Files
gocryptotrader/exchanges/ftx/ftx_wrapper.go
Scott 197ef2df21 Feature: Data history manager engine subsystem (#693)
* Adds lovely initial concept for historical data doer

* Adds ability to save tasks. Adds config. Adds startStop to engine

* Has a database microservice without use of globals! Further infrastructure design. Adds readme

* Commentary to help design

* Adds migrations for database

* readme and adds database models

* Some modelling that doesn't work end of day

* Completes datahistoryjob sql.Begins datahistoryjobresult

* Adds datahistoryjob functions to retreive job results. Adapts subsystem

* Adds process for upserting jobs and job results to the database

* Broken end of day weird sqlboiler crap

* Fixes issue with SQL generation.

* RPC generation and addition of basic upsert command

* Renames types

* Adds rpc functions

* quick commit before context swithc. Exchanges aren't being populated

* Begin the tests!

* complete sql tests. stop failed jobs. CLI command creation

* Defines rpc commands

* Fleshes out RPC implementation

* Expands testing

* Expands testing, removes double remove

* Adds coverage of data history subsystem, expands errors and nil checks

* Minor logic improvement

* streamlines datahistory test setup

* End of day minor linting

* Lint, convert simplify, rpc expansion, type expansion, readme expansion

* Documentation update

* Renames for consistency

* Completes RPC server commands

* Fixes tests

* Speeds up testing by reducing unnecessary actions. Adds maxjobspercycle config

* Comments for everything

* Adds missing result string. checks interval supported. default start end cli

* Fixes ID problem. Improves binance trade fetch. job ranges are processed

* adds dbservice coverage. adds rpcserver coverage

* docs regen, uses dbcon interface, reverts binance, fixes races, toggle manager

* Speed up tests, remove bad global usage, fix uuid check

* Adds verbose. Updates docs. Fixes postgres

* Minor changes to logging and start stop

* Fixes postgres db tests, fixes postgres column typo

* Fixes old string typo,removes constraint,error parsing for nonreaders

* prevents dhm running when table doesn't exist. Adds prereq documentation

* Adds parallel, rmlines, err fix, comment fix, minor param fixes

* doc regen, common time range check and test updating

* Fixes job validation issues. Updates candle range checker.

* Ensures test cannot fail due to time.Now() shenanigans

* Fixes oopsie, adds documentation and a warn

* Fixes another time test, adjusts copy

* Drastically speeds up data history manager tests via function overrides

* Fixes summary bug and better logs

* Fixes local time test, fixes websocket tests

* removes defaults and comment,updates error messages,sets cli command args

* Fixes FTX trade processing

* Fixes issue where jobs got stuck if data wasn't returned but retrieval was successful

* Improves test speed. Simplifies trade verification SQL. Adds command help

* Fixes the oopsies

* Fixes use of query within transaction. Fixes trade err

* oopsie, not needed

* Adds missing data status. Properly ends job even when data is missing

* errors are more verbose and so have more words to describe them

* Doc regen for new status

* tiny test tinkering

* str := string("Removes .String()").String()

