symbol
|
||||
request["amount"] = strconv.FormatFloat(Amount, 'f', -1, 64)
|
||||
request["price"] = strconv.FormatFloat(Price, 'f', -1, 64)
|
||||
request["exchange"] = "bitfinex"
|
||||
|
||||
if Buy {
|
||||
request["side"] = "buy"
|
||||
} else {
|
||||
request["side"] = "sell"
|
||||
}
|
||||
|
||||
request["type"] = Type
|
||||
//request["is_hidden"] = Hidden
|
||||
|
||||
response := BitfinexOrder{}
|
||||
|
||||
err := b.SendAuthenticatedHTTPRequest("POST", BITFINEX_ORDER_NEW, request, &response)
|
||||
|
||||
if err != nil {
|
||||
return response, err
|
||||
}
|
||||
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) NewOrderMulti(orders []BitfinexPlaceOrder) (BitfinexOrderMultiResponse, error) {
|
||||
request := make(map[string]interface{})
|
||||
request["orders"] = orders
|
||||
|
||||
response := BitfinexOrderMultiResponse{}
|
||||
err := b.SendAuthenticatedHTTPRequest("POST", BITFINEX_ORDER_NEW_MULTI, request, &response)
|
||||
|
||||
if err != nil {
|
||||
return response, err
|
||||
}
|
||||
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) CancelOrder(OrderID int64) (BitfinexOrder, error) {
|
||||
request := make(map[string]interface{})
|
||||
request["order_id"] = OrderID
|
||||
response := BitfinexOrder{}
|
||||
|
||||
err := b.SendAuthenticatedHTTPRequest("POST", BITFINEX_ORDER_CANCEL, request, &response)
|
||||
|
||||
if err != nil {
|
||||
return response, err
|
||||
}
|
||||
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) CancelMultiplateOrders(OrderIDs []int64) (string, error) {
|
||||
request := make(map[string]interface{})
|
||||
request["order_ids"] = OrderIDs
|
||||
response := BitfinexGenericResponse{}
|
||||
|
||||
err := b.SendAuthenticatedHTTPRequest("POST", BITFINEX_ORDER_CANCEL_MULTI, request, nil)
|
||||
|
||||
if err != nil {
|
||||
return "", err
|
||||
}
|
||||
|
||||
return response.Result, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) CancelAllOrders() (string, error) {
|
||||
response := BitfinexGenericResponse{}
|
||||
err := b.SendAuthenticatedHTTPRequest("GET", BITFINEX_ORDER_CANCEL_ALL, nil, nil)
|
||||
|
||||
if err != nil {
|
||||
return "", err
|
||||
}
|
||||
|
||||
return response.Result, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) ReplaceOrder(OrderID int64, Symbol string, Amount float64, Price float64, Buy bool, Type string, Hidden bool) (BitfinexOrder, error) {
|
||||
request := make(map[string]interface{})
|
||||
request["order_id"] = OrderID
|
||||
request["symbol"] = Symbol
|
||||
request["amount"] = strconv.FormatFloat(Amount, 'f', -1, 64)
|
||||
request["price"] = strconv.FormatFloat(Price, 'f', -1, 64)
|
||||
request["exchange"] = "bitfinex"
|
||||
|
||||
if Buy {
|
||||
request["side"] = "buy"
|
||||
} else {
|
||||
request["side"] = "sell"
|
||||
}
|
||||
|
||||
request["type"] = Type
|
||||
//request["is_hidden"] = Hidden
|
||||
|
||||
response := BitfinexOrder{}
|
||||
|
||||
err := b.SendAuthenticatedHTTPRequest("POST", BITFINEX_ORDER_CANCEL_REPLACE, request, &response)
|
||||
|
||||
if err != nil {
|
||||
return response, err
|
||||
}
|
||||
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) GetOrderStatus(OrderID int64) (BitfinexOrder, error) {
|
||||
request := make(map[string]interface{})
|
||||
request["order_id"] = OrderID
|
||||
orderStatus := BitfinexOrder{}
|
||||
|
||||
