mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-21 15:10:12 +00:00
* Common: DriveBy sanitisation of vars * BTSE: Unify to exchange OrderLimits * BTSE: Remove SeedAssets and test GetOrderExcutionLimit * BTSE: Fix handling for K_* pairs In addition to the M_ pairs we previously handled, BTSE has now introduced K_* pairs (K_SATS-USD*). This change moves the handling over to look for an exponent, and moves the filtering to happen on all market data. The original MarketSummary is still availiable, but I can't see any of our current use-cases wanting to get the unfiltered list * BTSE: Fix marketSummary futures field BTSE returns no futures field for futures api marketInfo, and the documentation for the futures api shows returning false. When we know we asked for futures, it makes the data flow much saner if we can trust this field and not have to track what asset we asked for * BTSE: Abstract marketPair.Pair() * BTSE: Fix UpdateTicker symbol format
1366 lines
39 KiB
Go
1366 lines
39 KiB
Go
package btse
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import (
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"context"
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"errors"
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"fmt"
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"sort"
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"strconv"
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"strings"
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"time"
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"github.com/shopspring/decimal"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/common/key"
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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/fundingrate"
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"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
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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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// Private Errors
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var (
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errInvalidPairSymbol = errors.New("invalid currency pair symbol")
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)
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// SetDefaults sets the basic defaults for BTSE
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func (b *BTSE) SetDefaults() {
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b.Name = "BTSE"
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b.Enabled = true
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b.Verbose = true
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b.API.CredentialsValidator.RequiresKey = true
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b.API.CredentialsValidator.RequiresSecret = true
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fmt1 := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: currency.DashDelimiter,
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},
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ConfigFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: currency.DashDelimiter,
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},
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}
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err := b.StoreAssetPairFormat(asset.Spot, fmt1)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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fmt2 := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{
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Uppercase: true,
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},
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ConfigFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: currency.DashDelimiter,
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},
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}
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err = b.StoreAssetPairFormat(asset.Futures, fmt2)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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b.Features = exchange.Features{
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Supports: exchange.FeaturesSupported{
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REST: true,
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Websocket: true,
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RESTCapabilities: protocol.Features{
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TickerFetching: true,
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TickerBatching: true,
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KlineFetching: true,
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TradeFetching: true,
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OrderbookFetching: true,
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AutoPairUpdates: true,
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AccountInfo: true,
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GetOrder: true,
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GetOrders: true,
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CancelOrders: true,
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CancelOrder: true,
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SubmitOrder: true,
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TradeFee: true,
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FiatDepositFee: true,
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FiatWithdrawalFee: true,
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CryptoWithdrawalFee: true,
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FundingRateFetching: true,
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},
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WebsocketCapabilities: protocol.Features{
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OrderbookFetching: true,
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TradeFetching: true,
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Subscribe: true,
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Unsubscribe: true,
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GetOrders: true,
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GetOrder: true,
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},
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WithdrawPermissions: exchange.NoAPIWithdrawalMethods,
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Kline: kline.ExchangeCapabilitiesSupported{
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DateRanges: true,
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Intervals: true,
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},
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FuturesCapabilities: exchange.FuturesCapabilities{
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FundingRates: true,
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SupportedFundingRateFrequencies: map[kline.Interval]bool{
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kline.OneHour: true,
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},
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FundingRateBatching: map[asset.Item]bool{
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asset.Futures: true,
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},
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OpenInterest: exchange.OpenInterestSupport{
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Supported: true,
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SupportsRestBatch: true,
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SupportedViaTicker: true,
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},
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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.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.SixHour},
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kline.IntervalCapacity{Interval: kline.OneDay},
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),
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GlobalResultLimit: 300,
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},
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},
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}
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b.Requester, err = request.New(b.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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request.WithLimiter(GetRateLimit()))
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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b.API.Endpoints = b.NewEndpoints()
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err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: btseAPIURL,
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exchange.RestFutures: btseAPIURL,
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exchange.WebsocketSpot: btseWebsocket,
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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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b.Websocket = stream.NewWebsocket()
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b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
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}
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// Setup takes in the supplied exchange configuration details and sets params
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func (b *BTSE) 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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b.SetEnabled(false)
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return nil
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}
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err = b.SetupDefaults(exch)
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if err != nil {
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return err
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}