* Merge fixups

* Fixes a data race discovered during github actions

* Allows websocket test to pass consistently

* Fixes merge issue preventing datahistorymanager from starting via config

* Niterinos cmd defaults and explanations

* fixes default oopsie

* Fixes lack of nil protection

* Additional oopsie

* More detailed error for validating job exchange
2021-07-01 16:21:48 +10:00

1116 lines
31 KiB
Go

package ftx
import (
"errors"
"fmt"
"sort"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/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/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (f *FTX) GetDefaultConfig() (*config.ExchangeConfig, error) {
f.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = f.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = f.BaseCurrencies
err := f.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if f.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = f.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for FTX
func (f *FTX) SetDefaults() {
f.Name = "FTX"
f.Enabled = true
f.Verbose = true
f.API.CredentialsValidator.RequiresKey = true
f.API.CredentialsValidator.RequiresSecret = true
spot := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "/",
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "/",
},
}
futures := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "-",
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "-",
},
}
err := f.StoreAssetPairFormat(asset.Spot, spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = f.StoreAssetPairFormat(asset.Futures, futures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
f.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
OrderbookFetching: true,
TradeFetching: true,
Subscribe: true,
Unsubscribe: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.NoAPIWithdrawalMethods,
Kline: kline.ExchangeCapabilitiesSupported{
DateRanges: true,
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.FifteenSecond.Word(): true,
kline.OneMin.Word(): true,
kline.FiveMin.Word(): true,
kline.FifteenMin.Word(): true,
kline.OneHour.Word(): true,
kline.FourHour.Word(): true,
kline.OneDay.Word(): true,
},
ResultLimit: 5000,
},
},
}
f.Requester = request.New(f.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(request.NewBasicRateLimit(ratePeriod, rateLimit)))
f.API.Endpoints = f.NewEndpoints()
err = f.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: ftxAPIURL,
exchange.WebsocketSpot: ftxWSURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
f.Websocket = stream.New()
f.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
f.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
f.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in the supplied exchange configuration details and sets params
func (f *FTX) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
f.SetEnabled(false)
return nil
}
err := f.SetupDefaults(exch)
if err != nil {
return err
}
wsEndpoint, err := f.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = f.Websocket.Setup(&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: ftxWSURL,
ExchangeName: exch.Name,
RunningURL: wsEndpoint,
Connector: f.WsConnect,
Subscriber: f.Subscribe,
UnSubscriber: f.Unsubscribe,
GenerateSubscriptions: f.GenerateDefaultSubscriptions,
Features: &f.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
})
if err != nil {
return err
}
return f.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
}
// Start starts the FTX go routine
func (f *FTX) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
f.Run()
wg.Done()
}()
}
// Run implements the FTX wrapper
func (f *FTX) Run() {
if f.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s.",
f.Name,
common.IsEnabled(f.Websocket.IsEnabled()))
f.PrintEnabledPairs()
}
if !f.GetEnabledFeatures().AutoPairUpdates {
return
}
err := f.UpdateTradablePairs(false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
f.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (f *FTX) FetchTradablePairs(a asset.Item) ([]string, error) {
if !f.SupportsAsset(a) {
return nil, fmt.Errorf("asset type of %s is not supported by %s", a, f.Name)
}
markets, err := f.GetMarkets()
if err != nil {
