Files
gocryptotrader/exchanges/zb/zb_wrapper.go
Ryan O'Hara-Reid eb0571cc9b exchange: binance orderbook fix (#599)
* port orderbook binance management from draft singular asset (spot) processing add additional updates to buffer management

* integrate port

* shifted burden of proof to exchange and remove repairing techniques that obfuscate issues and could caause artifacts

* WIP

* Update exchanges, update tests, update configuration so we can default off on buffer util.

* Add buffer enabled switching to all exchanges and some that are missing, default to off.

* lbtc set not aggregate books

* Addr linter issues

* EOD wip

* optimization and bug fix pass

* clean before test and benchmarking

* add testing/benchmarks to sorting/reversing functions, dropped pointer to slice as we aren't changing slice len or cap

* Add tests and removed ptr for main book as we just ammend amount

* addr exchange test issues

* ci issues

* addr glorious issues

* Addr MCB nits, fixed funding rate book for bitfinex and fixed potential panic on nil book return

* addr linter issues

* updated mistakes

* Fix more tests

* revert bypass

* Addr mcb nits

* fix zero price bug caused by exchange. Filted out bid result rather then unsubscribing. Updated orderbook to L2 so there is no aggregation.

* Allow for zero bid and ask books to be loaded and warn if found.

* remove authentication subscription conflicts as they do not have a channel ID return

* WIP - Batching outbound requests for kraken as they do not give you the partial if you subscribe to do many things.

* finalised outbound request for kraken

* filter zero value due to invalid returned data from exchange, add in max subscription amount and increased outbound batch limit

* expand to max allowed book length & fix issue where they were sending a zero length ask side when we sent a depth of zero

* Updated function comments and added in more realistic book sizing for sort cases

* change map ordering

* amalgamate maps in buffer

* Rm ln

* fix kraken linter issues

* add in buffer initialisation

* increase timout by 30seconds

* Coinbene: Add websocket orderbook length check.

* Engine: Improve switch statement for orderbook summary dissplay.

* Binance: Added tests, remove deadlock

* Exchanges: Change orderbook field -> IsFundingRate

* Orderbook Buffer: Added method to orderbookHolder

* Kraken: removed superfluous integer for sleep

* Bitmex: fixed error return

* cmd/gctcli: force 8 decimal place usage for orderbook streaming

* Kraken: Add checksum and fix bug where we were dropping returned data which was causing artifacts

* Kraken: As per orderbook documentation added in maxdepth field to update to filter depth that goes beyond current scope

* Bitfinex: Tracking down bug on margin-funding, added sequence and checksum validation websocket config on connect (WIP)

* Bitfinex: Complete implementation of checksum

* Bitfinex: Fix funding book insertion and checksum - Dropped updates and deleting items not on book are continuously occuring from stream

* Bitfinex: Fix linter issues

* Bitfinex: Fix even more linter issues.

* Bitmex: Populate orderbook base identification fields to be passed back when error occurrs

* OkGroup: Populate orderbook base identification fields to be passed back when error occurrs

* BTSE: Change string check to 'connect success' to capture multiple user successful strings

* Bitfinex: Updated handling of funding tickers

* Bitfinex: Fix undocumented alignment bug for funding rates

* Bitfinex: Updated error return with more information

* Bitfinex: Change REST fetching to Raw book to keep it in line with websocket implementation. Fix woopsy.

* Localbitcoins: Had to impose a rate limiter to stop errors, fixed return for easier error identification.

* Exchanges: Update failing tests

* LocalBitcoins: Addr nit and bumped time by 1 second for fetching books

* Kraken: Dynamically scale precision based on str return for checksum calculations

* Kraken: Add pair and asset type to validateCRC32 error reponse

* BTSE: Filter out zero amount orderbook price levels in websocket return

* Exchanges: Update orderbook functions to return orderbook base to differentiate errors.