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wsRunningURL, err := b.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 = b.Websocket.Setup(&stream.WebsocketSetup{
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ExchangeConfig: exch,
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DefaultURL: btseWebsocket,
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RunningURL: wsRunningURL,
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Connector: b.WsConnect,
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Subscriber: b.Subscribe,
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Unsubscriber: b.Unsubscribe,
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GenerateSubscriptions: b.GenerateDefaultSubscriptions,
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Features: &b.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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return b.Websocket.SetupNewConnection(stream.ConnectionSetup{
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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})
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}
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// FetchTradablePairs returns a list of the exchanges tradable pairs
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func (b *BTSE) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
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m, err := b.GetMarketSummary(ctx, "", a == asset.Spot)
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if err != nil {
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return nil, err
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}
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var errs error
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pairs := make(currency.Pairs, 0, len(m))
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for _, marketInfo := range m {
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if pair, err := marketInfo.Pair(); err != nil {
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errs = common.AppendError(errs, fmt.Errorf("%s: %w", marketInfo.Symbol, err))
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} else {
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pairs = append(pairs, pair)
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}
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}
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return pairs, errs
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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 (b *BTSE) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
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a := b.GetAssetTypes(false)
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for i := range a {
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pairs, err := b.FetchTradablePairs(ctx, a[i])
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if err != nil {
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return err
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}
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err = b.UpdatePairs(pairs, a[i], 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 b.EnsureOnePairEnabled()
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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 (b *BTSE) UpdateTickers(ctx context.Context, a asset.Item) error {
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if !b.SupportsAsset(a) {
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return fmt.Errorf("%w %v", asset.ErrNotSupported, a)
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}
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tickers, err := b.GetMarketSummary(ctx, "", a == asset.Spot)
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if err != nil {
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return err
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}
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var errs error
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for x := range tickers {
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pair, err := currency.NewPairFromString(tickers[x].Symbol)
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if err == nil {
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err = ticker.ProcessTicker(&ticker.Price{
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Pair: pair,
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Ask: tickers[x].LowestAsk,
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Bid: tickers[x].HighestBid,
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Low: tickers[x].Low24Hr,
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Last: tickers[x].Last,
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Volume: tickers[x].Volume,
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High: tickers[x].High24Hr,
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OpenInterest: tickers[x].OpenInterest,
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ExchangeName: b.Name,
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AssetType: a})
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}
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if err != nil {
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errs = common.AppendError(errs, err)
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}
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}
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return errs
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (b *BTSE) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
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if p.IsEmpty() {
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return nil, currency.ErrCurrencyPairEmpty
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}
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if !b.SupportsAsset(a) {
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return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
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}
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symbol, err := b.FormatSymbol(p, a)
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if err != nil {
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return nil, err
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}
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ticks, err := b.GetMarketSummary(ctx, symbol, a == asset.Spot)
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if err != nil {
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return nil, err
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}
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if len(ticks) != 1 {
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return nil, errors.New("market_summary should return 1 tick for a single ticker")
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Pair: p,
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Ask: ticks[0].LowestAsk,
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Bid: ticks[0].HighestBid,
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Low: ticks[0].Low24Hr,
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Last: ticks[0].Last,
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Volume: ticks[0].Volume,
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High: ticks[0].High24Hr,
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ExchangeName: b.Name,
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AssetType: a})
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if err != nil {
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return nil, err
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}
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return ticker.GetTicker(b.Name, p, a)
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}
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// FetchTicker returns the ticker for a currency pair
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func (b *BTSE) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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tickerNew, err := ticker.GetTicker(b.Name, p, assetType)
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if err != nil {
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return b.UpdateTicker(ctx, p, assetType)
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}
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return tickerNew, nil
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}
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// FetchOrderbook returns orderbook base on the currency pair
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func (b *BTSE) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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ob, err := orderbook.Get(b.Name, p, assetType)
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if err != nil {
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return b.UpdateOrderbook(ctx, p, assetType)
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}
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return ob, nil
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}
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// UpdateOrderbook updates and returns the orderbook for a currency pair
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func (b *BTSE) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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if p.IsEmpty() {
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return nil, currency.ErrCurrencyPairEmpty
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}
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if err := b.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
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return nil, err
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}
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book := &orderbook.Base{
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Exchange: b.Name,
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Pair: p,
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Asset: assetType,
