Files
gocryptotrader/exchanges/bitfinex/bitfinex_wrapper.go
Gareth Kirwan 16d2d9f35a Config: AssetEnabled upgrade (#1735)
* Config: Move assetEnabled upgrade to Version management

* Assets: Do not error on asset not enabled, or disabled

This became more messy with Disabling something that's defaulted to
disabled.
Taking an idealogical stance against erroring that what you want to have
done is already done.

* CurrencyManager: Set AssetEnabled when StorePairs(enabled)

* RPCServer: Fix tests expecting StoreAssetPairFormat to enable the asset

Also assertifies

* Bitfinex: Fix tests for MarginFunding subs

* GCTWrapper: Improve TestMain clarity

* BTSE: Add futures to testconfig

* Exchanges: Rename StoreAssetPairStore

Previously we were calling it "Format", but accepting everything from
the PairStore.
We were also defaulting to turning the Asset on.

Now callers need to get their AssetEnabled set as they want it, so
there's no magic

This change also moves responsibility for error wrapping outside to the
caller.

* Config: AssetEnabled upgrade should respect assetTypes

Previously we ignored the field and just turned on everything.
I think that was because we couldn't get at the old value.
In either case, we have the option to do better, and respect the
assetEnabled value

* Config: Improve exchange config version upgrade error messages
2025-03-17 21:47:37 +11:00

