package huobi import ( "errors" "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 (h *HUOBI) GetDefaultConfig() (*config.ExchangeConfig, error) { h.SetDefaults() exchCfg := new(config.ExchangeConfig) exchCfg.Name = h.Name exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout exchCfg.BaseCurrencies = h.BaseCurrencies err := h.SetupDefaults(exchCfg) if err != nil { return nil, err } if h.Features.Supports.RESTCapabilities.AutoPairUpdates { err = h.UpdateTradablePairs(true) if err != nil { return nil, err } } return exchCfg, nil } // SetDefaults sets default values for the exchange func (h *HUOBI) SetDefaults() { h.Name = "Huobi" h.Enabled = true h.Verbose = true h.API.CredentialsValidator.RequiresKey = true h.API.CredentialsValidator.RequiresSecret = true fmt1 := currency.PairStore{ RequestFormat: ¤cy.PairFormat{Uppercase: false}, ConfigFormat: ¤cy.PairFormat{ Delimiter: currency.DashDelimiter, Uppercase: true, }, } coinFutures := currency.PairStore{ RequestFormat: ¤cy.PairFormat{ Uppercase: true, Delimiter: currency.DashDelimiter, }, ConfigFormat: ¤cy.PairFormat{ Uppercase: true, }, } futures := currency.PairStore{ RequestFormat: ¤cy.PairFormat{ Uppercase: true, Delimiter: currency.UnderscoreDelimiter, }, ConfigFormat: ¤cy.PairFormat{ Uppercase: true, }, } err := h.StoreAssetPairFormat(asset.Spot, fmt1) if err != nil { log.Errorln(log.ExchangeSys, err) } err = h.StoreAssetPairFormat(asset.CoinMarginedFutures, coinFutures) if err != nil { log.Errorln(log.ExchangeSys, err) } err = h.StoreAssetPairFormat(asset.Futures, futures) if err != nil { log.Errorln(log.ExchangeSys, err) } h.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, CryptoDeposit: true, CryptoWithdrawal: true, TradeFee: true, }, WebsocketCapabilities: protocol.Features{ KlineFetching: true, OrderbookFetching: true, TradeFetching: true, Subscribe: true, Unsubscribe: true, AuthenticatedEndpoints: true, AccountInfo: true, MessageCorrelation: true, GetOrder: true, GetOrders: true, TickerFetching: true, }, WithdrawPermissions: exchange.AutoWithdrawCryptoWithSetup | exchange.NoFiatWithdrawals, Kline: kline.ExchangeCapabilitiesSupported{ Intervals: true, }, }, Enabled: exchange.FeaturesEnabled{ AutoPairUpdates: true, Kline: kline.ExchangeCapabilitiesEnabled{ Intervals: map[string]bool{ kline.OneMin.Word(): true, kline.FiveMin.Word(): true, kline.FifteenMin.Word(): true, kline.ThirtyMin.Word(): true, kline.OneHour.Word(): true, kline.FourHour.Word(): true, kline.OneDay.Word(): true, kline.OneWeek.Word(): true, kline.OneMonth.Word(): true, kline.OneYear.Word(): true, }, ResultLimit: 2000, }, }, } h.Requester = request.New(h.Name, common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout), request.WithLimiter(SetRateLimit())) h.API.Endpoints = h.NewEndpoints() err = h.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{ exchange.RestSpot: huobiAPIURL, exchange.RestFutures: huobiURL, exchange.RestCoinMargined: huobiFuturesURL, exchange.WebsocketSpot: wsMarketURL, }) if err != nil { log.Errorln(log.ExchangeSys, err) } h.Websocket = stream.New() h.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit h.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout h.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit } // Setup sets user configuration func (h *HUOBI) Setup(exch *config.ExchangeConfig) error { if !exch.Enabled { h.SetEnabled(false) return nil } err := h.SetupDefaults(exch) if err != nil { return err } wsRunningURL, err := h.API.Endpoints.GetURL(exchange.WebsocketSpot) if err != nil { return err } err = h.Websocket.Setup(&stream.WebsocketSetup{ Enabled: exch.Features.Enabled.Websocket, Verbose: exch.Verbose, AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport, WebsocketTimeout: exch.WebsocketTrafficTimeout, DefaultURL: wsMarketURL, ExchangeName: exch.Name, RunningURL: wsRunningURL, Connector: h.WsConnect, Subscriber: h.Subscribe, UnSubscriber: h.Unsubscribe, GenerateSubscriptions: h.GenerateDefaultSubscriptions, Features: &h.Features.Supports.WebsocketCapabilities, OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit, BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled, }) if err != nil { return err } err = h.Websocket.SetupNewConnection(stream.ConnectionSetup{ RateLimit: rateLimit, ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout, ResponseMaxLimit: exch.WebsocketResponseMaxLimit, }) if err != nil { return err } return h.Websocket.SetupNewConnection(stream.ConnectionSetup{ RateLimit: rateLimit, ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout, ResponseMaxLimit: exch.WebsocketResponseMaxLimit, URL: wsAccountsOrdersURL, Authenticated: true, }) } // Start starts the HUOBI go routine func (h *HUOBI) Start(wg *sync.WaitGroup) { wg.Add(1) go func() { h.Run() wg.Done() }() } // Run implements the HUOBI wrapper func (h *HUOBI) Run() { if h.Verbose { log.Debugf(log.ExchangeSys, "%s Websocket: %s (url: %s).