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VerifyOrderbook: b.CanVerifyOrderbook,
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}
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fPair, err := b.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return book, err
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}
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a, err := b.FetchOrderBook(ctx, fPair.String(), 0, 0, 0, assetType == asset.Spot)
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if err != nil {
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return book, err
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}
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book.Bids = make(orderbook.Tranches, 0, len(a.BuyQuote))
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for x := range a.BuyQuote {
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if b.orderbookFilter(a.BuyQuote[x].Price, a.BuyQuote[x].Size) {
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continue
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}
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book.Bids = append(book.Bids, orderbook.Tranche{
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Price: a.BuyQuote[x].Price,
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Amount: a.BuyQuote[x].Size,
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})
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}
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book.Asks = make(orderbook.Tranches, 0, len(a.SellQuote))
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for x := range a.SellQuote {
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if b.orderbookFilter(a.SellQuote[x].Price, a.SellQuote[x].Size) {
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continue
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}
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book.Asks = append(book.Asks, orderbook.Tranche{
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Price: a.SellQuote[x].Price,
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Amount: a.SellQuote[x].Size,
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})
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}
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book.Asks.SortAsks()
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book.Pair = p
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book.Exchange = b.Name
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book.Asset = assetType
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err = book.Process()
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if err != nil {
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return book, err
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}
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return orderbook.Get(b.Name, p, assetType)
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}
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// UpdateAccountInfo retrieves balances for all enabled currencies for the
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// BTSE exchange
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func (b *BTSE) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
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var a account.Holdings
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balance, err := b.GetWalletInformation(ctx)
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if err != nil {
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return a, err
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}
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currencies := make([]account.Balance, len(balance))
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for b := range balance {
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currencies[b] = account.Balance{
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Currency: currency.NewCode(balance[b].Currency),
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Total: balance[b].Total,
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Hold: balance[b].Total - balance[b].Available,
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Free: balance[b].Available,
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}
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}
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a.Exchange = b.Name
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a.Accounts = []account.SubAccount{
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{
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AssetType: assetType,
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Currencies: currencies,
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},
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}
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creds, err := b.GetCredentials(ctx)
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if err != nil {
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return account.Holdings{}, err
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}
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err = account.Process(&a, creds)
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if err != nil {
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return account.Holdings{}, err
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}
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return a, nil
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}
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// FetchAccountInfo retrieves balances for all enabled currencies
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func (b *BTSE) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
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creds, err := b.GetCredentials(ctx)
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if err != nil {
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return account.Holdings{}, err
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}
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acc, err := account.GetHoldings(b.Name, creds, assetType)
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if err != nil {
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return b.UpdateAccountInfo(ctx, assetType)
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}
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return acc, nil
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}
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// GetAccountFundingHistory returns funding history, deposits and
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// withdrawals
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func (b *BTSE) GetAccountFundingHistory(_ context.Context) ([]exchange.FundingHistory, error) {
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return nil, common.ErrFunctionNotSupported
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}
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// GetWithdrawalsHistory returns previous withdrawals data
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func (b *BTSE) GetWithdrawalsHistory(_ context.Context, _ currency.Code, _ asset.Item) ([]exchange.WithdrawalHistory, error) {
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return nil, common.ErrFunctionNotSupported
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}
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// GetRecentTrades returns the most recent trades for a currency and asset
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func (b *BTSE) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
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var err error
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p, err = b.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return nil, err
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}
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const limit = 500
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var tradeData []Trade
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tradeData, err = b.GetTrades(ctx,
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p.String(),
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time.Time{}, time.Time{},
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0, 0, limit,
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false,
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assetType == asset.Spot)
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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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resp := make([]trade.Data, len(tradeData))
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for i := range tradeData {
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tradeTimestamp := time.UnixMilli(tradeData[i].Time)
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var side order.Side
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side, err = order.StringToOrderSide(tradeData[i].Side)
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if err != nil {
|
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return nil, err
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}
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resp[i] = trade.Data{
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Exchange: b.Name,
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TID: strconv.FormatInt(tradeData[i].SerialID, 10),
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CurrencyPair: p,
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AssetType: assetType,
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Side: side,
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Price: tradeData[i].Price,
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Amount: tradeData[i].Amount,
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Timestamp: tradeTimestamp,
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}
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}
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err = b.AddTradesToBuffer(resp...)
