package bitmex import ( "errors" "math" "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/asset" "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/ticker" "github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler" "github.com/thrasher-corp/gocryptotrader/exchanges/withdraw" log "github.com/thrasher-corp/gocryptotrader/logger" ) // GetDefaultConfig returns a default exchange config func (b *Bitmex) GetDefaultConfig() (*config.ExchangeConfig, error) { b.SetDefaults() exchCfg := new(config.ExchangeConfig) 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(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 b.CurrencyPairs = currency.PairsManager{ AssetTypes: asset.Items{ asset.PerpetualContract, asset.Futures, asset.DownsideProfitContract, asset.UpsideProfitContract, }, } // Same format used for perpetual contracts and futures fmt1 := currency.PairStore{ RequestFormat: ¤cy.PairFormat{ Uppercase: true, }, ConfigFormat: ¤cy.PairFormat{ Uppercase: true, }, } b.CurrencyPairs.Store(asset.PerpetualContract, fmt1) b.CurrencyPairs.Store(asset.Futures, fmt1) // Upside and Downside profit contracts use the same format fmt2 := currency.PairStore{ RequestFormat: ¤cy.PairFormat{ Delimiter: "_", Uppercase: true, }, ConfigFormat: ¤cy.PairFormat{ Delimiter: "_", Uppercase: true, }, } b.CurrencyPairs.Store(asset.DownsideProfitContract, fmt2) b.CurrencyPairs.Store(asset.UpsideProfitContract, fmt2) 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, }, WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission | exchange.WithdrawCryptoWithEmail | exchange.WithdrawCryptoWith2FA | exchange.NoFiatWithdrawals, }, Enabled: exchange.FeaturesEnabled{ AutoPairUpdates: true, }, } b.Requester = request.New(b.Name, request.NewRateLimit(time.Second, bitmexAuthRate), request.NewRateLimit(time.Second, bitmexUnauthRate), common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout)) b.API.Endpoints.URLDefault = bitmexAPIURL b.API.Endpoints.URL = b.API.Endpoints.URLDefault b.API.Endpoints.WebsocketURL = bitmexWSURL b.Websocket = wshandler.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.ExchangeConfig) error { if !exch.Enabled { b.SetEnabled(false) return nil } err := b.SetupDefaults(exch) if err != nil { return err } err = b.Websocket.Setup( &wshandler.WebsocketSetup{ Enabled: exch.Features.Enabled.Websocket, Verbose: exch.Verbose, AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport, WebsocketTimeout: exch.WebsocketTrafficTimeout, DefaultURL: bitmexWSURL, ExchangeName: exch.Name, RunningURL: exch.API.Endpoints.WebsocketURL, Connector: b.WsConnect, Subscriber: b.Subscribe, UnSubscriber: b.Unsubscribe, Features: &b.Features.Supports.WebsocketCapabilities, }) if err != nil { return err } b.WebsocketConn = &wshandler.WebsocketConnection{ ExchangeName: b.Name, URL: b.Websocket.GetWebsocketURL(), ProxyURL: b.Websocket.GetProxyAddress(), Verbose: b.Verbose, ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout, ResponseMaxLimit: exch.WebsocketResponseMaxLimit, } b.Websocket.Orderbook.Setup( exch.WebsocketOrderbookBufferLimit, false, false, false, true, exch.Name) return nil } // Start starts the Bitmex go routine func (b *Bitmex) Start(wg *sync.WaitGroup) { wg.Add(1) go func() { b.Run() wg.Done() }() } // Run implements the Bitmex wrapper func (b *Bitmex) Run() { if b.Verbose { log.Debugf(log.ExchangeSys, "%s Websocket: %s. (url: %s).\n", b.Name, common.IsEnabled(b.Websocket.IsEnabled()), b.API.Endpoints.WebsocketURL) b.PrintEnabledPairs() } if !b.GetEnabledFeatures().AutoPairUpdates { return } err := b.UpdateTradablePairs(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(asset asset.Item) ([]string, error) { marketInfo, err := b.GetActiveInstruments(&GenericRequestParams{}) if err != nil { return nil, err } var products []string for x := range marketInfo { products = append(products, marketInfo[x].Symbol.String()) } return products, nil } // UpdateTradablePairs updates the exchanges available pairs and stores // them in the exchanges config func (b *Bitmex) UpdateTradablePairs(forceUpdate bool) error { pairs, err := b.FetchTradablePairs(asset.Spot) if err != nil { return err } var assetPairs []string for x := range b.CurrencyPairs.AssetTypes { switch b.CurrencyPairs.AssetTypes[x] { case asset.PerpetualContract: for y := range pairs { if strings.Contains(pairs[y], "USD") { assetPairs = append(assetPairs, pairs[y]) } } case asset.Futures: for y := range pairs { if strings.Contains(pairs[y], "19") { assetPairs = append(assetPairs, pairs[y]) } } case asset.DownsideProfitContract: for y := range pairs { if strings.Contains(pairs[y], "_D") { assetPairs = append(assetPairs, pairs[y]) } } case asset.UpsideProfitContract: for y := range pairs { if strings.Contains(pairs[y], "_U") { assetPairs = append(assetPairs, pairs[y]) } } } err = b.UpdatePairs(currency.NewPairsFromStrings(assetPairs), b.CurrencyPairs.AssetTypes[x], false, false) if