Files
gocryptotrader/exchanges/okx/okx_wrapper.go
Samuael A 2ac165a477 exchanges: Add OKX support (#1005)
* public endpoints methods added

* Completing mapping REST endpoints

* Binanceus Wrapper methods -Partially

* Binanceus Wrapper methods -Partially

* BinaWra functions with test funs; Not Completed

* Finalizing wrapper methods & test

* Fix & Complete wrapper functions

* Finalizing wrapper methods & test

* Adding Stream Datas

* WS Test functions

* CI: Fix golangci-lint linter issues

* CI: Fix reverting unnessesary changes and type conversion issues

* CI: Fix reverting unnessesary changes and type conversion issues

* Adding Public endpoints and tests

* Adding Market and Public Endpoints

* Adding Public endoints

* Public Trading Endpoints & Authenticated Trade order methods

* Adding Authenticated Methods and Tests

* Adding algo and Funding Authenticated endpoints

* Adding funding trading endpoints and correspondint tests

* adding authenticated endpoints

* Completing Block Trading endpoints and added subaccount endpoints

* Completing sub account and grid Trading endpoints

* Adding Rate Limit and missing endpoints

* Wrapper and Websocket handlers

* Fixing Websocket Test and Push Data Handler Issues

* Fixing Websocket Test and Push Data Handler Issues

* Fixing linter issues, package dependency, and other slight tempos

* Fixing linter and slight tempos

* Update on test functions, and Rest and Websocket Endpoint handlers

* Remove okex, adding comments, and slight fixes on endpoints.

* Fixing linter issues and adding comments

* Slight code changes, updating documentation, and n and linter issues

* Fix context and configuration endpoint issues

* slight fixes on config and test files

* adding some missing test and fix linter issues

* fix linter issue

* Slight fixes on code structure, shorthand exp,and ot and other

* Fix slight linter issue

* Slight code fixes and fixing linter issues

* fixing linter iissues

* fixing linter iissues

* slight linter issue fix

* slight linter issue fix

* Fix on models, type convert funcs and endpoints

* Adding Error messages map and update of models

* Fix on error message string and linter issues

* Fix slight linter issue

* Fix slight linter issue

* Fixing type converts, models, and linter issues

* Adding Ws fixes

* Slight fix on websocket and other issues

* Adding slight websocket fixes

* Remove 'books5' channel default subscription

* Small changes on default subscription and checksum

* Fix slight websocket tempos

* Fix Wrapper function tempost and linter issues

* Resolving slight naming and other issues

* Resolve slight pointer issues

* resolve slight linter issues

* Resolve config files issue

* Update websocket and wrapper funcs with test and docs

* fixs on websocket multiplexer, types, and other slight issues

* fix slight linter issues

* slight update on web-socket orderbook and tickers

* fix slight issues and websocket runtime errors

* Slight unit test fix and assing simple semaphore

* FIx race issue

* Update on authenticated endpoints

* Fix wsSetupRun check in websocket 'setupWsAuth' func

* Update wsSetupRun check in websocket 'setupWsAuth' func

* Slight update on websocket handling

* Fix some race conditions

* fix slight tempos

* fix authenticated test issues

* Update on conditional statements

* slight update on unit test

* fix unit test tempos

* Fix slight tempos

* Change check map from struct valued to bool valued

* slight fix trial

* Slight unit test update

* Fix websocket timeout error

* Updating websocket subscription endpoints, and unit tests

* update unit tests

* Slight issue on wrapper method 'GetActiveOrders'

