Files
gocryptotrader/exchanges/okx/okx_wrapper.go
Gareth Kirwan 08c27afded Okx: Various websocket fixes (#1335)
* 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
2023-10-03 11:01:36 +11:00

2122 lines
67 KiB
Go

package okx
import (
"context"
"errors"
"fmt"
"math"
"sort"
"strconv"
"strings"
"sync"
"time"
"github.com/shopspring/decimal"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/collateral"
"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/margin"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
const (
okxWebsocketResponseMaxLimit = time.Second * 3
)
// GetDefaultConfig returns a default exchange config
func (ok *Okx) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
ok.SetDefaults()
exchCfg, err := ok.GetStandardConfig()
if err != nil {
return nil, err
}
err = ok.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if ok.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = ok.UpdateTradablePairs(ctx, true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for Okx
func (ok *Okx) SetDefaults() {
ok.Name = "Okx"
ok.Enabled = true
ok.Verbose = true
ok.WsRequestSemaphore = make(chan int, 20)
ok.API.CredentialsValidator.RequiresKey = true
ok.API.CredentialsValidator.RequiresSecret = true
ok.API.CredentialsValidator.RequiresClientID = true
cpf := &currency.PairFormat{
Delimiter: currency.DashDelimiter,
Uppercase: true,
}
err := ok.SetGlobalPairsManager(cpf, cpf, asset.Spot, asset.Futures, asset.PerpetualSwap, asset.Options, asset.Margin)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
// Fill out the capabilities/features that the exchange supports
ok.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
MaximumOrderHistory: kline.OneDay.Duration() * 90,
RESTCapabilities: protocol.Features{
TickerFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
CryptoDeposit: true,
CryptoWithdrawalFee: true,
CryptoWithdrawal: true,
TradeFee: true,
SubmitOrder: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
CancelOrders: true,
TradeFetching: true,
UserTradeHistory: true,
MultiChainDeposits: true,
MultiChainWithdrawals: true,
KlineFetching: true,
DepositHistory: true,
WithdrawalHistory: true,
ModifyOrder: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
OrderbookFetching: true,
Subscribe: true,
Unsubscribe: true,
AuthenticatedEndpoints: true,
AccountInfo: true,
GetOrders: true,
TradeFetching: true,
KlineFetching: true,
GetOrder: true,
SubmitOrder: true,
CancelOrder: true,
CancelOrders: true,
ModifyOrder: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto,
FuturesCapabilities: exchange.FuturesCapabilities{
Positions: true,
Leverage: true,
CollateralMode: true,
FundingRates: true,
MaximumFundingRateHistory: kline.ThreeMonth.Duration(),
FundingRateFrequency: kline.EightHour.Duration(),
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: kline.DeployExchangeIntervals(
kline.IntervalCapacity{Interval: kline.OneMin},
kline.IntervalCapacity{Interval: kline.ThreeMin},
kline.IntervalCapacity{Interval: kline.FiveMin},
kline.IntervalCapacity{Interval: kline.FifteenMin},
kline.IntervalCapacity{Interval: kline.ThirtyMin},
kline.IntervalCapacity{Interval: kline.OneHour},
kline.IntervalCapacity{Interval: kline.TwoHour},
kline.IntervalCapacity{Interval: kline.FourHour},
kline.IntervalCapacity{Interval: kline.SixHour},
kline.IntervalCapacity{Interval: kline.TwelveHour},
kline.IntervalCapacity{Interval: kline.OneDay},
kline.IntervalCapacity{Interval: kline.TwoDay},
kline.IntervalCapacity{Interval: kline.ThreeDay},
kline.IntervalCapacity{Interval: kline.FiveDay},
kline.IntervalCapacity{Interval: kline.OneWeek},
kline.IntervalCapacity{Interval: kline.OneMonth},
