package okex import ( "context" "errors" "fmt" "sort" "strings" "sync" "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/asset" "github.com/thrasher-corp/gocryptotrader/exchanges/kline" "github.com/thrasher-corp/gocryptotrader/exchanges/okgroup" "github.com/thrasher-corp/gocryptotrader/exchanges/order" "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" ) // GetDefaultConfig returns a default exchange config func (o *OKEX) GetDefaultConfig() (*config.Exchange, error) { o.SetDefaults() exchCfg := new(config.Exchange) exchCfg.Name = o.Name exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout exchCfg.BaseCurrencies = o.BaseCurrencies err := o.SetupDefaults(exchCfg) if err != nil { return nil, err } if o.Features.Supports.RESTCapabilities.AutoPairUpdates { err = o.UpdateTradablePairs(context.TODO(), true) if err != nil { return nil, err } } return exchCfg, nil } // SetDefaults method assignes the default values for OKEX func (o *OKEX) SetDefaults() { o.SetErrorDefaults() o.SetCheckVarDefaults() o.Name = okExExchangeName o.Enabled = true o.Verbose = true o.API.CredentialsValidator.RequiresKey = true o.API.CredentialsValidator.RequiresSecret = true o.API.CredentialsValidator.RequiresClientID = true // Same format used for perpetual swap and futures futures := currency.PairStore{ RequestFormat: ¤cy.PairFormat{ Uppercase: true, Delimiter: currency.DashDelimiter, }, ConfigFormat: ¤cy.PairFormat{ Uppercase: true, Delimiter: currency.UnderscoreDelimiter, }, } swap := currency.PairStore{ RequestFormat: ¤cy.PairFormat{ Uppercase: true, Delimiter: currency.DashDelimiter, }, ConfigFormat: ¤cy.PairFormat{ Uppercase: true, Delimiter: currency.UnderscoreDelimiter, }, } err := o.StoreAssetPairFormat(asset.PerpetualSwap, swap) if err != nil { log.Errorln(log.ExchangeSys, err) } err = o.StoreAssetPairFormat(asset.Futures, futures) if err != nil { log.Errorln(log.ExchangeSys, err) } index := currency.PairStore{ RequestFormat: ¤cy.PairFormat{ Uppercase: true, Delimiter: currency.DashDelimiter, }, ConfigFormat: ¤cy.PairFormat{ Uppercase: true, }, } spot := currency.PairStore{ RequestFormat: ¤cy.PairFormat{ Uppercase: true, Delimiter: currency.DashDelimiter, }, ConfigFormat: ¤cy.PairFormat{ Uppercase: true, Delimiter: currency.DashDelimiter, }, } err = o.StoreAssetPairFormat(asset.Spot, spot) if err != nil { log.Errorln(log.ExchangeSys, err) } err = o.StoreAssetPairFormat(asset.Index, index) if err != nil { log.Errorln(log.ExchangeSys, err) } o.Features = exchange.Features{ Supports: exchange.FeaturesSupported{ REST: true, Websocket: true, RESTCapabilities: protocol.Features{ TickerBatching: true, TickerFetching: true, KlineFetching: true, TradeFetching: true, OrderbookFetching: true, AutoPairUpdates: true, AccountInfo: true, GetOrder: true, GetOrders: true, CancelOrder: true, CancelOrders: true, SubmitOrder: true, SubmitOrders: true, DepositHistory: true, WithdrawalHistory: true, UserTradeHistory: true, CryptoDeposit: true, CryptoWithdrawal: true, TradeFee: true, CryptoWithdrawalFee: true, }, WebsocketCapabilities: protocol.Features{ TickerFetching: true, TradeFetching: true, KlineFetching: true, OrderbookFetching: true, Subscribe: true, Unsubscribe: true, AuthenticatedEndpoints: true, MessageCorrelation: true, GetOrders: true, GetOrder: true, AccountBalance: true, }, WithdrawPermissions: exchange.AutoWithdrawCrypto | exchange.NoFiatWithdrawals, Kline: kline.ExchangeCapabilitiesSupported{ DateRanges: true, Intervals: true, }, }, Enabled: exchange.FeaturesEnabled{ AutoPairUpdates: true, Kline: kline.ExchangeCapabilitiesEnabled{ Intervals: map[string]bool{ kline.OneMin.Word(): true, kline.ThreeMin.Word(): true, kline.FiveMin.Word(): true, kline.FifteenMin.Word(): true, kline.ThirtyMin.Word(): true, kline.OneHour.Word(): true, kline.TwoHour.Word(): true, kline.FourHour.Word(): true, kline.SixHour.Word(): true, kline.TwelveHour.Word(): true, kline.OneDay.Word(): true, kline.ThreeDay.Word(): true, kline.OneWeek.Word(): true, }, ResultLimit: 1440, }, }, } o.Requester = request.New(o.Name, common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout), // TODO: Specify each individual endpoint rate limits as per docs request.WithLimiter(request.NewBasicRateLimit(okExRateInterval, okExRequestRate)), ) o.API.Endpoints = o.NewEndpoints() err = o.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{ exchange.RestSpot: okExAPIURL, exchange.WebsocketSpot: OkExWebsocketURL, }) if err != nil { log.Errorln(log.ExchangeSys, err) } o.Websocket = stream.New() o.APIVersion = okExAPIVersion o.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit o.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout o.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit } // Start starts the OKGroup go routine func (o *OKEX) Start(wg *sync.WaitGroup) { wg.Add(1) go func() { o.Run() wg.Done() }() } // Run implements the OKEX wrapper func (o *OKEX) Run() { if o.Verbose { wsEndpoint, err := o.API.Endpoints.GetURL(exchange.WebsocketSpot) if err != nil { log.Error(log.ExchangeSys, err) } log.Debugf(log.ExchangeSys, "%s Websocket: %s. (url: %s).\n", o.Name, common.IsEnabled(o.Websocket.IsEnabled()), wsEndpoint) } format, err := o.GetPairFormat(asset.Spot, false) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", o.Name, err) return } forceUpdate := false enabled, err := o.GetEnabledPairs(asset.Spot) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", o.Name, err) return } avail, err := o.GetAvailablePairs(asset.Spot) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", o.Name, err) return } if !common.StringDataContains(enabled.Strings(), format.Delimiter) || !common.StringDataContains(avail.Strings(), format.Delimiter) { forceUpdate = true var p currency.Pairs p, err = currency.NewPairsFromStrings([]string{currency.BTC.String() + format.Delimiter + currency.USDT.String()}) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update currencies.\n", o.Name) } else { log.Warnf(log.ExchangeSys, "Enabled pairs for %v reset due to config upgrade, please enable the ones you would like again.", o.Name) err = o.UpdatePairs(p, asset.Spot, true, forceUpdate) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update currencies.\n", o.Name) return } } } if !o.GetEnabledFeatures().AutoPairUpdates && !forceUpdate { return } err = o.UpdateTradablePairs(context.TODO(), forceUpdate) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", o.Name, err) } } // FetchTradablePairs returns a list of the exchanges tradable pairs func (o *OKEX) FetchTradablePairs(ctx context.Context, i asset.Item) ([]string, error) { var pairs []string format, err := o.GetPairFormat(i, false) if err != nil { return nil, err } switch i { case asset.Spot: prods, err := o.GetSpotTokenPairDetails(ctx) if err != nil { return nil, err } for x := range prods { pairs = append(pairs, currency.NewPairWithDelimiter(prods[x].BaseCurrency, prods[x].QuoteCurrency, format.Delimiter).String()) } return pairs, nil case asset.Futures: prods, err := o.GetFuturesContractInformation(ctx) if err != nil { return nil, err } for x := range prods { p := strings.Split(prods[x].InstrumentID, currency.DashDelimiter) pairs = append(pairs, p[0]+currency.DashDelimiter+p[1]+format.Delimiter+p[2]) } return pairs, nil case