package ftx import ( "fmt" "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/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 (f *FTX) GetDefaultConfig() (*config.ExchangeConfig, error) { f.SetDefaults() exchCfg := new(config.ExchangeConfig) exchCfg.Name = f.Name exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout exchCfg.BaseCurrencies = f.BaseCurrencies err := f.SetupDefaults(exchCfg) if err != nil { return nil, err } if f.Features.Supports.RESTCapabilities.AutoPairUpdates { err = f.UpdateTradablePairs(true) if err != nil { return nil, err } } return exchCfg, nil } // SetDefaults sets the basic defaults for FTX func (f *FTX) SetDefaults() { f.Name = "FTX" f.Enabled = true f.Verbose = true f.API.CredentialsValidator.RequiresKey = true f.API.CredentialsValidator.RequiresSecret = true spot := currency.PairStore{ RequestFormat: ¤cy.PairFormat{ Uppercase: true, Delimiter: "/", }, ConfigFormat: ¤cy.PairFormat{ Uppercase: true, Delimiter: "/", }, } futures := currency.PairStore{ RequestFormat: ¤cy.PairFormat{ Uppercase: true, Delimiter: "-", }, ConfigFormat: ¤cy.PairFormat{ Uppercase: true, Delimiter: "-", }, } err := f.StoreAssetPairFormat(asset.Spot, spot) if err != nil { log.Errorln(log.ExchangeSys, err) } err = f.StoreAssetPairFormat(asset.Futures, futures) if err != nil { log.Errorln(log.ExchangeSys, err) } f.Features = exchange.Features{ Supports: exchange.FeaturesSupported{ REST: true, Websocket: true, RESTCapabilities: protocol.Features{ TickerFetching: true, KlineFetching: true, TradeFetching: true, OrderbookFetching: true, AutoPairUpdates: true, AccountInfo: true, GetOrder: true, GetOrders: true, CancelOrders: true, CancelOrder: true, SubmitOrder: true, TradeFee: true, FiatDepositFee: true, FiatWithdrawalFee: true, CryptoWithdrawalFee: true, }, WebsocketCapabilities: protocol.Features{ OrderbookFetching: true, TradeFetching: true, Subscribe: true, Unsubscribe: true, GetOrders: true, GetOrder: true, }, WithdrawPermissions: exchange.NoAPIWithdrawalMethods, Kline: kline.ExchangeCapabilitiesSupported{ DateRanges: true, Intervals: true, }, }, Enabled: exchange.FeaturesEnabled{ AutoPairUpdates: true, Kline: kline.ExchangeCapabilitiesEnabled{ Intervals: map[string]bool{ kline.FifteenSecond.Word(): true, kline.OneMin.Word(): true, kline.FiveMin.Word(): true, kline.FifteenMin.Word(): true, kline.OneHour.Word(): true, kline.FourHour.Word(): true, kline.OneDay.Word(): true, }, ResultLimit: 5000, }, }, } f.Requester = request.New(f.Name, common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout), request.WithLimiter(request.NewBasicRateLimit(ratePeriod, rateLimit))) f.API.Endpoints = f.NewEndpoints() err = f.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{ exchange.RestSpot: ftxAPIURL, exchange.WebsocketSpot: ftxWSURL, }) if err != nil { log.Errorln(log.ExchangeSys, err) } f.Websocket = stream.New() f.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit f.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout f.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit } // Setup takes in the supplied exchange configuration details and sets params func (f *FTX) Setup(exch *config.ExchangeConfig) error { if !exch.Enabled { f.SetEnabled(false) return nil } err := f.SetupDefaults(exch) if err != nil { return err } wsEndpoint, err := f.API.Endpoints.GetURL(exchange.WebsocketSpot) if err != nil { return err } err = f.Websocket.Setup(&stream.WebsocketSetup{ Enabled: exch.Features.Enabled.Websocket, Verbose: exch.Verbose, AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport, WebsocketTimeout: exch.WebsocketTrafficTimeout, DefaultURL: ftxWSURL, ExchangeName: exch.Name, RunningURL: wsEndpoint, Connector: f.WsConnect, Subscriber: f.Subscribe, UnSubscriber: f.Unsubscribe, GenerateSubscriptions: f.GenerateDefaultSubscriptions, Features: &f.Features.Supports.WebsocketCapabilities, OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit, BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled, }) if err != nil { return err } return f.Websocket.SetupNewConnection(stream.ConnectionSetup{ ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout, ResponseMaxLimit: exch.WebsocketResponseMaxLimit, }) } // Start starts the FTX go routine func (f *FTX) Start(wg *sync.WaitGroup) { wg.Add(1) go func() { f.Run() wg.Done() }() } // Run implements the FTX wrapper func (f *FTX) Run() { if f.Verbose { log.Debugf(log.ExchangeSys, "%s Websocket: %s.", f.Name, common.IsEnabled(f.Websocket.IsEnabled())) f.PrintEnabledPairs() } if !f.GetEnabledFeatures().AutoPairUpdates { return } err := f.UpdateTradablePairs(false) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", f.Name, err) } } // FetchTradablePairs returns a list of the exchanges tradable pairs func (f *FTX) FetchTradablePairs(a asset.Item) ([]string, error) { if !f.SupportsAsset(a) { return nil, fmt.Errorf("asset type of %s is not supported by %s", a, f.Name) } markets, err := f.GetMarkets() if err != nil { return nil, err } var pairs []string switch a { case asset.Spot: for x := range markets { if markets[x].MarketType == spotString { pairs = append(pairs, markets[x].Name) } } case asset.Futures: for x := range markets { if markets[x].MarketType == futuresString { pairs = append(pairs, markets[x].Name) } } } return pairs, nil } // UpdateTradablePairs updates the exchanges available pairs and stores // them in the exchanges config func (f *FTX) UpdateTradablePairs(forceUpdate bool) error { assets := f.GetAssetTypes() for x := range assets { pairs, err := f.FetchTradablePairs(assets[x]) if err != nil { return err } p, err := currency.NewPairsFromStrings(pairs) if err != nil { return err } err = f.UpdatePairs(p, assets[x], false, forceUpdate) if err != nil { return err } } return nil } // UpdateTicker updates and returns the ticker for a currency pair func (f *FTX) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) { allPairs, err := f.GetEnabledPairs(assetType) if err != nil { return nil, err } if !allPairs.Contains(p, true) { allPairs = append(allPairs, p) } markets, err := f.GetMarkets() if err != nil { return nil, err } for a := range allPairs { formattedPair, err := f.FormatExchangeCurrency(allPairs[a], assetType) if err != nil { return nil, err } for x := range markets { if markets[x].Name != formattedPair.String() { continue } var resp ticker.Price resp.Pair, err = currency.NewPairFromString(markets[x].Name) if err != nil { return nil, err } resp.Last = markets[x].Last resp.Bid = markets[x].Bid resp.Ask = markets[x].Ask resp.LastUpdated = time.Now() resp.AssetType = assetType resp.ExchangeName = f.Name err = ticker.ProcessTicker(&resp) if err != nil { return nil, err } } } return ticker.GetTicker(f.Name, p, assetType) } // FetchTicker returns the ticker for a currency pair func (f *FTX) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) { tickerNew, err := ticker.GetTicker(f.Name, p, assetType) if err != nil { return f.UpdateTicker(p, assetType) } return tickerNew, nil } // FetchOrderbook returns orderbook base on the currency pair func (f *FTX) FetchOrderbook(currency currency.Pair, assetType asset.Item) (*orderbook.Base, error) { ob, err := orderbook.Get(f.Name, currency, assetType) if err != nil { return f.UpdateOrderbook(currency, assetType) } return ob, nil } // UpdateOrderbook updates and returns the orderbook for a currency pair func (f *FTX) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) { book := &orderbook.Base{ Exchange: f.Name, Pair: p, Asset: assetType, VerifyOrderbook: f.CanVerifyOrderbook, } formattedPair, err := f.FormatExchangeCurrency(p, assetType) if err != nil { return book, err } tempResp, err := f.GetOrderbook(formattedPair.String(), 100) if err != nil { return book, err } for x := range tempResp.Bids { book.Bids = append(book.Bids, orderbook.Item{ Amount: tempResp.Bids[x].Size, Price: tempResp.Bids[x].Price}) } for y := range tempResp.Asks { book.Asks = append(book.Asks, orderbook.Item{ Amount: tempResp.Asks[y].Size, Price: tempResp.Asks[y].Price}) } err = book.Process() if err != nil { return book, err } return orderbook.Get(f.Name, p, assetType) } // UpdateAccountInfo retrieves balances for all enabled currencies func (f *FTX) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) { var resp account.Holdings data, err := f.GetBalances() if err != nil { return resp, err } var acc account.SubAccount for i := range data { c := currency.NewCode(data[i].Coin) hold := data[i].Total - data[i].Free total := data[i].Total acc.Currencies = append(acc.Currencies, account.Balance{CurrencyName: c, TotalValue: total, Hold: hold}) } resp.Accounts = append(resp.Accounts, acc) resp.Exchange = f.Name err = account.Process(&resp) if err != nil { return account.Holdings{}, err } return resp, nil } // FetchAccountInfo retrieves balances for all enabled currencies func (f *FTX) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) { acc, err := account.GetHoldings(f.Name, assetType) if err != nil { return f.UpdateAccountInfo(assetType) } return acc, nil } // GetFundingHistory returns funding history, deposits and // withdrawals func (f *FTX) GetFundingHistory() ([]exchange.FundHistory, error) { var resp []exchange.FundHistory depositData, err := f.FetchDepositHistory() if err != nil { return resp, err } for x := range depositData { var tempData exchange.FundHistory tempData.Fee = depositData[x].Fee tempData.Timestamp = depositData[x].Time tempData.ExchangeName = f.Name tempData.CryptoTxID = depositData[x].TxID tempData.Status = depositData[x].Status tempData.Amount = depositData[x].Size tempData.Currency = depositData[x].Coin tempData.TransferID = strconv.FormatInt(depositData[x].ID, 10) resp = append(resp, tempData) } withdrawalData, err := f.FetchWithdrawalHistory() if err != nil { return resp, err } for y := range withdrawalData { var tempData exchange.FundHistory tempData.Fee = depositData[y].Fee tempData.Timestamp = depositData[y].Time tempData.ExchangeName = f.Name tempData.CryptoTxID = depositData[y].TxID tempData.Status = depositData[y].Status tempData.Amount = depositData[y].Size tempData.Currency = depositData[y].Coin tempData.TransferID = strconv.FormatInt(depositData[y].ID, 10) resp = append(resp, tempData) } return resp, nil } // GetWithdrawalsHistory returns previous withdrawals data func (f *FTX) 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 (f *FTX) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) { return f.GetHistoricTrades(p, assetType, time.Now().Add(-time.Hour), time.Now()) } // GetHistoricTrades returns historic trade data within the timeframe provided func (f *FTX) GetHistoricTrades(p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) { if timestampStart.Equal(timestampEnd) || timestampEnd.After(time.Now()) || timestampEnd.Before(timestampStart) || (timestampStart.IsZero() && !timestampEnd.IsZero()) { return nil, fmt.Errorf("invalid time range supplied. Start: %v End %v", timestampStart, timestampEnd) } var err error p, err = f.FormatExchangeCurrency(p, assetType) if err != nil { return nil, err } ts := timestampStart var resp []trade.Data limit := 100 allTrades: for { var trades []TradeData trades, err = f.GetTrades(p.String(), ts.Unix(), timestampEnd.Unix(), 100) if err != nil { return nil, err } for i := 0; i < len(trades); i++ { if trades[i].Time.Before(timestampStart) || trades[i].Time.After(timestampEnd) { break allTrades } var side order.Side side, err = order.StringToOrderSide(trades[i].Side) if err != nil { return nil, err } resp = append(resp, trade.Data{ TID: strconv.FormatInt(trades[i].ID, 10), Exchange: f.Name, CurrencyPair: p, AssetType: assetType, Side: side, Price: trades[i].Price, Amount: trades[i].Size, Timestamp: trades[i].Time, }) if i == len(trades)-1 { if ts.Equal(trades[i].Time) { // reached end of trades to crawl break allTrades } ts = trades[i].Time } } if len(trades) != limit { break allTrades } } err = f.