* Overall code update

* Addressing missing review comments

* Fix unit test tempo and linter issue

* Monor fix

* Slight update

* Slight unit test fix

* Slight fixes

* Slight fixes

* Fixing on missing review comments

* Adding WS Fixes

* slight fix

* Monor fix on unit test

* Minor convert issue

* Minor change on WS

* Monor logic fix

* Fix code structure and logic issues

* Fixing small typos

* fix slight data format issue

* Update on trade and order wrapper methods

* Adding slight update

* fix on order detail

* Slight update on FetchTradablePairs wrapper method

* Slight update on wrapper

* Update on deserialization and other slight issues

* Final update

* Resolve missing review comments

* Slight update on config and unit test

* minor fix on GetDepositAddress param

* Minor fix
2022-12-09 11:44:29 +11:00

1472 lines
45 KiB
Go

package okx
import (
"context"
"errors"
"fmt"
"math"
"sort"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
const (
okxWebsocketResponseMaxLimit = time.Second * 3
)
// GetDefaultConfig returns a default exchange config
func (ok *Okx) GetDefaultConfig() (*config.Exchange, error) {
ok.SetDefaults()
exchCfg := new(config.Exchange)
exchCfg.Name = ok.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = ok.BaseCurrencies
err := ok.Setup(exchCfg)
if err != nil {
return nil, err
}
if ok.Features.Supports.RESTCapabilities.AutoPairUpdates {
err := ok.UpdateTradablePairs(context.TODO(), false)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for Okx
func (ok *Okx) SetDefaults() {
ok.Name = "Okx"
ok.Enabled = true
ok.Verbose = true
ok.WsRequestSemaphore = make(chan int, 20)
ok.API.CredentialsValidator.RequiresKey = true
ok.API.CredentialsValidator.RequiresSecret = true
ok.API.CredentialsValidator.RequiresClientID = true
fmt1 := currency.PairStore{
RequestFormat: &currency.PairFormat{Uppercase: true},
ConfigFormat: &currency.PairFormat{
Delimiter: currency.DashDelimiter,
Uppercase: true,
},
}
err := ok.SetGlobalPairsManager(fmt1.RequestFormat, fmt1.ConfigFormat, asset.Spot, asset.Futures, asset.PerpetualSwap, asset.Option, asset.Margin)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
// Fill out the capabilities/features that the exchange supports
ok.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
CryptoDeposit: true,
CryptoWithdrawalFee: true,
CryptoWithdrawal: true,
TradeFee: true,
SubmitOrder: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
CancelOrders: true,
TradeFetching: true,
UserTradeHistory: true,
MultiChainDeposits: true,
MultiChainWithdrawals: true,
KlineFetching: true,
DepositHistory: true,
WithdrawalHistory: true,
ModifyOrder: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
OrderbookFetching: true,
Subscribe: true,
Unsubscribe: true,
AuthenticatedEndpoints: true,
AccountInfo: true,
GetOrders: true,
TradeFetching: true,
KlineFetching: true,
GetOrder: true,
SubmitOrder: true,
CancelOrder: true,
CancelOrders: true,
ModifyOrder: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.OneMin.Word(): true,
kline.ThreeMin.Word(): true,
kline.FiveMin.Word(): true,
kline.FifteenMin.Word(): true,
kline.ThirtyMin.Word(): true,
kline.OneHour.Word(): true,
kline.TwoHour.Word(): true,
kline.FourHour.Word(): true,
kline.SixHour.Word(): true,
kline.TwelveHour.Word(): true,
kline.OneDay.Word(): true,
kline.ThreeDay.Word(): true,
kline.OneWeek.Word(): true,
kline.OneMonth.Word(): true,
kline.ThreeMonth.Word(): true,
kline.SixMonth.Word(): true,
kline.OneYear.Word(): true,
},
ResultLimit: 300,
},
},
}
ok.Requester, err = request.New(ok.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
ok.API.Endpoints = ok.NewEndpoints()
err = ok.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: okxAPIURL,
exchange.WebsocketSpot: okxAPIWebsocketPublicURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
ok.Websocket = stream.New()
ok.WebsocketResponseMaxLimit = okxWebsocketResponseMaxLimit
ok.WebsocketResponseCheckTimeout = okxWebsocketResponseMaxLimit
ok.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in the supplied exchange configuration details and sets params
func (ok *Okx) Setup(exch *config.Exchange) error {
err := exch.Validate()
if err != nil {
return err
}
if !exch.Enabled {
ok.SetEnabled(false)
return nil
}
err = ok.SetupDefaults(exch)
if err != nil {
return err
}
wsRunningEndpoint, err := ok.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = ok.Websocket.Setup(&stream.WebsocketSetup{
ExchangeConfig: exch,
DefaultURL: okxAPIWebsocketPublicURL,
RunningURL: wsRunningEndpoint,
Connector: ok.WsConnect,
Subscriber: ok.Subscribe,
Unsubscriber: ok.Unsubscribe,
GenerateSubscriptions: ok.GenerateDefaultSubscriptions,
Features: &ok.Features.Supports.WebsocketCapabilities,
OrderbookBufferConfig: buffer.Config{
Checksum: ok.CalculateUpdateOrderbookChecksum,
},
})
if err != nil {
return err
}
err = ok.Websocket.SetupNewConnection(stream.ConnectionSetup{
URL: okxAPIWebsocketPublicURL,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: okxWebsocketResponseMaxLimit,
RateLimit: 500,
})
if err != nil {
return err
}
return ok.Websocket.SetupNewConnection(stream.ConnectionSetup{
URL: okxAPIWebsocketPrivateURL,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: okxWebsocketResponseMaxLimit,
Authenticated: true,
RateLimit: 500,
})
}
// Start starts the Okx go routine
func (ok *Okx) Start(wg *sync.WaitGroup) error {
if wg == nil {
return fmt.Errorf("%T %w", wg, common.ErrNilPointer)
}
wg.Add(1)
go func() {
ok.Run()
wg.Done()
}()
return nil
}
