mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-28 15:10:32 +00:00
* drop common uuid v4 func and imported package as needed * removed common functions regarding json marshal and unmarshal and used the json package directly. WRT unmarshal it was calling reflect and converted to string which is also checked in the JSON package so it was doing a double up, this will be a tiny gain as it was directly used in the requester package for all our outbound requests. * add in string * explicitly throw away return error value * atleast return the error that websocket initialise returns * return error when not connected * fix comment * Adds comments * move package declarations * drop append whenever we call supported * remove unused import * Change incorrect spelling * fix tests * fix go import issue
725 lines
22 KiB
Go
725 lines
22 KiB
Go
package coinut
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import (
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"encoding/json"
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"errors"
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"fmt"
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"net/http"
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"strings"
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"time"
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"github.com/gorilla/websocket"
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"github.com/thrasher-corp/gocryptotrader/common/crypto"
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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/asset"
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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/websocket/wshandler"
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"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wsorderbook"
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)
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const (
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coinutWebsocketURL = "wss://wsapi.coinut.com"
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coinutWebsocketRateLimit = 30
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)
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var (
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channels map[string]chan []byte
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wsInstrumentMap instrumentMap
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)
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// NOTE for speed considerations
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// wss://wsapi-as.coinut.com
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// wss://wsapi-na.coinut.com
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// wss://wsapi-eu.coinut.com
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// WsConnect intiates a websocket connection
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func (c *COINUT) WsConnect() error {
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if !c.Websocket.IsEnabled() || !c.IsEnabled() {
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return errors.New(wshandler.WebsocketNotEnabled)
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}
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var dialer websocket.Dialer
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err := c.WebsocketConn.Dial(&dialer, http.Header{})
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if err != nil {
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return err
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}
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go c.WsHandleData()
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if !wsInstrumentMap.IsLoaded() {
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err = c.WsSetInstrumentList()
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if err != nil {
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return err
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}
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}
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c.wsAuthenticate()
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c.GenerateDefaultSubscriptions()
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// define bi-directional communication
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channels = make(map[string]chan []byte)
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channels["hb"] = make(chan []byte, 1)
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return nil
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}
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// WsHandleData handles read data
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func (c *COINUT) WsHandleData() {
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c.Websocket.Wg.Add(1)
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defer func() {
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c.Websocket.Wg.Done()
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}()
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for {
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select {
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case <-c.Websocket.ShutdownC:
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return
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default:
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resp, err := c.WebsocketConn.ReadMessage()
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if err != nil {
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c.Websocket.ReadMessageErrors <- err
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return
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}
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c.Websocket.TrafficAlert <- struct{}{}
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if strings.HasPrefix(string(resp.Raw), "[") {
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var incoming []wsResponse
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err = json.Unmarshal(resp.Raw, &incoming)
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if err != nil {
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c.Websocket.DataHandler <- err
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continue
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}
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for i := range incoming {