1227 lines
36 KiB
Go

package bitfinex
import (
"context"
"errors"
"fmt"
"sort"
"strconv"
"strings"
"time"
"unicode"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/key"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// SetDefaults sets the basic defaults for bitfinex
func (b *Bitfinex) SetDefaults() {
b.Name = "Bitfinex"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
for _, a := range []asset.Item{asset.Spot, asset.Margin, asset.MarginFunding} {
ps := currency.PairStore{
AssetEnabled: true,
RequestFormat: &currency.PairFormat{Uppercase: true},
ConfigFormat: &currency.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter},
}
if a == asset.Margin {
ps.ConfigFormat.Delimiter = ":"
}
if err := b.SetAssetPairStore(a, ps); err != nil {
log.Errorf(log.ExchangeSys, "%s error storing `%s` default asset formats: %s", b.Name, a, err)
}
}
// Margin WS Currently not fully implemented and causes subscription collisions with spot
if err := b.DisableAssetWebsocketSupport(asset.Margin); err != nil {
log.Errorf(log.ExchangeSys, "%s error disabling `%s` asset type websocket support: %s", b.Name, asset.Margin, err)
}
// TODO: Implement Futures and Securities asset types.
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
FiatWithdraw: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
SubmitOrders: true,
DepositHistory: true,
WithdrawalHistory: true,
TradeFetching: true,
UserTradeHistory: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CryptoDepositFee: true,
CryptoWithdrawalFee: true,
MultiChainDeposits: true,
MultiChainWithdrawals: true,
MultiChainDepositRequiresChainSet: true,
FundingRateFetching: true,
},
WebsocketCapabilities: protocol.Features{
AccountBalance: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
ModifyOrder: true,
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AccountInfo: true,
Subscribe: true,
AuthenticatedEndpoints: true,
MessageCorrelation: true,
DeadMansSwitch: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.AutoWithdrawFiatWithAPIPermission,
Kline: kline.ExchangeCapabilitiesSupported{
DateRanges: true,
Intervals: true,
},
FuturesCapabilities: exchange.FuturesCapabilities{
FundingRates: true,
SupportedFundingRateFrequencies: map[kline.Interval]bool{
kline.EightHour: true,
},
FundingRateBatching: map[asset.Item]bool{
asset.Margin: true,
},
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: kline.DeployExchangeIntervals(
kline.IntervalCapacity{Interval: kline.OneMin},
kline.IntervalCapacity{Interval: kline.FiveMin},
kline.IntervalCapacity{Interval: kline.FifteenMin},
kline.IntervalCapacity{Interval: kline.ThirtyMin},
kline.IntervalCapacity{Interval: kline.OneHour},
kline.IntervalCapacity{Interval: kline.ThreeHour},
kline.IntervalCapacity{Interval: kline.SixHour},
kline.IntervalCapacity{Interval: kline.TwelveHour},
kline.IntervalCapacity{Interval: kline.OneDay},
kline.IntervalCapacity{Interval: kline.OneWeek},
kline.IntervalCapacity{Interval: kline.TwoWeek},
kline.IntervalCapacity{Interval: kline.OneMonth},
),
GlobalResultLimit: 10000,
},
},
Subscriptions: defaultSubscriptions.Clone(),
}
var err error
b.Requester, err = request.New(b.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(GetRateLimit()))
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.API.Endpoints = b.NewEndpoints()
err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: bitfinexAPIURLBase,
exchange.WebsocketSpot: publicBitfinexWebsocketEndpoint,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Websocket = stream.NewWebsocket()
b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in the supplied exchange configuration details and sets params
func (b *Bitfinex) Setup(exch *config.Exchange) error {
err := exch.Validate()
if err != nil {
return err
}
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
err = b.SetupDefaults(exch)
if err != nil {
return err
}
wsEndpoint, err := b.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = b.Websocket.Setup(&stream.WebsocketSetup{
ExchangeConfig: exch,
DefaultURL: publicBitfinexWebsocketEndpoint,
RunningURL: wsEndpoint,
Connector: b.WsConnect,
Subscriber: b.Subscribe,
Unsubscriber: b.Unsubscribe,