// Run implements the Okx wrapper
func (ok *Okx) Run() {
if ok.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s.",
ok.Name,
common.IsEnabled(ok.Websocket.IsEnabled()))
ok.PrintEnabledPairs()
}
if !ok.GetEnabledFeatures().AutoPairUpdates {
return
}
err := ok.UpdateTradablePairs(context.TODO(), false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
ok.Name,
err)
}
}
// GetServerTime returns the current exchange server time.
func (ok *Okx) GetServerTime(ctx context.Context, ai asset.Item) (time.Time, error) {
return ok.GetSystemTime(ctx)
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (ok *Okx) FetchTradablePairs(ctx context.Context, a asset.Item) ([]string, error) {
if !ok.SupportsAsset(a) {
return nil, fmt.Errorf("asset type of %s is not supported by %s", a, ok.Name)
}
format, err := ok.GetPairFormat(a, false)
if err != nil {
return nil, err
}
insts := []Instrument{}
switch a {
case asset.Spot:
insts, err = ok.GetInstruments(ctx, &InstrumentsFetchParams{
InstrumentType: okxInstTypeSpot,
})
case asset.Futures:
insts, err = ok.GetInstruments(ctx, &InstrumentsFetchParams{
InstrumentType: okxInstTypeFutures,
})
case asset.PerpetualSwap:
insts, err = ok.GetInstruments(ctx, &InstrumentsFetchParams{
InstrumentType: okxInstTypeSwap,
})
case asset.Option:
var underlyings []string
underlyings, err = ok.GetPublicUnderlyings(context.Background(), okxInstTypeOption)
if err != nil {
return nil, err
}
var instruments []Instrument
for x := range underlyings {
instruments, err = ok.GetInstruments(ctx, &InstrumentsFetchParams{
InstrumentType: okxInstTypeOption,
Underlying: underlyings[x],
})
if err != nil {
return nil, err
}
insts = append(insts, instruments...)
}
case asset.Margin:
insts, err = ok.GetInstruments(ctx, &InstrumentsFetchParams{
InstrumentType: okxInstTypeMargin,
})
}
if err != nil {
return nil, err
}
if len(insts) == 0 {
return nil, errNoInstrumentFound
}
pairs := make([]string, len(insts))
for x := range insts {
c, err := currency.NewPairFromString(insts[x].InstrumentID)
if err != nil {
return nil, err
}
pairs[x] = format.Format(c)
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores them in the exchanges config
func (ok *Okx) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
assetTypes := ok.GetAssetTypes(false)
for i := range assetTypes {
p, err := ok.FetchTradablePairs(ctx, assetTypes[i])
if err != nil {
return err
}
pairs, err := currency.NewPairsFromStrings(p)
if err != nil {
return err
}
err = ok.UpdatePairs(pairs, assetTypes[i], false, forceUpdate)
if err != nil {
return err
}
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (ok *Okx) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
format, err := ok.GetPairFormat(a, false)
if err != nil {
return nil, err
}
if !p.IsPopulated() {
return nil, errIncompleteCurrencyPair
}
instrumentID := format.Format(p)
if !ok.SupportsAsset(a) {
return nil, fmt.Errorf("%w: %v", asset.ErrNotSupported, a)
}
mdata, err := ok.GetTicker(ctx, instrumentID)
if err != nil {
return nil, err
}
var baseVolume float64
var quoteVolume float64
switch a {
case asset.Spot, asset.Margin:
baseVolume = mdata.Vol24H.Float64()
quoteVolume = mdata.VolCcy24H.Float64()
case asset.PerpetualSwap, asset.Futures, asset.Option:
baseVolume = mdata.VolCcy24H.Float64()
quoteVolume = mdata.Vol24H.Float64()
default:
return nil, fmt.Errorf("%w, asset type %s is not supported", errInvalidInstrumentType, a.String())
}
err = ticker.ProcessTicker(&ticker.Price{
Last: mdata.LastTradePrice.Float64(),
High: mdata.High24H.Float64(),
Low: mdata.Low24H.Float64(),
Bid: mdata.BidPrice.Float64(),
Ask: mdata.BestAskPrice.Float64(),
Volume: baseVolume,
QuoteVolume: quoteVolume,
Open: mdata.Open24H.Float64(),
Pair: p,
ExchangeName: ok.Name,
AssetType: a,
})
if err != nil {
return nil, err
}
return ticker.GetTicker(ok.Name, p, a)
}
// UpdateTickers updates all currency pairs of a given asset type
func (ok *Okx) UpdateTickers(ctx context.Context, assetType asset.Item) error {
pairs, err := ok.GetEnabledPairs(assetType)
if err != nil {
return err
}
instrumentType := ok.GetInstrumentTypeFromAssetItem(assetType)
ticks, err := ok.GetTickers(ctx, strings.ToUpper(instrumentType), "", "")
if err != nil {
return err
}
for y := range ticks {
pair, err := ok.GetPairFromInstrumentID(ticks[y].InstrumentID)
if err != nil {
return err
}
for i := range pairs {
pairFmt, err := ok.FormatExchangeCurrency(pairs[i], assetType)
if err != nil {
return err
}
if !pair.Equal(pairFmt) {
continue
}
err = ticker.ProcessTicker(&ticker.Price{
Last: ticks[y].LastTradePrice.Float64(),
High: ticks[y].High24H.Float64(),
Low: ticks[y].Low24H.Float64(),
Bid: ticks[y].BidPrice.Float64(),
Ask: ticks[y].BestAskPrice.Float64(),
Volume: ticks[y].Vol24H.Float64(),
QuoteVolume: ticks[y].VolCcy24H.Float64(),
Open: ticks[y].Open24H.Float64(),
Pair: pairFmt,
ExchangeName: ok.Name,
AssetType: assetType,
})
if err != nil {
return err
}
}
}
return nil
}
// FetchTicker returns the ticker for a currency pair
func (ok *Okx) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
formattedPair, err := ok.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
tickerNew, err := ticker.GetTicker(ok.Name, formattedPair, assetType)
if err != nil {
return ok.UpdateTicker(ctx, p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (ok *Okx) FetchOrderbook(ctx context.Context, pair currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(ok.Name, pair, assetType)
if err != nil {
