package bybit import ( "context" "errors" "fmt" "sort" "strings" "time" "github.com/shopspring/decimal" "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/common/key" "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/deposit" "github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate" "github.com/thrasher-corp/gocryptotrader/exchanges/futures" "github.com/thrasher-corp/gocryptotrader/exchanges/kline" "github.com/thrasher-corp/gocryptotrader/exchanges/margin" "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/stream/buffer" "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" ) type assetPairFmt struct { asset asset.Item cfgFmt *currency.PairFormat reqFmt *currency.PairFormat } var ( underscoreFmt = ¤cy.PairFormat{Uppercase: true, Delimiter: "_"} dashFmt = ¤cy.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter} plainFmt = ¤cy.PairFormat{Uppercase: true} assetPairFmts = []assetPairFmt{ {asset.Spot, underscoreFmt, plainFmt}, {asset.USDTMarginedFutures, underscoreFmt, plainFmt}, {asset.CoinMarginedFutures, underscoreFmt, plainFmt}, {asset.USDCMarginedFutures, dashFmt, plainFmt}, {asset.Options, dashFmt, dashFmt}, } ) // SetDefaults sets the basic defaults for Bybit func (by *Bybit) SetDefaults() { by.Name = "Bybit" by.Enabled = true by.Verbose = true by.API.CredentialsValidator.RequiresKey = true by.API.CredentialsValidator.RequiresSecret = true for _, n := range assetPairFmts { ps := currency.PairStore{RequestFormat: n.reqFmt, ConfigFormat: n.cfgFmt} if err := by.StoreAssetPairFormat(n.asset, ps); err != nil { log.Errorf(log.ExchangeSys, "%v %v", n.asset, err) } } for _, a := range []asset.Item{asset.CoinMarginedFutures, asset.USDTMarginedFutures, asset.USDCMarginedFutures, asset.Options} { if err := by.DisableAssetWebsocketSupport(a); err != nil { log.Errorln(log.ExchangeSys, err) } } by.Features = exchange.Features{ CurrencyTranslations: currency.NewTranslations( map[currency.Code]currency.Code{ currency.NewCode("10000000AIDOGE"): currency.AIDOGE, currency.NewCode("1000000BABYDOGE"): currency.BABYDOGE, currency.NewCode("1000000MOG"): currency.NewCode("MOG"), currency.NewCode("10000COQ"): currency.NewCode("COQ"), currency.NewCode("10000LADYS"): currency.NewCode("LADYS"), currency.NewCode("10000NFT"): currency.NFT, currency.NewCode("10000SATS"): currency.NewCode("SATS"), currency.NewCode("10000STARL"): currency.STARL, currency.NewCode("10000WEN"): currency.NewCode("WEN"), currency.NewCode("1000APU"): currency.NewCode("APU"), currency.NewCode("1000BEER"): currency.NewCode("BEER"), currency.NewCode("1000BONK"): currency.BONK, currency.NewCode("1000BTT"): currency.BTT, currency.NewCode("1000FLOKI"): currency.FLOKI, currency.NewCode("1000IQ50"): currency.NewCode("IQ50"), currency.NewCode("1000LUNC"): currency.LUNC, currency.NewCode("1000PEPE"): currency.PEPE, currency.NewCode("1000RATS"): currency.NewCode("RATS"), currency.NewCode("1000TURBO"): currency.NewCode("TURBO"), currency.NewCode("1000XEC"): currency.XEC, currency.NewCode("LUNA2"): currency.LUNA, currency.NewCode("SHIB1000"): currency.SHIB, }, ), Supports: exchange.FeaturesSupported{ REST: true, Websocket: true, RESTCapabilities: protocol.Features{ TickerFetching: true, TradeFetching: true, KlineFetching: true, OrderbookFetching: true, AutoPairUpdates: true, AccountInfo: true, GetOrder: true, GetOrders: true, CancelOrders: true, CancelOrder: true, SubmitOrder: true, DepositHistory: true, WithdrawalHistory: true, UserTradeHistory: true, CryptoDeposit: true, CryptoWithdrawal: true, TradeFee: true, FiatDepositFee: true, FiatWithdrawalFee: true, CryptoDepositFee: true, ModifyOrder: true, MultiChainDeposits: true, MultiChainWithdrawals: true, }, WebsocketCapabilities: protocol.Features{ TradeFetching: true, TickerFetching: true, KlineFetching: true, OrderbookFetching: true, AuthenticatedEndpoints: true, AccountInfo: true, GetOrders: true, Subscribe: true, Unsubscribe: true, }, WithdrawPermissions: exchange.AutoWithdrawCrypto | exchange.AutoWithdrawFiat, Kline: kline.ExchangeCapabilitiesSupported{ Intervals: true, }, FuturesCapabilities: exchange.FuturesCapabilities{ FundingRates: true, FundingRateBatching: map[asset.Item]bool{ asset.USDCMarginedFutures: true, asset.USDTMarginedFutures: true, asset.CoinMarginedFutures: true, }, SupportedFundingRateFrequencies: map[kline.Interval]bool{ kline.FourHour: true, kline.EightHour: true, }, OpenInterest: exchange.OpenInterestSupport{ Supported: true, SupportedViaTicker: true, SupportsRestBatch: true, }, }, }, Enabled: exchange.FeaturesEnabled{ AutoPairUpdates: true, Kline: kline.ExchangeCapabilitiesEnabled{ Intervals: kline.DeployExchangeIntervals( kline.IntervalCapacity{Interval: kline.OneMin}, kline.IntervalCapacity{Interval: kline.ThreeMin}, kline.IntervalCapacity{Interval: kline.FiveMin}, kline.IntervalCapacity{Interval: kline.FifteenMin}, kline.IntervalCapacity{Interval: kline.ThirtyMin}, kline.IntervalCapacity{Interval: kline.OneHour}, kline.IntervalCapacity{Interval: kline.TwoHour}, kline.IntervalCapacity{Interval: kline.FourHour}, kline.IntervalCapacity{Interval: kline.SixHour}, kline.IntervalCapacity{Interval: kline.SevenHour}, kline.IntervalCapacity{Interval: kline.OneDay}, kline.IntervalCapacity{Interval: kline.OneWeek}, kline.IntervalCapacity{Interval: kline.OneMonth}, ), GlobalResultLimit: 1000, }, }, } by.API.Endpoints = by.NewEndpoints() err := by.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{ exchange.RestSpot: bybitAPIURL, exchange.RestCoinMargined: bybitAPIURL, exchange.RestUSDTMargined: bybitAPIURL, exchange.RestFutures: bybitAPIURL, exchange.RestUSDCMargined: bybitAPIURL, exchange.WebsocketSpot: spotPublic, }) if err != nil { log.Errorln(log.ExchangeSys, err) } if by.Requester, err = request.New(by.Name, common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout), request.WithLimiter(GetRateLimit()), ); err != nil { log.Errorln(log.ExchangeSys, err) } by.Websocket = stream.NewWebsocket() by.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit by.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout by.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit } // Setup takes in the supplied exchange configuration details and sets params func (by *Bybit) Setup(exch *config.Exchange) error { err := exch.Validate() if err != nil { return err } if !exch.Enabled { by.SetEnabled(false) return nil } err = by.SetupDefaults(exch) if err != nil { return err } wsRunningEndpoint, err := by.API.Endpoints.GetURL(exchange.WebsocketSpot) if err != nil { return err } err = by.Websocket.Setup( &stream.WebsocketSetup{ ExchangeConfig: exch, DefaultURL: spotPublic, RunningURL: wsRunningEndpoint, RunningURLAuth: websocketPrivate, Connector: by.WsConnect, Subscriber: by.Subscribe, Unsubscriber: by.Unsubscribe, GenerateSubscriptions: by.GenerateDefaultSubscriptions, Features: &by.Features.Supports.WebsocketCapabilities, OrderbookBufferConfig: buffer.Config{ SortBuffer: true, SortBufferByUpdateIDs: true, }, TradeFeed: by.Features.Enabled.TradeFeed, }) if err != nil { return err } err = by.Websocket.SetupNewConnection(stream.ConnectionSetup{ URL: by.Websocket.GetWebsocketURL(), ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout, ResponseMaxLimit: bybitWebsocketTimer, }) if err != nil { return err } return by.Websocket.SetupNewConnection(stream.ConnectionSetup{ URL: websocketPrivate, ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout, ResponseMaxLimit: exch.WebsocketResponseMaxLimit, Authenticated: true, }) } // AuthenticateWebsocket sends an authentication message to the websocket func (by *Bybit) AuthenticateWebsocket(ctx context.Context) error { return by.WsAuth(ctx) } // FetchTradablePairs returns a list of the exchanges tradable pairs func (by *Bybit) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) { if !by.SupportsAsset(a) { return nil, fmt.Errorf("%s %w", a, asset.ErrNotSupported) } var pair currency.Pair var category string format, err := by.GetPairFormat(a, false) if err != nil { return nil, err } var ( pairs currency.Pairs allPairs []InstrumentInfo response *InstrumentsInfo ) switch a { case asset.Spot, asset.CoinMarginedFutures, asset.USDCMarginedFutures, asset.USDTMarginedFutures: category = getCategoryName(a) response, err = by.GetInstrumentInfo(ctx, category, "", "Trading", "", "", int64(by.Features.Enabled.Kline.GlobalResultLimit)) if err != nil { return nil, err } allPairs = response.List case asset.Options: category = getCategoryName(a) for x := range supportedOptionsTypes { var bookmark = "" for { response, err = by.GetInstrumentInfo(ctx, category, "", "Trading", supportedOptionsTypes[x], bookmark, int64(by.Features.Enabled.Kline.GlobalResultLimit)) if err != nil { return nil, err } allPairs = append(allPairs, response.List...) if response.NextPageCursor == "" || (bookmark != "" && bookmark == response.NextPageCursor) || len(response.List) == 0 { break } bookmark = response.NextPageCursor } } default: return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a) } pairs = make(currency.Pairs, 0, len(allPairs)) switch a { case asset.Spot, asset.Options: for x := range allPairs { if allPairs[x].Status != "Trading" { continue } quote := strings.TrimPrefix(allPairs[x].Symbol[len(allPairs[x].BaseCoin):], currency.DashDelimiter) pair, err = currency.NewPairFromStrings(allPairs[x].BaseCoin, quote) if err != nil { return nil, err } pairs = append(pairs, pair) } case asset.CoinMarginedFutures: for x := range allPairs { if allPairs[x].Status != "Trading" || allPairs[x].QuoteCoin != "USD" { continue } pair, err = currency.NewPairFromStrings(allPairs[x].BaseCoin, allPairs[x].Symbol[len(allPairs[x].BaseCoin):]) if err != nil { return nil, err } pairs = append(pairs, pair) } case asset.USDCMarginedFutures: for x := range allPairs { if allPairs[x].Status != "Trading" || allPairs[x].QuoteCoin != "USDC" { continue } if strings.EqualFold(allPairs[x].ContractType, "linearfutures") { // long-dated contracts have a delimiter pair, err = currency.NewPairFromString(allPairs[x].Symbol) } else { pair, err = currency.NewPairFromStrings(allPairs[x].BaseCoin, allPairs[x].Symbol[len(allPairs[x].BaseCoin):]) } if err != nil { return nil, err } pairs = append(pairs, pair) } case asset.USDTMarginedFutures: for x := range allPairs { if allPairs[x].Status != "Trading" || allPairs[x].QuoteCoin != "USDT" { continue } pair, err = currency.NewPairFromStrings(allPairs[x].BaseCoin, allPairs[x].Symbol[len(allPairs[x].BaseCoin):]) if err != nil { return nil, err } pairs = append(pairs, pair) } } return pairs.Format(format), nil } func getCategoryName(a asset.Item) string { switch a { case asset.CoinMarginedFutures: return "inverse" case asset.USDTMarginedFutures, asset.USDCMarginedFutures: return "linear" case asset.Spot: return a.String() case asset.Options: return "option" default: return "" } } // UpdateTradablePairs updates the exchanges available pairs and stores // them in the exchanges config func (by *Bybit) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error { assetTypes := by.GetAssetTypes(true) for i := range assetTypes { pairs, err := by.FetchTradablePairs(ctx, assetTypes[i]) if err != nil { return err } err = by.UpdatePairs(pairs, assetTypes[i], false, forceUpdate) if err != nil { return err } } return by.EnsureOnePairEnabled() } // UpdateTickers updates the ticker for all currency pairs of a given asset type func (by *Bybit) UpdateTickers(ctx context.Context, assetType asset.Item) error { enabled, err := by.GetEnabledPairs(assetType) if err != nil { return err } format, err := by.GetPairFormat(assetType, false) if err != nil { return err } var ticks *TickerData switch assetType { case asset.Spot, asset.USDCMarginedFutures, asset.USDTMarginedFutures, asset.CoinMarginedFutures: ticks, err = by.GetTickers(ctx, getCategoryName(assetType), "", "", time.Time{}) if err != nil { return err } for x := range ticks.List { var pair currency.Pair pair, err = by.MatchSymbolWithAvailablePairs(ticks.List[x].Symbol, assetType, true) if err != nil { continue } if !enabled.Contains(pair, true) { continue } err = ticker.ProcessTicker(&ticker.Price{ Last: ticks.List[x].LastPrice.Float64(), High: ticks.List[x].HighPrice24H.Float64(), Low: ticks.List[x].LowPrice24H.Float64(), Bid: ticks.List[x].Bid1Price.Float64(), BidSize: ticks.List[x].Bid1Size.Float64(), Ask: ticks.List[x].Ask1Price.Float64(), AskSize: ticks.List[x].Ask1Size.Float64(), Volume: ticks.List[x].Volume24H.Float64(), Pair: pair.Format(format), ExchangeName: by.Name, AssetType: assetType, }) if err != nil { return err } } case asset.Options: for x := range supportedOptionsTypes { ticks, err = by.GetTickers(ctx, getCategoryName(assetType), "", supportedOptionsTypes[x], time.Time{}) if err != nil { return err } for x := range ticks.List { var pair currency.Pair pair, err = by.MatchSymbolWithAvailablePairs(ticks.List[x].Symbol, assetType, true) if err != nil { continue } if !enabled.Contains(pair, true) { continue } err = ticker.ProcessTicker(&ticker.Price{ Last: ticks.List[x].LastPrice.Float64(), High: ticks.List[x].HighPrice24H.Float64(), Low: ticks.List[x].LowPrice24H.Float64(), Bid: ticks.List[x].Bid1Price.Float64(), BidSize: ticks.List[x].Bid1Size.Float64(), Ask: ticks.List[x].Ask1Price.Float64(), AskSize: ticks.List[x].Ask1Size.Float64(), Volume: ticks.List[x].Volume24H.Float64(), Pair: pair.Format(format), ExchangeName: by.Name, AssetType: assetType, }) if err != nil { return err } } } default: return fmt.Errorf("%s %w", assetType, asset.ErrNotSupported) } return nil } // UpdateTicker updates and returns the ticker for a currency pair func (by *Bybit) UpdateTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) { if err := by.UpdateTickers(ctx, assetType); err != nil { return nil, err } return ticker.GetTicker(by.Name, p, assetType) } // FetchTicker returns the ticker for a currency pair func (by *Bybit) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) { fPair, err := by.FormatExchangeCurrency(p, assetType) if err != nil { return nil, err } tickerNew, err := ticker.GetTicker(by.Name, fPair, assetType) if err != nil { return by.UpdateTicker(ctx, p, assetType) } return tickerNew, nil } // FetchOrderbook returns orderbook base on the currency pair func (by *Bybit) FetchOrderbook(ctx context.Context, currency currency.Pair, assetType asset.Item) (*orderbook.Base, error) { ob, err := orderbook.Get(by.Name, currency, assetType) if err != nil { return by.UpdateOrderbook(ctx, currency, assetType) } return ob, nil } // UpdateOrderbook updates and returns the orderbook for a currency pair func (by *Bybit) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) { if p.IsEmpty() { return nil, currency.ErrCurrencyPairEmpty } if err := by.CurrencyPairs.IsAssetEnabled(assetType); err != nil { return nil, err } var orderbookNew *Orderbook var err error p, err = by.FormatExchangeCurrency(p, assetType) if err != nil { return nil, err } switch assetType { case asset.Spot, asset.USDTMarginedFutures, asset.USDCMarginedFutures, asset.CoinMarginedFutures, asset.Options: if assetType == asset.USDCMarginedFutures && !p.Quote.Equal(currency.PERP) { p.Delimiter = currency.DashDelimiter } orderbookNew, err = by.GetOrderBook(ctx, getCategoryName(assetType), p.String(), 0) default: return nil, fmt.Errorf("%s %w", assetType, asset.ErrNotSupported) } if err != nil { return nil, err } book := &orderbook.Base{ Exchange: by.Name, Pair: p, Asset: assetType, VerifyOrderbook: by.CanVerifyOrderbook, Bids: make([]orderbook.Tranche, len(orderbookNew.Bids)), Asks: make([]orderbook.Tranche, len(orderbookNew.Asks)), } for x := range orderbookNew.Bids { book.Bids[x] = orderbook.Tranche{ Amount: orderbookNew.Bids[x].Amount, Price: orderbookNew.Bids[x].Price, } } for x := range orderbookNew.Asks { book.Asks[x] = orderbook.Tranche{ Amount: orderbookNew.Asks[x].Amount, Price: orderbookNew.Asks[x].Price, } } err = book.Process() if err != nil { return book, err } return orderbook.Get(by.Name, p, assetType) } // UpdateAccountInfo retrieves balances for all enabled currencies func (by *Bybit) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) { var