Files
gocryptotrader/exchanges/bitfinex/bitfinex.go
Scott 11a68a9bb7 Utilising authenticated websocket functions in exchange wrappers (#384)
* Basic concept commit

* Initial changes to support bitfinex v2. Reverts linter changes as they suck. Exports bitfinex ws types

* Adds ticker, trade and orderbook support

* Candles sub that returns no data COMPLETE

* Adds authenticated ws support

* Adds the barebones endpoints to support

* Adds more endpoints

* Even more endpoints

* minicommit to switch and test

* All the interactive types

* Adds support for simultaneous connections. Updates tests. Nothing is working

* Successfully adds place order. Moves all authenticated endpoints to new switch case

* Cancel order and modify order

* Cancel all orders, cancel multi orders

* Finalises implementation. Uses testMain

* Adds WS wrapper support for some funcs

* Fixing rebasing issues

* Replaces use of currency as a variable. Updates a lot of coinut websocket auth endpoint stuff

* Fixes some fun for loops with GetEnabledPairs

* Fixes tests impacted by currency var change

* Adds coinut support for WS functions. Replaces `order` vars with `ord`. Fixes some for loops too. Removes verbose from bitfinex

* So many panics

* I'm fixing a hole, where the panics get in, and stops my mind from wandering, where it will go

* Moves func `CanUseAuthenticatedWebsocketEndpoint` to Websocket package as it fits better. Adds test coverage of `CanUseAuthenticatedWebsocketEndpoint`

* Finishes up all of coinuts ws implementations.

* GateIO implementation

* Adds some helper funcs for types, sides and status. Adds support for huobi. Removes unnecessary type

* Adds forgotten huobi endpoint

* Fixes cancel order endpoint

* go hates my formatting and so do I

* The process to get authenticated kraken websocket to work. Uses testmain. Adds new auth channel, auth subscriptions, auth data handling. Not working yet

* Finishes open orders handling

* Mini update for status only updates

* Fixes some kraken points

* Finishes WS kraken since it doesn't work

* Unfinished commit, cleaning up types

* Finishes the const replacing

* Fixes extra GetNAmes after rebase

* An end to the cleanup. testmain for gateio

* Adds ZB support

* Bitfinex cleanup. Renamed func

* Testmain-47s for everyone!!! yayaaaaaaa

* Adds kraken websocket wrapper support

* Fixes rebase issues

* Fixes tests from rebase

* Adds test for conversion. Fixes for loop. Updates test order pricing. Fixes some poor made tests. Adds proper error handling for ws responses instead of logging them. Fixed issue where commented code ruined kraken ws.

* Fixes secret linting issues. Prioritises bitfinex channelID responses over authorised

* Fixes sloppy error/var declarations

* Fixes crazy bad logic where submit order errors weren't really considered. Parralols alphapoint/alphapoint_test.go. Removes buffer for multi-websocket comms channel.

* Removal of inline string and removal of redundant nil checkerinos

* Fixes err checks. Checks whether float has decimal. Fixes append. Drops omitempties. Parallel to some tests. Moves var declarations

* Replaces my lazy sprintfs with strconv.FormatInt(time.Now().Unix(), 10)

* Adds shiny new FullyMatched bool. Fixes coinbene buy sell consts

* Fixes oopsie with coinbene const replacement

* Fixes currency issue

* Cleans up new places that use JSONDecode

* Fixes huge panic bug from string int conversion. Adds large testtable for strings to order types

* Fixes some more strconversion issues. Fixes table test var usage. Changes mapperino name