kline.IntervalCapacity{Interval: kline.ThreeMonth},
kline.IntervalCapacity{Interval: kline.SixMonth},
kline.IntervalCapacity{Interval: kline.OneYear},
),
GlobalResultLimit: 100, // Reference: https://www.okx.com/docs-v5/en/#rest-api-market-data-get-candlesticks-history
},
},
}
ok.Requester, err = request.New(ok.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
ok.API.Endpoints = ok.NewEndpoints()
err = ok.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: okxAPIURL,
exchange.WebsocketSpot: okxAPIWebsocketPublicURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
ok.Websocket = stream.New()
ok.WebsocketResponseMaxLimit = okxWebsocketResponseMaxLimit
ok.WebsocketResponseCheckTimeout = okxWebsocketResponseMaxLimit
ok.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in the supplied exchange configuration details and sets params
func (ok *Okx) Setup(exch *config.Exchange) error {
if err := exch.Validate(); err != nil {
return err
}
if !exch.Enabled {
ok.SetEnabled(false)
return nil
}
if err := ok.SetupDefaults(exch); err != nil {
return err
}
ok.WsResponseMultiplexer = wsRequestDataChannelsMultiplexer{
WsResponseChannelsMap: make(map[string]*wsRequestInfo),
Register: make(chan *wsRequestInfo),
Unregister: make(chan string),
Message: make(chan *wsIncomingData),
shutdown: make(chan bool),
}
wsRunningEndpoint, err := ok.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
if err := ok.Websocket.Setup(&stream.WebsocketSetup{
ExchangeConfig: exch,
DefaultURL: okxAPIWebsocketPublicURL,
RunningURL: wsRunningEndpoint,
Connector: ok.WsConnect,
Subscriber: ok.Subscribe,
Unsubscriber: ok.Unsubscribe,
GenerateSubscriptions: ok.GenerateDefaultSubscriptions,
Features: &ok.Features.Supports.WebsocketCapabilities,
OrderbookBufferConfig: buffer.Config{
Checksum: ok.CalculateUpdateOrderbookChecksum,
},
}); err != nil {
return err
}
go ok.WsResponseMultiplexer.Run()
if err := ok.Websocket.SetupNewConnection(stream.ConnectionSetup{
URL: okxAPIWebsocketPublicURL,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: okxWebsocketResponseMaxLimit,
RateLimit: 500,
}); err != nil {
return err
}
return ok.Websocket.SetupNewConnection(stream.ConnectionSetup{
URL: okxAPIWebsocketPrivateURL,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: okxWebsocketResponseMaxLimit,
Authenticated: true,
RateLimit: 500,
})
}
// Start starts the Okx go routine
func (ok *Okx) Start(ctx context.Context, wg *sync.WaitGroup) error {
if wg == nil {
return fmt.Errorf("%T %w", wg, common.ErrNilPointer)
}
wg.Add(1)
go func() {
ok.Run(ctx)
wg.Done()
}()
return nil
}
// Run implements the Okx wrapper
func (ok *Okx) Run(ctx context.Context) {
if ok.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s.",
ok.Name,
common.IsEnabled(ok.Websocket.IsEnabled()))
ok.PrintEnabledPairs()
}
assetTypes := ok.GetAssetTypes(false)
for i := range assetTypes {
if err := ok.UpdateOrderExecutionLimits(ctx, assetTypes[i]); err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to set exchange order execution limits. Err: %v",
ok.Name,
err)
}
}
if ok.GetEnabledFeatures().AutoPairUpdates {
if err := ok.UpdateTradablePairs(ctx, false); err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
ok.Name,
err)
}
}
}
// Shutdown calls Base.Shutdown and then shuts down the response multiplexer
func (ok *Okx) Shutdown() error {
if err := ok.Base.Shutdown(); err != nil {
return err
}
// Must happen after the Websocket shutdown in Base.Shutdown, so there are no new blocking writes to the multiplexer
ok.WsResponseMultiplexer.Shutdown()
return nil
}
// GetServerTime returns the current exchange server time.
