package bitmex import ( "errors" "math" "sync" "time" "github.com/thrasher-/gocryptotrader/common" "github.com/thrasher-/gocryptotrader/currency/pair" exchange "github.com/thrasher-/gocryptotrader/exchanges" "github.com/thrasher-/gocryptotrader/exchanges/orderbook" "github.com/thrasher-/gocryptotrader/exchanges/ticker" log "github.com/thrasher-/gocryptotrader/logger" ) // Start starts the Bitmex go routine func (b *Bitmex) Start(wg *sync.WaitGroup) { wg.Add(1) go func() { b.Run() wg.Done() }() } // Run implements the Bitmex wrapper func (b *Bitmex) Run() { if b.Verbose { log.Debugf("%s Websocket: %s. (url: %s).\n", b.GetName(), common.IsEnabled(b.Websocket.IsEnabled()), b.WebsocketURL) log.Debugf("%s polling delay: %ds.\n", b.GetName(), b.RESTPollingDelay) log.Debugf("%s %d currencies enabled: %s.\n", b.GetName(), len(b.EnabledPairs), b.EnabledPairs) } marketInfo, err := b.GetActiveInstruments(GenericRequestParams{}) if err != nil { log.Errorf("%s Failed to get available symbols.\n", b.GetName()) } else { var exchangeProducts []string for _, info := range marketInfo { exchangeProducts = append(exchangeProducts, info.Symbol) } err = b.UpdateCurrencies(exchangeProducts, false, false) if err != nil { log.Errorf("%s Failed to update available currencies.\n", b.GetName()) } } } // UpdateTicker updates and returns the ticker for a currency pair func (b *Bitmex) UpdateTicker(p pair.CurrencyPair, assetType string) (ticker.Price, error) { var tickerPrice ticker.Price currency := exchange.FormatExchangeCurrency(b.Name, p) tick, err := b.GetTrade(GenericRequestParams{ Symbol: currency.String(), StartTime: time.Now().Format(time.RFC3339), Reverse: true, Count: 1}) if err != nil { return tickerPrice, err } if len(tick) == 0 { return tickerPrice, errors.New("Bitmex REST error: no ticker return") } tickerPrice.Pair = p tickerPrice.LastUpdated = time.Now() tickerPrice.CurrencyPair = tick[0].Symbol tickerPrice.Last = tick[0].Price tickerPrice.Volume = float64(tick[0].Size) ticker.ProcessTicker(b.Name, p, tickerPrice, assetType) return tickerPrice, nil } // GetTickerPrice returns the ticker for a currency pair func (b *Bitmex) GetTickerPrice(p pair.CurrencyPair, assetType string) (ticker.Price, error) { tickerNew, err := ticker.GetTicker(b.GetName(), p, assetType) if err != nil { return b.UpdateTicker(p, assetType) } return tickerNew, nil } // GetOrderbookEx returns orderbook base on the currency pair func (b *Bitmex) GetOrderbookEx(currency pair.CurrencyPair, assetType string) (orderbook.Base, error) { ob, err := orderbook.GetOrderbook(b.GetName(), currency, assetType) if err != nil { return b.UpdateOrderbook(currency, assetType) } return ob, nil } // UpdateOrderbook updates and returns the orderbook for a currency pair func (b *Bitmex) UpdateOrderbook(p pair.CurrencyPair, assetType string) (orderbook.Base, error) { var orderBook orderbook.Base orderbookNew, err := b.GetOrderbook(OrderBookGetL2Params{ Symbol: exchange.FormatExchangeCurrency(b.Name, p).String(), Depth: 500}) if err != nil { return orderBook, err } for _, ob := range orderbookNew { if ob.Side == "Sell" { orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: float64(ob.Size), Price: ob.Price}) continue } if ob.Side == "Buy" { orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: float64(ob.Size), Price: ob.Price}) continue } } orderbook.ProcessOrderbook(b.GetName(), p, orderBook, assetType) return orderbook.GetOrderbook(b.Name, p, assetType) } // GetAccountInfo retrieves balances for all enabled currencies for the // Bitmex exchange func (b *Bitmex) GetAccountInfo() (exchange.AccountInfo, error) { var info exchange.AccountInfo bal, err := b.GetAllUserMargin() if err != nil { return info, err } // Need to update to add Margin/Liquidity availibilty var balances []exchange.AccountCurrencyInfo for _, data := range bal { balances = append(balances, exchange.AccountCurrencyInfo{ CurrencyName: data.Currency, TotalValue: float64(data.WalletBalance), }) } info.ExchangeName = b.GetName() info.Currencies = balances return info, nil } // GetFundingHistory returns funding history, deposits and // withdrawals func (b *Bitmex) GetFundingHistory() ([]exchange.FundHistory, error) { var fundHistory []exchange.FundHistory // b.GetFullFundingHistory() return fundHistory, common.ErrNotYetImplemented } // GetExchangeHistory returns historic trade data since exchange opening. func (b *Bitmex) GetExchangeHistory(p pair.CurrencyPair, assetType string) ([]exchange.TradeHistory, error) { var resp []exchange.TradeHistory return resp, common.ErrNotYetImplemented } // SubmitOrder submits a new order func (b *Bitmex) SubmitOrder(p pair.CurrencyPair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, clientID string) (exchange.SubmitOrderResponse, error) { var submitOrderResponse exchange.SubmitOrderResponse if math.Mod(amount, 1) != 0 { return submitOrderResponse, errors.New("contract amount can not have decimals") } var orderNewParams = OrderNewParams{ OrdType: side.ToString(), Symbol: p.Pair().String(), OrderQty: amount, Side: side.ToString(), } if orderType == exchange.Limit { orderNewParams.Price = price } response, err := b.CreateOrder(orderNewParams) if response.OrderID != "" { submitOrderResponse.OrderID = response.OrderID } if err == nil { submitOrderResponse.IsOrderPlaced = true } return submitOrderResponse, err } // ModifyOrder will allow of changing orderbook placement and limit to // market conversion func (b *Bitmex) ModifyOrder(action exchange.ModifyOrder) (string, error) { var params OrderAmendParams if math.Mod(action.Amount, 1) != 0 { return "", errors.New("contract amount can not have decimals") } params.OrderID = action.OrderID params.OrderQty = int32(action.Amount) params.Price = action.Price order, err := b.AmendOrder(params) if err != nil { return "", err } return order.OrderID, nil } // CancelOrder cancels an order by its corresponding ID number func (b *Bitmex) CancelOrder(order exchange.OrderCancellation) error { var params = OrderCancelParams{ OrderID: order.OrderID, } _, err := b.CancelOrders(params) return err } // CancelAllOrders cancels all orders associated with a currency pair func (b *Bitmex) CancelAllOrders(orderCancellation exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) { cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{ OrderStatus: make(map[string]string), } var emptyParams OrderCancelAllParams orders, err := b.CancelAllExistingOrders(emptyParams) if err != nil { return cancelAllOrdersResponse, err } for _, order := range orders { cancelAllOrdersResponse.OrderStatus[order.OrderID] = order.OrdRejReason } return cancelAllOrdersResponse, nil } // GetOrderInfo returns information on a current open order func (b *Bitmex) GetOrderInfo(orderID int64) (exchange.OrderDetail, error) { var orderDetail exchange.OrderDetail return orderDetail, common.ErrNotYetImplemented } // GetDepositAddress returns a deposit address for a specified currency func (b *Bitmex) GetDepositAddress(cryptocurrency pair.CurrencyItem) (string, error) { return "", common.ErrNotYetImplemented } // WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is // submitted func (b *Bitmex) WithdrawCryptocurrencyFunds(withdrawRequest exchange.WithdrawRequest) (string, error) { var request = UserRequestWithdrawalParams{ Address: withdrawRequest.Address, Amount: withdrawRequest.Amount, Currency: withdrawRequest.Currency.String(), OtpToken: withdrawRequest.OneTimePassword, } if withdrawRequest.FeeAmount > 0 { request.Fee = withdrawRequest.FeeAmount } resp, err := b.UserRequestWithdrawal(request) if err != nil { return "", err } return resp.TransactID, nil } // WithdrawFiatFunds returns a withdrawal ID when a withdrawal is // submitted func (b *Bitmex) WithdrawFiatFunds(withdrawRequest exchange.WithdrawRequest) (string, error) { return "", common.ErrNotYetImplemented } // WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is // submitted func (b *Bitmex) WithdrawFiatFundsToInternationalBank(withdrawRequest exchange.WithdrawRequest) (string, error) { return "", common.ErrNotYetImplemented } // GetWebsocket returns a pointer to the exchange websocket func (b *Bitmex) GetWebsocket() (*exchange.Websocket, error) { return b.Websocket, nil } // GetFeeByType returns an estimate of fee based on type of transaction func (b *Bitmex) GetFeeByType(feeBuilder exchange.FeeBuilder) (float64, error) { return b.GetFee(feeBuilder) } // GetWithdrawCapabilities returns the types of withdrawal methods permitted by the exchange func (b *Bitmex) GetWithdrawCapabilities() uint32 { return b.GetWithdrawPermissions() }