* Added some new scenarios for number splitting

* Fixes lint issues

* negative num fix

* Typo fix

* Accuracy warning comment
2019-12-04 14:16:23 +11:00

1153 lines
33 KiB
Go

package bitfinex
import (
"encoding/json"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
const (
bitfinexAPIURLBase = "https://api.bitfinex.com"
bitfinexAPIVersion = "/v1/"
bitfinexAPIVersion2 = "2"
bitfinexTickerV2 = "ticker"
bitfinexTickersV2 = "tickers"
bitfinexTicker = "pubticker/"
bitfinexStats = "stats/"
bitfinexLendbook = "lendbook/"
bitfinexOrderbookV2 = "book"
bitfinexOrderbook = "book/"
bitfinexTrades = "trades/"
bitfinexTradesV2 = "https://api.bitfinex.com/v2/trades/%s/hist?limit=1000&start=%s&end=%s"
bitfinexKeyPermissions = "key_info"
bitfinexLends = "lends/"
bitfinexSymbols = "symbols/"
bitfinexSymbolsDetails = "symbols_details/"
bitfinexAccountInfo = "account_infos"
bitfinexAccountFees = "account_fees"
bitfinexAccountSummary = "summary"
bitfinexDeposit = "deposit/new"
bitfinexOrderNew = "order/new"
bitfinexOrderNewMulti = "order/new/multi"
bitfinexOrderCancel = "order/cancel"
bitfinexOrderCancelMulti = "order/cancel/multi"
bitfinexOrderCancelAll = "order/cancel/all"
bitfinexOrderCancelReplace = "order/cancel/replace"
bitfinexOrderStatus = "order/status"
bitfinexOrders = "orders"
bitfinexInactiveOrders = "orders/hist"
bitfinexPositions = "positions"
bitfinexClaimPosition = "position/claim"
bitfinexHistory = "history"
bitfinexHistoryMovements = "history/movements"
bitfinexTradeHistory = "mytrades"
bitfinexOfferNew = "offer/new"
bitfinexOfferCancel = "offer/cancel"
bitfinexOfferStatus = "offer/status"
bitfinexOffers = "offers"
bitfinexMarginActiveFunds = "taken_funds"
bitfinexMarginTotalFunds = "total_taken_funds"
bitfinexMarginUnusedFunds = "unused_taken_funds"
bitfinexMarginClose = "funding/close"
bitfinexBalances = "balances"
bitfinexMarginInfo = "margin_infos"
bitfinexTransfer = "transfer"
bitfinexWithdrawal = "withdraw"
bitfinexActiveCredits = "credits"
bitfinexPlatformStatus = "platform/status"
// requests per minute
bitfinexAuthRate = 10
bitfinexUnauthRate = 10
// Bitfinex platform status values
// When the platform is marked in maintenance mode bots should stop trading
// activity. Cancelling orders will be still possible.
bitfinexMaintenanceMode = 0
bitfinexOperativeMode = 1
)
// Bitfinex is the overarching type across the bitfinex package
// Notes: Bitfinex has added a rate limit to the number of REST requests.
// Rate limit policy can vary in a range of 10 to 90 requests per minute
// depending on some factors (e.g. servers load, endpoint, etc.).
type Bitfinex struct {
exchange.Base
WebsocketConn *wshandler.WebsocketConnection
AuthenticatedWebsocketConn *wshandler.WebsocketConnection
WebsocketSubdChannels map[int]WebsocketChanInfo
}
// GetPlatformStatus returns the Bifinex platform status
func (b *Bitfinex) GetPlatformStatus() (int, error) {
var response []interface{}
path := fmt.Sprintf("%s/v%s/%s", b.API.Endpoints.URL, bitfinexAPIVersion2,
bitfinexPlatformStatus)
err := b.SendHTTPRequest(path, &response, b.Verbose)
if err != nil {
return 0, err
}
if (len(response)) != 1 {
return 0, errors.New("unexpected platform status value")
}
return int(response[0].(float64)), nil
}
// GetLatestSpotPrice returns latest spot price of symbol
//
// symbol: string of currency pair
func (b *Bitfinex) GetLatestSpotPrice(symbol string) (float64, error) {
res, err := b.GetTicker(symbol)
if err != nil {
return 0, err
}
return res.Mid, nil
}
// GetTicker returns ticker information
func (b *Bitfinex) GetTicker(symbol string) (Ticker, error) {
response := Ticker{}
path := common.EncodeURLValues(b.API.Endpoints.URL+bitfinexAPIVersion+bitfinexTicker+symbol,
url.Values{})
if err := b.SendHTTPRequest(path, &response, b.Verbose); err != nil {
return response, err
}
if response.Message != "" {
return response, errors.New(response.Message)
}
return response, nil
}
// GetTickerV2 returns ticker information
func (b *Bitfinex) GetTickerV2(symb string) (Tickerv2, error) {
var response []interface{}
var tick Tickerv2
path := fmt.Sprintf("%s/v%s/%s/%s",
b.API.Endpoints.URL,
bitfinexAPIVersion2,
bitfinexTickerV2,
symb)
err := b.SendHTTPRequest(path, &response, b.Verbose)
if err != nil {
return tick, err
}
if len(response) > 10 {
tick.FlashReturnRate = response[0].(float64)
tick.Bid = response[1].(float64)
tick.BidSize = response[2].(float64)
tick.BidPeriod = int64(response[3].(float64))
tick.Ask = response[4].(float64)