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if incoming[i].Nonce > 0 {
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c.WebsocketConn.AddResponseWithID(incoming[i].Nonce, resp.Raw)
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break
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}
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var individualJSON []byte
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individualJSON, err = json.Marshal(incoming[i])
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if err != nil {
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c.Websocket.DataHandler <- err
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continue
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}
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c.wsProcessResponse(individualJSON)
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}
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} else {
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var incoming wsResponse
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err = json.Unmarshal(resp.Raw, &incoming)
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if err != nil {
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c.Websocket.DataHandler <- err
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continue
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}
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c.wsProcessResponse(resp.Raw)
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}
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}
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}
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}
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func (c *COINUT) wsProcessResponse(resp []byte) {
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var incoming wsResponse
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err := json.Unmarshal(resp, &incoming)
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if err != nil {
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c.Websocket.DataHandler <- err
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return
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}
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switch incoming.Reply {
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case "hb":
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channels["hb"] <- resp
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case "inst_tick":
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var ticker WsTicker
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err := json.Unmarshal(resp, &ticker)
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if err != nil {
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c.Websocket.DataHandler <- err
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return
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}
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currencyPair := wsInstrumentMap.LookupInstrument(ticker.InstID)
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c.Websocket.DataHandler <- wshandler.TickerData{
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Exchange: c.Name,
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Volume: ticker.Volume24,
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QuoteVolume: ticker.Volume24Quote,
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Bid: ticker.HighestBuy,
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Ask: ticker.LowestSell,
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High: ticker.High24,
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Low: ticker.Low24,
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Last: ticker.Last,
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Timestamp: time.Unix(0, ticker.Timestamp),
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AssetType: asset.Spot,
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Pair: currency.NewPairFromFormattedPairs(currencyPair,
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c.GetEnabledPairs(asset.Spot),
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c.GetPairFormat(asset.Spot, true)),
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}
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case "inst_order_book":
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var orderbooksnapshot WsOrderbookSnapshot
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err := json.Unmarshal(resp, &orderbooksnapshot)
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if err != nil {
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c.Websocket.DataHandler <- err
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return
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}
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err = c.WsProcessOrderbookSnapshot(&orderbooksnapshot)
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if err != nil {
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c.Websocket.DataHandler <- err
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return
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}
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currencyPair := wsInstrumentMap.LookupInstrument(orderbooksnapshot.InstID)
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c.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{
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Exchange: c.Name,
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Asset: asset.Spot,
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Pair: currency.NewPairFromFormattedPairs(currencyPair,
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c.GetEnabledPairs(asset.Spot),
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c.GetPairFormat(asset.Spot, true)),
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}
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case "inst_order_book_update":
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var orderbookUpdate WsOrderbookUpdate
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err := json.Unmarshal(resp, &orderbookUpdate)
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if err != nil {
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c.Websocket.DataHandler <- err
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return
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}
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err = c.WsProcessOrderbookUpdate(&orderbookUpdate)
