mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-17 07:26:48 +00:00
* Fixes issue where getorders could not work due to unset asset type in rpcserver.go. Adds test. Also adds start and end date to the cli. * A few fixes * lint * fixes oopsie that affected doopsie * Ensures dates are set for all open order implementations. Adds new filter to ensure orders without dates are returned rather than filtered. Fixes up Binance OpenOrders implementation. Adds some extra typeconverts for binance * Add updated time to Binance GetActiveOrders. Update rpcserver.go to only set the time if its not empty. Also addressed bad expected value * Actually fixes things this time * Improves recvWindow to process openOrders * Adds asset type to getOrder as well * Fixes tests * Adds missing date fields * Fixes default time, updates default errors * Default start to last month, instead of last year
1054 lines
28 KiB
Go
1054 lines
28 KiB
Go
package btse
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import (
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"errors"
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"fmt"
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"math"
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"sort"
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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/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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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/stream"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/log"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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)
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const (
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spotURL = "spotURL"
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spotWSURL = "websocketURL"
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)
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// GetDefaultConfig returns a default exchange config
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func (b *BTSE) 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 BTSE
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func (b *BTSE) SetDefaults() {
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b.Name = "BTSE"
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b.Enabled = true
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b.Verbose = true
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b.API.CredentialsValidator.RequiresKey = true
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b.API.CredentialsValidator.RequiresSecret = true
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fmt1 := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: "-",
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},
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ConfigFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: "-",
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},
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}
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err := b.StoreAssetPairFormat(asset.Spot, fmt1)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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fmt2 := currency.PairStore{
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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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err = b.StoreAssetPairFormat(asset.Futures, fmt2)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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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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TickerFetching: true,
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TickerBatching: true,
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KlineFetching: true,
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TradeFetching: true,
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OrderbookFetching: true,
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AutoPairUpdates: true,
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AccountInfo: 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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TradeFee: true,
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FiatDepositFee: true,
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FiatWithdrawalFee: true,
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CryptoWithdrawalFee: true,
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},
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WebsocketCapabilities: protocol.Features{
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OrderbookFetching: true,
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TradeFetching: true,
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Subscribe: true,
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Unsubscribe: true,
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GetOrders: true,
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GetOrder: true,
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},
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WithdrawPermissions: exchange.NoAPIWithdrawalMethods,
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Kline: kline.ExchangeCapabilitiesSupported{
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DateRanges: true,
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Intervals: true,
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},
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},
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Enabled: exchange.FeaturesEnabled{
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AutoPairUpdates: true,
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Kline: kline.ExchangeCapabilitiesEnabled{
