mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-19 23:16:48 +00:00
* 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>
1259 lines
40 KiB
Go
1259 lines
40 KiB
Go
package okcoin
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import (
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"context"
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"fmt"
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"sort"
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"strconv"
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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/deposit"
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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 (o *Okcoin) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
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o.SetDefaults()
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exchCfg := new(config.Exchange)
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exchCfg.Name = o.Name
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exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
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exchCfg.BaseCurrencies = o.BaseCurrencies
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err := o.Setup(exchCfg)
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if err != nil {
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return nil, err
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}
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if o.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err = o.UpdateTradablePairs(ctx, 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 method assigns the default values for Okcoin
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func (o *Okcoin) SetDefaults() {
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o.SetErrorDefaults()
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o.Name = okcoinExchangeName
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o.Enabled = true
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o.Verbose = true
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o.API.CredentialsValidator.RequiresKey = true
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o.API.CredentialsValidator.RequiresSecret = true
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o.API.CredentialsValidator.RequiresClientID = true
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requestFmt := ¤cy.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter}
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configFmt := ¤cy.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter}
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err := o.SetGlobalPairsManager(requestFmt, configFmt, asset.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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o.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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TickerBatching: true,
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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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CancelOrder: true,
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CancelOrders: true,
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SubmitOrder: true,
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SubmitOrders: true,
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DepositHistory: true,
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WithdrawalHistory: true,
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UserTradeHistory: true,
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CryptoDeposit: true,
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CryptoWithdrawal: true,
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TradeFee: true,
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CryptoWithdrawalFee: true,
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},
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WebsocketCapabilities: protocol.Features{
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TickerFetching: true,
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TradeFetching: true,
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KlineFetching: true,
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OrderbookFetching: true,
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Subscribe: true,
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Unsubscribe: true,
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AuthenticatedEndpoints: true,
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MessageCorrelation: true,
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GetOrders: true,
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GetOrder: true,
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AccountBalance: true,
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},
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WithdrawPermissions: exchange.AutoWithdrawCrypto,
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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: kline.DeployExchangeIntervals(
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kline.IntervalCapacity{Interval: kline.OneMin},
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kline.IntervalCapacity{Interval: kline.ThreeMin},
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kline.IntervalCapacity{Interval: kline.FiveMin},
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kline.IntervalCapacity{Interval: kline.FifteenMin},
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kline.IntervalCapacity{Interval: kline.ThirtyMin},
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kline.IntervalCapacity{Interval: kline.OneHour},
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kline.IntervalCapacity{Interval: kline.TwoHour},
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kline.IntervalCapacity{Interval: kline.FourHour},
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kline.IntervalCapacity{Interval: kline.SixHour},
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kline.IntervalCapacity{Interval: kline.TwelveHour},
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kline.IntervalCapacity{Interval: kline.OneDay},
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kline.IntervalCapacity{Interval: kline.TwoDay},
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kline.IntervalCapacity{Interval: kline.ThreeDay},
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kline.IntervalCapacity{Interval: kline.OneWeek},
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kline.IntervalCapacity{Interval: kline.OneMonth},
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kline.IntervalCapacity{Interval: kline.ThreeMonth},
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),
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GlobalResultLimit: 100,
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},
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},
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}
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o.Requester, err = request.New(o.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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request.WithLimiter(SetRateLimit()),
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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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o.API.Endpoints = o.NewEndpoints()
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err = o.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: okcoinAPIURL,
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exchange.WebsocketSpot: okcoinWebsocketURL,
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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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o.Websocket = stream.New()
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o.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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o.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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o.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
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}
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// Setup sets user exchange configuration settings
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func (o *Okcoin) Setup(exch *config.Exchange) error {
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err := exch.Validate()
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if err != nil {
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return err
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}
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if !exch.Enabled {
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o.SetEnabled(false)
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return nil
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}
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err = o.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 := o.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 = o.Websocket.Setup(&stream.WebsocketSetup{
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ExchangeConfig: exch,
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DefaultURL: wsEndpoint,
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RunningURL: wsEndpoint,
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RunningURLAuth: okcoinPrivateWebsocketURL,
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Connector: o.WsConnect,
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Subscriber: o.Subscribe,
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Unsubscriber: o.Unsubscribe,
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GenerateSubscriptions: o.GenerateDefaultSubscriptions,
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ConnectionMonitorDelay: exch.ConnectionMonitorDelay,
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Features: &o.Features.Supports.WebsocketCapabilities,
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})
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if err != nil {
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return err
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}
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err = o.Websocket.SetupNewConnection(stream.ConnectionSetup{
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RateLimit: okcoinWsRateLimit,
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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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 o.Websocket.SetupNewConnection(stream.ConnectionSetup{
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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URL: okcoinPrivateWebsocketURL,
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RateLimit: okcoinWsRateLimit,
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Authenticated: true,
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})
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}
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// Start starts the Okcoin go routine
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func (o *Okcoin) Start(ctx context.Context, wg *sync.WaitGroup) error {
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if wg == nil {
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return fmt.Errorf("%T %w", wg, common.ErrNilPointer)
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}
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wg.Add(1)
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go func() {
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o.Run(ctx)
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wg.Done()
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}()
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return nil