GenerateSubscriptions: b.generateSubscriptions,
Features: &b.Features.Supports.WebsocketCapabilities,
OrderbookBufferConfig: buffer.Config{
UpdateEntriesByID: true,
},
})
if err != nil {
return err
}
err = b.Websocket.SetupNewConnection(&stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
URL: publicBitfinexWebsocketEndpoint,
})
if err != nil {
return err
}
return b.Websocket.SetupNewConnection(&stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
URL: authenticatedBitfinexWebsocketEndpoint,
Authenticated: true,
})
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (b *Bitfinex) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
items, err := b.GetPairs(ctx, a)
if err != nil {
return nil, err
}
pairs := make(currency.Pairs, 0, len(items))
for x := range items {
if strings.Contains(items[x], "TEST") {
continue
}
var pair currency.Pair
if a == asset.MarginFunding {
pair, err = currency.NewPairFromStrings(items[x], "")
} else {
pair, err = currency.NewPairFromString(items[x])
}
if err != nil {
return nil, err
}
pairs = append(pairs, pair)
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *Bitfinex) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
assets := b.CurrencyPairs.GetAssetTypes(false)
for i := range assets {
pairs, err := b.FetchTradablePairs(ctx, assets[i])
if err != nil {
return err
}
err = b.UpdatePairs(pairs, assets[i], false, forceUpdate)
if err != nil {
return err
}
}
return b.EnsureOnePairEnabled()
}
// UpdateOrderExecutionLimits sets exchange execution order limits for an asset type
func (b *Bitfinex) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error {
if a != asset.Spot {
return common.ErrNotYetImplemented
}
limits, err := b.GetSiteInfoConfigData(ctx, a)
if err != nil {
return err
}
if err := b.LoadLimits(limits); err != nil {
return fmt.Errorf("%s Error loading exchange limits: %v", b.Name, err)
}
return nil
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (b *Bitfinex) UpdateTickers(ctx context.Context, a asset.Item) error {
t, err := b.GetTickerBatch(ctx)
if err != nil {
return err
}
var errs error
for key, val := range t {
pair, enabled, err := b.MatchSymbolCheckEnabled(key[1:], a, true)
if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
errs = common.AppendError(errs, err)
continue
}
if !enabled {
continue
}
err = ticker.ProcessTicker(&ticker.Price{
Last: val.Last,
High: val.High,
Low: val.Low,
Bid: val.Bid,
Ask: val.Ask,
Volume: val.Volume,
Pair: pair,
AssetType: a,
ExchangeName: b.Name})
if err != nil {
errs = common.AppendError(errs, err)
}
}
return errs
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bitfinex) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
if err := b.UpdateTickers(ctx, a); err != nil {
return nil, err
}
return ticker.GetTicker(b.Name, p, a)
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bitfinex) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
if p.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
if err := b.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
return nil, err
}
o := &orderbook.Base{
Exchange: b.Name,
Pair: p,
Asset: assetType,
PriceDuplication: true,
VerifyOrderbook: b.CanVerifyOrderbook,
}
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return o, err
}
if assetType != asset.Spot && assetType != asset.Margin && assetType != asset.MarginFunding {
return o, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
}
b.appendOptionalDelimiter(&fPair)
var prefix = "t"
if assetType == asset.MarginFunding {
prefix = "f"
}
orderbookNew, err := b.GetOrderbook(ctx, prefix+fPair.String(), "R0", 100)
if err != nil {
return o, err
}
if assetType == asset.MarginFunding {
o.IsFundingRate = true
o.Asks = make(orderbook.Tranches, len(orderbookNew.Asks))
for x := range orderbookNew.Asks {
o.Asks[x] = orderbook.Tranche{
ID: orderbookNew.Asks[x].OrderID,
Price: orderbookNew.Asks[x].Rate,
Amount: orderbookNew.Asks[x].Amount,
Period: int64(orderbookNew.Asks[x].Period),
}
}
o.Bids = make(orderbook.Tranches, len(orderbookNew.Bids))
for x := range orderbookNew.Bids {
o.Bids[x] = orderbook.Tranche{
ID: orderbookNew.Bids[x].OrderID,
Price: orderbookNew.Bids[x].Rate,