err != nil { log.Warnf(log.ExchangeSys, "%s failed to update available pairs. Err: %v", b.Name, err) } assetPairs = nil } return nil } // UpdateTicker updates and returns the ticker for a currency pair func (b *Bitmex) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) { tickerPrice := new(ticker.Price) tick, err := b.GetActiveInstruments(&GenericRequestParams{}) if err != nil { return tickerPrice, err } pairs := b.GetEnabledPairs(assetType) for i := range pairs { for j := range tick { if !pairs[i].Equal(tick[j].Symbol) { continue } tickerPrice = &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: tick[j].Symbol, LastUpdated: tick[j].Timestamp, } err = ticker.ProcessTicker(b.Name, tickerPrice, assetType) if err != nil { log.Error(log.Ticker, err) } } } return ticker.GetTicker(b.Name, p, assetType) } // FetchTicker returns the ticker for a currency pair func (b *Bitmex) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) { tickerNew, err := ticker.GetTicker(b.Name, p, assetType) if err != nil { return b.UpdateTicker(p, assetType) } return tickerNew, nil } // FetchOrderbook returns orderbook base on the currency pair func (b *Bitmex) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) { ob, err := orderbook.Get(b.Name, p, assetType) if err != nil { return b.UpdateOrderbook(p, assetType) } return ob, nil } // UpdateOrderbook updates and returns the orderbook for a currency pair func (b *Bitmex) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) { orderBook := new(orderbook.Base) orderbookNew, err := b.GetOrderbook(OrderBookGetL2Params{ Symbol: b.FormatExchangeCurrency(p, assetType).String(), Depth: 500}) if err != nil { return orderBook, err } for _, ob := range orderbookNew { if strings.EqualFold(ob.Side, order.Sell.String()) { orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: float64(ob.Size), Price: ob.Price}) continue } if strings.EqualFold(ob.Side, order.Buy.String()) { orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: float64(ob.Size), Price: ob.Price}) continue } } orderBook.Pair = p orderBook.ExchangeName = b.Name orderBook.AssetType = assetType err = orderBook.Process() if err != nil { return orderBook, err } return orderbook.Get(b.Name, p, assetType) } // GetAccountInfo retrieves balances for all enabled currencies for the // Bitmex exchange func (b *Bitmex) GetAccountInfo() (exchange.AccountInfo, error) { var info exchange.AccountInfo bal, err := b.GetAllUserMargin() if err != nil { return info, err } // Need to update to add Margin/Liquidity availibilty var balances []exchange.AccountCurrencyInfo for i := range bal { balances = append(balances, exchange.AccountCurrencyInfo{ CurrencyName: currency.NewCode(bal[i].Currency), TotalValue: float64(bal[i].WalletBalance), }) } info.Exchange = b.Name info.Accounts = append(info.Accounts, exchange.Account{ Currencies: balances, }) return info, nil } // GetFundingHistory returns funding history, deposits and // withdrawals func (b *Bitmex) GetFundingHistory() ([]exchange.FundHistory, error) { return nil, common.ErrNotYetImplemented } // GetExchangeHistory returns historic trade data since exchange opening. func (b *Bitmex) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) { return nil, common.ErrNotYetImplemented } // SubmitOrder submits a new order func (b *Bitmex) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) { var submitOrderResponse order.SubmitResponse if err := s.Validate(); err != nil { return submitOrderResponse, err } if math.Mod(s.Amount, 1) != 0 { return submitOrderResponse, errors.New("order contract amount can not have decimals") } var orderNewParams = OrderNewParams{ OrdType: s.OrderSide.String(), Symbol: s.Pair.String(), OrderQty: s.Amount, Side: s.OrderSide.String(), } if s.OrderType == order.Limit { orderNewParams.Price = s.Price } response, err := b.CreateOrder(&orderNewParams) if err != nil { return submitOrderResponse, err } if response.OrderID != "" { submitOrderResponse.OrderID = response.OrderID } if s.OrderType == order.Market { submitOrderResponse.FullyMatched = true } submitOrderResponse.IsOrderPlaced = true return submitOrderResponse, nil } // ModifyOrder will allow of changing orderbook placement and limit to // market conversion func (b *Bitmex) ModifyOrder(action *order.Modify) (string, error) { var params OrderAmendParams if math.Mod(action.Amount, 1) != 0 { return "", errors.New("contract amount can not have decimals") } params.OrderID = action.OrderID params.OrderQty = int32(action.Amount) params.Price = action.Price order, err := b.AmendOrder(¶ms) if err != nil { return "", err } return order.OrderID, nil } // CancelOrder cancels an order by its corresponding ID number func (b *Bitmex) CancelOrder(order *order.Cancel) error { var params = OrderCancelParams{ OrderID: order.OrderID, } _, err := b.CancelOrders(¶ms) return err } // CancelAllOrders cancels all orders associated with a