mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-22 15:10:13 +00:00
* Okx: Remove redundant asset types from conversion * Okx: Fix list of private channels for subscription * Okx: Fix ws order update Acc and Rem amounts The amounts aren't treated as deltas by anything receiving them upstream, e.g. orderManager or wsRoutineManager. So we should treat them the same as the REST implementation * Okx: Add context to stream unmarshall errors I encountered a series of errors with unmarshalling from okx and have no idea what the messages which weren't valid json actually were. This fix adds the raw message for context to the error * Okx: Reduce ping interval Seeing occassional disconnects and suspect dropping the ping interval down might help * Fix ClientSupplier and ClientSupplied inconsist This simply removes the Supplie. part in favour of the simpler name used in binance. Seems safe since its already inconsistent and not populated in at least ws order handlin * Okx: Fix ClientOrderID ignored in ws orders * Okx: Standardise Rfq abbrev; Fix RfqIDs * Okx: Fix RfqIds outside of ClientRfqIds * Okx: Simplify TestUpdateOrderExecutionLimits * Okx: Fix panic on no avgPrice and QuoteAmount
2122 lines
67 KiB
Go
2122 lines
67 KiB
Go
package okx
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import (
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"context"
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"errors"
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"fmt"
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"math"
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"sort"
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"strconv"
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"strings"
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"sync"
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"time"
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"github.com/shopspring/decimal"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/collateral"
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"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
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"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/margin"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/log"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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)
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const (
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okxWebsocketResponseMaxLimit = time.Second * 3
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)
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// GetDefaultConfig returns a default exchange config
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func (ok *Okx) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
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ok.SetDefaults()
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exchCfg, err := ok.GetStandardConfig()
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if err != nil {
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return nil, err
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}
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err = ok.SetupDefaults(exchCfg)
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if err != nil {
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return nil, err
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}
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if ok.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err = ok.UpdateTradablePairs(ctx, true)
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if err != nil {
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return nil, err
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}
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}
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return exchCfg, nil
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}
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// SetDefaults sets the basic defaults for Okx
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func (ok *Okx) SetDefaults() {
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ok.Name = "Okx"
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ok.Enabled = true
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ok.Verbose = true
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ok.WsRequestSemaphore = make(chan int, 20)
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ok.API.CredentialsValidator.RequiresKey = true
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ok.API.CredentialsValidator.RequiresSecret = true
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ok.API.CredentialsValidator.RequiresClientID = true
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cpf := ¤cy.PairFormat{
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Delimiter: currency.DashDelimiter,
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Uppercase: true,
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}
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err := ok.SetGlobalPairsManager(cpf, cpf, asset.Spot, asset.Futures, asset.PerpetualSwap, asset.Options, asset.Margin)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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// Fill out the capabilities/features that the exchange supports
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ok.Features = exchange.Features{
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Supports: exchange.FeaturesSupported{
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REST: true,
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Websocket: true,
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MaximumOrderHistory: kline.OneDay.Duration() * 90,
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RESTCapabilities: protocol.Features{
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TickerFetching: true,
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OrderbookFetching: true,
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AutoPairUpdates: true,
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AccountInfo: true,
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CryptoDeposit: true,
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CryptoWithdrawalFee: true,
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CryptoWithdrawal: true,
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TradeFee: true,
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SubmitOrder: true,
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GetOrder: true,
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GetOrders: true,
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CancelOrder: true,
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CancelOrders: true,
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TradeFetching: true,
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UserTradeHistory: true,
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MultiChainDeposits: true,
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MultiChainWithdrawals: true,
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KlineFetching: true,
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DepositHistory: true,
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WithdrawalHistory: true,
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ModifyOrder: true,
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},
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WebsocketCapabilities: protocol.Features{
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TickerFetching: true,
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OrderbookFetching: true,
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Subscribe: true,
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Unsubscribe: true,
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AuthenticatedEndpoints: true,
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AccountInfo: true,
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GetOrders: true,
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TradeFetching: true,
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KlineFetching: true,
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GetOrder: true,
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SubmitOrder: true,
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CancelOrder: true,
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CancelOrders: true,
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ModifyOrder: true,
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},
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WithdrawPermissions: exchange.AutoWithdrawCrypto,
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FuturesCapabilities: exchange.FuturesCapabilities{
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Positions: true,
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Leverage: true,
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CollateralMode: true,
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FundingRates: true,
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MaximumFundingRateHistory: kline.ThreeMonth.Duration(),
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FundingRateFrequency: kline.EightHour.Duration(),
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},
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},
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Enabled: exchange.FeaturesEnabled{
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AutoPairUpdates: true,
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Kline: kline.ExchangeCapabilitiesEnabled{
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Intervals: kline.DeployExchangeIntervals(
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kline.IntervalCapacity{Interval: kline.OneMin},
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kline.IntervalCapacity{Interval: kline.ThreeMin},
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kline.IntervalCapacity{Interval: kline.FiveMin},
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kline.IntervalCapacity{Interval: kline.FifteenMin},
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kline.IntervalCapacity{Interval: kline.ThirtyMin},
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kline.IntervalCapacity{Interval: kline.OneHour},
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kline.IntervalCapacity{Interval: kline.TwoHour},
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kline.IntervalCapacity{Interval: kline.FourHour},
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kline.IntervalCapacity{Interval: kline.SixHour},
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kline.IntervalCapacity{Interval: kline.TwelveHour},
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kline.IntervalCapacity{Interval: kline.OneDay},
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kline.IntervalCapacity{Interval: kline.TwoDay},
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kline.IntervalCapacity{Interval: kline.ThreeDay},
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kline.IntervalCapacity{Interval: kline.FiveDay},
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kline.IntervalCapacity{Interval: kline.OneWeek},
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kline.IntervalCapacity{Interval: kline.OneMonth},
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kline.IntervalCapacity{Interval: kline.ThreeMonth},
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kline.IntervalCapacity{Interval: kline.SixMonth},
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kline.IntervalCapacity{Interval: kline.OneYear},
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),
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GlobalResultLimit: 100, // Reference: https://www.okx.com/docs-v5/en/#rest-api-market-data-get-candlesticks-history
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},
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},
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}
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ok.Requester, err = request.New(ok.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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request.WithLimiter(SetRateLimit()))
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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ok.API.Endpoints = ok.NewEndpoints()
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err = ok.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: okxAPIURL,
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exchange.WebsocketSpot: okxAPIWebsocketPublicURL,
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})
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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ok.Websocket = stream.New()
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ok.WebsocketResponseMaxLimit = okxWebsocketResponseMaxLimit
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ok.WebsocketResponseCheckTimeout = okxWebsocketResponseMaxLimit
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ok.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
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}
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// Setup takes in the supplied exchange configuration details and sets params
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func (ok *Okx) Setup(exch *config.Exchange) error {
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if err := exch.Validate(); err != nil {
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return err
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}
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if !exch.Enabled {
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ok.SetEnabled(false)
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return nil
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}
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if err := ok.SetupDefaults(exch); err != nil {
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return err
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}
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ok.WsResponseMultiplexer = wsRequestDataChannelsMultiplexer{
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WsResponseChannelsMap: make(map[string]*wsRequestInfo),
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Register: make(chan *wsRequestInfo),
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Unregister: make(chan string),
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Message: make(chan *wsIncomingData),
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shutdown: make(chan bool),
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}
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wsRunningEndpoint, err := ok.API.Endpoints.GetURL(exchange.WebsocketSpot)
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if err != nil {
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return err
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}
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if err := ok.Websocket.Setup(&stream.WebsocketSetup{
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ExchangeConfig: exch,
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DefaultURL: okxAPIWebsocketPublicURL,
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RunningURL: wsRunningEndpoint,
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Connector: ok.WsConnect,
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Subscriber: ok.Subscribe,
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Unsubscriber: ok.Unsubscribe,
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GenerateSubscriptions: ok.GenerateDefaultSubscriptions,
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Features: &ok.Features.Supports.WebsocketCapabilities,
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OrderbookBufferConfig: buffer.Config{
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Checksum: ok.CalculateUpdateOrderbookChecksum,
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},
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}); err != nil {
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return err
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}
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go ok.WsResponseMultiplexer.Run()
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if err := ok.Websocket.SetupNewConnection(stream.ConnectionSetup{
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URL: okxAPIWebsocketPublicURL,
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: okxWebsocketResponseMaxLimit,
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RateLimit: 500,
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}); err != nil {
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return err
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}
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return ok.Websocket.SetupNewConnection(stream.ConnectionSetup{
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URL: okxAPIWebsocketPrivateURL,
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: okxWebsocketResponseMaxLimit,
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Authenticated: true,
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RateLimit: 500,
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})
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}
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// Start starts the Okx go routine
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func (ok *Okx) Start(ctx context.Context, wg *sync.WaitGroup) error {
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if wg == nil {
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return fmt.Errorf("%T %w", wg, common.ErrNilPointer)
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}
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wg.Add(1)
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go func() {
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ok.Run(ctx)
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wg.Done()
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}()
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return nil
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}
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// Run implements the Okx wrapper
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func (ok *Okx) Run(ctx context.Context) {
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if ok.Verbose {
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log.Debugf(log.ExchangeSys,
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"%s Websocket: %s.",
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ok.Name,
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common.IsEnabled(ok.Websocket.IsEnabled()))
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ok.PrintEnabledPairs()
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}
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assetTypes := ok.GetAssetTypes(false)
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for i := range assetTypes {
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if err := ok.UpdateOrderExecutionLimits(ctx, assetTypes[i]); err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to set exchange order execution limits. Err: %v",
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ok.Name,
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err)
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}
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}
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if ok.GetEnabledFeatures().AutoPairUpdates {
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if err := ok.UpdateTradablePairs(ctx, false); err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update tradable pairs. Err: %s",
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ok.Name,
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err)
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}
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}
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}
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// Shutdown calls Base.Shutdown and then shuts down the response multiplexer
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func (ok *Okx) Shutdown() error {
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if err := ok.Base.Shutdown(); err != nil {
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return err
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}
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// Must happen after the Websocket shutdown in Base.Shutdown, so there are no new blocking writes to the multiplexer
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ok.WsResponseMultiplexer.Shutdown()
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return nil
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}
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// GetServerTime returns the current exchange server time.
