mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-21 07:26:48 +00:00
* 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
723 lines
22 KiB
Go
723 lines
22 KiB
Go
package bitfinex
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import (
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"errors"
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"fmt"
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"net/url"
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"strconv"
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"strings"
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"sync"
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"time"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/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/protocol"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
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log "github.com/thrasher-corp/gocryptotrader/logger"
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)
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// GetDefaultConfig returns a default exchange config
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func (b *Bitfinex) GetDefaultConfig() (*config.ExchangeConfig, error) {
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b.SetDefaults()
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exchCfg := new(config.ExchangeConfig)
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exchCfg.Name = b.Name
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exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
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exchCfg.BaseCurrencies = b.BaseCurrencies
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err := b.SetupDefaults(exchCfg)
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if err != nil {
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return nil, err
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}
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if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err = b.UpdateTradablePairs(true)
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if err != nil {
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return nil, err
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}
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}
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return exchCfg, nil
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}
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// SetDefaults sets the basic defaults for bitfinex
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func (b *Bitfinex) SetDefaults() {
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b.Name = "Bitfinex"
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b.Enabled = true
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b.Verbose = true
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b.WebsocketSubdChannels = make(map[int]WebsocketChanInfo)
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b.API.CredentialsValidator.RequiresKey = true
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b.API.CredentialsValidator.RequiresSecret = true
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b.CurrencyPairs = currency.PairsManager{
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AssetTypes: asset.Items{
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asset.Spot,
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},
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UseGlobalFormat: true,
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RequestFormat: ¤cy.PairFormat{
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Uppercase: true,
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},
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ConfigFormat: ¤cy.PairFormat{
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Uppercase: true,
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},
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}
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b.Features = exchange.Features{
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Supports: exchange.FeaturesSupported{
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REST: true,
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Websocket: true,
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RESTCapabilities: protocol.Features{
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TickerBatching: true,
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TickerFetching: true,
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OrderbookFetching: true,
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AutoPairUpdates: true,
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AccountInfo: true,
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CryptoDeposit: true,
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CryptoWithdrawal: true,
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FiatWithdraw: true,
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GetOrder: true,
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GetOrders: true,
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CancelOrders: true,
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CancelOrder: true,
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SubmitOrder: true,
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SubmitOrders: true,
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DepositHistory: true,
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WithdrawalHistory: true,
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TradeFetching: true,
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UserTradeHistory: true,
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TradeFee: true,
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FiatDepositFee: true,
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FiatWithdrawalFee: true,
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CryptoDepositFee: true,
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CryptoWithdrawalFee: true,
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},
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WebsocketCapabilities: protocol.Features{
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AccountBalance: true,
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CancelOrders: true,
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CancelOrder: true,
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SubmitOrder: true,
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ModifyOrder: true,
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TickerFetching: true,
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KlineFetching: true,
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TradeFetching: true,
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OrderbookFetching: true,
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AccountInfo: true,
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Subscribe: true,
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Unsubscribe: true,
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AuthenticatedEndpoints: true,
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MessageCorrelation: true,
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DeadMansSwitch: true,
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},
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WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
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exchange.AutoWithdrawFiatWithAPIPermission,
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},
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Enabled: exchange.FeaturesEnabled{
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AutoPairUpdates: true,
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},
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}
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b.Requester = request.New(b.Name,
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request.NewRateLimit(time.Second*60, bitfinexAuthRate),
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request.NewRateLimit(time.Second*60, bitfinexUnauthRate),
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