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if err != nil {
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c.Websocket.DataHandler <- err
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return
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}
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currencyPair := wsInstrumentMap.LookupInstrument(orderbookUpdate.InstID)
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c.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{
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Exchange: c.Name,
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Asset: asset.Spot,
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Pair: currency.NewPairFromFormattedPairs(currencyPair,
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c.GetEnabledPairs(asset.Spot),
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c.GetPairFormat(asset.Spot, true)),
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}
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case "inst_trade":
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var tradeSnap WsTradeSnapshot
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err := json.Unmarshal(resp, &tradeSnap)
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if err != nil {
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c.Websocket.DataHandler <- err
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return
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}
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case "inst_trade_update":
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var tradeUpdate WsTradeUpdate
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err := json.Unmarshal(resp, &tradeUpdate)
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if err != nil {
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c.Websocket.DataHandler <- err
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return
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}
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currencyPair := wsInstrumentMap.LookupInstrument(tradeUpdate.InstID)
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c.Websocket.DataHandler <- wshandler.TradeData{
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Timestamp: time.Unix(tradeUpdate.Timestamp, 0),
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CurrencyPair: currency.NewPairFromFormattedPairs(currencyPair,
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c.GetEnabledPairs(asset.Spot),
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c.GetPairFormat(asset.Spot, true)),
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AssetType: asset.Spot,
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Exchange: c.Name,
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Price: tradeUpdate.Price,
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Side: tradeUpdate.Side,
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}
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default:
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if incoming.Nonce > 0 {
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c.WebsocketConn.AddResponseWithID(incoming.Nonce, resp)
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return
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}
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c.Websocket.DataHandler <- fmt.Errorf("%v unhandled websocket response: %s", c.Name, resp)
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}
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}
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// GetNonce returns a nonce for a required request
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func (c *COINUT) GetNonce() int64 {
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if c.Nonce.Get() == 0 {
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c.Nonce.Set(time.Now().Unix())
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} else {
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c.Nonce.Inc()
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}
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return int64(c.Nonce.Get())
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}
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// WsSetInstrumentList fetches instrument list and propagates a local cache
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func (c *COINUT) WsSetInstrumentList() error {
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request := wsRequest{
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Request: "inst_list",
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SecType: strings.ToUpper(asset.Spot.String()),
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Nonce: c.WebsocketConn.GenerateMessageID(false),
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}
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resp, err := c.WebsocketConn.SendMessageReturnResponse(request.Nonce, request)
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if err != nil {
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return err
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}
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var list WsInstrumentList
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err = json.Unmarshal(resp, &list)
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if err != nil {
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return err
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}
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for curr, data := range list.Spot {
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wsInstrumentMap.Seed(curr, data[0].InstID)
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}
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if len(wsInstrumentMap.GetInstrumentIDs()) == 0 {
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return errors.New("instrument list failed to populate")
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}
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return nil
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}
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// WsProcessOrderbookSnapshot processes the orderbook snapshot
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func (c *COINUT) WsProcessOrderbookSnapshot(ob *WsOrderbookSnapshot) error {
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var bids []orderbook.Item