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func (ok *Okx) GetServerTime(ctx context.Context, _ asset.Item) (time.Time, error) {
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return ok.GetSystemTime(ctx)
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}
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// FetchTradablePairs returns a list of the exchanges tradable pairs
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func (ok *Okx) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
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insts, err := ok.getInstrumentsForAsset(ctx, a)
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if err != nil {
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return nil, err
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}
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pairs := make([]currency.Pair, len(insts))
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for x := range insts {
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pairs[x], err = currency.NewPairDelimiter(insts[x].InstrumentID, ok.CurrencyPairs.ConfigFormat.Delimiter)
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if err != nil {
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return nil, err
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}
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}
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return pairs, nil
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}
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// UpdateTradablePairs updates the exchanges available pairs and stores them in the exchanges config
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func (ok *Okx) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
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assetTypes := ok.GetAssetTypes(false)
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for i := range assetTypes {
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pairs, err := ok.FetchTradablePairs(ctx, assetTypes[i])
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if err != nil {
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return fmt.Errorf("%w for asset %v", err, assetTypes[i])
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}
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err = ok.UpdatePairs(pairs, assetTypes[i], false, forceUpdate)
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if err != nil {
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return fmt.Errorf("%w for asset %v", err, assetTypes[i])
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}
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}
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return ok.EnsureOnePairEnabled()
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}
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// UpdateOrderExecutionLimits sets exchange execution order limits for an asset type
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func (ok *Okx) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error {
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insts, err := ok.getInstrumentsForAsset(ctx, a)
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if err != nil {
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return err
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}
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if len(insts) == 0 {
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return errNoInstrumentFound
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}
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limits := make([]order.MinMaxLevel, len(insts))
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for x := range insts {
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pair, err := currency.NewPairFromString(insts[x].InstrumentID)
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if err != nil {
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return err
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}
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limits[x] = order.MinMaxLevel{
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Pair: pair,
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Asset: a,
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PriceStepIncrementSize: insts[x].TickSize,
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MinimumBaseAmount: insts[x].MinimumOrderSize,
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}
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}
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return ok.LoadLimits(limits)
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (ok *Okx) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
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pairFormat, err := ok.GetPairFormat(a, true)
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if err != nil {
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return nil, err
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}
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if p.IsEmpty() {
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return nil, currency.ErrCurrencyPairEmpty
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}
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instrumentID := pairFormat.Format(p)
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if !ok.SupportsAsset(a) {
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return nil, fmt.Errorf("%w: %v", asset.ErrNotSupported, a)
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}
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mdata, err := ok.GetTicker(ctx, instrumentID)
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if err != nil {
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return nil, err
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}
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var baseVolume, quoteVolume float64
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switch a {
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case asset.Spot, asset.Margin:
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baseVolume = mdata.Vol24H.Float64()
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quoteVolume = mdata.VolCcy24H.Float64()
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case asset.PerpetualSwap, asset.Futures, asset.Options:
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baseVolume = mdata.VolCcy24H.Float64()
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quoteVolume = mdata.Vol24H.Float64()
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default:
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return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Last: mdata.LastTradePrice.Float64(),
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High: mdata.High24H.Float64(),
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Low: mdata.Low24H.Float64(),
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Bid: mdata.BestBidPrice.Float64(),
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BidSize: mdata.BestBidSize.Float64(),
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Ask: mdata.BestAskPrice.Float64(),
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AskSize: mdata.BestAskSize.Float64(),
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Volume: baseVolume,
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QuoteVolume: quoteVolume,
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Open: mdata.Open24H.Float64(),
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Pair: p,
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ExchangeName: ok.Name,
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AssetType: a,
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})
|
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if err != nil {
|
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return nil, err
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}
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return ticker.GetTicker(ok.Name, p, a)
|
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}
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// UpdateTickers updates all currency pairs of a given asset type
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func (ok *Okx) UpdateTickers(ctx context.Context, assetType asset.Item) error {
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pairs, err := ok.GetEnabledPairs(assetType)
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if err != nil {
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return err
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}
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instrumentType := ok.GetInstrumentTypeFromAssetItem(assetType)
|
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if assetType == asset.Margin {
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instrumentType = okxInstTypeSpot
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}
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ticks, err := ok.GetTickers(ctx, instrumentType, "", "")
|
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if err != nil {
|
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return err
|
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}
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for y := range ticks {
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pair, err := ok.GetPairFromInstrumentID(ticks[y].InstrumentID)
|
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if err != nil {
|
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return err
|
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}
|
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for i := range pairs {
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pairFmt, err := ok.FormatExchangeCurrency(pairs[i], assetType)
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if err != nil {
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return err
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}
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if !pair.Equal(pairFmt) {
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continue
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}
|
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err = ticker.ProcessTicker(&ticker.Price{
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Last: ticks[y].LastTradePrice.Float64(),
|
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High: ticks[y].High24H.Float64(),
|
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Low: ticks[y].Low24H.Float64(),
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Bid: ticks[y].BestBidPrice.Float64(),
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BidSize: ticks[y].BestBidSize.Float64(),
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Ask: ticks[y].BestAskPrice.Float64(),
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AskSize: ticks[y].BestAskSize.Float64(),
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Volume: ticks[y].Vol24H.Float64(),
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QuoteVolume: ticks[y].VolCcy24H.Float64(),
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Open: ticks[y].Open24H.Float64(),
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Pair: pairFmt,
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ExchangeName: ok.Name,
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AssetType: assetType,
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})
|
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if err != nil {
|
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return err
|
|
}
|
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}
|
|
}
|
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return nil
|
|
}
|
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|
|
// FetchTicker returns the ticker for a currency pair
|
|
func (ok *Okx) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
|
|
formattedPair, err := ok.FormatExchangeCurrency(p, assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
tickerNew, err := ticker.GetTicker(ok.Name, formattedPair, assetType)
|
|
if err != nil {
|
|
return ok.UpdateTicker(ctx, p, assetType)
|
|
}
|
|
return tickerNew, nil
|
|
}
|
|
|
|
// FetchOrderbook returns orderbook base on the currency pair
|
|
func (ok *Okx) FetchOrderbook(ctx context.Context, pair currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
|
|
ob, err := orderbook.Get(ok.Name, pair, assetType)
|
|
if err != nil {
|
|
return ok.UpdateOrderbook(ctx, pair, assetType)
|
|
}
|
|
return ob, nil
|
|
}
|
|
|
|
// UpdateOrderbook updates and returns the orderbook for a currency pair
|
|
func (ok *Okx) UpdateOrderbook(ctx context.Context, pair currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
|
|
if pair.IsEmpty() {
|
|
return nil, currency.ErrCurrencyPairEmpty
|
|
}
|
|
if err := ok.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
|
|
return nil, err
|
|
}
|
|
book := &orderbook.Base{
|
|
Exchange: ok.Name,
|
|
Pair: pair,
|
|
Asset: assetType,
|
|
VerifyOrderbook: ok.CanVerifyOrderbook,
|
|
}
|
|
var orderbookNew *OrderBookResponse
|
|
var err error
|
|
err = ok.CurrencyPairs.IsAssetEnabled(assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var instrumentID string
|
|
pairFormat, err := ok.GetPairFormat(assetType, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if !pair.IsPopulated() {
|
|
return nil, errIncompleteCurrencyPair
|
|
}
|
|
instrumentID = pairFormat.Format(pair)
|
|
orderbookNew, err = ok.GetOrderBookDepth(ctx, instrumentID, 400)
|
|
if err != nil {
|
|
return book, err
|
|
}
|
|
|
|
orderBookD, err := orderbookNew.GetOrderBookResponseDetail()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
book.Bids = make(orderbook.Items, len(orderBookD.Bids))
|
|
for x := range orderBookD.Bids {
|
|
book.Bids[x] = orderbook.Item{
|
|
Amount: orderBookD.Bids[x].BaseCurrencies,
|
|
Price: orderBookD.Bids[x].DepthPrice,
|
|
}
|
|
}
|
|
book.Asks = make(orderbook.Items, len(orderBookD.Asks))
|
|
for x := range orderBookD.Asks {
|
|
book.Asks[x] = orderbook.Item{
|
|
Amount: orderBookD.Asks[x].NumberOfContracts,
|
|
Price: orderBookD.Asks[x].DepthPrice,
|
|
}
|
|
}
|
|
err = book.Process()
|
|
if err != nil {
|
|
return book, err
|
|
}
|
|
return orderbook.Get(ok.Name, pair, assetType)
|
|
}
|
|
|
|
// UpdateAccountInfo retrieves balances for all enabled currencies.