err := b.SendAuthenticatedHTTPRequest("POST", BITFINEX_ORDER_STATUS, request, &orderStatus)
|
||||
|
||||
if err != nil {
|
||||
return orderStatus, err
|
||||
}
|
||||
|
||||
return orderStatus, err
|
||||
}
|
||||
|
||||
func (b *Bitfinex) GetActiveOrders() ([]BitfinexOrder, error) {
|
||||
response := []BitfinexOrder{}
|
||||
err := b.SendAuthenticatedHTTPRequest("POST", BITFINEX_ORDERS, nil, &response)
|
||||
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) GetActivePositions() ([]BitfinexPosition, error) {
|
||||
response := []BitfinexPosition{}
|
||||
err := b.SendAuthenticatedHTTPRequest("POST", BITFINEX_POSITIONS, nil, &response)
|
||||
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) ClaimPosition(PositionID int) (BitfinexPosition, error) {
|
||||
request := make(map[string]interface{})
|
||||
request["position_id"] = PositionID
|
||||
response := BitfinexPosition{}
|
||||
|
||||
err := b.SendAuthenticatedHTTPRequest("POST", BITFINEX_CLAIM_POSITION, nil, nil)
|
||||
|
||||
if err != nil {
|
||||
return BitfinexPosition{}, err
|
||||
}
|
||||
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) GetBalanceHistory(symbol string, timeSince time.Time, timeUntil time.Time, limit int, wallet string) ([]BitfinexBalanceHistory, error) {
|
||||
request := make(map[string]interface{})
|
||||
request["currency"] = symbol
|
||||
|
||||
if !timeSince.IsZero() {
|
||||
request["since"] = timeSince
|
||||
}
|
||||
|
||||
if !timeUntil.IsZero() {
|
||||
request["until"] = timeUntil
|
||||
}
|
||||
|
||||
if limit > 0 {
|
||||
request["limit"] = limit
|
||||
}
|
||||
|
||||
if len(wallet) > 0 {
|
||||
request["wallet"] = wallet
|
||||
}
|
||||
|
||||
response := []BitfinexBalanceHistory{}
|
||||
err := b.SendAuthenticatedHTTPRequest("POST", BITFINEX_HISTORY, request, &response)
|
||||
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) GetMovementHistory(symbol, method string, timeSince, timeUntil time.Time, limit int) ([]BitfinexMovementHistory, error) {
|
||||
request := make(map[string]interface{})
|
||||
request["currency"] = symbol
|
||||
|
||||
if len(method) > 0 {
|
||||
request["method"] = method
|
||||
}
|
||||
|
||||
if !timeSince.IsZero() {
|
||||
request["since"] = timeSince
|
||||
}
|
||||
|
||||
if !timeUntil.IsZero() {
|
||||
request["until"] = timeUntil
|
||||
}
|
||||
|
||||
if limit > 0 {
|
||||
request["limit"] = limit
|
||||
}
|
||||
|
||||
response := []BitfinexMovementHistory{}
|
||||
err := b.SendAuthenticatedHTTPRequest("POST", BITFINEX_HISTORY_MOVEMENTS, request, &response)
|
||||
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) GetTradeHistory(symbol string, timestamp, until time.Time, limit, reverse int) ([]BitfinexTradeHistory, error) {
|
||||
request := make(map[string]interface{})
|
||||
request["currency"] = symbol
|
||||
request["timestamp"] = timestamp
|
||||
|
||||
if !until.IsZero() {
|
||||
request["until"] = until
|
||||
}
|
||||
|
||||
if limit > 0 {
|
||||
request["limit"] = limit
|
||||
}
|
||||
|
||||
if reverse > 0 {
|
||||
request["reverse"] = reverse
|
||||
}
|
||||
|
||||
response := []BitfinexTradeHistory{}
|
||||
err := b.SendAuthenticatedHTTPRequest("POST", BITFINEX_TRADE_HISTORY, request, &response)
|
||||
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) NewOffer(symbol string, amount, rate float64, period int64, direction string) int64 {
|
||||