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for i := range ob.Buy {
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bids = append(bids, orderbook.Item{
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Amount: ob.Buy[i].Volume,
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Price: ob.Buy[i].Price,
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})
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}
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var asks []orderbook.Item
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for i := range ob.Sell {
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asks = append(asks, orderbook.Item{
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Amount: ob.Sell[i].Volume,
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Price: ob.Sell[i].Price,
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})
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}
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var newOrderBook orderbook.Base
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newOrderBook.Asks = asks
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newOrderBook.Bids = bids
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newOrderBook.Pair = currency.NewPairFromFormattedPairs(
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wsInstrumentMap.LookupInstrument(ob.InstID),
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c.GetEnabledPairs(asset.Spot),
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c.GetPairFormat(asset.Spot, true),
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)
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newOrderBook.AssetType = asset.Spot
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newOrderBook.ExchangeName = c.Name
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return c.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
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}
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// WsProcessOrderbookUpdate process an orderbook update
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func (c *COINUT) WsProcessOrderbookUpdate(update *WsOrderbookUpdate) error {
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p := currency.NewPairFromFormattedPairs(
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wsInstrumentMap.LookupInstrument(update.InstID),
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c.GetEnabledPairs(asset.Spot),
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c.GetPairFormat(asset.Spot, true),
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)
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bufferUpdate := &wsorderbook.WebsocketOrderbookUpdate{
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Pair: p,
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UpdateID: update.TransID,
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Asset: asset.Spot,
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}
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if strings.EqualFold(update.Side, order.Buy.Lower()) {
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bufferUpdate.Bids = []orderbook.Item{{Price: update.Price, Amount: update.Volume}}
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} else {
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bufferUpdate.Asks = []orderbook.Item{{Price: update.Price, Amount: update.Volume}}
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}
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return c.Websocket.Orderbook.Update(bufferUpdate)
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}
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// GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
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func (c *COINUT) GenerateDefaultSubscriptions() {
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var channels = []string{"inst_tick", "inst_order_book"}
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var subscriptions []wshandler.WebsocketChannelSubscription
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enabledCurrencies := c.GetEnabledPairs(asset.Spot)
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for i := range channels {
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for j := range enabledCurrencies {
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subscriptions = append(subscriptions, wshandler.WebsocketChannelSubscription{
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Channel: channels[i],
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Currency: enabledCurrencies[j],
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})
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}
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}
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c.Websocket.SubscribeToChannels(subscriptions)
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}
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// Subscribe sends a websocket message to receive data from the channel
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func (c *COINUT) Subscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
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subscribe := wsRequest{
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Request: channelToSubscribe.Channel,
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InstID: wsInstrumentMap.LookupID(c.FormatExchangeCurrency(channelToSubscribe.Currency,
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asset.Spot).String()),
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Subscribe: true,
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Nonce: c.WebsocketConn.GenerateMessageID(false),
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}
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return c.WebsocketConn.SendMessage(subscribe)
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}
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// Unsubscribe sends a websocket message to stop receiving data from the channel
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func (c *COINUT) Unsubscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
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subscribe := wsRequest{
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Request: channelToSubscribe.Channel,
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InstID: wsInstrumentMap.LookupID(c.FormatExchangeCurrency(channelToSubscribe.Currency,