|
|
func (ok *Okx) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
|
|
if err := ok.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
|
|
var info account.Holdings
|
|
var acc account.SubAccount
|
|
info.Exchange = ok.Name
|
|
if !ok.SupportsAsset(assetType) {
|
|
return info, fmt.Errorf("%w: %v", asset.ErrNotSupported, assetType)
|
|
}
|
|
accountBalances, err := ok.AccountBalance(ctx, "")
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
currencyBalances := []account.Balance{}
|
|
for i := range accountBalances {
|
|
for j := range accountBalances[i].Details {
|
|
currencyBalances = append(currencyBalances, account.Balance{
|
|
Currency: currency.NewCode(accountBalances[i].Details[j].Currency),
|
|
Total: accountBalances[i].Details[j].EquityOfCurrency.Float64(),
|
|
Hold: accountBalances[i].Details[j].FrozenBalance.Float64(),
|
|
Free: accountBalances[i].Details[j].AvailableBalance.Float64(),
|
|
})
|
|
}
|
|
}
|
|
acc.Currencies = currencyBalances
|
|
acc.AssetType = assetType
|
|
info.Accounts = append(info.Accounts, acc)
|
|
creds, err := ok.GetCredentials(ctx)
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
if err := account.Process(&info, creds); err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
return info, nil
|
|
}
|
|
|
|
// FetchAccountInfo retrieves balances for all enabled currencies
|
|
func (ok *Okx) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
|
|
creds, err := ok.GetCredentials(ctx)
|
|
if err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
acc, err := account.GetHoldings(ok.Name, creds, assetType)
|
|
if err != nil {
|
|
return ok.UpdateAccountInfo(ctx, assetType)
|
|
}
|
|
return acc, nil
|
|
}
|
|
|
|
// GetAccountFundingHistory returns funding history, deposits and withdrawals
|
|
func (ok *Okx) GetAccountFundingHistory(ctx context.Context) ([]exchange.FundingHistory, error) {
|
|
depositHistories, err := ok.GetCurrencyDepositHistory(ctx, "", "", "", time.Time{}, time.Time{}, -1, 0)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
withdrawalHistories, err := ok.GetWithdrawalHistory(ctx, "", "", "", "", "", time.Time{}, time.Time{}, -5)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]exchange.FundingHistory, 0, len(depositHistories)+len(withdrawalHistories))
|
|
for x := range depositHistories {
|
|
resp = append(resp, exchange.FundingHistory{
|
|
ExchangeName: ok.Name,
|
|
Status: strconv.Itoa(depositHistories[x].State),
|
|
Timestamp: depositHistories[x].Timestamp.Time(),
|
|
Currency: depositHistories[x].Currency,
|
|
Amount: depositHistories[x].Amount,
|
|
TransferType: "deposit",
|
|
CryptoToAddress: depositHistories[x].ToDepositAddress,
|
|
CryptoTxID: depositHistories[x].TransactionID,
|
|
})
|
|
}
|
|
for x := range withdrawalHistories {
|
|
resp = append(resp, exchange.FundingHistory{
|
|
ExchangeName: ok.Name,
|
|
Status: withdrawalHistories[x].StateOfWithdrawal,
|
|
Timestamp: withdrawalHistories[x].Timestamp.Time(),
|
|
Currency: withdrawalHistories[x].Currency,
|
|
Amount: withdrawalHistories[x].Amount,
|
|
TransferType: "withdrawal",
|
|
CryptoToAddress: withdrawalHistories[x].ToReceivingAddress,
|
|
CryptoTxID: withdrawalHistories[x].TransactionID,
|
|
TransferID: withdrawalHistories[x].WithdrawalID,
|
|
Fee: withdrawalHistories[x].WithdrawalFee,
|
|
CryptoChain: withdrawalHistories[x].ChainName,
|
|
})
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetWithdrawalsHistory returns previous withdrawals data
|
|
func (ok *Okx) GetWithdrawalsHistory(ctx context.Context, c currency.Code, _ asset.Item) ([]exchange.WithdrawalHistory, error) {
|
|
withdrawals, err := ok.GetWithdrawalHistory(ctx, c.String(), "", "", "", "", time.Time{}, time.Time{}, -5)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]exchange.WithdrawalHistory, 0, len(withdrawals))
|
|
for x := range withdrawals {
|
|
resp = append(resp, exchange.WithdrawalHistory{
|
|
Status: withdrawals[x].StateOfWithdrawal,
|
|
Timestamp: withdrawals[x].Timestamp.Time(),
|
|
Currency: withdrawals[x].Currency,
|
|
Amount: withdrawals[x].Amount,
|
|
TransferType: "withdrawal",
|
|
CryptoToAddress: withdrawals[x].ToReceivingAddress,
|
|
CryptoTxID: withdrawals[x].TransactionID,
|
|
CryptoChain: withdrawals[x].ChainName,
|
|
TransferID: withdrawals[x].WithdrawalID,
|
|
Fee: withdrawals[x].WithdrawalFee,
|
|
})
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetRecentTrades returns the most recent trades for a currency and asset
|
|
func (ok *Okx) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
|
|
pairFormat, err := ok.GetPairFormat(assetType, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if p.IsEmpty() {
|
|
return nil, currency.ErrCurrencyPairEmpty
|
|
}
|
|
instrumentID := pairFormat.Format(p)
|
|
tradeData, err := ok.GetTrades(ctx, instrumentID, 1000)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
resp := make([]trade.Data, len(tradeData))
|
|
var side order.Side
|
|
for x := range tradeData {
|
|
side, err = order.StringToOrderSide(tradeData[x].Side)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp[x] = trade.Data{
|
|
TID: tradeData[x].TradeID,
|
|
Exchange: ok.Name,
|
|
CurrencyPair: p,
|
|
AssetType: assetType,
|
|
Side: side,
|
|
Price: tradeData[x].Price,
|
|
Amount: tradeData[x].Quantity,
|
|
Timestamp: tradeData[x].Timestamp.Time(),
|
|
}
|
|
}
|
|
if ok.IsSaveTradeDataEnabled() {
|
|
err = trade.AddTradesToBuffer(ok.Name, resp...)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
}
|
|
sort.Sort(trade.ByDate(resp))
|
|
return resp, nil
|
|
}
|
|
|
|
// GetHistoricTrades retrieves historic trade data within the timeframe provided
|
|
func (ok *Okx) GetHistoricTrades(ctx context.Context, p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
|
|
if timestampStart.Before(time.Now().Add(-kline.ThreeMonth.Duration())) {
|
|
return nil, errOnlyThreeMonthsSupported
|
|
}
|
|
const limit = 100
|
|
pairFormat, err := ok.GetPairFormat(assetType, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if p.IsEmpty() {
|
|
return nil, currency.ErrCurrencyPairEmpty
|
|
}
|
|
var resp []trade.Data
|
|
instrumentID := pairFormat.Format(p)
|
|
tradeIDEnd := ""
|
|
allTrades:
|
|
for {
|
|
var trades []TradeResponse
|
|
trades, err = ok.GetTradesHistory(ctx, instrumentID, "", tradeIDEnd, limit)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if len(trades) == 0 {
|
|
break
|
|
}
|
|
for i := 0; i < len(trades); i++ {
|
|
if timestampStart.Equal(trades[i].Timestamp.Time()) ||
|
|
trades[i].Timestamp.Time().Before(timestampStart) ||
|
|
tradeIDEnd == trades[len(trades)-1].TradeID {
|
|
// reached end of trades to crawl
|
|
break allTrades
|
|
}
|
|
var tradeSide order.Side
|
|
tradeSide, err = order.StringToOrderSide(trades[i].Side)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp = append(resp, trade.Data{
|
|
TID: trades[i].TradeID,
|
|
Exchange: ok.Name,
|
|
CurrencyPair: p,
|
|
AssetType: assetType,
|
|
Price: trades[i].Price,
|
|
Amount: trades[i].Quantity,
|
|
Timestamp: trades[i].Timestamp.Time(),
|
|
Side: tradeSide,
|
|
})
|
|
}
|
|
tradeIDEnd = trades[len(trades)-1].TradeID
|
|
}
|
|
if ok.IsSaveTradeDataEnabled() {
|
|
err = trade.AddTradesToBuffer(ok.Name, resp...)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
}
|
|
sort.Sort(trade.ByDate(resp))
|
|
return trade.FilterTradesByTime(resp, timestampStart, timestampEnd), nil
|
|
}
|
|
|
|
// SubmitOrder submits a new order
|
|
func (ok *Okx) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
|
|
if err := s.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
if !ok.SupportsAsset(s.AssetType) {
|
|
return nil, fmt.Errorf("%w: %v", asset.ErrNotSupported, s.AssetType)
|
|
}
|
|
if s.Amount <= 0 {
|
|
return nil, fmt.Errorf("amount, or size (sz) of quantity to buy or sell hast to be greater than zero ")
|
|
}
|
|
pairFormat, err := ok.GetPairFormat(s.AssetType, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if s.Pair.IsEmpty() {
|
|
return nil, currency.ErrCurrencyPairEmpty
|
|
}
|
|
instrumentID := pairFormat.Format(s.Pair)
|
|
tradeMode := ok.marginTypeToString(s.MarginType)
|
|
if s.Leverage != 0 && s.Leverage != 1 {
|
|
return nil, fmt.Errorf("%w received '%v'", order.ErrSubmitLeverageNotSupported, s.Leverage)
|
|
}
|
|
var sideType string
|
|
if s.Side.IsLong() {
|
|
sideType = order.Buy.Lower()
|
|
} else {
|
|
sideType = order.Sell.Lower()
|
|
}
|
|
|
|
amount := s.Amount
|
|
var targetCurrency string
|
|
if s.AssetType == asset.Spot && s.Type == order.Market {
|
|
targetCurrency = "base_ccy" // Default to base currency
|
|
if s.QuoteAmount > 0 {
|
|
amount = s.QuoteAmount
|
|
targetCurrency = "quote_ccy"
|
|
}
|
|
}
|
|
|
|
var orderRequest = &PlaceOrderRequestParam{
|
|
InstrumentID: instrumentID,
|
|
TradeMode: tradeMode,
|
|
Side: sideType,
|
|
OrderType: s.Type.Lower(),
|
|
Amount: amount,
|
|
ClientOrderID: s.ClientOrderID,
|
|
Price: s.Price,
|
|
QuantityType: targetCurrency,
|
|
}
|
|
switch s.Type.Lower() {
|
|
case OkxOrderLimit, OkxOrderPostOnly, OkxOrderFOK, OkxOrderIOC:
|
|
orderRequest.Price = s.Price
|
|
}
|
|
var placeOrderResponse *OrderData
|
|
if s.AssetType == asset.PerpetualSwap || s.AssetType == asset.Futures {
|
|
if s.Type.Lower() == "" {
|
|
orderRequest.OrderType = OkxOrderOptimalLimitIOC
|
|
}
|
|
// TODO: handle positionSideLong while side is Short and positionSideShort while side is Long
|
|
if s.Side.IsLong() {
|
|
orderRequest.PositionSide = positionSideLong
|
|
} else {
|
|
orderRequest.PositionSide = positionSideShort
|
|
}
|
|
}
|
|
if ok.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