request := make(map[string]interface{})
|
||||
request["currency"] = symbol
|
||||
request["amount"] = amount
|
||||
request["rate"] = rate
|
||||
request["period"] = period
|
||||
request["direction"] = direction
|
||||
|
||||
type OfferResponse struct {
|
||||
Offer_Id int64
|
||||
}
|
||||
|
||||
response := OfferResponse{}
|
||||
err := b.SendAuthenticatedHTTPRequest("POST", BITFINEX_OFFER_NEW, request, &response)
|
||||
|
||||
if err != nil {
|
||||
log.Println(err)
|
||||
return 0
|
||||
}
|
||||
|
||||
return response.Offer_Id
|
||||
}
|
||||
|
||||
func (b *Bitfinex) CancelOffer(OfferID int64) (BitfinexOffer, error) {
|
||||
request := make(map[string]interface{})
|
||||
request["offer_id"] = OfferID
|
||||
response := BitfinexOffer{}
|
||||
|
||||
err := b.SendAuthenticatedHTTPRequest("POST", BITFINEX_OFFER_CANCEL, request, &response)
|
||||
|
||||
if err != nil {
|
||||
return response, err
|
||||
}
|
||||
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) GetOfferStatus(OfferID int64) (BitfinexOffer, error) {
|
||||
request := make(map[string]interface{})
|
||||
request["offer_id"] = OfferID
|
||||
response := BitfinexOffer{}
|
||||
|
||||
err := b.SendAuthenticatedHTTPRequest("POST", BITFINEX_ORDER_STATUS, request, &response)
|
||||
|
||||
if err != nil {
|
||||
return response, err
|
||||
}
|
||||
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) GetActiveOffers() ([]BitfinexOffer, error) {
|
||||
response := []BitfinexOffer{}
|
||||
err := b.SendAuthenticatedHTTPRequest("POST", BITFINEX_OFFERS, nil, &response)
|
||||
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) GetActiveMarginFunding() ([]BitfinexMarginFunds, error) {
|
||||
response := []BitfinexMarginFunds{}
|
||||
err := b.SendAuthenticatedHTTPRequest("POST", BITFINEX_MARGIN_ACTIVE_FUNDS, nil, &response)
|
||||
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) GetMarginTotalTakenFunds() ([]BitfinexMarginTotalTakenFunds, error) {
|
||||
response := []BitfinexMarginTotalTakenFunds{}
|
||||
err := b.SendAuthenticatedHTTPRequest("POST", BITFINEX_MARGIN_TOTAL_FUNDS, nil, &response)
|
||||
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) CloseMarginFunding(SwapID int64) (BitfinexOffer, error) {
|
||||
request := make(map[string]interface{})
|
||||
request["swap_id"] = SwapID
|
||||
response := BitfinexOffer{}
|
||||
|
||||
err := b.SendAuthenticatedHTTPRequest("POST", BITFINEX_MARGIN_CLOSE, request, &response)
|
||||
|
||||
if err != nil {
|
||||
return response, err
|
||||
}
|
||||
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) GetAccountBalance() ([]BitfinexBalance, error) {
|
||||
response := []BitfinexBalance{}
|
||||
err := b.SendAuthenticatedHTTPRequest("POST", BITFINEX_BALANCES, nil, &response)
|
||||
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) GetMarginInfo() ([]BitfinexMarginInfo, error) {
|
||||
response := []BitfinexMarginInfo{}
|
||||
err := b.SendAuthenticatedHTTPRequest("POST", BITFINEX_MARGIN_INFO, nil, &response)
|
||||
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) WalletTransfer(amount float64, currency, walletFrom, walletTo string) ([]BitfinexWalletTransfer, error) {
|
||||
request := make(map[string]interface{})
|
||||
request["amount"] = amount
|
||||
request["currency"] = currency
|
||||
request["walletfrom"] = walletFrom
|
||||
request["walletTo"] = walletTo
|
||||
|