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asset.Spot).String()),
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Subscribe: false,
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Nonce: c.WebsocketConn.GenerateMessageID(false),
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}
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resp, err := c.WebsocketConn.SendMessageReturnResponse(subscribe.Nonce, subscribe)
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if err != nil {
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return err
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}
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var response map[string]interface{}
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err = json.Unmarshal(resp, &response)
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if err != nil {
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return err
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}
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if response["status"].([]interface{})[0] != "OK" {
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return fmt.Errorf("%v unsubscribe failed for channel %v", c.Name, channelToSubscribe.Channel)
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}
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return nil
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}
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func (c *COINUT) wsAuthenticate() error {
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if !c.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
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return fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", c.Name)
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}
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timestamp := time.Now().Unix()
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nonce := c.WebsocketConn.GenerateMessageID(false)
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payload := fmt.Sprintf("%v|%v|%v", c.API.Credentials.ClientID, timestamp, nonce)
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hmac := crypto.GetHMAC(crypto.HashSHA256, []byte(payload), []byte(c.API.Credentials.Key))
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loginRequest := struct {
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Request string `json:"request"`
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Username string `json:"username"`
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Nonce int64 `json:"nonce"`
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Hmac string `json:"hmac_sha256"`
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Timestamp int64 `json:"timestamp"`
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}{
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Request: "login",
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Username: c.API.Credentials.ClientID,
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Nonce: nonce,
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Hmac: crypto.HexEncodeToString(hmac),
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Timestamp: timestamp,
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}
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resp, err := c.WebsocketConn.SendMessageReturnResponse(loginRequest.Nonce, loginRequest)
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if err != nil {
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return err
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}
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var response map[string]interface{}
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err = json.Unmarshal(resp, &response)
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if err != nil {
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return err
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}
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if response["status"].([]interface{})[0] != "OK" {
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c.Websocket.SetCanUseAuthenticatedEndpoints(false)
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return fmt.Errorf("%v failed to authenticate", c.Name)
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}
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c.Websocket.SetCanUseAuthenticatedEndpoints(true)
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return nil
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}
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func (c *COINUT) wsGetAccountBalance() (*WsGetAccountBalanceResponse, error) {
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if !c.Websocket.CanUseAuthenticatedEndpoints() {
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return nil, fmt.Errorf("%v not authorised to submit order", c.Name)
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}
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accBalance := wsRequest{
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Request: "user_balance",
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Nonce: c.WebsocketConn.GenerateMessageID(false),
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}
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resp, err := c.WebsocketConn.SendMessageReturnResponse(accBalance.Nonce, accBalance)
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if err != nil {
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return nil, err
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}
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var response WsGetAccountBalanceResponse
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err = json.Unmarshal(resp, &response)
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if err != nil {
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return nil, err
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}
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if response.Status[0] != "OK" {
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return &response, fmt.Errorf("%v get account balance failed", c.Name)
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}
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return &response, nil
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}
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func (c *COINUT) wsSubmitOrder(order *WsSubmitOrderParameters) (*WsStandardOrderResponse, error) {
