package bitfinex import ( "errors" "fmt" "sort" "strconv" "strings" "sync" "time" "unicode" "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/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/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 *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 fmt1 := currency.PairStore{ RequestFormat: ¤cy.PairFormat{Uppercase: true}, ConfigFormat: ¤cy.PairFormat{Uppercase: true}, } fmt2 := currency.PairStore{ RequestFormat: ¤cy.PairFormat{Uppercase: true}, ConfigFormat: ¤cy.PairFormat{Uppercase: true, Delimiter: ":"}, } err := b.StoreAssetPairFormat(asset.Spot, fmt1) if err != nil { log.Errorln(log.ExchangeSys, err) } err = b.StoreAssetPairFormat(asset.Margin, fmt2) if err != nil { log.Errorln(log.ExchangeSys, err) } err = b.StoreAssetPairFormat(asset.MarginFunding, fmt1) 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, 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, AuthenticatedEndpoints: true, MessageCorrelation: true, DeadMansSwitch: true, GetOrders: true, GetOrder: true, }, WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission | exchange.AutoWithdrawFiatWithAPIPermission, Kline: kline.ExchangeCapabilitiesSupported{ DateRanges: true, Intervals: true, }, }, Enabled: exchange.FeaturesEnabled{ AutoPairUpdates: true, Kline: kline.ExchangeCapabilitiesEnabled{ Intervals: map[string]bool{ kline.OneMin.Word(): true, kline.ThreeMin.Word(): true, kline.FiveMin.Word(): true, kline.FifteenMin.Word(): true, kline.ThirtyMin.Word(): true, kline.OneHour.Word(): true, kline.TwoHour.Word(): true, kline.FourHour.Word(): true, kline.SixHour.Word(): true, kline.TwelveHour.Word(): true, kline.OneDay.Word(): true, kline.OneWeek.Word(): true, kline.TwoWeek.Word(): true, }, ResultLimit: 10000, }, }, } b.Requester = request.New(b.Name, common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout), request.WithLimiter(SetRateLimit())) b.API.Endpoints = b.NewEndpoints() err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{ exchange.RestSpot: bitfinexAPIURLBase, exchange.WebsocketSpot: publicBitfinexWebsocketEndpoint, }) 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 *Bitfinex) Setup(exch *config.ExchangeConfig) error { 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{ Enabled: exch.Features.Enabled.Websocket, Verbose: exch.Verbose, AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport, WebsocketTimeout: exch.WebsocketTrafficTimeout, DefaultURL: publicBitfinexWebsocketEndpoint, ExchangeName: exch.Name, RunningURL: wsEndpoint, Connector: b.WsConnect, Subscriber: b.Subscribe, UnSubscriber: b.Unsubscribe, GenerateSubscriptions: b.GenerateDefaultSubscriptions, Features: &b.Features.Supports.WebsocketCapabilities, OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit, BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled, UpdateEntriesByID: true, }) if err != nil { return err } err = b.Websocket.SetupNewConnection(stream.ConnectionSetup{ ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout, ResponseMaxLimit: exch.WebsocketResponseMaxLimit, URL: publicBitfinexWebsocketEndpoint, }) if err != nil { return err } return b.Websocket.SetupNewConnection(stream.ConnectionSetup{ ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout, ResponseMaxLimit: exch.WebsocketResponseMaxLimit, URL: authenticatedBitfinexWebsocketEndpoint, Authenticated: true, }) } // 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.Contains(k, ":") { continue } symbols = append(symbols, k[1:]) } case asset.MarginFunding: 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 { assets := b.CurrencyPairs.GetAssetTypes() for i := range assets { pairs, err := b.FetchTradablePairs(assets[i]) if err != nil { return err } p, err := currency.NewPairsFromStrings(pairs) if err != nil { return err } err = b.UpdatePairs(p, assets[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, err := b.GetEnabledPairs(assetType) if err != nil { return nil, err } tickerNew, err := b.GetTickerBatch() if err != nil { return nil, err } for k, v := range tickerNew { pair, err := currency.NewPairFromString(k[1:]) // Remove prefix if err != nil { return nil, err } if !enabledPairs.Contains(pair, true) { continue } err = ticker.ProcessTicker(&ticker.Price{ Last: v.Last, High: v.High, Low: v.Low, Bid: v.Bid, Ask: v.Ask, Volume: v.Volume, Pair: pair, AssetType: assetType, ExchangeName: b.Name}) if err != nil { return nil, 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) { fPair, err := b.FormatExchangeCurrency(p, assetType) if err != nil { return nil, err } b.appendOptionalDelimiter(&fPair) tick, err := ticker.GetTicker(b.Name, fPair, asset.Spot) if err != nil { return b.UpdateTicker(fPair, 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) { fPair, err := b.FormatExchangeCurrency(p, assetType) if err != nil { return nil, err } b.appendOptionalDelimiter(&fPair) ob, err := orderbook.Get(b.Name, fPair, assetType) if err != nil { return b.UpdateOrderbook(fPair, 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) { o := &orderbook.Base{ Exchange: b.Name, Pair: p, Asset: assetType, PriceDuplication: true, VerifyOrderbook: b.CanVerifyOrderbook, } fPair, err := b.FormatExchangeCurrency(p, assetType) if err != nil { return o, err } if assetType != asset.Spot && assetType != asset.Margin && assetType != asset.MarginFunding { return o, fmt.Errorf("assetType not supported: %v", assetType) } b.appendOptionalDelimiter(&fPair) var prefix = "t" if assetType == asset.MarginFunding { prefix = "f" } var orderbookNew Orderbook orderbookNew, err = b.GetOrderbook(prefix+fPair.String(), "R0", 100) if err != nil { return nil, err } if assetType == asset.MarginFunding { o.IsFundingRate = true for x := range orderbookNew.Asks { o.Asks = append(o.Asks, orderbook.Item{ ID: orderbookNew.Asks[x].OrderID, Price: orderbookNew.Asks[x].Rate, Amount: orderbookNew.Asks[x].Amount, Period: int64(orderbookNew.Asks[x].Period), }) } for x := range orderbookNew.Bids { o.Bids = append(o.Bids, orderbook.Item{ ID: orderbookNew.Bids[x].OrderID, Price: orderbookNew.Bids[x].Rate, Amount: orderbookNew.Bids[x].Amount, Period: int64(orderbookNew.Bids[x].Period), }) } } else { for x := range orderbookNew.Asks { o.Asks = append(o.Asks, orderbook.Item{ ID: orderbookNew.Asks[x].OrderID, Price: orderbookNew.Asks[x].Price, Amount: orderbookNew.Asks[x].Amount, }) } for x := range orderbookNew.Bids { o.Bids = append(o.Bids, orderbook.Item{ ID: orderbookNew.Bids[x].OrderID, Price: orderbookNew.Bids[x].Price, Amount: orderbookNew.Bids[x].Amount, }) } } err = o.Process() if err != nil { return nil, err } return orderbook.Get(b.Name, fPair, assetType) } // UpdateAccountInfo retrieves balances for all enabled currencies on the // Bitfinex exchange func (b *Bitfinex) UpdateAccountInfo(assetType asset.Item) (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(assetType asset.Item) (account.Holdings, error) { acc, err := account.GetHoldings(b.Name, assetType) if err != nil { return b.UpdateAccountInfo(assetType) } return acc, nil } // GetFundingHistory returns funding history, deposits and // withdrawals func (b *Bitfinex) GetFundingHistory() ([]exchange.FundHistory, error) { return nil, common.ErrFunctionNotSupported } // GetWithdrawalsHistory returns previous withdrawals data func (b *Bitfinex) GetWithdrawalsHistory(c currency.Code) (resp []exchange.WithdrawalHistory, err error) { return nil, common.ErrNotYetImplemented } // GetRecentTrades returns the most recent trades for a currency and asset func (b *Bitfinex) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) { return b.GetHistoricTrades(p, assetType, time.Now().Add(-time.Hour), time.Now()) } // GetHistoricTrades returns historic trade data within the timeframe provided func (b *Bitfinex) GetHistoricTrades(p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) { if assetType == asset.MarginFunding { return nil, fmt.Errorf("asset type '%v' not supported", assetType) } if timestampStart.Equal(timestampEnd) || timestampEnd.After(time.Now()) || timestampEnd.Before(timestampStart) { return nil, fmt.Errorf("invalid time range supplied. Start: %v End %v", timestampStart, timestampEnd) } var err error p, err = b.FormatExchangeCurrency(p, assetType) if err != nil { return nil, err } var currString string currString, err = b.fixCasing(p, assetType) if err != nil { return nil, err } var resp []trade.Data