package bitmex import ( "context" "errors" "fmt" "math" "sort" "strconv" "strings" "sync" "time" "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/currency" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" "github.com/thrasher-corp/gocryptotrader/exchanges/account" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" "github.com/thrasher-corp/gocryptotrader/exchanges/deposit" "github.com/thrasher-corp/gocryptotrader/exchanges/kline" "github.com/thrasher-corp/gocryptotrader/exchanges/order" "github.com/thrasher-corp/gocryptotrader/exchanges/orderbook" "github.com/thrasher-corp/gocryptotrader/exchanges/protocol" "github.com/thrasher-corp/gocryptotrader/exchanges/request" "github.com/thrasher-corp/gocryptotrader/exchanges/stream" "github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer" "github.com/thrasher-corp/gocryptotrader/exchanges/ticker" "github.com/thrasher-corp/gocryptotrader/exchanges/trade" "github.com/thrasher-corp/gocryptotrader/log" "github.com/thrasher-corp/gocryptotrader/portfolio/withdraw" ) // GetDefaultConfig returns a default exchange config func (b *Bitmex) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) { b.SetDefaults() exchCfg := new(config.Exchange) exchCfg.Name = b.Name exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout exchCfg.BaseCurrencies = b.BaseCurrencies err := b.SetupDefaults(exchCfg) if err != nil { return nil, err } if b.Features.Supports.RESTCapabilities.AutoPairUpdates { err = b.UpdateTradablePairs(ctx, true) if err != nil { return nil, err } } return exchCfg, nil } // SetDefaults sets the basic defaults for Bitmex func (b *Bitmex) SetDefaults() { b.Name = "Bitmex" b.Enabled = true b.Verbose = true b.API.CredentialsValidator.RequiresKey = true b.API.CredentialsValidator.RequiresSecret = true configFmt := ¤cy.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter} standardRequestFmt := ¤cy.PairFormat{Uppercase: true} spotRequestFormat := ¤cy.PairFormat{Uppercase: true, Delimiter: currency.UnderscoreDelimiter} spot := currency.PairStore{RequestFormat: spotRequestFormat, ConfigFormat: configFmt} err := b.StoreAssetPairFormat(asset.Spot, spot) if err != nil { log.Errorln(log.ExchangeSys, err) } perp := currency.PairStore{RequestFormat: standardRequestFmt, ConfigFormat: configFmt} err = b.StoreAssetPairFormat(asset.PerpetualContract, perp) if err != nil { log.Errorln(log.ExchangeSys, err) } futures := currency.PairStore{RequestFormat: standardRequestFmt, ConfigFormat: configFmt} err = b.StoreAssetPairFormat(asset.Futures, futures) if err != nil { log.Errorln(log.ExchangeSys, err) } index := currency.PairStore{RequestFormat: standardRequestFmt, ConfigFormat: configFmt} err = b.StoreAssetPairFormat(asset.Index, index) if err != nil { log.Errorln(log.ExchangeSys, err) } err = b.DisableAssetWebsocketSupport(asset.Index) if err != nil { log.Errorln(log.ExchangeSys, err) } b.Features = exchange.Features{ Supports: exchange.FeaturesSupported{ REST: true, Websocket: true, RESTCapabilities: protocol.Features{ TickerBatching: true, TickerFetching: true, TradeFetching: true, OrderbookFetching: true, AutoPairUpdates: true, AccountInfo: true, GetOrder: true, GetOrders: true, CancelOrders: true, CancelOrder: true, SubmitOrder: true, SubmitOrders: true, ModifyOrder: true, DepositHistory: true, WithdrawalHistory: true, UserTradeHistory: true, CryptoDeposit: true, CryptoWithdrawal: true, TradeFee: true, CryptoWithdrawalFee: true, }, WebsocketCapabilities: protocol.Features{ TradeFetching: true, OrderbookFetching: true, Subscribe: true, Unsubscribe: true, AuthenticatedEndpoints: true, AccountInfo: true, DeadMansSwitch: true, GetOrders: true, GetOrder: true, }, WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission | exchange.WithdrawCryptoWithEmail | exchange.WithdrawCryptoWith2FA | exchange.NoFiatWithdrawals, }, Enabled: exchange.FeaturesEnabled{ AutoPairUpdates: true, }, } b.Requester, err = request.New(b.Name, common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout), request.WithLimiter(SetRateLimit())) if err != nil { log.Errorln(log.ExchangeSys, err) } b.API.Endpoints = b.NewEndpoints() err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{ exchange.RestSpot: bitmexAPIURL, exchange.WebsocketSpot: bitmexWSURL, }) if err != nil { log.Errorln(log.ExchangeSys, err) } b.Websocket = stream.New() b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit } // Setup takes in the supplied exchange configuration details and sets params func (b *Bitmex) Setup(exch *config.Exchange) error { err := exch.Validate() if err != nil { return err } if !exch.Enabled { b.SetEnabled(false) return nil } err = b.SetupDefaults(exch) if err != nil { return err } wsEndpoint, err := b.API.Endpoints.GetURL(exchange.WebsocketSpot) if err != nil { return err } err = b.Websocket.Setup(&stream.WebsocketSetup{ ExchangeConfig: exch, DefaultURL: bitmexWSURL, RunningURL: wsEndpoint, Connector: b.WsConnect, Subscriber: b.Subscribe, Unsubscriber: b.Unsubscribe, GenerateSubscriptions: b.GenerateDefaultSubscriptions, ConnectionMonitorDelay: exch.ConnectionMonitorDelay, Features: &b.Features.Supports.WebsocketCapabilities, OrderbookBufferConfig: buffer.Config{ UpdateEntriesByID: true, }, }) if err != nil { return err } return b.Websocket.SetupNewConnection(stream.ConnectionSetup{ ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout, ResponseMaxLimit: exch.WebsocketResponseMaxLimit, URL: bitmexWSURL, }) } // Start starts the Bitmex go routine func (b *Bitmex) Start(ctx context.Context, wg *sync.WaitGroup) error { if wg == nil { return fmt.Errorf("%T %w", wg, common.ErrNilPointer) } wg.Add(1) go func() { b.Run(ctx) wg.Done() }() return nil } // Run implements the Bitmex wrapper func (b *Bitmex) Run(ctx context.Context) { if b.Verbose { wsEndpoint, err := b.API.Endpoints.GetURL(exchange.WebsocketSpot) if err != nil { log.Error(log.ExchangeSys, err) } log.Debugf(log.ExchangeSys, "%s Websocket: %s. (url: %s).\n", b.Name, common.IsEnabled(b.Websocket.IsEnabled()), wsEndpoint) b.PrintEnabledPairs() } if !b.GetEnabledFeatures().AutoPairUpdates { return } err := b.UpdateTradablePairs(ctx, false) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", b.Name, err) } } // FetchTradablePairs returns a list of the exchanges tradable pairs func (b *Bitmex) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) { marketInfo, err := b.GetActiveAndIndexInstruments(ctx) if err != nil { return nil, err } pairs := make([]currency.Pair, 0, len(marketInfo)) for x := range marketInfo { if marketInfo[x].State != "Open" && a != asset.Index { continue } var pair currency.Pair switch a { case asset.Spot: if marketInfo[x].Typ == spotID { pair, err = currency.NewPairFromString(marketInfo[x].Symbol) if err != nil { return nil, err } pairs = append(pairs, pair) } case asset.PerpetualContract: if marketInfo[x].Typ == perpetualContractID { var settleTrail string if strings.Contains(marketInfo[x].Symbol, currency.UnderscoreDelimiter) { // Example: ETHUSD_ETH quoted in USD, paid out in ETH. settlement := strings.Split(marketInfo[x].Symbol, currency.UnderscoreDelimiter) if len(settlement) != 2 { log.Warnf(log.ExchangeSys, "%s currency %s %s cannot be added to tradable pairs", b.Name, marketInfo[x].Symbol, a) break } settleTrail = currency.UnderscoreDelimiter + settlement[1] } pair, err = currency.NewPairFromStrings(marketInfo[x].Underlying, marketInfo[x].QuoteCurrency+settleTrail) if err != nil { return nil, err } pairs = append(pairs, pair) } case asset.Futures: if marketInfo[x].Typ == futuresID { isolate := strings.Split(marketInfo[x].Symbol, currency.UnderscoreDelimiter) if len(isolate[0]) < 3 { log.Warnf(log.ExchangeSys, "%s currency %s %s be cannot added to tradable pairs", b.Name, marketInfo[x].Symbol, a) break } var settleTrail string if len(isolate) == 2 { // Example: ETHUSDU22_ETH quoted in USD, paid out in ETH. settleTrail = currency.UnderscoreDelimiter + isolate[1] } root := isolate[0][:len(isolate[0])-3] contract := isolate[0][len(isolate[0])-3:] pair, err = currency.NewPairFromStrings(root, contract+settleTrail) if err != nil { return nil, err } pairs = append(pairs, pair) } case asset.Index: // TODO: This can be expanded into individual assets later. if marketInfo[x].Typ == bitMEXBasketIndexID || marketInfo[x].Typ == bitMEXPriceIndexID || marketInfo[x].Typ == bitMEXLendingPremiumIndexID || marketInfo[x].Typ == bitMEXVolatilityIndexID { pair, err = currency.NewPairFromString(marketInfo[x].Symbol) if err != nil { return nil, err } pairs = append(pairs, pair) } default: return nil, errors.New("unhandled asset type") } } return pairs, nil } // UpdateTradablePairs updates the exchanges available pairs and stores // them in the exchanges config func (b *Bitmex) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error { assets := b.GetAssetTypes(false) for x := range assets { pairs, err := b.FetchTradablePairs(ctx, assets[x]) if err != nil { return err } err = b.UpdatePairs(pairs, assets[x], false, false) if err != nil { return err } } return nil } // UpdateTickers updates the ticker for all currency pairs of a given asset type func (b *Bitmex) UpdateTickers(ctx context.Context, a asset.Item) error { tick, err := b.GetActiveAndIndexInstruments(ctx) if err != nil { return err } pairs, err := b.GetEnabledPairs(a) if err != nil { return err } for j := range tick { var pair currency.Pair pair, err = currency.NewPairFromString(tick[j].Symbol) if err != nil { return err } if !pairs.Contains(pair, true) { continue } err = ticker.ProcessTicker(&ticker.Price{ Last: tick[j].LastPrice, High: tick[j].HighPrice, Low: tick[j].LowPrice, Bid: tick[j].BidPrice, Ask: tick[j].AskPrice, Volume: tick[j].Volume24h, Close: tick[j].PrevClosePrice, Pair: pair, LastUpdated: tick[j].Timestamp, ExchangeName: b.Name, AssetType: a}) if err != nil { return err } } return nil } // UpdateTicker updates and returns the ticker for a currency pair func (b *Bitmex) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) { if err := b.UpdateTickers(ctx, a); err != nil { return nil, err } fPair, err := b.FormatExchangeCurrency(p, a) if err != nil { return nil, err } return ticker.GetTicker(b.Name, fPair, a) } // FetchTicker returns the ticker for a currency pair func (b *Bitmex) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) { fPair, err := b.FormatExchangeCurrency(p, assetType) if err != nil { return nil, err } tickerNew, err := ticker.GetTicker(b.Name, fPair, assetType) if err != nil { return b.UpdateTicker(ctx, fPair, assetType) } return tickerNew, nil } // FetchOrderbook returns orderbook base on the currency pair func (b *Bitmex) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) { fPair, err := b.FormatExchangeCurrency(p, assetType) if err != nil { return nil, err } ob, err := orderbook.Get(b.Name, fPair, assetType) if err != nil { return b.UpdateOrderbook(ctx, fPair, assetType) } return ob, nil } // UpdateOrderbook updates and returns the orderbook for a currency pair func (b *Bitmex) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) { book := &orderbook.Base{ Exchange: b.Name, Pair: p, Asset: assetType, VerifyOrderbook: b.CanVerifyOrderbook, } if assetType == asset.Index { return book, common.ErrFunctionNotSupported } fpair, err := b.FormatExchangeCurrency(p, assetType) if err != nil { return book, err } orderbookNew, err := b.GetOrderbook(ctx, OrderBookGetL2Params{ Symbol: fpair.String(), Depth: 500}) if err != nil { return book, err } book.Asks = make(orderbook.Items, 0, len(orderbookNew)) book.Bids = make(orderbook.Items, 0, len(orderbookNew)) for i := range orderbookNew { switch { case strings.EqualFold(orderbookNew[i].Side, order.Sell.String()): book.Asks = append(book.Asks, orderbook.Item{ Amount: float64(orderbookNew[i].Size), Price: orderbookNew[i].Price, }) case strings.EqualFold(orderbookNew[i].Side, order.Buy.String()): book.Bids = append(book.Bids, orderbook.Item{ Amount: float64(orderbookNew[i].Size), Price: orderbookNew[i].Price, }) default: return book, fmt.Errorf("could not process orderbook, order side [%s] could not be matched", orderbookNew[i].Side) } } book.Asks.Reverse() // Reverse order of asks to ascending err = book.Process() if err != nil { return book, err } return orderbook.Get(b.Name, p, assetType) } // UpdateAccountInfo retrieves balances for all enabled currencies for the // Bitmex exchange func (b *Bitmex) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) { var info account.Holdings userMargins, err := b.GetAllUserMargin(ctx) if err != nil { return info, err } accountBalances := make(map[string][]account.Balance) // Need to update to add Margin/Liquidity availability for i := range userMargins { accountID := strconv.FormatInt(userMargins[i].Account, 10) var wallet WalletInfo wallet, err = b.GetWalletInfo(ctx, userMargins[i].Currency) if err != nil { continue } accountBalances[accountID] = append( accountBalances[accountID], account.Balance{ Currency: currency.NewCode(wallet.Currency), Total: wallet.Amount, }, ) } if info.Accounts, err = account.CollectBalances(accountBalances, assetType); err != nil { return account.Holdings{}, err } info.Exchange = b.Name creds, err := b.GetCredentials(ctx) if err != nil { return account.Holdings{}, err } if err := account.Process(&info, creds); err != nil { return account.Holdings{}, err } return info, nil } // FetchAccountInfo retrieves balances for all enabled currencies func (b *Bitmex) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) { creds, err := b.GetCredentials(ctx) if err != nil { return account.Holdings{}, err } acc, err := account.GetHoldings(b.Name, creds, assetType) if err != nil { return b.UpdateAccountInfo(ctx, assetType) } return acc, nil } // GetFundingHistory returns funding history, deposits and // withdrawals func (b *Bitmex) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) { return nil, common.ErrNotYetImplemented } // GetWithdrawalsHistory returns previous withdrawals data func (b *Bitmex) GetWithdrawalsHistory(ctx context.Context, c currency.Code, a asset.Item) (resp []exchange.WithdrawalHistory, err error) { return nil, common.ErrNotYetImplemented } // GetRecentTrades returns the most recent trades for a currency and asset func (b *Bitmex) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) { return b.GetHistoricTrades(ctx, p, assetType, time.Now().Add(-time.Minute*15), time.Now()) } // GetHistoricTrades returns historic trade data within the timeframe provided func (b *Bitmex) GetHistoricTrades(ctx context.Context, p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) { if assetType == asset.Index { return nil, fmt.Errorf("asset type '%v' not supported", assetType) } if err := common.StartEndTimeCheck(timestampStart, timestampEnd); err != nil { return nil, fmt.Errorf("invalid time range supplied. Start: %v End %v %w", timestampStart, timestampEnd, err) } var err error p, err = b.FormatExchangeCurrency(p, assetType) if err != nil { return nil, err } limit := 1000 req := &GenericRequestParams{ Symbol: p.String(), Count: int32(limit), EndTime: timestampEnd.UTC().Format("2006-01-02T15:04:05.000Z"), } ts := timestampStart var resp []trade.Data allTrades: for { req.StartTime = ts.UTC().Format("2006-01-02T15:04:05.000Z") var tradeData []Trade tradeData, err = b.GetTrade(ctx, req) if err != nil { return nil, err } for i := range tradeData { if tradeData[i].Timestamp.Before(timestampStart) || tradeData[i].Timestamp.After(timestampEnd) { break allTrades } var side order.Side side, err = order.StringToOrderSide(tradeData[i].Side) if err != nil { return nil, err } if tradeData[i].Price == 0 { // Please note that indices (symbols starting with .) post trades at intervals to the trade feed. // These have a size of 0 and are used only to indicate a changing price. continue } resp = append(resp, trade.Data{ Exchange: b.Name, CurrencyPair: p, AssetType: assetType, Side: side, Price: tradeData[i].Price, Amount: float64(tradeData[i].Size), Timestamp: tradeData[i].Timestamp, TID: tradeData[i].TrdMatchID, }) if i == len(tradeData)-1 { if ts.Equal(tradeData[i].Timestamp) { // reached end of trades to crawl break allTrades } ts = tradeData[i].Timestamp } } if len(tradeData) != limit { break allTrades } } err = b.AddTradesToBuffer(resp...) if err != nil { return nil, err } sort.Sort(trade.ByDate(resp)) return trade.FilterTradesByTime(resp, timestampStart, timestampEnd), nil } // SubmitOrder submits a new order func (b *Bitmex) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) { if err := s.Validate(); err != nil { return nil, err } if math.Mod(s.Amount, 1) != 0 { return nil, errors.New("order contract amount can not have