return nil, err
}
format, err := f.GetPairFormat(a, false)
if err != nil {
return nil, err
}
var pairs []string
switch a {
case asset.Spot:
for x := range markets {
if markets[x].MarketType == spotString {
curr, err := currency.NewPairFromString(markets[x].Name)
if err != nil {
return nil, err
}
pairs = append(pairs, format.Format(curr))
}
}
case asset.Futures:
for x := range markets {
if markets[x].MarketType == futuresString {
curr, err := currency.NewPairFromString(markets[x].Name)
if err != nil {
return nil, err
}
pairs = append(pairs, format.Format(curr))
}
}
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (f *FTX) UpdateTradablePairs(forceUpdate bool) error {
assets := f.GetAssetTypes()
for x := range assets {
pairs, err := f.FetchTradablePairs(assets[x])
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
err = f.UpdatePairs(p, assets[x], false, forceUpdate)
if err != nil {
return err
}
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (f *FTX) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
allPairs, err := f.GetEnabledPairs(assetType)
if err != nil {
return nil, err
}
if !allPairs.Contains(p, true) {
allPairs = append(allPairs, p)
}
markets, err := f.GetMarkets()
if err != nil {
return nil, err
}
for a := range allPairs {
formattedPair, err := f.FormatExchangeCurrency(allPairs[a], assetType)
if err != nil {
return nil, err
}
for x := range markets {
if markets[x].Name != formattedPair.String() {
continue
}
var resp ticker.Price
resp.Pair, err = currency.NewPairFromString(markets[x].Name)
if err != nil {
return nil, err
}
resp.Last = markets[x].Last
resp.Bid = markets[x].Bid
resp.Ask = markets[x].Ask
resp.LastUpdated = time.Now()
resp.AssetType = assetType
resp.ExchangeName = f.Name
err = ticker.ProcessTicker(&resp)
if err != nil {
return nil, err
}
}
}
return ticker.GetTicker(f.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (f *FTX) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(f.Name, p, assetType)
if err != nil {
return f.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (f *FTX) FetchOrderbook(currency currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(f.Name, currency, assetType)
if err != nil {
return f.UpdateOrderbook(currency, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (f *FTX) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: f.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: f.CanVerifyOrderbook,
}
formattedPair, err := f.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
tempResp, err := f.GetOrderbook(formattedPair.String(), 100)
if err != nil {
return book, err
}
for x := range tempResp.Bids {
book.Bids = append(book.Bids, orderbook.Item{
Amount: tempResp.Bids[x].Size,
Price: tempResp.Bids[x].Price})
}
for y := range tempResp.Asks {
book.Asks = append(book.Asks, orderbook.Item{
Amount: tempResp.Asks[y].Size,
Price: tempResp.Asks[y].Price})
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(f.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies
func (f *FTX) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
var resp account.Holdings
data, err := f.GetBalances()
if err != nil {
return resp, err
}
var acc account.SubAccount
for i := range data {
c := currency.NewCode(data[i].Coin)
hold := data[i].Total - data[i].Free
total := data[i].Total
acc.Currencies = append(acc.Currencies,
account.Balance{CurrencyName: c,
TotalValue: total,
Hold: hold})
}
resp.Accounts = append(resp.Accounts, acc)
resp.Exchange = f.Name
err = account.Process(&resp)
if err != nil {
return account.Holdings{}, err
}
return resp, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (f *FTX) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(f.Name, assetType)
if err != nil {
return f.UpdateAccountInfo(assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (f *FTX) GetFundingHistory() ([]exchange.FundHistory, error) {
var resp []exchange.FundHistory
depositData, err := f.FetchDepositHistory()
if err != nil {
return resp, err
}
for x := range depositData {
var tempData exchange.FundHistory
tempData.Fee = depositData[x].Fee
tempData.Timestamp = depositData[x].Time
tempData.ExchangeName = f.Name
tempData.CryptoTxID = depositData[x].TxID