return ok.UpdateOrderbook(ctx, pair, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (ok *Okx) UpdateOrderbook(ctx context.Context, pair currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: ok.Name,
Pair: pair,
Asset: assetType,
VerifyOrderbook: ok.CanVerifyOrderbook,
}
var orderbookNew *OrderBookResponse
var err error
if !ok.SupportsAsset(assetType) {
return nil, fmt.Errorf("%w: %v", asset.ErrNotSupported, assetType)
}
var instrumentID string
format, err := ok.GetPairFormat(assetType, false)
if err != nil {
return nil, err
}
if !pair.IsPopulated() {
return nil, errIncompleteCurrencyPair
}
instrumentID = format.Format(pair)
orderbookNew, err = ok.GetOrderBookDepth(ctx, instrumentID, 0)
if err != nil {
return book, err
}
orderBookD, err := orderbookNew.GetOrderBookResponseDetail()
if err != nil {
return nil, err
}
book.Bids = make(orderbook.Items, len(orderBookD.Bids))
for x := range orderBookD.Bids {
book.Bids[x] = orderbook.Item{
Amount: orderBookD.Bids[x].BaseCurrencies,
Price: orderBookD.Bids[x].DepthPrice,
}
}
book.Asks = make(orderbook.Items, len(orderBookD.Asks))
for x := range orderBookD.Asks {
book.Asks[x] = orderbook.Item{
Amount: orderBookD.Asks[x].NumberOfContracts,
Price: orderBookD.Asks[x].DepthPrice,
}
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(ok.Name, pair, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies.
func (ok *Okx) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var info account.Holdings
var acc account.SubAccount
info.Exchange = ok.Name
if !ok.SupportsAsset(assetType) {
return info, fmt.Errorf("%w: %v", asset.ErrNotSupported, assetType)
}
balances, err := ok.GetBalance(ctx, "")
if err != nil {
return info, err
}
currencyBalance := make([]account.Balance, len(balances))
for i := range balances {
free := balances[i].AvailBal
locked := balances[i].FrozenBalance
currencyBalance[i] = account.Balance{
CurrencyName: currency.NewCode(balances[i].Currency),
Total: balances[i].Balance,
Hold: locked,
Free: free,
}
}
acc.Currencies = currencyBalance
acc.AssetType = assetType
info.Accounts = append(info.Accounts, acc)
creds, err := ok.GetCredentials(ctx)
if err != nil {
return info, err
}
if err := account.Process(&info, creds); err != nil {
return account.Holdings{}, err
}
return info, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (ok *Okx) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
creds, err := ok.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
acc, err := account.GetHoldings(ok.Name, creds, assetType)
if err != nil {
return ok.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and withdrawals
func (ok *Okx) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
depositHistories, err := ok.GetCurrencyDepositHistory(ctx, "", "", "", time.Time{}, time.Time{}, -1, 0)
if err != nil {
return nil, err
}
withdrawalHistories, err := ok.GetWithdrawalHistory(ctx, "", "", "", "", "", time.Time{}, time.Time{}, -5)
if err != nil {
return nil, err
}
resp := make([]exchange.FundHistory, 0, len(depositHistories)+len(withdrawalHistories))
for x := range depositHistories {
resp = append(resp, exchange.FundHistory{
ExchangeName: ok.Name,
Status: strconv.Itoa(depositHistories[x].State),
Timestamp: depositHistories[x].Timestamp.Time(),
Currency: depositHistories[x].Currency,
Amount: depositHistories[x].Amount,
TransferType: "deposit",
CryptoToAddress: depositHistories[x].ToDepositAddress,
CryptoTxID: depositHistories[x].TransactionID,
})
}
for x := range withdrawalHistories {
resp = append(resp, exchange.FundHistory{
ExchangeName: ok.Name,
Status: withdrawalHistories[x].StateOfWithdrawal,
Timestamp: withdrawalHistories[x].Timestamp.Time(),
Currency: withdrawalHistories[x].Currency,
Amount: withdrawalHistories[x].Amount,
TransferType: "withdrawal",
CryptoToAddress: withdrawalHistories[x].ToReceivingAddress,
CryptoTxID: withdrawalHistories[x].TransactionID,
TransferID: withdrawalHistories[x].WithdrawalID,
Fee: withdrawalHistories[x].WithdrawalFee,
CryptoChain: withdrawalHistories[x].ChainName,
})
}
return resp, nil
}
// GetWithdrawalsHistory returns previous withdrawals data
func (ok *Okx) GetWithdrawalsHistory(ctx context.Context, c currency.Code, _ asset.Item) (resp []exchange.WithdrawalHistory, err error) {
withdrawals, err := ok.GetWithdrawalHistory(ctx, c.String(), "", "", "", "", time.Time{}, time.Time{}, -5)
if err != nil {
return nil, err
}
resp = make([]exchange.WithdrawalHistory, 0, len(withdrawals))
for x := range withdrawals {
resp = append(resp, exchange.WithdrawalHistory{
Status: withdrawals[x].StateOfWithdrawal,
Timestamp: withdrawals[x].Timestamp.Time(),
Currency: withdrawals[x].Currency,
Amount: withdrawals[x].Amount,
TransferType: "withdrawal",
CryptoToAddress: withdrawals[x].ToReceivingAddress,
CryptoTxID: withdrawals[x].TransactionID,
CryptoChain: withdrawals[x].ChainName,
TransferID: withdrawals[x].WithdrawalID,
Fee: withdrawals[x].WithdrawalFee,
})
}
return resp, nil
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (ok *Okx) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
format, err := ok.GetPairFormat(assetType, false)
if err != nil {
return nil, err
}
if !p.IsPopulated() {
return nil, errIncompleteCurrencyPair
}
instrumentID := format.Format(p)
tradeData, err := ok.GetTrades(ctx, instrumentID, 1000)
if err != nil {
return nil, err
}
resp := make([]trade.Data, len(tradeData))
var side order.Side
for x := range tradeData {
side, err = order.StringToOrderSide(tradeData[x].Side)
if err != nil {
return nil, err
}
resp[x] = trade.Data{
TID: tradeData[x].TradeID,
Exchange: ok.Name,
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[x].Price,
