Files
gocryptotrader/exchanges/okcoin/okcoin_wrapper.go
Samuael A 9c83231696 exchanges: Update OKCoin V5 exchange support (#1206)
* starting public endpoints

* Adding public endpoints

* added public spot market endpoints

* websocket subscriptions updates

* websocket push data handlers completing

* linter fix

* Added funding private endpoints

* Adding authenticated account endpoints

* Added fiat and OTC-RFQ authenticated endpoints

* trading authenticated endpoints

* completing trade endpoints and add public wrapper endpoints

* Authenticated wrapper functions and corresponding unit test

* Adding authenticated websocket endpoint and fixing wrapper functions

* Documentation and exchange websocket update

* update websocket orderbook checksum handling

* linter issues fix and unit test update

* remove invalid orderbook endpoint and unit test

* Documentation, handlers, and model types update

* minot fix

* Minor fixes

* Updating unit tests and added missing endpoints

* Add missing credential check

* Minor unit test fixes

* fix minor linter issue

* add snaphot test unit test

* Fix on update checksum and documentation update

* update exchange, add UpdateOrderExecutionLimits, and update documentation

* Minor fix on tickers fetching

* Minor websocket fix and smaill unit tests

* Minor websocket and naming fixes

* uncomment default channels

* Fix type and unit test issues

* websocket channels and data handling update

* Update Advanced-Algo websocket handling and minor fixes

* documentation and minor code fixes

* Fix name changes

* documentation contribution update

* intervalToString method update

* fix exchange_wrapper_standard tests

* Fix minor issues based on exchange_wrapper_standards_test

* Fix wrapper extended candlestick check

* websocket orders fetching error check method update

* Exchange name check and change

* docs: Add missing contributors

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2023-08-22 09:44:39 +10:00

1259 lines
40 KiB
Go

package okcoin
import (
"context"
"fmt"
"sort"
"strconv"
"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/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (o *Okcoin) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
o.SetDefaults()
exchCfg := new(config.Exchange)
exchCfg.Name = o.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = o.BaseCurrencies
err := o.Setup(exchCfg)
if err != nil {
return nil, err
}
if o.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = o.UpdateTradablePairs(ctx, true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults method assigns the default values for Okcoin
func (o *Okcoin) SetDefaults() {
o.SetErrorDefaults()
o.Name = okcoinExchangeName
o.Enabled = true
o.Verbose = true
o.API.CredentialsValidator.RequiresKey = true
o.API.CredentialsValidator.RequiresSecret = true
o.API.CredentialsValidator.RequiresClientID = true
requestFmt := &currency.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter}
configFmt := &currency.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter}
err := o.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
o.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
CancelOrders: true,
SubmitOrder: true,
SubmitOrders: true,
DepositHistory: true,
WithdrawalHistory: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
KlineFetching: true,
OrderbookFetching: true,
Subscribe: true,
Unsubscribe: true,
AuthenticatedEndpoints: true,
MessageCorrelation: true,
GetOrders: true,
GetOrder: true,
AccountBalance: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto,
Kline: kline.ExchangeCapabilitiesSupported{
DateRanges: true,
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: kline.DeployExchangeIntervals(
kline.IntervalCapacity{Interval: kline.OneMin},
kline.IntervalCapacity{Interval: kline.ThreeMin},
kline.IntervalCapacity{Interval: kline.FiveMin},
kline.IntervalCapacity{Interval: kline.FifteenMin},
kline.IntervalCapacity{Interval: kline.ThirtyMin},
kline.IntervalCapacity{Interval: kline.OneHour},
kline.IntervalCapacity{Interval: kline.TwoHour},
kline.IntervalCapacity{Interval: kline.FourHour},
kline.IntervalCapacity{Interval: kline.SixHour},
kline.IntervalCapacity{Interval: kline.TwelveHour},
kline.IntervalCapacity{Interval: kline.OneDay},