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Intervals: map[string]bool{
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kline.OneMin.Word(): true,
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kline.ThreeMin.Word(): true,
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kline.FiveMin.Word(): true,
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kline.FifteenMin.Word(): true,
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kline.ThirtyMin.Word(): true,
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kline.OneHour.Word(): true,
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kline.TwoHour.Word(): true,
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kline.FourHour.Word(): true,
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kline.SixHour.Word(): true,
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kline.TwelveHour.Word(): true,
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kline.OneDay.Word(): true,
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kline.ThreeDay.Word(): true,
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kline.OneWeek.Word(): true,
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kline.OneMonth.Word(): true,
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},
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ResultLimit: 300,
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},
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},
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}
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b.Requester = request.New(b.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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request.WithLimiter(SetRateLimit()))
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b.API.Endpoints = b.NewEndpoints()
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err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: btseAPIURL,
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exchange.RestFutures: btseAPIURL,
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exchange.WebsocketSpot: btseWebsocket,
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})
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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b.Websocket = stream.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 *BTSE) 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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wsRunningURL, err := b.API.Endpoints.GetURL(exchange.WebsocketSpot)
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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(&stream.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: btseWebsocket,
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ExchangeName: exch.Name,
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RunningURL: wsRunningURL,
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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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GenerateSubscriptions: b.GenerateDefaultSubscriptions,
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Features: &b.Features.Supports.WebsocketCapabilities,
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OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
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BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
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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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err = b.seedOrderSizeLimits()
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if err != nil {
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return err
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}
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return b.Websocket.SetupNewConnection(stream.ConnectionSetup{
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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})
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}
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// Start starts the BTSE go routine
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func (b *BTSE) 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 BTSE wrapper
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func (b *BTSE) Run() {
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if b.Verbose {
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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. Error: %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 *BTSE) FetchTradablePairs(a asset.Item) ([]string, error) {
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var currencies []string
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m, err := b.GetMarketSummary("", a == asset.Spot)
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if err != nil {
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return nil, err
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}
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for x := range m {
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if !m[x].Active {
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continue
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}
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currencies = append(currencies, m[x].Symbol)
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}
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return currencies, nil
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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 *BTSE) UpdateTradablePairs(forceUpdate bool) error {
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a := b.GetAssetTypes()
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for i := range a {