Amount: tradeData[x].Quantity,
Timestamp: tradeData[x].Timestamp.Time(),
}
}
if ok.IsSaveTradeDataEnabled() {
err = trade.AddTradesToBuffer(ok.Name, resp...)
if err != nil {
return nil, err
}
}
sort.Sort(trade.ByDate(resp))
return resp, nil
}
// GetHistoricTrades retrives historic trade data within the timeframe provided
func (ok *Okx) GetHistoricTrades(ctx context.Context, p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
if timestampStart.Before(time.Now().Add(-kline.ThreeMonth.Duration())) {
return nil, errOnlyThreeMonthsSupported
}
const limit = 100
format, err := ok.GetPairFormat(assetType, false)
if err != nil {
return nil, err
}
if !p.IsPopulated() {
return nil, errIncompleteCurrencyPair
}
var resp []trade.Data
instrumentID := format.Format(p)
tradeIDEnd := ""
allTrades:
for {
var trades []TradeResponse
trades, err = ok.GetTradesHistory(ctx, instrumentID, "", tradeIDEnd, limit)
if err != nil {
return nil, err
}
if len(trades) == 0 {
break
}
for i := 0; i < len(trades); i++ {
if timestampStart.Equal(trades[i].Timestamp.Time()) ||
trades[i].Timestamp.Time().Before(timestampStart) ||
tradeIDEnd == trades[len(trades)-1].TradeID {
// reached end of trades to crawl
break allTrades
}
var tradeSide order.Side
tradeSide, err = order.StringToOrderSide(trades[i].Side)
if err != nil {
return nil, err
}
resp = append(resp, trade.Data{
TID: trades[i].TradeID,
Exchange: ok.Name,
CurrencyPair: p,
AssetType: assetType,
Price: trades[i].Price,
Amount: trades[i].Quantity,
Timestamp: trades[i].Timestamp.Time(),
Side: tradeSide,
})
}
tradeIDEnd = trades[len(trades)-1].TradeID
}
if ok.IsSaveTradeDataEnabled() {
err = trade.AddTradesToBuffer(ok.Name, 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 (ok *Okx) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
if err := s.Validate(); err != nil {
return nil, err
}
if !ok.SupportsAsset(s.AssetType) {
return nil, fmt.Errorf("%w: %v", asset.ErrNotSupported, s.AssetType)
}
if s.Amount <= 0 {
return nil, fmt.Errorf("amount, or size (sz) of quantity to buy or sell hast to be greater than zero ")
}
format, err := ok.GetPairFormat(s.AssetType, false)
if err != nil {
return nil, err
}
if !s.Pair.IsPopulated() {
return nil, errIncompleteCurrencyPair
}
instrumentID := format.Format(s.Pair)
var tradeMode string
if s.AssetType != asset.Margin {
tradeMode = "cash"
}
var sideType string
if s.Side.IsLong() {
sideType = order.Buy.Lower()
} else {
sideType = order.Sell.Lower()
}
var orderRequest = &PlaceOrderRequestParam{
InstrumentID: instrumentID,
TradeMode: tradeMode,
Side: sideType,
OrderType: s.Type.Lower(),
Amount: s.Amount,
ClientSupplierOrderID: s.ClientOrderID,
Price: s.Price,
}
switch s.Type.Lower() {
case OkxOrderLimit, OkxOrderPostOnly, OkxOrderFOK, OkxOrderIOC:
orderRequest.Price = s.Price
}
var placeOrderResponse *OrderData
if s.AssetType == asset.PerpetualSwap || s.AssetType == asset.Futures {
if s.Type.Lower() == "" {
orderRequest.OrderType = OkxOrderOptimalLimitIOC
}
// TODO: handle positionSideLong while side is Short and positionSideShort while side is Long
if s.Side.IsLong() {
orderRequest.PositionSide = positionSideLong
} else {
orderRequest.PositionSide = positionSideShort
}
}
if ok.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
placeOrderResponse, err = ok.WsPlaceOrder(orderRequest)
if err != nil {
return nil, err
}
} else {
placeOrderResponse, err = ok.PlaceOrder(ctx, orderRequest, s.AssetType)
if err != nil {
return nil, err
}
}
if err != nil {
return nil, err
}
return s.DeriveSubmitResponse(placeOrderResponse.OrderID)
}
// ModifyOrder will allow of changing orderbook placement and limit to market conversion
func (ok *Okx) ModifyOrder(ctx context.Context, action *order.Modify) (*order.ModifyResponse, error) {
if err := action.Validate(); err != nil {
return nil, err
}
var err error
if math.Mod(action.Amount, 1) != 0 {
return nil, errors.New("okx contract amount can not be decimal")
}
format, err := ok.GetPairFormat(action.AssetType, false)
if err != nil {
return nil, err
}
if !action.Pair.IsPopulated() {
return nil, errIncompleteCurrencyPair
}
instrumentID := format.Format(action.Pair)
if err != nil {
return nil, err
}
amendRequest := AmendOrderRequestParams{
InstrumentID: instrumentID,
NewQuantity: action.Amount,
OrderID: action.OrderID,
ClientSuppliedOrderID: action.ClientOrderID,
}
if ok.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
_, err = ok.WsAmendOrder(&amendRequest)
} else {
_, err = ok.AmendOrder(ctx, &amendRequest)
}
if err != nil {
return nil, err
}
return action.DeriveModifyResponse()
}
// CancelOrder cancels an order by its corresponding ID number
func (ok *Okx) CancelOrder(ctx context.Context, ord *order.Cancel) error {
if err := ord.Validate(ord.StandardCancel()); err != nil {
return err
}
if !ok.SupportsAsset(ord.AssetType) {
return fmt.Errorf("%w: %v", asset.ErrNotSupported, ord.AssetType)
}
format, err := ok.GetPairFormat(ord.AssetType, false)
if err != nil {
return err
}
if !ord.Pair.IsPopulated() {
return errIncompleteCurrencyPair
}
instrumentID := format.Format(ord.Pair)
req := CancelOrderRequestParam{
InstrumentID: instrumentID,
OrderID: ord.OrderID,
ClientSupplierOrderID: ord.ClientOrderID,
}
if ok.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
_, err = ok.WsCancelOrder(req)
} else {
_, err = ok.CancelSingleOrder(ctx, req)
}
return err
}
// CancelBatchOrders cancels orders by their corresponding ID numbers
func (ok *Okx) CancelBatchOrders(ctx context.Context, orders []order.Cancel) (order.CancelBatchResponse, error) {