kline.IntervalCapacity{Interval: kline.TwoDay},
kline.IntervalCapacity{Interval: kline.ThreeDay},
kline.IntervalCapacity{Interval: kline.OneWeek},
kline.IntervalCapacity{Interval: kline.OneMonth},
kline.IntervalCapacity{Interval: kline.ThreeMonth},
),
GlobalResultLimit: 100,
},
},
}
o.Requester, err = request.New(o.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()),
)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
o.API.Endpoints = o.NewEndpoints()
err = o.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: okcoinAPIURL,
exchange.WebsocketSpot: okcoinWebsocketURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
o.Websocket = stream.New()
o.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
o.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
o.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup sets user exchange configuration settings
func (o *Okcoin) Setup(exch *config.Exchange) error {
err := exch.Validate()
if err != nil {
return err
}
if !exch.Enabled {
o.SetEnabled(false)
return nil
}
err = o.SetupDefaults(exch)
if err != nil {
return err
}
wsEndpoint, err := o.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = o.Websocket.Setup(&stream.WebsocketSetup{
ExchangeConfig: exch,
DefaultURL: wsEndpoint,
RunningURL: wsEndpoint,
RunningURLAuth: okcoinPrivateWebsocketURL,
Connector: o.WsConnect,
Subscriber: o.Subscribe,
Unsubscriber: o.Unsubscribe,
GenerateSubscriptions: o.GenerateDefaultSubscriptions,
ConnectionMonitorDelay: exch.ConnectionMonitorDelay,
Features: &o.Features.Supports.WebsocketCapabilities,
})
if err != nil {
return err
}
err = o.Websocket.SetupNewConnection(stream.ConnectionSetup{
RateLimit: okcoinWsRateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
if err != nil {
return err
}
return o.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
URL: okcoinPrivateWebsocketURL,
RateLimit: okcoinWsRateLimit,
Authenticated: true,
})
}
// Start starts the Okcoin go routine
func (o *Okcoin) Start(ctx context.Context, wg *sync.WaitGroup) error {
if wg == nil {
return fmt.Errorf("%T %w", wg, common.ErrNilPointer)
}
wg.Add(1)
go func() {
o.Run(ctx)
wg.Done()
}()
return nil
}
// Run implements the Okcoin wrapper
func (o *Okcoin) Run(ctx context.Context) {
if o.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s.",
o.Name,
common.IsEnabled(o.Websocket.IsEnabled()))
o.PrintEnabledPairs()
}
forceUpdate := false
var err error
if !o.BypassConfigFormatUpgrades {
for _, a := range o.GetAssetTypes(true) {
var format currency.PairFormat
format, err = o.GetPairFormat(a, false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
o.Name,
err)
return
}
var enabled, avail currency.Pairs
enabled, err = o.CurrencyPairs.GetPairs(a, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
o.Name,
err)
return
}
avail, err = o.CurrencyPairs.GetPairs(a, false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
o.Name,
err)
return
}
if !common.StringDataContains(enabled.Strings(), format.Delimiter) ||
!common.StringDataContains(avail.Strings(), format.Delimiter) {
var p currency.Pairs
p, err = currency.NewPairsFromStrings([]string{currency.BTC.String() +
format.Delimiter +
currency.USD.String()})
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies.\n",
o.Name)
} else {
log.Warnf(log.ExchangeSys, exchange.ResetConfigPairsWarningMessage, o.Name, a, p)
forceUpdate = true
err = o.UpdatePairs(p, a, true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
o.Name,
err)
return
}
}
}
}
}
if !o.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err = o.UpdateTradablePairs(ctx, forceUpdate)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
o.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (o *Okcoin) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
if !o.SupportsAsset(a) {
return nil, fmt.Errorf("%w, asset: %v", asset.ErrNotSupported, a)
}
prods, err := o.GetInstruments(ctx, "SPOT", "")
if err != nil {
return nil, err
}
pairs := make([]currency.Pair, 0, len(prods))
for x := range prods {
if prods[x].State != "live" {
continue
}
var pair currency.Pair
pair, err = currency.NewPairFromString(prods[x].InstrumentID)
if err != nil {
return nil, err
}
pairs = append(pairs, pair)
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (o *Okcoin) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
