package okex import ( "errors" "fmt" "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/protocol" "github.com/thrasher-corp/gocryptotrader/exchanges/request" "github.com/thrasher-corp/gocryptotrader/exchanges/ticker" "github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler" log "github.com/thrasher-corp/gocryptotrader/logger" ) const ( delimiterDash = "-" delimiterUnderscore = "_" ) // GetDefaultConfig returns a default exchange config func (o *OKEX) GetDefaultConfig() (*config.ExchangeConfig, error) { o.SetDefaults() exchCfg := new(config.ExchangeConfig) exchCfg.Name = o.Name exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout exchCfg.BaseCurrencies = o.BaseCurrencies err := o.SetupDefaults(exchCfg) if err != nil { return nil, err } if o.Features.Supports.RESTCapabilities.AutoPairUpdates { err = o.UpdateTradablePairs(true) if err != nil { return nil, err } } return exchCfg, nil } // SetDefaults method assignes the default values for OKEX func (o *OKEX) SetDefaults() { o.SetErrorDefaults() o.SetCheckVarDefaults() o.Name = okExExchangeName o.Enabled = true o.Verbose = true o.API.CredentialsValidator.RequiresKey = true o.API.CredentialsValidator.RequiresSecret = true o.API.CredentialsValidator.RequiresClientID = true o.CurrencyPairs = currency.PairsManager{ AssetTypes: asset.Items{ asset.Spot, asset.Futures, asset.PerpetualSwap, asset.Index, }, } // Same format used for perpetual swap and futures fmt1 := currency.PairStore{ RequestFormat: ¤cy.PairFormat{ Uppercase: true, Delimiter: delimiterDash, }, ConfigFormat: ¤cy.PairFormat{ Uppercase: true, Delimiter: delimiterUnderscore, }, } o.CurrencyPairs.Store(asset.PerpetualSwap, fmt1) o.CurrencyPairs.Store(asset.Futures, fmt1) index := currency.PairStore{ RequestFormat: ¤cy.PairFormat{ Uppercase: true, Delimiter: delimiterDash, }, ConfigFormat: ¤cy.PairFormat{ Uppercase: true, }, } spot := currency.PairStore{ RequestFormat: ¤cy.PairFormat{ Uppercase: true, Delimiter: delimiterDash, }, ConfigFormat: ¤cy.PairFormat{ Uppercase: true, Delimiter: delimiterDash, }, } o.CurrencyPairs.Store(asset.Spot, spot) o.CurrencyPairs.Store(asset.Index, index) o.Features = exchange.Features{ Supports: exchange.FeaturesSupported{ REST: true, Websocket: true, RESTCapabilities: protocol.Features{ TickerBatching: true, TickerFetching: true, KlineFetching: true, TradeFetching: true, OrderbookFetching: true, AutoPairUpdates: true, AccountInfo: true, GetOrder: true, GetOrders: true, CancelOrder: true, CancelOrders: true, SubmitOrder: true, SubmitOrders: true, DepositHistory: true, WithdrawalHistory: true, UserTradeHistory: true, CryptoDeposit: true, CryptoWithdrawal: true, TradeFee: true, CryptoWithdrawalFee: true, }, WebsocketCapabilities: protocol.Features{ TickerFetching: true, TradeFetching: true, KlineFetching: true, OrderbookFetching: true, Subscribe: true, Unsubscribe: true, AuthenticatedEndpoints: true, MessageCorrelation: true, }, WithdrawPermissions: exchange.AutoWithdrawCrypto | exchange.NoFiatWithdrawals, }, Enabled: exchange.FeaturesEnabled{ AutoPairUpdates: true, }, } o.Requester = request.New(o.Name, request.NewRateLimit(time.Second, okExAuthRate), request.NewRateLimit(time.Second, okExUnauthRate), common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout), ) o.API.Endpoints.URLDefault = okExAPIURL o.API.Endpoints.URL = okExAPIURL o.API.Endpoints.WebsocketURL = OkExWebsocketURL o.Websocket = wshandler.New() o.APIVersion = okExAPIVersion o.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit o.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout o.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit } // Start starts the OKGroup go routine func (o *OKEX) Start(wg *sync.WaitGroup) { wg.Add(1) go func() { o.Run() wg.Done() }() } // Run implements the OKEX wrapper func (o *OKEX) Run() { if o.Verbose { log.Debugf(log.ExchangeSys, "%s Websocket: %s. (url: %s).\n", o.Name, common.IsEnabled(o.Websocket.IsEnabled()), o.API.Endpoints.WebsocketURL) } delim := o.GetPairFormat(asset.Spot, false).Delimiter forceUpdate := false if !common.StringDataContains(o.GetEnabledPairs(asset.Spot).Strings(), delim) || !common.StringDataContains(o.GetAvailablePairs(asset.Spot).Strings(), delim) { forceUpdate = true enabledPairs := currency.NewPairsFromStrings( []string{currency.BTC.String() + delim + currency.USDT.String()}, ) log.Warnf(log.ExchangeSys, "Enabled pairs for %v reset due to config upgrade, please enable the ones you would like again.", o.Name) err := o.UpdatePairs(enabledPairs, asset.Spot, true, forceUpdate) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update currencies.