var cancelBatchResponse order.CancelBatchResponse
if len(orders) > 20 {
return cancelBatchResponse, fmt.Errorf("%w, cannot cancel more than 20 orders", errExceedLimit)
} else if len(orders) == 0 {
return cancelBatchResponse, fmt.Errorf("%w, must have at least 1 cancel order", errNoOrderParameterPassed)
}
cancelOrderParams := []CancelOrderRequestParam{}
var err error
for x := range orders {
ord := orders[x]
err = ord.Validate(ord.StandardCancel())
if err != nil {
return cancelBatchResponse, err
}
if !ok.SupportsAsset(ord.AssetType) {
return cancelBatchResponse, fmt.Errorf("%w: %v", asset.ErrNotSupported, ord.AssetType)
}
var instrumentID string
var format currency.PairFormat
format, err = ok.GetPairFormat(ord.AssetType, false)
if err != nil {
return cancelBatchResponse, err
}
if !ord.Pair.IsPopulated() {
return cancelBatchResponse, errIncompleteCurrencyPair
}
instrumentID = format.Format(ord.Pair)
if err != nil {
return cancelBatchResponse, err
}
req := CancelOrderRequestParam{
InstrumentID: instrumentID,
OrderID: ord.OrderID,
ClientSupplierOrderID: ord.ClientOrderID,
}
cancelOrderParams = append(cancelOrderParams, req)
}
var canceledOrders []OrderData
if ok.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
canceledOrders, err = ok.WsCancelMultipleOrder(cancelOrderParams)
} else {
canceledOrders, err = ok.CancelMultipleOrders(ctx, cancelOrderParams)
}
if err != nil {
return cancelBatchResponse, err
}
for x := range canceledOrders {
cancelBatchResponse.Status[canceledOrders[x].OrderID] = func() string {
if canceledOrders[x].SCode != "0" && canceledOrders[x].SCode != "2" {
return ""
}
return order.Cancelled.String()
}()
}
return cancelBatchResponse, nil
}
// CancelAllOrders cancels all orders associated with a currency pair
func (ok *Okx) CancelAllOrders(ctx context.Context, orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
err := orderCancellation.Validate()
if err != nil {
return order.CancelAllResponse{}, err
}
cancelAllResponse := order.CancelAllResponse{
Status: map[string]string{},
}
var instrumentType string
if orderCancellation.AssetType.IsValid() {
err = ok.CurrencyPairs.IsAssetEnabled(orderCancellation.AssetType)
if err != nil {
return order.CancelAllResponse{}, err
}
instrumentType = ok.GetInstrumentTypeFromAssetItem(orderCancellation.AssetType)
}
var oType string
if orderCancellation.Type != order.UnknownType && orderCancellation.Type != order.AnyType {
oType, err = ok.OrderTypeString(orderCancellation.Type)
if err != nil {
return order.CancelAllResponse{}, err
}
}
var curr string
if orderCancellation.Pair.IsPopulated() {
curr = orderCancellation.Pair.Upper().String()
}
myOrders, err := ok.GetOrderList(ctx, &OrderListRequestParams{
InstrumentType: instrumentType,
OrderType: oType,
InstrumentID: curr,
})
if err != nil {
return cancelAllResponse, err
}
cancelAllOrdersRequestParams := make([]CancelOrderRequestParam, len(myOrders))
ordersLoop:
for x := range myOrders {
switch {
case orderCancellation.OrderID != "" || orderCancellation.ClientOrderID != "":
if myOrders[x].OrderID == orderCancellation.OrderID ||
myOrders[x].ClientSupplierOrderID == orderCancellation.ClientOrderID {
cancelAllOrdersRequestParams[x] = CancelOrderRequestParam{
OrderID: myOrders[x].OrderID,
ClientSupplierOrderID: myOrders[x].ClientSupplierOrderID,
}
break ordersLoop
}
case orderCancellation.Side == order.Buy || orderCancellation.Side == order.Sell:
if myOrders[x].Side == order.Buy || myOrders[x].Side == order.Sell {
cancelAllOrdersRequestParams[x] = CancelOrderRequestParam{
OrderID: myOrders[x].OrderID,
ClientSupplierOrderID: myOrders[x].ClientSupplierOrderID,
}
continue
}
default:
cancelAllOrdersRequestParams[x] = CancelOrderRequestParam{
OrderID: myOrders[x].OrderID,
ClientSupplierOrderID: myOrders[x].ClientSupplierOrderID,
}
}
}
remaining := cancelAllOrdersRequestParams
loop := int(math.Ceil(float64(len(remaining)) / 20.0))
for b := 0; b < loop; b++ {
var response []OrderData
if len(remaining) > 20 {
if ok.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
response, err = ok.WsCancelMultipleOrder(remaining[:20])
} else {
response, err = ok.CancelMultipleOrders(ctx, remaining[:20])
}
remaining = remaining[20:]
} else {
if ok.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
response, err = ok.WsCancelMultipleOrder(remaining)
} else {
response, err = ok.CancelMultipleOrders(ctx, remaining)
}
}
if err != nil {
if len(cancelAllResponse.Status) == 0 {
return cancelAllResponse, err
}
}
for y := range response {
if response[y].SCode == "0" {
cancelAllResponse.Status[response[y].OrderID] = order.Cancelled.String()
} else {
cancelAllResponse.Status[response[y].OrderID] = response[y].SMessage
}
}
}
return cancelAllResponse, nil
}
// GetOrderInfo returns order information based on order ID
func (ok *Okx) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var respData order.Detail
format, err := ok.GetPairFormat(assetType, false)
if err != nil {
return respData, err
}
if !pair.IsPopulated() {
return respData, errIncompleteCurrencyPair
}
instrumentID := format.Format(pair)
if !ok.SupportsAsset(assetType) {
return respData, fmt.Errorf("%w: %v", asset.ErrNotSupported, assetType)
}
orderDetail, err := ok.GetOrderDetail(ctx, &OrderDetailRequestParam{
InstrumentID: instrumentID,
OrderID: orderID,
})
if err != nil {
return respData, err
}
status, err := order.StringToOrderStatus(orderDetail.State)
if err != nil {
return respData, err
}
orderType, err := ok.OrderTypeFromString(orderDetail.OrderType)