assets := o.GetAssetTypes(true)
for a := range assets {
pairs, err := o.FetchTradablePairs(ctx, assets[a])
if err != nil {
return err
}
err = o.UpdatePairs(pairs, assets[a], false, forceUpdate)
if err != nil {
return err
}
}
return nil
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (o *Okcoin) UpdateTickers(ctx context.Context, a asset.Item) error {
if !o.SupportsAsset(a) {
return fmt.Errorf("%w, asset: %v", asset.ErrNotSupported, a)
}
tickers, err := o.GetTickers(ctx, "SPOT")
if err != nil {
return err
}
enabledPairs, err := o.GetEnabledPairs(a)
if err != nil {
return err
}
for i := range tickers {
cp, err := currency.NewPairFromString(tickers[i].InstrumentID)
if err != nil {
return err
}
if !enabledPairs.Contains(cp, true) {
continue
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tickers[i].LastTradedPrice.Float64(),
High: tickers[i].High24H.Float64(),
Bid: tickers[i].BestBidPrice.Float64(),
BidSize: tickers[i].BestBidSize.Float64(),
Ask: tickers[i].BestAskPrice.Float64(),
AskSize: tickers[i].BestAskPrice.Float64(),
QuoteVolume: tickers[i].VolCcy24H.Float64(),
LastUpdated: tickers[i].Timestamp.Time(),
Volume: tickers[i].Vol24H.Float64(),
Open: tickers[i].Open24H.Float64(),
AssetType: a,
ExchangeName: o.Name,
Pair: cp,
})
if err != nil {
return err
}
}
return nil
}
// FetchTicker returns the ticker for a currency pair
func (o *Okcoin) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
t, err := ticker.GetTicker(o.Name, p, assetType)
if err != nil {
return o.UpdateTicker(ctx, p, assetType)
}
return t, nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (o *Okcoin) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
if err := o.UpdateTickers(ctx, a); err != nil {
return nil, err
}
return ticker.GetTicker(o.Name, p, a)
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (o *Okcoin) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
if !o.SupportsAsset(assetType) {
return nil, fmt.Errorf("%w, asset type %v", asset.ErrNotSupported, assetType)
}
var err error
p, err = o.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
var tradeData []SpotTrade
tradeData, err = o.GetTrades(ctx, p.String(), 0)
if err != nil {
return nil, err
}
resp := make([]trade.Data, len(tradeData))
for i := range tradeData {
var side order.Side
side, err = order.StringToOrderSide(tradeData[i].Side)
if err != nil {
return nil, err
}
resp[i] = trade.Data{
Exchange: o.Name,
TID: tradeData[i].TradeID,
CurrencyPair: p,
Side: side,
AssetType: assetType,
Price: tradeData[i].TradePrice.Float64(),
Amount: tradeData[i].TradeSize.Float64(),
Timestamp: tradeData[i].Timestamp.Time(),
}
}
err = o.AddTradesToBuffer(resp...)
if err != nil {
return nil, err
}
sort.Sort(trade.ByDate(resp))
return resp, nil
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (o *Okcoin) CancelBatchOrders(ctx context.Context, args []order.Cancel) (*order.CancelBatchResponse, error) {
var err error
cancelBatchResponse := &order.CancelBatchResponse{
Status: make(map[string]string, len(args)),
}
params := make([]CancelTradeOrderRequest, len(args))
for x := range args {
if !o.SupportsAsset(args[x].AssetType) {
return cancelBatchResponse, fmt.Errorf("%w, asset type: %v", asset.ErrNotSupported, args[x].AssetType)
}
err = args[x].Validate()
if err != nil {
return cancelBatchResponse, err
}
args[x].Pair, err = o.FormatExchangeCurrency(args[x].Pair, args[x].AssetType)
if err != nil {
return cancelBatchResponse, err
}
params[x] = CancelTradeOrderRequest{
InstrumentID: args[x].Pair.String(),
OrderID: args[x].OrderID,
ClientOrderID: args[x].ClientOrderID,
}
}
var responses []TradeOrderResponse
if o.Websocket.IsConnected() && o.Websocket.CanUseAuthenticatedEndpoints() && o.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
responses, err = o.WsCancelMultipleOrders(params)
} else {
responses, err = o.CancelMultipleOrders(ctx, params)
}
if err != nil {
return cancelBatchResponse, err
}
for x := range responses {
cancelBatchResponse.Status[responses[x].OrderID] = func() string {
if responses[x].SCode != "0" && responses[x].SCode != "2" {
return fmt.Sprintf("error code: %s msg: %s", responses[x].SCode, responses[x].SMsg)
}
return order.Cancelled.String()
}()
}
return cancelBatchResponse, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (o *Okcoin) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