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pairs, err := b.FetchTradablePairs(a[i])
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if err != nil {
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return err
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}
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p, err := currency.NewPairsFromStrings(pairs)
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if err != nil {
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return err
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}
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err = b.UpdatePairs(p, a[i], false, forceUpdate)
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if err != nil {
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return err
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}
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}
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return nil
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (b *BTSE) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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tickers, err := b.GetMarketSummary("", assetType == asset.Spot)
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if err != nil {
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return nil, err
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}
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for x := range tickers {
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var pair currency.Pair
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pair, err = currency.NewPairFromString(tickers[x].Symbol)
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if err != nil {
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return nil, err
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Pair: pair,
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Ask: tickers[x].LowestAsk,
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Bid: tickers[x].HighestBid,
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Low: tickers[x].Low24Hr,
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Last: tickers[x].Last,
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Volume: tickers[x].Volume,
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High: tickers[x].High24Hr,
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ExchangeName: b.Name,
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AssetType: assetType})
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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 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 *BTSE) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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tickerNew, err := ticker.GetTicker(b.Name, p, assetType)
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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 tickerNew, nil
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}
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// FetchOrderbook returns orderbook base on the currency pair
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func (b *BTSE) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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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 *BTSE) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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book := &orderbook.Base{
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ExchangeName: b.Name,
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Pair: p,
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AssetType: assetType,
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VerificationBypass: b.OrderbookVerificationBypass,
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}
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fPair, err := b.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return book, err
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}
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a, err := b.FetchOrderBook(fPair.String(), 0, 0, 0, assetType == asset.Spot)
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if err != nil {
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return book, err
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}
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for x := range a.BuyQuote {
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if b.orderbookFilter(a.BuyQuote[x].Price, a.BuyQuote[x].Size) {
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continue
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}
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book.Bids = append(book.Bids, orderbook.Item{
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Price: a.BuyQuote[x].Price,
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Amount: a.BuyQuote[x].Size})
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}
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for x := range a.SellQuote {
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if b.orderbookFilter(a.SellQuote[x].Price, a.SellQuote[x].Size) {
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continue
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}
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book.Asks = append(book.Asks, orderbook.Item{
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Price: a.SellQuote[x].Price,
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Amount: a.SellQuote[x].Size})
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}
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orderbook.Reverse(book.Asks) // Reverse asks for correct alignment
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book.Pair = p
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book.ExchangeName = b.Name