decimals") } fPair, err := b.FormatExchangeCurrency(s.Pair, s.AssetType) if err != nil { return nil, err } var orderNewParams = OrderNewParams{ OrderType: s.Type.Title(), Symbol: fPair.String(), OrderQuantity: s.Amount, Side: s.Side.Title(), } if s.Type == order.Limit { orderNewParams.Price = s.Price } response, err := b.CreateOrder(ctx, &orderNewParams) if err != nil { return nil, err } return s.DeriveSubmitResponse(response.OrderID) } // ModifyOrder will allow of changing orderbook placement and limit to // market conversion func (b *Bitmex) ModifyOrder(ctx context.Context, action *order.Modify) (*order.ModifyResponse, error) { if err := action.Validate(); err != nil { return nil, err } if math.Mod(action.Amount, 1) != 0 { return nil, errors.New("contract amount can not have decimals") } o, err := b.AmendOrder(ctx, &OrderAmendParams{ OrderID: action.OrderID, OrderQty: int32(action.Amount), Price: action.Price}) if err != nil { return nil, err } resp, err := action.DeriveModifyResponse() if err != nil { return nil, err } resp.OrderID = o.OrderID resp.RemainingAmount = o.OrderQty resp.LastUpdated = o.TransactTime return resp, nil } // CancelOrder cancels an order by its corresponding ID number func (b *Bitmex) CancelOrder(ctx context.Context, o *order.Cancel) error { if err := o.Validate(o.StandardCancel()); err != nil { return err } _, err := b.CancelOrders(ctx, &OrderCancelParams{ OrderID: o.OrderID, }) return err } // CancelBatchOrders cancels an orders by their corresponding ID numbers func (b *Bitmex) CancelBatchOrders(ctx context.Context, o []order.Cancel) (order.CancelBatchResponse, error) { return order.CancelBatchResponse{}, common.ErrNotYetImplemented } // CancelAllOrders cancels all orders associated with a currency pair func (b *Bitmex) CancelAllOrders(ctx context.Context, _ *order.Cancel) (order.CancelAllResponse, error) { cancelAllOrdersResponse := order.CancelAllResponse{ Status: make(map[string]string), } var emptyParams OrderCancelAllParams orders, err := b.CancelAllExistingOrders(ctx, emptyParams) if err != nil { return cancelAllOrdersResponse, err } for i := range orders { if orders[i].OrdRejReason != "" { cancelAllOrdersResponse.Status[orders[i].OrderID] = orders[i].OrdRejReason } } return cancelAllOrdersResponse, nil } // GetOrderInfo returns order information based on order ID func (b *Bitmex) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) { var orderDetail order.Detail return orderDetail, common.ErrNotYetImplemented } // GetDepositAddress returns a deposit address for a specified currency func (b *Bitmex) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, _ string) (*deposit.Address, error) { resp, err := b.GetCryptoDepositAddress(ctx, cryptocurrency.String()) if err != nil { return nil, err } return &deposit.Address{ Address: resp, }, nil } // WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is // submitted func (b *Bitmex) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) { if err := withdrawRequest.Validate(); err != nil { return nil, err } var r = UserRequestWithdrawalParams{ Address: withdrawRequest.Crypto.Address, Amount: withdrawRequest.Amount, Currency: withdrawRequest.Currency.String(), OtpToken: withdrawRequest.OneTimePassword, } if withdrawRequest.Crypto.FeeAmount > 0 { r.Fee = withdrawRequest.Crypto.FeeAmount } resp, err := b.UserRequestWithdrawal(ctx, r) if err != nil { return nil, err } return &withdraw.ExchangeResponse{ Status: resp.Text, ID: resp.Tx, }, nil } // WithdrawFiatFunds returns a withdrawal ID when a withdrawal is // submitted func (b *Bitmex) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) { return nil, common.ErrFunctionNotSupported } // WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is // submitted func (b *Bitmex) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) { return nil, common.ErrFunctionNotSupported } // GetFeeByType returns an estimate of fee based on type of transaction func (b *Bitmex) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) { if feeBuilder == nil { return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer) } if !b.AreCredentialsValid(ctx) && // Todo check