currency pair func (b *Bitmex) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) { cancelAllOrdersResponse := order.CancelAllResponse{ Status: make(map[string]string), } var emptyParams OrderCancelAllParams orders, err := b.CancelAllExistingOrders(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 information on a current open order func (b *Bitmex) GetOrderInfo(orderID string) (order.Detail, error) { var orderDetail order.Detail return orderDetail, common.ErrNotYetImplemented } // GetDepositAddress returns a deposit address for a specified currency func (b *Bitmex) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) { return b.GetCryptoDepositAddress(cryptocurrency.String()) } // WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is // submitted func (b *Bitmex) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.CryptoRequest) (string, error) { var request = UserRequestWithdrawalParams{ Address: withdrawRequest.Address, Amount: withdrawRequest.Amount, Currency: withdrawRequest.Currency.String(), OtpToken: withdrawRequest.OneTimePassword, } if withdrawRequest.FeeAmount > 0 { request.Fee = withdrawRequest.FeeAmount } resp, err := b.UserRequestWithdrawal(request) if err != nil { return "", err } return resp.TransactID, nil } // WithdrawFiatFunds returns a withdrawal ID when a withdrawal is // submitted func (b *Bitmex) WithdrawFiatFunds(withdrawRequest *withdraw.FiatRequest) (string, error) { return "", common.ErrFunctionNotSupported } // WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is // submitted func (b *Bitmex) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.FiatRequest) (string, error) { return "", common.ErrFunctionNotSupported } // GetWebsocket returns a pointer to the exchange websocket func (b *Bitmex) GetWebsocket() (*wshandler.Websocket, error) { return b.Websocket, nil } // GetFeeByType returns an estimate of fee based on type of transaction func (b *Bitmex) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) { if !b.AllowAuthenticatedRequest() && // 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(req *order.GetOrdersRequest) ([]order.Detail, error) { var orders []order.Detail params := OrdersRequest{} params.Filter = "{\"open\":true}" resp, err := b.GetOrders(¶ms) if err != nil { return nil, err } for i := range resp { orderSide := orderSideMap[resp[i].Side] orderType := orderTypeMap[resp[i].OrdType] if orderType == "" { orderType = order.Unknown } orderDetail := order.Detail{ Price: resp[i].Price, Amount: float64(resp[i].OrderQty), Exchange: b.Name, ID: resp[i].OrderID, OrderSide: orderSide, OrderType: orderType, Status: order.Status(resp[i].OrdStatus), CurrencyPair: currency.NewPairWithDelimiter(resp[i].Symbol, resp[i].SettlCurrency, b.GetPairFormat(asset.PerpetualContract, false).Delimiter), } orders = append(orders, orderDetail) } order.FilterOrdersBySide(&orders, req.OrderSide) order.FilterOrdersByType(&orders, req.OrderType) order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks) order.FilterOrdersByCurrencies(&orders, req.Currencies) return 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(req *order.GetOrdersRequest) ([]order.Detail, error) { var orders []order.Detail params := OrdersRequest{} resp, err := b.GetOrders(¶ms) if err != nil { return nil, err } for i := range resp { orderSide := orderSideMap[resp[i].Side] orderType := orderTypeMap[resp[i].OrdType] if orderType == "" { orderType = order.Unknown } orderDetail := order.Detail{ Price: resp[i].Price, Amount: float64(resp[i].OrderQty), Exchange: b.Name, ID: resp[i].OrderID, OrderSide: orderSide, OrderType: orderType, Status: order.Status(resp[i].OrdStatus), CurrencyPair: currency.NewPairWithDelimiter(resp[i].Symbol, resp[i].SettlCurrency, b.GetPairFormat(asset.PerpetualContract, false).Delimiter), } orders = append(orders, orderDetail) } order.FilterOrdersBySide(&orders, req.OrderSide) order.FilterOrdersByType(&orders, req.OrderType) order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks) order.FilterOrdersByCurrencies(&orders, req.Currencies) return orders, nil } // SubscribeToWebsocketChannels appends to ChannelsToSubscribe // which lets websocket.manageSubscriptions handle subscribing func (b *Bitmex) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error { b.Websocket.SubscribeToChannels(channels) return nil } // UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe // which lets websocket.manageSubscriptions handle unsubscribing func (b *Bitmex) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error { b.Websocket.RemoveSubscribedChannels(channels) return nil } // GetSubscriptions returns a copied list of subscriptions func (b *Bitmex) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) { return b.Websocket.GetSubscriptions(), nil } // AuthenticateWebsocket sends an authentication message to the websocket func (b *Bitmex) AuthenticateWebsocket() error { return b.websocketSendAuth() }