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book.AssetType = assetType
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err = book.Process()
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if err != nil {
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return book, err
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}
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return orderbook.Get(b.Name, p, assetType)
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}
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// UpdateAccountInfo retrieves balances for all enabled currencies for the
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// BTSE exchange
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func (b *BTSE) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
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var a account.Holdings
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balance, err := b.GetWalletInformation()
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if err != nil {
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return a, err
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}
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var currencies []account.Balance
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for b := range balance {
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currencies = append(currencies,
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account.Balance{
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CurrencyName: currency.NewCode(balance[b].Currency),
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TotalValue: balance[b].Total,
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Hold: balance[b].Available,
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},
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)
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}
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a.Exchange = b.Name
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a.Accounts = []account.SubAccount{
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{
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Currencies: currencies,
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},
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}
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err = account.Process(&a)
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if err != nil {
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return account.Holdings{}, err
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}
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return a, nil
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}
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// FetchAccountInfo retrieves balances for all enabled currencies
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func (b *BTSE) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
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acc, err := account.GetHoldings(b.Name, assetType)
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if err != nil {
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return b.UpdateAccountInfo(assetType)
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}
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return acc, 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 *BTSE) GetFundingHistory() ([]exchange.FundHistory, error) {
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return nil, common.ErrFunctionNotSupported
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}
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func (b *BTSE) withinLimits(pair currency.Pair, amount float64) bool {
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val, found := OrderSizeLimits(pair.String())
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if !found {
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return false
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}
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return (math.Mod(amount, val.MinSizeIncrement) == 0) ||
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amount < val.MinOrderSize ||
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amount > val.MaxOrderSize
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}
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// GetWithdrawalsHistory returns previous withdrawals data
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func (b *BTSE) GetWithdrawalsHistory(c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
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return nil, common.ErrNotYetImplemented
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}
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// GetRecentTrades returns the most recent trades for a currency and asset
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func (b *BTSE) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
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var err error
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p, err = b.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return nil, err
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}
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var resp []trade.Data
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limit := 500
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var tradeData []Trade
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tradeData, err = b.GetTrades(p.String(),
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time.Time{}, time.Time{},
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0, 0, limit,
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false,
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assetType == asset.Spot)