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b.API.Endpoints.URLDefault = bitfinexAPIURLBase
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b.API.Endpoints.URL = b.API.Endpoints.URLDefault
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b.API.Endpoints.WebsocketURL = publicBitfinexWebsocketEndpoint
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b.Websocket = wshandler.New()
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b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
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}
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// Setup takes in the supplied exchange configuration details and sets params
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func (b *Bitfinex) Setup(exch *config.ExchangeConfig) error {
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if !exch.Enabled {
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b.SetEnabled(false)
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return nil
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}
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err := b.SetupDefaults(exch)
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if err != nil {
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return err
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}
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err = b.Websocket.Setup(
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&wshandler.WebsocketSetup{
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Enabled: exch.Features.Enabled.Websocket,
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Verbose: exch.Verbose,
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AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
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WebsocketTimeout: exch.WebsocketTrafficTimeout,
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DefaultURL: publicBitfinexWebsocketEndpoint,
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ExchangeName: exch.Name,
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RunningURL: exch.API.Endpoints.WebsocketURL,
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Connector: b.WsConnect,
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Subscriber: b.Subscribe,
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UnSubscriber: b.Unsubscribe,
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Features: &b.Features.Supports.WebsocketCapabilities,
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})
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if err != nil {
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return err
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}
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b.WebsocketConn = &wshandler.WebsocketConnection{
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ExchangeName: b.Name,
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URL: b.Websocket.GetWebsocketURL(),
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ProxyURL: b.Websocket.GetProxyAddress(),
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Verbose: b.Verbose,
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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}
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b.AuthenticatedWebsocketConn = &wshandler.WebsocketConnection{
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ExchangeName: b.Name,
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URL: authenticatedBitfinexWebsocketEndpoint,
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ProxyURL: b.Websocket.GetProxyAddress(),
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Verbose: b.Verbose,
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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}
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b.Websocket.Orderbook.Setup(
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exch.WebsocketOrderbookBufferLimit,
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true,
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false,
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false,
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false,
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exch.Name)
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return nil
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}
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// Start starts the Bitfinex go routine
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func (b *Bitfinex) Start(wg *sync.WaitGroup) {
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wg.Add(1)
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go func() {
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b.Run()
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wg.Done()
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}()
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}
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// Run implements the Bitfinex wrapper
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func (b *Bitfinex) Run() {
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if b.Verbose {
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log.Debugf(log.ExchangeSys,
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"%s Websocket: %s.",
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b.Name,
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common.IsEnabled(b.Websocket.IsEnabled()))
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b.PrintEnabledPairs()
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}
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if !b.GetEnabledFeatures().AutoPairUpdates {
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return
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}
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err := b.UpdateTradablePairs(false)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update tradable pairs. Err: %s", b.Name, err)
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}
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}
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// FetchTradablePairs returns a list of the exchanges tradable pairs
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func (b *Bitfinex) FetchTradablePairs(asset asset.Item) ([]string, error) {
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return b.GetSymbols()
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}
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// UpdateTradablePairs updates the exchanges available pairs and stores
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// them in the exchanges config
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func (b *Bitfinex) UpdateTradablePairs(forceUpdate bool) error {
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pairs, err := b.FetchTradablePairs(asset.Spot)
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if err != nil {
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return err
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}
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return b.UpdatePairs(currency.NewPairsFromStrings(pairs), asset.Spot, false, forceUpdate)
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (b *Bitfinex) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
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var tickerPrice ticker.Price
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enabledPairs := b.GetEnabledPairs(assetType)
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var pairs []string
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for x := range enabledPairs {
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b.appendOptionalDelimiter(&enabledPairs[x])
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pairs = append(pairs, "t"+enabledPairs[x].String())
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}
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tickerNew, err := b.GetTickersV2(strings.Join(pairs, ","))
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if err != nil {
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return tickerPrice, err
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}
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for i := range tickerNew {
