mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-16 23:16:48 +00:00
* Websocket: Use ErrSubscribedAlready instead of errChannelAlreadySubscribed * Subscriptions: Replace Pair with Pairs Given that some subscriptions have multiple pairs, support that as the standard. * Docs: Update subscriptions in add new exch * RPC: Update Subscription Pairs * Linter: Disable testifylint.Len We deliberately use Equal over Len to avoid spamming the contents of large Slices * Websocket: Add suffix to state consts * Binance: Subscription Pairs support * Bitfinex: Subscription Pairs support * Bithumb: Subscription Pairs support * Bitmex: Subscription Pairs support * Bitstamp: Subscription Pairs support * BTCMarkets: Subscription Pairs support * BTSE: Subscription Pairs support * Coinbase: Subscription Pairs support * Coinut: Subscription Pairs support * GateIO: Subscription Pairs support * Gemini: Subscription Pairs support and improvement * Hitbtc: Subscription Pairs support * Huboi: Subscription Pairs support * Kucoin: Subscription Pairs support * Okcoin: Subscription Pairs support * Poloniex: Subscription Pairs support * Kraken: Add subscription Pairs support Note: This is a naieve implementation because we want to rebase the kraken websocket rewrite on top of this * Bybit: Subscription Pairs support * Okx: Subscription Pairs support * Bitmex: Subsription configuration * Fixes unauthenticated websocket left as CanUseAuth * Fixes auth subs happening privately * CoinbasePro: Subscription Configuration * Consolidate ProductIDs when all subscriptions are for the same list * Websocket: Log actual sent message when Verbose * Subscriptions: Improve clarity of which key is which in Match * Subscriptions: Lint fix for HugeParam * Subscriptions: Add AddPairs and move keys from test * Subscriptions: Simplify subscription keys and add key types * Subscriptions: Add List.GroupPairs Rename sub.AddPairs * Subscription: Fix ExactKey not matching 0 pairs * Subscriptions: Remove unused IdentityKey and HasPairKey * Subscriptions: Fix GetKey test * Subscriptions: Test coverage improvements * Websocket: Change State on Add/Remove * Subscriptions: Improve error context * Subscriptions: Fix Enable: false subs not ignored * Bitfinex: Fix WsAuth test failing on DataHandler DataHandler is eaten by dataMonitor now, so we need to use ToRoutine * Deribit: Subscription Pairs support * Websocket: Accept nil lists for checkSubscriptions If the user passes in a nil (implicitly empty) list, we would not panic. Therefore the burden of correctness about that data lies with them. The list of subscriptions is empty, and that's okay, and possibly convenient * Websocket: Add context to NilPointer errors * Subscriptions: Add context to nil errors * Exchange: Fix error expectations in UnsubToWSChans
1388 lines
42 KiB
Go
1388 lines
42 KiB
Go
package bitmex
|
|
|
|
import (
|
|
"context"
|
|
"errors"
|
|
"fmt"
|
|
"math"
|
|
"sort"
|
|
"strconv"
|
|
"strings"
|
|
"time"
|
|
|
|
"github.com/shopspring/decimal"
|
|
"github.com/thrasher-corp/gocryptotrader/common"
|
|
"github.com/thrasher-corp/gocryptotrader/common/key"
|
|
"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/fundingrate"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
|
|
"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"
|
|
)
|
|
|
|
// SetDefaults sets the basic defaults for Bitmex
|
|
func (b *Bitmex) SetDefaults() {
|
|
b.Name = "Bitmex"
|
|
b.Enabled = true
|
|
b.Verbose = true
|
|
b.API.CredentialsValidator.RequiresKey = true
|
|
b.API.CredentialsValidator.RequiresSecret = true
|
|
|
|
configFmt := ¤cy.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter}
|
|
standardRequestFmt := ¤cy.PairFormat{Uppercase: true}
|
|
spotRequestFormat := ¤cy.PairFormat{Uppercase: true, Delimiter: currency.UnderscoreDelimiter}
|
|
|
|
spot := currency.PairStore{RequestFormat: spotRequestFormat, ConfigFormat: configFmt}
|
|
err := b.StoreAssetPairFormat(asset.Spot, spot)
|
|
if err != nil {
|
|
log.Errorln(log.ExchangeSys, err)
|
|
}
|
|
|
|
perp := currency.PairStore{RequestFormat: standardRequestFmt, ConfigFormat: configFmt}
|
|
err = b.StoreAssetPairFormat(asset.PerpetualContract, perp)
|
|
if err != nil {
|
|
log.Errorln(log.ExchangeSys, err)
|
|
}
|
|
|
|
futures := currency.PairStore{RequestFormat: standardRequestFmt, ConfigFormat: configFmt}
|
|
err = b.StoreAssetPairFormat(asset.Futures, futures)
|
|
if err != nil {
|
|
log.Errorln(log.ExchangeSys, err)
|
|
}
|
|
|
|
index := currency.PairStore{RequestFormat: standardRequestFmt, ConfigFormat: configFmt}
|
|
err = b.StoreAssetPairFormat(asset.Index, index)
|
|
if err != nil {
|
|
log.Errorln(log.ExchangeSys, err)
|
|
}
|
|
|
|
err = b.DisableAssetWebsocketSupport(asset.Index)
|
|
if err != nil {
|
|
log.Errorln(log.ExchangeSys, err)
|
|
}
|
|
|
|
b.Features = exchange.Features{
|
|
Supports: exchange.FeaturesSupported{
|
|
REST: true,
|
|
Websocket: true,
|
|
RESTCapabilities: protocol.Features{
|
|
TickerBatching: true,
|
|
TickerFetching: true,
|
|
TradeFetching: true,
|
|
OrderbookFetching: true,
|
|
AutoPairUpdates: true,
|
|
AccountInfo: true,
|
|
GetOrder: true,
|
|
GetOrders: true,
|
|
CancelOrders: true,
|
|
CancelOrder: true,
|
|
SubmitOrder: true,
|
|
SubmitOrders: true,
|
|
ModifyOrder: true,
|
|
DepositHistory: true,
|
|
WithdrawalHistory: true,
|
|
UserTradeHistory: true,
|
|
CryptoDeposit: true,
|
|
CryptoWithdrawal: true,
|
|
TradeFee: true,
|
|
CryptoWithdrawalFee: true,
|
|
FundingRateFetching: true,
|
|
},
|
|
WebsocketCapabilities: protocol.Features{
|
|
TradeFetching: true,