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if err != nil {
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return nil, err
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}
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for i := range tradeData {
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tradeTimestamp := time.Unix(tradeData[i].Time/1000, 0)
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var side order.Side
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side, err = order.StringToOrderSide(tradeData[i].Side)
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if err != nil {
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return nil, err
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}
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resp = append(resp, trade.Data{
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Exchange: b.Name,
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TID: strconv.FormatInt(tradeData[i].SerialID, 10),
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CurrencyPair: p,
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AssetType: assetType,
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Side: side,
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Price: tradeData[i].Price,
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Amount: tradeData[i].Amount,
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Timestamp: tradeTimestamp,
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})
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}
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err = b.AddTradesToBuffer(resp...)
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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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sort.Sort(trade.ByDate(resp))
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return resp, nil
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}
|
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|
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// GetHistoricTrades returns historic trade data within the timeframe provided
|
|
func (b *BTSE) GetHistoricTrades(_ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
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}
|
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|
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// SubmitOrder submits a new order
|
|
func (b *BTSE) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
|
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var resp order.SubmitResponse
|
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if err := s.Validate(); err != nil {
|
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return resp, err
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}
|
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fPair, err := b.FormatExchangeCurrency(s.Pair, s.AssetType)
|
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if err != nil {
|
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return resp, err
|
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}
|
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inLimits := b.withinLimits(fPair, s.Amount)
|
|
if !inLimits {
|
|
return resp, errors.New("order outside of limits")
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}
|
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|
|
r, err := b.CreateOrder(s.ClientID, 0.0,
|
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false,
|
|
s.Price, s.Side.String(), s.Amount, 0, 0,
|
|
fPair.String(), goodTillCancel,
|
|
0.0, s.TriggerPrice,
|
|
"", s.Type.String())
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
resp.IsOrderPlaced = true
|
|
resp.OrderID = r[0].OrderID
|
|
|
|
if s.Type == order.Market {
|
|
resp.FullyMatched = true
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// ModifyOrder will allow of changing orderbook placement and limit to
|
|
// market conversion
|
|
func (b *BTSE) ModifyOrder(action *order.Modify) (string, error) {
|
|
return "", common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// CancelOrder cancels an order by its corresponding ID number
|
|
func (b *BTSE) CancelOrder(o *order.Cancel) error {
|
|
if err := o.Validate(o.StandardCancel()); err != nil {
|
|
return err
|
|
}
|
|
|
|
fPair, err := b.FormatExchangeCurrency(o.Pair,
|
|
o.AssetType)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
_, err = b.CancelExistingOrder(o.ID, fPair.String(), o.ClientOrderID)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
// CancelBatchOrders cancels an orders by their corresponding ID numbers
|
|
func (b *BTSE) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
|
|
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
|
|
}
|
|
|
|
// CancelAllOrders cancels all orders associated with a currency pair
|
|
// If product ID is sent, all orders of that specified market will be cancelled
|
|
// If not specified, all orders of all markets will be cancelled
|
|
func (b *BTSE) CancelAllOrders(orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
|
|
if err := orderCancellation.Validate(); err != nil {
|
|
return order.CancelAllResponse{}, err
|
|
}
|
|
|
|
var resp order.CancelAllResponse
|
|
|
|
fPair, err := b.FormatExchangeCurrency(orderCancellation.Pair,
|
|
orderCancellation.AssetType)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
allOrders, err := b.CancelExistingOrder("", fPair.String(), "")
|
|
if err != nil {
|
|
return resp, nil
|
|
}
|
|
|
|
resp.Status = make(map[string]string)
|
|
for x := range allOrders {
|
|
if allOrders[x].Status == orderCancelled {
|
|
resp.Status[allOrders[x].OrderID] = order.Cancelled.String()
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
func orderIntToType(i int) order.Type {
|
|
if i == 77 {
|
|
return order.Market
|
|
} else if i == 76 {
|
|
return order.Limit
|
|
}
|
|