\n", o.Name) return } } if !o.GetEnabledFeatures().AutoPairUpdates && !forceUpdate { return } err := o.UpdateTradablePairs(forceUpdate) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", o.Name, err) } } // FetchTradablePairs returns a list of the exchanges tradable pairs func (o *OKEX) FetchTradablePairs(i asset.Item) ([]string, error) { var pairs []string switch i { case asset.Spot: prods, err := o.GetSpotTokenPairDetails() if err != nil { return nil, err } for x := range prods { pairs = append(pairs, currency.NewPairWithDelimiter(prods[x].BaseCurrency, prods[x].QuoteCurrency, o.GetPairFormat(i, false).Delimiter).String()) } return pairs, nil case asset.Futures: prods, err := o.GetFuturesContractInformation() if err != nil { return nil, err } for x := range prods { p := strings.Split(prods[x].InstrumentID, delimiterDash) pairs = append(pairs, p[0]+delimiterDash+p[1]+o.GetPairFormat(i, false).Delimiter+p[2]) } return pairs, nil case asset.PerpetualSwap: prods, err := o.GetSwapContractInformation() if err != nil { return nil, err } for x := range prods { pairs = append(pairs, prods[x].UnderlyingIndex+ delimiterDash+ prods[x].QuoteCurrency+ o.GetPairFormat(i, false).Delimiter+ "SWAP") } return pairs, nil case asset.Index: // This is updated in futures index return nil, errors.New("index updated in futures") } return nil, fmt.Errorf("%s invalid asset type", o.Name) } // UpdateTradablePairs updates the exchanges available pairs and stores // them in the exchanges config func (o *OKEX) UpdateTradablePairs(forceUpdate bool) error { for x := range o.CurrencyPairs.AssetTypes { if o.CurrencyPairs.AssetTypes[x] == asset.Index { // Update from futures continue } pairs, err := o.FetchTradablePairs(o.CurrencyPairs.AssetTypes[x]) if err != nil { return err } if o.CurrencyPairs.AssetTypes[x] == asset.Futures { var indexPairs []string for i := range pairs { indexPairs = append(indexPairs, strings.Split(pairs[i], delimiterUnderscore)[0]) } err = o.UpdatePairs(currency.NewPairsFromStrings(indexPairs), asset.Index, false, forceUpdate) if err != nil { return err } } err = o.UpdatePairs(currency.NewPairsFromStrings(pairs), o.CurrencyPairs.AssetTypes[x], false, forceUpdate) if err != nil { return err } } return nil } // UpdateTicker updates and returns the ticker for a currency pair func (o *OKEX) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) { tickerPrice := new(ticker.Price) switch assetType { case asset.Spot: resp, err := o.GetSpotAllTokenPairsInformation() if err != nil { return tickerPrice, err } for j := range resp { if !o.GetEnabledPairs(assetType).Contains(resp[j].InstrumentID, true) { continue } tickerPrice = &ticker.Price{ Last: resp[j].Last, High: resp[j].High24h, Low: resp[j].Low24h, Bid: resp[j].BestBid, Ask: resp[j].BestAsk, Volume: resp[j].BaseVolume24h, QuoteVolume: resp[j].QuoteVolume24h, Open: resp[j].Open24h, Pair: resp[j].InstrumentID, LastUpdated: resp[j].Timestamp, } err = ticker.ProcessTicker(o.Name, tickerPrice, assetType) if err != nil { log.Error(log.Ticker, err) } } case asset.PerpetualSwap: resp, err := o.GetAllSwapTokensInformation() if err != nil { return nil, err } for j := range resp { p := strings.Split(resp[j].InstrumentID, delimiterDash) nC := currency.NewPairWithDelimiter(p[0]+delimiterDash+p[1], p[2], delimiterUnderscore) if !o.GetEnabledPairs(assetType).Contains(nC, true) { continue } tickerPrice = &ticker.Price{ Last: resp[j].Last, High: resp[j].High24H, Low: resp[j].Low24H, Bid: resp[j].BestBid, Ask: resp[j].BestAsk, Volume: resp[j].Volume24H, Pair: nC, LastUpdated: resp[j].Timestamp, } err = ticker.ProcessTicker(o.Name, tickerPrice, assetType) if err != nil { log.Error(log.Ticker, err) } } case asset.Futures: resp, err := o.GetAllFuturesTokenInfo() if err != nil { return nil, err } for j := range resp { p := strings.Split(resp[j].InstrumentID, delimiterDash) nC := currency.NewPairWithDelimiter(p[0]+delimiterDash+p[1], p[2], delimiterUnderscore) if !o.GetEnabledPairs(assetType).Contains(nC, true) { continue } tickerPrice = &ticker.Price{ Last: resp[j].Last, High: resp[j].High24h, Low: resp[j].Low24h, Bid: resp[j].BestBid, Ask: resp[j].BestAsk, Volume: resp[j].Volume24h, Pair: nC, LastUpdated: resp[j].Timestamp, } err = ticker.ProcessTicker(o.Name, tickerPrice, assetType) if err != nil { log.Error(log.Ticker, err) } } } return ticker.GetTicker(o.Name, p, assetType) } // FetchTicker returns the ticker for a currency pair func (o *OKEX) FetchTicker(p currency.Pair, assetType asset.Item) (tickerData *ticker.Price, err error) { if assetType == asset.Index { return tickerData, errors.New("ticker fetching not supported for index") } tickerData, err = ticker.GetTicker(o.Name, p, assetType) if err != nil { return o.UpdateTicker(p, assetType) } return }