info account.Holdings var acc account.SubAccount var accountType string info.Exchange = by.Name err := by.RetrieveAndSetAccountType(ctx) if err != nil { return info, err } switch assetType { case asset.Spot, asset.Options, asset.USDCMarginedFutures, asset.USDTMarginedFutures: switch by.AccountType { case accountTypeUnified: accountType = "UNIFIED" case accountTypeNormal: if assetType == asset.Spot { accountType = "SPOT" } else { accountType = "CONTRACT" } } case asset.CoinMarginedFutures: accountType = "CONTRACT" default: return info, fmt.Errorf("%s %w", assetType, asset.ErrNotSupported) } balances, err := by.GetWalletBalance(ctx, accountType, "") if err != nil { return info, err } currencyBalance := []account.Balance{} for i := range balances.List { for c := range balances.List[i].Coin { balance := account.Balance{ Currency: balances.List[i].Coin[c].Coin, Total: balances.List[i].Coin[c].WalletBalance.Float64(), Free: balances.List[i].Coin[c].AvailableToWithdraw.Float64(), Borrowed: balances.List[i].Coin[c].BorrowAmount.Float64(), Hold: balances.List[i].Coin[c].WalletBalance.Float64() - balances.List[i].Coin[c].AvailableToWithdraw.Float64(), } if assetType == asset.Spot && balances.List[i].Coin[c].AvailableBalanceForSpot.Float64() != 0 { balance.Free = balances.List[i].Coin[c].AvailableBalanceForSpot.Float64() } currencyBalance = append(currencyBalance, balance) } } acc.Currencies = currencyBalance acc.AssetType = assetType info.Accounts = append(info.Accounts, acc) creds, err := by.GetCredentials(ctx) if err != nil { return account.Holdings{}, err } err = account.Process(&info, creds) if err != nil { return account.Holdings{}, err } return info, nil } // FetchAccountInfo retrieves balances for all enabled currencies func (by *Bybit) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) { creds, err := by.GetCredentials(ctx) if err != nil { return account.Holdings{}, err } acc, err := account.GetHoldings(by.Name, creds, assetType) if err != nil { return by.UpdateAccountInfo(ctx, assetType) } return acc, nil } // GetAccountFundingHistory returns funding history, deposits and // withdrawals func (by *Bybit) GetAccountFundingHistory(_ context.Context) ([]exchange.FundingHistory, error) { return nil, common.ErrFunctionNotSupported } // GetWithdrawalsHistory returns previous withdrawals data func (by *Bybit) GetWithdrawalsHistory(ctx context.Context, c currency.Code, a asset.Item) ([]exchange.WithdrawalHistory, error) { switch a { case asset.Spot, asset.Options, asset.USDTMarginedFutures, asset.USDCMarginedFutures, asset.CoinMarginedFutures: withdrawals, err := by.GetWithdrawalRecords(ctx, c, "", "2", "", time.Time{}, time.Time{}, 0) if err != nil { return nil, err } withdrawHistory := make([]exchange.WithdrawalHistory, len(withdrawals.Rows)) for i := range withdrawals.Rows { withdrawHistory[i] = exchange.WithdrawalHistory{ TransferID: withdrawals.Rows[i].WithdrawID, Status: withdrawals.Rows[i].Status, Currency: withdrawals.Rows[i].Coin, Amount: withdrawals.Rows[i].Amount.Float64(), Fee: withdrawals.Rows[i].WithdrawFee.Float64(), CryptoToAddress: withdrawals.Rows[i].ToAddress, CryptoTxID: withdrawals.Rows[i].TransactionID, Timestamp: withdrawals.Rows[i].UpdateTime.Time(), } } return withdrawHistory, nil default: return nil, fmt.Errorf("%s %w", a, asset.ErrNotSupported) } } // GetRecentTrades returns the most recent trades for a currency and asset func (by *Bybit) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) { formattedPair, err := by.FormatExchangeCurrency(p, assetType) if err != nil { return nil, err } limit := int64(500) if assetType == asset.Spot { limit = 60 } var tradeData *TradingHistory switch assetType { case asset.Spot, asset.USDTMarginedFutures, asset.USDCMarginedFutures, asset.CoinMarginedFutures: if assetType == asset.USDCMarginedFutures && !p.Quote.Equal(currency.PERP) { formattedPair.Delimiter = currency.DashDelimiter } tradeData, err = by.GetPublicTradingHistory(ctx, getCategoryName(assetType), formattedPair.String(), "", "", limit) case asset.Options: tradeData, err = by.GetPublicTradingHistory(ctx, getCategoryName(assetType), formattedPair.String(), formattedPair.Base.String(), "", limit) default: return nil, fmt.Errorf("%s %w", assetType, asset.ErrNotSupported) } if err != nil { return nil, err } resp := make([]trade.Data, len(tradeData.List)) for i := range tradeData.List { side, err := order.StringToOrderSide(tradeData.List[i].Side) if err != nil { return nil, err } resp[i] = trade.Data{ Exchange: by.Name, CurrencyPair: formattedPair, AssetType: assetType, Price: tradeData.List[i].Price.Float64(), Amount: tradeData.List[i].Size.Float64(), Timestamp: tradeData.List[i].TradeTime.Time(), TID: tradeData.List[i].ExecutionID, Side: side, } } if by.IsSaveTradeDataEnabled() { err := trade.AddTradesToBuffer(by.Name, 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 (by *Bybit) GetHistoricTrades(ctx context.Context, p currency.Pair, assetType asset.Item, _, _ time.Time) ([]trade.Data, error) { var err error p, err = by.FormatExchangeCurrency(p, assetType) if err != nil { return nil, err } limit := int64(1000) if assetType == asset.Spot { limit = 60 } var tradeHistoryResponse *TradingHistory switch assetType { case asset.Spot, asset.USDTMarginedFutures, asset.USDCMarginedFutures, asset.CoinMarginedFutures: if assetType == asset.USDCMarginedFutures && !p.Quote.Equal(currency.PERP) { p.Delimiter = currency.DashDelimiter } tradeHistoryResponse, err = by.GetPublicTradingHistory(ctx, getCategoryName(assetType), p.String(), "", "", limit) if err != nil { return nil, err } case asset.Options: tradeHistoryResponse, err = by.GetPublicTradingHistory(ctx, getCategoryName(assetType), p.String(), p.Base.String(), "", limit) if err != nil { return nil, err } default: return nil, fmt.Errorf("%s %w", assetType, asset.ErrNotSupported) } resp := make([]trade.Data, len(tradeHistoryResponse.List)) for x := range tradeHistoryResponse.List { side, err := order.StringToOrderSide(tradeHistoryResponse.List[x].Side) if err != nil { return nil, err } resp[x] = trade.Data{ TID: tradeHistoryResponse.List[x].ExecutionID, Exchange: by.Name, CurrencyPair: p, AssetType: assetType, Side: side, Price: tradeHistoryResponse.List[x].Price.Float64(), Amount: tradeHistoryResponse.List[x].Size.Float64(), Timestamp: tradeHistoryResponse.List[x].TradeTime.Time(), } } return resp, nil } func orderTypeToString(oType order.Type) string { switch oType { case order.Limit: return "Limit" case order.Market: return "Market" default: return oType.String() } } // SubmitOrder submits a new order func (by *Bybit) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) { err := s.Validate(by.GetTradingRequirements()) if err != nil { return nil, err } formattedPair, err := by.FormatExchangeCurrency(s.Pair, s.AssetType) if err != nil { return nil, err } var sideType string switch { case s.Side.IsLong(): sideType = sideBuy case s.Side.IsShort(): sideType = sideSell default: return nil, order.ErrSideIsInvalid } status := order.New switch s.AssetType { case asset.Spot, asset.Options, asset.USDTMarginedFutures, asset.USDCMarginedFutures, asset.CoinMarginedFutures: if s.AssetType == asset.USDCMarginedFutures && !formattedPair.Quote.Equal(currency.PERP) { formattedPair.Delimiter = currency.DashDelimiter } var response *OrderResponse arg := &PlaceOrderParams{ Category: getCategoryName(s.AssetType), Symbol: formattedPair, Side: sideType, OrderType: orderTypeToString(s.Type), OrderQuantity: s.Amount, Price: s.Price, OrderLinkID: s.ClientOrderID, WhetherToBorrow: s.AssetType == asset.Margin, ReduceOnly: s.ReduceOnly, OrderFilter: func() string { if s.RiskManagementModes.TakeProfit.Price != 0 || s.RiskManagementModes.TakeProfit.LimitPrice != 0 || s.RiskManagementModes.StopLoss.Price != 0 || s.RiskManagementModes.StopLoss.LimitPrice != 0 { return "" } else if s.TriggerPrice != 0 { return "tpslOrder" } return "Order" }(), TriggerPrice: s.TriggerPrice, } if arg.TriggerPrice != 0 { arg.TriggerPriceType = s.TriggerPriceType.String() } if s.RiskManagementModes.TakeProfit.Price != 0 { arg.TakeProfitPrice = s.RiskManagementModes.TakeProfit.Price arg.TakeProfitTriggerBy = s.RiskManagementModes.TakeProfit.TriggerPriceType.String() arg.TpOrderType = getOrderTypeString(s.RiskManagementModes.TakeProfit.OrderType) arg.TpLimitPrice = s.RiskManagementModes.TakeProfit.LimitPrice } if s.RiskManagementModes.StopLoss.Price != 0 { arg.StopLossPrice = s.RiskManagementModes.StopLoss.Price arg.StopLossTriggerBy = s.RiskManagementModes.StopLoss.TriggerPriceType.String() arg.SlOrderType = getOrderTypeString(s.RiskManagementModes.StopLoss.OrderType) arg.SlLimitPrice = s.RiskManagementModes.StopLoss.LimitPrice } response, err = by.PlaceOrder(ctx, arg) if err != nil { return nil, err } resp, err := s.DeriveSubmitResponse(response.OrderID) if err != nil { return nil, err } resp.Status = status return resp, nil default: return nil, fmt.Errorf("%s %w", s.AssetType, asset.ErrNotSupported) } } func getOrderTypeString(oType order.Type) string { switch oType { case order.UnknownType: return "" default: return oType.String() } } // ModifyOrder will allow of changing orderbook placement and limit to // market conversion func (by *Bybit) ModifyOrder(ctx context.Context, action *order.Modify) (*order.ModifyResponse, error) { if err := action.Validate(); err != nil { return nil, err } var ( result *OrderResponse err error ) action.Pair, err = by.FormatExchangeCurrency(action.Pair, action.AssetType) if err != nil { return nil, err } switch action.AssetType { case asset.Spot, asset.USDTMarginedFutures, asset.USDCMarginedFutures, asset.CoinMarginedFutures, asset.Options: if action.AssetType == asset.USDCMarginedFutures && !action.Pair.Quote.Equal(currency.PERP) { action.Pair.Delimiter = currency.DashDelimiter } arg := &AmendOrderParams{ Category: getCategoryName(action.AssetType), Symbol: action.Pair, OrderID: action.OrderID, OrderLinkID: action.ClientOrderID, OrderQuantity: action.Amount, Price: action.Price, TriggerPrice: action.TriggerPrice, TriggerPriceType: action.TriggerPriceType.String(), TakeProfitPrice: action.RiskManagementModes.TakeProfit.Price, TakeProfitTriggerBy: getOrderTypeString(action.RiskManagementModes.TakeProfit.OrderType), TakeProfitLimitPrice: action.RiskManagementModes.TakeProfit.LimitPrice, StopLossPrice: action.RiskManagementModes.StopLoss.Price, StopLossTriggerBy: action.RiskManagementModes.StopLoss.TriggerPriceType.String(), StopLossLimitPrice: action.RiskManagementModes.StopLoss.LimitPrice, } result, err = by.AmendOrder(ctx, arg) if err != nil { return nil, err } default: err = fmt.Errorf("%s %w", action.AssetType, asset.ErrNotSupported) } if err != nil { return nil, err } resp, err := action.DeriveModifyResponse() if err != nil { return nil, err } resp.OrderID = result.OrderID return resp, nil } // CancelOrder cancels an order by its corresponding ID number func (by *Bybit) CancelOrder(ctx context.Context, ord *order.Cancel) error { if err := ord.Validate(ord.StandardCancel()); err != nil { return err } format, err := by.GetPairFormat(ord.AssetType, true) if err != nil { return err } switch ord.AssetType { case asset.Spot, asset.USDTMarginedFutures, asset.USDCMarginedFutures, asset.CoinMarginedFutures, asset.Options: if ord.AssetType == asset.USDCMarginedFutures && !ord.Pair.Quote.Equal(currency.PERP) { ord.Pair.Delimiter = currency.DashDelimiter } _, err = by.CancelTradeOrder(ctx, &CancelOrderParams{ Category: getCategoryName(ord.AssetType), Symbol: ord.Pair.Format(format), OrderID: ord.OrderID, OrderLinkID: ord.ClientOrderID, }) default: return fmt.Errorf("%s %w", ord.AssetType, asset.ErrNotSupported) } return err } // CancelBatchOrders cancels orders by their corresponding ID numbers func (by *Bybit) CancelBatchOrders(ctx context.Context, o []order.Cancel) (*order.CancelBatchResponse, error) { if len(o) == 0 { return nil, order.ErrCancelOrderIsNil } requests := make([]CancelOrderParams, len(o)) category := asset.Options var err error for i := range o { switch o[i].AssetType { case asset.Options: default: return nil, fmt.Errorf("%w, only 'option' category is allowed, but given %v", asset.ErrNotSupported, o[i].AssetType) } switch { case o[i].Pair.IsEmpty(): return nil, currency.ErrCurrencyPairEmpty case o[i].ClientOrderID == "" && o[i].OrderID == "": return nil, order.ErrOrderIDNotSet default: o[i].Pair, err = by.FormatExchangeCurrency(o[i].Pair, category) if err != nil { return nil, err } requests[i] = CancelOrderParams{ OrderID: o[i].OrderID, OrderLinkID: o[i].ClientOrderID, Symbol: o[i].Pair, } } } cancelledOrders, err := by.CancelBatchOrder(ctx, &CancelBatchOrder{ Category: getCategoryName(category), Request: requests, }) if err != nil { return nil, err } resp := &order.CancelBatchResponse{ Status: make(map[string]string), } for i := range cancelledOrders { resp.Status[cancelledOrders[i].OrderID] = "success" } return resp, nil } // CancelAllOrders cancels all orders associated with a currency pair func (by *Bybit) CancelAllOrders(ctx context.Context, orderCancellation *order.Cancel) (order.CancelAllResponse, error) { err := orderCancellation.Validate() if err != nil { return order.CancelAllResponse{}, err } orderCancellation.Pair, err = by.FormatExchangeCurrency(orderCancellation.Pair, orderCancellation.AssetType) if err != nil { return order.CancelAllResponse{}, err } status := "success" var cancelAllOrdersResponse order.CancelAllResponse cancelAllOrdersResponse.Status = make(map[string]string) switch orderCancellation.AssetType { case asset.Spot, asset.USDTMarginedFutures, asset.USDCMarginedFutures, asset.CoinMarginedFutures, asset.Options: if orderCancellation.AssetType == asset.USDCMarginedFutures && !orderCancellation.Pair.Quote.Equal(currency.PERP) { orderCancellation.Pair.Delimiter = currency.DashDelimiter } activeOrder, err := by.CancelAllTradeOrders(ctx, &CancelAllOrdersParam{ Category: getCategoryName(orderCancellation.AssetType), Symbol: orderCancellation.Pair, BaseCoin: orderCancellation.Pair.Base.String(), }) if err != nil { return cancelAllOrdersResponse, err } for i := range activeOrder { cancelAllOrdersResponse.Status[activeOrder[i].OrderID] = status } default: return cancelAllOrdersResponse, fmt.Errorf("%s %w", orderCancellation.AssetType, asset.ErrNotSupported) } return cancelAllOrdersResponse, nil } // GetOrderInfo returns order information based on order ID func (by *Bybit) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (*order.Detail, error) { if pair.IsEmpty() { return nil, currency.ErrCurrencyPairEmpty } else if err := by.CurrencyPairs.IsAssetEnabled(assetType); err != nil { return nil, err } pair, err := by.FormatExchangeCurrency(pair, assetType) if err != nil { return nil, err } switch assetType { case asset.Spot, asset.USDTMarginedFutures, asset.USDCMarginedFutures, asset.CoinMarginedFutures, asset.Options: if assetType == asset.USDCMarginedFutures && !pair.Quote.Equal(currency.PERP) { pair.Delimiter = currency.DashDelimiter } resp, err := by.GetOpenOrders(ctx, getCategoryName(assetType), pair.String(), "", "", orderID, "", "", "", 0, 1) if err != nil { return nil, err } if len(resp.List) != 1 { return nil, order.ErrOrderNotFound } orderType, err := order.StringToOrderType(resp.List[0].OrderType) if err != nil { return nil, err } remainingAmt := resp.List[0].LeavesQuantity.Float64() if remainingAmt == 0 { remainingAmt = resp.List[0].OrderQuantity.Float64() - resp.List[0].CumulativeExecQuantity.Float64() } return &order.Detail{ Amount: resp.List[0].OrderQuantity.Float64(), Exchange: by.Name, OrderID: resp.List[0].OrderID, ClientOrderID: resp.List[0].OrderLinkID, Side: getSide(resp.List[0].Side), Type: orderType, Pair: pair, Cost: resp.List[0].CumulativeExecQuantity.Float64() * resp.List[0].AveragePrice.Float64(), AssetType: assetType, Status: StringToOrderStatus(resp.List[0].OrderStatus), Price: resp.List[0].Price.Float64(), ExecutedAmount: resp.List[0].CumulativeExecQuantity.Float64(), RemainingAmount: remainingAmt, Date: resp.List[0].CreatedTime.Time(), LastUpdated: resp.List[0].UpdatedTime.Time(), }, nil default: return nil, fmt.Errorf("%s %w", assetType, asset.ErrNotSupported) } } // GetDepositAddress returns a deposit address for a specified currency func (by *Bybit) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, chain string) (*deposit.Address, error) { dAddressInfo, err := by.GetMasterDepositAddress(ctx, cryptocurrency, chain) if err != nil { return nil, err } for x := range dAddressInfo.Chains { if dAddressInfo.Chains[x].Chain == chain || chain == "" { return &deposit.Address{ Address: dAddressInfo.Chains[x].AddressDeposit, Tag: dAddressInfo.Chains[x].TagDeposit, Chain: dAddressInfo.Chains[x].Chain, }, nil } } return nil, fmt.Errorf("%w for currency: %s chain: %s", deposit.ErrAddressNotFound, cryptocurrency, chain) } // GetAvailableTransferChains returns the available transfer blockchains for the specific // cryptocurrency func (by *Bybit) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) { info, err := by.GetCoinInfo(ctx, cryptocurrency) if err != nil { return nil, err } var availableChains []string for x := range info.Rows { if strings.EqualFold(info.Rows[x].Coin, cryptocurrency.String()) { for i := range info.Rows[x].Chains { availableChains = append(availableChains, info.Rows[x].Chains[i].Chain) } } } return availableChains, nil } // WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is // submitted func (by *Bybit) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) { if err := withdrawRequest.Validate(); err != nil { return nil, err } wID, err := by.WithdrawCurrency(ctx, &WithdrawalParam{ Coin: withdrawRequest.Currency, Chain: withdrawRequest.Crypto.Chain, Address: withdrawRequest.Crypto.Address, Tag: withdrawRequest.Crypto.AddressTag, Amount: withdrawRequest.Amount, Timestamp: time.Now().UnixMilli(), }) if err != nil { return nil, err } return &withdraw.ExchangeResponse{ ID: wID, }, nil } // WithdrawFiatFunds returns a withdrawal ID when a withdrawal is // submitted func (by *Bybit) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) { return nil, common.ErrFunctionNotSupported } // WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is // submitted func (by *Bybit) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) { return nil, common.ErrFunctionNotSupported } // GetActiveOrders retrieves any orders that are active/open func (by *Bybit) GetActiveOrders(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) { err := req.Validate() if err != nil { return nil, err } if len(req.Pairs) == 0 { return nil, currency.ErrCurrencyPairsEmpty } format, err := by.GetPairFormat(req.AssetType, true) if err != nil { return nil, err } var baseCoin currency.Code req.Pairs = req.Pairs.Format(format) for i := range req.Pairs { if baseCoin != currency.EMPTYCODE && req.Pairs[i].Base != baseCoin { baseCoin = currency.EMPTYCODE } else if req.Pairs[i].Base != currency.EMPTYCODE { baseCoin = req.Pairs[i].Base } } var orders []order.Detail switch req.AssetType { case asset.Spot, asset.USDTMarginedFutures, asset.USDCMarginedFutures, asset.CoinMarginedFutures, asset.Options: if baseCoin != currency.EMPTYCODE { openOrders, err := by.GetOpenOrders(ctx, getCategoryName(req.AssetType), "", baseCoin.String(), "", req.FromOrderID, "", "", "", 0, 50) if err != nil { return nil, err } newOpenOrders, err := by.ConstructOrderDetails(openOrders.List, req.AssetType, currency.EMPTYPAIR, req.Pairs) if err != nil { return nil, err } orders = append(orders, newOpenOrders...) } else { for y := range req.Pairs { if req.AssetType == asset.USDCMarginedFutures && !req.Pairs[y].Quote.Equal(currency.PERP) { req.Pairs[y].Delimiter = currency.DashDelimiter } openOrders, err := by.GetOpenOrders(ctx, getCategoryName(req.AssetType), req.Pairs[y].String(), "", "", req.FromOrderID, "", "", "", 0, 50) if err != nil { return nil, err } newOpenOrders, err := by.ConstructOrderDetails(openOrders.List, req.AssetType, req.Pairs[y], currency.Pairs{}) if err != nil { return nil, err } orders = append(orders, newOpenOrders...) } } default: return orders, fmt.Errorf("%s %w", req.AssetType, asset.ErrNotSupported) } return req.Filter(by.Name, orders), nil } // ConstructOrderDetails constructs list of order.Detail instances given list of TradeOrder and other filtering information func (by *Bybit) ConstructOrderDetails(tradeOrders []TradeOrder, assetType asset.Item, pair currency.Pair, filterPairs currency.Pairs) (order.FilteredOrders, error) { orders := make([]order.Detail, 0, len(tradeOrders)) var err error var ePair currency.Pair for x := range tradeOrders { ePair, err = by.MatchSymbolWithAvailablePairs(tradeOrders[x].Symbol, assetType, true) if err != nil { return nil, err } if (pair.IsEmpty() && len(filterPairs) > 0 && !filterPairs.Contains(ePair, true)) || !(pair.IsEmpty() || pair.Equal(ePair)) { continue } orderType, err := order.StringToOrderType(tradeOrders[x].OrderType) if err != nil { return nil, err } orders = append(orders, order.Detail{ Amount: tradeOrders[x].OrderQuantity.Float64(), Date: tradeOrders[x].CreatedTime.Time(), Exchange: by.Name, OrderID: tradeOrders[x].OrderID, ClientOrderID: tradeOrders[x].OrderLinkID, Side: getSide(tradeOrders[x].Side), Type: orderType, Price: tradeOrders[x].Price.Float64(), Status: StringToOrderStatus(tradeOrders[x].OrderStatus), Pair: ePair, AssetType: assetType, LastUpdated: tradeOrders[x].UpdatedTime.Time(), ReduceOnly: tradeOrders[x].ReduceOnly, ExecutedAmount: tradeOrders[x].CumulativeExecQuantity.Float64(), RemainingAmount: tradeOrders[x].LeavesQuantity.Float64(), TriggerPrice: tradeOrders[x].TriggerPrice.Float64(), AverageExecutedPrice: tradeOrders[x].AveragePrice.Float64(), Cost: tradeOrders[x].AveragePrice.Float64() * tradeOrders[x].CumulativeExecQuantity.Float64(), Fee: tradeOrders[x].CumulativeExecFee.Float64(), }) } return orders, nil } // GetOrderHistory retrieves account order information // Can Limit response to specific order status func (by *Bybit) GetOrderHistory(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) { err := req.Validate() if err != nil { return nil, err } limit := int64(200) if req.AssetType == asset.Options { limit = 25 } format, err := by.GetPairFormat(req.AssetType, false) if err != nil { return nil, err } var orders []order.Detail switch req.AssetType { case asset.USDTMarginedFutures, asset.USDCMarginedFutures, asset.CoinMarginedFutures, asset.Options: resp, err := by.GetTradeOrderHistory(ctx, getCategoryName(req.AssetType), "", req.FromOrderID, "", "", "", "", "", "", req.StartTime, req.EndTime, limit) if err != nil { return nil, err } for i := range resp.List { // here, we are not using getSide because in sample response's sides are in upper var side order.Side side, err = order.StringToOrderSide(resp.List[i].Side) if err != nil { log.Errorf(log.ExchangeSys, "%s %v", by.Name, err) } var pair currency.Pair pair, err = by.MatchSymbolWithAvailablePairs(resp.List[i].Symbol, req.AssetType, true) if err != nil { return nil, err } orderType, err := order.StringToOrderType(resp.List[i].OrderType) if err != nil { return nil, err } detail := order.Detail{ Amount: resp.List[i].OrderQuantity.Float64(), ExecutedAmount: resp.List[i].CumulativeExecQuantity.Float64(), RemainingAmount: resp.List[i].LeavesQuantity.Float64(), Date: resp.List[i].CreatedTime.Time(), LastUpdated: resp.List[i].UpdatedTime.Time(), Exchange: by.Name, OrderID: resp.List[i].OrderID, Side: side, Type: orderType, Price: resp.List[i].Price.Float64(), Pair: pair.Format(format), Status: StringToOrderStatus(resp.List[i].OrderStatus), ReduceOnly: resp.List[i].ReduceOnly, TriggerPrice: resp.List[i].TriggerPrice.Float64(), AverageExecutedPrice: resp.List[i].AveragePrice.Float64(), Cost: resp.List[i].AveragePrice.Float64() * resp.List[i].CumulativeExecQuantity.Float64(), CostAsset: pair.Quote, Fee: resp.List[i].CumulativeExecFee.Float64(), ClientOrderID: resp.List[i].OrderLinkID, AssetType: req.AssetType, } orders = append(orders, detail) } case asset.Spot: resp, err := by.GetTradeOrderHistory(ctx, getCategoryName(req.AssetType), "", req.FromOrderID, "", "", "", "", "", "", req.StartTime, req.EndTime, limit) if