return order.UnknownType
|
|
}
|
|
|
|
// GetOrderInfo returns order information based on order ID
|
|
func (b *BTSE) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
|
|
o, err := b.GetOrders("", orderID, "")
|
|
if err != nil {
|
|
return order.Detail{}, err
|
|
}
|
|
|
|
var od order.Detail
|
|
if len(o) == 0 {
|
|
return od, errors.New("no orders found")
|
|
}
|
|
|
|
format, err := b.GetPairFormat(asset.Spot, false)
|
|
if err != nil {
|
|
return order.Detail{}, err
|
|
}
|
|
|
|
for i := range o {
|
|
if o[i].OrderID != orderID {
|
|
continue
|
|
}
|
|
|
|
var side = order.Buy
|
|
if strings.EqualFold(o[i].Side, order.Ask.String()) {
|
|
side = order.Sell
|
|
}
|
|
|
|
od.Pair, err = currency.NewPairDelimiter(o[i].Symbol,
|
|
format.Delimiter)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys,
|
|
"%s GetOrderInfo unable to parse currency pair: %s\n",
|
|
b.Name,
|
|
err)
|
|
}
|
|
od.Exchange = b.Name
|
|
od.Amount = o[i].Size
|
|
od.ID = o[i].OrderID
|
|
od.Date = time.Unix(o[i].Timestamp, 0)
|
|
od.Side = side
|
|
|
|
od.Type = orderIntToType(o[i].OrderType)
|
|
|
|
od.Price = o[i].Price
|
|
od.Status = order.Status(o[i].OrderState)
|
|
|
|
th, err := b.TradeHistory("",
|
|
time.Time{}, time.Time{},
|
|
0, 0, 0,
|
|
false,
|
|
"", orderID)
|
|
if err != nil {
|
|
return od,
|
|
fmt.Errorf("unable to get order fills for orderID %s", orderID)
|
|
}
|
|
|
|
for i := range th {
|
|
createdAt, err := parseOrderTime(th[i].TradeID)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys,
|
|
"%s GetOrderInfo unable to parse time: %s\n", b.Name, err)
|
|
}
|
|
od.Trades = append(od.Trades, order.TradeHistory{
|
|
Timestamp: createdAt,
|
|
TID: th[i].TradeID,
|
|
Price: th[i].Price,
|
|
Amount: th[i].Size,
|
|
Exchange: b.Name,
|
|
Side: order.Side(th[i].Side),
|
|
Fee: th[i].FeeAmount,
|
|
})
|
|
}
|
|
}
|
|
return od, nil
|
|
}
|
|
|
|
// GetDepositAddress returns a deposit address for a specified currency
|
|
func (b *BTSE) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
|
|
address, err := b.GetWalletAddress(cryptocurrency.String())
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
if len(address) == 0 {
|
|
addressCreate, err := b.CreateWalletAddress(cryptocurrency.String())
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
if len(addressCreate) != 0 {
|
|
return addressCreate[0].Address, nil
|
|
}
|
|
return "", errors.New("address not found")
|
|
}
|
|
return address[0].Address, nil
|
|
}
|
|
|
|
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
|
|
// submitted
|
|
func (b *BTSE) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
amountToString := strconv.FormatFloat(withdrawRequest.Amount, 'f', 8, 64)
|
|
resp, err := b.WalletWithdrawal(withdrawRequest.Currency.String(),
|
|
withdrawRequest.Crypto.Address,
|
|
withdrawRequest.Crypto.AddressTag,
|
|
amountToString)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &withdraw.ExchangeResponse{
|
|
Name: b.Name,
|
|
ID: resp.WithdrawID,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
|
|
// submitted
|
|
func (b *BTSE) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is
|
|
// submitted
|
|
func (b *BTSE) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetActiveOrders retrieves any orders that are active/open
|
|
func (b *BTSE) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
|
|
if err := req.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if len(req.Pairs) == 0 {
|
|
return nil, errors.New("no pair provided")
|
|
}
|
|
|
|
var orders []order.Detail
|
|
for x := range req.Pairs {
|
|
formattedPair, err := b.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp, err := b.GetOrders(formattedPair.String(), "", "")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
format, err := b.GetPairFormat(asset.Spot, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for i := range resp {
|
|
var side = order.Buy
|
|
if strings.EqualFold(resp[i].Side, order.Ask.String()) {
|
|
side = order.Sell
|
|
}
|
|
|
|
p, err := currency.NewPairDelimiter(resp[i].Symbol,
|
|
format.Delimiter)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys,
|
|
"%s GetActiveOrders unable to parse currency pair: %s\n",
|
|
b.Name,
|
|
err)
|
|
}
|
|
|
|
openOrder := order.Detail{
|
|
Pair: p,
|
|
Exchange: b.Name,
|
|
Amount: resp[i].Size,
|
|
ID: resp[i].OrderID,
|
|
Date: time.Unix(resp[i].Timestamp, 0),
|
|
Side: side,
|
|
Price: resp[i].Price,
|
|
Status: order.Status(resp[i].OrderState),
|
|
}
|
|
|
|
if resp[i].OrderType == 77 {
|
|
openOrder.Type = order.Market
|
|
} else if resp[i].OrderType == 76 {
|
|
openOrder.Type = order.Limit
|
|
}
|
|
|
|
fills, err := b.TradeHistory(
|
|
"",
|
|
time.Time{}, time.Time{},
|
|
0, 0, 0,
|
|
false,
|
|
"", resp[i].OrderID)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys,
|
|
"%s: Unable to get order fills for orderID %s",
|
|
b.Name,
|
|
resp[i].OrderID)
|
|
continue
|
|
}
|
|
|
|
for i := range fills {
|
|
createdAt, err := parseOrderTime(fills[i].Timestamp)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys,
|
|
"%s GetActiveOrders unable to parse time: %s\n",
|
|
b.Name,
|
|
err)
|
|
}
|
|
openOrder.Trades = append(openOrder.Trades, order.TradeHistory{
|
|
Timestamp: createdAt,
|
|
TID: fills[i].TradeID,
|
|
Price: fills[i].Price,
|
|
Amount: fills[i].Size,
|
|
Exchange: b.Name,
|
|
Side: order.Side(fills[i].Side),
|
|
Fee: fills[i].FeeAmount,
|
|
})
|
|
}
|
|
orders = append(orders, openOrder)
|
|
}
|
|
}
|
|
|
|
order.FilterOrdersByType(&orders, req.Type)
|
|
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
|
|
order.FilterOrdersBySide(&orders, req.Side)
|
|
return orders, nil
|
|
}
|
|
|
|
func matchType(input int, required order.Type) bool {
|
|
if (required == order.AnyType) || (input == 76 && required == order.Limit) || input == 77 && required == order.Market {
|
|
return true
|
|
}
|
|
return false
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information