||||
response := []BitfinexWalletTransfer{}
|
||||
err := b.SendAuthenticatedHTTPRequest("POST", BITFINEX_TRANSFER, request, &response)
|
||||
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) Withdrawal(withdrawType, wallet, address string, amount float64) ([]BitfinexWithdrawal, error) {
|
||||
request := make(map[string]interface{})
|
||||
request["withdrawal_type"] = withdrawType
|
||||
request["walletselected"] = wallet
|
||||
request["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
|
||||
request["address"] = address
|
||||
|
||||
response := []BitfinexWithdrawal{}
|
||||
err := b.SendAuthenticatedHTTPRequest("POST", BITFINEX_WITHDRAWAL, request, &response)
|
||||
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
return response, nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) SendAuthenticatedHTTPRequest(method, path string, params map[string]interface{}, result interface{}) (err error) {
|
||||
request := make(map[string]interface{})
|
||||
request["request"] = fmt.Sprintf("/v%s/%s", BITFINEX_API_VERSION, path)
|
||||
request["nonce"] = strconv.FormatInt(time.Now().UnixNano(), 10)
|
||||
|
||||
if params != nil {
|
||||
for key, value := range params {
|
||||
request[key] = value
|
||||
}
|
||||
}
|
||||
|
||||
PayloadJson, err := common.JSONEncode(request)
|
||||
|
||||
if err != nil {
|
||||
return errors.New("SendAuthenticatedHTTPRequest: Unable to JSON request")
|
||||
}
|
||||
|
||||
if b.Verbose {
|
||||
log.Printf("Request JSON: %s\n", PayloadJson)
|
||||
}
|
||||
|
||||
PayloadBase64 := common.Base64Encode(PayloadJson)
|
||||
hmac := common.GetHMAC(common.HASH_SHA512_384, []byte(PayloadBase64), []byte(b.APISecret))
|
||||
headers := make(map[string]string)
|
||||
headers["X-BFX-APIKEY"] = b.APIKey
|
||||
headers["X-BFX-PAYLOAD"] = PayloadBase64
|
||||
headers["X-BFX-SIGNATURE"] = common.HexEncodeToString(hmac)
|
||||
|
||||
resp, err := common.SendHTTPRequest(method, BITFINEX_API_URL+path, headers, strings.NewReader(""))
|
||||
|
||||
if b.Verbose {
|
||||
log.Printf("Recieved raw: \n%s\n", resp)
|
||||
}
|
||||
|
||||
err = common.JSONDecode([]byte(resp), &result)
|
||||
|
||||
if err != nil {
|
||||
return errors.New("Unable to JSON Unmarshal response.")
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
284
exchanges/bitfinex/bitfinexwebsocket.go
Normal file
284
exchanges/bitfinex/bitfinexwebsocket.go
Normal file
@@ -0,0 +1,284 @@
|
||||
package bitfinex
|
||||
|
||||
import (
|
||||
"log"
|
||||
"net/http"
|
||||
"reflect"
|
||||
"strconv"
|
||||
"time"
|
||||
|
||||
"github.com/gorilla/websocket"
|
||||
"github.com/thrasher-/gocryptotrader/common"
|
||||
)
|
||||
|
||||
const (
|
||||
BITFINEX_WEBSOCKET = "wss://api2.bitfinex.com:3000/ws"
|
||||
BITFINEX_WEBSOCKET_VERSION = "1.1"
|
||||
BITFINEX_WEBSOCKET_POSITION_SNAPSHOT = "ps"
|
||||
BITFINEX_WEBSOCKET_POSITION_NEW = "pn"
|
||||
BITFINEX_WEBSOCKET_POSITION_UPDATE = "pu"
|
||||
BITFINEX_WEBSOCKET_POSITION_CLOSE = "pc"
|
||||
BITFINEX_WEBSOCKET_WALLET_SNAPSHOT = "ws"
|
||||
BITFINEX_WEBSOCKET_WALLET_UPDATE = "wu"
|
||||
BITFINEX_WEBSOCKET_ORDER_SNAPSHOT = "os"
|
||||
BITFINEX_WEBSOCKET_ORDER_NEW = "on"
|
||||
BITFINEX_WEBSOCKET_ORDER_UPDATE = "ou"
|
||||
BITFINEX_WEBSOCKET_ORDER_CANCEL = "oc"
|
||||
BITFINEX_WEBSOCKET_TRADE_EXECUTED = "te"
|
||||
BITFINEX_WEBSOCKET_HEARTBEAT = "hb"
|
||||
)
|
||||
|
||||