|
|
OrderbookFetching: true,
|
|
Subscribe: true,
|
|
Unsubscribe: true,
|
|
AuthenticatedEndpoints: true,
|
|
AccountInfo: true,
|
|
DeadMansSwitch: true,
|
|
GetOrders: true,
|
|
GetOrder: true,
|
|
FundingRateFetching: false, // supported but not implemented // TODO when multi-websocket support added
|
|
},
|
|
FuturesCapabilities: exchange.FuturesCapabilities{
|
|
FundingRates: true,
|
|
SupportedFundingRateFrequencies: map[kline.Interval]bool{
|
|
kline.EightHour: true,
|
|
},
|
|
FundingRateBatching: map[asset.Item]bool{
|
|
asset.PerpetualContract: true,
|
|
},
|
|
OpenInterest: exchange.OpenInterestSupport{
|
|
Supported: true,
|
|
SupportedViaTicker: true,
|
|
SupportsRestBatch: true,
|
|
},
|
|
},
|
|
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
|
|
exchange.WithdrawCryptoWithEmail |
|
|
exchange.WithdrawCryptoWith2FA |
|
|
exchange.NoFiatWithdrawals,
|
|
},
|
|
Enabled: exchange.FeaturesEnabled{
|
|
AutoPairUpdates: true,
|
|
},
|
|
Subscriptions: subscription.List{
|
|
{Enabled: true, Channel: bitmexWSAnnouncement},
|
|
{Enabled: true, Channel: bitmexWSOrderbookL2, Asset: asset.All},
|
|
{Enabled: true, Channel: bitmexWSTrade, Asset: asset.All},
|
|
{Enabled: true, Channel: bitmexWSAffiliate, Authenticated: true},
|
|
{Enabled: true, Channel: bitmexWSOrder, Authenticated: true},
|
|
{Enabled: true, Channel: bitmexWSMargin, Authenticated: true},
|
|
{Enabled: true, Channel: bitmexWSPrivateNotifications, Authenticated: true},
|
|
{Enabled: true, Channel: bitmexWSTransact, Authenticated: true},
|
|
{Enabled: true, Channel: bitmexWSWallet, Authenticated: true},
|
|
{Enabled: true, Channel: bitmexWSExecution, Authenticated: true, Asset: asset.PerpetualContract},
|
|
{Enabled: true, Channel: bitmexWSPosition, Authenticated: true, Asset: asset.PerpetualContract},
|
|
},
|
|
}
|
|
|
|
b.Requester, err = request.New(b.Name,
|
|
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
|
|
request.WithLimiter(GetRateLimit()))
|
|
if err != nil {
|
|
log.Errorln(log.ExchangeSys, err)
|
|
}
|
|
b.API.Endpoints = b.NewEndpoints()
|
|
err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
|
|
exchange.RestSpot: bitmexAPIURL,
|
|
exchange.WebsocketSpot: bitmexWSURL,
|
|
})
|
|
if err != nil {
|
|
log.Errorln(log.ExchangeSys, err)
|
|
}
|
|
b.Websocket = stream.NewWebsocket()
|
|
b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
|
|
b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
|
|
b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
|
|
}
|
|
|
|
// Setup takes in the supplied exchange configuration details and sets params
|
|
func (b *Bitmex) Setup(exch *config.Exchange) error {
|
|
err := exch.Validate()
|
|
if err != nil {
|
|
return err
|
|
}
|
|
if !exch.Enabled {
|
|
b.SetEnabled(false)
|
|
return nil
|
|
}
|
|
err = b.SetupDefaults(exch)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
wsEndpoint, err := b.API.Endpoints.GetURL(exchange.WebsocketSpot)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
err = b.Websocket.Setup(&stream.WebsocketSetup{
|
|
ExchangeConfig: exch,
|
|
DefaultURL: bitmexWSURL,
|
|
RunningURL: wsEndpoint,
|
|
Connector: b.WsConnect,
|
|
Subscriber: b.Subscribe,
|
|
Unsubscriber: b.Unsubscribe,
|
|
GenerateSubscriptions: b.generateSubscriptions,
|
|
Features: &b.Features.Supports.WebsocketCapabilities,
|
|
OrderbookBufferConfig: buffer.Config{
|
|
UpdateEntriesByID: true,
|
|
},
|
|
})
|
|
if err != nil {
|
|
return err
|
|
}
|
|
return b.Websocket.SetupNewConnection(stream.ConnectionSetup{
|
|
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
|
|
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
|
|
URL: bitmexWSURL,
|
|
})
|
|
}
|
|
|
|
// FetchTradablePairs returns a list of the exchanges tradable pairs
|
|
func (b *Bitmex) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
|
|
marketInfo, err := b.GetActiveAndIndexInstruments(ctx)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
pairs := make([]currency.Pair, 0, len(marketInfo))
|
|
for x := range marketInfo {
|
|
if marketInfo[x].State != "Open" && a != asset.Index {
|
|
continue
|
|
}
|
|
|
|
var pair currency.Pair
|
|
switch a {
|
|
case asset.Spot:
|
|
if marketInfo[x].Typ == spotID {
|
|
pair, err = currency.NewPairFromString(marketInfo[x].Symbol)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
pairs = append(pairs, pair)
|
|
}
|
|
case asset.PerpetualContract:
|
|
if marketInfo[x].Typ == perpetualContractID {
|
|
var settleTrail string
|
|
if strings.Contains(marketInfo[x].Symbol, currency.UnderscoreDelimiter) {
|
|
// Example: ETHUSD_ETH quoted in USD, paid out in ETH.
|
|
settlement := strings.Split(marketInfo[x].Symbol, currency.UnderscoreDelimiter)
|
|
if len(settlement) != 2 {
|
|
log.Warnf(log.ExchangeSys, "%s currency %s %s cannot be added to tradable pairs",
|
|
b.Name,
|
|
marketInfo[x].Symbol,
|
|
a)
|
|
break
|
|
}
|
|
settleTrail = currency.UnderscoreDelimiter + settlement[1]
|
|
}
|
|
pair, err = currency.NewPairFromStrings(marketInfo[x].Underlying,
|
|
marketInfo[x].QuoteCurrency+settleTrail)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
pairs = append(pairs, pair)
|
|
}
|
|
case asset.Futures:
|
|
if marketInfo[x].Typ == futuresID {
|
|
isolate := strings.Split(marketInfo[x].Symbol, currency.UnderscoreDelimiter)
|
|
if len(isolate[0]) < 3 {
|
|
log.Warnf(log.ExchangeSys, "%s currency %s %s be cannot added to tradable pairs",
|
|
b.Name,
|
|
marketInfo[x].Symbol,
|
|
a)
|
|
break
|
|
}
|
|
var settleTrail string
|
|
if len(isolate) == 2 {
|
|
// Example: ETHUSDU22_ETH quoted in USD, paid out in ETH.