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newP := tickerNew[i].Symbol[1:] // Remove the "t" prefix
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tick := ticker.Price{
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Last: tickerNew[i].Last,
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High: tickerNew[i].High,
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Low: tickerNew[i].Low,
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Bid: tickerNew[i].Bid,
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Ask: tickerNew[i].Ask,
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Volume: tickerNew[i].Volume,
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Pair: currency.NewPairFromString(newP),
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LastUpdated: tickerNew[i].Timestamp,
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}
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err = ticker.ProcessTicker(b.Name, &tick, assetType)
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if err != nil {
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log.Error(log.Ticker, err)
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}
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}
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return ticker.GetTicker(b.Name, p, assetType)
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}
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// FetchTicker returns the ticker for a currency pair
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func (b *Bitfinex) FetchTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
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b.appendOptionalDelimiter(&p)
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tick, err := ticker.GetTicker(b.Name, p, asset.Spot)
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if err != nil {
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return b.UpdateTicker(p, assetType)
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}
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return tick, nil
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}
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// FetchOrderbook returns the orderbook for a currency pair
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func (b *Bitfinex) FetchOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
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b.appendOptionalDelimiter(&p)
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ob, err := orderbook.Get(b.Name, p, assetType)
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if err != nil {
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return b.UpdateOrderbook(p, assetType)
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}
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return ob, nil
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}
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// UpdateOrderbook updates and returns the orderbook for a currency pair
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func (b *Bitfinex) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
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b.appendOptionalDelimiter(&p)
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var orderBook orderbook.Base
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urlVals := url.Values{}
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urlVals.Set("limit_bids", "100")
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urlVals.Set("limit_asks", "100")
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orderbookNew, err := b.GetOrderbook(p.String(), urlVals)
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if err != nil {
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return orderBook, err
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}
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for x := range orderbookNew.Asks {
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orderBook.Asks = append(orderBook.Asks,
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orderbook.Item{Price: orderbookNew.Asks[x].Price,
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Amount: orderbookNew.Asks[x].Amount})
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}
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for x := range orderbookNew.Bids {
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orderBook.Bids = append(orderBook.Bids,
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orderbook.Item{Price: orderbookNew.Bids[x].Price,
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Amount: orderbookNew.Bids[x].Amount})
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}
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orderBook.Pair = p
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orderBook.ExchangeName = b.Name
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orderBook.AssetType = assetType
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err = orderBook.Process()
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if err != nil {
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return orderBook, err
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}
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return orderbook.Get(b.Name, p, assetType)
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}
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// GetAccountInfo retrieves balances for all enabled currencies on the
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// Bitfinex exchange
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func (b *Bitfinex) GetAccountInfo() (exchange.AccountInfo, error) {
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var response exchange.AccountInfo
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response.Exchange = b.Name
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accountBalance, err := b.GetAccountBalance()
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if err != nil {
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return response, err
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}
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var Accounts = []exchange.Account{
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{ID: "deposit"},
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{ID: "exchange"},
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{ID: "trading"},
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}
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for x := range accountBalance {
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for i := range Accounts {
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if Accounts[i].ID == accountBalance[x].Type {
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Accounts[i].Currencies = append(Accounts[i].Currencies,
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exchange.AccountCurrencyInfo{
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CurrencyName: currency.NewCode(accountBalance[x].Currency),
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TotalValue: accountBalance[x].Amount,
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Hold: accountBalance[x].Amount - accountBalance[x].Available,
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})
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}
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}
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}
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response.Accounts = Accounts
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return response, nil
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}
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// GetFundingHistory returns funding history, deposits and
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// withdrawals
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func (b *Bitfinex) GetFundingHistory() ([]exchange.FundHistory, error) {
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return nil, common.ErrFunctionNotSupported
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}
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// GetExchangeHistory returns historic trade data since exchange opening.