\n", h.Name, common.IsEnabled(h.Websocket.IsEnabled()), wsMarketURL) h.PrintEnabledPairs() } var forceUpdate bool enabled, err := h.GetEnabledPairs(asset.Spot) if err != nil { log.Errorf(log.ExchangeSys, "%s Failed to update enabled currencies. Err:%s\n", h.Name, err) } avail, err := h.GetAvailablePairs(asset.Spot) if err != nil { log.Errorf(log.ExchangeSys, "%s Failed to update enabled currencies. Err:%s\n", h.Name, err) } if common.StringDataContains(enabled.Strings(), currency.CNY.String()) || common.StringDataContains(avail.Strings(), currency.CNY.String()) { forceUpdate = true } if common.StringDataContains(h.BaseCurrencies.Strings(), currency.CNY.String()) { cfg := config.GetConfig() var exchCfg *config.ExchangeConfig exchCfg, err = cfg.GetExchangeConfig(h.Name) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to get exchange config. %s\n", h.Name, err) return } exchCfg.BaseCurrencies = currency.Currencies{currency.USD} h.BaseCurrencies = currency.Currencies{currency.USD} } if forceUpdate { var format currency.PairFormat format, err = h.GetPairFormat(asset.Spot, false) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to get exchange config. %s\n", h.Name, err) return } enabledPairs := currency.Pairs{ currency.Pair{ Base: currency.BTC.Lower(), Quote: currency.USDT.Lower(), Delimiter: format.Delimiter, }, } log.Warn(log.ExchangeSys, "Available and enabled pairs for Huobi reset due to config upgrade, please enable the ones you would like again") err = h.UpdatePairs(enabledPairs, asset.Spot, true, true) if err != nil { log.Errorf(log.ExchangeSys, "%s Failed to update enabled currencies. Err:%s\n", h.Name, err) } } if !h.GetEnabledFeatures().AutoPairUpdates && !forceUpdate { return } err = h.UpdateTradablePairs(forceUpdate) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", h.Name, err) } } // FetchTradablePairs returns a list of the exchanges tradable pairs func (h *HUOBI) FetchTradablePairs(a asset.Item) ([]string, error) { if !h.SupportsAsset(a) { return nil, fmt.Errorf("asset type of %s is not supported by %s", a, h.Name) } var pairs []string switch a { case asset.Spot: symbols, err := h.GetSymbols() if err != nil { return nil, err } format, err := h.GetPairFormat(a, false) if err != nil { return nil, err } for x := range symbols { if symbols[x].State != "online" { continue } pairs = append(pairs, symbols[x].BaseCurrency+ format.Delimiter+ symbols[x].QuoteCurrency) } case asset.CoinMarginedFutures: symbols, err := h.GetSwapMarkets(currency.Pair{}) if err != nil { return nil, err } for z := range symbols { if symbols[z].ContractStatus == 1 { pairs = append(pairs, symbols[z].ContractCode) } } case asset.Futures: symbols, err := h.FGetContractInfo("", "", currency.Pair{}) if err != nil { return nil, err } for c := range symbols.Data { if symbols.Data[c].ContractStatus == 1 { pairs = append(pairs, symbols.Data[c].ContractCode) } } } return pairs, nil } // UpdateTradablePairs updates the exchanges available pairs and stores // them in the exchanges config func (h *HUOBI) UpdateTradablePairs(forceUpdate bool) error { spotPairs, err := h.FetchTradablePairs(asset.Spot) if err != nil { return err } p, err := currency.NewPairsFromStrings(spotPairs) if err != nil { return err } err = h.UpdatePairs(p, asset.Spot, false, forceUpdate) if err != nil { return err } futuresPairs, err := h.FetchTradablePairs(asset.Futures) if err != nil { return err } fp, err := currency.NewPairsFromStrings(futuresPairs) if err != nil { return err } err = h.UpdatePairs(fp, asset.Futures, false, forceUpdate) if err != nil { return err } coinmarginedFuturesPairs, err := h.FetchTradablePairs(asset.CoinMarginedFutures) if err != nil { return err } cp, err := currency.NewPairsFromStrings(coinmarginedFuturesPairs) if err != nil { return err } return h.UpdatePairs(cp, asset.CoinMarginedFutures, false, forceUpdate) } // UpdateTicker updates and returns the ticker for a currency pair func (h *HUOBI) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) { if !h.SupportsAsset(assetType) { return nil, fmt.Errorf("asset type of %s is not supported by %s", assetType, h.Name) } switch assetType { case asset.Spot: tickerData, err := h.Get24HrMarketSummary(p) if err != nil { return nil, err } err = ticker.ProcessTicker(&ticker.Price{ High: tickerData.Tick.High, Low: tickerData.Tick.Low, Volume: tickerData.Tick.Volume, Open: tickerData.Tick.Open, Close: tickerData.Tick.Close, Pair: p, ExchangeName: h.Name, AssetType: asset.Spot, }) if err != nil { return nil, err } case asset.CoinMarginedFutures: marketData, err := h.GetSwapMarketOverview(p) if err != nil { return nil, err } if len(marketData.Tick.Bid) == 0 { return nil, fmt.Errorf("invalid data for bid") } if len(marketData.Tick.Ask) == 0 { return nil, fmt.Errorf("invalid data for Ask") } err = ticker.ProcessTicker(&ticker.Price{ High: marketData.Tick.High, Low: marketData.Tick.Low, Volume: marketData.Tick.Vol, Open: marketData.Tick.Open, Close: marketData.Tick.Close, Pair: p, Bid: marketData.Tick.Bid[0], Ask: marketData.Tick.Ask[0], ExchangeName: h.Name, AssetType: assetType, }) if err != nil { return nil, err } case asset.Futures: marketData, err := h.FGetMarketOverviewData(p) if err != nil { return nil, err } err = ticker.ProcessTicker(&ticker.Price{ High: marketData.Tick.High, Low: marketData.Tick.Low, Volume: marketData.Tick.Vol, Open: marketData.Tick.Open, Close: marketData.Tick.Close, Pair: p, Bid: marketData.Tick.Bid[0], Ask: marketData.Tick.Ask[0], ExchangeName: h.Name, AssetType: assetType, }) if err != nil { return nil, err } } return ticker.GetTicker(h.Name, p, assetType) } // FetchTicker returns the ticker for a currency pair func (h *HUOBI) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) { tickerNew, err := ticker.GetTicker(h.Name, p, assetType) if err != nil { return h.UpdateTicker(p, assetType) } return tickerNew, nil } // FetchOrderbook returns orderbook base on the currency pair func (h *HUOBI) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) { ob, err := orderbook.Get(h.Name, p, assetType) if err != nil { return h.UpdateOrderbook(p, assetType) } return ob, nil } // UpdateOrderbook updates and returns the orderbook for a currency pair func (h *HUOBI) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) { book := &orderbook.Base{ Exchange: h.Name, Pair: p, Asset: assetType, VerifyOrderbook: h.CanVerifyOrderbook, } var err error switch assetType { case asset.Spot: var orderbookNew Orderbook orderbookNew, err = h.GetDepth(OrderBookDataRequestParams{ Symbol: p, Type: OrderBookDataRequestParamsTypeStep0, }) if err != nil { return nil, err } for x := range orderbookNew.Bids { book.Bids = append(book.Bids, orderbook.Item{ Amount: orderbookNew.Bids[x][1], Price: orderbookNew.Bids[x][0], }) } for x := range orderbookNew.Asks { book.Asks = append(book.Asks, orderbook.Item{ Amount: orderbookNew.Asks[x][1], Price: orderbookNew.Asks[x][0], }) } case asset.Futures: var orderbookNew OBData orderbookNew, err = h.FGetMarketDepth(p, "step0") if err != nil { return nil, err } for x := range orderbookNew.Asks { book.Asks = append(book.Asks, orderbook.Item{ Amount: orderbookNew.Asks[x].Quantity, Price: orderbookNew.Asks[x].Price, }) } for y := range orderbookNew.Bids { book.Bids = append(book.Bids, orderbook.Item{ Amount: orderbookNew.Bids[y].Quantity, Price: orderbookNew.Bids[y].Price, }) } case asset.CoinMarginedFutures: var orderbookNew SwapMarketDepthData orderbookNew, err = h.GetSwapMarketDepth(p, "step0") if err != nil { return nil, err } for x := range orderbookNew.Tick.Asks { book.Asks = append(book.Asks, orderbook.Item{ Amount: orderbookNew.Tick.Asks[x][1], Price: orderbookNew.Tick.Asks[x][0], }) } for y := range orderbookNew.Tick.Bids { book.Bids = append(book.Bids, orderbook.Item{ Amount: orderbookNew.Tick.Bids[y][1], Price: orderbookNew.Tick.Bids[y][0], }) } } err = book.Process() if err != nil { return book, err } return orderbook.Get(h.Name, p, assetType) } // GetAccountID returns the account ID for trades func (h *HUOBI) GetAccountID() ([]Account, error) { acc, err := h.GetAccounts() if err != nil { return nil, err } if len(acc) < 1 { return nil, errors.New("no account returned") } return acc, nil } // UpdateAccountInfo retrieves balances for all enabled currencies for the // HUOBI exchange - to-do func (h *HUOBI) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) { var info account.Holdings var acc account.SubAccount info.Exchange = h.Name switch assetType { case asset.Spot: if h.Websocket.CanUseAuthenticatedWebsocketForWrapper() { resp, err := h.wsGetAccountsList() if err != nil { return info, err } var currencyDetails []account.Balance for i := range resp.Data { if len(resp.Data[i].List) == 0 { continue } currData := account.Balance{ CurrencyName: currency.NewCode(resp.Data[i].List[0].Currency), TotalValue: resp.Data[i].List[0].Balance, } if len(resp.Data[i].List) > 1 && resp.Data[i].List[1].Type == "frozen" { currData.Hold = resp.Data[i].List[1].Balance } currencyDetails = append(currencyDetails, currData) } acc.Currencies = currencyDetails } else { accounts, err := h.GetAccountID() if err != nil { return info, err } for i := range accounts { acc.ID = strconv.FormatInt(accounts[i].ID, 10) balances, err := h.GetAccountBalance(acc.ID) if err != nil { return info, err } var currencyDetails []account.Balance balance: for j := range balances { frozen := balances[j].Type == "frozen" for i := range currencyDetails { if currencyDetails[i].CurrencyName.String() == balances[j].Currency { if frozen { currencyDetails[i].Hold = balances[j].Balance } else { currencyDetails[i].TotalValue = balances[j].Balance } continue balance } } if frozen { currencyDetails = append(currencyDetails, account.Balance{ CurrencyName: currency.NewCode(balances[j].Currency), Hold: balances[j].Balance, }) } else { currencyDetails = append(currencyDetails, account.Balance{ CurrencyName: currency.NewCode(balances[j].Currency), TotalValue: balances[j].Balance, }) } } acc.Currencies = currencyDetails } } case asset.CoinMarginedFutures: subAccsData, err := h.GetSwapAllSubAccAssets(currency.Pair{}) if err != nil { return info, err } var currencyDetails []account.Balance for x := range subAccsData.Data { a, err := h.SwapSingleSubAccAssets(currency.Pair{}, subAccsData.Data[x].SubUID) if err != nil { return info, err } for y := range a.Data { currencyDetails = append(currencyDetails, account.Balance{ CurrencyName: currency.NewCode(a.Data[y].Symbol), TotalValue: a.Data[y].MarginBalance, Hold: a.Data[y].MarginFrozen, }) } } acc.Currencies = currencyDetails case asset.Futures: subAccsData, err := h.FGetAllSubAccountAssets(currency.Code{}) if err != nil { return info, err } var currencyDetails []account.Balance for x := range subAccsData.Data { a, err := h.FGetSingleSubAccountInfo("", strconv.FormatInt(subAccsData.Data[x].SubUID, 10)) if err != nil { return info, err } for y := range a.AssetsData { currencyDetails = append(currencyDetails, account.Balance{ CurrencyName: currency.NewCode(a.AssetsData[y].Symbol), TotalValue: a.AssetsData[y].MarginBalance, Hold: a.AssetsData[y].MarginFrozen, }) } } acc.Currencies = currencyDetails } acc.AssetType = asset.Futures info.Accounts = append(info.Accounts, acc) err := account.Process(&info) if err != nil { return info, err } return info, nil } // FetchAccountInfo retrieves balances for all enabled currencies func (h *HUOBI) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) { acc, err := account.GetHoldings(h.Name, assetType) if err != nil { return h.UpdateAccountInfo(assetType) } return acc, nil } // GetFundingHistory returns funding history, deposits and // withdrawals func (h *HUOBI) GetFundingHistory() ([]exchange.FundHistory, error) { return nil, common.ErrFunctionNotSupported } // GetWithdrawalsHistory returns previous withdrawals data func (h *HUOBI) 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 (h *HUOBI) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) { var err error var tradeData []TradeHistory tradeData, err = h.GetTradeHistory(p, 2000) if err != nil { return nil, err } var resp []trade.Data for i := range tradeData { for j := range tradeData[i].Trades { var side order.Side side, err = order.StringToOrderSide(tradeData[i].Trades[j].Direction) if err != nil { return nil, err } resp = append(resp, trade.Data{ Exchange: h.Name, TID: strconv.FormatFloat(tradeData[i].Trades[j].TradeID, 'f', -1, 64), CurrencyPair: p, AssetType: assetType, Side: side, Price: tradeData[i].Trades[j].Price, Amount: tradeData[i].Trades[j].Amount, Timestamp: time.Unix(0, tradeData[i].Timestamp*int64(time.Millisecond)), }) } } err = h.AddTradesToBuffer(resp...) if err != nil { return nil, err } sort.Sort(trade.ByDate(resp)) return resp, nil } // GetHistoricTrades returns historic trade data within the timeframe provided func (h *HUOBI) GetHistoricTrades(_ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) { return nil, common.ErrFunctionNotSupported } // SubmitOrder submits a new order func (h *HUOBI) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) { var submitOrderResponse order.SubmitResponse if err := s.Validate(); err != nil { return submitOrderResponse, err } switch s.AssetType { case asset.Spot: accountID, err := strconv.ParseInt(s.ClientID, 10, 64) if err != nil { return submitOrderResponse, err } var formattedType SpotNewOrderRequestParamsType var params = SpotNewOrderRequestParams{ Amount: s.Amount, Source: "api", Symbol: s.Pair, AccountID: int(accountID), } switch { case s.Side == order.Buy && s.Type == order.Market: formattedType = SpotNewOrderRequestTypeBuyMarket case s.Side == order.Sell && s.Type == order.Market: formattedType = SpotNewOrderRequestTypeSellMarket case s.Side == order.Buy && s.Type == order.Limit: formattedType = SpotNewOrderRequestTypeBuyLimit params.Price = s.Price case s.Side == order.Sell && s.Type == order.Limit: formattedType = SpotNewOrderRequestTypeSellLimit params.Price = s.Price } params.Type = formattedType response, err := h.SpotNewOrder(¶ms) if err != nil { return submitOrderResponse, err } if response > 0 { submitOrderResponse.OrderID = strconv.FormatInt(response, 10) } submitOrderResponse.IsOrderPlaced = true if s.Type == order.Market { submitOrderResponse.FullyMatched = true } case asset.CoinMarginedFutures: var oDirection string switch s.Side { case order.Buy: oDirection = "BUY" case order.Sell: oDirection = "SELL" } var oType string switch s.Type { case order.Limit: oType = "limit" case order.PostOnly: oType = "post_only" } order, err := h.PlaceSwapOrders(s.Pair, s.ClientOrderID, oDirection, s.Offset, oType, s.Price, s.Amount, s.Leverage) if err != nil { return submitOrderResponse, err } submitOrderResponse.OrderID = order.Data.OrderIDString submitOrderResponse.IsOrderPlaced = true case asset.Futures: var oDirection string switch s.Side { case order.Buy: oDirection = "BUY" case order.Sell: oDirection = "SELL" } var oType string switch s.Type { case order.Limit: oType = "limit" case order.PostOnly: oType = "post_only" } order, err := h.FOrder(s.Pair, "", "", s.ClientOrderID, oDirection, s.Offset, oType, s.Price, s.Amount, s.Leverage) if err != nil { return submitOrderResponse, err } submitOrderResponse.OrderID = order.Data.OrderIDStr submitOrderResponse.IsOrderPlaced = true } return submitOrderResponse, nil } // ModifyOrder will allow of changing orderbook placement and limit to // market conversion func (h *HUOBI) ModifyOrder(action *order.Modify) (string, error) { return "", common.ErrFunctionNotSupported } // CancelOrder cancels an order by its corresponding ID number func (h *HUOBI) CancelOrder(o *order.Cancel) error { if err := o.Validate(o.StandardCancel()); err != nil { return err } var err error switch o.AssetType { case asset.Spot: var orderIDInt int64 orderIDInt, err = strconv.ParseInt(o.ID, 