fPair, err := o.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
ob, err := orderbook.Get(o.Name, fPair, assetType)
if err != nil {
return o.UpdateOrderbook(ctx, fPair, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (o *Okcoin) UpdateOrderbook(ctx context.Context, p currency.Pair, a asset.Item) (*orderbook.Base, error) {
if p.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
if !o.SupportsAsset(a) {
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
}
book := &orderbook.Base{
Exchange: o.Name,
Pair: p,
Asset: a,
VerifyOrderbook: o.CanVerifyOrderbook,
}
p, err := o.FormatExchangeCurrency(p, a)
if err != nil {
return nil, err
}
if !p.IsPopulated() {
return nil, currency.ErrCurrencyPairEmpty
}
orderbookList, err := o.GetOrderbook(ctx, p.String(), 400)
if err != nil {
return nil, err
}
book.Bids = make(orderbook.Items, len(orderbookList.Bids))
for x := range orderbookList.Bids {
book.Bids[x].Amount, err = strconv.ParseFloat(orderbookList.Bids[x][1], 64)
if err != nil {
return nil, err
}
book.Bids[x].Price, err = strconv.ParseFloat(orderbookList.Bids[x][0], 64)
if err != nil {
return book, err
}
}
book.Asks = make(orderbook.Items, len(orderbookList.Asks))
for x := range orderbookList.Asks {
book.Asks[x].Amount, err = strconv.ParseFloat(orderbookList.Asks[x][1], 64)
if err != nil {
return nil, err
}
book.Asks[x].Price, err = strconv.ParseFloat(orderbookList.Asks[x][0], 64)
if err != nil {
return book, err
}
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(o.Name, p, a)
}
// UpdateAccountInfo retrieves balances for all enabled currencies
func (o *Okcoin) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
if !o.SupportsAsset(assetType) {
return account.Holdings{}, fmt.Errorf("%w, asset type %v", asset.ErrNotSupported, assetType)
}
currencies, err := o.GetAccountBalance(ctx)
if err != nil {
return account.Holdings{}, err
}
var resp account.Holdings
resp.Exchange = o.Name
currencyAccount := account.SubAccount{AssetType: assetType}
for i := range currencies {
for x := range currencies[i].Details {
hold := currencies[i].Details[x].FrozenBalance.Float64()
totalValue := currencies[i].Details[x].AvailableBalance.Float64()
currencyAccount.Currencies = append(currencyAccount.Currencies,
account.Balance{
Currency: currency.NewCode(currencies[i].Details[x].Currency),
Total: totalValue,
Hold: hold,
Free: totalValue - hold,
})
}
}
resp.Accounts = append(resp.Accounts, currencyAccount)
creds, err := o.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
err = account.Process(&resp, creds)
if err != nil {
return resp, err
}
return resp, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (o *Okcoin) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
creds, err := o.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
acc, err := account.GetHoldings(o.Name, creds, assetType)
if err != nil {
return o.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
}
// GetAccountFundingHistory returns funding history, deposits and
// withdrawals
func (o *Okcoin) GetAccountFundingHistory(ctx context.Context) ([]exchange.FundingHistory, error) {
accountDepositHistory, err := o.GetDepositHistory(ctx, currency.EMPTYCODE, "", "", "", "", time.Time{}, time.Time{}, 0)
if err != nil {
return nil, err
}
accountWithdrawlHistory, err := o.GetWithdrawalHistory(ctx, currency.EMPTYCODE, "", "", "", "", "", time.Time{}, time.Time{}, 0)
if err != nil {
return nil, err
}
resp := make([]exchange.FundingHistory, len(accountDepositHistory)+len(accountWithdrawlHistory))
for x := range accountDepositHistory {
orderStatus := ""
switch accountDepositHistory[x].State {
case "0":
orderStatus = "waiting for confirmation"
case "1":
orderStatus = "deposit credited"
case "2":
orderStatus = "deposit successful"
case "8":
orderStatus = "pending due to temporary deposit suspension "
case "12":
orderStatus = "account or deposit is frozen"
case "13":
orderStatus = "sub-account deposit interception"
}
resp[x] = exchange.FundingHistory{
Amount: accountDepositHistory[x].Amount.Float64(),
Currency: accountDepositHistory[x].Currency,
ExchangeName: o.Name,
Status: orderStatus,
Timestamp: accountDepositHistory[x].Timestamp.Time(),
TransferID: accountDepositHistory[x].TransactionID,
TransferType: "deposit",