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func (b *Bitfinex) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
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return nil, common.ErrNotYetImplemented
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}
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// SubmitOrder submits a new order
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func (b *Bitfinex) SubmitOrder(o *order.Submit) (order.SubmitResponse, error) {
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var submitOrderResponse order.SubmitResponse
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err := o.Validate()
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if err != nil {
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return submitOrderResponse, err
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}
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if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
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submitOrderResponse.OrderID, err = b.WsNewOrder(&WsNewOrderRequest{
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CustomID: b.AuthenticatedWebsocketConn.GenerateMessageID(false),
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Type: o.OrderType.String(),
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Symbol: b.FormatExchangeCurrency(o.Pair, asset.Spot).String(),
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Amount: o.Amount,
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Price: o.Price,
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})
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if err != nil {
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return submitOrderResponse, err
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}
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} else {
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var response Order
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isBuying := o.OrderSide == order.Buy
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b.appendOptionalDelimiter(&o.Pair)
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response, err = b.NewOrder(o.Pair.String(),
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o.Amount,
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o.Price,
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isBuying,
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o.OrderType.String(),
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false)
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if err != nil {
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return submitOrderResponse, err
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}
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if response.OrderID > 0 {
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submitOrderResponse.OrderID = strconv.FormatInt(response.OrderID, 10)
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}
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if response.RemainingAmount == 0 {
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submitOrderResponse.FullyMatched = true
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}
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submitOrderResponse.IsOrderPlaced = true
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}
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return submitOrderResponse, err
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}
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// ModifyOrder will allow of changing orderbook placement and limit to
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// market conversion
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func (b *Bitfinex) ModifyOrder(action *order.Modify) (string, error) {
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orderIDInt, err := strconv.ParseInt(action.OrderID, 10, 64)
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if err != nil {
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return action.OrderID, err
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}
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if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
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if action.Side == order.Sell && action.Amount > 0 {
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action.Amount = -1 * action.Amount
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}
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err = b.WsModifyOrder(&WsUpdateOrderRequest{
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OrderID: orderIDInt,
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Price: action.Price,
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Amount: action.Amount,
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})
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return action.OrderID, err
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}
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return "", common.ErrNotYetImplemented
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}