* BTSE: Fix spelling

* Bitmex: Fix error return string

* BTSE: Add orderbook filtering function

* Coinbene: Change wording

* BTSE: Add test for filtering

* Binance: Addr nits, added in variables for buffers and worker amounts and fixed error log messages

* GolangCI: Remove excess 0

* Binance: Reduces double ups on asset and pair in errors

* Binance: Fix error checking
2021-01-04 17:19:55 +11:00

944 lines
26 KiB
Go

package zb
import (
"errors"
"fmt"
"sort"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/convert"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (z *ZB) GetDefaultConfig() (*config.ExchangeConfig, error) {
z.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = z.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = z.BaseCurrencies
err := z.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if z.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = z.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets default values for the exchange
func (z *ZB) SetDefaults() {
z.Name = "ZB"
z.Enabled = true
z.Verbose = true
z.API.CredentialsValidator.RequiresKey = true
z.API.CredentialsValidator.RequiresSecret = true
requestFmt := &currency.PairFormat{Delimiter: currency.UnderscoreDelimiter}
configFmt := &currency.PairFormat{Delimiter: currency.UnderscoreDelimiter, Uppercase: true}
err := z.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
z.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
KlineFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
CryptoDepositFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
Subscribe: true,
AuthenticatedEndpoints: true,
AccountInfo: true,
CancelOrder: true,
SubmitOrder: true,
MessageCorrelation: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto |
exchange.NoFiatWithdrawals,
Kline: kline.ExchangeCapabilitiesSupported{
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: 1000,
},
},
}
z.Requester = request.New(z.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
z.API.Endpoints.URLDefault = zbTradeURL
z.API.Endpoints.URL = z.API.Endpoints.URLDefault
z.API.Endpoints.URLSecondaryDefault = zbMarketURL
z.API.Endpoints.URLSecondary = z.API.Endpoints.URLSecondaryDefault
z.API.Endpoints.WebsocketURL = zbWebsocketAPI
z.Websocket = stream.New()
z.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
z.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
}
// Setup sets user configuration
func (z *ZB) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
z.SetEnabled(false)
return nil
}
err := z.SetupDefaults(exch)
if err != nil {
return err
}
err = z.Websocket.Setup(&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: zbWebsocketAPI,
ExchangeName: exch.Name,
RunningURL: exch.API.Endpoints.WebsocketURL,
Connector: z.WsConnect,
GenerateSubscriptions: z.GenerateDefaultSubscriptions,
Subscriber: z.Subscribe,
Features: &z.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
BufferEnabled: exch.WebsocketOrderbookBufferEnabled,
})
if err != nil {
return err
}
return z.Websocket.SetupNewConnection(stream.ConnectionSetup{
URL: z.Websocket.GetWebsocketURL(),
RateLimit: zbWebsocketRateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
}
// Start starts the OKEX go routine
func (z *ZB) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
z.Run()
wg.Done()
}()
}
// Run implements the OKEX wrapper
func (z *ZB) Run() {
if z.Verbose {
z.PrintEnabledPairs()
}
if !z.GetEnabledFeatures().AutoPairUpdates {
return
}
err := z.UpdateTradablePairs(false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", z.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (z *ZB) FetchTradablePairs(asset asset.Item) ([]string, error) {
markets, err := z.GetMarkets()
if err != nil {
return nil, err
}
var currencies []string
for x := range markets {
currencies = append(currencies, x)
}
return currencies, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (z *ZB) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := z.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
return z.UpdatePairs(p, asset.Spot, false, forceUpdate)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (z *ZB) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
result, err := z.GetTickers()
if err != nil {
return nil, err
}
enabledPairs, err := z.GetEnabledPairs(assetType)
if err != nil {
return nil, err
}
for x := range enabledPairs {
// We can't use either pair format here, so format it to lower-
// case and without any delimiter
curr := enabledPairs[x].Format("", false).String()
if _, ok := result[curr]; !ok {
continue
}
err = ticker.ProcessTicker(&ticker.Price{
Pair: enabledPairs[x],
High: result[curr].High,
Last: result[curr].Last,