func (b *Bitfinex) WebsocketPingHandler() error {
|
||||
request := make(map[string]string)
|
||||
request["event"] = "ping"
|
||||
return b.WebsocketSend(request)
|
||||
}
|
||||
|
||||
func (b *Bitfinex) WebsocketSend(data interface{}) error {
|
||||
json, err := common.JSONEncode(data)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
err = b.WebsocketConn.WriteMessage(websocket.TextMessage, json)
|
||||
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
return nil
|
||||
}
|
||||
|
||||
func (b *Bitfinex) WebsocketSubscribe(channel string, params map[string]string) {
|
||||
request := make(map[string]string)
|
||||
request["event"] = "subscribe"
|
||||
request["channel"] = channel
|
||||
|
||||
if len(params) > 0 {
|
||||
for k, v := range params {
|
||||
request[k] = v
|
||||
}
|
||||
}
|
||||
|
||||
b.WebsocketSend(request)
|
||||
}
|
||||
|
||||
func (b *Bitfinex) WebsocketSendAuth() error {
|
||||
request := make(map[string]interface{})
|
||||
payload := "AUTH" + strconv.FormatInt(time.Now().UnixNano(), 10)[:13]
|
||||
request["event"] = "auth"
|
||||
request["apiKey"] = b.APIKey
|
||||
request["authSig"] = common.HexEncodeToString(common.GetHMAC(common.HASH_SHA512_384, []byte(payload), []byte(b.APISecret)))
|
||||
request["authPayload"] = payload
|
||||
return b.WebsocketSend(request)
|
||||
}
|
||||
|
||||
func (b *Bitfinex) WebsocketSendUnauth() error {
|
||||
request := make(map[string]string)
|
||||
request["event"] = "unauth"
|
||||
return b.WebsocketSend(request)
|
||||
}
|
||||
|
||||
func (b *Bitfinex) WebsocketAddSubscriptionChannel(chanID int, channel, pair string) {
|
||||
chanInfo := BitfinexWebsocketChanInfo{Pair: pair, Channel: channel}
|
||||
b.WebsocketSubdChannels[chanID] = chanInfo
|
||||
|
||||
if b.Verbose {
|
||||
log.Printf("%s Subscribed to Channel: %s Pair: %s ChannelID: %d\n", b.GetName(), channel, pair, chanID)
|
||||
}
|
||||
}
|
||||
|
||||
func (b *Bitfinex) WebsocketClient() {
|
||||
channels := []string{"book", "trades", "ticker"}
|
||||
for b.Enabled && b.Websocket {
|
||||
var Dialer websocket.Dialer
|
||||
var err error
|
||||
b.WebsocketConn, _, err = Dialer.Dial(BITFINEX_WEBSOCKET, http.Header{})
|
||||
|
||||
if err != nil {
|
||||
log.Printf("%s Unable to connect to Websocket. Error: %s\n", b.GetName(), err)
|
||||
continue
|
||||
}
|
||||
|
||||
msgType, resp, err := b.WebsocketConn.ReadMessage()
|
||||
if msgType != websocket.TextMessage {
|
||||
continue
|
||||
}
|
||||
|
||||
type WebsocketHandshake struct {
|
||||
Event string `json:"event"`
|
||||
Code int64 `json:"code"`
|
||||
Version float64 `json:"version"`
|
||||
}
|
||||
|
||||
hs := WebsocketHandshake{}
|
||||
err = common.JSONDecode(resp, &hs)
|
||||
if err != nil {
|
||||
log.Println(err)
|
||||
continue
|
||||
}
|
||||
|
||||
if hs.Event == "info" {
|
||||
if b.Verbose {
|
||||
log.Printf("%s Connected to Websocket.\n", b.GetName())
|
||||
}
|
||||
}
|
||||
|
||||
for _, x := range channels {
|
||||
for _, y := range b.EnabledPairs {
|
||||
params := make(map[string]string)
|
||||
if x == "book" {
|
||||
params["prec"] = "P0"
|
||||
}
|
||||
params["pair"] = y
|
||||
b.WebsocketSubscribe(x, params)
|
||||
}
|
||||
}
|
||||
|
||||
if b.AuthenticatedAPISupport {
|
||||
err = b.WebsocketSendAuth()
|
||||
if err != nil {
|
||||
log.Println(err)
|
||||
}
|
||||
}
|
||||
|
||||