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if err != nil {
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return nil, err
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}
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sort.Sort(trade.ByDate(resp))
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return resp, nil
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}
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|
|
// GetHistoricTrades returns historic trade data within the timeframe provided
|
|
func (b *BTSE) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// SubmitOrder submits a new order
|
|
func (b *BTSE) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
|
|
if err := s.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
fPair, err := b.FormatExchangeCurrency(s.Pair, s.AssetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
r, err := b.CreateOrder(ctx,
|
|
s.ClientID, 0.0,
|
|
false,
|
|
s.Price,
|
|
s.Side.String(),
|
|
s.Amount, 0, 0,
|
|
fPair.String(),
|
|
goodTillCancel,
|
|
0.0,
|
|
s.TriggerPrice,
|
|
"",
|
|
s.Type.String())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var orderID string
|
|
if len(r) > 0 {
|
|
orderID = r[0].OrderID
|
|
}
|
|
return s.DeriveSubmitResponse(orderID)
|
|
}
|
|
|
|
// ModifyOrder will allow of changing orderbook placement and limit to
|
|
// market conversion
|
|
func (b *BTSE) ModifyOrder(_ context.Context, _ *order.Modify) (*order.ModifyResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// CancelOrder cancels an order by its corresponding ID number
|
|
func (b *BTSE) CancelOrder(ctx context.Context, o *order.Cancel) error {
|
|
if err := o.Validate(o.StandardCancel()); err != nil {
|
|
return err
|
|
}
|
|
|
|
fPair, err := b.FormatExchangeCurrency(o.Pair, o.AssetType)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
_, err = b.CancelExistingOrder(ctx, o.OrderID, fPair.String(), o.ClientOrderID)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
// CancelBatchOrders cancels an orders by their corresponding ID numbers
|
|
func (b *BTSE) CancelBatchOrders(_ context.Context, _ []order.Cancel) (*order.CancelBatchResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// CancelAllOrders cancels all orders associated with a currency pair
|
|
// If product ID is sent, all orders of that specified market will be cancelled
|
|
// If not specified, all orders of all markets will be cancelled
|
|
func (b *BTSE) CancelAllOrders(ctx context.Context, orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
|
|
if err := orderCancellation.Validate(); err != nil {
|
|
return order.CancelAllResponse{}, err
|
|
}
|
|
|
|
var resp order.CancelAllResponse
|
|
|
|
fPair, err := b.FormatExchangeCurrency(orderCancellation.Pair,
|
|
orderCancellation.AssetType)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
allOrders, err := b.CancelExistingOrder(ctx, "", fPair.String(), "")
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
resp.Status = make(map[string]string)
|
|
for x := range allOrders {
|
|
if allOrders[x].Status == orderCancelled {
|
|
resp.Status[allOrders[x].OrderID] = order.Cancelled.String()
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
func orderIntToType(i int) order.Type {
|
|
if i == 77 {
|
|
return order.Market
|
|
} else if i == 76 {
|
|
return order.Limit
|
|
}
|
|
return order.UnknownType
|
|
}
|
|
|
|
// GetOrderInfo returns order information based on order ID
|
|
func (b *BTSE) GetOrderInfo(ctx context.Context, orderID string, _ currency.Pair, _ asset.Item) (*order.Detail, error) {
|
|
o, err := b.GetOrders(ctx, "", orderID, "")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var od order.Detail
|
|
if len(o) == 0 {
|
|
return nil, errors.New("no orders found")
|
|
}
|
|
|
|
format, err := b.GetPairFormat(asset.Spot, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for i := range o {
|
|
if o[i].OrderID != orderID {
|
|
continue