|
|
settleTrail = currency.UnderscoreDelimiter + isolate[1]
|
|
}
|
|
|
|
root := isolate[0][:len(isolate[0])-3]
|
|
contract := isolate[0][len(isolate[0])-3:]
|
|
|
|
pair, err = currency.NewPairFromStrings(root, contract+settleTrail)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
pairs = append(pairs, pair)
|
|
}
|
|
case asset.Index:
|
|
// TODO: This can be expanded into individual assets later.
|
|
if marketInfo[x].Typ == bitMEXBasketIndexID ||
|
|
marketInfo[x].Typ == bitMEXPriceIndexID ||
|
|
marketInfo[x].Typ == bitMEXLendingPremiumIndexID ||
|
|
marketInfo[x].Typ == bitMEXVolatilityIndexID {
|
|
pair, err = currency.NewPairFromString(marketInfo[x].Symbol)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
pairs = append(pairs, pair)
|
|
}
|
|
default:
|
|
return nil, errors.New("unhandled asset type")
|
|
}
|
|
}
|
|
return pairs, nil
|
|
}
|
|
|
|
// UpdateTradablePairs updates the exchanges available pairs and stores
|
|
// them in the exchanges config
|
|
func (b *Bitmex) UpdateTradablePairs(ctx context.Context, _ bool) error {
|
|
assets := b.GetAssetTypes(false)
|
|
for x := range assets {
|
|
pairs, err := b.FetchTradablePairs(ctx, assets[x])
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
err = b.UpdatePairs(pairs, assets[x], false, false)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
}
|
|
return b.EnsureOnePairEnabled()
|
|
}
|
|
|
|
// UpdateTickers updates the ticker for all currency pairs of a given asset type
|
|
func (b *Bitmex) UpdateTickers(ctx context.Context, a asset.Item) error {
|
|
if !b.SupportsAsset(a) {
|
|
return fmt.Errorf("%w for [%v]", asset.ErrNotSupported, a)
|
|
}
|
|
|
|
tick, err := b.GetActiveAndIndexInstruments(ctx)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
var enabled bool
|
|
instruments:
|
|
for j := range tick {
|
|
var pair currency.Pair
|
|
switch a {
|
|
case asset.Futures:
|
|
if tick[j].Typ != futuresID {
|
|
continue instruments
|
|
}
|
|
pair, enabled, err = b.MatchSymbolCheckEnabled(tick[j].Symbol, a, false)
|
|
case asset.Index:
|
|
switch tick[j].Typ {
|
|
case bitMEXBasketIndexID,
|
|
bitMEXPriceIndexID,
|
|
bitMEXLendingPremiumIndexID,
|
|
bitMEXVolatilityIndexID:
|
|
default:
|
|
continue instruments
|
|
}
|
|
// NOTE: Filtering is done below to remove the underscore in a
|
|
// limited amount of index asset strings while the rest do not
|
|
// contain an underscore. Calling DeriveFrom will then error and
|
|
// the instruments will be missed.
|
|
tick[j].Symbol = strings.Replace(tick[j].Symbol, currency.UnderscoreDelimiter, "", 1)
|
|
pair, enabled, err = b.MatchSymbolCheckEnabled(tick[j].Symbol, a, false)
|
|
case asset.PerpetualContract:
|
|
if tick[j].Typ != perpetualContractID {
|
|
continue instruments
|
|
}
|
|
pair, enabled, err = b.MatchSymbolCheckEnabled(tick[j].Symbol, a, false)
|
|
case asset.Spot:
|
|
if tick[j].Typ != spotID {
|
|
continue instruments
|
|
}
|
|
tick[j].Symbol = strings.Replace(tick[j].Symbol, currency.UnderscoreDelimiter, "", 1)
|
|
pair, enabled, err = b.MatchSymbolCheckEnabled(tick[j].Symbol, a, false)
|
|
}
|
|
|
|
if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
|
|
return err
|
|
}
|
|
if !enabled {
|
|
continue
|
|
}
|
|
|
|
err = ticker.ProcessTicker(&ticker.Price{
|
|
Last: tick[j].LastPrice,
|
|
High: tick[j].HighPrice,
|
|
Low: tick[j].LowPrice,
|
|
Bid: tick[j].BidPrice,
|
|
Ask: tick[j].AskPrice,
|
|
Volume: tick[j].Volume24h,
|
|
Close: tick[j].PrevClosePrice,
|
|
Pair: pair,
|
|
LastUpdated: tick[j].Timestamp,
|
|
ExchangeName: b.Name,
|
|
OpenInterest: tick[j].OpenInterest,
|
|
AssetType: a})
|
|
if err != nil {
|
|
return err
|
|
}
|
|
}
|
|
return nil
|
|
}
|
|
|
|
// UpdateTicker updates and returns the ticker for a currency pair
|
|
func (b *Bitmex) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
|
|
if err := b.UpdateTickers(ctx, a); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
fPair, err := b.FormatExchangeCurrency(p, a)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return ticker.GetTicker(b.Name, fPair, a)
|
|
}
|
|
|
|
// FetchTicker returns the ticker for a currency pair
|
|
func (b *Bitmex) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
|
|
fPair, err := b.FormatExchangeCurrency(p, assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
tickerNew, err := ticker.GetTicker(b.Name, fPair, assetType)
|
|
if err != nil {
|
|
return b.UpdateTicker(ctx, fPair, assetType)
|
|
}
|
|
return tickerNew, nil
|
|
}
|
|
|
|
// FetchOrderbook returns orderbook base on the currency pair
|
|
func (b *Bitmex) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
|
|
fPair, err := b.FormatExchangeCurrency(p, assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
ob, err := orderbook.Get(b.Name, fPair, assetType)
|
|
if err != nil {
|
|
return b.UpdateOrderbook(ctx, fPair, assetType)
|
|
}
|
|
return ob, nil
|
|
}
|
|
|
|
// UpdateOrderbook updates and returns the orderbook for a currency pair
|
|
func (b *Bitmex) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
|
|
if p.IsEmpty() {
|
|
return nil, currency.ErrCurrencyPairEmpty
|
|
}
|
|
if err := b.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
|
|
return nil, err
|
|
}
|
|
book := &orderbook.Base{
|
|
Exchange: b.Name,
|
|
Pair: p,
|
|
Asset: assetType,
|
|
VerifyOrderbook: b.CanVerifyOrderbook,
|
|
}
|
|
|
|
if assetType == asset.Index {
|
|
return book, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
fPair, err := b.FormatExchangeCurrency(p, assetType)
|
|
if err != nil {
|
|
return book, err
|
|
}
|
|
|
|
orderbookNew, err := b.GetOrderbook(ctx,
|
|
OrderBookGetL2Params{
|
|
Symbol: fPair.String(),
|
|
Depth: 500})
|
|
if err != nil {
|
|
return book, err
|
|
}
|
|
|
|
book.Asks = make(orderbook.Tranches, 0, len(orderbookNew))
|
|
book.Bids = make(orderbook.Tranches, 0, len(orderbookNew))
|
|
for i := range orderbookNew {
|
|
switch {
|
|