|
|
// Can Limit response to specific order status
|
|
func (b *BTSE) GetOrderHistory(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
|
|
if err := getOrdersRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var resp []order.Detail
|
|
if len(getOrdersRequest.Pairs) == 0 {
|
|
var err error
|
|
getOrdersRequest.Pairs, err = b.GetEnabledPairs(asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
}
|
|
orderDeref := *getOrdersRequest
|
|
for x := range orderDeref.Pairs {
|
|
fPair, err := b.FormatExchangeCurrency(orderDeref.Pairs[x], asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
currentOrder, err := b.GetOrders(fPair.String(), "", "")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for y := range currentOrder {
|
|
if !matchType(currentOrder[y].OrderType, orderDeref.Type) {
|
|
continue
|
|
}
|
|
tempOrder := order.Detail{
|
|
Price: currentOrder[y].Price,
|
|
Amount: currentOrder[y].Size,
|
|
Side: order.Side(currentOrder[y].Side),
|
|
Pair: orderDeref.Pairs[x],
|
|
}
|
|
switch currentOrder[x].OrderState {
|
|
case "STATUS_ACTIVE":
|
|
tempOrder.Status = order.Active
|
|
case "ORDER_CANCELLED":
|
|
tempOrder.Status = order.Cancelled
|
|
case "ORDER_FULLY_TRANSACTED":
|
|
tempOrder.Status = order.Filled
|
|
case "ORDER_PARTIALLY_TRANSACTED":
|
|
tempOrder.Status = order.PartiallyFilled
|
|
default:
|
|
tempOrder.Status = order.UnknownStatus
|
|
}
|
|
resp = append(resp, tempOrder)
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on type of transaction
|
|
func (b *BTSE) 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)
|
|
}
|
|
|
|
// ValidateCredentials validates current credentials used for wrapper
|
|
// functionality
|
|
func (b *BTSE) ValidateCredentials(assetType asset.Item) error {
|
|
_, err := b.UpdateAccountInfo(assetType)
|
|
return b.CheckTransientError(err)
|
|
}
|
|
|
|
// FormatExchangeKlineInterval formats kline interval to exchange requested type
|
|
func (b *BTSE) FormatExchangeKlineInterval(in kline.Interval) string {
|
|
return strconv.FormatFloat(in.Duration().Minutes(), 'f', 0, 64)
|
|
}
|
|
|
|
// GetHistoricCandles returns candles between a time period for a set time interval
|
|
func (b *BTSE) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
|
|
if err := b.ValidateKline(pair, a, interval); err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
fPair, err := b.FormatExchangeCurrency(pair, a)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
intervalInt, err := strconv.Atoi(b.FormatExchangeKlineInterval(interval))
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
klineRet := kline.Item{
|
|
Exchange: b.Name,
|
|
Pair: fPair,
|
|
Asset: a,
|
|
Interval: interval,
|
|
}
|
|
|
|
switch a {
|
|
case asset.Spot:
|
|
req, err := b.OHLCV(fPair.String(),
|
|
start,
|
|
end,
|
|
intervalInt)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
for x := range req {
|
|
klineRet.Candles = append(klineRet.Candles, kline.Candle{
|
|
Time: time.Unix(int64(req[x][0]), 0),
|
|
Open: req[x][1],
|
|
High: req[x][2],
|
|
Low: req[x][3],
|
|
Close: req[x][4],
|
|
Volume: req[x][5],
|
|
})
|
|
}
|
|
case asset.Futures:
|
|
return kline.Item{}, common.ErrNotYetImplemented
|
|
default:
|
|
return kline.Item{}, fmt.Errorf("asset %v not supported", a.String())
|
|
}
|
|
|
|
klineRet.SortCandlesByTimestamp(false)
|
|
return klineRet, nil
|
|
}
|
|
|
|
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
|
|
func (b *BTSE) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
|
|
if err := b.ValidateKline(pair, a, interval); err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
if kline.TotalCandlesPerInterval(start, end, interval) > b.Features.Enabled.Kline.ResultLimit {
|
|
return kline.Item{}, errors.New(kline.ErrRequestExceedsExchangeLimits)
|
|
}
|
|
|
|
fPair, err := b.FormatExchangeCurrency(pair, a)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
intervalInt, err := strconv.Atoi(b.FormatExchangeKlineInterval(interval))
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
klineRet := kline.Item{
|
|
Exchange: b.Name,
|
|
Pair: fPair,
|
|
Asset: a,
|
|
Interval: interval,
|
|
}
|
|
|
|
switch a {
|
|
case asset.Spot:
|
|
req, err := b.OHLCV(fPair.String(),
|
|
start,
|
|
end,
|
|
intervalInt)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
for x := range req {
|
|
klineRet.Candles = append(klineRet.Candles, kline.Candle{
|
|
Time: time.Unix(int64(req[x][0]), 0),
|
|
Open: req[x][1],
|
|
High: req[x][2],
|
|
Low: req[x][3],
|
|
Close: req[x][4],
|
|
Volume: req[x][5],
|
|
})
|
|
}
|
|
case asset.Futures:
|
|
return kline.Item{}, common.ErrNotYetImplemented
|
|
default:
|
|
return kline.Item{}, fmt.Errorf("asset %v not supported", a.String())
|
|
}
|
|
|
|
klineRet.SortCandlesByTimestamp(false)
|
|
return klineRet, nil
|
|
}
|
|
|
|
func (b *BTSE) seedOrderSizeLimits() error {
|
|
pairs, err := b.GetMarketSummary("", true)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
for x := range pairs {
|
|
tempValues := OrderSizeLimit{
|
|
MinOrderSize: pairs[x].MinOrderSize,
|
|
MaxOrderSize: pairs[x].MaxOrderSize,
|
|
MinSizeIncrement: pairs[x].MinSizeIncrement,
|
|
}
|
|
orderSizeLimitMap.Store(pairs[x].Symbol, tempValues)
|
|
}
|
|
|
|
pairs, err = b.GetMarketSummary("", false)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
for x := range pairs {
|
|
tempValues := OrderSizeLimit{
|
|
MinOrderSize: pairs[x].MinOrderSize,
|
|
MaxOrderSize: pairs[x].MaxOrderSize,
|
|
MinSizeIncrement: pairs[x].MinSizeIncrement,
|
|
}
|
|
orderSizeLimitMap.Store(pairs[x].Symbol, tempValues)
|
|
}
|
|
return nil
|
|
}
|
|
|
|
// OrderSizeLimits looks up currency pair in orderSizeLimitMap and returns OrderSizeLimit
|
|
func OrderSizeLimits(pair string) (limits OrderSizeLimit, found bool) {
|
|
resp, ok := orderSizeLimitMap.Load(pair)
|
|
if !ok {
|
|
return
|
|
}
|
|
val, ok := resp.(OrderSizeLimit)
|
|
return val, ok
|
|
}
|