mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-15 15:09:55 +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
1094 lines
30 KiB
Go
1094 lines
30 KiB
Go
package ftx
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import (
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"fmt"
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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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// GetDefaultConfig returns a default exchange config
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func (f *FTX) GetDefaultConfig() (*config.ExchangeConfig, error) {
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f.SetDefaults()
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exchCfg := new(config.ExchangeConfig)
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exchCfg.Name = f.Name
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exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
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exchCfg.BaseCurrencies = f.BaseCurrencies
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err := f.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 f.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err = f.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 FTX
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func (f *FTX) SetDefaults() {
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f.Name = "FTX"
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f.Enabled = true
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f.Verbose = true
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f.API.CredentialsValidator.RequiresKey = true
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f.API.CredentialsValidator.RequiresSecret = true
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spot := 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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futures := 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 := f.StoreAssetPairFormat(asset.Spot, spot)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = f.StoreAssetPairFormat(asset.Futures, futures)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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f.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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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.FifteenSecond.Word(): true,
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kline.OneMin.Word(): true,
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kline.FiveMin.Word(): true,
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kline.FifteenMin.Word(): true,
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kline.OneHour.Word(): true,
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kline.FourHour.Word(): true,
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kline.OneDay.Word(): true,
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},
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ResultLimit: 5000,
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},
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},
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}
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f.Requester = request.New(f.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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request.WithLimiter(request.NewBasicRateLimit(ratePeriod, rateLimit)))
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f.API.Endpoints = f.NewEndpoints()
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err = f.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: ftxAPIURL,
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exchange.WebsocketSpot: ftxWSURL,
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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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f.Websocket = stream.New()
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f.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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f.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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f.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 (f *FTX) Setup(exch *config.ExchangeConfig) error {
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if !exch.Enabled {
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f.SetEnabled(false)
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return nil
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}
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err := f.SetupDefaults(exch)
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if err != nil {
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return err
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}
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wsEndpoint, err := f.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 = f.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: ftxWSURL,
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ExchangeName: exch.Name,
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RunningURL: wsEndpoint,
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Connector: f.WsConnect,
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Subscriber: f.Subscribe,
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UnSubscriber: f.Unsubscribe,
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GenerateSubscriptions: f.GenerateDefaultSubscriptions,
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Features: &f.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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return f.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 FTX go routine
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func (f *FTX) Start(wg *sync.WaitGroup) {
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wg.Add(1)
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go func() {
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f.Run()
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wg.Done()
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}()
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}
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// Run implements the FTX wrapper
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func (f *FTX) Run() {
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if f.Verbose {
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log.Debugf(log.ExchangeSys,
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"%s Websocket: %s.",
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f.Name,
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common.IsEnabled(f.Websocket.IsEnabled()))
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f.PrintEnabledPairs()
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}
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if !f.GetEnabledFeatures().AutoPairUpdates {
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return
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}
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err := f.UpdateTradablePairs(false)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update tradable pairs. Err: %s",
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f.Name,
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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 (f *FTX) FetchTradablePairs(a asset.Item) ([]string, error) {
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if !f.SupportsAsset(a) {
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return nil, fmt.Errorf("asset type of %s is not supported by %s", a, f.Name)
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}
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markets, err := f.GetMarkets()
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if err != nil {
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return nil, err
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}
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var pairs []string
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switch a {
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case asset.Spot:
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for x := range markets {
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if markets[x].MarketType == spotString {
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pairs = append(pairs, markets[x].Name)
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}
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}
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case asset.Futures:
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for x := range markets {
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if markets[x].MarketType == futuresString {
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pairs = append(pairs, markets[x].Name)
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}
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}
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}
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return pairs, 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 (f *FTX) UpdateTradablePairs(forceUpdate bool) error {
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assets := f.GetAssetTypes()
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for x := range assets {
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pairs, err := f.FetchTradablePairs(assets[x])
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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 = f.UpdatePairs(p, assets[x], 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 (f *FTX) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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allPairs, err := f.GetEnabledPairs(assetType)
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if err != nil {
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return nil, err
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}
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if !allPairs.Contains(p, true) {
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allPairs = append(allPairs, p)
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}
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markets, err := f.GetMarkets()
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if err != nil {
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return nil, err
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}
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for a := range allPairs {
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formattedPair, err := f.FormatExchangeCurrency(allPairs[a], assetType)
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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 markets {
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if markets[x].Name != formattedPair.String() {
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continue
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}
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var resp ticker.Price
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resp.Pair, err = currency.NewPairFromString(markets[x].Name)
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if err != nil {
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return nil, err
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}
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resp.Last = markets[x].Last
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resp.Bid = markets[x].Bid
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resp.Ask = markets[x].Ask
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resp.LastUpdated = time.Now()
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resp.AssetType = assetType
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resp.ExchangeName = f.Name
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err = ticker.ProcessTicker(&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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}
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return ticker.GetTicker(f.Name, p, assetType)
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}