10, 64) if err != nil { return err } _, err = h.CancelExistingOrder(orderIDInt) case asset.CoinMarginedFutures: _, err = h.CancelSwapOrder(o.ID, o.ClientID, o.Pair) case asset.Futures: _, err = h.FCancelOrder(o.Symbol, o.ClientID, o.ClientOrderID) default: return fmt.Errorf("%v assetType not supported", o.AssetType) } return err } // CancelBatchOrders cancels an orders by their corresponding ID numbers func (h *HUOBI) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) { return order.CancelBatchResponse{}, common.ErrNotYetImplemented } // CancelAllOrders cancels all orders associated with a currency pair func (h *HUOBI) CancelAllOrders(orderCancellation *order.Cancel) (order.CancelAllResponse, error) { if err := orderCancellation.Validate(); err != nil { return order.CancelAllResponse{}, err } var cancelAllOrdersResponse order.CancelAllResponse cancelAllOrdersResponse.Status = make(map[string]string) switch orderCancellation.AssetType { case asset.Spot: enabledPairs, err := h.GetEnabledPairs(asset.Spot) if err != nil { return cancelAllOrdersResponse, err } for i := range enabledPairs { resp, err := h.CancelOpenOrdersBatch(orderCancellation.AccountID, enabledPairs[i]) if err != nil { return cancelAllOrdersResponse, err } if resp.Data.FailedCount > 0 { return cancelAllOrdersResponse, fmt.Errorf("%v orders failed to cancel", resp.Data.FailedCount) } if resp.Status == "error" { return cancelAllOrdersResponse, errors.New(resp.ErrorMessage) } } case asset.CoinMarginedFutures: if orderCancellation.Pair.IsEmpty() { enabledPairs, err := h.GetEnabledPairs(asset.CoinMarginedFutures) if err != nil { return cancelAllOrdersResponse, err } for i := range enabledPairs { a, err := h.CancelAllSwapOrders(enabledPairs[i]) if err != nil { return cancelAllOrdersResponse, err } split := strings.Split(a.Successes, ",") for x := range split { cancelAllOrdersResponse.Status[split[x]] = "success" } for y := range a.Errors { cancelAllOrdersResponse.Status[a.Errors[y].OrderID] = fmt.Sprintf("fail: %s", a.Errors[y].ErrMsg) } } } else { a, err := h.CancelAllSwapOrders(orderCancellation.Pair) if err != nil { return cancelAllOrdersResponse, err } split := strings.Split(a.Successes, ",") for x := range split { cancelAllOrdersResponse.Status[split[x]] = "success" } for y := range a.Errors { cancelAllOrdersResponse.Status[a.Errors[y].OrderID] = fmt.Sprintf("fail: %s", a.Errors[y].ErrMsg) } } case asset.Futures: if orderCancellation.Pair.IsEmpty() { enabledPairs, err := h.GetEnabledPairs(asset.Futures) if err != nil { return cancelAllOrdersResponse, err } for i := range enabledPairs { a, err := h.FCancelAllOrders(enabledPairs[i], "", "") if err != nil { return cancelAllOrdersResponse, err } split := strings.Split(a.Data.Successes, ",") for x := range split { cancelAllOrdersResponse.Status[split[x]] = "success" } for y := range a.Data.Errors { cancelAllOrdersResponse.Status[strconv.FormatInt(a.Data.Errors[y].OrderID, 10)] = fmt.Sprintf("fail: %s", a.Data.Errors[y].ErrMsg) } } } else { a, err := h.FCancelAllOrders(orderCancellation.Pair, "", "") if err != nil { return cancelAllOrdersResponse, err } split := strings.Split(a.Data.Successes, ",") for x := range split { cancelAllOrdersResponse.Status[split[x]] = "success" } for y := range a.Data.Errors { cancelAllOrdersResponse.Status[strconv.FormatInt(a.Data.Errors[y].OrderID, 10)] = fmt.Sprintf("fail: %s", a.Data.Errors[y].ErrMsg) } } } return cancelAllOrdersResponse, nil } // GetOrderInfo returns order information based on order ID func (h *HUOBI) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) { var orderDetail order.Detail switch assetType { case asset.Spot: var respData *OrderInfo if h.Websocket.CanUseAuthenticatedWebsocketForWrapper() { resp, err := h.wsGetOrderDetails(orderID) if err != nil { return orderDetail, err } respData = &resp.Data } else { oID, err := strconv.ParseInt(orderID, 10, 64) if err != nil { return orderDetail, err } resp, err := h.GetOrder(oID) if err != nil { return orderDetail, err } respData = &resp } if respData.ID == 0 { return orderDetail, fmt.Errorf("%s - order not found for orderid %s", h.Name, orderID) } var responseID = strconv.FormatInt(respData.ID, 10) if responseID != orderID { return orderDetail, errors.New(h.Name + " - GetOrderInfo orderID mismatch. Expected: " + orderID + " Received: " + responseID) } typeDetails := strings.Split(respData.Type, "-") orderSide, err := order.StringToOrderSide(typeDetails[0]) if err != nil { if h.Websocket.IsConnected() { h.Websocket.DataHandler <- order.ClassificationError{ Exchange: h.Name, OrderID: orderID, Err: err, } } else { return orderDetail, err } } orderType, err := order.StringToOrderType(typeDetails[1]) if err != nil { if h.Websocket.IsConnected() { h.Websocket.DataHandler <- order.ClassificationError{ Exchange: h.Name, OrderID: orderID, Err: err, } } else { return orderDetail, err } } orderStatus, err := order.StringToOrderStatus(respData.State) if err != nil { if h.Websocket.IsConnected() { h.Websocket.DataHandler <- order.ClassificationError{ Exchange: h.Name, OrderID: orderID, Err: err, } } else { return orderDetail, err } } var p currency.Pair var a asset.Item p, a, err = h.GetRequestFormattedPairAndAssetType(respData.Symbol) if err != nil { return orderDetail, err } orderDetail = order.Detail{ Exchange: h.Name, ID: orderID, AccountID: strconv.FormatInt(respData.AccountID, 10), Pair: p, Type: orderType, Side: orderSide, Date: time.Unix(0, respData.CreatedAt*int64(time.Millisecond)), Status: orderStatus, Price: respData.Price, Amount: respData.Amount, ExecutedAmount: respData.FilledAmount, Fee: respData.FilledFees, AssetType: a, } case asset.CoinMarginedFutures: orderInfo, err := h.GetSwapOrderInfo(pair, orderID, "") if err != nil { return orderDetail, err } var orderVars OrderVars for x := range orderInfo.Data { orderVars, err = compatibleVars(orderInfo.Data[x].Direction, orderInfo.Data[x].OrderPriceType, orderInfo.Data[x].Status) if err != nil { return orderDetail, err } maker := true if orderVars.OrderType == order.Limit || orderVars.OrderType == order.PostOnly { maker = false } orderDetail.Trades = append(orderDetail.Trades, order.TradeHistory{ Price: orderInfo.Data[x].Price, Amount: orderInfo.Data[x].Volume, Fee: orderInfo.Data[x].Fee, Exchange: h.Name, TID: orderInfo.Data[x].OrderIDString, Type: orderVars.OrderType, Side: orderVars.Side, IsMaker: maker, }) } case asset.Futures: orderInfo, err := h.FGetOrderInfo("", orderID, "") if err != nil { return orderDetail, err } var orderVars OrderVars for x := range orderInfo.Data { orderVars, err = compatibleVars(orderInfo.Data[x].Direction, orderInfo.Data[x].OrderPriceType, orderInfo.Data[x].Status) if err != nil { return orderDetail, err } orderDetail.Trades = append(orderDetail.Trades, order.TradeHistory{ Price: orderInfo.Data[x].Price, Amount: orderInfo.Data[x].Volume, Fee: orderInfo.Data[x].Fee, Exchange: h.Name, TID: orderInfo.Data[x].OrderIDString, Type: orderVars.OrderType, Side: orderVars.Side, IsMaker: orderVars.OrderType == order.Limit || orderVars.OrderType == order.PostOnly, }) } } return orderDetail, nil } // GetDepositAddress returns a deposit address for a specified currency func (h *HUOBI) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) { resp, err := h.QueryDepositAddress(cryptocurrency.Lower().String()) return resp.Address, err } // WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is // submitted func (h *HUOBI) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) { if err := withdrawRequest.Validate(); err != nil { return nil, err } resp, err := h.Withdraw(withdrawRequest.Currency, withdrawRequest.Crypto.Address, withdrawRequest.Crypto.AddressTag, withdrawRequest.Amount, withdrawRequest.Crypto.FeeAmount) if err != nil { return nil, err } return &withdraw.ExchangeResponse{ ID: strconv.FormatInt(resp, 10), }, err } // WithdrawFiatFunds returns a withdrawal ID when a // withdrawal is submitted func (h *HUOBI) WithdrawFiatFunds(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) { return nil, common.ErrFunctionNotSupported } // WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a // withdrawal is submitted func (h *HUOBI) WithdrawFiatFundsToInternationalBank(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) { return nil, common.ErrFunctionNotSupported } // GetFeeByType returns an estimate of fee based on type of transaction func (h *HUOBI) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) { if !h.AllowAuthenticatedRequest() && // Todo check connection status feeBuilder.FeeType == exchange.CryptocurrencyTradeFee { feeBuilder.FeeType = exchange.OfflineTradeFee } return h.GetFee(feeBuilder) } // GetActiveOrders retrieves any orders that are active/open func (h *HUOBI) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) { if err := req.Validate(); err != nil { return nil, err } var orders []order.Detail switch req.AssetType { case asset.Spot: if len(req.Pairs) == 0 { return nil, errors.New("currency must be supplied") } side := "" if req.Side == order.AnySide || req.Side == "" { side = "" } else if req.Side == order.Sell { side = req.Side.Lower() } if h.Websocket.CanUseAuthenticatedWebsocketForWrapper() { for i := range req.Pairs { resp, err := h.wsGetOrdersList(-1, req.Pairs[i]) if err != nil { return orders, err } for j := range resp.Data { sideData := strings.Split(resp.Data[j].OrderState, "-") side = sideData[0] var orderID = strconv.FormatInt(resp.Data[j].OrderID, 10) orderSide, err := order.StringToOrderSide(side) if err != nil { h.Websocket.DataHandler <- order.ClassificationError{ Exchange: h.Name, OrderID: orderID, Err: err, } } orderType, err := order.StringToOrderType(sideData[1]) if err != nil { h.Websocket.DataHandler <- order.ClassificationError{ Exchange: h.Name, OrderID: orderID, Err: err, } } orderStatus, err := order.StringToOrderStatus(resp.Data[j].OrderState) if err != nil { h.Websocket.DataHandler <- order.ClassificationError{ Exchange: h.Name, OrderID: orderID, Err: err, } } orders = append(orders, order.Detail{ Exchange: h.Name, AccountID: strconv.FormatInt(resp.Data[j].AccountID, 10), ID: orderID, Pair: req.Pairs[i], Type: orderType, Side: orderSide, Date: time.Unix(0, resp.Data[j].CreatedAt*int64(time.Millisecond)), Status: orderStatus, Price: resp.Data[j].Price, Amount: resp.Data[j].OrderAmount, ExecutedAmount: resp.Data[j].FilledAmount, RemainingAmount: resp.Data[j].UnfilledAmount, Fee: resp.Data[j].FilledFees, }) } } } else { for i := range req.Pairs { resp, err := h.GetOpenOrders(req.Pairs[i], h.API.Credentials.ClientID, side, 500) if err != nil { return nil, err } for x := range resp { orderDetail := order.Detail{ ID: strconv.FormatInt(resp[x].ID, 10), Price: resp[x].Price, Amount: resp[x].Amount, Pair: req.Pairs[i], Exchange: h.Name, ExecutedAmount: resp[x].FilledAmount, Date: time.Unix(0, resp[x].CreatedAt*int64(time.Millisecond)), Status: order.Status(resp[x].State), AccountID: strconv.FormatInt(resp[x].AccountID, 10), Fee: resp[x].FilledFees, } setOrderSideAndType(resp[x].Type, &orderDetail) orders = append(orders, orderDetail) } } } case asset.CoinMarginedFutures: for x := range req.Pairs { var currentPage int64 = 0 for done := false; !done; { openOrders, err := h.GetSwapOpenOrders(req.Pairs[x], currentPage, 50) if err != nil { return orders, err } var orderVars OrderVars for x := range openOrders.Data.Orders { orderVars, err = compatibleVars(openOrders.Data.Orders[x].Direction, openOrders.Data.Orders[x].OrderPriceType, openOrders.Data.Orders[x].Status) if err != nil { return orders, err } p, err := currency.NewPairFromString(openOrders.Data.Orders[x].ContractCode) if err != nil { return orders, err } orders = append(orders, order.Detail{ PostOnly: (orderVars.OrderType == order.PostOnly), Leverage: openOrders.Data.Orders[x].LeverageRate, Price: openOrders.Data.Orders[x].Price, Amount: openOrders.Data.Orders[x].Volume, ExecutedAmount: openOrders.Data.Orders[x].TradeVolume, RemainingAmount: openOrders.Data.Orders[x].Volume - openOrders.Data.Orders[x].TradeVolume, Fee: openOrders.Data.Orders[x].Fee, Exchange: h.Name, AssetType: req.AssetType, ID: openOrders.Data.Orders[x].OrderIDString, Side: orderVars.Side, Type: orderVars.OrderType, Status: orderVars.Status, Pair: p, }) } } } case asset.Futures: for x := range req.Pairs { var currentPage int64 = 0 for done := false; !done; { openOrders, err := h.FGetOpenOrders(req.Pairs[x].Base, currentPage, 50) if err != nil { return orders, err } var orderVars OrderVars for x := range openOrders.Data.Orders { orderVars, err = compatibleVars(openOrders.Data.Orders[x].Direction, openOrders.Data.Orders[x].OrderPriceType, openOrders.Data.Orders[x].Status) if err != nil { return orders, err } p, err := currency.NewPairFromString(openOrders.Data.Orders[x].ContractCode) if err != nil { return orders, err } orders = append(orders, order.Detail{ PostOnly: (orderVars.OrderType == order.PostOnly), Leverage: openOrders.Data.Orders[x].LeverageRate, Price: openOrders.Data.Orders[x].Price, Amount: openOrders.Data.Orders[x].Volume, ExecutedAmount: openOrders.Data.Orders[x].TradeVolume, RemainingAmount: openOrders.Data.Orders[x].Volume - openOrders.Data.Orders[x].TradeVolume, Fee: openOrders.Data.Orders[x].Fee, Exchange: h.Name, AssetType: req.AssetType, ID: openOrders.Data.Orders[x].OrderIDString, Side: orderVars.Side, Type: orderVars.OrderType, Status: orderVars.Status, Pair: p, }) } } } } order.FilterOrdersByType(&orders, req.Type) order.FilterOrdersBySide(&orders, req.Side) order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime) return orders, nil } // GetOrderHistory retrieves account order information // Can Limit response to specific order status func (h *HUOBI) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) { if err := req.Validate(); err != nil { return nil, err } var orders []order.Detail switch req.AssetType { case asset.Spot: if len(req.Pairs) == 0 { return nil, errors.New("currency must be supplied") } states := "partial-canceled,filled,canceled" for i := range req.Pairs { resp, err := h.GetOrders( req.Pairs[i], "", "", "", states, "", "", "") if err != nil { return nil, err } for x := range resp { orderDetail := order.Detail{ ID: strconv.FormatInt(resp[x].ID, 10), Price: resp[x].Price, Amount: resp[x].Amount, Pair: req.Pairs[i], Exchange: h.Name, ExecutedAmount: resp[x].FilledAmount, Date: time.Unix(0, resp[x].CreatedAt*int64(time.Millisecond)), Status: order.Status(resp[x].State), AccountID: strconv.FormatInt(resp[x].AccountID, 10), Fee: resp[x].FilledFees, } setOrderSideAndType(resp[x].Type, &orderDetail) orders = append(orders, orderDetail) } } case asset.CoinMarginedFutures: for x := range req.Pairs { var currentPage int64 = 0 for done := false; !done; { orderHistory, err := h.GetSwapOrderHistory(req.Pairs[x], "all", "all", []order.Status{order.AnyStatus}, int64(req.EndTime.Sub(req.StartTime).Hours()/24), currentPage, 50) if err != nil { return orders, err } var orderVars OrderVars for x := range orderHistory.Data.Orders { p, err := currency.NewPairFromString(orderHistory.Data.Orders[x].ContractCode) if err != nil { return orders, err } orderVars, err = compatibleVars(orderHistory.Data.Orders[x].Direction, orderHistory.Data.Orders[x].OrderPriceType, orderHistory.Data.Orders[x].Status) if err != nil { return orders, err } orders = append(orders, order.Detail{ PostOnly: (orderVars.OrderType == order.PostOnly), Leverage: orderHistory.Data.Orders[x].LeverageRate, Price: orderHistory.Data.Orders[x].Price, Amount: orderHistory.Data.Orders[x].Volume, ExecutedAmount: orderHistory.Data.Orders[x].TradeVolume, RemainingAmount: orderHistory.Data.Orders[x].Volume - orderHistory.Data.Orders[x].TradeVolume, Fee: orderHistory.Data.Orders[x].Fee, Exchange: h.Name, AssetType: req.AssetType, ID: orderHistory.Data.Orders[x].OrderIDString, Side: orderVars.Side, Type: orderVars.OrderType, Status: orderVars.Status, Pair: p, }) } currentPage++ if currentPage == orderHistory.Data.TotalPage { done = true } } } case asset.Futures: for x := range req.Pairs { var currentPage int64 = 0 for done := false; !done; { openOrders, err := h.FGetOrderHistory(req.Pairs[x], "", "all", "all", "limit", []order.Status{order.AnyStatus}, int64(req.EndTime.Sub(req.StartTime).Hours()/24), currentPage, 50) if err != nil { return orders, err } var orderVars OrderVars for x := range openOrders.Data.Orders { orderVars, err = compatibleVars(openOrders.Data.Orders[x].Direction, openOrders.Data.Orders[x].OrderPriceType, openOrders.Data.Orders[x].Status) if err != nil { return orders, err } if req.Side != orderVars.Side { continue } if req.Type != orderVars.OrderType { continue } orderCreateTime := time.Unix(openOrders.Data.Orders[x].CreateDate, 0) p, err := currency.NewPairFromString(openOrders.Data.Orders[x].ContractCode) if err != nil { return orders, err } orders = append(orders, order.Detail{ PostOnly: (orderVars.OrderType == order.PostOnly), Leverage: openOrders.Data.Orders[x].LeverageRate, Price: openOrders.Data.Orders[x].Price, Amount: openOrders.Data.Orders[x].Volume, ExecutedAmount: openOrders.Data.Orders[x].TradeVolume, RemainingAmount: openOrders.Data.Orders[x].Volume - openOrders.Data.Orders[x].TradeVolume, Fee: openOrders.Data.Orders[x].Fee, Exchange: h.Name, AssetType: req.AssetType, ID: openOrders.Data.Orders[x].OrderIDString, Side: orderVars.Side, Type: orderVars.OrderType, Status: orderVars.Status, Pair: p, Date: orderCreateTime, }) } currentPage++ if currentPage == openOrders.Data.TotalPage { done = true } } } } order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime) return orders, nil } func setOrderSideAndType(requestType string, orderDetail *order.Detail) { switch SpotNewOrderRequestParamsType(requestType) { case SpotNewOrderRequestTypeBuyMarket: orderDetail.Side = order.Buy orderDetail.Type = order.Market case SpotNewOrderRequestTypeSellMarket: orderDetail.Side = order.Sell orderDetail.Type = order.Market case SpotNewOrderRequestTypeBuyLimit: orderDetail.Side = order.Buy orderDetail.Type = order.Limit case SpotNewOrderRequestTypeSellLimit: orderDetail.Side = order.Sell orderDetail.Type = order.Limit } } // AuthenticateWebsocket sends an authentication message to the websocket func (h *HUOBI) AuthenticateWebsocket() error { return h.wsLogin() } // ValidateCredentials validates current credentials used for wrapper // functionality func (h *HUOBI) ValidateCredentials(assetType asset.Item) error { _, err := h.UpdateAccountInfo(assetType) return h.CheckTransientError(err) } // FormatExchangeKlineInterval returns Interval to exchange formatted string func (h *HUOBI) FormatExchangeKlineInterval(in kline.Interval) string { switch in { case kline.OneMin, kline.FiveMin, kline.FifteenMin, kline.ThirtyMin: return in.Short() + "in" case kline.FourHour: return "4hour" case kline.OneDay: return "1day" case kline.OneMonth: return "1mon" case kline.OneWeek: return "1week" case kline.OneYear: return "1year" } return "" } // GetHistoricCandles returns candles between a time period for a set time interval func (h *HUOBI) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) { if err := h.ValidateKline(pair, a, interval); err != nil { return kline.Item{}, err } klineParams := KlinesRequestParams{ Period: h.FormatExchangeKlineInterval(interval), Symbol: pair, } candles, err := h.GetSpotKline(klineParams) if err != nil { return kline.Item{}, err } ret := kline.Item{ Exchange: h.Name, Pair: pair, Asset: a, Interval: interval, } for x := range candles { if time.Unix(candles[x].ID, 0).Before(start) || time.Unix(candles[x].ID, 0).After(end) { continue } ret.Candles = append(ret.Candles, kline.Candle{ Time: time.Unix(candles[x].ID, 0), 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 (h *HUOBI) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) { return h.GetHistoricCandles(pair, a, start, end, interval) } // compatibleVars gets compatible variables for order vars func compatibleVars(side, orderPriceType string, status int64) (OrderVars, error) { var resp OrderVars switch side { case "buy": resp.Side = order.Buy case "sell": resp.Side = order.Sell default: return resp, fmt.Errorf("invalid orderSide") } switch orderPriceType { case "limit": resp.OrderType = order.Limit case "opponent": resp.OrderType = order.Market case "post_only": resp.OrderType = order.PostOnly default: return resp, fmt.Errorf("invalid orderPriceType") } switch status { case 1, 2, 11: resp.Status = order.UnknownStatus case 3: resp.Status = order.Active case 4: resp.Status = order.PartiallyFilled case 5: resp.Status = order.PartiallyCancelled case 6: resp.Status = order.Filled case 7: resp.Status = order.Cancelled default: return resp, fmt.Errorf("invalid orderStatus") } return resp, nil }