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}
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// Run implements the Okcoin wrapper
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func (o *Okcoin) Run(ctx context.Context) {
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if o.Verbose {
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log.Debugf(log.ExchangeSys,
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"%s Websocket: %s.",
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o.Name,
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common.IsEnabled(o.Websocket.IsEnabled()))
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o.PrintEnabledPairs()
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}
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forceUpdate := false
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var err error
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if !o.BypassConfigFormatUpgrades {
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for _, a := range o.GetAssetTypes(true) {
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var format currency.PairFormat
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format, err = o.GetPairFormat(a, false)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update currencies. Err: %s\n",
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o.Name,
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err)
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return
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}
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var enabled, avail currency.Pairs
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enabled, err = o.CurrencyPairs.GetPairs(a, true)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update currencies. Err: %s\n",
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o.Name,
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err)
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return
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}
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avail, err = o.CurrencyPairs.GetPairs(a, false)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update currencies. Err: %s\n",
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o.Name,
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err)
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return
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}
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if !common.StringDataContains(enabled.Strings(), format.Delimiter) ||
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!common.StringDataContains(avail.Strings(), format.Delimiter) {
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var p currency.Pairs
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p, err = currency.NewPairsFromStrings([]string{currency.BTC.String() +
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format.Delimiter +
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currency.USD.String()})
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update currencies.\n",
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o.Name)
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} else {
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log.Warnf(log.ExchangeSys, exchange.ResetConfigPairsWarningMessage, o.Name, a, p)
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forceUpdate = true
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err = o.UpdatePairs(p, a, true, true)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update currencies. Err: %s\n",
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o.Name,
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err)
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return
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}
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}
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}
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}
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}
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if !o.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
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return
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}
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err = o.UpdateTradablePairs(ctx, forceUpdate)
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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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o.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 (o *Okcoin) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
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if !o.SupportsAsset(a) {
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return nil, fmt.Errorf("%w, asset: %v", asset.ErrNotSupported, a)
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}
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prods, err := o.GetInstruments(ctx, "SPOT", "")
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if err != nil {
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return nil, err
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}
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pairs := make([]currency.Pair, 0, len(prods))
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for x := range prods {
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if prods[x].State != "live" {
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continue
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}
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var pair currency.Pair
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pair, err = currency.NewPairFromString(prods[x].InstrumentID)
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if err != nil {
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return nil, err
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}
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pairs = append(pairs, pair)
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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 (o *Okcoin) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
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assets := o.GetAssetTypes(true)
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for a := range assets {
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pairs, err := o.FetchTradablePairs(ctx, assets[a])
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if err != nil {
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return err
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}
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err = o.UpdatePairs(pairs, assets[a], 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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// UpdateTickers updates the ticker for all currency pairs of a given asset type
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func (o *Okcoin) UpdateTickers(ctx context.Context, a asset.Item) error {
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if !o.SupportsAsset(a) {
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return fmt.Errorf("%w, asset: %v", asset.ErrNotSupported, a)
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}
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tickers, err := o.GetTickers(ctx, "SPOT")
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if err != nil {
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return err
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}
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enabledPairs, err := o.GetEnabledPairs(a)
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if err != nil {
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return err
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}
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for i := range tickers {
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cp, err := currency.NewPairFromString(tickers[i].InstrumentID)
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if err != nil {
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return err
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}
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if !enabledPairs.Contains(cp, true) {
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continue
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Last: tickers[i].LastTradedPrice.Float64(),
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High: tickers[i].High24H.Float64(),
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Bid: tickers[i].BestBidPrice.Float64(),
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BidSize: tickers[i].BestBidSize.Float64(),
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Ask: tickers[i].BestAskPrice.Float64(),
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AskSize: tickers[i].BestAskPrice.Float64(),
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QuoteVolume: tickers[i].VolCcy24H.Float64(),
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LastUpdated: tickers[i].Timestamp.Time(),
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Volume: tickers[i].Vol24H.Float64(),
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Open: tickers[i].Open24H.Float64(),
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AssetType: a,
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ExchangeName: o.Name,
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Pair: cp,
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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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}
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return nil
|
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}
|
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|
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// FetchTicker returns the ticker for a currency pair
|
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func (o *Okcoin) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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t, err := ticker.GetTicker(o.Name, p, assetType)
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if err != nil {
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return o.UpdateTicker(ctx, p, assetType)
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}
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return t, nil
|
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}
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|
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// UpdateTicker updates and returns the ticker for a currency pair
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func (o *Okcoin) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
|
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if err := o.UpdateTickers(ctx, a); err != nil {
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return nil, err
|
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}
|
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return ticker.GetTicker(o.Name, p, a)
|
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}
|
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|
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// GetRecentTrades returns the most recent trades for a currency and asset
|
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func (o *Okcoin) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
|
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if !o.SupportsAsset(assetType) {
|
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return nil, fmt.Errorf("%w, asset type %v", asset.ErrNotSupported, assetType)
|
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}
|
|
var err error
|
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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{
|
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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
|
|
}
|