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 (f *FTX) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) { var resp order.SubmitResponse if err := s.Validate(); err != nil { return resp, err } if s.Side == order.Ask { s.Side = order.Sell } if s.Side == order.Bid { s.Side = order.Buy } fPair, err := f.FormatExchangeCurrency(s.Pair, s.AssetType) if err != nil { return resp, err } tempResp, err := f.Order(fPair.String(), s.Side.Lower(), s.Type.Lower(), "", "", "", s.ClientOrderID, s.Price, s.Amount) if err != nil { return resp, err } resp.IsOrderPlaced = true resp.OrderID = strconv.FormatInt(tempResp.ID, 10) return resp, nil } // ModifyOrder will allow of changing orderbook placement and limit to // market conversion func (f *FTX) ModifyOrder(action *order.Modify) (string, error) { if err := action.Validate(); err != nil { return "", err } if action.TriggerPrice != 0 { a, err := f.ModifyTriggerOrder(action.ID, action.Type.String(), action.Amount, action.TriggerPrice, action.Price, 0) if err != nil { return "", err } return strconv.FormatInt(a.ID, 10), err } var o OrderData var err error switch action.ID { case "": o, err = f.ModifyOrderByClientID(action.ClientOrderID, action.ClientOrderID, action.Price, action.Amount) if err != nil { return "", err } default: o, err = f.ModifyPlacedOrder(action.ID, action.ClientOrderID, action.Price, action.Amount) if err != nil { return "", err } } return strconv.FormatInt(o.ID, 10), err } // CancelOrder cancels an order by its corresponding ID number func (f *FTX) CancelOrder(o *order.Cancel) error { if err := o.Validate(o.StandardCancel()); err != nil { return err } if o.ClientOrderID != "" { _, err := f.DeleteOrderByClientID(o.ClientOrderID) return err } _, err := f.DeleteOrder(o.ID) return err } // CancelBatchOrders cancels an orders by their corresponding ID numbers func (f *FTX) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) { return order.CancelBatchResponse{}, common.ErrNotYetImplemented } // CancelAllOrders cancels all orders associated with a currency pair func (f *FTX) CancelAllOrders(orderCancellation *order.Cancel) (order.CancelAllResponse, error) { if err := orderCancellation.Validate(); err != nil { return order.CancelAllResponse{}, err } var resp order.CancelAllResponse formattedPair, err := f.FormatExchangeCurrency(orderCancellation.Pair, orderCancellation.AssetType) if err != nil { return resp, err } orders, err := f.GetOpenOrders(formattedPair.String()) if err != nil { return resp, err } tempMap := make(map[string]string) for x := range orders { _, err := f.DeleteOrder(strconv.FormatInt(orders[x].ID, 10)) if err != nil { tempMap[strconv.FormatInt(orders[x].ID, 10)] = "Cancellation Failed" continue } tempMap[strconv.FormatInt(orders[x].ID, 10)] = "Success" } resp.Status = tempMap return resp, nil } // GetCompatible gets compatible variables for order vars func (s *OrderData) GetCompatible(f *FTX) (OrderVars, error) { var resp OrderVars switch s.Side { case order.Buy.Lower(): resp.Side = order.Buy case order.Sell.Lower(): resp.Side = order.Sell default: resp.Side = order.UnknownSide } switch s.Status { case strings.ToLower(order.New.String()): resp.Status = order.New case strings.ToLower(order.Open.String()): resp.Status = order.Open case closedStatus: if s.FilledSize != 0 && s.FilledSize != s.Size { resp.Status = order.PartiallyCancelled } if s.FilledSize == 0 { resp.Status = order.Cancelled } if s.FilledSize == s.Size { resp.Status = order.Filled } default: resp.Status = order.AnyStatus } var feeBuilder exchange.FeeBuilder feeBuilder.PurchasePrice = s.AvgFillPrice feeBuilder.Amount = s.Size resp.OrderType = order.Market if