package bitfinex import ( "errors" "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/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/log" "github.com/thrasher-corp/gocryptotrader/portfolio/withdraw" ) // GetDefaultConfig returns a default exchange config func (b *Bitfinex) 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 bitfinex func (b *Bitfinex) SetDefaults() { b.Name = "Bitfinex" b.Enabled = true b.Verbose = true b.WebsocketSubdChannels = make(map[int]WebsocketChanInfo) b.API.CredentialsValidator.RequiresKey = true b.API.CredentialsValidator.RequiresSecret = true b.CurrencyPairs = currency.PairsManager{ AssetTypes: asset.Items{ asset.Spot, }, UseGlobalFormat: true, RequestFormat: ¤cy.PairFormat{ Uppercase: true, }, ConfigFormat: ¤cy.PairFormat{ Uppercase: true, }, } b.Features = exchange.Features{ Supports: exchange.FeaturesSupported{ REST: true, Websocket: true, RESTCapabilities: protocol.Features{ TickerBatching: true, TickerFetching: true, OrderbookFetching: true, AutoPairUpdates: true, AccountInfo: true, CryptoDeposit: true, CryptoWithdrawal: true, FiatWithdraw: true, GetOrder: true, GetOrders: true, CancelOrders: true, CancelOrder: true, SubmitOrder: true, SubmitOrders: true, DepositHistory: true, WithdrawalHistory: true, TradeFetching: true, UserTradeHistory: true, TradeFee: true, FiatDepositFee: true, FiatWithdrawalFee: true, CryptoDepositFee: true, CryptoWithdrawalFee: true, }, WebsocketCapabilities: protocol.Features{ AccountBalance: true, CancelOrders: true, CancelOrder: true, SubmitOrder: true, ModifyOrder: true, TickerFetching: true, KlineFetching: true, TradeFetching: true, OrderbookFetching: true, AccountInfo: true, Subscribe: true, Unsubscribe: true, AuthenticatedEndpoints: true, MessageCorrelation: true, DeadMansSwitch: true, GetOrders: true, GetOrder: true, }, WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission | exchange.AutoWithdrawFiatWithAPIPermission, }, Enabled: exchange.FeaturesEnabled{ AutoPairUpdates: true, }, } b.Requester = request.New(b.Name, common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout), SetRateLimit()) b.API.Endpoints.URLDefault = bitfinexAPIURLBase b.API.Endpoints.URL = b.API.Endpoints.URLDefault b.API.Endpoints.WebsocketURL = publicBitfinexWebsocketEndpoint 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 *Bitfinex) 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: publicBitfinexWebsocketEndpoint, 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.AuthenticatedWebsocketConn = &wshandler.WebsocketConnection{ ExchangeName: b.Name, URL: authenticatedBitfinexWebsocketEndpoint, 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 Bitfinex go routine func (b *Bitfinex) Start(wg *sync.WaitGroup) { wg.Add(1) go func() { b.Run() wg.Done() }() } // Run implements the Bitfinex wrapper func (b *Bitfinex) Run() { if b.Verbose { log.Debugf(log.ExchangeSys, "%s Websocket: %s.", b.Name, common.IsEnabled(b.Websocket.IsEnabled())) 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 *Bitfinex) FetchTradablePairs(a asset.Item) ([]string, error) { items, err := b.GetTickerBatch() if err != nil { return nil, err } var symbols []string switch a { case asset.Spot: for k := range items { if !strings.HasPrefix(k, "t") { continue } symbols = append(symbols, k[1:]) } case asset.Margin: for k := range items { if !strings.HasPrefix(k, "f") { continue } symbols = append(symbols, k[1:]) } default: return nil, errors.New("asset type not supported by this endpoint") } return symbols, nil } // UpdateTradablePairs updates the exchanges available pairs and stores // them in the exchanges config func (b *Bitfinex) UpdateTradablePairs(forceUpdate bool) error { for i := range b.CurrencyPairs.AssetTypes { pairs, err := b.FetchTradablePairs(b.CurrencyPairs.AssetTypes[i]) if err != nil { return err } err = b.UpdatePairs(currency.NewPairsFromStrings(pairs), b.CurrencyPairs.AssetTypes[i], false, forceUpdate) if err != nil { return err } } return nil } // UpdateTicker updates and returns the ticker for a currency pair func (b *Bitfinex) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) { enabledPairs := b.GetEnabledPairs(assetType) tickerNew, err := b.GetTickerBatch() if err != nil { return nil, err } for k, v := range