}
}
for i := range accountWithdrawlHistory {
orderStatus := ""
switch accountWithdrawlHistory[i].State {
case "-3":
orderStatus = "pending cancel"
case "-2":
orderStatus = "canceled"
case "-1":
orderStatus = "failed"
case "0":
orderStatus = "pending"
case "1":
orderStatus = "sending"
case "2":
orderStatus = "sent"
case "3":
orderStatus = "awaiting email verification"
case "4":
orderStatus = "awaiting manual verification"
case "5":
orderStatus = "awaiting identity verification"
}
resp[len(accountDepositHistory)+i] = exchange.FundingHistory{
Amount: accountWithdrawlHistory[i].Amount.Float64(),
Currency: accountWithdrawlHistory[i].Ccy,
ExchangeName: o.Name,
Status: orderStatus,
Timestamp: accountWithdrawlHistory[i].Timestamp.Time(),
TransferID: accountWithdrawlHistory[i].TransactionID,
Fee: accountWithdrawlHistory[i].Fee.Float64(),
CryptoToAddress: accountWithdrawlHistory[i].ReceivingAddress,
CryptoTxID: accountWithdrawlHistory[i].TransactionID,
CryptoChain: accountWithdrawlHistory[i].Chain,
TransferType: "withdrawal",
}
}
return resp, nil
}
// SubmitOrder submits a new order
func (o *Okcoin) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
if s == nil {
return nil, fmt.Errorf("%w, place order request parameter can not be null", common.ErrNilPointer)
}
if !o.SupportsAsset(s.AssetType) {
return nil, fmt.Errorf("%w, asset: %v", asset.ErrNotSupported, s.AssetType)
}
err := s.Validate()
if err != nil {
return nil, err
}
s.Pair, err = o.FormatExchangeCurrency(s.Pair, s.AssetType)
if err != nil {
return nil, err
}
if s.TradeMode == "" {
s.TradeMode = "cash"
}
req := PlaceTradeOrderParam{
ClientOrderID: s.ClientID,
InstrumentID: s.Pair,
Side: s.Side.Lower(),
OrderType: s.Type.Lower(),
Size: s.Amount,
TradeMode: s.TradeMode,
Price: s.Price,
OrderTag: "",
BanAmend: false,
}
if (s.Type == order.Limit || s.Type == order.PostOnly ||
s.Type == order.FillOrKill || s.Type == order.ImmediateOrCancel) && s.Price <= 0 {
return nil, fmt.Errorf("%w, price is required for order types %v,%v,%v, and %v", errInvalidPrice, order.Limit, order.PostOnly, order.ImmediateOrCancel, order.FillOrKill)
}
var orderResponse *TradeOrderResponse
if o.Websocket.IsConnected() && o.Websocket.CanUseAuthenticatedEndpoints() && o.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
orderResponse, err = o.WsPlaceOrder(&req)
} else {
orderResponse, err = o.PlaceOrder(ctx, &req)
}
if err != nil {
return nil, err
}
return s.DeriveSubmitResponse(orderResponse.OrderID)
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (o *Okcoin) ModifyOrder(ctx context.Context, req *order.Modify) (*order.ModifyResponse, error) {
if req == nil {
return nil, fmt.Errorf("%w, modify request parameter can not be null", common.ErrNilPointer)
}
if !o.SupportsAsset(req.AssetType) {
return nil, fmt.Errorf("%w, asset: %v", asset.ErrNotSupported, req.AssetType)
}
var err error
req.Pair, err = o.FormatExchangeCurrency(req.Pair, req.AssetType)
if err != nil {
return nil, err
}
err = req.Validate()
if err != nil {
return nil, err
}
amendRequest := &AmendTradeOrderRequestParam{
OrderID: req.OrderID,
InstrumentID: req.Pair.String(),
ClientOrderID: req.ClientOrderID,
NewSize: req.Amount,
NewPrice: req.Price}
if o.Websocket.IsConnected() && o.Websocket.CanUseAuthenticatedEndpoints() && o.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
_, err = o.WsAmendOrder(amendRequest)
} else {
_, err = o.AmendOrder(ctx, amendRequest)
}
if err != nil {
return nil, err
}
return req.DeriveModifyResponse()
}
// CancelOrder cancels an order by its corresponding ID number
func (o *Okcoin) CancelOrder(ctx context.Context, cancel *order.Cancel) error {
err := cancel.Validate(cancel.StandardCancel())
if err != nil {
return err
}
cancel.Pair, err = o.FormatExchangeCurrency(cancel.Pair, cancel.AssetType)
if err != nil {
return err
}
amendRequest := &CancelTradeOrderRequest{
InstrumentID: cancel.Pair.String(),
OrderID: cancel.OrderID,
ClientOrderID: cancel.ClientOrderID,
}
if o.Websocket.IsConnected() && o.Websocket.CanUseAuthenticatedEndpoints() && o.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
_, err = o.WsCancelTradeOrder(amendRequest)
} else {
_, err = o.CancelTradeOrder(ctx, amendRequest)
}
if err != nil {
return err
}
return nil
}
// CancelAllOrders cancels all orders associated with a currency pair