strings.EqualFold(s.OrderType, order.Limit.String()) { resp.OrderType = order.Limit feeBuilder.IsMaker = true } fee, err := f.GetFee(&feeBuilder) if err != nil { return resp, err } resp.Fee = fee return resp, nil } // GetOrderInfo returns order information based on order ID func (f *FTX) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) { var resp order.Detail orderData, err := f.GetOrderStatus(orderID) if err != nil { return resp, err } p, err := currency.NewPairFromString(orderData.Market) if err != nil { return resp, err } orderAssetType, err := f.GetPairAssetType(p) if err != nil { return resp, err } resp.ID = strconv.FormatInt(orderData.ID, 10) resp.Amount = orderData.Size resp.ClientOrderID = orderData.ClientID resp.Date = orderData.CreatedAt resp.Exchange = f.Name resp.ExecutedAmount = orderData.Size - orderData.RemainingSize resp.Pair = p resp.AssetType = orderAssetType resp.Price = orderData.Price resp.RemainingAmount = orderData.RemainingSize orderVars, err := orderData.GetCompatible(f) if err != nil { return resp, err } resp.Status = orderVars.Status resp.Side = orderVars.Side resp.Type = orderVars.OrderType resp.Fee = orderVars.Fee return resp, nil } // GetDepositAddress returns a deposit address for a specified currency func (f *FTX) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) { a, err := f.FetchDepositAddress(cryptocurrency) if err != nil { return "", err } return a.Address, nil } // WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is // submitted func (f *FTX) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) { if err := withdrawRequest.Validate(); err != nil { return nil, err } resp, err := f.Withdraw(withdrawRequest.Currency, withdrawRequest.Crypto.Address, withdrawRequest.Crypto.AddressTag, withdrawRequest.TradePassword, strconv.FormatInt(withdrawRequest.OneTimePassword, 10), withdrawRequest.Amount) if err != nil { return nil, err } return &withdraw.ExchangeResponse{ ID: strconv.FormatInt(resp.ID, 10), Status: resp.Status, }, nil } // WithdrawFiatFunds returns a withdrawal ID when a withdrawal is // submitted func (f *FTX) WithdrawFiatFunds(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) { return nil, common.ErrFunctionNotSupported } // WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a // withdrawal is submitted func (f *FTX) WithdrawFiatFundsToInternationalBank(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) { return nil, common.ErrFunctionNotSupported } // GetWebsocket returns a pointer to the exchange websocket func (f *FTX) GetWebsocket() (*stream.Websocket, error) { return f.Websocket, nil } // GetActiveOrders retrieves any orders that are active/open func (f *FTX) GetActiveOrders(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) { if err := getOrdersRequest.Validate(); err != nil { return nil, err } var resp []order.Detail for x := range getOrdersRequest.Pairs { assetType, err := f.GetPairAssetType(getOrdersRequest.Pairs[x]) if err != nil { return resp, err } formattedPair, err := f.FormatExchangeCurrency(getOrdersRequest.Pairs[x], assetType) if err != nil { return nil, err } var tempResp order.Detail orderData, err := f.GetOpenOrders(formattedPair.String()) if err != nil { return resp, err } for y := range orderData { var p currency.Pair p, err = currency.NewPairFromString(orderData[y].Market) if err != nil { return nil, err } tempResp.ID = strconv.FormatInt(orderData[y].ID, 10) tempResp.Amount = orderData[y].Size tempResp.AssetType = assetType tempResp.ClientOrderID = orderData[y].ClientID tempResp.Date = orderData[y].CreatedAt tempResp.Exchange = f.Name tempResp.ExecutedAmount = orderData[y].Size - orderData[y].RemainingSize tempResp.Pair = p tempResp.Price = orderData[y].Price tempResp.RemainingAmount = orderData[y].RemainingSize var orderVars OrderVars orderVars, err = f.compatibleOrderVars(orderData[y].Side, orderData[y].Status, orderData[y].OrderType, orderData[y].FilledSize, orderData[y].Size, orderData[y].AvgFillPrice) if