placeOrderResponse, err = ok.WsPlaceOrder(orderRequest)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
} else {
|
|
placeOrderResponse, err = ok.PlaceOrder(ctx, orderRequest, s.AssetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
}
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return s.DeriveSubmitResponse(placeOrderResponse.OrderID)
|
|
}
|
|
|
|
func (ok *Okx) marginTypeToString(m margin.Type) string {
|
|
switch m {
|
|
case margin.Isolated:
|
|
return "isolated"
|
|
case margin.Multi:
|
|
return "cross"
|
|
default:
|
|
return "cash"
|
|
}
|
|
}
|
|
|
|
// ModifyOrder will allow of changing orderbook placement and limit to market conversion
|
|
func (ok *Okx) ModifyOrder(ctx context.Context, action *order.Modify) (*order.ModifyResponse, error) {
|
|
if err := action.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
var err error
|
|
if math.Trunc(action.Amount) != action.Amount {
|
|
return nil, errors.New("okx contract amount can not be decimal")
|
|
}
|
|
pairFormat, err := ok.GetPairFormat(action.AssetType, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if action.Pair.IsEmpty() {
|
|
return nil, currency.ErrCurrencyPairEmpty
|
|
}
|
|
instrumentID := pairFormat.Format(action.Pair)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
amendRequest := AmendOrderRequestParams{
|
|
InstrumentID: instrumentID,
|
|
NewQuantity: action.Amount,
|
|
OrderID: action.OrderID,
|
|
ClientOrderID: action.ClientOrderID,
|
|
}
|
|
if ok.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
_, err = ok.WsAmendOrder(&amendRequest)
|
|
} else {
|
|
_, err = ok.AmendOrder(ctx, &amendRequest)
|
|
}
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return action.DeriveModifyResponse()
|
|
}
|
|
|
|
// CancelOrder cancels an order by its corresponding ID number
|
|
func (ok *Okx) CancelOrder(ctx context.Context, ord *order.Cancel) error {
|
|
if err := ord.Validate(ord.StandardCancel()); err != nil {
|
|
return err
|
|
}
|
|
if !ok.SupportsAsset(ord.AssetType) {
|
|
return fmt.Errorf("%w: %v", asset.ErrNotSupported, ord.AssetType)
|
|
}
|
|
pairFormat, err := ok.GetPairFormat(ord.AssetType, true)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
if ord.Pair.IsEmpty() {
|
|
return currency.ErrCurrencyPairEmpty
|
|
}
|
|
instrumentID := pairFormat.Format(ord.Pair)
|
|
req := CancelOrderRequestParam{
|
|
InstrumentID: instrumentID,
|
|
OrderID: ord.OrderID,
|
|
ClientOrderID: ord.ClientOrderID,
|
|
}
|
|
if ok.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
_, err = ok.WsCancelOrder(req)
|
|
} else {
|
|
_, err = ok.CancelSingleOrder(ctx, req)
|
|
}
|
|
return err
|
|
}
|
|
|
|
// CancelBatchOrders cancels orders by their corresponding ID numbers
|
|
func (ok *Okx) CancelBatchOrders(ctx context.Context, o []order.Cancel) (*order.CancelBatchResponse, error) {
|
|
if len(o) > 20 {
|
|
return nil, fmt.Errorf("%w, cannot cancel more than 20 orders", errExceedLimit)
|
|
} else if len(o) == 0 {
|
|
return nil, fmt.Errorf("%w, must have at least 1 cancel order", order.ErrCancelOrderIsNil)
|
|
}
|
|
cancelOrderParams := make([]CancelOrderRequestParam, len(o))
|
|
var err error
|
|
for x := range o {
|
|
ord := o[x]
|
|
err = ord.Validate(ord.StandardCancel())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if !ok.SupportsAsset(ord.AssetType) {
|
|
return nil, fmt.Errorf("%w: %v", asset.ErrNotSupported, ord.AssetType)
|
|
}
|
|
|
|
var instrumentID string
|
|
var pairFormat currency.PairFormat
|
|
pairFormat, err = ok.GetPairFormat(ord.AssetType, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if !ord.Pair.IsPopulated() {
|
|
return nil, errIncompleteCurrencyPair
|
|
}
|
|
instrumentID = pairFormat.Format(ord.Pair)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
cancelOrderParams[x] = CancelOrderRequestParam{
|
|
InstrumentID: instrumentID,
|
|
OrderID: ord.OrderID,
|
|
ClientOrderID: ord.ClientOrderID,
|
|
}
|
|
}
|
|
var canceledOrders []OrderData
|
|
if ok.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
canceledOrders, err = ok.WsCancelMultipleOrder(cancelOrderParams)
|
|
} else {
|
|
canceledOrders, err = ok.CancelMultipleOrders(ctx, cancelOrderParams)
|
|
}
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := &order.CancelBatchResponse{Status: make(map[string]string)}
|
|
for x := range canceledOrders {
|
|
resp.Status[canceledOrders[x].OrderID] = func() string {
|
|
if canceledOrders[x].SCode != "0" && canceledOrders[x].SCode != "2" {
|
|
return ""
|
|
}
|
|
return order.Cancelled.String()
|
|
}()
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// CancelAllOrders cancels all orders associated with a currency pair
|
|
func (ok *Okx) CancelAllOrders(ctx context.Context, orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
|
|
err := orderCancellation.Validate()
|
|
if err != nil {
|
|
return order.CancelAllResponse{}, err
|
|
}
|
|
cancelAllResponse := order.CancelAllResponse{
|
|
Status: map[string]string{},
|
|
}
|
|
var instrumentType string
|
|
if orderCancellation.AssetType.IsValid() {
|
|
err = ok.CurrencyPairs.IsAssetEnabled(orderCancellation.AssetType)
|
|
if err != nil {
|
|
return order.CancelAllResponse{}, err
|
|
}
|
|
instrumentType = ok.GetInstrumentTypeFromAssetItem(orderCancellation.AssetType)
|
|
}
|
|
var oType string
|
|
if orderCancellation.Type != order.UnknownType && orderCancellation.Type != order.AnyType {
|
|
oType, err = ok.OrderTypeString(orderCancellation.Type)
|
|
if err != nil {
|
|
return order.CancelAllResponse{}, err
|
|
}
|
|
}
|
|
var curr string
|
|
if orderCancellation.Pair.IsPopulated() {
|
|
curr = orderCancellation.Pair.Upper().String()
|
|
}
|
|
myOrders, err := ok.GetOrderList(ctx, &OrderListRequestParams{
|
|
InstrumentType: instrumentType,
|
|
OrderType: oType,
|
|
InstrumentID: curr,
|
|
})
|
|
if err != nil {
|
|
return cancelAllResponse, err
|
|
}
|
|
cancelAllOrdersRequestParams := make([]CancelOrderRequestParam, len(myOrders))
|
|
ordersLoop:
|
|
for x := range myOrders {
|
|
switch {
|
|
case orderCancellation.OrderID != "" || orderCancellation.ClientOrderID != "":
|
|
if myOrders[x].OrderID == orderCancellation.OrderID ||
|
|
myOrders[x].ClientOrderID == orderCancellation.ClientOrderID {
|
|
cancelAllOrdersRequestParams[x] = CancelOrderRequestParam{
|
|
OrderID: myOrders[x].OrderID,
|
|
ClientOrderID: myOrders[x].ClientOrderID,
|
|
}
|
|
break ordersLoop
|
|
}
|
|
case orderCancellation.Side == order.Buy || orderCancellation.Side == order.Sell:
|
|
if myOrders[x].Side == order.Buy || myOrders[x].Side == order.Sell {
|
|
cancelAllOrdersRequestParams[x] = CancelOrderRequestParam{
|
|
OrderID: myOrders[x].OrderID,
|
|
ClientOrderID: myOrders[x].ClientOrderID,
|
|
}
|
|
continue
|
|
}
|
|
default:
|
|
cancelAllOrdersRequestParams[x] = CancelOrderRequestParam{
|
|
OrderID: myOrders[x].OrderID,
|
|
ClientOrderID: myOrders[x].ClientOrderID,
|
|
}
|
|
}
|
|
}
|
|
remaining := cancelAllOrdersRequestParams
|
|
loop := int(math.Ceil(float64(len(remaining)) / 20.0))
|
|
for b := 0; b < loop; b++ {
|
|
var response []OrderData
|
|
if len(remaining) > 20 {
|
|
if ok.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
response, err = ok.WsCancelMultipleOrder(remaining[:20])
|
|
} else {
|
|
response, err = ok.CancelMultipleOrders(ctx, remaining[:20])
|
|
}
|
|
remaining = remaining[20:]
|
|
} else {
|
|
if ok.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
response, err = ok.WsCancelMultipleOrder(remaining)
|
|
} else {
|
|
response, err = ok.CancelMultipleOrders(ctx, remaining)
|
|
}
|
|
}
|
|
if err != nil {
|
|
if len(cancelAllResponse.Status) == 0 {
|
|
return cancelAllResponse, err
|
|
}
|
|
}
|
|
for y := range response {
|
|
if response[y].SCode == "0" {
|
|
cancelAllResponse.Status[response[y].OrderID] = order.Cancelled.String()
|
|
} else {
|
|
cancelAllResponse.Status[response[y].OrderID] = response[y].SMessage
|
|
}
|
|
}
|
|
}
|
|
return cancelAllResponse, nil
|
|
}
|
|
|
|
// GetOrderInfo returns order information based on order ID
|
|
func (ok *Okx) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (*order.Detail, error) {
|
|
if pair.IsEmpty() {
|
|
return nil, currency.ErrCurrencyPairEmpty
|
|
}
|
|
if err := ok.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
pairFormat, err := ok.GetPairFormat(assetType, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if !pair.IsPopulated() {
|
|
return nil, errIncompleteCurrencyPair
|
|
}
|
|
instrumentID := pairFormat.Format(pair)
|
|
if !ok.SupportsAsset(assetType) {
|
|
return nil, fmt.Errorf("%w: %v", asset.ErrNotSupported, assetType)
|
|
}
|
|
orderDetail, err := ok.GetOrderDetail(ctx, &OrderDetailRequestParam{
|
|
InstrumentID: instrumentID,
|
|
OrderID: orderID,
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
status, err := order.StringToOrderStatus(orderDetail.State)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
orderType, err := ok.OrderTypeFromString(orderDetail.OrderType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return &order.Detail{
|
|
Amount: orderDetail.Size.Float64(),
|
|
Exchange: ok.Name,
|
|
OrderID: orderDetail.OrderID,
|
|
ClientOrderID: orderDetail.ClientOrderID,
|
|
Side: orderDetail.Side,
|
|
Type: orderType,
|
|
Pair: pair,
|
|
Cost: orderDetail.Price.Float64(),
|
|
AssetType: assetType,
|
|
Status: status,
|
|
Price: orderDetail.Price.Float64(),
|
|
ExecutedAmount: orderDetail.RebateAmount.Float64(),
|
|
Date: orderDetail.CreationTime,
|
|
LastUpdated: orderDetail.UpdateTime,
|
|
}, nil
|
|
}
|
|
|
|