func (o *Okcoin) CancelAllOrders(_ context.Context, _ *order.Cancel) (order.CancelAllResponse, error) {
return order.CancelAllResponse{}, common.ErrFunctionNotSupported
}
// GetOrderInfo returns order information based on order ID
func (o *Okcoin) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (*order.Detail, error) {
if !o.SupportsAsset(assetType) {
return nil, fmt.Errorf("%s %w", assetType, asset.ErrNotSupported)
}
if err := o.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
return nil, err
}
pair, err := o.FormatExchangeCurrency(pair, assetType)
if err != nil {
return nil, err
}
tradeOrder, err := o.GetPersonalOrderDetail(ctx, pair.String(), orderID, "")
if err != nil {
return nil, err
}
status, err := order.StringToOrderStatus(tradeOrder.State)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", o.Name, err)
}
side, err := order.StringToOrderSide(tradeOrder.Side)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", o.Name, err)
}
orderType, err := order.StringToOrderType(tradeOrder.OrderType)
if err != nil {
return nil, err
}
return &order.Detail{
Amount: tradeOrder.Size.Float64(),
Pair: pair,
Exchange: o.Name,
Date: tradeOrder.CreationTime.Time(),
LastUpdated: tradeOrder.UpdateTime.Time(),
ExecutedAmount: tradeOrder.AccFillSize.Float64(),
Status: status,
Side: side,
Leverage: tradeOrder.Leverage.Float64(),
ReduceOnly: tradeOrder.ReduceOnly,
Price: tradeOrder.Price.Float64(),
AverageExecutedPrice: tradeOrder.AveragePrice.Float64(),
RemainingAmount: tradeOrder.Size.Float64() - tradeOrder.AccFillSize.Float64(),
Fee: tradeOrder.Fee.Float64(),
FeeAsset: currency.NewCode(tradeOrder.FeeCurrency),
OrderID: tradeOrder.OrderID,
ClientOrderID: tradeOrder.ClientOrdID,
Type: orderType,
AssetType: assetType,
}, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (o *Okcoin) GetDepositAddress(ctx context.Context, c currency.Code, _, _ string) (*deposit.Address, error) {
wallet, err := o.GetCurrencyDepositAddresses(ctx, c)
if err != nil {
return nil, err
}
if len(wallet) == 0 {
return nil, fmt.Errorf("%w for currency %s",
errNoAccountDepositAddress,
c)
}
return &deposit.Address{
Address: wallet[0].Address,
Tag: wallet[0].Tag,
}, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (o *Okcoin) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
err := withdrawRequest.Validate()
if err != nil {
return nil, err
}
param := &WithdrawalRequest{
Amount: withdrawRequest.Amount,
Ccy: withdrawRequest.Currency,
Chain: withdrawRequest.Crypto.Chain,
ToAddress: withdrawRequest.Crypto.Address,
TransactionFee: withdrawRequest.Crypto.FeeAmount,
}
if withdrawRequest.InternalTransfer {
param.WithdrawalMethod = "3"
} else {
param.WithdrawalMethod = "4"
}
if param.TransactionFee == 0 {
param.TransactionFee, err = o.GetFee(ctx, &exchange.FeeBuilder{
FeeType: exchange.CryptocurrencyWithdrawalFee,
Amount: param.Amount,
})
if err != nil {
return nil, err
}
}
withdrawal, err := o.Withdrawal(ctx, param)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: withdrawal[0].WdID,
}, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (o *Okcoin) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (o *Okcoin) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (o *Okcoin) GetWithdrawalsHistory(ctx context.Context, c currency.Code, _ asset.Item) ([]exchange.WithdrawalHistory, error) {
if c.IsFiatCurrency() {
return nil, fmt.Errorf("%w for fiat currencies %v", common.ErrFunctionNotSupported, c)
}
withdrawals, err := o.GetWithdrawalHistory(ctx, c, "", "", "", "", "", time.Time{}, time.Time{}, 0)
if err != nil {
return nil, err
}
wHistories := make([]exchange.WithdrawalHistory, len(withdrawals))
for x := range withdrawals {
orderStatus := ""
switch withdrawals[x].State {
case "-3":
orderStatus = "pending cancel"
case "-2":
orderStatus = "canceled"
case "-1":
orderStatus = "failed"
case "0":
orderStatus = "pending"
case "1":
orderStatus = "sending"
case "2":
orderStatus = "sent"
case "3":
orderStatus = "awaiting email verification"
case "4":
orderStatus = "awaiting manual verification"
case "5":
orderStatus = "awaiting identity verification"
}
wHistories[x] = exchange.WithdrawalHistory{
Status: orderStatus,
TransferID: withdrawals[x].WithdrawalID,
Timestamp: withdrawals[x].Timestamp.Time(),
