package lbank 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/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 (l *Lbank) GetDefaultConfig() (*config.ExchangeConfig, error) { l.SetDefaults() exchCfg := new(config.ExchangeConfig) exchCfg.Name = l.Name exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout exchCfg.BaseCurrencies = l.BaseCurrencies err := l.SetupDefaults(exchCfg) if err != nil { return nil, err } if l.Features.Supports.RESTCapabilities.AutoPairUpdates { err = l.UpdateTradablePairs(true) if err != nil { return nil, err } } return exchCfg, nil } // SetDefaults sets the basic defaults for Lbank func (l *Lbank) SetDefaults() { l.Name = "Lbank" l.Enabled = true l.Verbose = true l.API.CredentialsValidator.RequiresKey = true l.API.CredentialsValidator.RequiresSecret = true requestFmt := ¤cy.PairFormat{Delimiter: currency.UnderscoreDelimiter} configFmt := ¤cy.PairFormat{Delimiter: currency.UnderscoreDelimiter} err := l.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot) if err != nil { log.Errorln(log.ExchangeSys, err) } l.Features = exchange.Features{ Supports: exchange.FeaturesSupported{ REST: true, RESTCapabilities: protocol.Features{ TickerBatching: true, TickerFetching: true, KlineFetching: true, TradeFetching: true, OrderbookFetching: true, AutoPairUpdates: true, AccountInfo: true, GetOrder: true, GetOrders: true, CancelOrder: true, SubmitOrder: true, WithdrawalHistory: true, UserTradeHistory: true, CryptoWithdrawal: true, TradeFee: true, CryptoWithdrawalFee: true, }, WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission | exchange.NoFiatWithdrawals, }, 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.EightHour.Word(): true, kline.TwelveHour.Word(): true, kline.OneDay.Word(): true, kline.OneWeek.Word(): true, }, ResultLimit: 2000, }, }, } l.Requester = request.New(l.Name, common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout)) l.API.Endpoints = l.NewEndpoints() err = l.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{ exchange.RestSpot: lbankAPIURL, }) if err != nil { log.Errorln(log.ExchangeSys, err) } } // Setup sets exchange configuration profile func (l *Lbank) Setup(exch *config.ExchangeConfig) error { if !exch.Enabled { l.SetEnabled(false) return nil } err := l.SetupDefaults(exch) if err != nil { return err } if l.API.AuthenticatedSupport { err = l.loadPrivKey() if err != nil { l.API.AuthenticatedSupport = false log.Errorf(log.ExchangeSys, "%s couldn't load private key, setting authenticated support to false", l.Name) } } return nil } // Start starts the LakeBTC go routine func (l *Lbank) Start(wg *sync.WaitGroup) { wg.Add(1) go func() { l.Run() wg.Done() }() } // Run implements the Lbank wrapper func (l *Lbank) Run() { if l.Verbose { l.PrintEnabledPairs() } if !l.GetEnabledFeatures().AutoPairUpdates { return } err := l.UpdateTradablePairs(false) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", l.Name, err) } } // FetchTradablePairs returns a list of the exchanges tradable pairs func (l *Lbank) FetchTradablePairs(asset asset.Item) ([]string, error) { currencies, err := l.GetCurrencyPairs() if err != nil { return nil, err } return currencies, nil } // UpdateTradablePairs updates the exchanges available pairs and stores // them in the exchanges config func (l *Lbank) UpdateTradablePairs(forceUpdate bool) error { pairs, err := l.FetchTradablePairs(asset.Spot) if err != nil { return err } p, err := currency.NewPairsFromStrings(pairs) if err != nil { return err } return l.UpdatePairs(p, asset.Spot, false, forceUpdate) } // UpdateTicker updates and returns the ticker for a currency pair func (l *Lbank) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) { tickerInfo, err := l.GetTickers() if err != nil { return nil, err } pairs, err := l.GetEnabledPairs(assetType) if err != nil { return nil, err } for i := range pairs { for j := range tickerInfo { if !pairs[i].Equal(tickerInfo[j].Symbol) { continue } err = ticker.ProcessTicker(&ticker.Price{ Last: tickerInfo[j].Ticker.Latest, High: tickerInfo[j].Ticker.High, Low: tickerInfo[j].Ticker.Low, Volume: tickerInfo[j].Ticker.Volume, Pair: tickerInfo[j].Symbol, LastUpdated: time.Unix(0, tickerInfo[j].Timestamp), ExchangeName: l.Name, AssetType: assetType}) if err != nil { return nil, err } } } return ticker.GetTicker(l.Name, p, assetType) } // FetchTicker returns the ticker for a currency pair func (l *Lbank) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) { fpair, err := l.FormatExchangeCurrency(p, assetType) if err != nil { return nil, err } tickerNew, err := ticker.GetTicker(l.Name, fpair, assetType) if err != nil { return l.UpdateTicker(p, assetType) } return tickerNew, nil } // FetchOrderbook returns orderbook base on the currency pair func (l *Lbank) FetchOrderbook(currency currency.Pair, assetType asset.Item) (*orderbook.Base, error) { ob, err := orderbook.Get(l.Name, currency, assetType) if err != nil { return l.UpdateOrderbook(currency, assetType) } return ob, nil } // UpdateOrderbook updates and returns the orderbook for a currency pair func (l *Lbank) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) { book := &orderbook.Base{ Exchange: l.Name, Pair: p, Asset: assetType, VerifyOrderbook: l.CanVerifyOrderbook, } fpair, err := l.FormatExchangeCurrency(p, assetType) if err != nil { return book, err } a, err := l.GetMarketDepths(fpair.String(), "60", "1") if err != nil { return book, err } for i := range a.Data.Asks { price, convErr := strconv.ParseFloat(a.Data.Asks[i][0], 64) if convErr != nil { return book, convErr } amount, convErr := strconv.ParseFloat(a.Data.Asks[i][1], 64) if convErr != nil { return book, convErr } book.Asks = append(book.Asks, orderbook.Item{ Price: price, Amount: amount}) } for i := range a.Data.Bids { price, convErr := strconv.ParseFloat(a.Data.Bids[i][0], 64) if convErr != nil { return book, convErr } amount, convErr := strconv.ParseFloat(a.Data.Bids[i][1], 64) if convErr != nil { return book, convErr } book.Bids = append(book.Bids, orderbook.Item{ Price: price, Amount: amount}) } err = book.Process() if err != nil { return book, err } return orderbook.Get(l.Name, p, assetType) } // UpdateAccountInfo retrieves balances for all enabled currencies for the // Lbank exchange func (l *Lbank) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) { var info account.Holdings data, err := l.GetUserInfo() if err != nil { return info, err } var acc account.SubAccount for key, val := range data.Info.Asset { c := currency.NewCode(key) hold, ok := data.Info.Freeze[key] if !ok { return info, fmt.Errorf("hold data not found with %s", key) } totalVal, parseErr := strconv.ParseFloat(val, 64) if parseErr != nil { return info, parseErr } totalHold, parseErr := strconv.ParseFloat(hold, 64) if parseErr != nil { return info, parseErr } acc.Currencies = append(acc.Currencies, account.Balance{ CurrencyName: c, TotalValue: totalVal, Hold: totalHold}) } info.Accounts = append(info.Accounts, acc) info.Exchange = l.Name err = account.Process(&info) if err != nil { return account.Holdings{}, err } return info, nil } // FetchAccountInfo retrieves balances for all enabled currencies func (l *Lbank) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) { acc, err := account.GetHoldings(l.Name, assetType) if err != nil { return l.UpdateAccountInfo(assetType) } return acc, nil } // GetFundingHistory returns funding history, deposits and // withdrawals func (l *Lbank) GetFundingHistory() ([]exchange.FundHistory, error) { return nil, common.ErrFunctionNotSupported } // GetWithdrawalsHistory returns previous withdrawals data func (l *Lbank) 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 (l *Lbank) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) { return