tick.AskSize = response[5].(float64)
tick.AskPeriod = int64(response[6].(float64))
tick.DailyChange = response[7].(float64)
tick.DailyChangePerc = response[8].(float64)
tick.Last = response[9].(float64)
tick.Volume = response[10].(float64)
tick.High = response[11].(float64)
tick.Low = response[12].(float64)
} else {
tick.Bid = response[0].(float64)
tick.BidSize = response[1].(float64)
tick.Ask = response[2].(float64)
tick.AskSize = response[3].(float64)
tick.DailyChange = response[4].(float64)
tick.DailyChangePerc = response[5].(float64)
tick.Last = response[6].(float64)
tick.Volume = response[7].(float64)
tick.High = response[8].(float64)
tick.Low = response[9].(float64)
}
return tick, nil
}
// GetTickersV2 returns ticker information for multiple symbols
func (b *Bitfinex) GetTickersV2(symbols string) ([]Tickersv2, error) {
var response [][]interface{}
var tickers []Tickersv2
v := url.Values{}
v.Set("symbols", symbols)
path := common.EncodeURLValues(fmt.Sprintf("%s/v%s/%s",
b.API.Endpoints.URL,
bitfinexAPIVersion2,
bitfinexTickersV2), v)
err := b.SendHTTPRequest(path, &response, b.Verbose)
if err != nil {
return nil, err
}
for x := range response {
var tick Tickersv2
data := response[x]
if len(data) > 11 {
tick.Symbol = data[0].(string)
tick.FlashReturnRate = data[1].(float64)
tick.Bid = data[2].(float64)
tick.BidSize = data[3].(float64)
tick.BidPeriod = int64(data[4].(float64))
tick.Ask = data[5].(float64)
tick.AskSize = data[6].(float64)
tick.AskPeriod = int64(data[7].(float64))
tick.DailyChange = data[8].(float64)
tick.DailyChangePerc = data[9].(float64)
tick.Last = data[10].(float64)
tick.Volume = data[11].(float64)
tick.High = data[12].(float64)
tick.Low = data[13].(float64)
} else {
tick.Symbol = data[0].(string)
tick.Bid = data[1].(float64)
tick.BidSize = data[2].(float64)
tick.Ask = data[3].(float64)
tick.AskSize = data[4].(float64)
tick.DailyChange = data[5].(float64)
tick.DailyChangePerc = data[6].(float64)
tick.Last = data[7].(float64)
tick.Volume = data[8].(float64)
tick.High = data[9].(float64)
tick.Low = data[10].(float64)
}
tickers = append(tickers, tick)
}
return tickers, nil
}
// GetStats returns various statistics about the requested pair
func (b *Bitfinex) GetStats(symbol string) ([]Stat, error) {
var response []Stat
path := fmt.Sprint(b.API.Endpoints.URL + bitfinexAPIVersion + bitfinexStats + symbol)
return response, b.SendHTTPRequest(path, &response, b.Verbose)
}
// GetFundingBook the entire margin funding book for both bids and asks sides
// per currency string
// symbol - example "USD"
func (b *Bitfinex) GetFundingBook(symbol string) (FundingBook, error) {
response := FundingBook{}
path := fmt.Sprint(b.API.Endpoints.URL + bitfinexAPIVersion + bitfinexLendbook + symbol)
if err := b.SendHTTPRequest(path, &response, b.Verbose); err != nil {
return response, err
}
if response.Message != "" {
return response, errors.New(response.Message)
}
return response, nil
}
// GetOrderbook retieves the orderbook bid and ask price points for a currency
// pair - By default the response will return 25 bid and 25 ask price points.
// CurrencyPair - Example "BTCUSD"
// Values can contain limit amounts for both the asks and bids - Example
// "limit_bids" = 1000
func (b *Bitfinex) GetOrderbook(currencyPair string, values url.Values) (Orderbook, error) {
response := Orderbook{}
path := common.EncodeURLValues(
b.API.Endpoints.URL+bitfinexAPIVersion+bitfinexOrderbook+currencyPair,
values,
)
return response, b.SendHTTPRequest(path, &response, b.Verbose)
}
// GetOrderbookV2 retieves the orderbook bid and ask price points for a currency
// pair - By default the response will return 25 bid and 25 ask price points.
// symbol - Example "tBTCUSD"
// precision - P0,P1,P2,P3,R0
// Values can contain limit amounts for both the asks and bids - Example
// "len" = 1000
func (b *Bitfinex) GetOrderbookV2(symbol, precision string, values url.Values) (OrderbookV2, error) {
var response [][]interface{}
var book OrderbookV2
path := common.EncodeURLValues(fmt.Sprintf("%s/v%s/%s/%s/%s", b.API.Endpoints.URL,
bitfinexAPIVersion2, bitfinexOrderbookV2, symbol, precision), values)
err := b.SendHTTPRequest(path, &response, b.Verbose)
if err != nil {
return book, err
}
for x := range response {
data := response[x]
bookItem := BookV2{}
if len(data) > 3 {
bookItem.Rate = data[0].(float64)
bookItem.Price = data[1].(float64)
bookItem.Count = int64(data[2].(float64))
bookItem.Amount = data[3].(float64)
} else {
bookItem.Price = data[0].(float64)