asset.PerpetualSwap: prods, err := o.GetSwapContractInformation(ctx) if err != nil { return nil, err } for x := range prods { pairs = append(pairs, prods[x].UnderlyingIndex+ currency.DashDelimiter+ prods[x].QuoteCurrency+ format.Delimiter+ "SWAP") } return pairs, nil case asset.Index: // This is updated in futures index return nil, errors.New("index updated in futures") } return nil, fmt.Errorf("%s invalid asset type", o.Name) } // UpdateTradablePairs updates the exchanges available pairs and stores // them in the exchanges config func (o *OKEX) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error { assets := o.CurrencyPairs.GetAssetTypes(false) for x := range assets { if assets[x] == asset.Index { // Update from futures continue } pairs, err := o.FetchTradablePairs(ctx, assets[x]) if err != nil { return err } if assets[x] == asset.Futures { var indexPairs []string var futuresContracts []string for i := range pairs { item := strings.Split(pairs[i], currency.UnderscoreDelimiter)[0] futuresContracts = append(futuresContracts, pairs[i]) if common.StringDataContains(indexPairs, item) { continue } indexPairs = append(indexPairs, item) } var indexPair currency.Pairs indexPair, err = currency.NewPairsFromStrings(indexPairs) if err != nil { return err } err = o.UpdatePairs(indexPair, asset.Index, false, forceUpdate) if err != nil { return err } var futurePairs currency.Pairs for i := range futuresContracts { var c currency.Pair c, err = currency.NewPairDelimiter(futuresContracts[i], currency.UnderscoreDelimiter) if err != nil { return err } futurePairs = append(futurePairs, c) } err = o.UpdatePairs(futurePairs, asset.Futures, false, forceUpdate) if err != nil { return err } continue } p, err := currency.NewPairsFromStrings(pairs) if err != nil { return err } err = o.UpdatePairs(p, assets[x], false, forceUpdate) if err != nil { return err } } return nil } // UpdateTickers updates the ticker for all currency pairs of a given asset type func (o *OKEX) UpdateTickers(ctx context.Context, a asset.Item) error { switch a { case asset.Spot: resp, err := o.GetSpotAllTokenPairsInformation(ctx) if err != nil { return err } enabled, err := o.GetEnabledPairs(asset.Spot) if err != nil { return err } for j := range resp { if !enabled.Contains(resp[j].InstrumentID, true) { continue } err = ticker.ProcessTicker(&ticker.Price{ Last: resp[j].Last, High: resp[j].High24h, Low: resp[j].Low24h, Bid: resp[j].BestBid, Ask: resp[j].BestAsk, Volume: resp[j].BaseVolume24h, QuoteVolume: resp[j].QuoteVolume24h, Open: resp[j].Open24h, Pair: resp[j].InstrumentID, LastUpdated: resp[j].Timestamp, ExchangeName: o.Name, AssetType: a}) if err != nil { return err } } case asset.PerpetualSwap: resp, err := o.GetAllSwapTokensInformation(ctx) if err != nil { return err } enabled, err := o.GetEnabledPairs(asset.PerpetualSwap) if err != nil { return err } for j := range resp { p := strings.Split(resp[j].InstrumentID, currency.DashDelimiter) nC := currency.NewPairWithDelimiter(p[0]+currency.DashDelimiter+p[1], p[2], currency.UnderscoreDelimiter) if !enabled.Contains(nC, true) { continue } err = ticker.ProcessTicker(&ticker.Price{ Last: resp[j].Last, High: resp[j].High24H, Low: resp[j].Low24H, Bid: resp[j].BestBid, Ask: resp[j].BestAsk, Volume: resp[j].Volume24H, Pair: nC, LastUpdated: resp[j].Timestamp, ExchangeName: o.Name, AssetType: a}) if err != nil { return err } } case asset.Futures: resp, err := o.GetAllFuturesTokenInfo(ctx) if err != nil { return err } enabled, err := o.GetEnabledPairs(asset.Futures) if err != nil { return err } for j := range resp { p := strings.Split(resp[j].InstrumentID, currency.DashDelimiter) nC := currency.NewPairWithDelimiter(p[0]+currency.DashDelimiter+p[1], p[2], currency.UnderscoreDelimiter) if !enabled.Contains(nC, true) { continue } err = ticker.ProcessTicker(&ticker.Price{ Last: resp[j].Last, High: resp[j].High24h, Low: resp[j].Low24h, Bid: resp[j].BestBid, Ask: resp[j].BestAsk, Volume: resp[j].Volume24h, Pair: nC, LastUpdated: resp[j].Timestamp, ExchangeName: o.Name, AssetType: a}) if err != nil { return err } } } return nil } // UpdateTicker updates and returns the ticker for a currency pair func (o *OKEX) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) { if err := o.UpdateTickers(ctx, a); err != nil { return nil, err } return ticker.GetTicker(o.Name, p, a) } // FetchTicker returns the ticker for a currency pair func (o *OKEX) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (tickerData *ticker.Price, err error) { if assetType == asset.Index { return tickerData, errors.New("ticker fetching not supported for index") } fPair, err := o.FormatExchangeCurrency(p, assetType) if err != nil { return nil, err } tickerData, err = ticker.GetTicker(o.Name, fPair, assetType) if err != nil { return o.UpdateTicker(ctx, fPair, assetType) } return } // GetRecentTrades returns recent trade data func (o *OKEX) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) { var err error p, err = o.FormatExchangeCurrency(p, assetType) if err != nil { return nil, err } var resp []trade.Data var side order.Side switch assetType { case asset.Spot: var tradeData []okgroup.GetSpotFilledOrdersInformationResponse tradeData, err = o.GetSpotFilledOrdersInformation(ctx, okgroup.GetSpotFilledOrdersInformationRequest{ InstrumentID: p.String(), }) if err != nil { return nil, err } for i := range tradeData { side, err = order.StringToOrderSide(tradeData[i].Side) if err != nil { return nil, err } resp = append(resp, trade.Data{ Exchange: o.Name, TID: tradeData[i].TradeID, CurrencyPair: p, Side: side, AssetType: assetType, Price: tradeData[i].Price, Amount: tradeData[i].Size, Timestamp: tradeData[i].Timestamp, }) } case asset.Futures: var tradeData []okgroup.GetFuturesFilledOrdersResponse tradeData, err = o.GetFuturesFilledOrder(ctx, okgroup.GetFuturesFilledOrderRequest{ InstrumentID: p.String(), }) if err != nil { return nil, err } for i := range tradeData { side, err = order.StringToOrderSide(tradeData[i].Side) if err != nil { return nil, err } resp = append(resp, trade.Data{ Exchange: o.Name, TID: tradeData[i].TradeID, CurrencyPair: p, Side: side, AssetType: assetType, Price: tradeData[i].Price, Amount: tradeData[i].Qty, Timestamp: tradeData[i].Timestamp, }) } case asset.PerpetualSwap: var tradeData []okgroup.GetSwapFilledOrdersDataResponse tradeData, err = o.GetSwapFilledOrdersData(ctx, &okgroup.GetSwapFilledOrdersDataRequest{ InstrumentID: p.String(), }) if err != nil { return nil, err } for i := range tradeData { side, err = order.StringToOrderSide(tradeData[i].Side) if err != nil { return nil, err } resp = append(resp, trade.Data{ Exchange: o.Name, TID: tradeData[i].TradeID, CurrencyPair: p, Side: side, AssetType: assetType, Price: tradeData[i].Price, Amount: tradeData[i].Size, Timestamp: tradeData[i].Timestamp, }) } default: return nil, fmt.Errorf("%s asset type %v unsupported", o.Name, assetType) } err = o.AddTradesToBuffer(resp...) if err != nil { return nil, err } sort.Sort(trade.ByDate(resp)) return resp, nil } // CancelBatchOrders cancels an orders by their corresponding ID numbers func (o *OKEX) CancelBatchOrders(_ context.Context, _ []order.Cancel) (order.CancelBatchResponse, error) { return order.CancelBatchResponse{}, common.ErrNotYetImplemented }