if err != nil {
return respData, err
}
return order.Detail{
Amount: orderDetail.Size.Float64(),
Exchange: ok.Name,
OrderID: orderDetail.OrderID,
ClientOrderID: orderDetail.ClientSupplierOrderID,
Side: orderDetail.Side,
Type: orderType,
Pair: pair,
Cost: orderDetail.Price.Float64(),
AssetType: assetType,
Status: status,
Price: orderDetail.Price.Float64(),
ExecutedAmount: orderDetail.RebateAmount.Float64(),
Date: orderDetail.CreationTime,
LastUpdated: orderDetail.UpdateTime,
}, err
}
// GetDepositAddress returns a deposit address for a specified currency
func (ok *Okx) GetDepositAddress(ctx context.Context, c currency.Code, _, chain string) (*deposit.Address, error) {
response, err := ok.GetCurrencyDepositAddress(ctx, c.String())
if err != nil {
return nil, err
}
// Check if a specific chain was requested
if chain != "" {
for x := range response {
if !strings.EqualFold(response[x].Chain, chain) {
continue
}
return &deposit.Address{
Address: response[x].Address,
Tag: response[x].Tag,
Chain: response[x].Chain,
}, nil
}
return nil, fmt.Errorf("specified chain %s not found", chain)
}
// If no specific chain was requested, return the first selected address (mainnet addresses are returned first by default)
for x := range response {
if !response[x].Selected {
continue
}
return &deposit.Address{
Address: response[x].Address,
Tag: response[x].Tag,
Chain: response[x].Chain,
}, nil
}
return nil, errDepositAddressNotFound
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is submitted
func (ok *Okx) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
input := WithdrawalInput{
ChainName: withdrawRequest.Crypto.Chain,
Amount: withdrawRequest.Amount,
Currency: withdrawRequest.Currency.String(),
ToAddress: withdrawRequest.Crypto.Address,
TransactionFee: withdrawRequest.Crypto.FeeAmount,
WithdrawalDestination: "3",
}
resp, err := ok.Withdrawal(ctx, &input)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: resp.WithdrawalID,
}, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
// submitted
func (ok *Okx) WithdrawFiatFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is submitted
func (ok *Okx) WithdrawFiatFundsToInternationalBank(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetActiveOrders retrieves any orders that are active/open
func (ok *Okx) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
if !req.StartTime.IsZero() && req.StartTime.Before(time.Now().Add(-kline.ThreeMonth.Duration())) {
return nil, errOnlyThreeMonthsSupported
}
if !ok.SupportsAsset(req.AssetType) {
return nil, fmt.Errorf("%w: %v", asset.ErrNotSupported, req.AssetType)
}
instrumentType := ok.GetInstrumentTypeFromAssetItem(req.AssetType)
var orderType string
if req.Type != order.UnknownType && req.Type != order.AnyType {
orderType, err = ok.OrderTypeString(req.Type)
if err != nil {
return nil, err
}
}
endTime := req.EndTime
var resp []order.Detail
allOrders:
for {
requestParam := &OrderListRequestParams{
OrderType: orderType,
End: endTime,
InstrumentType: instrumentType,
}
var orderList []OrderDetail
orderList, err = ok.GetOrderList(ctx, requestParam)
if err != nil {
return nil, err
}
if len(orderList) == 0 {
break
}
for i := range orderList {
if req.StartTime.Equal(orderList[i].CreationTime) ||
orderList[i].CreationTime.Before(req.StartTime) ||
endTime == orderList[i].CreationTime {
// reached end of orders to crawl
break allOrders
}
orderSide := orderList[i].Side
var pair currency.Pair
pair, err = ok.GetPairFromInstrumentID(orderList[i].InstrumentID)
if err != nil {
return nil, err
}
if len(req.Pairs) > 0 {
x := 0
for x = range req.Pairs {
if req.Pairs[x].Equal(pair) {
break
}
}
if !req.Pairs[x].Equal(pair) {
continue
}
}
var orderStatus order.Status
orderStatus, err = order.StringToOrderStatus(strings.ToUpper(orderList[i].State))
if err != nil {
return nil, err
}
var oType order.Type
oType, err = ok.OrderTypeFromString(orderList[i].OrderType)
if err != nil {
return nil, err
}
resp = append(resp, order.Detail{
Amount: orderList[i].Size.Float64(),
Pair: pair,
Price: orderList[i].Price.Float64(),
ExecutedAmount: orderList[i].FillSize,
RemainingAmount: orderList[i].Size.Float64() - orderList[i].FillSize,
Fee: orderList[i].TransactionFee.Float64(),
FeeAsset: currency.NewCode(orderList[i].FeeCurrency),
Exchange: ok.Name,
OrderID: orderList[i].OrderID,
ClientOrderID: orderList[i].ClientSupplierOrderID,
Type: oType,
Side: orderSide,
Status: orderStatus,
AssetType: req.AssetType,
Date: orderList[i].CreationTime,
LastUpdated: orderList[i].UpdateTime,
})
}
if len(orderList) < 100 {
// Since the we passed a limit of 0 to the method GetOrderList,
// we expect 100 orders to be retrieved if the number of orders are more that 100.
// If not, break out of the loop to not send another request.
break
}
endTime = orderList[len(orderList)-1].CreationTime
}
return req.Filter(ok.Name, resp), nil
}
// GetOrderHistory retrieves account order information Can Limit response to specific order status
func (ok *Okx) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
if err := req.Validate(); err != nil {
return nil, err
}
if !req.StartTime.IsZero() && req.StartTime.Before(time.Now().Add(-kline.ThreeMonth.Duration())) {
return nil, errOnlyThreeMonthsSupported
}
if len(req.Pairs) == 0 {
return nil, errMissingAtLeast1CurrencyPair
}
if !ok.SupportsAsset(req.AssetType) {
return nil, fmt.Errorf("%w: %v", asset.ErrNotSupported, req.AssetType)
}
instrumentType := strings.ToUpper(ok.GetInstrumentTypeFromAssetItem(req.AssetType))
endTime := req.EndTime
var resp []order.Detail