err != nil { return nil, err } for i := range resp.List { // here, we are not using getSide because in sample response's sides are in upper var side order.Side side, err = order.StringToOrderSide(resp.List[i].Side) if err != nil { log.Errorf(log.ExchangeSys, "%s %v", by.Name, err) } var pair currency.Pair pair, err = by.MatchSymbolWithAvailablePairs(resp.List[i].Symbol, req.AssetType, true) if err != nil { return nil, err } orderType, err := order.StringToOrderType(resp.List[i].OrderType) if err != nil { return nil, err } detail := order.Detail{ Amount: resp.List[i].OrderQuantity.Float64(), ExecutedAmount: resp.List[i].CumulativeExecQuantity.Float64(), RemainingAmount: resp.List[i].CumulativeExecQuantity.Float64() - resp.List[i].CumulativeExecQuantity.Float64(), Cost: resp.List[i].AveragePrice.Float64() * resp.List[i].CumulativeExecQuantity.Float64(), Date: resp.List[i].CreatedTime.Time(), LastUpdated: resp.List[i].UpdatedTime.Time(), Exchange: by.Name, OrderID: resp.List[i].OrderID, Side: side, Type: orderType, Price: resp.List[i].Price.Float64(), Pair: pair.Format(format), Status: StringToOrderStatus(resp.List[i].OrderStatus), ReduceOnly: resp.List[i].ReduceOnly, TriggerPrice: resp.List[i].TriggerPrice.Float64(), AverageExecutedPrice: resp.List[i].AveragePrice.Float64(), CostAsset: pair.Quote, ClientOrderID: resp.List[i].OrderLinkID, AssetType: req.AssetType, } orders = append(orders, detail) } default: return orders, fmt.Errorf("%s %w", req.AssetType, asset.ErrNotSupported) } order.FilterOrdersByPairs(&orders, req.Pairs) return req.Filter(by.Name, orders), nil } // GetFeeByType returns an estimate of fee based on the type of transaction func (by *Bybit) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) { if feeBuilder.Pair.IsEmpty() { return 0, currency.ErrCurrencyPairEmpty } if (!by.AreCredentialsValid(ctx) || by.SkipAuthCheck) && feeBuilder.FeeType == exchange.CryptocurrencyTradeFee { feeBuilder.FeeType = exchange.OfflineTradeFee } switch feeBuilder.FeeType { case exchange.OfflineTradeFee: return getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount), nil default: assets := by.getCategoryFromPair(feeBuilder.Pair) var err error var baseCoin, pairString string if assets[0] == asset.Options { baseCoin = feeBuilder.Pair.Base.String() } else { pairString, err = by.FormatSymbol(feeBuilder.Pair, assets[0]) if err != nil { return 0, err } } accountFee, err := by.GetFeeRate(ctx, getCategoryName(assets[0]), pairString, baseCoin) if err != nil { return 0, err } if len(accountFee.List) == 0 { return 0, fmt.Errorf("no fee builder found for currency pair %s", pairString) } if feeBuilder.IsMaker { return accountFee.List[0].Maker.Float64() * feeBuilder.Amount, nil } return accountFee.List[0].Taker.Float64() * feeBuilder.Amount * feeBuilder.PurchasePrice, nil } } // getOfflineTradeFee calculates the worst case-scenario trading fee func getOfflineTradeFee(price, amount float64) float64 { return 0.01 * price * amount } func (by *Bybit) getCategoryFromPair(pair currency.Pair) []asset.Item { assets := by.GetAssetTypes(true) containingAssets := make([]asset.Item, 0, len(assets)) for a := range assets { pairs, err := by.GetAvailablePairs(assets[a]) if err != nil { continue } if pairs.Contains(pair, true) { containingAssets = append(containingAssets, assets[a]) } } return containingAssets } // ValidateAPICredentials validates current credentials used for wrapper func (by *Bybit) ValidateAPICredentials(ctx context.Context, assetType asset.Item) error { _, err := by.UpdateAccountInfo(ctx, assetType) return by.CheckTransientError(err) } // GetHistoricCandles returns candles between a time period for a set time interval func (by *Bybit) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) { switch a { case asset.Spot, asset.CoinMarginedFutures, asset.USDTMarginedFutures, asset.USDCMarginedFutures: req, err := by.GetKlineRequest(pair, a, interval, start, end, false) if err != nil { return nil, err } var timeSeries []kline.Candle if a == asset.USDCMarginedFutures && !pair.Quote.Equal(currency.PERP) { req.RequestFormatted.Delimiter = currency.DashDelimiter } var candles []KlineItem candles, err = by.GetKlines(ctx, getCategoryName(req.Asset), req.RequestFormatted.String(), req.ExchangeInterval, req.Start, req.End, req.RequestLimit) if err != nil { return nil, err } timeSeries = make([]kline.Candle, len(candles)) for x := range candles { timeSeries[x] = kline.Candle{ Time: candles[x].StartTime, Open: candles[x].Open, High: candles[x].High, Low: candles[x].Low, Close: candles[x].Close, Volume: candles[x].TradeVolume, } } return req.ProcessResponse(timeSeries) default: return nil, fmt.Errorf("%s %w", a, asset.ErrNotSupported) } } // GetHistoricCandlesExtended returns candles between a time period for a set time interval func (by *Bybit) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) { switch a { case asset.Spot, asset.USDTMarginedFutures, asset.USDCMarginedFutures, asset.CoinMarginedFutures: req, err := by.GetKlineExtendedRequest(pair, a, interval, start, end) if err != nil { return nil, err } timeSeries := make([]kline.Candle, 0, req.Size()) for x := range req.RangeHolder.Ranges { if req.Asset == asset.USDCMarginedFutures && !req.RequestFormatted.Quote.Equal(currency.PERP) { req.RequestFormatted.Delimiter = currency.DashDelimiter } var klineItems []KlineItem klineItems, err = by.GetKlines(ctx, getCategoryName(req.Asset), req.RequestFormatted.String(), req.ExchangeInterval, req.RangeHolder.Ranges[x].Start.Time, req.RangeHolder.Ranges[x].End.Time, req.RequestLimit) if err != nil { return nil, err } for i := range klineItems { timeSeries = append(timeSeries, kline.Candle{ Time: klineItems[i].StartTime, Open: klineItems[i].Open, High: klineItems[i].High, Low: klineItems[i].Low, Close: klineItems[i].Close, Volume: klineItems[i].TradeVolume, }) } } return req.ProcessResponse(timeSeries) default: return nil, fmt.Errorf("%s %w", a, asset.ErrNotSupported) } } // GetServerTime returns the current exchange server time. func (by *Bybit) GetServerTime(ctx context.Context, _ asset.Item) (time.Time, error) { info, err := by.GetBybitServerTime(ctx) if err != nil { return time.Time{}, err } return info.TimeNano.Time(), err } // UpdateOrderExecutionLimits sets exchange executions for a required asset type func (by *Bybit) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error { var err error var instrumentsInfo *InstrumentsInfo switch a { case asset.Spot, asset.USDTMarginedFutures, asset.USDCMarginedFutures, asset.CoinMarginedFutures: instrumentsInfo, err = by.GetInstrumentInfo(ctx, getCategoryName(a), "", "", "", "", 400) if err != nil { return err } case asset.Options: instrumentsInfo, err = by.GetInstrumentInfo(ctx, getCategoryName(a), "", "", "BTC", "", 400) if err != nil { return err } var ethInstruments *InstrumentsInfo ethInstruments, err = by.GetInstrumentInfo(ctx, getCategoryName(a), "", "", "ETH", "", 400) if err != nil { return err } instrumentsInfo.List = append(instrumentsInfo.List, ethInstruments.List...) default: return fmt.Errorf("%s %w", a, asset.ErrNotSupported) } limits := make([]order.MinMaxLevel, 0, len(instrumentsInfo.List)) for x := range instrumentsInfo.List { var pair currency.Pair pair, err = by.MatchSymbolWithAvailablePairs(instrumentsInfo.List[x].Symbol, a, true) if err != nil { log.Warnf(log.ExchangeSys, "%s unable to load limits for %v, pair data missing", by.Name, instrumentsInfo.List[x].Symbol) continue } limits = append(limits, order.MinMaxLevel{ Asset: a, Pair: pair, MinimumBaseAmount: instrumentsInfo.List[x].LotSizeFilter.MinOrderQty.Float64(), MaximumBaseAmount: instrumentsInfo.List[x].LotSizeFilter.MaxOrderQty.Float64(), MinPrice: instrumentsInfo.List[x].PriceFilter.MinPrice.Float64(), MaxPrice: instrumentsInfo.List[x].PriceFilter.MaxPrice.Float64(), PriceStepIncrementSize: instrumentsInfo.List[x].PriceFilter.TickSize.Float64(), AmountStepIncrementSize: instrumentsInfo.List[x].LotSizeFilter.BasePrecision.Float64(), QuoteStepIncrementSize: instrumentsInfo.List[x].LotSizeFilter.QuotePrecision.Float64(), MinimumQuoteAmount: instrumentsInfo.List[x].LotSizeFilter.MinOrderQty.Float64() * instrumentsInfo.List[x].PriceFilter.MinPrice.Float64(), MaximumQuoteAmount: instrumentsInfo.List[x].LotSizeFilter.MaxOrderQty.Float64() * instrumentsInfo.List[x].PriceFilter.MaxPrice.Float64(), }) } return by.LoadLimits(limits) } // SetLeverage sets the account's initial leverage for the asset type and pair func (by *Bybit) SetLeverage(ctx context.Context, item asset.Item, pair currency.Pair, _ margin.Type, amount float64, orderSide order.Side) error { switch item { case asset.USDTMarginedFutures, asset.USDCMarginedFutures, asset.CoinMarginedFutures: var err error pair, err = by.FormatExchangeCurrency(pair, item) if err != nil { return err } if item == asset.USDCMarginedFutures && !pair.Quote.Equal(currency.PERP) { pair.Delimiter = currency.DashDelimiter } params := &SetLeverageParams{ Category: getCategoryName(item), Symbol: pair.String(), } switch orderSide { case order.Buy, order.Sell: // Unified account: buyLeverage must be the same as sellLeverage all the time // Classic account: under one-way mode, buyLeverage must be the same as sellLeverage params.BuyLeverage, params.SellLeverage = amount, amount case order.UnknownSide: return order.ErrSideIsInvalid default: return order.ErrSideIsInvalid } return by.SetLeverageLevel(ctx, params) default: return fmt.Errorf("%w %v", asset.ErrNotSupported, item) } } // IsPerpetualFutureCurrency ensures a given asset and currency is a perpetual future func (by *Bybit) IsPerpetualFutureCurrency(a asset.Item, p currency.Pair) (bool, error) { if !a.IsFutures() { return false, nil } return p.Quote.Equal(currency.PERP) || p.Quote.Equal(currency.USD) || p.Quote.Equal(currency.USDC) || p.Quote.Equal(currency.USDT), nil } // GetFuturesContractDetails returns details about futures contracts func (by *Bybit) GetFuturesContractDetails(ctx context.Context, item asset.Item) ([]futures.Contract, error) { if !item.IsFutures() { return nil, futures.ErrNotFuturesAsset } if !by.SupportsAsset(item) { return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, item) } inverseContracts, err := by.GetInstrumentInfo(ctx, getCategoryName(item), "", "", "", "", 1000) if err != nil { return nil, err } format, err := by.GetPairFormat(item, false) if err != nil { return nil, err } switch item { case asset.CoinMarginedFutures: resp := make([]futures.Contract, 0, len(inverseContracts.List)) for i := range inverseContracts.List { if inverseContracts.List[i].SettleCoin == "USDT" || inverseContracts.List[i].SettleCoin == "USDC" { continue } var cp, underlying currency.Pair cp, err = currency.NewPairFromStrings(inverseContracts.List[i].BaseCoin, inverseContracts.List[i].Symbol[len(inverseContracts.List[i].BaseCoin):]) if err != nil { return nil, err } underlying, err = currency.NewPairFromStrings(inverseContracts.List[i].BaseCoin, inverseContracts.List[i].QuoteCoin) if err != nil { return nil, err } contractType := strings.ToLower(inverseContracts.List[i].ContractType) var s, e time.Time if inverseContracts.List[i].LaunchTime.Time().UnixMilli() > 0 { s = inverseContracts.List[i].LaunchTime.Time() } if inverseContracts.List[i].DeliveryTime.Time().UnixMilli() > 0 { e = inverseContracts.List[i].DeliveryTime.Time() } var ct futures.ContractType switch contractType { case "inverseperpetual": ct = futures.Perpetual case "inversefutures": ct, err = getContractLength(e.Sub(s)) if err != nil { return nil, fmt.Errorf("%w %v %v %v %v-%v", err, by.Name, item, cp, inverseContracts.List[i].LaunchTime.Time(), inverseContracts.List[i].DeliveryTime) } default: if by.Verbose { log.Warnf(log.ExchangeSys, "%v unhandled contract type for %v %v %v-%v", by.Name, item, cp, s, e) } ct = futures.Unknown } resp = append(resp, futures.Contract{ Exchange: by.Name, Name: cp.Format(format), Underlying: underlying, Asset: item, StartDate: s, EndDate: e, SettlementType: futures.Inverse, IsActive: strings.EqualFold(inverseContracts.List[i].Status, "trading"), Status: inverseContracts.List[i].Status, Type: ct, SettlementCurrencies: currency.Currencies{currency.NewCode(inverseContracts.List[i].SettleCoin)}, MaxLeverage: inverseContracts.List[i].LeverageFilter.MaxLeverage.Float64(), }) } return resp, nil case asset.USDCMarginedFutures: linearContracts, err := by.GetInstrumentInfo(ctx, "linear", "", "", "", "", 1000) if err != nil { return nil, err } resp := make([]futures.Contract, 0, len(inverseContracts.List)+len(linearContracts.List)) var instruments []InstrumentInfo for i := range linearContracts.List { if linearContracts.List[i].SettleCoin != "USDC" { continue } instruments = append(instruments, linearContracts.List[i]) } for i := range inverseContracts.List { if inverseContracts.List[i].SettleCoin != "USDC" { continue } instruments = append(instruments, inverseContracts.List[i]) } for i := range instruments { var cp, underlying currency.Pair underlying, err = currency.NewPairFromStrings(instruments[i].BaseCoin, instruments[i].QuoteCoin) if err != nil { return nil, err } contractType := strings.ToLower(instruments[i].ContractType) var ct futures.ContractType switch contractType { case "linearperpetual": ct = futures.Perpetual cp, err = currency.NewPairFromStrings(instruments[i].BaseCoin, instruments[i].Symbol[len(instruments[i].BaseCoin):]) if err != nil { return nil, err } case "linearfutures": ct, err = getContractLength(instruments[i].DeliveryTime.Time().Sub(instruments[i].LaunchTime.Time())) if err != nil { return nil, fmt.Errorf("%w %v %v %v %v-%v", err, by.Name, item, cp, instruments[i].LaunchTime.Time(), instruments[i].DeliveryTime.Time()) } cp, err = by.MatchSymbolWithAvailablePairs(instruments[i].Symbol, item, true) if err != nil { if errors.Is(err, currency.ErrPairNotFound) { continue } return nil, err } default: if by.Verbose { log.Warnf(log.ExchangeSys, "%v unhandled contract type for %v %v %v-%v", by.Name, item, cp, instruments[i].LaunchTime.Time(), instruments[i].DeliveryTime.Time()) } ct = futures.Unknown cp, err = by.MatchSymbolWithAvailablePairs(instruments[i].Symbol, item, true) if err != nil { if errors.Is(err, currency.ErrPairNotFound) { continue } return nil, err } } resp = append(resp, futures.Contract{ Exchange: by.Name, Name: cp.Format(format), Underlying: underlying, Asset: item, StartDate: instruments[i].LaunchTime.Time(), EndDate: instruments[i].DeliveryTime.Time(), SettlementType: futures.Linear, IsActive: strings.EqualFold(instruments[i].Status, "trading"), Status: instruments[i].Status, Type: ct, SettlementCurrencies: currency.Currencies{currency.USDC}, MaxLeverage: instruments[i].LeverageFilter.MaxLeverage.Float64(), Multiplier: instruments[i].LeverageFilter.LeverageStep.Float64(), }) } return resp, nil case asset.USDTMarginedFutures: linearContracts, err := by.GetInstrumentInfo(ctx, "linear", "", "", "", "", 1000) if err != nil { return nil, err } resp := make([]futures.Contract, 0, len(inverseContracts.List)+len(linearContracts.List)) var instruments []InstrumentInfo for i := range linearContracts.List { if linearContracts.List[i].SettleCoin != "USDT" { continue } instruments = append(instruments, linearContracts.List[i]) } for i := range inverseContracts.List { if inverseContracts.List[i].SettleCoin != "USDT" { continue } instruments = append(instruments, inverseContracts.List[i]) } for i := range instruments { var cp, underlying currency.Pair cp, err = currency.NewPairFromStrings(instruments[i].BaseCoin, instruments[i].Symbol[len(instruments[i].BaseCoin):]) if err != nil { return nil, err } underlying, err = currency.NewPairFromStrings(instruments[i].BaseCoin, instruments[i].QuoteCoin) if err != nil { return nil, err } contractType := strings.ToLower(instruments[i].ContractType) var s, e time.Time if !instruments[i].LaunchTime.Time().IsZero() { s = instruments[i].LaunchTime.Time() } if !instruments[i].DeliveryTime.Time().IsZero() { e = instruments[i].DeliveryTime.Time() } var ct futures.ContractType switch