l.GetHistoricTrades(p, assetType, time.Now().Add(-time.Hour), time.Now()) } // GetHistoricTrades returns historic trade data within the timeframe provided func (l *Lbank) GetHistoricTrades(p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) { if 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 = l.FormatExchangeCurrency(p, assetType) if err != nil { return nil, err } var resp []trade.Data ts := timestampStart limit := 600 allTrades: for { var tradeData []TradeResponse tradeData, err = l.GetTrades(p.String(), int64(limit), ts.UnixNano()/int64(time.Millisecond)) if err != nil { return nil, err } for i := range tradeData { tradeTime := time.Unix(0, tradeData[i].DateMS*int64(time.Millisecond)) if tradeTime.Before(timestampStart) || tradeTime.After(timestampEnd) { break allTrades } side := order.Buy if strings.Contains(tradeData[i].Type, "sell") { side = order.Sell } resp = append(resp, trade.Data{ Exchange: l.Name, TID: tradeData[i].TID, CurrencyPair: p, AssetType: assetType, Side: side, Price: tradeData[i].Price, Amount: tradeData[i].Amount, Timestamp: tradeTime, }) if i == len(tradeData)-1 { if ts.Equal(tradeTime) { // reached end of trades to crawl break allTrades } ts = tradeTime } } if len(tradeData) != limit { break allTrades } } err = l.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 (l *Lbank) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) { var resp order.SubmitResponse if err := s.Validate(); err != nil { return resp, err } if s.Side != order.Buy && s.Side != order.Sell { return resp, fmt.Errorf("%s order side is not supported by the exchange", s.Side) } fpair, err := l.FormatExchangeCurrency(s.Pair, asset.Spot) if err != nil { return resp, err } tempResp, err := l.CreateOrder( fpair.String(), s.Side.String(), s.Amount, s.Price) if err != nil { return resp, err } resp.IsOrderPlaced = true resp.OrderID = tempResp.OrderID if s.Type == order.Market { resp.FullyMatched = true } return resp, nil } // ModifyOrder will allow of changing orderbook placement and limit to // market conversion func (l *Lbank) ModifyOrder(action *order.Modify) (string, error) { return "", common.ErrFunctionNotSupported } // CancelOrder cancels an order by its corresponding ID number func (l *Lbank) CancelOrder(o *order.Cancel) error { if err := o.Validate(o.StandardCancel()); err != nil { return err } fpair, err := l.FormatExchangeCurrency(o.Pair, o.AssetType) if err != nil { return err } _, err = l.RemoveOrder(fpair.String(), o.ID) return err } // CancelBatchOrders cancels an orders by their corresponding ID numbers func (l *Lbank) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) { return order.CancelBatchResponse{}, common.ErrNotYetImplemented } // CancelAllOrders cancels all orders associated with a currency pair func (l *Lbank) CancelAllOrders(o *order.Cancel) (order.CancelAllResponse, error) { if err := o.Validate(); err != nil { return order.CancelAllResponse{}, err } var resp order.CancelAllResponse orderIDs, err := l.getAllOpenOrderID() if err != nil { return resp, nil } for key := range orderIDs { if key != o.Pair.String() { continue } var x, y = 0, 0 var input string var tempSlice []string for x <= len(orderIDs[key]) { x++ for y != x { tempSlice = append(tempSlice, orderIDs[key][y]) if y%3 == 0 { input = strings.Join(tempSlice, ",") CancelResponse, err2 := l.RemoveOrder(key, input) if err2 != nil { return resp, err2 } tempStringSuccess := strings.Split(CancelResponse.Success, ",") for k := range tempStringSuccess { resp.Status[tempStringSuccess[k]] = "Cancelled" } tempStringError := strings.Split(CancelResponse.Err, ",") for l := range tempStringError { resp.Status[tempStringError[l]] = "Failed" } tempSlice = tempSlice[:0] y++ } y++ } input = strings.Join(tempSlice, ",") CancelResponse, err2 := l.RemoveOrder(key, input) if err2 != nil { return resp, err2 } tempStringSuccess := strings.Split(CancelResponse.Success, ",") for k := range tempStringSuccess { resp.Status[tempStringSuccess[k]] = "Cancelled" } tempStringError := strings.Split(CancelResponse.Err, ",") for l := range tempStringError { resp.Status[tempStringError[l]] = "Failed" } tempSlice = tempSlice[:0] } } return resp, nil } // GetOrderInfo returns order information based on order ID func (l *Lbank) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) { var resp order.Detail orderIDs, err := l.getAllOpenOrderID() if err != nil { return resp, err } for key, val := range orderIDs { for i := range val { if val[i] != orderID { continue } tempResp, err := l.QueryOrder(key, orderID) if err != nil { return resp, err } resp.Exchange = l.Name resp.Pair, err = currency.NewPairFromString(key) if err != nil { return order.Detail{}, err } if strings.EqualFold(tempResp.Orders[0].Type, order.Buy.String()) { resp.Side = order.Buy } else { resp.Side = order.Sell } z := tempResp.Orders[0].Status switch { case z == -1: resp.Status = "cancelled" case z == 0: resp.Status = "on trading" case z == 1: resp.Status = "filled partially" case z == 2: resp.Status = "Filled totally" case z == 4: resp.Status = "Cancelling" default: resp.Status = "Invalid Order Status" } resp.Price = tempResp.Orders[0].Price resp.Amount = tempResp.Orders[0].Amount resp.ExecutedAmount = tempResp.Orders[0].DealAmount resp.RemainingAmount = tempResp.Orders[0].Amount - tempResp.Orders[0].DealAmount resp.Fee, err = l.GetFeeByType(&exchange.FeeBuilder{ FeeType: exchange.CryptocurrencyTradeFee, Amount: tempResp.Orders[0].Amount, PurchasePrice: tempResp.Orders[0].Price}) if err != nil { resp.Fee = lbankFeeNotFound } } } return resp, nil } // GetDepositAddress returns a deposit address for a specified currency func (l *Lbank) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) { return "", common.ErrFunctionNotSupported } // WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is // submitted func (l *Lbank) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) { if err := withdrawRequest.Validate(); err != nil { return nil, err } resp, err := l.Withdraw(withdrawRequest.Crypto.Address, withdrawRequest.Currency.String(), strconv.FormatFloat(withdrawRequest.Amount, 'f', -1, 64), "", withdrawRequest.Description, "") if err != nil { return nil, err } return &withdraw.ExchangeResponse{ ID: resp.WithdrawID, }, err } // WithdrawFiatFunds returns a withdrawal ID when a withdrawal is // submitted func (l *Lbank) WithdrawFiatFunds(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) { return nil, common.ErrFunctionNotSupported } // WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is // submitted func (l *Lbank) WithdrawFiatFundsToInternationalBank(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) { return nil, common.ErrFunctionNotSupported } // GetActiveOrders retrieves any orders that are active/open func (l *Lbank) GetActiveOrders(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) { if err := getOrdersRequest.Validate(); err != nil { return nil, err } var finalResp []order.Detail var resp order.Detail tempData, err := l.getAllOpenOrderID() if err != nil { return finalResp, err } for key, val := range tempData { for x := range val { tempResp, err := l.QueryOrder(key, val[x]) if err != nil { return finalResp, err } resp.Exchange = l.Name resp.Pair, err = currency.NewPairFromString(key) if err != nil { return nil, err } if strings.EqualFold(tempResp.Orders[0].Type, order.Buy.String()) { resp.Side = order.Buy } else { resp.Side = order.Sell } z := tempResp.Orders[0].Status switch { case z == -1: resp.Status = "cancelled" case z == 1: resp.Status = "on trading" case z == 2: resp.Status = "filled partially" case z == 3: resp.Status = "Filled totally" case z == 4: resp.Status = "Cancelling" default: resp.Status = "Invalid