tickerNew { if strings.HasPrefix(k, "f") { continue } pair := currency.NewPairFromString(k[1:]) // Remove prefix if !enabledPairs.Contains(p, true) { continue } tick := ticker.Price{ Last: v.Last, High: v.High, Low: v.Low, Bid: v.Bid, Ask: v.Ask, Volume: v.Volume, Pair: pair, } err = ticker.ProcessTicker(b.Name, &tick, 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 *Bitfinex) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) { b.appendOptionalDelimiter(&p) tick, err := ticker.GetTicker(b.Name, p, asset.Spot) if err != nil { return b.UpdateTicker(p, assetType) } return tick, nil } // FetchOrderbook returns the orderbook for a currency pair func (b *Bitfinex) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) { b.appendOptionalDelimiter(&p) 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 *Bitfinex) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) { b.appendOptionalDelimiter(&p) var prefix = "t" if assetType == asset.Margin { prefix = "f" } orderbookNew, err := b.GetOrderbook(prefix+p.String(), "P0", 100) if err != nil { return nil, err } var o orderbook.Base for x := range orderbookNew.Asks { o.Asks = append(o.Asks, orderbook.Item{ Price: orderbookNew.Asks[x].Price, Amount: orderbookNew.Asks[x].Amount, }) } for x := range orderbookNew.Bids { o.Bids = append(o.Bids, orderbook.Item{ Price: orderbookNew.Bids[x].Price, Amount: orderbookNew.Bids[x].Amount, }) } o.Pair = p o.ExchangeName = b.Name o.AssetType = assetType err = o.Process() if err != nil { return nil, err } return orderbook.Get(b.Name, p, assetType) } // UpdateAccountInfo retrieves balances for all enabled currencies on the // Bitfinex exchange func (b *Bitfinex) UpdateAccountInfo() (account.Holdings, error) { var response account.Holdings response.Exchange = b.Name accountBalance, err := b.GetAccountBalance() if err != nil { return response, err } var Accounts = []account.SubAccount{ {ID: "deposit"}, {ID: "exchange"}, {ID: "trading"}, {ID: "margin"}, {ID: "funding "}, } for x := range accountBalance { for i := range Accounts { if Accounts[i].ID == accountBalance[x].Type { Accounts[i].Currencies = append(Accounts[i].Currencies, account.Balance{ CurrencyName: currency.NewCode(accountBalance[x].Currency), TotalValue: accountBalance[x].Amount, Hold: accountBalance[x].Amount - accountBalance[x].Available, }) } } } response.Accounts = Accounts err = account.Process(&response) if err != nil { return account.Holdings{}, err } return response, nil } // FetchAccountInfo retrieves balances for all enabled currencies func (b *Bitfinex) FetchAccountInfo() (account.Holdings, error) { acc, err := account.GetHoldings(b.Name) if err != nil { return b.UpdateAccountInfo() } return acc, nil } // GetFundingHistory returns funding history, deposits and // withdrawals func (b *Bitfinex) GetFundingHistory() ([]exchange.FundHistory, error) { return nil, common.ErrFunctionNotSupported } // GetExchangeHistory returns historic trade data since exchange opening. func (b *Bitfinex) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) { return nil, common.ErrNotYetImplemented } // SubmitOrder submits a new order func (b *Bitfinex) SubmitOrder(o *order.Submit) (order.SubmitResponse, error) { var submitOrderResponse order.SubmitResponse err := o.Validate() if err != nil { return submitOrderResponse, err } if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() { submitOrderResponse.OrderID, err = b.WsNewOrder(&WsNewOrderRequest{ CustomID: b.AuthenticatedWebsocketConn.GenerateMessageID(false), Type: o.Type.String(), Symbol: b.FormatExchangeCurrency(o.Pair, asset.Spot).String(), Amount: o.Amount, Price: o.Price, }) if err != nil { return submitOrderResponse, err } } else { var response Order isBuying := o.Side == order.Buy b.appendOptionalDelimiter(&o.Pair) response, err = b.NewOrder(o.Pair.String(), o.Type.String(), o.Amount, o.Price, false, isBuying) if err != nil { return submitOrderResponse, err } if response.OrderID > 0 { submitOrderResponse.OrderID = strconv.FormatInt(response.OrderID, 10) } if response.RemainingAmount == 0 { submitOrderResponse.FullyMatched = true } submitOrderResponse.IsOrderPlaced = true } return submitOrderResponse, err } // ModifyOrder will allow of changing orderbook placement and limit