// GetDepositAddress returns a deposit address for a specified currency
|
|
func (ok *Okx) GetDepositAddress(ctx context.Context, c currency.Code, _, chain string) (*deposit.Address, error) {
|
|
response, err := ok.GetCurrencyDepositAddress(ctx, c.String())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
// Check if a specific chain was requested
|
|
if chain != "" {
|
|
for x := range response {
|
|
if !strings.EqualFold(response[x].Chain, chain) {
|
|
continue
|
|
}
|
|
return &deposit.Address{
|
|
Address: response[x].Address,
|
|
Tag: response[x].Tag,
|
|
Chain: response[x].Chain,
|
|
}, nil
|
|
}
|
|
return nil, fmt.Errorf("specified chain %s not found", chain)
|
|
}
|
|
|
|
// If no specific chain was requested, return the first selected address (mainnet addresses are returned first by default)
|
|
for x := range response {
|
|
if !response[x].Selected {
|
|
continue
|
|
}
|
|
|
|
return &deposit.Address{
|
|
Address: response[x].Address,
|
|
Tag: response[x].Tag,
|
|
Chain: response[x].Chain,
|
|
}, nil
|
|
}
|
|
return nil, errDepositAddressNotFound
|
|
}
|
|
|
|
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is submitted
|
|
func (ok *Okx) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
input := WithdrawalInput{
|
|
ChainName: withdrawRequest.Crypto.Chain,
|
|
Amount: withdrawRequest.Amount,
|
|
Currency: withdrawRequest.Currency.String(),
|
|
ToAddress: withdrawRequest.Crypto.Address,
|
|
TransactionFee: withdrawRequest.Crypto.FeeAmount,
|
|
WithdrawalDestination: "3",
|
|
}
|
|
resp, err := ok.Withdrawal(ctx, &input)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &withdraw.ExchangeResponse{
|
|
ID: resp.WithdrawalID,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
|
|
// submitted
|
|
func (ok *Okx) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is submitted
|
|
func (ok *Okx) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetActiveOrders retrieves any orders that are active/open
|
|
func (ok *Okx) GetActiveOrders(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
|
|
err := req.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if !req.StartTime.IsZero() && req.StartTime.Before(time.Now().Add(-kline.ThreeMonth.Duration())) {
|
|
return nil, errOnlyThreeMonthsSupported
|
|
}
|
|
if !ok.SupportsAsset(req.AssetType) {
|
|
return nil, fmt.Errorf("%w: %v", asset.ErrNotSupported, req.AssetType)
|
|
}
|
|
instrumentType := ok.GetInstrumentTypeFromAssetItem(req.AssetType)
|
|
var orderType string
|
|
if req.Type != order.UnknownType && req.Type != order.AnyType {
|
|
orderType, err = ok.OrderTypeString(req.Type)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
}
|
|
endTime := req.EndTime
|
|
var resp []order.Detail
|
|
allOrders:
|
|
for {
|
|
requestParam := &OrderListRequestParams{
|
|
OrderType: orderType,
|
|
End: endTime,
|
|
InstrumentType: instrumentType,
|
|
}
|
|
var orderList []OrderDetail
|
|
orderList, err = ok.GetOrderList(ctx, requestParam)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if len(orderList) == 0 {
|
|
break
|
|
}
|
|
for i := range orderList {
|
|
if req.StartTime.Equal(orderList[i].CreationTime) ||
|
|
orderList[i].CreationTime.Before(req.StartTime) ||
|
|
endTime == orderList[i].CreationTime {
|
|
// reached end of orders to crawl
|
|
break allOrders
|
|
}
|
|
orderSide := orderList[i].Side
|
|
var pair currency.Pair
|
|
pair, err = ok.GetPairFromInstrumentID(orderList[i].InstrumentID)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if len(req.Pairs) > 0 {
|
|
x := 0
|
|
for x = range req.Pairs {
|
|
if req.Pairs[x].Equal(pair) {
|
|
break
|
|
}
|
|
}
|
|
if !req.Pairs[x].Equal(pair) {
|
|
continue
|
|
}
|
|
}
|
|
var orderStatus order.Status
|
|
orderStatus, err = order.StringToOrderStatus(strings.ToUpper(orderList[i].State))
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var oType order.Type
|
|
oType, err = ok.OrderTypeFromString(orderList[i].OrderType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp = append(resp, order.Detail{
|
|
Amount: orderList[i].Size.Float64(),
|
|
Pair: pair,
|
|
Price: orderList[i].Price.Float64(),
|
|
ExecutedAmount: orderList[i].FillSize.Float64(),
|
|
RemainingAmount: orderList[i].Size.Float64() - orderList[i].FillSize.Float64(),
|
|
Fee: orderList[i].TransactionFee.Float64(),
|
|
FeeAsset: currency.NewCode(orderList[i].FeeCurrency),
|
|
Exchange: ok.Name,
|
|
OrderID: orderList[i].OrderID,
|
|
ClientOrderID: orderList[i].ClientOrderID,
|
|
Type: oType,
|
|
Side: orderSide,
|
|
Status: orderStatus,
|
|
AssetType: req.AssetType,
|
|
Date: orderList[i].CreationTime,
|
|
LastUpdated: orderList[i].UpdateTime,
|
|
})
|
|
}
|
|
if len(orderList) < 100 {
|
|
// Since the we passed a limit of 0 to the method GetOrderList,
|
|
// we expect 100 orders to be retrieved if the number of orders are more that 100.
|
|
// If not, break out of the loop to not send another request.
|
|
break
|
|
}
|
|
endTime = orderList[len(orderList)-1].CreationTime
|
|
}
|
|
return req.Filter(ok.Name, resp), nil
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information Can Limit response to specific order status
|
|
func (ok *Okx) GetOrderHistory(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
|
|
if err := req.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
if !req.StartTime.IsZero() && req.StartTime.Before(time.Now().Add(-kline.ThreeMonth.Duration())) {
|
|
return nil, errOnlyThreeMonthsSupported
|
|
}
|
|
if len(req.Pairs) == 0 {
|
|
return nil, errMissingAtLeast1CurrencyPair
|
|
}
|
|
if !ok.SupportsAsset(req.AssetType) {
|
|
return nil, fmt.Errorf("%w: %v", asset.ErrNotSupported, req.AssetType)
|
|
}
|
|
instrumentType := ok.GetInstrumentTypeFromAssetItem(req.AssetType)
|
|
endTime := req.EndTime
|
|
var resp []order.Detail
|
|
allOrders:
|
|
for {
|
|
orderList, err := ok.Get3MonthOrderHistory(ctx, &OrderHistoryRequestParams{
|
|
OrderListRequestParams: OrderListRequestParams{
|
|
InstrumentType: instrumentType,
|
|
End: endTime,
|
|
},
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if len(orderList) == 0 {
|
|
break
|
|
}
|
|
for i := range orderList {
|
|
if req.StartTime.Equal(orderList[i].CreationTime) ||
|
|
orderList[i].CreationTime.Before(req.StartTime) ||
|
|
endTime == orderList[i].CreationTime {
|
|
// reached end of orders to crawl
|
|
break allOrders
|
|
}
|
|
var pair currency.Pair
|
|
pair, err = ok.GetPairFromInstrumentID(orderList[i].InstrumentID)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for j := range req.Pairs {
|
|
if !req.Pairs[j].Equal(pair) {
|
|
continue
|
|
}
|
|
var orderStatus order.Status
|
|
orderStatus, err = order.StringToOrderStatus(strings.ToUpper(orderList[i].State))
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", ok.Name, err)
|
|
}
|
|
if orderStatus == order.Active {
|
|
continue
|
|
}
|
|
orderSide := orderList[i].Side
|
|
var oType order.Type
|
|
oType, err = ok.OrderTypeFromString(orderList[i].OrderType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
orderAmount := orderList[i].Size
|
|
if orderList[i].QuantityType == "quote_ccy" {
|
|
// Size is quote amount.
|
|
orderAmount /= orderList[i].AveragePrice
|
|
}
|
|
|
|
remainingAmount := float64(0)
|
|
if orderStatus != order.Filled {
|
|
remainingAmount = orderAmount.Float64() - orderList[i].AccumulatedFillSize.Float64()
|
|
}
|
|
resp = append(resp, order.Detail{
|
|
Price: orderList[i].Price.Float64(),
|
|
AverageExecutedPrice: orderList[i].AveragePrice.Float64(),
|
|
Amount: orderAmount.Float64(),
|
|
ExecutedAmount: orderList[i].AccumulatedFillSize.Float64(),
|
|
RemainingAmount: remainingAmount,
|
|
Fee: orderList[i].TransactionFee.Float64(),
|
|
FeeAsset: currency.NewCode(orderList[i].FeeCurrency),
|
|
Exchange: ok.Name,
|
|
OrderID: orderList[i].OrderID,
|
|
ClientOrderID: orderList[i].ClientOrderID,
|
|
Type: oType,
|
|
Side: orderSide,
|
|
Status: orderStatus,
|
|
AssetType: req.AssetType,
|
|
Date: orderList[i].CreationTime,
|
|
LastUpdated: orderList[i].UpdateTime,
|
|
Pair: pair,
|
|
Cost: orderList[i].AveragePrice.Float64() * orderList[i].AccumulatedFillSize.Float64(),
|
|
CostAsset: currency.NewCode(orderList[i].RebateCurrency),
|
|
})
|
|
}
|
|
}
|
|
if len(orderList) < 100 {
|
|
break
|
|
}
|
|
endTime = orderList[len(orderList)-1].CreationTime
|
|
}
|
|
return req.Filter(ok.Name, resp), nil
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on the type of transaction
|
|
func (ok *Okx) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
if feeBuilder == nil {
|
|
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
|
|
}
|
|
if !ok.AreCredentialsValid(ctx) && feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
|
|
feeBuilder.FeeType = exchange.OfflineTradeFee
|
|
}
|
|
return ok.GetFee(ctx, feeBuilder)
|
|
}
|
|
|
|
// ValidateAPICredentials validates current credentials used for wrapper
|
|
func (ok *Okx) ValidateAPICredentials(ctx context.Context, assetType asset.Item) error {
|
|
_, err := ok.UpdateAccountInfo(ctx, assetType)
|
|
return ok.CheckTransientError(err)
|
|
}
|
|
|
|
// GetHistoricCandles returns candles between a time period for a set time interval
|
|
func (ok *Okx) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
|
|
req, err := ok.GetKlineRequest(pair, a, interval, start, end, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
candles, err := ok.GetCandlesticksHistory(ctx,
|
|
req.RequestFormatted.Base.String()+
|
|
currency.DashDelimiter+
|
|
req.RequestFormatted.Quote.String(),
|
|
req.ExchangeInterval,
|
|
start.Add(-time.Nanosecond), // Start time not inclusive of candle.