Amount: orderbookNew.Bids[x].Amount,
Period: int64(orderbookNew.Bids[x].Period),
}
}
} else {
o.Asks = make(orderbook.Tranches, len(orderbookNew.Asks))
for x := range orderbookNew.Asks {
o.Asks[x] = orderbook.Tranche{
ID: orderbookNew.Asks[x].OrderID,
Price: orderbookNew.Asks[x].Price,
Amount: orderbookNew.Asks[x].Amount,
}
}
o.Bids = make(orderbook.Tranches, len(orderbookNew.Bids))
for x := range orderbookNew.Bids {
o.Bids[x] = orderbook.Tranche{
ID: orderbookNew.Bids[x].OrderID,
Price: orderbookNew.Bids[x].Price,
Amount: orderbookNew.Bids[x].Amount,
}
}
}
err = o.Process()
if err != nil {
return nil, err
}
return orderbook.Get(b.Name, fPair, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies on the
// Bitfinex exchange
func (b *Bitfinex) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var response account.Holdings
response.Exchange = b.Name
accountBalance, err := b.GetAccountBalance(ctx)
if err != nil {
return response, err
}
var Accounts = []account.SubAccount{
{ID: "deposit", AssetType: assetType},
{ID: "exchange", AssetType: assetType},
{ID: "trading", AssetType: assetType},
{ID: "margin", AssetType: assetType},
{ID: "funding", AssetType: assetType},
}
for x := range accountBalance {
for i := range Accounts {
if Accounts[i].ID == accountBalance[x].Type {
Accounts[i].Currencies = append(Accounts[i].Currencies,
account.Balance{
Currency: currency.NewCode(accountBalance[x].Currency),
Total: accountBalance[x].Amount,
Hold: accountBalance[x].Amount - accountBalance[x].Available,
Free: accountBalance[x].Available,
})
}
}
}
response.Accounts = Accounts
creds, err := b.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
err = account.Process(&response, creds)
if err != nil {
return account.Holdings{}, err
}
return response, nil
}
// GetAccountFundingHistory returns funding history, deposits and
// withdrawals
func (b *Bitfinex) GetAccountFundingHistory(_ context.Context) ([]exchange.FundingHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (b *Bitfinex) GetWithdrawalsHistory(ctx context.Context, c currency.Code, _ asset.Item) ([]exchange.WithdrawalHistory, error) {
history, err := b.GetMovementHistory(ctx, c.String(), "", time.Date(2012, 0, 0, 0, 0, 0, 0, time.Local), time.Now(), 0)
if err != nil {
return nil, err
}
resp := make([]exchange.WithdrawalHistory, len(history))
for i := range history {
resp[i] = exchange.WithdrawalHistory{
Status: history[i].Status,
TransferID: strconv.FormatInt(history[i].ID, 10),
Description: history[i].Description,
Timestamp: time.UnixMilli(int64(history[i].Timestamp)),
Currency: history[i].Currency,
Amount: history[i].Amount,
Fee: history[i].Fee,
TransferType: history[i].Type,
CryptoToAddress: history[i].Address,
CryptoTxID: history[i].TxID,
}
}
return resp, nil
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (b *Bitfinex) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
return b.GetHistoricTrades(ctx, p, assetType, time.Now().Add(-time.Minute*15), time.Now())
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (b *Bitfinex) GetHistoricTrades(ctx context.Context, p currency.Pair, a asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
if a == asset.MarginFunding {
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
}
if err := common.StartEndTimeCheck(timestampStart, timestampEnd); err != nil {
return nil, fmt.Errorf("invalid time range supplied. Start: %v End %v %w", timestampStart, timestampEnd, err)
}
var err error
p, err = b.FormatExchangeCurrency(p, a)
if err != nil {
return nil, err
}
var currString string
currString, err = b.fixCasing(p, a)
if err != nil {
return nil, err
}
var resp []trade.Data
ts := timestampEnd
limit := 10000
allTrades:
for {
var tradeData []Trade
tradeData, err = b.GetTrades(ctx,
currString, int64(limit), 0, ts.Unix()*1000, false)
if err != nil {
return nil, err
}
for i := range tradeData {
tradeTS := time.UnixMilli(tradeData[i].Timestamp)
if tradeTS.Before(timestampStart) && !timestampStart.IsZero() {
break allTrades
}
tID := strconv.FormatInt(tradeData[i].TID, 10)
resp = append(resp, trade.Data{
TID: tID,
Exchange: b.Name,
CurrencyPair: p,
AssetType: a,
Price: tradeData[i].Price,