bookItem.Count = int64(data[1].(float64))
bookItem.Amount = data[2].(float64)
}
if symbol[0] == 't' {
if bookItem.Amount > 0 {
book.Bids = append(book.Bids, bookItem)
} else {
book.Asks = append(book.Asks, bookItem)
}
} else {
if bookItem.Amount > 0 {
book.Asks = append(book.Asks, bookItem)
} else {
book.Bids = append(book.Bids, bookItem)
}
}
}
return book, nil
}
// GetTrades returns a list of the most recent trades for the given curencyPair
// By default the response will return 100 trades
// CurrencyPair - Example "BTCUSD"
// Values can contain limit amounts for the number of trades returned - Example
// "limit_trades" = 1000
func (b *Bitfinex) GetTrades(currencyPair string, values url.Values) ([]TradeStructure, error) {
var response []TradeStructure
path := common.EncodeURLValues(
b.API.Endpoints.URL+bitfinexAPIVersion+bitfinexTrades+currencyPair,
values,
)
return response, b.SendHTTPRequest(path, &response, b.Verbose)
}
// GetTradesV2 uses the V2 API to get historic trades that occurred on the
// exchange
//
// currencyPair e.g. "tBTCUSD" v2 prefixes currency pairs with t. (?)
// timestampStart is an int64 unix epoch time
// timestampEnd is an int64 unix epoch time, make sure this is always there or
// you will get the most recent trades.
// reOrderResp reorders the returned data.
func (b *Bitfinex) GetTradesV2(currencyPair string, timestampStart, timestampEnd int64, reOrderResp bool) ([]TradeStructureV2, error) {
var resp [][]interface{}
var actualHistory []TradeStructureV2
path := fmt.Sprintf(bitfinexTradesV2,
currencyPair,
strconv.FormatInt(timestampStart, 10),
strconv.FormatInt(timestampEnd, 10))
err := b.SendHTTPRequest(path, &resp, b.Verbose)
if err != nil {
return actualHistory, err
}
var tempHistory TradeStructureV2
for i := range resp {
tempHistory.TID = int64(resp[i][0].(float64))
tempHistory.Timestamp = int64(resp[i][1].(float64))
tempHistory.Amount = resp[i][2].(float64)
tempHistory.Price = resp[i][3].(float64)
tempHistory.Exchange = b.Name
tempHistory.Type = order.Buy.String()
if tempHistory.Amount < 0 {
tempHistory.Type = order.Sell.String()
tempHistory.Amount *= -1
}
actualHistory = append(actualHistory, tempHistory)
}
// re-order index
if reOrderResp {
orderedHistory := make([]TradeStructureV2, len(actualHistory))
for i, quickRange := range actualHistory {
orderedHistory[len(actualHistory)-i-1] = quickRange
}
return orderedHistory, nil
}
return actualHistory, nil
}
// GetLendbook returns a list of the most recent funding data for the given
// currency: total amount provided and Flash Return Rate (in % by 365 days) over
// time
// Symbol - example "USD"
func (b *Bitfinex) GetLendbook(symbol string, values url.Values) (Lendbook, error) {
response := Lendbook{}
if len(symbol) == 6 {
symbol = symbol[:3]
}
path := common.EncodeURLValues(b.API.Endpoints.URL+bitfinexAPIVersion+bitfinexLendbook+symbol,
values)
return response, b.SendHTTPRequest(path, &response, b.Verbose)
}
// GetLends returns a list of the most recent funding data for the given
// currency: total amount provided and Flash Return Rate (in % by 365 days)
// over time
// Symbol - example "USD"
func (b *Bitfinex) GetLends(symbol string, values url.Values) ([]Lends, error) {
var response []Lends
path := common.EncodeURLValues(b.API.Endpoints.URL+bitfinexAPIVersion+bitfinexLends+symbol,
values)
return response, b.SendHTTPRequest(path, &response, b.Verbose)
}
// GetSymbols returns the available currency pairs on the exchange
func (b *Bitfinex) GetSymbols() ([]string, error) {
var products []string
path := fmt.Sprint(b.API.Endpoints.URL + bitfinexAPIVersion + bitfinexSymbols)
return products, b.SendHTTPRequest(path, &products, b.Verbose)
}
// GetSymbolsDetails a list of valid symbol IDs and the pair details
func (b *Bitfinex) GetSymbolsDetails() ([]SymbolDetails, error) {
var response []SymbolDetails
path := fmt.Sprint(b.API.Endpoints.URL + bitfinexAPIVersion + bitfinexSymbolsDetails)
return response, b.SendHTTPRequest(path, &response, b.Verbose)
}
// GetAccountInformation returns information about your account incl. trading
// fees
func (b *Bitfinex) GetAccountInformation() ([]AccountInfo, error) {
var responses []AccountInfo
return responses, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexAccountInfo, nil, &responses)
}
// GetAccountFees - Gets all fee rates for all currencies
func (b *Bitfinex) GetAccountFees() (AccountFees, error) {
response := AccountFees{}