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// CancelOrder cancels an order by its corresponding ID number
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func (b *Bitfinex) CancelOrder(order *order.Cancel) error {
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orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
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if err != nil {
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return err
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}
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if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
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err = b.WsCancelOrder(orderIDInt)
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} else {
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_, err = b.CancelExistingOrder(orderIDInt)
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}
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return err
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}
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|
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// CancelAllOrders cancels all orders associated with a currency pair
|
|
func (b *Bitfinex) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
|
|
var err error
|
|
if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
err = b.WsCancelAllOrders()
|
|
} else {
|
|
_, err = b.CancelAllExistingOrders()
|
|
}
|
|
return order.CancelAllResponse{}, err
|
|
}
|
|
|
|
// GetOrderInfo returns information on a current open order
|
|
func (b *Bitfinex) GetOrderInfo(orderID string) (order.Detail, error) {
|
|
var orderDetail order.Detail
|
|
return orderDetail, common.ErrNotYetImplemented
|
|
}
|
|
|
|
// GetDepositAddress returns a deposit address for a specified currency
|
|
func (b *Bitfinex) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
|
|
method, err := b.ConvertSymbolToDepositMethod(cryptocurrency)
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
|
|
var resp DepositResponse
|
|
resp, err = b.NewDeposit(method, accountID, 0)
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
|
|
return resp.Address, nil
|
|
}
|
|
|
|
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is submitted
|
|
func (b *Bitfinex) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoWithdrawRequest) (string, error) {
|
|
withdrawalType := b.ConvertSymbolToWithdrawalType(withdrawRequest.Currency)
|
|
// Bitfinex has support for three types, exchange, margin and deposit
|
|
// As this is for trading, I've made the wrapper default 'exchange'
|
|
// TODO: Discover an automated way to make the decision for wallet type to withdraw from
|
|
walletType := "exchange"
|
|
resp, err := b.WithdrawCryptocurrency(withdrawalType,
|
|
walletType,
|
|
withdrawRequest.Address,
|
|
withdrawRequest.Description,
|
|
withdrawRequest.Amount,
|
|
withdrawRequest.Currency)
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
if len(resp) == 0 {
|
|
return "", errors.New("no withdrawID returned. Check order status")
|
|
}
|
|
|
|
return strconv.FormatInt(resp[0].WithdrawalID, 10), err
|
|
}
|
|
|
|
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is submitted
|
|
// Returns comma delimited withdrawal IDs
|
|
func (b *Bitfinex) WithdrawFiatFunds(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
|
|
withdrawalType := "wire"
|
|
// Bitfinex has support for three types, exchange, margin and deposit
|
|
// As this is for trading, I've made the wrapper default 'exchange'
|
|
// TODO: Discover an automated way to make the decision for wallet type to withdraw from
|
|
walletType := "exchange"
|
|
resp, err := b.WithdrawFIAT(withdrawalType, walletType, withdrawRequest)
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
if len(resp) == 0 {
|
|
return "", errors.New("no withdrawID returned. Check order status")
|
|
}
|
|
|
|
var withdrawalSuccesses string
|
|
var withdrawalErrors string
|
|
for _, withdrawal := range resp {
|
|
if withdrawal.Status == "error" {
|
|
withdrawalErrors += fmt.Sprintf("%v ", withdrawal.Message)
|
|
}
|
|
if withdrawal.Status == "success" {
|
|
withdrawalSuccesses += fmt.Sprintf("%v,", withdrawal.WithdrawalID)
|
|
}
|
|
}
|
|
if len(withdrawalErrors) > 0 {
|
|
return withdrawalSuccesses, errors.New(withdrawalErrors)
|
|
}
|
|
|
|
return withdrawalSuccesses, nil
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is submitted
|
|
// Returns comma delimited withdrawal IDs
|
|
func (b *Bitfinex) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
|
|
return b.WithdrawFiatFunds(withdrawRequest)
|
|
}
|
|
|
|
// GetWebsocket returns a pointer to the exchange websocket
|
|
func (b *Bitfinex) GetWebsocket() (*wshandler.Websocket, error) {
|
|
return b.Websocket, nil
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on type of transaction
|
|
func (b *Bitfinex) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
if !b.AllowAuthenticatedRequest() && // Todo check connection status
|
|
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
|
|
feeBuilder.FeeType = exchange.OfflineTradeFee
|
|
}
|
|
return b.GetFee(feeBuilder)
|
|
}
|
|
|
|
// GetActiveOrders retrieves any orders that are active/open
|
|
func (b *Bitfinex) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