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// FetchTicker returns the ticker for a currency pair
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func (f *FTX) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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tickerNew, err := ticker.GetTicker(f.Name, p, assetType)
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if err != nil {
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return f.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 (f *FTX) FetchOrderbook(currency currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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ob, err := orderbook.Get(f.Name, currency, assetType)
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if err != nil {
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return f.UpdateOrderbook(currency, 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 (f *FTX) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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book := &orderbook.Base{
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ExchangeName: f.Name,
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Pair: p,
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AssetType: assetType,
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VerificationBypass: f.OrderbookVerificationBypass,
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}
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formattedPair, err := f.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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tempResp, err := f.GetOrderbook(formattedPair.String(), 100)
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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 tempResp.Bids {
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book.Bids = append(book.Bids, orderbook.Item{
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Amount: tempResp.Bids[x].Size,
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Price: tempResp.Bids[x].Price})
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}
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for y := range tempResp.Asks {
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book.Asks = append(book.Asks, orderbook.Item{
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Amount: tempResp.Asks[y].Size,
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Price: tempResp.Asks[y].Price})
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}
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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(f.Name, p, assetType)
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}
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// UpdateAccountInfo retrieves balances for all enabled currencies
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func (f *FTX) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
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var resp account.Holdings
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data, err := f.GetBalances()
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if err != nil {
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return resp, err
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}
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var acc account.SubAccount
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for i := range data {
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c := currency.NewCode(data[i].Coin)
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hold := data[i].Total - data[i].Free
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total := data[i].Total
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acc.Currencies = append(acc.Currencies,
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account.Balance{CurrencyName: c,
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TotalValue: total,
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Hold: hold})
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}
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resp.Accounts = append(resp.Accounts, acc)
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resp.Exchange = f.Name
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err = account.Process(&resp)
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if err != nil {
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return account.Holdings{}, err
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}
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return resp, nil
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}
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// FetchAccountInfo retrieves balances for all enabled currencies
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func (f *FTX) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
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acc, err := account.GetHoldings(f.Name, assetType)
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if err != nil {
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return f.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 (f *FTX) GetFundingHistory() ([]exchange.FundHistory, error) {
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var resp []exchange.FundHistory
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depositData, err := f.FetchDepositHistory()
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if err != nil {
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return resp, err
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}
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for x := range depositData {
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var tempData exchange.FundHistory
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tempData.Fee = depositData[x].Fee
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tempData.Timestamp = depositData[x].Time
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tempData.ExchangeName = f.Name
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tempData.CryptoTxID = depositData[x].TxID
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tempData.Status = depositData[x].Status
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tempData.Amount = depositData[x].Size
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tempData.Currency = depositData[x].Coin
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tempData.TransferID = strconv.FormatInt(depositData[x].ID, 10)
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resp = append(resp, tempData)
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}
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withdrawalData, err := f.FetchWithdrawalHistory()
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if err != nil {
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return resp, err
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}
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for y := range withdrawalData {
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var tempData exchange.FundHistory
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tempData.Fee = depositData[y].Fee
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tempData.Timestamp = depositData[y].Time
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tempData.ExchangeName = f.Name
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tempData.CryptoTxID = depositData[y].TxID
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tempData.Status = depositData[y].Status
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tempData.Amount = depositData[y].Size
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tempData.Currency = depositData[y].Coin
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tempData.TransferID = strconv.FormatInt(depositData[y].ID, 10)
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resp = append(resp, tempData)
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}
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return resp, nil
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}
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// GetWithdrawalsHistory returns previous withdrawals data
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func (f *FTX) 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 (f *FTX) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
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return f.GetHistoricTrades(p, assetType, time.Now().Add(-time.Hour), time.Now())
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}
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// GetHistoricTrades returns historic trade data within the timeframe provided
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func (f *FTX) GetHistoricTrades(p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
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if timestampStart.Equal(timestampEnd) ||
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timestampEnd.After(time.Now()) ||
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timestampEnd.Before(timestampStart) ||
|
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(timestampStart.IsZero() && !timestampEnd.IsZero()) {
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return nil, fmt.Errorf("invalid time range supplied. Start: %v End %v",
|
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timestampStart,
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timestampEnd)
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}
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var err error
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p, err = f.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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ts := timestampStart
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var resp []trade.Data
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limit := 100
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allTrades:
|
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for {
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var trades []TradeData
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trades, err = f.GetTrades(p.String(),
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ts.Unix(),
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timestampEnd.Unix(),
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100)
|
|
if err != nil {
|
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return nil, err
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}
|
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|
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for i := 0; i < len(trades); i++ {
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if trades[i].Time.Before(timestampStart) || trades[i].Time.After(timestampEnd) {
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break allTrades
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}
|
|
var side order.Side
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|
side, err = order.StringToOrderSide(trades[i].Side)
|
|
if err != nil {
|
|
return nil, err
|
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}
|
|
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 {
|
|
if ts.Equal(trades[i].Time) {
|
|
// reached end of trades to crawl
|
|
break allTrades
|
|
}
|
|
ts = trades[i].Time
|
|
}
|
|
}
|
|
if len(trades) != limit {
|
|
break allTrades
|
|
}
|
|
}
|
|
|
|
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.String())
|
|
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.String(),
|
|
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(),
|
|
f.FormatExchangeKlineInterval(interval),
|
|
strconv.FormatInt(int64(f.Features.Enabled.Kline.ResultLimit), 10),
|
|
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 := kline.CalcDateRanges(start, end, interval, f.Features.Enabled.Kline.ResultLimit)
|
|
|
|
formattedPair, err := f.FormatExchangeCurrency(p, a)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
for x := range dates {
|
|
ohlcData, err := f.GetHistoricalData(formattedPair.String(),
|
|
f.FormatExchangeKlineInterval(interval),
|
|
strconv.FormatInt(int64(f.Features.Enabled.Kline.ResultLimit), 10),
|
|
dates[x].Start, dates[x].End)
|
|
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,
|
|
})
|
|
}
|
|
}
|
|
return ret, nil
|
|
}
|