contractType { case "linearperpetual": ct = futures.Perpetual case "linearfutures": ct, err = getContractLength(e.Sub(s)) if err != nil { return nil, fmt.Errorf("%w %v %v %v %v-%v", err, by.Name, item, cp, s, e) } default: if by.Verbose { log.Warnf(log.ExchangeSys, "%v unhandled contract type for %v %v %v-%v", by.Name, item, cp, s, e) } ct = futures.Unknown } resp = append(resp, futures.Contract{ Exchange: by.Name, Name: cp.Format(format), Underlying: underlying, Asset: item, StartDate: s, EndDate: e, SettlementType: futures.Linear, IsActive: strings.EqualFold(instruments[i].Status, "trading"), Status: instruments[i].Status, Type: ct, SettlementCurrencies: currency.Currencies{currency.USDT}, MaxLeverage: instruments[i].LeverageFilter.MaxLeverage.Float64(), Multiplier: instruments[i].LeverageFilter.LeverageStep.Float64(), }) } return resp, nil } return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, item) } func getContractLength(contractLength time.Duration) (futures.ContractType, error) { if contractLength <= 0 { return futures.Unknown, errInvalidContractLength } var ct futures.ContractType switch { case contractLength > 0 && contractLength <= kline.OneWeek.Duration()+kline.ThreeDay.Duration(): ct = futures.Weekly case contractLength <= kline.TwoWeek.Duration()+kline.ThreeDay.Duration(): ct = futures.Fortnightly case contractLength <= kline.ThreeWeek.Duration()+kline.ThreeDay.Duration(): ct = futures.ThreeWeekly case contractLength <= kline.ThreeMonth.Duration()+kline.ThreeWeek.Duration(): ct = futures.Quarterly case contractLength <= kline.SixMonth.Duration()+kline.ThreeWeek.Duration(): ct = futures.HalfYearly case contractLength <= kline.NineMonth.Duration()+kline.ThreeWeek.Duration(): ct = futures.NineMonthly case contractLength <= kline.OneYear.Duration()+kline.ThreeWeek.Duration(): ct = futures.Yearly default: ct = futures.SemiAnnually } return ct, nil } // GetLatestFundingRates returns the latest funding rates data func (by *Bybit) GetLatestFundingRates(ctx context.Context, r *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) { if r == nil { return nil, fmt.Errorf("%w LatestRateRequest", common.ErrNilPointer) } if r.IncludePredictedRate { return nil, fmt.Errorf("%w IncludePredictedRate", common.ErrFunctionNotSupported) } switch r.Asset { case asset.USDCMarginedFutures, asset.USDTMarginedFutures, asset.CoinMarginedFutures: symbol := "" if !r.Pair.IsEmpty() { format, err := by.GetPairFormat(r.Asset, true) if err != nil { return nil, err } symbol = r.Pair.Format(format).String() } ticks, err := by.GetTickers(ctx, getCategoryName(r.Asset), symbol, "", time.Time{}) if err != nil { return nil, err } instrumentInfo, err := by.GetInstrumentInfo(ctx, getCategoryName(r.Asset), symbol, "", "", "", 1000) if err != nil { return nil, err } resp := make([]fundingrate.LatestRateResponse, 0, len(ticks.List)) for i := range ticks.List { var cp currency.Pair var isEnabled bool cp, isEnabled, err = by.MatchSymbolCheckEnabled(ticks.List[i].Symbol, r.Asset, false) if err != nil && !errors.Is(err, currency.ErrPairNotFound) { return nil, err } else if !isEnabled { continue } var fundingInterval time.Duration for j := range instrumentInfo.List { if instrumentInfo.List[j].Symbol != ticks.List[i].Symbol { continue } fundingInterval = time.Duration(instrumentInfo.List[j].FundingInterval) * time.Minute break } var lrt time.Time if fundingInterval > 0 { lrt = ticks.List[i].NextFundingTime.Time().Add(-fundingInterval) } resp = append(resp, fundingrate.LatestRateResponse{ Exchange: by.Name, TimeChecked: time.Now(), Asset: r.Asset, Pair: cp, LatestRate: fundingrate.Rate{ Time: lrt, Rate: decimal.NewFromFloat(ticks.List[i].FundingRate.Float64()), }, TimeOfNextRate: ticks.List[i].NextFundingTime.Time(), }) } if len(resp) == 0 { return nil, fmt.Errorf("%w %v %v", futures.ErrNotPerpetualFuture, r.Asset, r.Pair) } return resp, nil } return nil, fmt.Errorf("%w %s", asset.ErrNotSupported, r.Asset) } // GetOpenInterest returns the open interest rate for a given asset pair func (by *Bybit) GetOpenInterest(ctx context.Context, k ...key.PairAsset) ([]futures.OpenInterest, error) { for i := range k { if k[i].Asset != asset.USDCMarginedFutures && k[i].Asset != asset.USDTMarginedFutures && k[i].Asset != asset.CoinMarginedFutures { return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, k[i].Asset) } } if len(k) == 1 { formattedPair, err := by.FormatExchangeCurrency(k[0].Pair(), k[0].Asset) if err != nil { return nil, err } if _, parseErr := time.Parse(longDatedFormat, k[0].Quote.Symbol); parseErr == nil { // long-dated contracts have a delimiter formattedPair.Delimiter = currency.DashDelimiter } pFmt := formattedPair.String() var ticks *TickerData ticks, err = by.GetTickers(ctx, getCategoryName(k[0].Asset), pFmt, "", time.Time{}) if err != nil { return nil, err } for i := range ticks.List { if ticks.List[i].Symbol != pFmt { continue } return []futures.OpenInterest{{ Key: key.ExchangePairAsset{ Exchange: by.Name, Asset: k[0].Asset, Base: k[0].Base, Quote: k[0].Quote, }, OpenInterest: ticks.List[i].OpenInterest.Float64(), }}, nil } } assets := []asset.Item{asset.USDCMarginedFutures, asset.USDTMarginedFutures, asset.CoinMarginedFutures} var resp []futures.OpenInterest for i := range assets { ticks, err := by.GetTickers(ctx, getCategoryName(assets[i]), "", "", time.Time{}) if err != nil { return nil, err } for x := range ticks.List { var pair currency.Pair var isEnabled bool // only long-dated contracts have a delimiter pair, isEnabled, err = by.MatchSymbolCheckEnabled(ticks.List[x].Symbol, assets[i], strings.Contains(ticks.List[x].Symbol, currency.DashDelimiter)) if err != nil || !isEnabled { continue } var appendData bool for j := range k { if k[j].Pair().Equal(pair) { appendData = true break } } if len(k) > 0 && !appendData { continue } resp = append(resp, futures.OpenInterest{ Key: key.ExchangePairAsset{ Exchange: by.Name, Base: pair.Base.Item, Quote: pair.Quote.Item, Asset: assets[i], }, OpenInterest: ticks.List[i].OpenInterest.Float64(), }) } } return resp, nil } // GetCurrencyTradeURL returns the URL to the exchange's trade page for the given asset and currency pair func (by *Bybit) GetCurrencyTradeURL(ctx context.Context, a asset.Item, cp currency.Pair) (string, error) { _, err := by.CurrencyPairs.IsPairEnabled(cp, a) if err != nil { return "", err } switch a { case asset.Spot: cp.Delimiter = currency.ForwardSlashDelimiter return tradeBaseURL + "en/trade/spot/" + cp.Upper().String(), nil case asset.CoinMarginedFutures: if cp.Quote.Equal(currency.USD) { cp.Delimiter = "" return tradeBaseURL + "trade/inverse/" + cp.Upper().String(), nil } var symbol string symbol, err = by.FormatSymbol(cp, a) if err != nil { return "", err } // convert long-dated to static contracts var io *InstrumentsInfo io, err = by.GetInstrumentInfo(ctx, getCategoryName(a), symbol, "", "", "", 1000) if err != nil { return "", err } if len(io.List) != 1 { return "", fmt.Errorf("%w %v", currency.ErrCurrencyNotFound, cp) } var length futures.ContractType length, err = getContractLength(io.List[0].DeliveryTime.Time().Sub(io.List[0].LaunchTime.Time())) if err != nil { return "", err } // bybit inverse long-dated contracts are currently only quarterly or bi-quarterly if length == futures.Quarterly { cp = currency.NewPair(currency.NewCode(cp.Base.String()+currency.USD.String()), currency.NewCode("Q")) } else { cp = currency.NewPair(currency.NewCode(cp.Base.String()+currency.USD.String()), currency.NewCode("BIQ")) } cp.Delimiter = currency.UnderscoreDelimiter return tradeBaseURL + "trade/inverse/futures/" + cp.Upper().String(), nil case asset.USDTMarginedFutures: cp.Delimiter = "" return tradeBaseURL + "trade/usdt/" + cp.Upper().String(), nil case asset.USDCMarginedFutures: cp.Delimiter = currency.DashDelimiter return tradeBaseURL + "trade/futures/usdc/" + cp.Upper().String(), nil case asset.Options: return tradeBaseURL + "trade/option/usdc/" + cp.Base.Upper().String(), nil default: return "", fmt.Errorf("%w %v", asset.ErrNotSupported, a) } }