tempData.Status = depositData[x].Status
tempData.Amount = depositData[x].Size
tempData.Currency = depositData[x].Coin
tempData.TransferID = strconv.FormatInt(depositData[x].ID, 10)
resp = append(resp, tempData)
}
withdrawalData, err := f.FetchWithdrawalHistory()
if err != nil {
return resp, err
}
for y := range withdrawalData {
var tempData exchange.FundHistory
tempData.Fee = depositData[y].Fee
tempData.Timestamp = depositData[y].Time
tempData.ExchangeName = f.Name
tempData.CryptoTxID = depositData[y].TxID
tempData.Status = depositData[y].Status
tempData.Amount = depositData[y].Size
tempData.Currency = depositData[y].Coin
tempData.TransferID = strconv.FormatInt(depositData[y].ID, 10)
resp = append(resp, tempData)
}
return resp, nil
}
// GetWithdrawalsHistory returns previous withdrawals data
func (f *FTX) GetWithdrawalsHistory(c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
return nil, common.ErrNotYetImplemented
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (f *FTX) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
return f.GetHistoricTrades(p, assetType, time.Now().Add(-time.Hour), time.Now())
}
// GetHistoricTrades returns historic trade data within the timeframe provided
// FTX returns trades from the end date and iterates towards the start date
func (f *FTX) GetHistoricTrades(p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
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 = f.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
ts := timestampEnd
var resp []trade.Data
allTrades:
for {
var trades []TradeData
trades, err = f.GetTrades(p.String(),
timestampStart.Unix(),
ts.Unix(),
100)
if err != nil {
if errors.Is(err, errStartTimeCannotBeAfterEndTime) {
break
}
return nil, err
}
if len(trades) == 0 {
break
}
for i := 0; i < len(trades); i++ {
if timestampStart.Equal(trades[i].Time) || trades[i].Time.Before(timestampStart) {
// reached end of trades to crawl
break allTrades
}
if trades[i].Time.After(ts) {
continue
}
var side order.Side
side, err = order.StringToOrderSide(trades[i].Side)
if err != nil {
return nil, err
}
resp = append(resp, trade.Data{
TID: strconv.FormatInt(trades[i].ID, 10),
Exchange: f.Name,
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: trades[i].Price,
Amount: trades[i].Size,
Timestamp: trades[i].Time,
})
if i == len(trades)-1 {
ts = trades[i].Time
}
}
}
err = f.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 (f *FTX) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var resp order.SubmitResponse
if err := s.Validate(); err != nil {
return resp, err
}
if s.Side == order.Ask {
s.Side = order.Sell
}
if s.Side == order.Bid {
s.Side = order.Buy
}
fPair, err := f.FormatExchangeCurrency(s.Pair, s.AssetType)
if err != nil {
return resp, err
}
tempResp, err := f.Order(fPair.String(),
s.Side.Lower(),
s.Type.Lower(),
"",
"",
"",
s.ClientOrderID,
s.Price,
s.Amount)
if err != nil {
return resp, err
}
resp.IsOrderPlaced = true
resp.OrderID = strconv.FormatInt(tempResp.ID, 10)
return resp, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (f *FTX) ModifyOrder(action *order.Modify) (string, error) {
if err := action.Validate(); err != nil {
return "", err
}
if action.TriggerPrice != 0 {
a, err := f.ModifyTriggerOrder(action.ID,
action.Type.String(),
action.Amount,
action.TriggerPrice,
action.Price,
0)
if err != nil {
return "", err
}
return strconv.FormatInt(a.ID, 10), err
}
var o OrderData
var err error
switch action.ID {
case "":
o, err = f.ModifyOrderByClientID(action.ClientOrderID, action.ClientOrderID, action.Price, action.Amount)
if err != nil {
return "", err
}
default:
o, err = f.ModifyPlacedOrder(action.ID, action.ClientOrderID, action.Price, action.Amount)
if err != nil {
return "", err
}
}
return strconv.FormatInt(o.ID, 10), err
}
// CancelOrder cancels an order by its corresponding ID number
func (f *FTX) CancelOrder(o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
if o.ClientOrderID != "" {
_, err := f.DeleteOrderByClientID(o.ClientOrderID)
return err
}
_, err := f.DeleteOrder(o.ID)
return err