err != nil { return resp, err } tempResp.Status = orderVars.Status tempResp.Side = orderVars.Side tempResp.Type = orderVars.OrderType tempResp.Fee = orderVars.Fee resp = append(resp, tempResp) } triggerOrderData, err := f.GetOpenTriggerOrders(formattedPair.String(), getOrdersRequest.Type.String()) if err != nil { return resp, err } for z := range triggerOrderData { var p currency.Pair p, err = currency.NewPairFromString(triggerOrderData[z].Market) if err != nil { return nil, err } tempResp.ID = strconv.FormatInt(triggerOrderData[z].ID, 10) tempResp.Amount = triggerOrderData[z].Size tempResp.AssetType = assetType tempResp.Date = triggerOrderData[z].CreatedAt tempResp.Exchange = f.Name tempResp.ExecutedAmount = triggerOrderData[z].FilledSize tempResp.Pair = p tempResp.Price = triggerOrderData[z].AvgFillPrice tempResp.RemainingAmount = triggerOrderData[z].Size - triggerOrderData[z].FilledSize tempResp.TriggerPrice = triggerOrderData[z].TriggerPrice orderVars, err := f.compatibleOrderVars(triggerOrderData[z].Side, triggerOrderData[z].Status, triggerOrderData[z].OrderType, triggerOrderData[z].FilledSize, triggerOrderData[z].Size, triggerOrderData[z].AvgFillPrice) if err != nil { return resp, err } tempResp.Status = orderVars.Status tempResp.Side = orderVars.Side tempResp.Type = orderVars.OrderType tempResp.Fee = orderVars.Fee resp = append(resp, tempResp) } } return resp, nil } // GetOrderHistory retrieves account order information // Can Limit response to specific order status func (f *FTX) GetOrderHistory(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) { if err := getOrdersRequest.Validate(); err != nil { return nil, err } var resp []order.Detail for x := range getOrdersRequest.Pairs { var tempResp order.Detail assetType, err := f.GetPairAssetType(getOrdersRequest.Pairs[x]) if err != nil { return resp, err } formattedPair, err := f.FormatExchangeCurrency(getOrdersRequest.Pairs[x], assetType) if err != nil { return nil, err } orderData, err := f.FetchOrderHistory(formattedPair.String(), getOrdersRequest.StartTime, getOrdersRequest.EndTime, "") if err != nil { return resp, err } for y := range orderData { var p currency.Pair p, err = currency.NewPairFromString(orderData[y].Market) if err != nil { return nil, err } tempResp.ID = strconv.FormatInt(orderData[y].ID, 10) tempResp.Amount = orderData[y].Size tempResp.AssetType = assetType tempResp.ClientOrderID = orderData[y].ClientID tempResp.Date = orderData[y].CreatedAt tempResp.Exchange = f.Name tempResp.ExecutedAmount = orderData[y].Size - orderData[y].RemainingSize tempResp.Pair = p tempResp.Price = orderData[y].Price tempResp.RemainingAmount = orderData[y].RemainingSize var orderVars OrderVars orderVars, err = f.compatibleOrderVars(orderData[y].Side, orderData[y].Status, orderData[y].OrderType, orderData[y].FilledSize, orderData[y].Size, orderData[y].AvgFillPrice) if err != nil { return resp, err } tempResp.Status = orderVars.Status tempResp.Side = orderVars.Side tempResp.Type = orderVars.OrderType tempResp.Fee = orderVars.Fee resp = append(resp, tempResp) } triggerOrderData, err := f.GetTriggerOrderHistory(formattedPair.String(), getOrdersRequest.StartTime, getOrdersRequest.EndTime, strings.ToLower(getOrdersRequest.Side.String()), strings.ToLower(getOrdersRequest.Type.String()), "") if err != nil { return resp, err } for z := range triggerOrderData { var p currency.Pair p, err = currency.NewPairFromString(triggerOrderData[z].Market) if err != nil { return nil, err } tempResp.ID = strconv.FormatInt(triggerOrderData[z].ID, 10) tempResp.Amount = triggerOrderData[z].Size tempResp.AssetType = assetType tempResp.Date = triggerOrderData[z].CreatedAt tempResp.Exchange = f.Name tempResp.ExecutedAmount = triggerOrderData[z].FilledSize tempResp.Pair = p tempResp.Price = triggerOrderData[z].AvgFillPrice