Amount: tradeData[i].Amount,
Timestamp: time.UnixMilli(tradeData[i].Timestamp),
})
if i == len(tradeData)-1 {
if ts.Equal(tradeTS) {
// reached end of trades to crawl
break allTrades
}
ts = tradeTS
}
}
if len(tradeData) != limit {
break allTrades
}
}
err = b.AddTradesToBuffer(resp...)
if err != nil {
return nil, err
}
sort.Sort(trade.ByDate(resp))
return trade.FilterTradesByTime(resp, timestampStart, timestampEnd), nil
}
// SubmitOrder submits a new order
func (b *Bitfinex) SubmitOrder(ctx context.Context, o *order.Submit) (*order.SubmitResponse, error) {
if err := o.Validate(b.GetTradingRequirements()); err != nil {
return nil, err
}
fPair, err := b.FormatExchangeCurrency(o.Pair, o.AssetType)
if err != nil {
return nil, err
}
var orderID string
status := order.New
if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
var symbolStr string
if symbolStr, err = b.fixCasing(fPair, o.AssetType); err != nil {
return nil, err
}
orderType := strings.ToUpper(o.Type.String())
if o.AssetType == asset.Spot {
orderType = "EXCHANGE " + orderType
}
req := &WsNewOrderRequest{
Type: orderType,
Symbol: symbolStr,
Amount: o.Amount,
Price: o.Price,
}
if o.Side.IsShort() && o.Amount > 0 {
// All v2 apis use negatives for Short side
req.Amount *= -1
}
orderID, err = b.WsNewOrder(req)
if err != nil {
return nil, err
}
} else {
var response Order
b.appendOptionalDelimiter(&fPair)
orderType := o.Type.Lower()
if o.AssetType == asset.Spot {
orderType = "exchange " + orderType
}
response, err = b.NewOrder(ctx,
fPair.String(),
orderType,
o.Amount,
o.Price,
o.Side.IsLong(),
false)
if err != nil {
return nil, err
}
orderID = strconv.FormatInt(response.ID, 10)
if response.RemainingAmount == 0 {
status = order.Filled
}
}
resp, err := o.DeriveSubmitResponse(orderID)
if err != nil {
return nil, err
}
resp.Status = status
return resp, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bitfinex) ModifyOrder(ctx context.Context, action *order.Modify) (*order.ModifyResponse, error) {
if err := action.Validate(); err != nil {
return nil, err
}
if b.Websocket.IsEnabled() && b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
orderIDInt, err := strconv.ParseInt(action.OrderID, 10, 64)
if err != nil {
return &order.ModifyResponse{OrderID: action.OrderID}, err
}
wsRequest := WsUpdateOrderRequest{
OrderID: orderIDInt,
Price: action.Price,
Amount: action.Amount,
}
if action.Side.IsShort() && action.Amount > 0 {
wsRequest.Amount *= -1
}
err = b.WsModifyOrder(&wsRequest)
if err != nil {
return nil, err
}
return action.DeriveModifyResponse()
}
_, err := b.OrderUpdate(ctx, action.OrderID, "", action.ClientOrderID, action.Amount, action.Price, -1)
if err != nil {
return nil, err
}
return action.DeriveModifyResponse()
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Bitfinex) CancelOrder(ctx context.Context, o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
orderIDInt, err := strconv.ParseInt(o.OrderID, 10, 64)
if err != nil {
return err
}
if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
err = b.WsCancelOrder(orderIDInt)
} else {
_, err = b.CancelExistingOrder(ctx, orderIDInt)
}
return err
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (b *Bitfinex) CancelBatchOrders(_ context.Context, _ []order.Cancel) (*order.CancelBatchResponse, error) {
// While bitfinex supports cancelling multiple orders, it is
// done in a way that is not helpful for GCT, and it would be better instead
// to use CancelAllOrders or CancelOrder
return nil, common.ErrFunctionNotSupported
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *Bitfinex) CancelAllOrders(ctx context.Context, _ *order.Cancel) (order.CancelAllResponse, error) {
var err error
if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
err = b.WsCancelAllOrders()
} else {
_, err = b.CancelAllExistingOrders(ctx)
}
return order.CancelAllResponse{}, err
}
func (b *Bitfinex) parseOrderToOrderDetail(o *Order) (*order.Detail, error) {
side, err := order.StringToOrderSide(o.Side)
if err != nil {
return nil, err
}
var timestamp float64
timestamp, err = strconv.ParseFloat(o.Timestamp, 64)
if err != nil {
log.Warnf(log.ExchangeSys,
"%s Unable to convert timestamp '%s', leaving blank",