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (f *FTX) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (f *FTX) CancelAllOrders(orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
if err := orderCancellation.Validate(); err != nil {
return order.CancelAllResponse{}, err
}
var resp order.CancelAllResponse
formattedPair, err := f.FormatExchangeCurrency(orderCancellation.Pair, orderCancellation.AssetType)
if err != nil {
return resp, err
}
orders, err := f.GetOpenOrders(formattedPair.String())
if err != nil {
return resp, err
}
tempMap := make(map[string]string)
for x := range orders {
_, err := f.DeleteOrder(strconv.FormatInt(orders[x].ID, 10))
if err != nil {
tempMap[strconv.FormatInt(orders[x].ID, 10)] = "Cancellation Failed"
continue
}
tempMap[strconv.FormatInt(orders[x].ID, 10)] = "Success"
}
resp.Status = tempMap
return resp, nil
}
// GetCompatible gets compatible variables for order vars
func (s *OrderData) GetCompatible(f *FTX) (OrderVars, error) {
var resp OrderVars
switch s.Side {
case order.Buy.Lower():
resp.Side = order.Buy
case order.Sell.Lower():
resp.Side = order.Sell
default:
resp.Side = order.UnknownSide
}
switch s.Status {
case strings.ToLower(order.New.String()):
resp.Status = order.New
case strings.ToLower(order.Open.String()):
resp.Status = order.Open
case closedStatus:
if s.FilledSize != 0 && s.FilledSize != s.Size {
resp.Status = order.PartiallyCancelled
}
if s.FilledSize == 0 {
resp.Status = order.Cancelled
}
if s.FilledSize == s.Size {
resp.Status = order.Filled
}
default:
resp.Status = order.AnyStatus
}
var feeBuilder exchange.FeeBuilder
feeBuilder.PurchasePrice = s.AvgFillPrice
feeBuilder.Amount = s.Size
resp.OrderType = order.Market
if strings.EqualFold(s.OrderType, order.Limit.String()) {
resp.OrderType = order.Limit
feeBuilder.IsMaker = true
}
fee, err := f.GetFee(&feeBuilder)
if err != nil {
return resp, err
}
resp.Fee = fee
return resp, nil
}
// GetOrderInfo returns order information based on order ID
func (f *FTX) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var resp order.Detail
orderData, err := f.GetOrderStatus(orderID)
if err != nil {
return resp, err
}
p, err := currency.NewPairFromString(orderData.Market)
if err != nil {
return resp, err
}
orderAssetType, err := f.GetPairAssetType(p)
if err != nil {
return resp, err
}
resp.ID = strconv.FormatInt(orderData.ID, 10)
resp.Amount = orderData.Size
resp.ClientOrderID = orderData.ClientID
resp.Date = orderData.CreatedAt
resp.Exchange = f.Name
resp.ExecutedAmount = orderData.Size - orderData.RemainingSize
resp.Pair = p
resp.AssetType = orderAssetType
resp.Price = orderData.Price
resp.RemainingAmount = orderData.RemainingSize
orderVars, err := orderData.GetCompatible(f)
if err != nil {
return resp, err
}
resp.Status = orderVars.Status
resp.Side = orderVars.Side
resp.Type = orderVars.OrderType
resp.Fee = orderVars.Fee
return resp, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (f *FTX) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
a, err := f.FetchDepositAddress(cryptocurrency)
if err != nil {
return "", err
}
return a.Address, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (f *FTX) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
resp, err := f.Withdraw(withdrawRequest.Currency,
withdrawRequest.Crypto.Address,
withdrawRequest.Crypto.AddressTag,
withdrawRequest.TradePassword,
strconv.FormatInt(withdrawRequest.OneTimePassword, 10),
withdrawRequest.Amount)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: strconv.FormatInt(resp.ID, 10),
Status: resp.Status,
}, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
// submitted
func (f *FTX) WithdrawFiatFunds(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (f *FTX) WithdrawFiatFundsToInternationalBank(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (f *FTX) GetWebsocket() (*stream.Websocket, error) {
return f.Websocket, nil
}
// GetActiveOrders retrieves any orders that are active/open
func (f *FTX) GetActiveOrders(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
if err := getOrdersRequest.Validate(); err != nil {
return nil, err
}
var resp []order.Detail
for x := range getOrdersRequest.Pairs {
assetType, err := f.GetPairAssetType(getOrdersRequest.Pairs[x])
if err != nil {
return resp, err
}