Currency: withdrawals[x].Ccy,
Amount: withdrawals[x].Amount.Float64(),
Fee: withdrawals[x].Fee.Float64(),
CryptoToAddress: withdrawals[x].ReceivingAddress,
CryptoTxID: withdrawals[x].TransactionID,
CryptoChain: withdrawals[x].Chain,
TransferType: "withdrawal",
}
}
return wHistories, nil
}
// GetActiveOrders retrieves any orders that are active/open
func (o *Okcoin) GetActiveOrders(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
var resp []order.Detail
for x := range req.Pairs {
req.Pairs[x], err = o.FormatExchangeCurrency(req.Pairs[x], req.AssetType)
if err != nil {
return nil, err
}
var tradeOrders []TradeOrder
tradeOrders, err = o.GetPersonalOrderList(ctx, "SPOT", req.Pairs[x].String(), "", "", req.StartTime, req.EndTime, 0)
if err != nil {
return nil, err
}
for i := range tradeOrders {
var status order.Status
status, err = order.StringToOrderStatus(tradeOrders[i].State)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", o.Name, err)
}
var side order.Side
side, err = order.StringToOrderSide(tradeOrders[i].Side)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", o.Name, err)
}
var orderType order.Type
orderType, err = order.StringToOrderType(tradeOrders[i].OrderType)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", o.Name, err)
}
resp = append(resp, order.Detail{
Date: tradeOrders[i].CreationTime.Time(),
LastUpdated: tradeOrders[i].UpdateTime.Time(),
CloseTime: tradeOrders[i].FillTime.Time(),
Price: tradeOrders[i].AveragePrice.Float64(),
ExecutedAmount: tradeOrders[i].AccFillSize.Float64(),
OrderID: tradeOrders[i].OrderID,
Amount: tradeOrders[i].Size.Float64(),
Pair: req.Pairs[x],
Type: orderType,
Status: status,
Exchange: o.Name,
Side: side,
})
}
}
return req.Filter(o.Name, resp), nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (o *Okcoin) GetOrderHistory(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
var resp []order.Detail
for x := range req.Pairs {
req.Pairs[x], err = o.FormatExchangeCurrency(req.Pairs[x], req.AssetType)
if err != nil {
return nil, err
}
var spotOrders []TradeOrder
spotOrders, err = o.GetOrderHistory3Months(ctx, "SPOT", req.Pairs[x].String(), "", "", req.StartTime, req.EndTime, 0)
if err != nil {
return nil, err
}
for i := range spotOrders {
var status order.Status
status, err = order.StringToOrderStatus(spotOrders[i].State)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", o.Name, err)
}
var side order.Side
side, err = order.StringToOrderSide(spotOrders[i].Side)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", o.Name, err)
}
var orderType order.Type
orderType, err = order.StringToOrderType(spotOrders[i].OrderType)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", o.Name, err)
}
detail := order.Detail{
OrderID: spotOrders[i].OrderID,
Price: spotOrders[i].Price.Float64(),
AverageExecutedPrice: spotOrders[i].AveragePrice.Float64(),
Amount: spotOrders[i].Size.Float64(),
ExecutedAmount: spotOrders[i].AccFillSize.Float64(),
RemainingAmount: spotOrders[i].Size.Float64() - spotOrders[i].AccFillSize.Float64(),
Pair: req.Pairs[x],
Exchange: o.Name,
Side: side,
Type: orderType,
Date: spotOrders[i].CreationTime.Time(),
LastUpdated: spotOrders[i].UpdateTime.Time(),
CloseTime: spotOrders[i].FillTime.Time(),
Status: status,
}
detail.InferCostsAndTimes()
resp = append(resp, detail)
}
}
return req.Filter(o.Name, resp), nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (o *Okcoin) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if feeBuilder == nil {
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
}
if !o.AreCredentialsValid(ctx) && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return o.GetFee(ctx, feeBuilder)
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (o *Okcoin) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
_, err := o.UpdateAccountInfo(ctx, assetType)
return o.CheckTransientError(err)
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (o *Okcoin) GetHistoricTrades(ctx context.Context, pair currency.Pair, assetType asset.Item, start, end time.Time) ([]trade.Data, error) {
if !o.SupportsAsset(assetType) {
return nil, fmt.Errorf("%w, asset type %v", asset.ErrNotSupported, assetType)
}
pair, err := o.FormatExchangeCurrency(pair, assetType)
if err != nil {
return nil, err
}
if !pair.IsPopulated() {