b.Name, o.Timestamp)
}
var pair currency.Pair
pair, err = currency.NewPairFromString(o.Symbol)
if err != nil {
return nil, err
}
orderDetail := &order.Detail{
Amount: o.OriginalAmount,
Date: time.Unix(int64(timestamp), 0),
Exchange: b.Name,
OrderID: strconv.FormatInt(o.ID, 10),
Side: side,
Price: o.Price,
RemainingAmount: o.RemainingAmount,
Pair: pair,
ExecutedAmount: o.ExecutedAmount,
}
switch {
case o.IsLive:
orderDetail.Status = order.Active
case o.IsCancelled:
orderDetail.Status = order.Cancelled
case o.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(o.Type, "exchange ", "", 1)
if orderType == "trailing-stop" {
orderDetail.Type = order.TrailingStop
} else {
orderDetail.Type, err = order.StringToOrderType(orderType)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
}
return orderDetail, nil
}
// GetOrderInfo returns order information based on order ID
func (b *Bitfinex) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (*order.Detail, error) {
if pair.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
if err := b.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
return nil, err
}
id, err := strconv.ParseInt(orderID, 10, 64)
if err != nil {
return nil, err
}
b.appendOptionalDelimiter(&pair)
var cf string
cf, err = b.fixCasing(pair, assetType)
if err != nil {
return nil, err
}
resp, err := b.GetInactiveOrders(ctx, cf, id)
if err != nil {
return nil, err
}
for i := range resp {
if resp[i].OrderID != id {
continue
}
var o *order.Detail
o, err = b.parseOrderToOrderDetail(&resp[i])
if err != nil {
return nil, err
}
return o, nil
}
resp, err = b.GetOpenOrders(ctx, id)
if err != nil {
return nil, err
}
for i := range resp {
if resp[i].OrderID != id {
continue
}
var o *order.Detail
o, err = b.parseOrderToOrderDetail(&resp[i])
if err != nil {
return nil, err
}
return o, nil
}
return nil, fmt.Errorf("%w %v", order.ErrOrderNotFound, orderID)
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *Bitfinex) GetDepositAddress(ctx context.Context, c currency.Code, accountID, chain string) (*deposit.Address, error) {
if accountID == "" {
accountID = "funding"
}
if c.Equal(currency.USDT) {
// USDT is UST on Bitfinex
c = currency.NewCode("UST")
}
if err := b.PopulateAcceptableMethods(ctx); err != nil {
return nil, err
}
methods := acceptableMethods.lookup(c)
if len(methods) == 0 {
return nil, currency.ErrCurrencyNotSupported
}
method := methods[0]
if len(methods) > 1 && chain != "" {
method = chain
} else if len(methods) > 1 && chain == "" {
return nil, fmt.Errorf("a chain must be specified, %s available", methods)
}
resp, err := b.NewDeposit(ctx, method, accountID, 0)
if err != nil {
return nil, err
}
return &deposit.Address{
Address: resp.Address,
Tag: resp.PoolAddress,
}, err
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is submitted
func (b *Bitfinex) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
if err := b.PopulateAcceptableMethods(ctx); err != nil {
return nil, err
}
tmpCurr := withdrawRequest.Currency
if tmpCurr.Equal(currency.USDT) {
// USDT is UST on Bitfinex
tmpCurr = currency.NewCode("UST")
}
methods := acceptableMethods.lookup(tmpCurr)
if len(methods) == 0 {
return nil, errors.New("no transfer methods returned for currency")
}
method := methods[0]
if len(methods) > 1 && withdrawRequest.Crypto.Chain != "" {
if !common.StringSliceCompareInsensitive(methods, withdrawRequest.Crypto.Chain) {
return nil, fmt.Errorf("invalid chain %s supplied, %v available", withdrawRequest.Crypto.Chain, methods)
}
method = withdrawRequest.Crypto.Chain
} else if len(methods) > 1 && withdrawRequest.Crypto.Chain == "" {
return nil, fmt.Errorf("a chain must be specified, %s available", methods)
}
// 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(ctx,
walletType,
withdrawRequest.Crypto.Address,
withdrawRequest.Crypto.AddressTag,
method,
withdrawRequest.Amount)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: strconv.FormatInt(resp.WithdrawalID, 10),
Status: resp.Status,
}, err
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is submitted
// Returns comma delimited withdrawal IDs
func (b *Bitfinex) WithdrawFiatFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