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexAccountFees, nil, &response)
}
// GetAccountSummary returns a 30-day summary of your trading volume and return
// on margin funding
func (b *Bitfinex) GetAccountSummary() (AccountSummary, error) {
response := AccountSummary{}
return response,
b.SendAuthenticatedHTTPRequest(
http.MethodPost, bitfinexAccountSummary, nil, &response,
)
}
// NewDeposit returns a new deposit address
// Method - Example methods accepted: “bitcoin”, “litecoin”, “ethereum”,
// “tethers", "ethereumc", "zcash", "monero", "iota", "bcash"
// WalletName - accepted: “trading”, “exchange”, “deposit”
// renew - Default is 0. If set to 1, will return a new unused deposit address
func (b *Bitfinex) NewDeposit(method, walletName string, renew int) (DepositResponse, error) {
response := DepositResponse{}
req := make(map[string]interface{})
req["method"] = method
req["wallet_name"] = walletName
req["renew"] = renew
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexDeposit,
req,
&response)
}
// GetKeyPermissions checks the permissions of the key being used to generate
// this request.
func (b *Bitfinex) GetKeyPermissions() (KeyPermissions, error) {
response := KeyPermissions{}
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexKeyPermissions, nil, &response)
}
// GetMarginInfo shows your trading wallet information for margin trading
func (b *Bitfinex) GetMarginInfo() ([]MarginInfo, error) {
var response []MarginInfo
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexMarginInfo, nil, &response)
}
// GetAccountBalance returns full wallet balance information
func (b *Bitfinex) GetAccountBalance() ([]Balance, error) {
var response []Balance
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexBalances, nil, &response)
}
// WalletTransfer move available balances between your wallets
// Amount - Amount to move
// Currency - example "BTC"
// WalletFrom - example "exchange"
// WalletTo - example "deposit"
func (b *Bitfinex) WalletTransfer(amount float64, currency, walletFrom, walletTo string) ([]WalletTransfer, error) {
var response []WalletTransfer
req := make(map[string]interface{})
req["amount"] = amount
req["currency"] = currency
req["walletfrom"] = walletFrom
req["walletTo"] = walletTo
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexTransfer,
req,
&response)
}
// WithdrawCryptocurrency requests a withdrawal from one of your wallets.
// For FIAT, use WithdrawFIAT
func (b *Bitfinex) WithdrawCryptocurrency(withdrawType, wallet, address, paymentID string, amount float64, c currency.Code) ([]Withdrawal, error) {
var response []Withdrawal
req := make(map[string]interface{})
req["withdraw_type"] = withdrawType
req["walletselected"] = wallet
req["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
req["address"] = address
if c == currency.XMR {
req["paymend_id"] = paymentID
}
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexWithdrawal,
req,
&response)
}
// WithdrawFIAT Sends an authenticated request to withdraw FIAT currency
func (b *Bitfinex) WithdrawFIAT(withdrawalType, walletType string, withdrawRequest *exchange.FiatWithdrawRequest) ([]Withdrawal, error) {
var response []Withdrawal
req := make(map[string]interface{})
req["withdraw_type"] = withdrawalType
req["walletselected"] = walletType
req["amount"] = strconv.FormatFloat(withdrawRequest.Amount, 'f', -1, 64)
req["account_name"] = withdrawRequest.BankAccountName
req["account_number"] = withdrawRequest.BankAccountNumber
req["bank_name"] = withdrawRequest.BankName
req["bank_address"] = withdrawRequest.BankAddress
req["bank_city"] = withdrawRequest.BankCity
req["bank_country"] = withdrawRequest.BankCountry
req["expressWire"] = withdrawRequest.IsExpressWire
req["swift"] = withdrawRequest.SwiftCode
req["detail_payment"] = withdrawRequest.Description
req["currency"] = withdrawRequest.WireCurrency
req["account_address"] = withdrawRequest.BankAddress
if withdrawRequest.RequiresIntermediaryBank {
req["intermediary_bank_name"] = withdrawRequest.IntermediaryBankName
req["intermediary_bank_address"] = withdrawRequest.IntermediaryBankAddress
req["intermediary_bank_city"] = withdrawRequest.IntermediaryBankCity
req["intermediary_bank_country"] = withdrawRequest.IntermediaryBankCountry
req["intermediary_bank_account"] = strconv.FormatFloat(withdrawRequest.IntermediaryBankAccountNumber, 'f', -1, 64)
req["intermediary_bank_swift"] = withdrawRequest.IntermediarySwiftCode
}
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost, bitfinexWithdrawal, req, &response)