Ask: result[curr].Sell,
Bid: result[curr].Buy,
Low: result[curr].Low,
Volume: result[curr].Volume,
ExchangeName: z.Name,
AssetType: assetType})
if err != nil {
return nil, err
}
}
return ticker.GetTicker(z.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (z *ZB) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(z.Name, p, assetType)
if err != nil {
return z.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (z *ZB) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(z.Name, p, assetType)
if err != nil {
return z.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (z *ZB) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: z.Name, Pair: p, AssetType: assetType}
currFormat, err := z.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
orderbookNew, err := z.GetOrderbook(currFormat.String())
if err != nil {
return book, err
}
for x := range orderbookNew.Bids {
book.Bids = append(book.Bids, orderbook.Item{
Amount: orderbookNew.Bids[x][1],
Price: orderbookNew.Bids[x][0],
})
}
for x := range orderbookNew.Asks {
book.Asks = append(book.Asks, orderbook.Item{
Amount: orderbookNew.Asks[x][1],
Price: orderbookNew.Asks[x][0],
})
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(z.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// ZB exchange
func (z *ZB) UpdateAccountInfo() (account.Holdings, error) {
var info account.Holdings
var balances []account.Balance
var coins []AccountsResponseCoin
if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
resp, err := z.wsGetAccountInfoRequest()
if err != nil {
return info, err
}
coins = resp.Data.Coins
} else {
bal, err := z.GetAccountInformation()
if err != nil {
return info, err
}
coins = bal.Result.Coins
}
for i := range coins {
hold, err := strconv.ParseFloat(coins[i].Freeze, 64)
if err != nil {
return info, err
}
avail, err := strconv.ParseFloat(coins[i].Available, 64)
if err != nil {
return info, err
}
balances = append(balances, account.Balance{
CurrencyName: currency.NewCode(coins[i].EnName),
TotalValue: hold + avail,
Hold: hold,
})
}
info.Exchange = z.Name
info.Accounts = append(info.Accounts, account.SubAccount{
Currencies: balances,
})
err := account.Process(&info)
if err != nil {
return account.Holdings{}, err
}
return info, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (z *ZB) FetchAccountInfo() (account.Holdings, error) {
acc, err := account.GetHoldings(z.Name)
if err != nil {
return z.UpdateAccountInfo()
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (z *ZB) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (z *ZB) 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 (z *ZB) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
p, err = z.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
var tradeData TradeHistory
tradeData, err = z.GetTrades(p.String())
if err != nil {
return nil, err
}
var resp []trade.Data
for i := range tradeData {
var side order.Side
side, err = order.StringToOrderSide(tradeData[i].Type)
if err != nil {
return nil, err
}
resp = append(resp, trade.Data{
Exchange: z.Name,
TID: strconv.FormatInt(tradeData[i].Tid, 10),
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Price,
Amount: tradeData[i].Amount,
Timestamp: time.Unix(tradeData[i].Date, 0),
})
}
err = z.AddTradesToBuffer(resp...)
if err != nil {
return nil, err
}
sort.Sort(trade.ByDate(resp))
return resp, nil
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (z *ZB) GetHistoricTrades(_ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (z *ZB) SubmitOrder(o *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
err := o.Validate()
if err != nil {
return submitOrderResponse, err
}
if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
var isBuyOrder int64
if o.Side == order.Buy {
isBuyOrder = 1
} else {
isBuyOrder = 0
}
var response *WsSubmitOrderResponse
response, err = z.wsSubmitOrder(o.Pair, o.Amount, o.Price, isBuyOrder)
if err != nil {
return submitOrderResponse, err
}
submitOrderResponse.OrderID = strconv.FormatInt(response.Data.EntrustID, 10)
} else {
var oT SpotNewOrderRequestParamsType
if o.Side == order.Buy {
oT = SpotNewOrderRequestParamsTypeBuy
} else {
oT = SpotNewOrderRequestParamsTypeSell
}
fPair, err := z.FormatExchangeCurrency(o.Pair, o.AssetType)
if err != nil {
return submitOrderResponse, err
}
var params = SpotNewOrderRequestParams{
Amount: o.Amount,
Price: o.Price,
Symbol: fPair.Lower().String(),
Type: oT,
}
var response int64
response, err = z.SpotNewOrder(params)
if err != nil {
return submitOrderResponse, err
}
if response > 0 {
submitOrderResponse.OrderID = strconv.FormatInt(response, 10)
}
}
submitOrderResponse.IsOrderPlaced = true
if o.Type == order.Market {