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(ctx, withdrawalType, walletType, withdrawRequest)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: strconv.FormatInt(resp.WithdrawalID, 10),
Status: resp.Status,
}, err
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is submitted
// Returns comma delimited withdrawal IDs
func (b *Bitfinex) WithdrawFiatFundsToInternationalBank(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
v, err := b.WithdrawFiatFunds(ctx, withdrawRequest)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: v.ID,
Status: v.Status,
}, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *Bitfinex) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if feeBuilder == nil {
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
}
if !b.AreCredentialsValid(ctx) && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return b.GetFee(ctx, feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (b *Bitfinex) GetActiveOrders(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
resp, err := b.GetOpenOrders(ctx)
if err != nil {
return nil, err
}
orders := make([]order.Detail, len(resp))
for i := range resp {
var orderDetail *order.Detail
orderDetail, err = b.parseOrderToOrderDetail(&resp[i])
if err != nil {
return nil, err
}
orders[i] = *orderDetail
}
return req.Filter(b.Name, orders), nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *Bitfinex) GetOrderHistory(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range req.Pairs {
b.appendOptionalDelimiter(&req.Pairs[i])
var cf string
cf, err = b.fixCasing(req.Pairs[i], req.AssetType)
if err != nil {
return nil, err
}
var resp []Order
resp, err = b.GetInactiveOrders(ctx, cf)
if err != nil {
return nil, err
}
for j := range resp {
var orderDetail *order.Detail
orderDetail, err = b.parseOrderToOrderDetail(&resp[j])
if err != nil {
return nil, err
}
orders = append(orders, *orderDetail)
}
}
return req.Filter(b.Name, orders), nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (b *Bitfinex) AuthenticateWebsocket(ctx context.Context) error {
return b.WsSendAuth(ctx)
}
// appendOptionalDelimiter ensures that a delimiter is present for long character currencies
func (b *Bitfinex) appendOptionalDelimiter(p *currency.Pair) {
if (len(p.Base.String()) > 3 && !p.Quote.IsEmpty()) ||
len(p.Quote.String()) > 3 {
p.Delimiter = ":"
}
}
// ValidateAPICredentials validates current credentials used for wrapper
// functionality
func (b *Bitfinex) ValidateAPICredentials(ctx context.Context, assetType asset.Item) error {
_, err := b.UpdateAccountInfo(ctx, assetType)
return b.CheckTransientError(err)
}
// FormatExchangeKlineInterval returns Interval to exchange formatted string
func (b *Bitfinex) FormatExchangeKlineInterval(in kline.Interval) (string, error) {
switch in {
case kline.OneMin:
return "1m", nil
case kline.FiveMin:
return "5m", nil
case kline.FifteenMin:
return "15m", nil
case kline.ThirtyMin:
return "30m", nil
case kline.OneHour:
return "1h", nil
case kline.ThreeHour:
return "3h", nil
case kline.SixHour:
return "6h", nil
case kline.TwelveHour:
return "12h", nil
case kline.OneDay:
return "1D", nil
case kline.OneWeek:
return "7D", nil
case kline.OneWeek * 2:
return "14D", nil
case kline.OneMonth:
return "1M", nil
default:
return "", fmt.Errorf("%w %v", kline.ErrInvalidInterval, in)
}
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (b *Bitfinex) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := b.GetKlineRequest(pair, a, interval, start, end, false)
if err != nil {
return nil, err
}
cf, err := b.fixCasing(req.Pair, req.Asset)
if err != nil {
return nil, err
}
fInterval, err := b.FormatExchangeKlineInterval(req.ExchangeInterval)
if err != nil {
return nil, err
}
candles, err := b.GetCandles(ctx, cf, fInterval, req.Start.UnixMilli(), req.End.UnixMilli(), req.RequestLimit, true)
if err != nil {
return nil, err
}
timeSeries := make([]kline.Candle, len(candles))
for x := range candles {
timeSeries[x] = kline.Candle{
Time: candles[x].Timestamp,
Open: candles[x].Open,
High: candles[x].High,
Low: candles[x].Low,
Close: candles[x].Close,
Volume: candles[x].Volume,