func (ok *Okx) GetServerTime(ctx context.Context, _ asset.Item) (time.Time, error) {
return ok.GetSystemTime(ctx)
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (ok *Okx) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
insts, err := ok.getInstrumentsForAsset(ctx, a)
if err != nil {
return nil, err
}
pairs := make([]currency.Pair, len(insts))
for x := range insts {
pairs[x], err = currency.NewPairDelimiter(insts[x].InstrumentID, ok.CurrencyPairs.ConfigFormat.Delimiter)
if err != nil {
return nil, err
}
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores them in the exchanges config
func (ok *Okx) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
assetTypes := ok.GetAssetTypes(false)
for i := range assetTypes {
pairs, err := ok.FetchTradablePairs(ctx, assetTypes[i])
if err != nil {
return fmt.Errorf("%w for asset %v", err, assetTypes[i])
}
err = ok.UpdatePairs(pairs, assetTypes[i], false, forceUpdate)
if err != nil {
return fmt.Errorf("%w for asset %v", err, assetTypes[i])
}
}
return ok.EnsureOnePairEnabled()
}
// UpdateOrderExecutionLimits sets exchange execution order limits for an asset type
func (ok *Okx) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error {
insts, err := ok.getInstrumentsForAsset(ctx, a)
if err != nil {
return err
}
if len(insts) == 0 {
return errNoInstrumentFound
}
limits := make([]order.MinMaxLevel, len(insts))
for x := range insts {
pair, err := currency.NewPairFromString(insts[x].InstrumentID)
if err != nil {
return err
}
limits[x] = order.MinMaxLevel{
Pair: pair,
Asset: a,
PriceStepIncrementSize: insts[x].TickSize,
MinimumBaseAmount: insts[x].MinimumOrderSize,
}
}
return ok.LoadLimits(limits)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (ok *Okx) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
pairFormat, err := ok.GetPairFormat(a, true)
if err != nil {
return nil, err
}
if p.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
instrumentID := pairFormat.Format(p)
if !ok.SupportsAsset(a) {
return nil, fmt.Errorf("%w: %v", asset.ErrNotSupported, a)
}
mdata, err := ok.GetTicker(ctx, instrumentID)
if err != nil {
return nil, err
}
var baseVolume, quoteVolume float64
switch a {
case asset.Spot, asset.Margin:
baseVolume = mdata.Vol24H.Float64()
quoteVolume = mdata.VolCcy24H.Float64()
case asset.PerpetualSwap, asset.Futures, asset.Options:
baseVolume = mdata.VolCcy24H.Float64()
quoteVolume = mdata.Vol24H.Float64()
default:
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
}
err = ticker.ProcessTicker(&ticker.Price{
Last: mdata.LastTradePrice.Float64(),
High: mdata.High24H.Float64(),
Low: mdata.Low24H.Float64(),
Bid: mdata.BestBidPrice.Float64(),
BidSize: mdata.BestBidSize.Float64(),
Ask: mdata.BestAskPrice.Float64(),
AskSize: mdata.BestAskSize.Float64(),
Volume: baseVolume,
QuoteVolume: quoteVolume,
Open: mdata.Open24H.Float64(),
Pair: p,
ExchangeName: ok.Name,
AssetType: a,
})
if err != nil {
return nil, err
}
return ticker.GetTicker(ok.Name, p, a)
}
// UpdateTickers updates all currency pairs of a given asset type
func (ok *Okx) UpdateTickers(ctx context.Context, assetType asset.Item) error {
pairs, err := ok.GetEnabledPairs(assetType)
if err != nil {
return err
}
instrumentType := ok.GetInstrumentTypeFromAssetItem(assetType)
if assetType == asset.Margin {
instrumentType = okxInstTypeSpot
}
ticks, err := ok.GetTickers(ctx, instrumentType, "", "")
if err != nil {
return err
}
for y := range ticks {
pair, err := ok.GetPairFromInstrumentID(ticks[y].InstrumentID)
if err != nil {
return err
}
for i := range pairs {
pairFmt, err := ok.FormatExchangeCurrency(pairs[i], assetType)
if err != nil {
return err
}
if !pair.Equal(pairFmt) {
continue
}
err = ticker.ProcessTicker(&ticker.Price{
Last: ticks[y].LastTradePrice.Float64(),
High: ticks[y].High24H.Float64(),
Low: ticks[y].Low24H.Float64(),
Bid: ticks[y].BestBidPrice.Float64(),
BidSize: ticks[y].BestBidSize.Float64(),
Ask: ticks[y].BestAskPrice.Float64(),
AskSize: ticks[y].BestAskSize.Float64(),
Volume: ticks[y].Vol24H.Float64(),
QuoteVolume: ticks[y].VolCcy24H.Float64(),
Open: ticks[y].Open24H.Float64(),
Pair: pairFmt,
ExchangeName: ok.Name,
AssetType: assetType,
})
if err != nil {
return err
}
}
}
return nil
}
// 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)
}
}