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if !c.Websocket.CanUseAuthenticatedEndpoints() {
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return nil, fmt.Errorf("%v not authorised to submit order", c.Name)
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}
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curr := c.FormatExchangeCurrency(order.Currency, asset.Spot).String()
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var orderSubmissionRequest WsSubmitOrderRequest
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orderSubmissionRequest.Request = "new_order"
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orderSubmissionRequest.Nonce = c.WebsocketConn.GenerateMessageID(false)
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orderSubmissionRequest.InstID = wsInstrumentMap.LookupID(curr)
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orderSubmissionRequest.Qty = order.Amount
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orderSubmissionRequest.Price = order.Price
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orderSubmissionRequest.Side = string(order.Side)
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if order.OrderID > 0 {
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orderSubmissionRequest.OrderID = order.OrderID
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}
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resp, err := c.WebsocketConn.SendMessageReturnResponse(orderSubmissionRequest.Nonce, orderSubmissionRequest)
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if err != nil {
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return nil, err
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}
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var standardOrder WsStandardOrderResponse
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standardOrder, err = c.wsStandardiseOrderResponse(resp)
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if err != nil {
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return nil, err
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}
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if standardOrder.Status[0] != "OK" {
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return &standardOrder, fmt.Errorf("%v order submission failed. %v", c.Name, standardOrder)
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}
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if len(standardOrder.Reasons) > 0 && standardOrder.Reasons[0] != "" {
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return &standardOrder, fmt.Errorf("%v order submission failed. %v", c.Name, standardOrder.Reasons[0])
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}
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return &standardOrder, nil
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}
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func (c *COINUT) wsStandardiseOrderResponse(resp []byte) (WsStandardOrderResponse, error) {
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var response WsStandardOrderResponse
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var incoming wsResponse
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err := json.Unmarshal(resp, &incoming)
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if err != nil {
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return response, err
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}
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switch incoming.Reply {
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case "order_accepted":
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var orderAccepted WsOrderAcceptedResponse
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err := json.Unmarshal(resp, &orderAccepted)
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if err != nil {
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return response, err
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}
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response = WsStandardOrderResponse{
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InstID: orderAccepted.InstID,
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Nonce: orderAccepted.Nonce,
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OpenQty: orderAccepted.OpenQty,
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OrderID: orderAccepted.OrderID,
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OrderType: orderAccepted.Reply,
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Price: orderAccepted.OrderPrice,
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Qty: orderAccepted.Qty,
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Side: orderAccepted.Side,
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Status: orderAccepted.Status,
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TransID: orderAccepted.TransID,
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ClientOrdID: orderAccepted.ClientOrdID,
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}
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case "order_filled":
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var orderFilled WsOrderFilledResponse
|
|
err := json.Unmarshal(resp, &orderFilled)
|
|
if err != nil {
|
|
return response, err
|
|
}
|
|
response = WsStandardOrderResponse{
|
|
InstID: orderFilled.Order.InstID,
|
|
Nonce: orderFilled.Nonce,
|
|
OpenQty: orderFilled.Order.OpenQty,
|
|
OrderID: orderFilled.Order.OrderID,
|
|
OrderType: orderFilled.Reply,
|
|
Price: orderFilled.Order.Price,
|
|
Qty: orderFilled.Order.Qty,
|
|
Side: orderFilled.Order.Side,
|
|
Status: orderFilled.Status,
|
|
TransID: orderFilled.TransID,
|
|
ClientOrdID: orderFilled.Order.ClientOrdID,
|
|
}
|
|
case "order_rejected":
|
|
var orderRejected WsOrderRejectedResponse
|
|
err := json.Unmarshal(resp, &orderRejected)
|
|
if err != nil {
|
|
return response, err
|
|
}
|
|
response = WsStandardOrderResponse{
|
|
InstID: orderRejected.InstID,
|
|
Nonce: orderRejected.Nonce,
|
|
OpenQty: orderRejected.OpenQty,
|
|
OrderID: orderRejected.OrderID,
|
|
OrderType: orderRejected.Reply,
|
|
Price: orderRejected.Price,
|
|
Qty: orderRejected.Qty,
|
|
Side: orderRejected.Side,
|
|
Status: orderRejected.Status,
|
|
TransID: orderRejected.TransID,
|
|
ClientOrdID: orderRejected.ClientOrdID,
|
|
Reasons: orderRejected.Reasons,
|
|
}
|
|
}
|
|
return response, nil
|
|
}
|
|
|
|
func (c *COINUT) wsSubmitOrders(orders []WsSubmitOrderParameters) ([]WsStandardOrderResponse, []error) {