tempResp.RemainingAmount = triggerOrderData[z].Size - triggerOrderData[z].FilledSize tempResp.TriggerPrice = triggerOrderData[z].TriggerPrice orderVars, err := f.compatibleOrderVars(triggerOrderData[z].Side, triggerOrderData[z].Status, triggerOrderData[z].OrderType, triggerOrderData[z].FilledSize, triggerOrderData[z].Size, triggerOrderData[z].AvgFillPrice) if err != nil { return resp, err } tempResp.Status = orderVars.Status tempResp.Side = orderVars.Side tempResp.Type = orderVars.OrderType tempResp.Fee = orderVars.Fee resp = append(resp, tempResp) } } return resp, nil } // GetFeeByType returns an estimate of fee based on the type of transaction func (f *FTX) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) { return f.GetFee(feeBuilder) } // SubscribeToWebsocketChannels appends to ChannelsToSubscribe // which lets websocket.manageSubscriptions handle subscribing func (f *FTX) SubscribeToWebsocketChannels(channels []stream.ChannelSubscription) error { return f.Websocket.SubscribeToChannels(channels) } // UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe // which lets websocket.manageSubscriptions handle unsubscribing func (f *FTX) UnsubscribeToWebsocketChannels(channels []stream.ChannelSubscription) error { return f.Websocket.UnsubscribeChannels(channels) } // AuthenticateWebsocket sends an authentication message to the websocket func (f *FTX) AuthenticateWebsocket() error { return f.WsAuth() } // ValidateCredentials validates current credentials used for wrapper // functionality func (f *FTX) ValidateCredentials(assetType asset.Item) error { _, err := f.UpdateAccountInfo(assetType) return f.CheckTransientError(err) } // GetHistoricCandles returns candles between a time period for a set time interval func (f *FTX) GetHistoricCandles(p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) { if err := f.ValidateKline(p, a, interval); err != nil { return kline.Item{}, err } formattedPair, err := f.FormatExchangeCurrency(p, a) if err != nil { return kline.Item{}, err } ohlcData, err := f.GetHistoricalData(formattedPair.String(), f.FormatExchangeKlineInterval(interval), strconv.FormatInt(int64(f.Features.Enabled.Kline.ResultLimit), 10), start, end) if err != nil { return kline.Item{}, err } ret := kline.Item{ Exchange: f.Name, Pair: p, Asset: a, Interval: interval, } for x := range ohlcData { ret.Candles = append(ret.Candles, kline.Candle{ Time: ohlcData[x].StartTime, Open: ohlcData[x].Open, High: ohlcData[x].High, Low: ohlcData[x].Low, Close: ohlcData[x].Close, Volume: ohlcData[x].Volume, }) } return ret, nil } // GetHistoricCandlesExtended returns candles between a time period for a set time interval func (f *FTX) GetHistoricCandlesExtended(p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) { if err := f.ValidateKline(p, a, interval); err != nil { return kline.Item{}, err } ret := kline.Item{ Exchange: f.Name, Pair: p, Asset: a, Interval: interval, } dates := kline.CalculateCandleDateRanges(start, end, interval, f.Features.Enabled.Kline.ResultLimit) formattedPair, err := f.FormatExchangeCurrency(p, a) if err != nil { return kline.Item{}, err } for x := range dates.Ranges { var ohlcData []OHLCVData ohlcData, err = f.GetHistoricalData(formattedPair.String(), f.FormatExchangeKlineInterval(interval), strconv.FormatInt(int64(f.Features.Enabled.Kline.ResultLimit), 10), dates.Ranges[x].Start.Time, dates.Ranges[x].End.Time) if err != nil { return kline.Item{}, err } for i := range ohlcData { ret.Candles = append(ret.Candles, kline.Candle{ Time: ohlcData[i].StartTime, Open: ohlcData[i].Open, High: ohlcData[i].High, Low: ohlcData[i].Low, Close: ohlcData[i].Close, Volume: ohlcData[i].Volume, }) } } err = dates.VerifyResultsHaveData(ret.Candles) if err != nil { log.Warnf(log.ExchangeSys, "%s - %s", f.Name, err) } ret.RemoveDuplicates() ret.RemoveOutsideRange(start, end) ret.SortCandlesByTimestamp(false) return ret, nil }