for b.Enabled && b.Websocket {
|
||||
msgType, resp, err := b.WebsocketConn.ReadMessage()
|
||||
if err != nil {
|
||||
log.Println(err)
|
||||
break
|
||||
}
|
||||
|
||||
switch msgType {
|
||||
case websocket.TextMessage:
|
||||
var result interface{}
|
||||
err := common.JSONDecode(resp, &result)
|
||||
if err != nil {
|
||||
log.Println(err)
|
||||
continue
|
||||
}
|
||||
|
||||
switch reflect.TypeOf(result).String() {
|
||||
case "map[string]interface {}":
|
||||
eventData := result.(map[string]interface{})
|
||||
event := eventData["event"]
|
||||
|
||||
switch event {
|
||||
case "subscribed":
|
||||
b.WebsocketAddSubscriptionChannel(int(eventData["chanId"].(float64)), eventData["channel"].(string), eventData["pair"].(string))
|
||||
case "auth":
|
||||
status := eventData["status"].(string)
|
||||
|
||||
if status == "OK" {
|
||||
b.WebsocketAddSubscriptionChannel(0, "account", "N/A")
|
||||
} else if status == "fail" {
|
||||
log.Printf("%s Websocket unable to AUTH. Error code: %s\n", b.GetName(), eventData["code"].(string))
|
||||
b.AuthenticatedAPISupport = false
|
||||
}
|
||||
}
|
||||
case "[]interface {}":
|
||||
chanData := result.([]interface{})
|
||||
chanID := int(chanData[0].(float64))
|
||||
chanInfo, ok := b.WebsocketSubdChannels[chanID]
|
||||
|
||||
if !ok {
|
||||
log.Printf("Unable to locate chanID: %d\n", chanID)
|
||||
} else {
|
||||
if len(chanData) == 2 {
|
||||
if reflect.TypeOf(chanData[1]).String() == "string" {
|
||||
if chanData[1].(string) == BITFINEX_WEBSOCKET_HEARTBEAT {
|
||||
continue
|
||||
}
|
||||
}
|
||||
}
|
||||
switch chanInfo.Channel {
|
||||
case "book":
|
||||
orderbook := []BitfinexWebsocketBook{}
|
||||
switch len(chanData) {
|
||||
case 2:
|
||||
data := chanData[1].([]interface{})
|
||||
for _, x := range data {
|
||||
y := x.([]interface{})
|
||||
orderbook = append(orderbook, BitfinexWebsocketBook{Price: y[0].(float64), Count: int(y[1].(float64)), Amount: y[2].(float64)})
|
||||
}
|
||||
case 4:
|
||||
orderbook = append(orderbook, BitfinexWebsocketBook{Price: chanData[1].(float64), Count: int(chanData[2].(float64)), Amount: chanData[3].(float64)})
|
||||
}
|
||||
case "ticker":
|
||||
ticker := BitfinexWebsocketTicker{Bid: chanData[1].(float64), BidSize: chanData[2].(float64), Ask: chanData[3].(float64), AskSize: chanData[4].(float64),
|
||||
DailyChange: chanData[5].(float64), DialyChangePerc: chanData[6].(float64), LastPrice: chanData[7].(float64), Volume: chanData[8].(float64)}
|
||||
|
||||
log.Printf("Bitfinex %s Websocket Last %f Volume %f\n", chanInfo.Pair, ticker.LastPrice, ticker.Volume)
|
||||
case "account":
|
||||
switch chanData[1].(string) {
|
||||
case BITFINEX_WEBSOCKET_POSITION_SNAPSHOT:
|
||||
positionSnapshot := []BitfinexWebsocketPosition{}
|
||||
data := chanData[2].([]interface{})
|
||||
for _, x := range data {
|
||||
y := x.([]interface{})
|
||||
positionSnapshot = append(positionSnapshot, BitfinexWebsocketPosition{Pair: y[0].(string), Status: y[1].(string), Amount: y[2].(float64), Price: y[3].(float64),
|
||||
MarginFunding: y[4].(float64), MarginFundingType: int(y[5].(float64))})
|
||||
}
|
||||
log.Println(positionSnapshot)
|
||||
case BITFINEX_WEBSOCKET_POSITION_NEW, BITFINEX_WEBSOCKET_POSITION_UPDATE, BITFINEX_WEBSOCKET_POSITION_CLOSE:
|
||||
data := chanData[2].([]interface{})
|
||||