case strings.EqualFold(orderbookNew[i].Side, order.Sell.String()):
|
|
book.Asks = append(book.Asks, orderbook.Tranche{
|
|
Amount: float64(orderbookNew[i].Size),
|
|
Price: orderbookNew[i].Price,
|
|
})
|
|
case strings.EqualFold(orderbookNew[i].Side, order.Buy.String()):
|
|
book.Bids = append(book.Bids, orderbook.Tranche{
|
|
Amount: float64(orderbookNew[i].Size),
|
|
Price: orderbookNew[i].Price,
|
|
})
|
|
default:
|
|
return book,
|
|
fmt.Errorf("could not process orderbook, order side [%s] could not be matched",
|
|
orderbookNew[i].Side)
|
|
}
|
|
}
|
|
book.Asks.Reverse() // Reverse order of asks to ascending
|
|
|
|
err = book.Process()
|
|
if err != nil {
|
|
return book, err
|
|
}
|
|
return orderbook.Get(b.Name, p, assetType)
|
|
}
|
|
|
|
// UpdateAccountInfo retrieves balances for all enabled currencies for the
|
|
// Bitmex exchange
|
|
func (b *Bitmex) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
|
|
var info account.Holdings
|
|
|
|
userMargins, err := b.GetAllUserMargin(ctx)
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
|
|
accountBalances := make(map[string][]account.Balance)
|
|
// Need to update to add Margin/Liquidity availability
|
|
for i := range userMargins {
|
|
accountID := strconv.FormatInt(userMargins[i].Account, 10)
|
|
|
|
var wallet WalletInfo
|
|
wallet, err = b.GetWalletInfo(ctx, userMargins[i].Currency)
|
|
if err != nil {
|
|
continue
|
|
}
|
|
|
|
accountBalances[accountID] = append(
|
|
accountBalances[accountID], account.Balance{
|
|
Currency: currency.NewCode(wallet.Currency),
|
|
Total: wallet.Amount,
|
|
},
|
|
)
|
|
}
|
|
|
|
if info.Accounts, err = account.CollectBalances(accountBalances, assetType); err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
info.Exchange = b.Name
|
|
|
|
creds, err := b.GetCredentials(ctx)
|
|
if err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
if err := account.Process(&info, creds); err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
|
|
return info, nil
|
|
}
|
|
|
|
// FetchAccountInfo retrieves balances for all enabled currencies
|
|
func (b *Bitmex) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
|
|
creds, err := b.GetCredentials(ctx)
|
|
if err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
acc, err := account.GetHoldings(b.Name, creds, assetType)
|
|
if err != nil {
|
|
return b.UpdateAccountInfo(ctx, assetType)
|
|
}
|
|
return acc, nil
|
|
}
|
|
|
|
// GetAccountFundingHistory returns funding history, deposits and
|
|
// withdrawals
|
|
func (b *Bitmex) GetAccountFundingHistory(ctx context.Context) ([]exchange.FundingHistory, error) {
|
|
history, err := b.GetWalletHistory(ctx, "all")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]exchange.FundingHistory, len(history))
|
|
for i := range history {
|
|
resp[i] = exchange.FundingHistory{
|
|
ExchangeName: b.Name,
|
|
Status: history[i].TransactStatus,
|
|
Timestamp: history[i].Timestamp,
|
|
Currency: history[i].Currency,
|
|
Amount: history[i].Amount,
|
|
Fee: history[i].Fee,
|
|
TransferType: history[i].TransactType,
|
|
CryptoToAddress: history[i].Address,
|
|
CryptoTxID: history[i].TransactID,
|
|
CryptoChain: history[i].Network,
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetWithdrawalsHistory returns previous withdrawals data
|
|
func (b *Bitmex) GetWithdrawalsHistory(ctx context.Context, c currency.Code, _ asset.Item) ([]exchange.WithdrawalHistory, error) {
|
|
history, err := b.GetWalletHistory(ctx, c.String())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]exchange.WithdrawalHistory, len(history))
|
|
for i := range history {
|
|
resp[i] = exchange.WithdrawalHistory{
|
|
Status: history[i].TransactStatus,
|
|
Timestamp: history[i].Timestamp,
|
|
Currency: history[i].Currency,
|
|
Amount: history[i].Amount,
|
|
Fee: history[i].Fee,
|
|
TransferType: history[i].TransactType,
|
|
CryptoToAddress: history[i].Address,
|
|
CryptoTxID: history[i].TransactID,
|
|
CryptoChain: history[i].Network,
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetServerTime returns the current exchange server time.
|
|
func (b *Bitmex) GetServerTime(_ context.Context, _ asset.Item) (time.Time, error) {
|
|
return time.Time{}, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetRecentTrades returns the most recent trades for a currency and asset
|
|
func (b *Bitmex) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
|
|
return b.GetHistoricTrades(ctx, p, assetType, time.Now().Add(-time.Minute*15), time.Now())
|
|
}
|
|
|
|
// GetHistoricTrades returns historic trade data within the timeframe provided
|
|
func (b *Bitmex) GetHistoricTrades(ctx context.Context, p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
|
|
if assetType == asset.Index {
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
|
|
}
|
|
if err := common.StartEndTimeCheck(timestampStart, timestampEnd); err != nil {
|
|
return nil, fmt.Errorf("invalid time range supplied. Start: %v End %v %w", timestampStart, timestampEnd, err)
|
|
}
|
|
var err error
|
|
p, err = b.FormatExchangeCurrency(p, assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
limit := 1000
|
|
req := &GenericRequestParams{
|
|
Symbol: p.String(),
|
|
Count: int32(limit),
|
|
EndTime: timestampEnd.UTC().Format("2006-01-02T15:04:05.000Z"),
|
|
}
|
|
ts := timestampStart
|
|
var resp []trade.Data
|
|
allTrades:
|
|
for {
|
|
req.StartTime = ts.UTC().Format("2006-01-02T15:04:05.000Z")
|
|
var tradeData []Trade
|
|
tradeData, err = b.GetTrade(ctx, req)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range tradeData {
|
|
if tradeData[i].Timestamp.Before(timestampStart) || tradeData[i].Timestamp.After(timestampEnd) {
|
|
break allTrades
|
|
}
|
|
var side order.Side
|
|
side, err = order.StringToOrderSide(tradeData[i].Side)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if tradeData[i].Price == 0 {
|
|
// Please note that indices (symbols starting with .) post trades at intervals to the trade feed.