}
// NewOrder submits a new order and returns a order information
// Major Upgrade needed on this function to include all query params
func (b *Bitfinex) NewOrder(currencyPair string, amount, price float64, buy bool, orderType string, hidden bool) (Order, error) {
response := Order{}
req := make(map[string]interface{})
req["symbol"] = currencyPair
req["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
req["price"] = strconv.FormatFloat(price, 'f', -1, 64)
req["exchange"] = "bitfinex"
req["type"] = orderType
req["is_hidden"] = hidden
if buy {
req["side"] = order.Buy.Lower()
} else {
req["side"] = order.Sell.Lower()
}
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderNew,
req,
&response)
}
// NewOrderMulti allows several new orders at once
func (b *Bitfinex) NewOrderMulti(orders []PlaceOrder) (OrderMultiResponse, error) {
response := OrderMultiResponse{}
req := make(map[string]interface{})
req["orders"] = orders
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderNewMulti,
req,
&response)
}
// CancelExistingOrder cancels a single order by OrderID
func (b *Bitfinex) CancelExistingOrder(orderID int64) (Order, error) {
response := Order{}
req := make(map[string]interface{})
req["order_id"] = orderID
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderCancel,
req,
&response)
}
// CancelMultipleOrders cancels multiple orders
func (b *Bitfinex) CancelMultipleOrders(orderIDs []int64) (string, error) {
response := GenericResponse{}
req := make(map[string]interface{})
req["order_ids"] = orderIDs
return response.Result,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderCancelMulti,
req,
nil)
}
// CancelAllExistingOrders cancels all active and open orders
func (b *Bitfinex) CancelAllExistingOrders() (string, error) {
response := GenericResponse{}
return response.Result,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderCancelAll,
nil,
nil)
}
// ReplaceOrder replaces an older order with a new order
func (b *Bitfinex) ReplaceOrder(orderID int64, symbol string, amount, price float64, buy bool, orderType string, hidden bool) (Order, error) {
response := Order{}
req := make(map[string]interface{})
req["order_id"] = orderID
req["symbol"] = symbol
req["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
req["price"] = strconv.FormatFloat(price, 'f', -1, 64)
req["exchange"] = "bitfinex"
req["type"] = orderType
req["is_hidden"] = hidden
if buy {
req["side"] = order.Buy.Lower()
} else {
req["side"] = order.Sell.Lower()
}
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderCancelReplace,
req,
&response)
}
// GetOrderStatus returns order status information
func (b *Bitfinex) GetOrderStatus(orderID int64) (Order, error) {
orderStatus := Order{}
req := make(map[string]interface{})
req["order_id"] = orderID
return orderStatus,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderStatus,
req,
&orderStatus)
}
// GetInactiveOrders returns order status information
func (b *Bitfinex) GetInactiveOrders() ([]Order, error) {
var response []Order
req := make(map[string]interface{})
req["limit"] = "100"
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexInactiveOrders,
req,
&response)
}
// GetOpenOrders returns all active orders and statuses
func (b *Bitfinex) GetOpenOrders() ([]Order, error) {
var response []Order
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrders,
nil,
&response)
}
// GetActivePositions returns an array of active positions
func (b *Bitfinex) GetActivePositions() ([]Position, error) {
var response []Position
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexPositions,
nil,
&response)
}
// ClaimPosition allows positions to be claimed
func (b *Bitfinex) ClaimPosition(positionID int) (Position, error) {
response := Position{}
req := make(map[string]interface{})
req["position_id"] = positionID
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexClaimPosition,
nil,
nil)
}
// GetBalanceHistory returns balance history for the account
func (b *Bitfinex) GetBalanceHistory(symbol string, timeSince, timeUntil time.Time, limit int, wallet string) ([]BalanceHistory, error) {
var response []BalanceHistory
req := make(map[string]interface{})
req["currency"] = symbol
if !timeSince.IsZero() {
req["since"] = timeSince
}
if !timeUntil.IsZero() {
req["until"] = timeUntil
}
if limit > 0 {
req["limit"] = limit
}
if len(wallet) > 0 {
req["wallet"] = wallet
}
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexHistory,
req,
&response)
}