submitOrderResponse.FullyMatched = true
}
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (z *ZB) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (z *ZB) CancelOrder(o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
orderIDInt, err := strconv.ParseInt(o.ID, 10, 64)
if err != nil {
return err
}
if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
var response *WsCancelOrderResponse
response, err = z.wsCancelOrder(o.Pair, orderIDInt)
if err != nil {
return err
}
if !response.Success {
return fmt.Errorf("%v - Could not cancel order %v", z.Name, o.ID)
}
return nil
}
fpair, err := z.FormatExchangeCurrency(o.Pair, o.AssetType)
if err != nil {
return err
}
return z.CancelExistingOrder(orderIDInt, fpair.String())
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (z *ZB) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (z *ZB) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
var allOpenOrders []Order
enabledPairs, err := z.GetEnabledPairs(asset.Spot)
if err != nil {
return cancelAllOrdersResponse, err
}
for x := range enabledPairs {
fPair, err := z.FormatExchangeCurrency(enabledPairs[x], asset.Spot)
if err != nil {
return cancelAllOrdersResponse, err
}
for y := int64(1); ; y++ {
openOrders, err := z.GetUnfinishedOrdersIgnoreTradeType(fPair.String(), y, 10)
if err != nil {
if strings.Contains(err.Error(), "3001") {
break
}
return cancelAllOrdersResponse, err
}
if len(openOrders) == 0 {
break
}
allOpenOrders = append(allOpenOrders, openOrders...)
if len(openOrders) != 10 {
break
}
}
}
for i := range allOpenOrders {
p, err := currency.NewPairFromString(allOpenOrders[i].Currency)
if err != nil {
cancelAllOrdersResponse.Status[strconv.FormatInt(allOpenOrders[i].ID, 10)] = err.Error()
continue
}
err = z.CancelOrder(&order.Cancel{
ID: strconv.FormatInt(allOpenOrders[i].ID, 10),
Pair: p,
AssetType: asset.Spot,
})
if err != nil {
cancelAllOrdersResponse.Status[strconv.FormatInt(allOpenOrders[i].ID, 10)] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns order information based on order ID
func (z *ZB) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (z *ZB) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
address, err := z.GetCryptoAddress(cryptocurrency)
if err != nil {
return "", err
}
return address.Message.Data.Key, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (z *ZB) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
v, err := z.Withdraw(withdrawRequest.Currency.Lower().String(),
withdrawRequest.Crypto.Address,
withdrawRequest.TradePassword,
withdrawRequest.Amount,
withdrawRequest.Crypto.FeeAmount,
false)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: v,
}, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (z *ZB) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (z *ZB) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (z *ZB) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if (!z.AllowAuthenticatedRequest() || z.SkipAuthCheck) && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return z.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
// This function is not concurrency safe due to orderSide/orderType maps
func (z *ZB) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var allOrders []Order
for x := range req.Pairs {
for i := int64(1); ; i++ {
fPair, err := z.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
if err != nil {
return nil, err
}
resp, err := z.GetUnfinishedOrdersIgnoreTradeType(fPair.String(), i, 10)
if err != nil {
if strings.Contains(err.Error(), "3001") {
break
}
return nil, err
}
if len(resp) == 0 {
break
}
allOrders = append(allOrders, resp...)
if len(resp) != 10 {
break
}
}
}
format, err := z.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range allOrders {
var symbol currency.Pair
symbol, err = currency.NewPairDelimiter(allOrders[i].Currency,
format.Delimiter)
if err != nil {
return nil, err
}
orderDate := time.Unix(int64(allOrders[i].TradeDate), 0)
orderSide := orderSideMap[allOrders[i].Type]
orders = append(orders, order.Detail{
ID: strconv.FormatInt(allOrders[i].ID, 10),
Amount: allOrders[i].TotalAmount,
Exchange: z.Name,
Date: orderDate,
Price: allOrders[i].Price,
Side: orderSide,
Pair: symbol,
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
// This function is not concurrency safe due to orderSide/orderType maps
func (z *ZB) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
if req.Side == order.AnySide || req.Side == "" {
return nil, errors.New("specific order side is required")
}
var allOrders []Order
var orders []order.Detail
var side int64
if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
for x := range req.Pairs {
for y := int64(1); ; y++ {