|
|
// These have a size of 0 and are used only to indicate a changing price.
|
|
continue
|
|
}
|
|
resp = append(resp, trade.Data{
|
|
Exchange: b.Name,
|
|
CurrencyPair: p,
|
|
AssetType: assetType,
|
|
Side: side,
|
|
Price: tradeData[i].Price,
|
|
Amount: float64(tradeData[i].Size),
|
|
Timestamp: tradeData[i].Timestamp,
|
|
TID: tradeData[i].TrdMatchID,
|
|
})
|
|
if i == len(tradeData)-1 {
|
|
if ts.Equal(tradeData[i].Timestamp) {
|
|
// reached end of trades to crawl
|
|
break allTrades
|
|
}
|
|
ts = tradeData[i].Timestamp
|
|
}
|
|
}
|
|
if len(tradeData) != limit {
|
|
break allTrades
|
|
}
|
|
}
|
|
err = b.AddTradesToBuffer(resp...)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
sort.Sort(trade.ByDate(resp))
|
|
return trade.FilterTradesByTime(resp, timestampStart, timestampEnd), nil
|
|
}
|
|
|
|
// SubmitOrder submits a new order
|
|
func (b *Bitmex) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
|
|
if err := s.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if math.Trunc(s.Amount) != s.Amount {
|
|
return nil,
|
|
errors.New("order contract amount can not have decimals")
|
|
}
|
|
|
|
fPair, err := b.FormatExchangeCurrency(s.Pair, s.AssetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var orderNewParams = OrderNewParams{
|
|
OrderType: s.Type.Title(),
|
|
Symbol: fPair.String(),
|
|
OrderQuantity: s.Amount,
|
|
Side: s.Side.Title(),
|
|
}
|
|
|
|
if s.Type == order.Limit {
|
|
orderNewParams.Price = s.Price
|
|
}
|
|
|
|
response, err := b.CreateOrder(ctx, &orderNewParams)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return s.DeriveSubmitResponse(response.OrderID)
|
|
}
|
|
|
|
// ModifyOrder will allow of changing orderbook placement and limit to
|
|
// market conversion
|
|
func (b *Bitmex) ModifyOrder(ctx context.Context, action *order.Modify) (*order.ModifyResponse, error) {
|
|
if err := action.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if math.Trunc(action.Amount) != action.Amount {
|
|
return nil, errors.New("contract amount can not have decimals")
|
|
}
|
|
|
|
o, err := b.AmendOrder(ctx, &OrderAmendParams{
|
|
OrderID: action.OrderID,
|
|
OrderQty: int32(action.Amount),
|
|
Price: action.Price})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
resp, err := action.DeriveModifyResponse()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
resp.OrderID = o.OrderID
|
|
resp.RemainingAmount = o.OrderQty
|
|
resp.LastUpdated = o.TransactTime
|
|
return resp, nil
|
|
}
|
|
|
|
// CancelOrder cancels an order by its corresponding ID number
|
|
func (b *Bitmex) CancelOrder(ctx context.Context, o *order.Cancel) error {
|
|
if err := o.Validate(o.StandardCancel()); err != nil {
|
|
return err
|
|
}
|
|
_, err := b.CancelOrders(ctx, &OrderCancelParams{
|
|
OrderID: o.OrderID,
|
|
})
|
|
return err
|
|
}
|
|
|
|
// CancelBatchOrders cancels an orders by their corresponding ID numbers
|
|
func (b *Bitmex) CancelBatchOrders(ctx context.Context, o []order.Cancel) (*order.CancelBatchResponse, error) {
|
|
if len(o) == 0 {
|
|
return nil, order.ErrCancelOrderIsNil
|
|
}
|
|
var orderIDs, clientIDs []string
|
|
for i := range o {
|
|
switch {
|
|
case o[i].ClientOrderID != "":
|
|
clientIDs = append(clientIDs, o[i].ClientID)
|
|
case o[i].OrderID != "":
|
|
orderIDs = append(orderIDs, o[i].OrderID)
|
|
default:
|
|
return nil, order.ErrOrderIDNotSet
|
|
}
|
|
}
|
|
joinedOrderIDs := strings.Join(orderIDs, ",")
|
|
joinedClientIDs := strings.Join(clientIDs, ",")
|
|
params := &OrderCancelParams{
|
|
OrderID: joinedOrderIDs,
|
|
ClientOrderID: joinedClientIDs,
|
|
}
|
|
resp := &order.CancelBatchResponse{
|
|
Status: make(map[string]string),
|
|
}
|
|
cancelResponse, err := b.CancelOrders(ctx, params)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range cancelResponse {
|
|
resp.Status[cancelResponse[i].OrderID] = cancelResponse[i].OrdStatus
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// CancelAllOrders cancels all orders associated with a currency pair
|
|
func (b *Bitmex) CancelAllOrders(ctx context.Context, _ *order.Cancel) (order.CancelAllResponse, error) {
|
|
cancelAllOrdersResponse := order.CancelAllResponse{
|
|
Status: make(map[string]string),
|
|
}
|
|
var emptyParams OrderCancelAllParams
|
|
orders, err := b.CancelAllExistingOrders(ctx, emptyParams)
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
|
|
for i := range orders {
|
|
if orders[i].OrdRejReason != "" {
|
|
cancelAllOrdersResponse.Status[orders[i].OrderID] = orders[i].OrdRejReason
|
|
}
|
|
}
|
|
|
|
return cancelAllOrdersResponse, nil
|
|
}
|
|
|
|
// GetOrderInfo returns order information based on order ID
|
|
func (b *Bitmex) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (*order.Detail, error) {
|
|
if pair.IsEmpty() {
|
|
return nil, currency.ErrCurrencyPairEmpty
|
|
}
|
|
if err := b.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
resp, err := b.GetOrders(ctx, &OrdersRequest{
|
|
Filter: `{"orderID":"` + orderID + `"}`,
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range resp {
|
|
if resp[i].OrderID != orderID {
|
|
continue
|
|
}
|
|
var orderStatus order.Status
|
|
orderStatus, err = order.StringToOrderStatus(resp[i].OrdStatus)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var oType order.Type
|
|
oType, err = b.getOrderType(resp[i].OrdType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &order.Detail{
|
|
Date: resp[i].Timestamp,
|
|
Price: resp[i].Price,
|
|
Amount: resp[i].OrderQty,
|
|