ts := timestampEnd limit := 10000 allTrades: for { var tradeData []Trade tradeData, err = b.GetTrades(currString, int64(limit), 0, ts.Unix()*1000, false) if err != nil { return nil, err } for i := range tradeData { tradeTS := time.Unix(0, tradeData[i].Timestamp*int64(time.Millisecond)) if tradeTS.Before(timestampStart) && !timestampStart.IsZero() { break allTrades } tID := strconv.FormatInt(tradeData[i].TID, 10) resp = append(resp, trade.Data{ TID: tID, Exchange: b.Name, CurrencyPair: p, AssetType: assetType, Price: tradeData[i].Price, Amount: tradeData[i].Amount, Timestamp: time.Unix(0, tradeData[i].Timestamp*int64(time.Millisecond)), }) if i == len(tradeData)-1 { if ts.Equal(tradeTS) { // reached end of trades to crawl break allTrades } ts = tradeTS } } 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 *Bitfinex) SubmitOrder(o *order.Submit) (order.SubmitResponse, error) { var submitOrderResponse order.SubmitResponse err := o.Validate() if err != nil { return submitOrderResponse, err } fpair, err := b.FormatExchangeCurrency(o.Pair, o.AssetType) if err != nil { return submitOrderResponse, err } if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() { submitOrderResponse.OrderID, err = b.WsNewOrder(&WsNewOrderRequest{ CustomID: b.Websocket.AuthConn.GenerateMessageID(false), Type: o.Type.String(), Symbol: fpair.String(), Amount: o.Amount, Price: o.Price, }) if err != nil { return submitOrderResponse, err } } else { var response Order isBuying := o.Side == order.Buy b.appendOptionalDelimiter(&fpair) orderType := o.Type.Lower() if o.AssetType == asset.Spot { orderType = "exchange " + orderType } response, err = b.NewOrder(fpair.String(), orderType, o.Amount, o.Price, isBuying, false) if err != nil { return submitOrderResponse, err } if response.ID > 0 { submitOrderResponse.OrderID = strconv.FormatInt(response.ID, 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) { if err := action.Validate(); err != nil { return "", err } 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(o *order.Cancel) error { if err := o.Validate(o.StandardCancel()); err != nil { return err } orderIDInt, err := strconv.ParseInt(o.ID, 10, 64) if err != nil { return err } if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() { err = b.WsCancelOrder(orderIDInt) } else { _, err = b.CancelExistingOrder(orderIDInt) } return err } // CancelBatchOrders cancels an orders by their corresponding ID numbers func (b *Bitfinex) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) { return order.CancelBatchResponse{}, common.ErrNotYetImplemented } // 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 order information based on order ID func (b *Bitfinex) GetOrderInfo(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 *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) { if err := withdrawRequest.Validate(); err != nil { return nil, err } // 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) { if err := withdrawRequest.Validate(); err != nil { return nil, err } 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) { if err := withdrawRequest.Validate(); err != nil { return nil, err } v, err := b.WithdrawFiatFunds(withdrawRequest) if err != nil { return nil, err } return &withdraw.ExchangeResponse{ ID: v.ID, Status: v.Status, }, 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) { if err := req.Validate(); err != nil { return nil, err } 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.ParseFloat(resp[i].Timestamp, 64) if err != nil { log.Warnf(log.ExchangeSys, "Unable to convert timestamp '%s', leaving blank", resp[i].Timestamp) } pair, err := currency.NewPairFromString(resp[i].Symbol) if err != nil { return nil, err } orderDetail := order.Detail{ Amount: resp[i].OriginalAmount, Date: time.Unix(int64(timestamp), 0), Exchange: b.Name, ID: strconv.FormatInt(resp[i].ID, 10), Side: orderSide, Price: resp[i].Price, RemainingAmount: resp[i].RemainingAmount, Pair: pair, 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.