// GetMovementHistory returns an array of past deposits and withdrawals
func (b *Bitfinex) GetMovementHistory(symbol, method string, timeSince, timeUntil time.Time, limit int) ([]MovementHistory, error) {
var response []MovementHistory
req := make(map[string]interface{})
req["currency"] = symbol
if len(method) > 0 {
req["method"] = method
}
if !timeSince.IsZero() {
req["since"] = timeSince
}
if !timeUntil.IsZero() {
req["until"] = timeUntil
}
if limit > 0 {
req["limit"] = limit
}
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexHistoryMovements,
req,
&response)
}
// GetTradeHistory returns past executed trades
func (b *Bitfinex) GetTradeHistory(currencyPair string, timestamp, until time.Time, limit, reverse int) ([]TradeHistory, error) {
var response []TradeHistory
req := make(map[string]interface{})
req["currency"] = currencyPair
req["timestamp"] = timestamp
if !until.IsZero() {
req["until"] = until
}
if limit > 0 {
req["limit"] = limit
}
if reverse > 0 {
req["reverse"] = reverse
}
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexTradeHistory,
req,
&response)
}
// NewOffer submits a new offer
func (b *Bitfinex) NewOffer(symbol string, amount, rate float64, period int64, direction string) (Offer, error) {
response := Offer{}
req := make(map[string]interface{})
req["currency"] = symbol
req["amount"] = amount
req["rate"] = rate
req["period"] = period
req["direction"] = direction
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOfferNew,
req,
&response)
}
// CancelOffer cancels offer by offerID
func (b *Bitfinex) CancelOffer(offerID int64) (Offer, error) {
response := Offer{}
req := make(map[string]interface{})
req["offer_id"] = offerID
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOfferCancel,
req,
&response)
}
// GetOfferStatus checks offer status whether it has been cancelled, execute or
// is still active
func (b *Bitfinex) GetOfferStatus(offerID int64) (Offer, error) {
response := Offer{}
req := make(map[string]interface{})
req["offer_id"] = offerID
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderStatus,
req,
&response)
}
// GetActiveCredits returns all available credits
func (b *Bitfinex) GetActiveCredits() ([]Offer, error) {
var response []Offer
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexActiveCredits,
nil,
&response)
}
// GetActiveOffers returns all current active offers
func (b *Bitfinex) GetActiveOffers() ([]Offer, error) {
var response []Offer
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOffers,
nil,
&response)
}
// GetActiveMarginFunding returns an array of active margin funds
func (b *Bitfinex) GetActiveMarginFunding() ([]MarginFunds, error) {
var response []MarginFunds
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexMarginActiveFunds,
nil,
&response)
}
// GetUnusedMarginFunds returns an array of funding borrowed but not currently
// used
func (b *Bitfinex) GetUnusedMarginFunds() ([]MarginFunds, error) {
var response []MarginFunds
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexMarginUnusedFunds,
nil,
&response)
}
// GetMarginTotalTakenFunds returns an array of active funding used in a
// position
func (b *Bitfinex) GetMarginTotalTakenFunds() ([]MarginTotalTakenFunds, error) {
var response []MarginTotalTakenFunds
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexMarginTotalFunds,
nil,
&response)
}
// CloseMarginFunding closes an unused or used taken fund
func (b *Bitfinex) CloseMarginFunding(swapID int64) (Offer, error) {
response := Offer{}
req := make(map[string]interface{})
req["swap_id"] = swapID
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexMarginClose,
req,
&response)
}
// SendHTTPRequest sends an unauthenticated request
func (b *Bitfinex) SendHTTPRequest(path string, result interface{}, verbose bool) error {
return b.SendPayload(http.MethodGet,
path,
nil,
nil,
result,
false,
false,
verbose,
b.HTTPDebugging,
b.HTTPRecording)
}
// SendAuthenticatedHTTPRequest sends an autheticated http request and json
// unmarshals result to a supplied variable
func (b *Bitfinex) SendAuthenticatedHTTPRequest(method, path string, params map[string]interface{}, result interface{}) error {
if !b.AllowAuthenticatedRequest() {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet,
b.Name)
}
n := b.Requester.GetNonce(true)
req := make(map[string]interface{})
req["request"] = fmt.Sprintf("%s%s", bitfinexAPIVersion, path)
req["nonce"] = n.String()
for key, value := range params {
req[key] = value
}
PayloadJSON, err := json.Marshal(req)
if err != nil {