ExecutedAmount: resp[i].CumQty,
|
|
RemainingAmount: resp[i].LeavesQty,
|
|
Exchange: b.Name,
|
|
OrderID: resp[i].OrderID,
|
|
Side: orderSideMap[resp[i].Side],
|
|
Status: orderStatus,
|
|
Type: oType,
|
|
Pair: pair,
|
|
AssetType: assetType,
|
|
}, nil
|
|
}
|
|
return nil, fmt.Errorf("%w %v", order.ErrOrderNotFound, orderID)
|
|
}
|
|
|
|
// GetDepositAddress returns a deposit address for a specified currency
|
|
func (b *Bitmex) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, _ string) (*deposit.Address, error) {
|
|
resp, err := b.GetCryptoDepositAddress(ctx, cryptocurrency.String())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &deposit.Address{
|
|
Address: resp,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
|
|
// submitted
|
|
func (b *Bitmex) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
var r = UserRequestWithdrawalParams{
|
|
Address: withdrawRequest.Crypto.Address,
|
|
Amount: withdrawRequest.Amount,
|
|
Currency: withdrawRequest.Currency.String(),
|
|
OtpToken: withdrawRequest.OneTimePassword,
|
|
}
|
|
if withdrawRequest.Crypto.FeeAmount > 0 {
|
|
r.Fee = withdrawRequest.Crypto.FeeAmount
|
|
}
|
|
|
|
resp, err := b.UserRequestWithdrawal(ctx, r)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return &withdraw.ExchangeResponse{
|
|
Status: resp.Text,
|
|
ID: resp.Tx,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
|
|
// submitted
|
|
func (b *Bitmex) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is
|
|
// submitted
|
|
func (b *Bitmex) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on type of transaction
|
|
func (b *Bitmex) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
if feeBuilder == nil {
|
|
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
|
|
}
|
|
if !b.AreCredentialsValid(ctx) && // Todo check connection status
|
|
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
|
|
feeBuilder.FeeType = exchange.OfflineTradeFee
|
|
}
|
|
return b.GetFee(feeBuilder)
|
|
}
|
|
|
|
// GetActiveOrders retrieves any orders that are active/open
|
|
// This function is not concurrency safe due to orderSide/orderType maps
|
|
func (b *Bitmex) GetActiveOrders(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
|
|
err := req.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
params := OrdersRequest{
|
|
Filter: "{\"open\":true}",
|
|
}
|
|
resp, err := b.GetOrders(ctx, ¶ms)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
format, err := b.GetPairFormat(asset.PerpetualContract, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
orders := make([]order.Detail, len(resp))
|
|
for i := range resp {
|
|
var orderStatus order.Status
|
|
orderStatus, err = order.StringToOrderStatus(resp[i].OrdStatus)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
|
|
}
|
|
var oType order.Type
|
|
oType, err = b.getOrderType(resp[i].OrdType)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
|
|
}
|
|
orderDetail := order.Detail{
|
|
Date: resp[i].Timestamp,
|
|
Price: resp[i].Price,
|
|
Amount: resp[i].OrderQty,
|
|
ExecutedAmount: resp[i].CumQty,
|
|
RemainingAmount: resp[i].LeavesQty,
|
|
Exchange: b.Name,
|
|
OrderID: resp[i].OrderID,
|
|
Side: orderSideMap[resp[i].Side],
|
|
Status: orderStatus,
|
|
Type: oType,
|
|
Pair: currency.NewPairWithDelimiter(resp[i].Symbol,
|
|
resp[i].SettlCurrency,
|
|
format.Delimiter),
|
|
}
|
|
|
|
orders[i] = orderDetail
|
|
}
|
|
return req.Filter(b.Name, orders), nil
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information
|
|
// Can Limit response to specific order status
|
|
// This function is not concurrency safe due to orderSide/orderType maps
|
|
func (b *Bitmex) GetOrderHistory(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
|
|
err := req.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
params := OrdersRequest{}
|
|
resp, err := b.GetOrders(ctx, ¶ms)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
format, err := b.GetPairFormat(asset.PerpetualContract, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
orders := make([]order.Detail, len(resp))
|
|
for i := range resp {
|
|
orderSide := orderSideMap[resp[i].Side]
|
|
var orderStatus order.Status
|
|
orderStatus, err = order.StringToOrderStatus(resp[i].OrdStatus)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
|
|
}
|
|
|
|
pair := currency.NewPairWithDelimiter(resp[i].Symbol, resp[i].SettlCurrency, format.Delimiter)
|
|
|
|
var oType order.Type
|
|
oType, err = b.getOrderType(resp[i].OrdType)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
|
|
}
|
|
|
|
orderDetail := order.Detail{
|
|
Price: resp[i].Price,
|
|
AverageExecutedPrice: resp[i].AvgPx,
|
|
Amount: resp[i].OrderQty,
|
|
ExecutedAmount: resp[i].CumQty,
|
|
RemainingAmount: resp[i].LeavesQty,
|
|
Date: resp[i].TransactTime,
|
|
CloseTime: resp[i].Timestamp,
|
|
Exchange: b.Name,
|
|
OrderID: resp[i].OrderID,
|
|
Side: orderSide,
|
|
Status: orderStatus,
|
|
Type: oType,
|
|
Pair: pair,
|
|
}
|
|
orderDetail.InferCostsAndTimes()
|
|
|
|
orders[i] = orderDetail
|
|
}
|
|
return req.Filter(b.Name, orders), nil
|
|
}
|
|
|
|
// AuthenticateWebsocket sends an authentication message to the websocket
|
|
func (b *Bitmex) AuthenticateWebsocket(ctx context.Context) error {
|
|
return b.websocketSendAuth(ctx)
|
|
}
|
|
|
|
// ValidateAPICredentials validates current credentials used for wrapper
|
|
// functionality
|
|
func (b *Bitmex) ValidateAPICredentials(ctx context.Context, assetType asset.Item) error {
|
|
_, err := b.UpdateAccountInfo(ctx, assetType)