to // market conversion func (b *Bitfinex) ModifyOrder(action *order.Modify) (string, error) { orderIDInt, err := strconv.ParseInt(action.ID, 10, 64) if err != nil { return action.ID, err } if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() { if action.Side == order.Sell && action.Amount > 0 { action.Amount = -1 * action.Amount } err = b.WsModifyOrder(&WsUpdateOrderRequest{ OrderID: orderIDInt, Price: action.Price, Amount: action.Amount, }) return action.ID, err } return "", common.ErrNotYetImplemented } // CancelOrder cancels an order by its corresponding ID number func (b *Bitfinex) CancelOrder(order *order.Cancel) error { orderIDInt, err := strconv.ParseInt(order.ID, 10, 64) if err != nil { return err } if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() { err = b.WsCancelOrder(orderIDInt) } else { _, err = b.CancelExistingOrder(orderIDInt) } return err } // CancelAllOrders cancels all orders associated with a currency pair func (b *Bitfinex) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) { var err error if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() { err = b.WsCancelAllOrders() } else { _, err = b.CancelAllExistingOrders() } return order.CancelAllResponse{}, err } // GetOrderInfo returns information on a current open order func (b *Bitfinex) 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 *Bitfinex) GetDepositAddress(c currency.Code, accountID string) (string, error) { if accountID == "" { accountID = "deposit" } method, err := b.ConvertSymbolToDepositMethod(c) if err != nil { return "", err } resp, err := b.NewDeposit(method, accountID, 0) return resp.Address, err } // WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is submitted func (b *Bitfinex) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) { // Bitfinex has support for three types, exchange, margin and deposit // As this is for trading, I've made the wrapper default 'exchange' // TODO: Discover an automated way to make the decision for wallet type to withdraw from walletType := "exchange" resp, err := b.WithdrawCryptocurrency(walletType, withdrawRequest.Crypto.Address, withdrawRequest.Description, withdrawRequest.Amount, withdrawRequest.Currency) if err != nil { return nil, err } return &withdraw.ExchangeResponse{ ID: strconv.FormatInt(resp.WithdrawalID, 10), Status: resp.Status, }, err } // WithdrawFiatFunds returns a withdrawal ID when a withdrawal is submitted // Returns comma delimited withdrawal IDs func (b *Bitfinex) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) { withdrawalType := "wire" // Bitfinex has support for three types, exchange, margin and deposit // As this is for trading, I've made the wrapper default 'exchange' // TODO: Discover an automated way to make the decision for wallet type to withdraw from walletType := "exchange" resp, err := b.WithdrawFIAT(withdrawalType, walletType, withdrawRequest) if err != nil { return nil, err } return &withdraw.ExchangeResponse{ ID: strconv.FormatInt(resp.WithdrawalID, 10), Status: resp.Status, }, err } // WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is submitted // Returns comma delimited withdrawal IDs func (b *Bitfinex) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) { v, err := b.WithdrawFiatFunds(withdrawRequest) if err != nil { return nil, err } return &withdraw.ExchangeResponse{ ID: v.ID, Status: v.Status, }, nil } // GetWebsocket returns a pointer to the exchange websocket func (b *Bitfinex) GetWebsocket() (*wshandler.Websocket, error) { return b.Websocket, nil } // GetFeeByType returns an estimate of fee based on type of transaction func (b *Bitfinex) 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 func (b *Bitfinex) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) { var orders []order.Detail resp, err := b.GetOpenOrders() if err != nil { return nil, err } for i := range resp { orderSide := order.Side(strings.ToUpper(resp[i].Side)) timestamp, err := strconv.ParseInt(resp[i].Timestamp, 10, 64) if err != nil { log.Warnf(log.ExchangeSys, "Unable to convert timestamp '%s', leaving blank", resp[i].Timestamp) } orderDate := time.Unix(timestamp, 0) orderDetail := order.Detail{ Amount: resp[i].OriginalAmount, Date: orderDate, Exchange: b.Name, ID: strconv.FormatInt(resp[i].OrderID, 