return nil, fmt.Errorf("%w, %v", currency.ErrCurrencyPairEmpty, assetType)
}
var resp []trade.Data
tradeIDEnd := ""
allTrades:
for {
var trades []SpotTrade
trades, err = o.GetTradeHistory(ctx, pair.String(), "2", start, end, 100)
if err != nil {
return nil, err
}
if len(trades) == 0 {
break
}
for i := 0; i < len(trades); i++ {
if start.Equal(trades[i].Timestamp.Time()) ||
trades[i].Timestamp.Time().Before(start) ||
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: o.Name,
CurrencyPair: pair,
AssetType: assetType,
Price: trades[i].TradePrice.Float64(),
Amount: trades[i].TradeSize.Float64(),
Timestamp: trades[i].Timestamp.Time(),
Side: tradeSide,
})
}
tradeIDEnd = trades[len(trades)-1].TradeID
}
if o.IsSaveTradeDataEnabled() {
err = trade.AddTradesToBuffer(o.Name, resp...)
if err != nil {
return nil, err
}
}
sort.Sort(trade.ByDate(resp))
return trade.FilterTradesByTime(resp, start, end), nil
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (o *Okcoin) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
if !o.SupportsAsset(a) {
return nil, fmt.Errorf("%w, asset type %v", asset.ErrNotSupported, a)
}
req, err := o.GetKlineRequest(pair, a, interval, start, end, true)
if err != nil {
return nil, err
}
pair, err = o.FormatExchangeCurrency(pair, a)
if err != nil {
return nil, err
}
timeSeries, err := o.GetCandlesticks(ctx, pair.String(), interval, req.End, req.Start, 300, true)
if err != nil {
return nil, err
}
timeSeriesData := make([]kline.Candle, len(timeSeries))
for x := range timeSeries {
timeSeriesData[x] = kline.Candle{
Time: timeSeries[x].Timestamp.Time(),
Open: timeSeries[x].OpenPrice,
High: timeSeries[x].HighestPrice,
Low: timeSeries[x].LowestPrice,
Close: timeSeries[x].ClosePrice,
Volume: timeSeries[x].TradingVolume,
}
}
return req.ProcessResponse(timeSeriesData)
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (o *Okcoin) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
if !o.SupportsAsset(a) {
return nil, fmt.Errorf("%w, asset type %v", asset.ErrNotSupported, a)
}
req, err := o.GetKlineExtendedRequest(pair, a, interval, start, end)
if err != nil {
return nil, err
}
timeSeries := make([]kline.Candle, 0, req.Size())
for x := range req.RangeHolder.Ranges {
for a := range req.RangeHolder.Ranges[x].Intervals {
var candles []CandlestickData
candles, err = o.GetCandlestickHistory(ctx,
req.RequestFormatted.String(),
req.RangeHolder.Ranges[x].Intervals[a].Start.Time,
req.RangeHolder.Ranges[x].Intervals[a].End.Time,
interval, 0)
if err != nil {
return nil, err
}
for z := range candles {
timeSeries = append(timeSeries, kline.Candle{
Time: candles[z].Timestamp.Time(),
Open: candles[z].OpenPrice,
High: candles[z].HighestPrice,
Low: candles[z].LowestPrice,
Close: candles[z].ClosePrice,
Volume: candles[z].TradingVolume,
})
}
}
}
return req.ProcessResponse(timeSeries)
}
// ValidateAPICredentials validates current credentials used for wrapper
func (o *Okcoin) ValidateAPICredentials(ctx context.Context, assetType asset.Item) error {
_, err := o.UpdateAccountInfo(ctx, assetType)
return o.CheckTransientError(err)
}
// GetServerTime returns the current exchange server time.
func (o *Okcoin) GetServerTime(ctx context.Context, _ asset.Item) (time.Time, error) {
return o.GetSystemTime(ctx)
}
// UpdateOrderExecutionLimits sets exchange execution order limits for an asset type
func (o *Okcoin) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error {
if !o.SupportsAsset(a) {
return asset.ErrNotSupported
}
instrumentsList, err := o.GetInstruments(ctx, "SPOT", "")
if err != nil {
return fmt.Errorf("%s failed to load %s pair execution limits. Err: %s", o.Name, a, err)
}
limits := make([]order.MinMaxLevel, 0, len(instrumentsList))
for index := range instrumentsList {
pair, err := currency.NewPairFromString(instrumentsList[index].InstrumentID)
if err != nil {
return err
}
limits = append(limits, order.MinMaxLevel{
Asset: a,
Pair: pair,
PriceStepIncrementSize: instrumentsList[index].TickSize.Float64(),
MinimumBaseAmount: instrumentsList[index].MinSize.Float64(),
MaxIcebergParts: instrumentsList[index].MaxIcebergSz.Int64(),
MarketMaxQty: instrumentsList[index].MaxMarketSize.Float64(),
})
}
if err := o.LoadLimits(limits); err != nil {
return fmt.Errorf("%s Error loading %s exchange limits: %v", o.Name, a, err)
}
return nil
}