|
|
var errors []error
|
|
var ordersResponse []WsStandardOrderResponse
|
|
if !c.Websocket.CanUseAuthenticatedEndpoints() {
|
|
errors = append(errors, fmt.Errorf("%v not authorised to submit orders", c.Name))
|
|
return nil, errors
|
|
}
|
|
orderRequest := WsSubmitOrdersRequest{}
|
|
for i := range orders {
|
|
curr := c.FormatExchangeCurrency(orders[i].Currency, asset.Spot).String()
|
|
orderRequest.Orders = append(orderRequest.Orders,
|
|
WsSubmitOrdersRequestData{
|
|
Qty: orders[i].Amount,
|
|
Price: orders[i].Price,
|
|
Side: string(orders[i].Side),
|
|
InstID: wsInstrumentMap.LookupID(curr),
|
|
ClientOrdID: i + 1,
|
|
})
|
|
}
|
|
|
|
orderRequest.Nonce = c.WebsocketConn.GenerateMessageID(false)
|
|
orderRequest.Request = "new_orders"
|
|
resp, err := c.WebsocketConn.SendMessageReturnResponse(orderRequest.Nonce, orderRequest)
|
|
if err != nil {
|
|
errors = append(errors, err)
|
|
return nil, errors
|
|
}
|
|
var incoming []interface{}
|
|
err = json.Unmarshal(resp, &incoming)
|
|
if err != nil {
|
|
errors = append(errors, err)
|
|
return nil, errors
|
|
}
|
|
for i := range incoming {
|
|
var individualJSON []byte
|
|
individualJSON, err = json.Marshal(incoming[i])
|
|
if err != nil {
|
|
errors = append(errors, err)
|
|
continue
|
|
}
|
|
standardOrder, err := c.wsStandardiseOrderResponse(individualJSON)
|
|
if err != nil {
|
|
errors = append(errors, err)
|
|
continue
|
|
}
|
|
if standardOrder.Status[0] != "OK" {
|
|
errors = append(errors, fmt.Errorf("%v order submission failed. %v", c.Name, standardOrder))
|
|
continue
|
|
}
|
|
if len(standardOrder.Reasons) > 0 && standardOrder.Reasons[0] != "" {
|
|
errors = append(errors, fmt.Errorf("%v order submission failed for currency %v and orderID %v, message %v ",
|
|
c.Name,
|
|
wsInstrumentMap.LookupInstrument(standardOrder.InstID),
|
|
standardOrder.OrderID,
|
|
standardOrder.Reasons[0]))
|
|
|
|
continue
|
|
}
|
|
ordersResponse = append(ordersResponse, standardOrder)
|
|
}
|
|
|
|
return ordersResponse, errors
|
|
}
|
|
|
|
func (c *COINUT) wsGetOpenOrders(p currency.Pair) error {
|
|
if !c.Websocket.CanUseAuthenticatedEndpoints() {
|
|
return fmt.Errorf("%v not authorised to get open orders", c.Name)
|
|
}
|
|
curr := c.FormatExchangeCurrency(p, asset.Spot).String()
|
|
var openOrdersRequest WsGetOpenOrdersRequest
|
|
openOrdersRequest.Request = "user_open_orders"
|
|
openOrdersRequest.Nonce = c.WebsocketConn.GenerateMessageID(false)
|
|
openOrdersRequest.InstID = wsInstrumentMap.LookupID(curr)
|
|
|
|
resp, err := c.WebsocketConn.SendMessageReturnResponse(openOrdersRequest.Nonce, openOrdersRequest)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
var response map[string]interface{}
|
|
err = json.Unmarshal(resp, &response)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
if response["status"].([]interface{})[0] != "OK" {
|
|
return fmt.Errorf("%v get open orders failed for currency %v",
|
|
c.Name,
|
|
p)
|
|
}
|
|
return nil
|
|
}
|
|
|
|
func (c *COINUT) wsCancelOrder(cancellation WsCancelOrderParameters) error {
|
|
if !c.Websocket.CanUseAuthenticatedEndpoints() {
|
|
return fmt.Errorf("%v not authorised to cancel order", c.Name)
|
|
}
|
|
currency := c.FormatExchangeCurrency(cancellation.Currency, asset.Spot).String()
|
|
var cancellationRequest WsCancelOrderRequest
|
|
cancellationRequest.Request = "cancel_order"
|
|
cancellationRequest.InstID = wsInstrumentMap.LookupID(currency)
|
|
cancellationRequest.OrderID = cancellation.OrderID
|
|
cancellationRequest.Nonce = c.WebsocketConn.GenerateMessageID(false)
|
|
|
|
resp, err := c.WebsocketConn.SendMessageReturnResponse(cancellationRequest.Nonce, cancellationRequest)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
var response map[string]interface{}
|
|
err = json.Unmarshal(resp, &response)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
if response["status"].([]interface{})[0] != "OK" {
|
|
return fmt.Errorf("%v order cancellation failed for currency %v and orderID %v, message %v",
|
|
c.Name,
|
|
cancellation.Currency,
|
|
cancellation.OrderID,
|
|
response["status"])
|
|
}
|
|
return nil
|
|
}
|
|
|
|
func (c *COINUT) wsCancelOrders(cancellations []WsCancelOrderParameters) (*WsCancelOrdersResponse, []error) {
|
|
var errors []error
|
|
if !c.Websocket.CanUseAuthenticatedEndpoints() {
|
|
return nil, errors
|
|
}
|
|
cancelOrderRequest := WsCancelOrdersRequest{}
|
|
for i := range cancellations {
|
|
currency := c.FormatExchangeCurrency(cancellations[i].Currency, asset.Spot).String()
|
|
cancelOrderRequest.Entries = append(cancelOrderRequest.Entries, WsCancelOrdersRequestEntry{
|
|
InstID: wsInstrumentMap.LookupID(currency),
|
|
OrderID: cancellations[i].OrderID,
|
|
})
|
|
}
|
|
|
|
cancelOrderRequest.Request = "cancel_orders"
|
|
cancelOrderRequest.Nonce = c.WebsocketConn.GenerateMessageID(false)
|
|
resp, err := c.WebsocketConn.SendMessageReturnResponse(cancelOrderRequest.Nonce, cancelOrderRequest)
|
|
if err != nil {
|
|
return nil, []error{err}
|
|
}
|
|
var response WsCancelOrdersResponse
|
|
err = json.Unmarshal(resp, &response)
|
|
if err != nil {
|
|
return nil, []error{err}
|
|
}
|
|
if response.Status[0] != "OK" {
|
|
return &response, []error{err}
|
|
}
|
|
for i := range response.Results {
|
|
if response.Results[i].Status != "OK" {
|
|
errors = append(errors, fmt.Errorf("%v order cancellation failed for currency %v and orderID %v, message %v",
|
|
c.Name,
|
|
wsInstrumentMap.LookupInstrument(response.Results[i].InstID),
|
|
response.Results[i].OrderID,
|
|
response.Results[i].Status))
|
|
}
|
|
}
|
|
return &response, errors
|
|
}
|
|
|
|
func (c *COINUT) wsGetTradeHistory(p currency.Pair, start, limit int64) error {
|
|
if !c.Websocket.CanUseAuthenticatedEndpoints() {
|
|
return fmt.Errorf("%v not authorised to get trade history", c.Name)
|
|
}
|
|
curr := c.FormatExchangeCurrency(p, asset.Spot).String()
|
|
var request WsTradeHistoryRequest
|
|
request.Request = "trade_history"
|
|
request.InstID = wsInstrumentMap.LookupID(curr)
|
|
request.Nonce = c.WebsocketConn.GenerateMessageID(false)
|
|
request.Start = start
|
|
request.Limit = limit
|
|
|
|
resp, err := c.WebsocketConn.SendMessageReturnResponse(request.Nonce, request)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
var response map[string]interface{}
|
|
err = json.Unmarshal(resp, &response)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
if response["status"].([]interface{})[0] != "OK" {
|
|
return fmt.Errorf("%v get trade history failed for %v",
|
|
c.Name,
|
|
request)
|
|
}
|
|
return nil
|
|
}
|