|
|
end,
|
|
300)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
timeSeries := make([]kline.Candle, len(candles))
|
|
for x := range candles {
|
|
timeSeries[x] = kline.Candle{
|
|
Time: candles[x].OpenTime,
|
|
Open: candles[x].OpenPrice,
|
|
High: candles[x].HighestPrice,
|
|
Low: candles[x].LowestPrice,
|
|
Close: candles[x].ClosePrice,
|
|
Volume: candles[x].Volume,
|
|
}
|
|
}
|
|
return req.ProcessResponse(timeSeries)
|
|
}
|
|
|
|
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
|
|
func (ok *Okx) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
|
|
req, err := ok.GetKlineExtendedRequest(pair, a, interval, start, end)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
count := kline.TotalCandlesPerInterval(req.Start, req.End, req.ExchangeInterval)
|
|
if count > 1440 {
|
|
return nil,
|
|
fmt.Errorf("candles count: %d max lookback: %d, %w",
|
|
count, 1440, kline.ErrRequestExceedsMaxLookback)
|
|
}
|
|
|
|
timeSeries := make([]kline.Candle, 0, req.Size())
|
|
for y := range req.RangeHolder.Ranges {
|
|
var candles []CandleStick
|
|
candles, err = ok.GetCandlesticksHistory(ctx,
|
|
req.RequestFormatted.Base.String()+
|
|
currency.DashDelimiter+
|
|
req.RequestFormatted.Quote.String(),
|
|
req.ExchangeInterval,
|
|
req.RangeHolder.Ranges[y].Start.Time.Add(-time.Nanosecond), // Start time not inclusive of candle.
|
|
req.RangeHolder.Ranges[y].End.Time,
|
|
300)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for x := range candles {
|
|
timeSeries = append(timeSeries, kline.Candle{
|
|
Time: candles[x].OpenTime,
|
|
Open: candles[x].OpenPrice,
|
|
High: candles[x].HighestPrice,
|
|
Low: candles[x].LowestPrice,
|
|
Close: candles[x].ClosePrice,
|
|
Volume: candles[x].Volume,
|
|
})
|
|
}
|
|
}
|
|
return req.ProcessResponse(timeSeries)
|
|
}
|
|
|
|
// GetAvailableTransferChains returns the available transfer blockchains for the specific
|
|
// cryptocurrency
|
|
func (ok *Okx) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
|
|
currencyChains, err := ok.GetFundingCurrencies(ctx)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
chains := make([]string, 0, len(currencyChains))
|
|
for x := range currencyChains {
|
|
if (!cryptocurrency.IsEmpty() && !strings.EqualFold(cryptocurrency.String(), currencyChains[x].Currency)) ||
|
|
(!currencyChains[x].CanDeposit && !currencyChains[x].CanWithdraw) ||
|
|
// Lightning network is currently not supported by transfer chains
|
|
// as it is an invoice string which is generated per request and is
|
|
// not a static address. TODO: Add a hook to generate a new invoice
|
|
// string per request.
|
|
(currencyChains[x].Chain != "" && currencyChains[x].Chain == "BTC-Lightning") {
|
|
continue
|
|
}
|
|
chains = append(chains, currencyChains[x].Chain)
|
|
}
|
|
return chains, nil
|
|
}
|
|
|
|
// getInstrumentsForOptions returns the instruments for options asset type
|
|
func (ok *Okx) getInstrumentsForOptions(ctx context.Context) ([]Instrument, error) {
|
|
underlyings, err := ok.GetPublicUnderlyings(context.Background(), okxInstTypeOption)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var insts []Instrument
|
|
for x := range underlyings {
|
|
var instruments []Instrument
|
|
instruments, err = ok.GetInstruments(ctx, &InstrumentsFetchParams{
|
|
InstrumentType: okxInstTypeOption,
|
|
Underlying: underlyings[x],
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
insts = append(insts, instruments...)
|
|
}
|
|
return insts, nil
|
|
}
|
|
|
|
// getInstrumentsForAsset returns the instruments for an asset type
|
|
func (ok *Okx) getInstrumentsForAsset(ctx context.Context, a asset.Item) ([]Instrument, error) {
|
|
if !ok.SupportsAsset(a) {
|
|
return nil, fmt.Errorf("asset type of %s is not supported by %s", a, ok.Name)
|
|
}
|
|
|
|
var instType string
|
|
switch a {
|
|
case asset.Options:
|
|
return ok.getInstrumentsForOptions(ctx)
|
|
case asset.Spot:
|
|
instType = okxInstTypeSpot
|
|
case asset.Futures:
|
|
instType = okxInstTypeFutures
|
|
case asset.PerpetualSwap:
|
|
instType = okxInstTypeSwap
|
|
case asset.Margin:
|
|
instType = okxInstTypeMargin
|
|
}
|
|
|
|
return ok.GetInstruments(ctx, &InstrumentsFetchParams{
|
|
InstrumentType: instType,
|
|
})
|
|
}
|
|
|
|
// GetLatestFundingRate returns the latest funding rate for a given asset and currency
|
|
func (ok *Okx) GetLatestFundingRate(ctx context.Context, r *fundingrate.LatestRateRequest) (*fundingrate.LatestRateResponse, error) {
|
|
if r == nil {
|
|
return nil, fmt.Errorf("%w LatestRateRequest", common.ErrNilPointer)
|
|
}
|
|
format, err := ok.GetPairFormat(r.Asset, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
fPair := r.Pair.Format(format)
|
|
pairRate := fundingrate.LatestRateResponse{
|
|
Exchange: ok.Name,
|
|
Asset: r.Asset,
|
|
Pair: fPair,
|
|
}
|
|
fr, err := ok.GetSingleFundingRate(ctx, fPair.String())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
pairRate.LatestRate = fundingrate.Rate{
|
|
Time: fr.FundingTime.Time(),
|
|
Rate: fr.FundingRate.Decimal(),
|
|
}
|
|
if r.IncludePredictedRate {
|
|
pairRate.TimeOfNextRate = fr.NextFundingTime.Time()
|
|
pairRate.PredictedUpcomingRate = fundingrate.Rate{
|
|
Time: fr.NextFundingTime.Time(),
|
|
Rate: fr.NextFundingRate.Decimal(),
|
|
}
|
|
}
|
|
return &pairRate, nil
|
|
}
|
|
|
|
// GetFundingRates returns funding rates for a given asset and currency for a time period
|
|
func (ok *Okx) GetFundingRates(ctx context.Context, r *fundingrate.RatesRequest) (*fundingrate.Rates, error) {
|
|
if r == nil {
|
|
return nil, fmt.Errorf("%w RatesRequest", common.ErrNilPointer)
|
|
}
|
|
requestLimit := 100
|
|
sd := r.StartDate
|
|
maxLookback := time.Now().Add(-ok.Features.Supports.FuturesCapabilities.MaximumFundingRateHistory)
|
|
if r.StartDate.Before(maxLookback) {
|
|
if r.RespectHistoryLimits {
|
|
r.StartDate = maxLookback
|
|
} else {
|
|
return nil, fmt.Errorf("%w earliest date is %v", fundingrate.ErrFundingRateOutsideLimits, maxLookback)
|
|
}
|
|
if r.EndDate.Before(maxLookback) {
|
|
return nil, order.ErrGetFundingDataRequired
|
|
}
|
|
r.StartDate = maxLookback
|
|
}
|
|
format, err := ok.GetPairFormat(r.Asset, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
fPair := r.Pair.Format(format)
|
|
pairRate := fundingrate.Rates{
|
|
Exchange: ok.Name,
|
|
Asset: r.Asset,
|
|
Pair: fPair,
|
|
StartDate: r.StartDate,
|
|
EndDate: r.EndDate,
|
|
}
|
|
// map of time indexes, allowing for easy lookup of slice index from unix time data
|
|
mti := make(map[int64]int)
|
|
for {
|
|
if sd.Equal(r.EndDate) || sd.After(r.EndDate) {
|
|
break
|
|
}
|
|
var frh []FundingRateResponse
|
|
frh, err = ok.GetFundingRateHistory(ctx, fPair.String(), sd, r.EndDate, int64(requestLimit))
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if len(frh) == 0 {
|
|
break
|
|
}
|
|
for i := range frh {
|
|
if r.IncludePayments {
|
|
mti[frh[i].FundingTime.Time().Unix()] = i
|
|
}
|
|
pairRate.FundingRates = append(pairRate.FundingRates, fundingrate.Rate{
|
|
Time: frh[i].FundingTime.Time(),
|
|
Rate: frh[i].RealisedRate.Decimal(),
|
|
})
|
|
}
|
|
if len(frh) < requestLimit {
|
|
break
|
|
}
|
|
sd = frh[len(frh)-1].FundingTime.Time()
|
|
}
|
|
var fr *FundingRateResponse
|
|
fr, err = ok.GetSingleFundingRate(ctx, fPair.String())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if fr == nil {
|
|
return nil, fmt.Errorf("%w GetSingleFundingRate", common.ErrNilPointer)
|
|
}
|
|
pairRate.LatestRate = fundingrate.Rate{
|
|
Time: fr.FundingTime.Time(),
|
|
Rate: fr.FundingRate.Decimal(),
|
|
}
|
|
pairRate.TimeOfNextRate = fr.NextFundingTime.Time()
|
|
if r.IncludePredictedRate {
|
|
pairRate.PredictedUpcomingRate = fundingrate.Rate{
|
|
Time: fr.NextFundingTime.Time(),
|
|
Rate: fr.NextFundingRate.Decimal(),
|
|
}
|
|
}
|
|