|
|
return b.CheckTransientError(err)
|
|
}
|
|
|
|
// GetHistoricCandles returns candles between a time period for a set time interval
|
|
func (b *Bitmex) GetHistoricCandles(_ context.Context, _ currency.Pair, _ asset.Item, _ kline.Interval, _, _ time.Time) (*kline.Item, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
|
|
func (b *Bitmex) GetHistoricCandlesExtended(_ context.Context, _ currency.Pair, _ asset.Item, _ kline.Interval, _, _ time.Time) (*kline.Item, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// getOrderType derives an order type from bitmex int representation
|
|
func (b *Bitmex) getOrderType(id int64) (order.Type, error) {
|
|
o, ok := orderTypeMap[id]
|
|
if !ok {
|
|
return order.UnknownType, fmt.Errorf("unhandled order type for '%d': %w", id, order.ErrTypeIsInvalid)
|
|
}
|
|
return o, nil
|
|
}
|
|
|
|
// GetFuturesContractDetails returns details about futures contracts
|
|
func (b *Bitmex) GetFuturesContractDetails(ctx context.Context, item asset.Item) ([]futures.Contract, error) {
|
|
if !item.IsFutures() {
|
|
return nil, futures.ErrNotFuturesAsset
|
|
}
|
|
if !b.SupportsAsset(item) || item == asset.Index {
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, item)
|
|
}
|
|
|
|
marketInfo, err := b.GetInstruments(ctx, &GenericRequestParams{Reverse: true, Count: 500})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
resp := make([]futures.Contract, 0, len(marketInfo))
|
|
switch item {
|
|
case asset.PerpetualContract:
|
|
for x := range marketInfo {
|
|
if marketInfo[x].Typ != perpetualContractID {
|
|
continue
|
|
}
|
|
var cp, underlying currency.Pair
|
|
cp, err = currency.NewPairFromStrings(marketInfo[x].RootSymbol, marketInfo[x].QuoteCurrency)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
underlying, err = currency.NewPairFromStrings(marketInfo[x].RootSymbol, marketInfo[x].SettlCurrency)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var s time.Time
|
|
if marketInfo[x].Front != "" {
|
|
s, err = time.Parse(time.RFC3339, marketInfo[x].Front)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
}
|
|
var contractSettlementType futures.ContractSettlementType
|
|
switch {
|
|
case cp.Quote.Equal(currency.USDT):
|
|
contractSettlementType = futures.Linear
|
|
case cp.Quote.Equal(currency.USD):
|
|
contractSettlementType = futures.Quanto
|
|
default:
|
|
contractSettlementType = futures.Inverse
|
|
}
|
|
resp = append(resp, futures.Contract{
|
|
Exchange: b.Name,
|
|
Name: cp,
|
|
Underlying: underlying,
|
|
Asset: item,
|
|
StartDate: s,
|
|
IsActive: marketInfo[x].State == "Open",
|
|
Status: marketInfo[x].State,
|
|
Type: futures.Perpetual,
|
|
SettlementType: contractSettlementType,
|
|
SettlementCurrencies: currency.Currencies{currency.NewCode(marketInfo[x].SettlCurrency)},
|
|
Multiplier: marketInfo[x].Multiplier,
|
|
LatestRate: fundingrate.Rate{
|
|
Time: marketInfo[x].FundingTimestamp,
|
|
Rate: decimal.NewFromFloat(marketInfo[x].FundingRate),
|
|
},
|
|
})
|
|
}
|
|
case asset.Futures:
|
|
for x := range marketInfo {
|
|
if marketInfo[x].Typ != futuresID {
|
|
continue
|
|
}
|
|
var cp, underlying currency.Pair
|
|
cp, err = currency.NewPairFromStrings(marketInfo[x].RootSymbol, marketInfo[x].Symbol[len(marketInfo[x].RootSymbol):])
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
underlying, err = currency.NewPairFromStrings(marketInfo[x].RootSymbol, marketInfo[x].SettlCurrency)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var s, e time.Time
|
|
if marketInfo[x].Front != "" {
|
|
s, err = time.Parse(time.RFC3339, marketInfo[x].Front)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
}
|
|
if marketInfo[x].Expiry != "" {
|
|
e, err = time.Parse(time.RFC3339, marketInfo[x].Expiry)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
}
|
|
var ct futures.ContractType
|
|
contractDuration := e.Sub(s)
|
|
switch {
|
|
case contractDuration <= kline.OneWeek.Duration()+kline.ThreeDay.Duration():
|
|
ct = futures.Weekly
|
|
case contractDuration <= kline.TwoWeek.Duration()+kline.ThreeDay.Duration():
|
|
ct = futures.Fortnightly
|
|
case contractDuration <= kline.OneMonth.Duration()+kline.ThreeWeek.Duration():
|
|
ct = futures.Monthly
|
|
case contractDuration <= kline.ThreeMonth.Duration()+kline.ThreeWeek.Duration():
|
|
ct = futures.Quarterly
|
|
case contractDuration <= kline.SixMonth.Duration()+kline.ThreeWeek.Duration():
|
|
ct = futures.HalfYearly
|
|
case contractDuration <= kline.NineMonth.Duration()+kline.ThreeWeek.Duration():
|
|
ct = futures.NineMonthly
|
|
case contractDuration <= kline.OneYear.Duration()+kline.ThreeWeek.Duration():
|
|
ct = futures.Yearly
|
|
}
|
|
contractSettlementType := futures.Inverse
|
|
switch {
|
|
case strings.Contains(cp.Quote.String(), "USDT"):
|
|
contractSettlementType = futures.Linear
|
|
case strings.Contains(cp.Quote.String(), "USD"):
|
|
contractSettlementType = futures.Quanto
|
|
}
|
|
resp = append(resp, futures.Contract{
|
|
Exchange: b.Name,
|
|
Name: cp,
|
|
Underlying: underlying,
|
|
Asset: item,
|
|
StartDate: s,
|
|
EndDate: e,
|
|
IsActive: marketInfo[x].State == "Open",
|
|
Status: marketInfo[x].State,
|
|
Type: ct,
|
|
SettlementCurrencies: currency.Currencies{currency.NewCode(marketInfo[x].SettlCurrency)},
|
|
Multiplier: marketInfo[x].Multiplier,
|
|
SettlementType: contractSettlementType,
|
|
})
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetLatestFundingRates returns the latest funding rates data
|
|