|
|
var orders []order.Detail
|
|
resp, err := b.GetOpenOrders()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for i := range resp {
|
|
orderSide := order.Side(strings.ToUpper(resp[i].Side))
|
|
timestamp, err := strconv.ParseInt(resp[i].Timestamp, 10, 64)
|
|
if err != nil {
|
|
log.Warnf(log.ExchangeSys,
|
|
"Unable to convert timestamp '%s', leaving blank",
|
|
resp[i].Timestamp)
|
|
}
|
|
orderDate := time.Unix(timestamp, 0)
|
|
|
|
orderDetail := order.Detail{
|
|
Amount: resp[i].OriginalAmount,
|
|
OrderDate: orderDate,
|
|
Exchange: b.Name,
|
|
ID: strconv.FormatInt(resp[i].OrderID, 10),
|
|
OrderSide: orderSide,
|
|
Price: resp[i].Price,
|
|
RemainingAmount: resp[i].RemainingAmount,
|
|
CurrencyPair: currency.NewPairFromString(resp[i].Symbol),
|
|
ExecutedAmount: resp[i].ExecutedAmount,
|
|
}
|
|
|
|
switch {
|
|
case resp[i].IsLive:
|
|
orderDetail.Status = order.Active
|
|
case resp[i].IsCancelled:
|
|
orderDetail.Status = order.Cancelled
|
|
case resp[i].IsHidden:
|
|
orderDetail.Status = order.Hidden
|
|
default:
|
|
orderDetail.Status = order.UnknownStatus
|
|
}
|
|
|
|
// API docs discrepancy. Example contains prefixed "exchange "
|
|
// Return type suggests “market” / “limit” / “stop” / “trailing-stop”
|
|
orderType := strings.Replace(resp[i].Type, "exchange ", "", 1)
|
|
if orderType == "trailing-stop" {
|
|
orderDetail.OrderType = order.TrailingStop
|
|
} else {
|
|
orderDetail.OrderType = order.Type(strings.ToUpper(orderType))
|
|
}
|
|
|
|
orders = append(orders, orderDetail)
|
|
}
|
|
|
|
order.FilterOrdersBySide(&orders, req.OrderSide)
|
|
order.FilterOrdersByType(&orders, req.OrderType)
|
|
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
|
|
order.FilterOrdersByCurrencies(&orders, req.Currencies)
|
|
return orders, nil
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information
|
|
// Can Limit response to specific order status
|
|
func (b *Bitfinex) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
|
|
var orders []order.Detail
|
|
resp, err := b.GetInactiveOrders()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for i := range resp {
|
|
orderSide := order.Side(strings.ToUpper(resp[i].Side))
|
|
timestamp, err := strconv.ParseInt(resp[i].Timestamp, 10, 64)
|
|
if err != nil {
|
|
log.Warnf(log.ExchangeSys, "Unable to convert timestamp '%v', leaving blank", resp[i].Timestamp)
|
|
}
|
|
orderDate := time.Unix(timestamp, 0)
|
|
|
|
orderDetail := order.Detail{
|
|
Amount: resp[i].OriginalAmount,
|
|
OrderDate: orderDate,
|
|
Exchange: b.Name,
|
|
ID: strconv.FormatInt(resp[i].OrderID, 10),
|
|
OrderSide: orderSide,
|
|
Price: resp[i].Price,
|
|
RemainingAmount: resp[i].RemainingAmount,
|
|
ExecutedAmount: resp[i].ExecutedAmount,
|
|
CurrencyPair: currency.NewPairFromString(resp[i].Symbol),
|
|
}
|
|
|
|
switch {
|
|
case resp[i].IsLive:
|
|
orderDetail.Status = order.Active
|
|
case resp[i].IsCancelled:
|
|
orderDetail.Status = order.Cancelled
|
|
case resp[i].IsHidden:
|
|
orderDetail.Status = order.Hidden
|
|
default:
|
|
orderDetail.Status = order.UnknownStatus
|
|
}
|
|
|
|
// API docs discrepency. Example contains prefixed "exchange "
|
|
// Return type suggests “market” / “limit” / “stop” / “trailing-stop”
|
|
orderType := strings.Replace(resp[i].Type, "exchange ", "", 1)
|
|
if orderType == "trailing-stop" {
|
|
orderDetail.OrderType = order.TrailingStop
|
|
} else {
|
|
orderDetail.OrderType = order.Type(strings.ToUpper(orderType))
|
|
}
|
|
|
|
orders = append(orders, orderDetail)
|
|
}
|
|
|
|
order.FilterOrdersBySide(&orders, req.OrderSide)
|
|
order.FilterOrdersByType(&orders, req.OrderType)
|
|
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
|
|
for i := range req.Currencies {
|
|
b.appendOptionalDelimiter(&req.Currencies[i])
|
|
}
|
|
order.FilterOrdersByCurrencies(&orders, req.Currencies)
|
|
return orders, nil
|
|
}
|
|
|
|
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
|
|
// which lets websocket.manageSubscriptions handle subscribing
|
|
func (b *Bitfinex) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
|
|
for i := range channels {
|
|
b.appendOptionalDelimiter(&channels[i].Currency)
|
|
}
|
|
b.Websocket.SubscribeToChannels(channels)
|
|
return nil
|
|
}
|
|
|
|
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
|
|
// which lets websocket.manageSubscriptions handle unsubscribing
|
|
func (b *Bitfinex) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
|
|
for i := range channels {
|
|
b.appendOptionalDelimiter(&channels[i].Currency)
|
|
}
|
|
b.Websocket.RemoveSubscribedChannels(channels)
|
|
return nil
|
|
}
|
|
|
|
// GetSubscriptions returns a copied list of subscriptions
|
|
func (b *Bitfinex) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
|
|
return b.Websocket.GetSubscriptions(), nil
|
|
}
|
|
|
|
// AuthenticateWebsocket sends an authentication message to the websocket
|
|
func (b *Bitfinex) AuthenticateWebsocket() error {
|
|
return b.WsSendAuth()
|
|
}
|
|
|
|
// appendOptionalDelimiter ensures that a delimiter is present for long character currencies
|
|
func (b *Bitfinex) appendOptionalDelimiter(p *currency.Pair) {
|
|
if len(p.Quote.String()) > 3 ||
|
|
len(p.Base.String()) > 3 {
|
|
p.Delimiter = ":"
|
|
}
|
|
}
|