allOrders:
for {
orderList, err := ok.Get3MonthOrderHistory(ctx, &OrderHistoryRequestParams{
OrderListRequestParams: OrderListRequestParams{
InstrumentType: instrumentType,
End: endTime,
},
})
if err != nil {
return nil, err
}
if len(orderList) == 0 {
break
}
for i := range orderList {
if req.StartTime.Equal(orderList[i].CreationTime) ||
orderList[i].CreationTime.Before(req.StartTime) ||
endTime == orderList[i].CreationTime {
// reached end of orders to crawl
break allOrders
}
var pair currency.Pair
pair, err = ok.GetPairFromInstrumentID(orderList[i].InstrumentID)
if err != nil {
return nil, err
}
for j := range req.Pairs {
if !req.Pairs[j].Equal(pair) {
continue
}
var orderStatus order.Status
orderStatus, err = order.StringToOrderStatus(strings.ToUpper(orderList[i].State))
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", ok.Name, err)
}
if orderStatus == order.Active {
continue
}
orderSide := orderList[i].Side
var oType order.Type
oType, err = ok.OrderTypeFromString(orderList[i].OrderType)
if err != nil {
return nil, err
}
orderAmount := orderList[i].Size
if orderList[i].QuantityType == "quote_ccy" {
// Size is quote amount.
orderAmount /= orderList[i].AveragePrice
}
remainingAmount := float64(0)
if orderStatus != order.Filled {
remainingAmount = orderAmount.Float64() - orderList[i].AccumulatedFillSize.Float64()
}
resp = append(resp, order.Detail{
Price: orderList[i].Price.Float64(),
AverageExecutedPrice: orderList[i].AveragePrice.Float64(),
Amount: orderAmount.Float64(),
ExecutedAmount: orderList[i].AccumulatedFillSize.Float64(),
RemainingAmount: remainingAmount,
Fee: orderList[i].TransactionFee.Float64(),
FeeAsset: currency.NewCode(orderList[i].FeeCurrency),
Exchange: ok.Name,
OrderID: orderList[i].OrderID,
ClientOrderID: orderList[i].ClientSupplierOrderID,
Type: oType,
Side: orderSide,
Status: orderStatus,
AssetType: req.AssetType,
Date: orderList[i].CreationTime,
LastUpdated: orderList[i].UpdateTime,
Pair: pair,
Cost: orderList[i].AveragePrice.Float64() * orderList[i].AccumulatedFillSize.Float64(),
CostAsset: currency.NewCode(orderList[i].RebateCurrency),
})
}
}
if len(orderList) < 100 {
break
}
endTime = orderList[len(orderList)-1].CreationTime
}
return req.Filter(ok.Name, resp), nil
}
// GetFeeByType returns an estimate of fee based on the type of transaction
func (ok *Okx) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if feeBuilder == nil {
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
}
if !ok.AreCredentialsValid(ctx) && feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return ok.GetFee(ctx, feeBuilder)
}
// ValidateCredentials validates current credentials used for wrapper
func (ok *Okx) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
_, err := ok.UpdateAccountInfo(ctx, assetType)
return ok.CheckTransientError(err)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (ok *Okx) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := ok.ValidateKline(pair, a, interval); err != nil {
return kline.Item{}, err
}
if kline.TotalCandlesPerInterval(start, end, interval) > 100 {
return kline.Item{}, errors.New(kline.ErrRequestExceedsExchangeLimits)
}
format, err := ok.GetPairFormat(a, false)
if err != nil {
return kline.Item{}, err
}
if !pair.IsPopulated() {
return kline.Item{}, errIncompleteCurrencyPair
}
instrumentID := format.Format(pair)
candles, err := ok.GetCandlesticksHistory(ctx, instrumentID, interval, start, end, 100)
if err != nil {
return kline.Item{}, err
}
response := kline.Item{
Exchange: ok.Name,
Pair: pair,
Asset: a,
Interval: interval,
}
for x := range candles {
response.Candles = append(response.Candles, kline.Candle{
Time: candles[x].OpenTime,
Open: candles[x].OpenPrice,
High: candles[x].HighestPrice,
Low: candles[x].LowestPrice,
Close: candles[x].ClosePrice,
Volume: candles[x].Volume,
})
}
response.SortCandlesByTimestamp(false)
return response, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (ok *Okx) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
format, err := ok.GetPairFormat(a, false)
if err != nil {
return kline.Item{}, err
}
err = ok.ValidateKline(pair, a, interval)
if err != nil {
return kline.Item{}, err
}
instrumentID := format.Format(pair)
if err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: ok.Name,
Pair: pair,
Interval: interval,
}
dates, err := kline.CalculateCandleDateRanges(start, end, interval, 100)
if err != nil {
return kline.Item{}, err
}
for y := range dates.Ranges {
candles, err := ok.GetCandlesticksHistory(ctx, instrumentID, interval, dates.Ranges[y].Start.Time, dates.Ranges[y].End.Time, 100)
if err != nil {
return kline.Item{}, err
}
for x := range candles {
ret.Candles = append(ret.Candles, kline.Candle{
Time: candles[x].OpenTime,
Open: candles[x].OpenPrice,
High: candles[x].HighestPrice,
Low: candles[x].LowestPrice,
Close: candles[x].ClosePrice,
Volume: candles[x].Volume,
})
}
}
ret.RemoveDuplicates()
ret.RemoveOutsideRange(start, end)
ret.SortCandlesByTimestamp(false)
return ret, nil
}
// GetAvailableTransferChains returns the available transfer blockchains for the specific
// cryptocurrency
func (ok *Okx) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
currencyChains, err := ok.GetFundingCurrencies(ctx)
if err != nil {
return nil, err
}
chains := make([]string, 0, len(currencyChains))
for x := range currencyChains {
if !cryptocurrency.IsEmpty() && !strings.EqualFold(cryptocurrency.String(), currencyChains[x].Currency) {
continue
}
chains = append(chains, currencyChains[x].Chain)
}
return chains, nil
}