func (b *Bitmex) GetLatestFundingRates(ctx context.Context, r *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
|
|
if r == nil {
|
|
return nil, fmt.Errorf("%w LatestRateRequest", common.ErrNilPointer)
|
|
}
|
|
|
|
if r.IncludePredictedRate {
|
|
return nil, fmt.Errorf("%w IncludePredictedRate", common.ErrFunctionNotSupported)
|
|
}
|
|
|
|
count := "1"
|
|
if r.Pair.IsEmpty() {
|
|
count = "500"
|
|
} else {
|
|
isPerp, err := b.IsPerpetualFutureCurrency(r.Asset, r.Pair)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if !isPerp {
|
|
return nil, fmt.Errorf("%w %v %v", futures.ErrNotPerpetualFuture, r.Asset, r.Pair)
|
|
}
|
|
}
|
|
|
|
format, err := b.GetPairFormat(r.Asset, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
fPair := format.Format(r.Pair)
|
|
rates, err := b.GetFullFundingHistory(ctx, fPair, count, "", "", "", true, time.Time{}, time.Time{})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
resp := make([]fundingrate.LatestRateResponse, 0, len(rates))
|
|
// Bitmex returns historical rates from this endpoint, we only want the latest
|
|
latestRateSymbol := make(map[string]bool)
|
|
for i := range rates {
|
|
if _, ok := latestRateSymbol[rates[i].Symbol]; ok {
|
|
continue
|
|
}
|
|
latestRateSymbol[rates[i].Symbol] = true
|
|
var nr time.Time
|
|
nr, err = time.Parse(time.RFC3339, rates[i].FundingInterval)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var cp currency.Pair
|
|
var isEnabled bool
|
|
cp, isEnabled, err = b.MatchSymbolCheckEnabled(rates[i].Symbol, r.Asset, false)
|
|
if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
|
|
return nil, err
|
|
}
|
|
if !isEnabled {
|
|
continue
|
|
}
|
|
var isPerp bool
|
|
isPerp, err = b.IsPerpetualFutureCurrency(r.Asset, cp)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if !isPerp {
|
|
continue
|
|
}
|
|
resp = append(resp, fundingrate.LatestRateResponse{
|
|
Exchange: b.Name,
|
|
Asset: r.Asset,
|
|
Pair: cp,
|
|
LatestRate: fundingrate.Rate{
|
|
Time: rates[i].Timestamp,
|
|
Rate: decimal.NewFromFloat(rates[i].FundingRate),
|
|
},
|
|
TimeOfNextRate: rates[i].Timestamp.Add(time.Duration(nr.Hour()) * time.Hour),
|
|
TimeChecked: time.Now(),
|
|
})
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// IsPerpetualFutureCurrency ensures a given asset and currency is a perpetual future
|
|
func (b *Bitmex) IsPerpetualFutureCurrency(a asset.Item, _ currency.Pair) (bool, error) {
|
|
return a == asset.PerpetualContract, nil
|
|
}
|
|
|
|
// UpdateOrderExecutionLimits updates order execution limits
|
|
func (b *Bitmex) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
|
|
return common.ErrNotYetImplemented
|
|
}
|
|
|
|
// GetOpenInterest returns the open interest rate for a given asset pair
|
|
func (b *Bitmex) GetOpenInterest(ctx context.Context, k ...key.PairAsset) ([]futures.OpenInterest, error) {
|
|
for i := range k {
|
|
if k[i].Asset == asset.Spot || k[i].Asset == asset.Index {
|
|
// avoid API calls or returning errors after a successful retrieval
|
|
return nil, fmt.Errorf("%w %v %v", asset.ErrNotSupported, k[i].Asset, k[i].Pair())
|
|
}
|
|
}
|
|
if len(k) != 1 {
|
|
activeInstruments, err := b.GetActiveAndIndexInstruments(ctx)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]futures.OpenInterest, 0, len(activeInstruments))
|
|
for i := range activeInstruments {
|
|
for _, a := range b.CurrencyPairs.GetAssetTypes(true) {
|
|
var symbol currency.Pair
|
|
var enabled bool
|
|
symbol, enabled, err = b.MatchSymbolCheckEnabled(activeInstruments[i].Symbol, a, false)
|
|
if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
|
|
return nil, err
|
|
}
|
|
if !enabled {
|
|
continue
|
|
}
|
|
var appendData bool
|
|
for j := range k {
|
|
if k[j].Pair().Equal(symbol) && k[j].Asset == a {
|
|
appendData = true
|
|
break
|
|
}
|
|
}
|
|
if len(k) > 0 && !appendData {
|
|
continue
|
|
}
|
|
resp = append(resp, futures.OpenInterest{
|
|
Key: key.ExchangePairAsset{
|
|
Exchange: b.Name,
|
|
Base: symbol.Base.Item,
|
|
Quote: symbol.Quote.Item,
|
|
Asset: a,
|
|
},
|
|
OpenInterest: activeInstruments[i].OpenInterest,
|
|
})
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
_, isEnabled, err := b.MatchSymbolCheckEnabled(k[0].Pair().String(), k[0].Asset, false)
|
|
if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
|
|
return nil, err
|
|
}
|
|
if !isEnabled {
|
|
return nil, fmt.Errorf("%w %v %v", currency.ErrPairNotEnabled, k[0].Asset, k[0].Pair())
|
|
}
|
|
symbolStr, err := b.FormatSymbol(k[0].Pair(), k[0].Asset)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
instrument, err := b.GetInstrument(ctx, &GenericRequestParams{Symbol: symbolStr})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if len(instrument) != 1 {
|
|
return nil, fmt.Errorf("%w %v", currency.ErrPairNotFound, k[0].Pair())
|
|
}
|
|
resp := make([]futures.OpenInterest, 1)
|
|
resp[0] = futures.OpenInterest{
|
|
Key: key.ExchangePairAsset{
|
|
Exchange: b.Name,
|
|
Base: k[0].Base,
|
|
Quote: k[0].Quote,
|
|
Asset: k[0].Asset,
|
|
},
|
|
OpenInterest: instrument[0].OpenInterest,
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetCurrencyTradeURL returns the URL to the exchange's trade page for the given asset and currency pair
|
|
func (b *Bitmex) GetCurrencyTradeURL(_ context.Context, a asset.Item, cp currency.Pair) (string, error) {
|
|
_, err := b.CurrencyPairs.IsPairEnabled(cp, a)
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
cp.Delimiter = currency.DashDelimiter
|
|
return tradeBaseURL + cp.Upper().String(), nil
|
|
}
|