formattedPair, err := f.FormatExchangeCurrency(getOrdersRequest.Pairs[x], assetType)
if err != nil {
return nil, err
}
var tempResp order.Detail
orderData, err := f.GetOpenOrders(formattedPair.String())
if err != nil {
return resp, err
}
for y := range orderData {
var p currency.Pair
p, err = currency.NewPairFromString(orderData[y].Market)
if err != nil {
return nil, err
}
tempResp.ID = strconv.FormatInt(orderData[y].ID, 10)
tempResp.Amount = orderData[y].Size
tempResp.AssetType = assetType
tempResp.ClientOrderID = orderData[y].ClientID
tempResp.Date = orderData[y].CreatedAt
tempResp.Exchange = f.Name
tempResp.ExecutedAmount = orderData[y].Size - orderData[y].RemainingSize
tempResp.Pair = p
tempResp.Price = orderData[y].Price
tempResp.RemainingAmount = orderData[y].RemainingSize
var orderVars OrderVars
orderVars, err = f.compatibleOrderVars(orderData[y].Side,
orderData[y].Status,
orderData[y].OrderType,
orderData[y].FilledSize,
orderData[y].Size,
orderData[y].AvgFillPrice)
if err != nil {
return resp, err
}
tempResp.Status = orderVars.Status
tempResp.Side = orderVars.Side
tempResp.Type = orderVars.OrderType
tempResp.Fee = orderVars.Fee
resp = append(resp, tempResp)
}
triggerOrderData, err := f.GetOpenTriggerOrders(formattedPair.String(),
getOrdersRequest.Type.String())
if err != nil {
return resp, err
}
for z := range triggerOrderData {
var p currency.Pair
p, err = currency.NewPairFromString(triggerOrderData[z].Market)
if err != nil {
return nil, err
}
tempResp.ID = strconv.FormatInt(triggerOrderData[z].ID, 10)
tempResp.Amount = triggerOrderData[z].Size
tempResp.AssetType = assetType
tempResp.Date = triggerOrderData[z].CreatedAt
tempResp.Exchange = f.Name
tempResp.ExecutedAmount = triggerOrderData[z].FilledSize
tempResp.Pair = p
tempResp.Price = triggerOrderData[z].AvgFillPrice
tempResp.RemainingAmount = triggerOrderData[z].Size - triggerOrderData[z].FilledSize
tempResp.TriggerPrice = triggerOrderData[z].TriggerPrice
orderVars, err := f.compatibleOrderVars(triggerOrderData[z].Side,
triggerOrderData[z].Status,
triggerOrderData[z].OrderType,
triggerOrderData[z].FilledSize,
triggerOrderData[z].Size,
triggerOrderData[z].AvgFillPrice)
if err != nil {
return resp, err
}
tempResp.Status = orderVars.Status
tempResp.Side = orderVars.Side
tempResp.Type = orderVars.OrderType
tempResp.Fee = orderVars.Fee
resp = append(resp, tempResp)
}
}
return resp, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (f *FTX) GetOrderHistory(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
if err := getOrdersRequest.Validate(); err != nil {
return nil, err
}
var resp []order.Detail
for x := range getOrdersRequest.Pairs {
var tempResp order.Detail
assetType, err := f.GetPairAssetType(getOrdersRequest.Pairs[x])
if err != nil {
return resp, err
}
formattedPair, err := f.FormatExchangeCurrency(getOrdersRequest.Pairs[x],
assetType)
if err != nil {
return nil, err
}
orderData, err := f.FetchOrderHistory(formattedPair.String(),
getOrdersRequest.StartTime, getOrdersRequest.EndTime, "")
if err != nil {
return resp, err
}
for y := range orderData {
var p currency.Pair
p, err = currency.NewPairFromString(orderData[y].Market)
if err != nil {
return nil, err
}
tempResp.ID = strconv.FormatInt(orderData[y].ID, 10)
tempResp.Amount = orderData[y].Size
tempResp.AssetType = assetType
tempResp.ClientOrderID = orderData[y].ClientID
tempResp.Date = orderData[y].CreatedAt
tempResp.Exchange = f.Name
tempResp.ExecutedAmount = orderData[y].Size - orderData[y].RemainingSize
tempResp.Pair = p
tempResp.Price = orderData[y].Price
tempResp.RemainingAmount = orderData[y].RemainingSize
var orderVars OrderVars
orderVars, err = f.compatibleOrderVars(orderData[y].Side,
orderData[y].Status,
orderData[y].OrderType,
orderData[y].FilledSize,
orderData[y].Size,
orderData[y].AvgFillPrice)
if err != nil {
return resp, err
}
tempResp.Status = orderVars.Status
tempResp.Side = orderVars.Side
tempResp.Type = orderVars.OrderType
tempResp.Fee = orderVars.Fee
resp = append(resp, tempResp)
}
triggerOrderData, err := f.GetTriggerOrderHistory(formattedPair.String(),
getOrdersRequest.StartTime,
getOrdersRequest.EndTime,
strings.ToLower(getOrdersRequest.Side.String()),