resp, err := z.wsGetOrdersIgnoreTradeType(req.Pairs[x], y, 10)
if err != nil {
return nil, err
}
allOrders = append(allOrders, resp.Data...)
if len(resp.Data) != 10 {
break
}
}
}
} else {
if req.Side == order.Buy {
side = 1
}
for x := range req.Pairs {
for y := int64(1); ; y++ {
fPair, err := z.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
if err != nil {
return nil, err
}
resp, err := z.GetOrders(fPair.String(), y, side)
if err != nil {
return nil, err
}
if len(resp) == 0 {
break
}
allOrders = append(allOrders, resp...)
if len(resp) != 10 {
break
}
}
}
}
format, err := z.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
for i := range allOrders {
var symbol currency.Pair
symbol, err = currency.NewPairDelimiter(allOrders[i].Currency,
format.Delimiter)
if err != nil {
return nil, err
}
orderDate := time.Unix(int64(allOrders[i].TradeDate), 0)
orderSide := orderSideMap[allOrders[i].Type]
orders = append(orders, order.Detail{
ID: strconv.FormatInt(allOrders[i].ID, 10),
Amount: allOrders[i].TotalAmount,
Exchange: z.Name,
Date: orderDate,
Price: allOrders[i].Price,
Side: orderSide,
Pair: symbol,
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
return orders, nil
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (z *ZB) ValidateCredentials() error {
_, err := z.UpdateAccountInfo()
return z.CheckTransientError(err)
}
// FormatExchangeKlineInterval returns Interval to exchange formatted string
func (z *ZB) FormatExchangeKlineInterval(in kline.Interval) string {
switch in {
case kline.OneMin, kline.ThreeMin,
kline.FiveMin, kline.FifteenMin, kline.ThirtyMin:
return in.Short() + "in"
case kline.OneHour, kline.TwoHour, kline.FourHour, kline.SixHour, kline.TwelveHour:
return in.Short()[:len(in.Short())-1] + "hour"
case kline.OneDay:
return "1day"
case kline.ThreeDay:
return "3day"
case kline.OneWeek:
return "1week"
}
return ""
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (z *ZB) GetHistoricCandles(p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
ret, err := z.validateCandlesRequest(p, a, start, end, interval)
if err != nil {
return kline.Item{}, err
}
p, err = z.FormatExchangeCurrency(p, a)
if err != nil {
return kline.Item{}, err
}
klineParams := KlinesRequestParams{
Type: z.FormatExchangeKlineInterval(interval),
Symbol: p.String(),
Since: convert.UnixMillis(start),
Size: int64(z.Features.Enabled.Kline.ResultLimit),
}
var candles KLineResponse
candles, err = z.GetSpotKline(klineParams)
if err != nil {
return kline.Item{}, err
}
for x := range candles.Data {
if candles.Data[x].KlineTime.Before(start) || candles.Data[x].KlineTime.After(end) {
continue
}
ret.Candles = append(ret.Candles, kline.Candle{
Time: candles.Data[x].KlineTime,
Open: candles.Data[x].Open,
High: candles.Data[x].High,
Low: candles.Data[x].Low,
Close: candles.Data[x].Close,
Volume: candles.Data[x].Volume,
})
}
ret.SortCandlesByTimestamp(false)
return ret, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (z *ZB) GetHistoricCandlesExtended(p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
ret, err := z.validateCandlesRequest(p, a, start, end, interval)
if err != nil {
return kline.Item{}, err
}
p, err = z.FormatExchangeCurrency(p, a)
if err != nil {
return kline.Item{}, err
}
startTime := start
allKlines:
for {
klineParams := KlinesRequestParams{
Type: z.FormatExchangeKlineInterval(interval),
Symbol: p.String(),
Since: convert.UnixMillis(startTime),
Size: int64(z.Features.Enabled.Kline.ResultLimit),
}
candles, err := z.GetSpotKline(klineParams)
if err != nil {
return kline.Item{}, err
}
for x := range candles.Data {
if candles.Data[x].KlineTime.Before(start) || candles.Data[x].KlineTime.After(end) {
continue
}
if startTime.Equal(candles.Data[x].KlineTime) {
// no new data has been sent
break allKlines
}
ret.Candles = append(ret.Candles, kline.Candle{
Time: candles.Data[x].KlineTime,
Open: candles.Data[x].Open,
High: candles.Data[x].High,
Low: candles.Data[x].Low,
Close: candles.Data[x].Close,
Volume: candles.Data[x].Volume,
})
if x == len(candles.Data)-1 {
startTime = candles.Data[x].KlineTime
}
}
if len(candles.Data) != int(z.Features.Enabled.Kline.ResultLimit) {
break allKlines
}
}
ret.SortCandlesByTimestamp(false)
return ret, nil
}
func (z *ZB) validateCandlesRequest(p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if start.Equal(end) ||
end.After(time.Now()) ||
end.Before(start) ||
(start.IsZero() && !end.IsZero()) {
return kline.Item{}, fmt.Errorf("invalid time range supplied. Start: %v End %v",
start,
end)
}
if err := z.ValidateKline(p, a, interval); err != nil {
return kline.Item{}, err
}
return kline.Item{
Exchange: z.Name,
Pair: p,
Asset: a,
Interval: interval,
}, nil
}