}
}
return req.ProcessResponse(timeSeries)
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (b *Bitfinex) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := b.GetKlineExtendedRequest(pair, a, interval, start, end)
if err != nil {
return nil, err
}
cf, err := b.fixCasing(req.Pair, req.Asset)
if err != nil {
return nil, err
}
fInterval, err := b.FormatExchangeKlineInterval(req.ExchangeInterval)
if err != nil {
return nil, err
}
timeSeries := make([]kline.Candle, 0, req.Size())
for x := range req.RangeHolder.Ranges {
var candles []Candle
candles, err = b.GetCandles(ctx, cf, fInterval, req.RangeHolder.Ranges[x].Start.Time.UnixMilli(), req.RangeHolder.Ranges[x].End.Time.UnixMilli(), req.RequestLimit, true)
if err != nil {
return nil, err
}
for i := range candles {
timeSeries = append(timeSeries, kline.Candle{
Time: candles[i].Timestamp,
Open: candles[i].Open,
High: candles[i].High,
Low: candles[i].Low,
Close: candles[i].Close,
Volume: candles[i].Volume,
})
}
}
return req.ProcessResponse(timeSeries)
}
func (b *Bitfinex) fixCasing(in currency.Pair, a asset.Item) (string, error) {
if in.Base.IsEmpty() {
return "", currency.ErrCurrencyPairEmpty
}
// Convert input to lowercase to ensure consistent formatting.
// Required for currencies that start with T or F eg tTNBUSD
in = in.Lower()
var checkString [2]byte
if a == asset.Spot || a == asset.Margin {
checkString[0] = 't'
checkString[1] = 'T'
} else if a == asset.MarginFunding {
checkString[0] = 'f'
checkString[1] = 'F'
}
cFmt, err := b.FormatExchangeCurrency(in, a)
if err != nil {
return "", err
}
y := in.Base.String()
if (y[0] != checkString[0] && y[0] != checkString[1]) ||
(y[0] == checkString[1] && y[1] == checkString[1]) || in.Base.Equal(currency.TNB) {
if cFmt.Quote.IsEmpty() {
return string(checkString[0]) + cFmt.Base.Upper().String(), nil
}
return string(checkString[0]) + cFmt.Upper().String(), nil
}
runes := []rune(cFmt.Upper().String())
if cFmt.Quote.IsEmpty() {
runes = []rune(cFmt.Base.Upper().String())
}
runes[0] = unicode.ToLower(runes[0])
return string(runes), nil
}
// GetAvailableTransferChains returns the available transfer blockchains for the specific
// cryptocurrency
func (b *Bitfinex) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
if err := b.PopulateAcceptableMethods(ctx); err != nil {
return nil, err
}
if cryptocurrency.Equal(currency.USDT) {
// USDT is UST on Bitfinex
cryptocurrency = currency.NewCode("UST")
}
availChains := acceptableMethods.lookup(cryptocurrency)
if len(availChains) == 0 {
return nil, errors.New("unable to find any available chains")
}
return availChains, nil
}
// GetServerTime returns the current exchange server time.
func (b *Bitfinex) GetServerTime(_ context.Context, _ asset.Item) (time.Time, error) {
return time.Time{}, common.ErrFunctionNotSupported
}
// GetFuturesContractDetails returns all contracts from the exchange by asset type
func (b *Bitfinex) GetFuturesContractDetails(context.Context, asset.Item) ([]futures.Contract, error) {
return nil, common.ErrFunctionNotSupported
}
// GetLatestFundingRates returns the latest funding rates data
func (b *Bitfinex) GetLatestFundingRates(context.Context, *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
// TODO: Add futures support for Bitfinex
return nil, common.ErrNotYetImplemented
}
// GetOpenInterest returns the open interest rate for a given asset pair
func (b *Bitfinex) GetOpenInterest(context.Context, ...key.PairAsset) ([]futures.OpenInterest, error) {
// TODO: Add futures support for Bitfinex
return nil, common.ErrNotYetImplemented
}
// GetCurrencyTradeURL returns the URL to the exchange's trade page for the given asset and currency pair
func (b *Bitfinex) GetCurrencyTradeURL(_ context.Context, a asset.Item, cp currency.Pair) (string, error) {
_, err := b.CurrencyPairs.IsPairEnabled(cp, a)
if err != nil {
return "", err
}
symbol, err := b.FormatSymbol(cp, a)
if err != nil {
return "", err
}
switch a {
case asset.Margin, asset.MarginFunding:
return tradeBaseURL + "/f/" + symbol, nil
case asset.Spot:
return tradeBaseURL + "/t/" + symbol, nil
default:
return "", fmt.Errorf("%w %v", asset.ErrNotSupported, a)
}
}