return errors.New("sendAuthenticatedAPIRequest: unable to JSON request")
}
if b.Verbose {
log.Debugf(log.ExchangeSys, "Request JSON: %s\n", PayloadJSON)
}
PayloadBase64 := crypto.Base64Encode(PayloadJSON)
hmac := crypto.GetHMAC(crypto.HashSHA512_384, []byte(PayloadBase64),
[]byte(b.API.Credentials.Secret))
headers := make(map[string]string)
headers["X-BFX-APIKEY"] = b.API.Credentials.Key
headers["X-BFX-PAYLOAD"] = PayloadBase64
headers["X-BFX-SIGNATURE"] = crypto.HexEncodeToString(hmac)
return b.SendPayload(method,
b.API.Endpoints.URL+bitfinexAPIVersion+path,
headers,
nil,
result,
true,
true,
b.Verbose,
b.HTTPDebugging,
b.HTTPRecording)
}
// GetFee returns an estimate of fee based on type of transaction
func (b *Bitfinex) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
accountInfos, err := b.GetAccountInformation()
if err != nil {
return 0, err
}
fee, err = b.CalculateTradingFee(accountInfos,
feeBuilder.PurchasePrice,
feeBuilder.Amount,
feeBuilder.Pair.Base,
feeBuilder.IsMaker)
if err != nil {
return 0, err
}
case exchange.CyptocurrencyDepositFee:
//TODO: fee is charged when < $1000USD is transferred, need to infer value in some way
fee = 0
case exchange.CryptocurrencyWithdrawalFee:
accountFees, err := b.GetAccountFees()
if err != nil {
return 0, err
}
fee, err = b.GetCryptocurrencyWithdrawalFee(feeBuilder.Pair.Base,
accountFees)
if err != nil {
return 0, err
}
case exchange.InternationalBankDepositFee:
fee = getInternationalBankDepositFee(feeBuilder.Amount)
case exchange.InternationalBankWithdrawalFee:
fee = getInternationalBankWithdrawalFee(feeBuilder.Amount)
case exchange.OfflineTradeFee:
fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
// getOfflineTradeFee calculates the worst case-scenario trading fee
// does not require an API request, requires manual updating
func getOfflineTradeFee(price, amount float64) float64 {
return 0.001 * price * amount
}
// GetCryptocurrencyWithdrawalFee returns an estimate of fee based on type of transaction
func (b *Bitfinex) GetCryptocurrencyWithdrawalFee(c currency.Code, accountFees AccountFees) (fee float64, err error) {
switch result := accountFees.Withdraw[c.String()].(type) {
case string:
fee, err = strconv.ParseFloat(result, 64)
if err != nil {
return 0, err
}
case float64:
fee = result
}
return fee, nil
}
func getInternationalBankDepositFee(amount float64) float64 {
return 0.001 * amount
}
func getInternationalBankWithdrawalFee(amount float64) float64 {
return 0.001 * amount
}
// CalculateTradingFee returns an estimate of fee based on type of whether is maker or taker fee
func (b *Bitfinex) CalculateTradingFee(accountInfos []AccountInfo, purchasePrice, amount float64, c currency.Code, isMaker bool) (fee float64, err error) {
for _, i := range accountInfos {
for _, j := range i.Fees {
if c.String() == j.Pairs {
if isMaker {
fee = j.MakerFees
} else {
fee = j.TakerFees
}
break
}
}
if fee > 0 {
break
}
}
return (fee / 100) * purchasePrice * amount, err
}
// ConvertSymbolToWithdrawalType You need to have specific withdrawal types to withdraw from Bitfinex
func (b *Bitfinex) ConvertSymbolToWithdrawalType(c currency.Code) string {
switch c {
case currency.BTC:
return "bitcoin"
case currency.LTC:
return "litecoin"
case currency.ETH:
return "ethereum"
case currency.ETC:
return "ethereumc"
case currency.USDT:
return "tetheruso"
case currency.ZEC:
return "zcash"
case currency.XMR:
return "monero"
case currency.DSH:
return "dash"
case currency.XRP:
return "ripple"
case currency.SAN:
return "santiment"
case currency.OMG:
return "omisego"
case currency.BCH:
return "bcash"
case currency.ETP:
return "metaverse"
case currency.AVT:
return "aventus"
case currency.EDO:
return "eidoo"
case currency.BTG:
return "bgold"
case currency.DATA:
return "datacoin"
case currency.GNT:
return "golem"
case currency.SNT:
return "status"
default:
return c.Lower().String()
}
}
// ConvertSymbolToDepositMethod returns a converted currency deposit method
func (b *Bitfinex) ConvertSymbolToDepositMethod(c currency.Code) (method string, err error) {
switch c {
case currency.BTC:
method = "bitcoin"
case currency.LTC:
method = "litecoin"
case currency.ETH:
method = "ethereum"
case currency.ETC:
method = "ethereumc"
case currency.USDT:
method = "tetheruso"
case currency.ZEC:
method = "zcash"
case currency.XMR:
method = "monero"
case currency.BCH:
method = "bcash"
case currency.MIOTA:
method = "iota"
default:
err = fmt.Errorf("currency %s not supported in method list",
c)
}
return
}