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime) 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) { if err := req.Validate(); err != nil { return nil, err } 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) pair, err := currency.NewPairFromString(resp[i].Symbol) if err != nil { return nil, err } orderDetail := order.Detail{ Amount: resp[i].OriginalAmount, Date: orderDate, Exchange: b.Name, ID: strconv.FormatInt(resp[i].ID, 10), Side: orderSide, Price: resp[i].Price, RemainingAmount: resp[i].RemainingAmount, ExecutedAmount: resp[i].ExecutedAmount, Pair: pair, } 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.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime) for i := range req.Pairs { b.appendOptionalDelimiter(&req.Pairs[i]) } order.FilterOrdersByCurrencies(&orders, req.Pairs) return orders, 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(assetType asset.Item) error { _, err := b.UpdateAccountInfo(assetType) return b.CheckTransientError(err) } // FormatExchangeKlineInterval returns Interval to exchange formatted string func (b *Bitfinex) FormatExchangeKlineInterval(in kline.Interval) string { switch in { case kline.OneDay: return "1D" case kline.OneWeek: return "7D" case kline.OneWeek * 2: return "14D" default: return in.Short() } } // GetHistoricCandles returns candles between a time period for a set time interval func (b *Bitfinex) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) { if err := b.ValidateKline(pair, a, interval); err != nil { return kline.Item{}, err } if kline.TotalCandlesPerInterval(start, end, interval) > float64(b.Features.Enabled.Kline.ResultLimit) { return kline.Item{}, errors.New(kline.ErrRequestExceedsExchangeLimits) } cf, err := b.fixCasing(pair, a) if err != nil { return kline.Item{}, err } candles, err := b.GetCandles(cf, b.FormatExchangeKlineInterval(interval), start.Unix()*1000, end.Unix()*1000, b.Features.Enabled.Kline.ResultLimit, true) if err != nil { return kline.Item{}, err } ret := kline.Item{ Exchange: b.Name, Pair: pair, Asset: a, Interval: interval, } for x := range candles { ret.Candles = append(ret.Candles, kline.Candle{ Time: candles[x].Timestamp, Open: candles[x].Open, High: candles[x].High, Low: candles[x].Low, Close: candles[x].Close, Volume: candles[x].Volume, }) } ret.SortCandlesByTimestamp(false) return ret, nil } // GetHistoricCandlesExtended returns candles between a time period for a set time interval func (b *Bitfinex) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) { if err := b.ValidateKline(pair, a, interval); err != nil { return kline.Item{}, err } ret := kline.Item{ Exchange: b.Name, Pair: pair, Asset: a, Interval: interval, } dates := kline.CalculateCandleDateRanges(start, end, interval, b.Features.Enabled.Kline.ResultLimit) cf, err := b.fixCasing(pair, a) if err != nil { return kline.Item{}, err } for x := range dates.Ranges { var candles []Candle candles, err = b.GetCandles(cf, b.FormatExchangeKlineInterval(interval), dates.Ranges[x].Start.Ticks*1000, dates.Ranges[x].End.Ticks*1000, b.Features.Enabled.Kline.ResultLimit, true) if err != nil { return kline.Item{}, err } for i := range candles { ret.Candles = append(ret.Candles, kline.Candle{ Time: candles[i].Timestamp, Open: candles[i].Open, High: candles[i].High, Low: candles[i].Low, Close: candles[i].Close, Volume: candles[i].Volume, }) } } err = dates.VerifyResultsHaveData(ret.Candles) if err != nil { log.Warnf(log.ExchangeSys, "%s - %s", b.Name, err) } ret.RemoveDuplicates() ret.RemoveOutsideRange(start, end) ret.SortCandlesByTimestamp(false) return ret, nil } func (b *Bitfinex) fixCasing(in currency.Pair, a asset.Item) (string, error) { var checkString [2]byte if a == asset.Spot { checkString[0] = 't' checkString[1] = 'T' } else if a == asset.Margin { checkString[0] = 'f' checkString[1] = 'F' } fmt, err := b.FormatExchangeCurrency(in, a) if err != nil { return "", err } y := in.Base.String() if (y[0] != checkString[0] && y[0] != checkString[1]) || (y[0] == checkString[1] && y[1] == checkString[1]) || in.Base == currency.TNB { if fmt.Quote.IsEmpty() { return string(checkString[0]) + fmt.Base.Upper().String(), nil } return string(checkString[0]) + fmt.Upper().String(), nil } runes := []rune(fmt.Upper().String()) if fmt.Quote.IsEmpty() { runes = []rune(fmt.Base.Upper().String()) } runes[0] = unicode.ToLower(runes[0]) return string(runes), nil }