position := BitfinexWebsocketPosition{Pair: data[0].(string), Status: data[1].(string), Amount: data[2].(float64), Price: data[3].(float64),
|
||||
MarginFunding: data[4].(float64), MarginFundingType: int(data[5].(float64))}
|
||||
log.Println(position)
|
||||
case BITFINEX_WEBSOCKET_WALLET_SNAPSHOT:
|
||||
data := chanData[2].([]interface{})
|
||||
walletSnapshot := []BitfinexWebsocketWallet{}
|
||||
for _, x := range data {
|
||||
y := x.([]interface{})
|
||||
walletSnapshot = append(walletSnapshot, BitfinexWebsocketWallet{Name: y[0].(string), Currency: y[1].(string), Balance: y[2].(float64), UnsettledInterest: y[3].(float64)})
|
||||
}
|
||||
log.Println(walletSnapshot)
|
||||
case BITFINEX_WEBSOCKET_WALLET_UPDATE:
|
||||
data := chanData[2].([]interface{})
|
||||
wallet := BitfinexWebsocketWallet{Name: data[0].(string), Currency: data[1].(string), Balance: data[2].(float64), UnsettledInterest: data[3].(float64)}
|
||||
log.Println(wallet)
|
||||
case BITFINEX_WEBSOCKET_ORDER_SNAPSHOT:
|
||||
orderSnapshot := []BitfinexWebsocketOrder{}
|
||||
data := chanData[2].([]interface{})
|
||||
for _, x := range data {
|
||||
y := x.([]interface{})
|
||||
orderSnapshot = append(orderSnapshot, BitfinexWebsocketOrder{OrderID: int64(y[0].(float64)), Pair: y[1].(string), Amount: y[2].(float64), OrigAmount: y[3].(float64),
|
||||
OrderType: y[4].(string), Status: y[5].(string), Price: y[6].(float64), PriceAvg: y[7].(float64), Timestamp: y[8].(string)})
|
||||
}
|
||||
log.Println(orderSnapshot)
|
||||
case BITFINEX_WEBSOCKET_ORDER_NEW, BITFINEX_WEBSOCKET_ORDER_UPDATE, BITFINEX_WEBSOCKET_ORDER_CANCEL:
|
||||
data := chanData[2].([]interface{})
|
||||
order := BitfinexWebsocketOrder{OrderID: int64(data[0].(float64)), Pair: data[1].(string), Amount: data[2].(float64), OrigAmount: data[3].(float64),
|
||||
OrderType: data[4].(string), Status: data[5].(string), Price: data[6].(float64), PriceAvg: data[7].(float64), Timestamp: data[8].(string), Notify: int(data[9].(float64))}
|
||||
log.Println(order)
|
||||
case BITFINEX_WEBSOCKET_TRADE_EXECUTED:
|
||||
data := chanData[2].([]interface{})
|
||||
trade := BitfinexWebsocketTradeExecuted{TradeID: int64(data[0].(float64)), Pair: data[1].(string), Timestamp: int64(data[2].(float64)), OrderID: int64(data[3].(float64)),
|
||||
AmountExecuted: data[4].(float64), PriceExecuted: data[5].(float64)}
|
||||
log.Println(trade)
|
||||
}
|
||||
case "trades":
|
||||
trades := []BitfinexWebsocketTrade{}
|
||||
switch len(chanData) {
|
||||
case 2:
|
||||
data := chanData[1].([]interface{})
|
||||
for _, x := range data {
|
||||
y := x.([]interface{})
|
||||
trades = append(trades, BitfinexWebsocketTrade{ID: int64(y[0].(float64)), Timestamp: int64(y[1].(float64)), Price: y[2].(float64), Amount: y[3].(float64)})
|
||||
}
|
||||
case 5:
|
||||
trade := BitfinexWebsocketTrade{ID: int64(chanData[1].(float64)), Timestamp: int64(chanData[2].(float64)), Price: chanData[3].(float64), Amount: chanData[4].(float64)}
|
||||
trades = append(trades, trade)
|
||||
|
||||
if b.Verbose {
|
||||
log.Printf("Bitfinex %s Websocket Trade ID %d Timestamp %d Price %f Amount %f\n", chanInfo.Pair, trade.ID, trade.Timestamp, trade.Price, trade.Amount)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
b.WebsocketConn.Close()
|
||||
log.Printf("%s Websocket client disconnected.\n", b.GetName())
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user