if r.IncludePayments {
|
|
pairRate.PaymentCurrency = r.Pair.Base
|
|
if !r.PaymentCurrency.IsEmpty() {
|
|
pairRate.PaymentCurrency = r.PaymentCurrency
|
|
}
|
|
sd = r.StartDate
|
|
billDetailsFunc := ok.GetBillsDetail3Months
|
|
if time.Since(r.StartDate) < kline.OneWeek.Duration() {
|
|
billDetailsFunc = ok.GetBillsDetailLast7Days
|
|
}
|
|
for {
|
|
if sd.Equal(r.EndDate) || sd.After(r.EndDate) {
|
|
break
|
|
}
|
|
var billDetails []BillsDetailResponse
|
|
billDetails, err = billDetailsFunc(ctx, &BillsDetailQueryParameter{
|
|
InstrumentType: ok.GetInstrumentTypeFromAssetItem(r.Asset),
|
|
Currency: pairRate.PaymentCurrency.String(),
|
|
BillType: 137,
|
|
BeginTime: sd,
|
|
EndTime: r.EndDate,
|
|
Limit: int64(requestLimit),
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range billDetails {
|
|
if index, okay := mti[billDetails[i].Timestamp.Time().Truncate(ok.Features.Supports.FuturesCapabilities.FundingRateFrequency).Unix()]; okay {
|
|
pairRate.FundingRates[index].Payment = billDetails[i].ProfitAndLoss.Decimal()
|
|
continue
|
|
}
|
|
}
|
|
if len(billDetails) < requestLimit {
|
|
break
|
|
}
|
|
sd = billDetails[len(billDetails)-1].Timestamp.Time()
|
|
}
|
|
|
|
for i := range pairRate.FundingRates {
|
|
pairRate.PaymentSum = pairRate.PaymentSum.Add(pairRate.FundingRates[i].Payment)
|
|
}
|
|
}
|
|
return &pairRate, nil
|
|
}
|
|
|
|
// IsPerpetualFutureCurrency ensures a given asset and currency is a perpetual future
|
|
func (ok *Okx) IsPerpetualFutureCurrency(a asset.Item, _ currency.Pair) (bool, error) {
|
|
return a == asset.PerpetualSwap, nil
|
|
}
|
|
|
|
// SetMarginType sets the default margin type for when opening a new position
|
|
// okx allows this to be set with an order, however this sets a default
|
|
func (ok *Okx) SetMarginType(_ context.Context, _ asset.Item, _ currency.Pair, _ margin.Type) error {
|
|
return fmt.Errorf("%w margin type is set per order", common.ErrFunctionNotSupported)
|
|
}
|
|
|
|
// SetCollateralMode sets the collateral type for your account
|
|
func (ok *Okx) SetCollateralMode(_ context.Context, _ asset.Item, _ collateral.Mode) error {
|
|
return fmt.Errorf("%w must be set via website", common.ErrFunctionNotSupported)
|
|
}
|
|
|
|
// GetCollateralMode returns the collateral type for your account
|
|
func (ok *Okx) GetCollateralMode(ctx context.Context, item asset.Item) (collateral.Mode, error) {
|
|
if !ok.SupportsAsset(item) {
|
|
return 0, fmt.Errorf("%w: %v", asset.ErrNotSupported, item)
|
|
}
|
|
cfg, err := ok.GetAccountConfiguration(ctx)
|
|
if err != nil {
|
|
return 0, err
|
|
}
|
|
switch cfg[0].AccountLevel {
|
|
case 1:
|
|
if item != asset.Spot {
|
|
return 0, fmt.Errorf("%w %v", asset.ErrNotSupported, item)
|
|
}
|
|
fallthrough
|
|
case 2:
|
|
return collateral.SingleMode, nil
|
|
case 3:
|
|
return collateral.MultiMode, nil
|
|
case 4:
|
|
return collateral.PortfolioMode, nil
|
|
default:
|
|
return collateral.UnknownMode, fmt.Errorf("%w %v", order.ErrCollateralInvalid, cfg[0].AccountLevel)
|
|
}
|
|
}
|
|
|
|
// ChangePositionMargin will modify a position/currencies margin parameters
|
|
func (ok *Okx) ChangePositionMargin(ctx context.Context, req *margin.PositionChangeRequest) (*margin.PositionChangeResponse, error) {
|
|
if req == nil {
|
|
return nil, fmt.Errorf("%w PositionChangeRequest", common.ErrNilPointer)
|
|
}
|
|
if !ok.SupportsAsset(req.Asset) {
|
|
return nil, fmt.Errorf("%w: %v", asset.ErrNotSupported, req.Asset)
|
|
}
|
|
if req.NewAllocatedMargin == 0 {
|
|
return nil, fmt.Errorf("%w %v %v", margin.ErrNewAllocatedMarginRequired, req.Asset, req.Pair)
|
|
}
|
|
if req.OriginalAllocatedMargin == 0 {
|
|
return nil, margin.ErrOriginalPositionMarginRequired
|
|
}
|
|
if req.MarginType != margin.Isolated {
|
|
return nil, fmt.Errorf("%w %v", margin.ErrMarginTypeUnsupported, req.MarginType)
|
|
}
|
|
pairFormat, err := ok.GetPairFormat(req.Asset, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
fPair := req.Pair.Format(pairFormat)
|
|
marginType := "add"
|
|
amt := req.NewAllocatedMargin - req.OriginalAllocatedMargin
|
|
if req.NewAllocatedMargin < req.OriginalAllocatedMargin {
|
|
marginType = "reduce"
|
|
amt = req.OriginalAllocatedMargin - req.NewAllocatedMargin
|
|
}
|
|
if req.MarginSide == "" {
|
|
req.MarginSide = "net"
|
|
}
|
|
r := IncreaseDecreaseMarginInput{
|
|
InstrumentID: fPair.String(),
|
|
PositionSide: req.MarginSide,
|
|
Type: marginType,
|
|
Amount: amt,
|
|
}
|
|
|
|
if req.Asset == asset.Margin {
|
|
r.Currency = req.Pair.Base.Item.Symbol
|
|
}
|
|
|
|
resp, err := ok.IncreaseDecreaseMargin(ctx, r)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return &margin.PositionChangeResponse{
|
|
Exchange: ok.Name,
|
|
Pair: req.Pair,
|
|
Asset: req.Asset,
|
|
AllocatedMargin: resp.Amount.Float64(),
|
|
MarginType: req.MarginType,
|
|
}, nil
|
|
}
|
|
|
|
// GetFuturesPositionSummary returns position summary details for an active position
|
|
func (ok *Okx) GetFuturesPositionSummary(ctx context.Context, req *order.PositionSummaryRequest) (*order.PositionSummary, error) {
|
|
if req == nil {
|
|
return nil, fmt.Errorf("%w PositionSummaryRequest", common.ErrNilPointer)
|
|
}
|
|
if req.CalculateOffline {
|
|
return nil, common.ErrCannotCalculateOffline
|
|
}
|
|
if !ok.SupportsAsset(req.Asset) || !req.Asset.IsFutures() {
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, req.Asset)
|
|
}
|
|
fPair, err := ok.FormatExchangeCurrency(req.Pair, req.Asset)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
instrumentType := ok.GetInstrumentTypeFromAssetItem(req.Asset)
|
|
positionSummaries, err := ok.GetPositions(ctx, instrumentType, fPair.String(), "")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var positionSummary *AccountPosition
|
|
for i := range positionSummaries {
|
|
if positionSummaries[i].QuantityOfPosition.Float64() <= 0 {
|
|
continue
|
|
}
|
|
positionSummary = &positionSummaries[i]
|
|
break
|
|
}
|
|
if positionSummary == nil {
|
|
return nil, fmt.Errorf("%w, received '%v', no positions found", errOnlyOneResponseExpected, len(positionSummaries))
|
|
}
|
|
marginMode := margin.Isolated
|
|
if positionSummary.MarginMode == "cross" {
|
|
marginMode = margin.Multi
|
|
}
|
|
|
|
acc, err := ok.AccountBalance(ctx, "")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if len(acc) != 1 {
|
|
return nil, fmt.Errorf("%w, received '%v'", errOnlyOneResponseExpected, len(acc))
|
|
}
|
|
var (
|
|
freeCollateral, totalCollateral, equityOfCurrency, frozenBalance,
|
|
availableEquity, cashBalance, discountEquity,
|
|
equityUSD, totalEquity, isolatedEquity, isolatedLiabilities,
|
|
isolatedUnrealisedProfit, notionalLeverage,
|
|
strategyEquity decimal.Decimal
|
|
)
|
|
|
|
for i := range acc[0].Details {
|
|
if acc[0].Details[i].Currency != positionSummary.Currency {
|
|
continue
|
|
}
|
|
freeCollateral = acc[0].Details[i].AvailableBalance.Decimal()
|
|
frozenBalance = acc[0].Details[i].FrozenBalance.Decimal()
|
|
totalCollateral = freeCollateral.Add(frozenBalance)
|
|
equityOfCurrency = acc[0].Details[i].EquityOfCurrency.Decimal()
|
|
availableEquity = acc[0].Details[i].AvailableEquity.Decimal()
|
|
cashBalance = acc[0].Details[i].CashBalance.Decimal()
|
|
discountEquity = acc[0].Details[i].DiscountEquity.Decimal()
|
|
equityUSD = acc[0].Details[i].EquityUsd.Decimal()
|
|
totalEquity = acc[0].Details[i].TotalEquity.Decimal()
|
|
isolatedEquity = acc[0].Details[i].IsoEquity.Decimal()
|
|
isolatedLiabilities = acc[0].Details[i].IsolatedLiabilities.Decimal()
|
|
isolatedUnrealisedProfit = acc[0].Details[i].IsoUpl.Decimal()
|
|
notionalLeverage = acc[0].Details[i].NotionalLever.Decimal()
|
|
strategyEquity = acc[0].Details[i].StrategyEquity.Decimal()
|
|
|
|
break
|
|
}
|
|