connection status feeBuilder.FeeType == exchange.CryptocurrencyTradeFee { feeBuilder.FeeType = exchange.OfflineTradeFee } return b.GetFee(feeBuilder) } // GetActiveOrders retrieves any orders that are active/open // This function is not concurrency safe due to orderSide/orderType maps func (b *Bitmex) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) { err := req.Validate() if err != nil { return nil, err } params := OrdersRequest{ Filter: "{\"open\":true}", } resp, err := b.GetOrders(ctx, ¶ms) if err != nil { return nil, err } format, err := b.GetPairFormat(asset.PerpetualContract, false) if err != nil { return nil, err } orders := make([]order.Detail, len(resp)) for i := range resp { var orderStatus order.Status orderStatus, err = order.StringToOrderStatus(resp[i].OrdStatus) if err != nil { log.Errorf(log.ExchangeSys, "%s %v", b.Name, err) } var oType order.Type oType, err = b.getOrderType(resp[i].OrdType) if err != nil { log.Errorf(log.ExchangeSys, "%s %v", b.Name, err) } orderDetail := order.Detail{ Date: resp[i].Timestamp, Price: resp[i].Price, Amount: resp[i].OrderQty, ExecutedAmount: resp[i].CumQty, RemainingAmount: resp[i].LeavesQty, Exchange: b.Name, OrderID: resp[i].OrderID, Side: orderSideMap[resp[i].Side], Status: orderStatus, Type: oType, Pair: currency.NewPairWithDelimiter(resp[i].Symbol, resp[i].SettlCurrency, format.Delimiter), } orders[i] = orderDetail } return req.Filter(b.Name, orders), nil } // GetOrderHistory retrieves account order information // Can Limit response to specific order status // This function is not concurrency safe due to orderSide/orderType maps func (b *Bitmex) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) { err := req.Validate() if err != nil { return nil, err } params := OrdersRequest{} resp, err := b.GetOrders(ctx, ¶ms) if err != nil { return nil, err } format, err := b.GetPairFormat(asset.PerpetualContract, false) if err != nil { return nil, err } orders := make([]order.Detail, len(resp)) for i := range resp { orderSide := orderSideMap[resp[i].Side] var orderStatus order.Status orderStatus, err = order.StringToOrderStatus(resp[i].OrdStatus) if err != nil { log.Errorf(log.ExchangeSys, "%s %v", b.Name, err) } pair := currency.NewPairWithDelimiter(resp[i].Symbol, resp[i].SettlCurrency, format.Delimiter) var oType order.Type oType, err = b.getOrderType(resp[i].OrdType) if err != nil { log.Errorf(log.ExchangeSys, "%s %v", b.Name, err) } orderDetail := order.Detail{ Price: resp[i].Price, AverageExecutedPrice: resp[i].AvgPx, Amount: resp[i].OrderQty, ExecutedAmount: resp[i].CumQty, RemainingAmount: resp[i].LeavesQty, Date: resp[i].TransactTime, CloseTime: resp[i].Timestamp, Exchange: b.Name, OrderID: resp[i].OrderID, Side: orderSide, Status: orderStatus, Type: oType, Pair: pair, } orderDetail.InferCostsAndTimes() orders[i] = orderDetail } return req.Filter(b.Name, orders), nil } // AuthenticateWebsocket sends an authentication message to the websocket func (b *Bitmex) AuthenticateWebsocket(ctx context.Context) error { return b.websocketSendAuth(ctx) } // ValidateCredentials validates current credentials used for wrapper // functionality func (b *Bitmex) ValidateCredentials(ctx context.Context, assetType asset.Item) error { _, err := b.UpdateAccountInfo(ctx, assetType) return b.CheckTransientError(err) } // GetHistoricCandles returns candles between a time period for a set time interval func (b *Bitmex) GetHistoricCandles(_ context.Context, _ currency.Pair, _ asset.Item, _ kline.Interval, _, _ time.Time) (*kline.Item, error) { return nil, common.ErrFunctionNotSupported } // GetHistoricCandlesExtended returns candles between a time period for a set time interval func (b *Bitmex) GetHistoricCandlesExtended(_ context.Context, _ currency.Pair, _ asset.Item, _ kline.Interval, _, _ time.Time) (*kline.Item, error) { return nil, common.ErrFunctionNotSupported } // getOrderType derives an order type from bitmex int representation func (b *Bitmex) getOrderType(id int64) (order.Type, error) { o, ok := orderTypeMap[id] if !ok { return order.UnknownType, fmt.Errorf("unhandled order type for '%d': %w", id, order.ErrTypeIsInvalid) } return o, nil }