strings.ToLower(getOrdersRequest.Type.String()),
"")
if err != nil {
return resp, err
}
for z := range triggerOrderData {
var p currency.Pair
p, err = currency.NewPairFromString(triggerOrderData[z].Market)
if err != nil {
return nil, err
}
tempResp.ID = strconv.FormatInt(triggerOrderData[z].ID, 10)
tempResp.Amount = triggerOrderData[z].Size
tempResp.AssetType = assetType
tempResp.Date = triggerOrderData[z].CreatedAt
tempResp.Exchange = f.Name
tempResp.ExecutedAmount = triggerOrderData[z].FilledSize
tempResp.Pair = p
tempResp.Price = triggerOrderData[z].AvgFillPrice
tempResp.RemainingAmount = triggerOrderData[z].Size - triggerOrderData[z].FilledSize
tempResp.TriggerPrice = triggerOrderData[z].TriggerPrice
orderVars, err := f.compatibleOrderVars(triggerOrderData[z].Side,
triggerOrderData[z].Status,
triggerOrderData[z].OrderType,
triggerOrderData[z].FilledSize,
triggerOrderData[z].Size,
triggerOrderData[z].AvgFillPrice)
if err != nil {
return resp, err
}
tempResp.Status = orderVars.Status
tempResp.Side = orderVars.Side
tempResp.Type = orderVars.OrderType
tempResp.Fee = orderVars.Fee
resp = append(resp, tempResp)
}
}
return resp, nil
}
// GetFeeByType returns an estimate of fee based on the type of transaction
func (f *FTX) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
return f.GetFee(feeBuilder)
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (f *FTX) SubscribeToWebsocketChannels(channels []stream.ChannelSubscription) error {
return f.Websocket.SubscribeToChannels(channels)
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (f *FTX) UnsubscribeToWebsocketChannels(channels []stream.ChannelSubscription) error {
return f.Websocket.UnsubscribeChannels(channels)
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (f *FTX) AuthenticateWebsocket() error {
return f.WsAuth()
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (f *FTX) ValidateCredentials(assetType asset.Item) error {
_, err := f.UpdateAccountInfo(assetType)
return f.CheckTransientError(err)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (f *FTX) GetHistoricCandles(p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := f.ValidateKline(p, a, interval); err != nil {
return kline.Item{}, err
}
formattedPair, err := f.FormatExchangeCurrency(p, a)
if err != nil {
return kline.Item{}, err
}
ohlcData, err := f.GetHistoricalData(formattedPair.String(),
int64(interval.Duration().Seconds()),
int64(f.Features.Enabled.Kline.ResultLimit),
start, end)
if err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: f.Name,
Pair: p,
Asset: a,
Interval: interval,
}
for x := range ohlcData {
ret.Candles = append(ret.Candles, kline.Candle{
Time: ohlcData[x].StartTime,
Open: ohlcData[x].Open,
High: ohlcData[x].High,
Low: ohlcData[x].Low,
Close: ohlcData[x].Close,
Volume: ohlcData[x].Volume,
})
}
return ret, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (f *FTX) GetHistoricCandlesExtended(p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := f.ValidateKline(p, a, interval); err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: f.Name,
Pair: p,
Asset: a,
Interval: interval,
}
dates, err := kline.CalculateCandleDateRanges(start, end, interval, f.Features.Enabled.Kline.ResultLimit)
if err != nil {
return kline.Item{}, err
}
formattedPair, err := f.FormatExchangeCurrency(p, a)
if err != nil {
return kline.Item{}, err
}
for x := range dates.Ranges {
var ohlcData []OHLCVData
ohlcData, err = f.GetHistoricalData(formattedPair.String(),
int64(interval.Duration().Seconds()),
int64(f.Features.Enabled.Kline.ResultLimit),
dates.Ranges[x].Start.Time, dates.Ranges[x].End.Time)
if err != nil {
return kline.Item{}, err
}
for i := range ohlcData {
ret.Candles = append(ret.Candles, kline.Candle{
Time: ohlcData[i].StartTime,
Open: ohlcData[i].Open,
High: ohlcData[i].High,
Low: ohlcData[i].Low,
Close: ohlcData[i].Close,
Volume: ohlcData[i].Volume,
})
}
}
dates.SetHasDataFromCandles(ret.Candles)
summary := dates.DataSummary(false)
if len(summary) > 0 {
log.Warnf(log.ExchangeSys, "%v - %v", f.Name, summary)
}
ret.RemoveDuplicates()
ret.RemoveOutsideRange(start, end)
ret.SortCandlesByTimestamp(false)
return ret, nil
}