10), Side: orderSide, Price: resp[i].Price, RemainingAmount: resp[i].RemainingAmount, Pair: currency.NewPairFromString(resp[i].Symbol), ExecutedAmount: resp[i].ExecutedAmount, } switch { case resp[i].IsLive: orderDetail.Status = order.Active case resp[i].IsCancelled: orderDetail.Status = order.Cancelled case resp[i].IsHidden: orderDetail.Status = order.Hidden default: orderDetail.Status = order.UnknownStatus } // API docs discrepancy. Example contains prefixed "exchange " // Return type suggests “market” / “limit” / “stop” / “trailing-stop” orderType := strings.Replace(resp[i].Type, "exchange ", "", 1) if orderType == "trailing-stop" { orderDetail.Type = order.TrailingStop } else { orderDetail.Type = order.Type(strings.ToUpper(orderType)) } orders = append(orders, orderDetail) } order.FilterOrdersBySide(&orders, req.Side) order.FilterOrdersByType(&orders, req.Type) order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks) order.FilterOrdersByCurrencies(&orders, req.Pairs) return orders, nil } // GetOrderHistory retrieves account order information // Can Limit response to specific order status func (b *Bitfinex) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) { var orders []order.Detail resp, err := b.GetInactiveOrders() if err != nil { return nil, err } for i := range resp { orderSide := order.Side(strings.ToUpper(resp[i].Side)) timestamp, err := strconv.ParseInt(resp[i].Timestamp, 10, 64) if err != nil { log.Warnf(log.ExchangeSys, "Unable to convert timestamp '%v', leaving blank", resp[i].Timestamp) } orderDate := time.Unix(timestamp, 0) orderDetail := order.Detail{ Amount: resp[i].OriginalAmount, Date: orderDate, Exchange: b.Name, ID: strconv.FormatInt(resp[i].OrderID, 10), Side: orderSide, Price: resp[i].Price, RemainingAmount: resp[i].RemainingAmount, ExecutedAmount: resp[i].ExecutedAmount, Pair: currency.NewPairFromString(resp[i].Symbol), } switch { case resp[i].IsLive: orderDetail.Status = order.Active case resp[i].IsCancelled: orderDetail.Status = order.Cancelled case resp[i].IsHidden: orderDetail.Status = order.Hidden default: orderDetail.Status = order.UnknownStatus } // API docs discrepency. Example contains prefixed "exchange " // Return type suggests “market” / “limit” / “stop” / “trailing-stop” orderType := strings.Replace(resp[i].Type, "exchange ", "", 1) if orderType == "trailing-stop" { orderDetail.Type = order.TrailingStop } else { orderDetail.Type = order.Type(strings.ToUpper(orderType)) } orders = append(orders, orderDetail) } order.FilterOrdersBySide(&orders, req.Side) order.FilterOrdersByType(&orders, req.Type) order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks) for i := range req.Pairs { b.appendOptionalDelimiter(&req.Pairs[i]) } order.FilterOrdersByCurrencies(&orders, req.Pairs) return orders, nil } // SubscribeToWebsocketChannels appends to ChannelsToSubscribe // which lets websocket.manageSubscriptions handle subscribing func (b *Bitfinex) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error { for i := range channels { b.appendOptionalDelimiter(&channels[i].Currency) } b.Websocket.SubscribeToChannels(channels) return nil } // UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe // which lets websocket.manageSubscriptions handle unsubscribing func (b *Bitfinex) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error { for i := range channels { b.appendOptionalDelimiter(&channels[i].Currency) } b.Websocket.RemoveSubscribedChannels(channels) return nil } // GetSubscriptions returns a copied list of subscriptions func (b *Bitfinex) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) { return b.Websocket.GetSubscriptions(), nil } // AuthenticateWebsocket sends an authentication message to the websocket func (b *Bitfinex) AuthenticateWebsocket() error { return b.WsSendAuth() } // appendOptionalDelimiter ensures that a delimiter is present for long character currencies func (b *Bitfinex) appendOptionalDelimiter(p *currency.Pair) { if len(p.Quote.String()) > 3 || len(p.Base.String()) > 3 { p.Delimiter = ":" } } // ValidateCredentials validates current credentials used for wrapper // functionality func (b *Bitfinex) ValidateCredentials() error { _, err := b.UpdateAccountInfo() return b.CheckTransientError(err) }