collateralMode, err := ok.GetCollateralMode(ctx, req.Asset)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &order.PositionSummary{
|
|
Pair: req.Pair,
|
|
Asset: req.Asset,
|
|
MarginType: marginMode,
|
|
CollateralMode: collateralMode,
|
|
Currency: currency.NewCode(positionSummary.Currency),
|
|
AvailableEquity: availableEquity,
|
|
CashBalance: cashBalance,
|
|
DiscountEquity: discountEquity,
|
|
EquityUSD: equityUSD,
|
|
IsolatedEquity: isolatedEquity,
|
|
IsolatedLiabilities: isolatedLiabilities,
|
|
IsolatedUPL: isolatedUnrealisedProfit,
|
|
NotionalLeverage: notionalLeverage,
|
|
TotalEquity: totalEquity,
|
|
StrategyEquity: strategyEquity,
|
|
IsolatedMargin: positionSummary.Margin.Decimal(),
|
|
NotionalSize: positionSummary.NotionalUsd.Decimal(),
|
|
Leverage: positionSummary.Leverage.Decimal(),
|
|
MaintenanceMarginRequirement: positionSummary.MaintenanceMarginRequirement.Decimal(),
|
|
InitialMarginRequirement: positionSummary.InitialMarginRequirement.Decimal(),
|
|
EstimatedLiquidationPrice: positionSummary.LiquidationPrice.Decimal(),
|
|
CollateralUsed: positionSummary.Margin.Decimal(),
|
|
MarkPrice: positionSummary.MarkPrice.Decimal(),
|
|
CurrentSize: positionSummary.QuantityOfPosition.Decimal(), // TODO: add field(s) for contract amount vs quote amount
|
|
AverageOpenPrice: positionSummary.AveragePrice.Decimal(),
|
|
PositionPNL: positionSummary.UPNL.Decimal(),
|
|
MaintenanceMarginFraction: positionSummary.MarginRatio.Decimal(),
|
|
FreeCollateral: freeCollateral,
|
|
TotalCollateral: totalCollateral,
|
|
FrozenBalance: frozenBalance,
|
|
EquityOfCurrency: equityOfCurrency,
|
|
}, nil
|
|
}
|
|
|
|
// GetFuturesPositionOrders returns the orders for futures positions
|
|
func (ok *Okx) GetFuturesPositionOrders(ctx context.Context, req *order.PositionsRequest) ([]order.PositionResponse, error) {
|
|
if req == nil {
|
|
return nil, fmt.Errorf("%w PositionSummaryRequest", common.ErrNilPointer)
|
|
}
|
|
if !ok.SupportsAsset(req.Asset) || !req.Asset.IsFutures() {
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, req.Asset)
|
|
}
|
|
if time.Since(req.StartDate) > ok.Features.Supports.MaximumOrderHistory {
|
|
if req.RespectOrderHistoryLimits {
|
|
req.StartDate = time.Now().Add(-ok.Features.Supports.MaximumOrderHistory)
|
|
} else {
|
|
return nil, fmt.Errorf("%w max lookup %v", order.ErrOrderHistoryTooLarge, time.Now().Add(-ok.Features.Supports.MaximumOrderHistory))
|
|
}
|
|
}
|
|
if err := common.StartEndTimeCheck(req.StartDate, req.EndDate); err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]order.PositionResponse, len(req.Pairs))
|
|
for i := range req.Pairs {
|
|
fPair, err := ok.FormatExchangeCurrency(req.Pairs[i], req.Asset)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
instrumentType := ok.GetInstrumentTypeFromAssetItem(req.Asset)
|
|
resp[i] = order.PositionResponse{
|
|
Pair: req.Pairs[i],
|
|
Asset: req.Asset,
|
|
}
|
|
|
|
var positions []OrderDetail
|
|
historyRequest := &OrderHistoryRequestParams{
|
|
OrderListRequestParams: OrderListRequestParams{
|
|
InstrumentType: instrumentType,
|
|
InstrumentID: fPair.String(),
|
|
Start: req.StartDate,
|
|
End: req.EndDate,
|
|
},
|
|
}
|
|
if time.Since(req.StartDate) <= time.Hour*24*7 {
|
|
positions, err = ok.Get7DayOrderHistory(ctx, historyRequest)
|
|
} else {
|
|
positions, err = ok.Get3MonthOrderHistory(ctx, historyRequest)
|
|
}
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for j := range positions {
|
|
if req.Pairs[i].String() != positions[j].InstrumentID {
|
|
continue
|
|
}
|
|
var orderStatus order.Status
|
|
orderStatus, err = order.StringToOrderStatus(strings.ToUpper(positions[j].State))
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", ok.Name, err)
|
|
}
|
|
orderSide := positions[j].Side
|
|
var oType order.Type
|
|
oType, err = ok.OrderTypeFromString(positions[j].OrderType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
orderAmount := positions[j].Size
|
|
if positions[j].QuantityType == "quote_ccy" {
|
|
// Size is quote amount.
|
|
orderAmount /= positions[j].AveragePrice
|
|
}
|
|
|
|
remainingAmount := float64(0)
|
|
if orderStatus != order.Filled {
|
|
remainingAmount = orderAmount.Float64() - positions[j].AccumulatedFillSize.Float64()
|
|
}
|
|
resp[i].Orders = append(resp[i].Orders, order.Detail{
|
|
Price: positions[j].Price.Float64(),
|
|
AverageExecutedPrice: positions[j].AveragePrice.Float64(),
|
|
Amount: orderAmount.Float64(), // TODO: add field(s) for contract amount vs quote amount
|
|
ExecutedAmount: positions[j].AccumulatedFillSize.Float64(),
|
|
RemainingAmount: remainingAmount,
|
|
Fee: positions[j].TransactionFee.Float64(),
|
|
FeeAsset: currency.NewCode(positions[j].FeeCurrency),
|
|
Exchange: ok.Name,
|
|
OrderID: positions[j].OrderID,
|
|
ClientOrderID: positions[j].ClientOrderID,
|
|
Type: oType,
|
|
Side: orderSide,
|
|
Status: orderStatus,
|
|
AssetType: req.Asset,
|
|
Date: positions[j].CreationTime,
|
|
LastUpdated: positions[j].UpdateTime,
|
|
Pair: req.Pairs[i],
|
|
Cost: positions[j].AveragePrice.Float64() * positions[j].AccumulatedFillSize.Float64(),
|
|
CostAsset: currency.NewCode(positions[j].RebateCurrency),
|
|
})
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// SetLeverage sets the account's initial leverage for the asset type and pair
|
|
func (ok *Okx) SetLeverage(ctx context.Context, item asset.Item, pair currency.Pair, marginType margin.Type, amount float64, orderSide order.Side) error {
|
|
posSide := "net"
|
|
switch item {
|
|
case asset.Futures, asset.PerpetualSwap:
|
|
if marginType == margin.Isolated {
|
|
switch {
|
|
case orderSide == order.UnknownSide:
|
|
return errOrderSideRequired
|
|
case orderSide.IsLong():
|
|
posSide = "long"
|
|
case orderSide.IsShort():
|
|
posSide = "short"
|
|
default:
|
|
return fmt.Errorf("%w %v requires long/short", errInvalidOrderSide, orderSide)
|
|
}
|
|
}
|
|
fallthrough
|
|
case asset.Margin, asset.Options:
|
|
instrumentID, err := ok.FormatSymbol(pair, item)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
marginMode := ok.marginTypeToString(marginType)
|
|
_, err = ok.SetLeverageRate(ctx, SetLeverageInput{
|
|
Leverage: amount,
|
|
MarginMode: marginMode,
|
|
InstrumentID: instrumentID,
|
|
PositionSide: posSide,
|
|
})
|
|
return err
|
|
default:
|
|
return fmt.Errorf("%w %v", asset.ErrNotSupported, item)
|
|
}
|
|
}
|
|
|
|
// GetLeverage gets the account's initial leverage for the asset type and pair
|
|
func (ok *Okx) GetLeverage(ctx context.Context, item asset.Item, pair currency.Pair, marginType margin.Type, orderSide order.Side) (float64, error) {
|
|
var inspectLeverage bool
|
|
switch item {
|
|
case asset.Futures, asset.PerpetualSwap:
|
|
if marginType == margin.Isolated {
|
|
switch {
|
|
case orderSide == order.UnknownSide:
|
|
return 0, errOrderSideRequired
|
|
case orderSide.IsLong(), orderSide.IsShort():
|
|
inspectLeverage = true
|
|
default:
|
|
return 0, fmt.Errorf("%w %v requires long/short", errInvalidOrderSide, orderSide)
|
|
}
|
|
}
|
|
fallthrough
|
|
case asset.Margin, asset.Options:
|
|
instrumentID, err := ok.FormatSymbol(pair, item)
|
|
if err != nil {
|
|
return -1, err
|
|
}
|
|
marginMode := ok.marginTypeToString(marginType)
|
|
lev, err := ok.GetLeverageRate(ctx, instrumentID, marginMode)
|
|
if err != nil {
|
|
return -1, err
|
|
}
|
|
if len(lev) == 0 {
|
|
return -1, fmt.Errorf("%w %v %v %s", order.ErrPositionNotFound, item, pair, marginType)
|
|
}
|
|
if inspectLeverage {
|
|
for i := range lev {
|
|
if lev[i].PositionSide == orderSide.Lower() {
|
|
return lev[i].Leverage.Float64(), nil
|
|
}
|
|
}
|
|
}
|
|
|
|
// leverage is the same across positions
|
|
return lev[0].Leverage.Float64(), nil
|
|
default:
|
|
return -1, fmt.Errorf("%w %v", asset.ErrNotSupported, item)
|
|
}
|
|
}
|