Order Status" } resp.Price = tempResp.Orders[0].Price resp.Amount = tempResp.Orders[0].Amount resp.Date = time.Unix(tempResp.Orders[0].CreateTime, 0) resp.ExecutedAmount = tempResp.Orders[0].DealAmount resp.RemainingAmount = tempResp.Orders[0].Amount - tempResp.Orders[0].DealAmount resp.Fee, err = l.GetFeeByType(&exchange.FeeBuilder{ FeeType: exchange.CryptocurrencyTradeFee, Amount: tempResp.Orders[0].Amount, PurchasePrice: tempResp.Orders[0].Price}) if err != nil { resp.Fee = lbankFeeNotFound } for y := int(0); y < len(getOrdersRequest.Pairs); y++ { if getOrdersRequest.Pairs[y].String() != key { continue } if getOrdersRequest.Side == "ANY" { finalResp = append(finalResp, resp) continue } if strings.EqualFold(getOrdersRequest.Side.String(), tempResp.Orders[0].Type) { finalResp = append(finalResp, resp) } } } } return finalResp, nil } // GetOrderHistory retrieves account order information * // Can Limit response to specific order status func (l *Lbank) GetOrderHistory(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) { if err := getOrdersRequest.Validate(); err != nil { return nil, err } var finalResp []order.Detail var resp order.Detail var tempCurr currency.Pairs if len(getOrdersRequest.Pairs) == 0 { var err error tempCurr, err = l.GetEnabledPairs(asset.Spot) if err != nil { return nil, err } } else { tempCurr = getOrdersRequest.Pairs } for a := range tempCurr { fpair, err := l.FormatExchangeCurrency(tempCurr[a], asset.Spot) if err != nil { return nil, err } b := int64(1) tempResp, err := l.QueryOrderHistory(fpair.String(), strconv.FormatInt(b, 10), "200") if err != nil { return finalResp, err } for len(tempResp.Orders) != 0 { tempResp, err = l.QueryOrderHistory(fpair.String(), strconv.FormatInt(b, 10), "200") if err != nil { return finalResp, err } for x := 0; x < len(tempResp.Orders); x++ { resp.Exchange = l.Name resp.Pair, err = currency.NewPairFromString(tempResp.Orders[x].Symbol) if err != nil { return nil, err } if strings.EqualFold(tempResp.Orders[x].Type, order.Buy.String()) { resp.Side = order.Buy } else { resp.Side = order.Sell } z := tempResp.Orders[x].Status switch { case z == -1: resp.Status = "cancelled" case z == 1: resp.Status = "on trading" case z == 2: resp.Status = "filled partially" case z == 3: resp.Status = "Filled totally" case z == 4: resp.Status = "Cancelling" default: resp.Status = "Invalid Order Status" } resp.Price = tempResp.Orders[x].Price resp.Amount = tempResp.Orders[x].Amount resp.Date = time.Unix(tempResp.Orders[x].CreateTime, 0) resp.ExecutedAmount = tempResp.Orders[x].DealAmount resp.RemainingAmount = tempResp.Orders[x].Price - tempResp.Orders[x].DealAmount resp.Fee, err = l.GetFeeByType(&exchange.FeeBuilder{ FeeType: exchange.CryptocurrencyTradeFee, Amount: tempResp.Orders[x].Amount, PurchasePrice: tempResp.Orders[x].Price}) if err != nil { resp.Fee = lbankFeeNotFound } finalResp = append(finalResp, resp) b++ } } } return finalResp, nil } // GetFeeByType returns an estimate of fee based on the type of transaction * func (l *Lbank) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) { var resp float64 if feeBuilder.FeeType == exchange.CryptocurrencyTradeFee { return feeBuilder.Amount * feeBuilder.PurchasePrice * 0.002, nil } if feeBuilder.FeeType == exchange.CryptocurrencyWithdrawalFee { withdrawalFee, err := l.GetWithdrawConfig(feeBuilder.Pair.Base.Lower().String()) if err != nil { return resp, err } for i := range withdrawalFee { if !strings.EqualFold(withdrawalFee[i].AssetCode, feeBuilder.Pair.Base.String()) { continue } if withdrawalFee[i].Fee == "" { return 0, nil } resp, err = strconv.ParseFloat(withdrawalFee[i].Fee, 64) if err != nil { return resp, err } } } return resp, nil } // GetAllOpenOrderID returns all open orders by currency pairs func (l *Lbank) getAllOpenOrderID() (map[string][]string, error) { allPairs, err := l.GetEnabledPairs(asset.Spot) if err != nil { return nil, err } resp := make(map[string][]string) for a := range allPairs { fpair, err := l.FormatExchangeCurrency(allPairs[a], asset.Spot) if err != nil { return nil, err } b := int64(1) tempResp, err := l.GetOpenOrders(fpair.String(), strconv.FormatInt(b, 10), "200") if err != nil { return resp, err } tempData := len(tempResp.Orders) for tempData != 0 { tempResp, err = l.GetOpenOrders(fpair.String(), strconv.FormatInt(b, 10), "200") if err != nil { return resp, err } if len(tempResp.Orders) == 0 { return resp, nil } for c := 0; c < tempData; c++ { resp[fpair.String()] = append(resp[fpair.String()], tempResp.Orders[c].OrderID) } tempData = len(tempResp.Orders) b++ } } return resp, nil } // ValidateCredentials validates current credentials used for wrapper // functionality func (l *Lbank) ValidateCredentials(assetType asset.Item) error { _, err := l.UpdateAccountInfo(assetType) return l.CheckTransientError(err) } // FormatExchangeKlineInterval returns Interval to exchange formatted string func (l *Lbank) FormatExchangeKlineInterval(in kline.Interval) string { switch in { case kline.OneMin, kline.ThreeMin, kline.FiveMin, kline.FifteenMin, kline.ThirtyMin: return "minute" + in.Short()[:len(in.Short())-1] case kline.OneHour, kline.FourHour, kline.EightHour, kline.TwelveHour: return "hour" + in.Short()[:len(in.Short())-1] case kline.OneDay: return "day1" case kline.OneWeek: return "week1" } return "" } // GetHistoricCandles returns candles between a time period for a set time interval func (l *Lbank) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) { if err := l.ValidateKline(pair, a, interval); err != nil { return kline.Item{}, err } formattedPair, err := l.FormatExchangeCurrency(pair, a) if err != nil { return kline.Item{}, err } data, err := l.GetKlines(formattedPair.String(), strconv.FormatInt(int64(l.Features.Enabled.Kline.ResultLimit), 10), l.FormatExchangeKlineInterval(interval), strconv.FormatInt(start.Unix(), 10)) if err != nil { return kline.Item{}, err } ret := kline.Item{ Exchange: l.Name, Pair: pair, Asset: a, Interval: interval, } for x := range data { ret.Candles = append(ret.Candles, kline.Candle{ Time: time.Unix(data[x].TimeStamp, 0), Open: data[x].OpenPrice, High: data[x].HigestPrice, Low: data[x].LowestPrice, Close: data[x].ClosePrice, Volume: data[x].TradingVolume, }) } ret.SortCandlesByTimestamp(false) return ret, nil } // GetHistoricCandlesExtended returns candles between a time period for a set time interval func (l *Lbank) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) { if err := l.ValidateKline(pair, a, interval); err != nil { return kline.Item{}, err } ret := kline.Item{ Exchange: l.Name, Pair: pair, Asset: a, Interval: interval, } dates := kline.CalculateCandleDateRanges(start, end, interval, l.Features.Enabled.Kline.ResultLimit) formattedPair, err := l.FormatExchangeCurrency(pair, a) if err != nil { return kline.Item{}, err } for x := range dates.Ranges { var data []KlineResponse data, err = l.GetKlines(formattedPair.String(), strconv.FormatInt(int64(l.Features.Enabled.Kline.ResultLimit), 10), l.FormatExchangeKlineInterval(interval), strconv.FormatInt(dates.Ranges[x].Start.Ticks, 10)) if err != nil { return kline.Item{}, err } for i := range data { if data[i].TimeStamp < dates.Ranges[x].Start.Ticks || data[i].TimeStamp > dates.Ranges[x].End.Ticks { continue } ret.Candles = append(ret.Candles, kline.Candle{ Time: time.Unix(data[i].TimeStamp, 0).UTC(), Open: data[i].OpenPrice, High: data[i].HigestPrice, Low: data[i].LowestPrice, Close: data[i].ClosePrice, Volume: data[i].TradingVolume, }) } } err = dates.VerifyResultsHaveData(ret.Candles) if err != nil { log.Warnf(log.ExchangeSys, "%s - %s", l.Name, err) } ret.RemoveDuplicates() ret.RemoveOutsideRange(start, end) ret.SortCandlesByTimestamp(false) return ret, nil }