|
|
}
|
|
|
|
var side = order.Buy
|
|
if strings.EqualFold(o[i].Side, order.Ask.String()) {
|
|
side = order.Sell
|
|
}
|
|
|
|
od.Pair, err = currency.NewPairDelimiter(o[i].Symbol,
|
|
format.Delimiter)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys,
|
|
"%s GetOrderInfo unable to parse currency pair: %s\n",
|
|
b.Name,
|
|
err)
|
|
}
|
|
od.Exchange = b.Name
|
|
od.Amount = o[i].Size
|
|
od.OrderID = o[i].OrderID
|
|
od.Date = time.Unix(o[i].Timestamp, 0)
|
|
od.Side = side
|
|
|
|
od.Type = orderIntToType(o[i].OrderType)
|
|
|
|
od.Price = o[i].Price
|
|
if od.Status, err = order.StringToOrderStatus(o[i].OrderState); err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
|
|
}
|
|
|
|
th, err := b.TradeHistory(ctx,
|
|
"",
|
|
time.Time{}, time.Time{},
|
|
0, 0, 0,
|
|
false,
|
|
"", orderID)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("unable to get order fills for orderID %s", orderID)
|
|
}
|
|
|
|
for i := range th {
|
|
createdAt, err := parseOrderTime(th[i].TradeID)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys,
|
|
"%s GetOrderInfo unable to parse time: %s\n", b.Name, err)
|
|
}
|
|
var orderSide order.Side
|
|
orderSide, err = order.StringToOrderSide(th[i].Side)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
od.Trades = append(od.Trades, order.TradeHistory{
|
|
Timestamp: createdAt,
|
|
TID: th[i].TradeID,
|
|
Price: th[i].Price,
|
|
Amount: th[i].Size,
|
|
Exchange: b.Name,
|
|
Side: orderSide,
|
|
Fee: th[i].FeeAmount,
|
|
})
|
|
}
|
|
}
|
|
return &od, nil
|
|
}
|
|
|
|
// GetDepositAddress returns a deposit address for a specified currency
|
|
func (b *BTSE) GetDepositAddress(ctx context.Context, c currency.Code, _, _ string) (*deposit.Address, error) {
|
|
address, err := b.GetWalletAddress(ctx, c.String())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
extractor := func(addr string) (string, string) {
|
|
if strings.Contains(addr, ":") {
|
|
split := strings.Split(addr, ":")
|
|
return split[0], split[1]
|
|
}
|
|
return addr, ""
|
|
}
|
|
|
|
if len(address) == 0 {
|
|
addressCreate, err := b.CreateWalletAddress(ctx, c.String())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if len(addressCreate) != 0 {
|
|
addr, tag := extractor(addressCreate[0].Address)
|
|
return &deposit.Address{
|
|
Address: addr,
|
|
Tag: tag,
|
|
}, nil
|
|
}
|
|
return nil, errors.New("address not found")
|
|
}
|
|
addr, tag := extractor(address[0].Address)
|
|
return &deposit.Address{
|
|
Address: addr,
|
|
Tag: tag,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
|
|
// submitted
|
|
func (b *BTSE) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
amountToString := strconv.FormatFloat(withdrawRequest.Amount, 'f', 8, 64)
|
|
resp, err := b.WalletWithdrawal(ctx,
|
|
withdrawRequest.Currency.String(),
|
|
withdrawRequest.Crypto.Address,
|
|
withdrawRequest.Crypto.AddressTag,
|
|
amountToString)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &withdraw.ExchangeResponse{
|
|
Name: b.Name,
|
|
ID: resp.WithdrawID,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
|
|
// submitted
|
|
func (b *BTSE) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is
|
|
// submitted
|
|
func (b *BTSE) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetActiveOrders retrieves any orders that are active/open
|
|
func (b *BTSE) GetActiveOrders(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
|
|
err := req.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if len(req.Pairs) == 0 {
|
|
return nil, errors.New("no pair provided")
|
|
}
|
|
|
|
var orders []order.Detail
|
|
for x := range req.Pairs {
|
|
formattedPair, err := b.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp, err := b.GetOrders(ctx, formattedPair.String(), "", "")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
format, err := b.GetPairFormat(asset.Spot, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for i := range resp {
|
|
var side = order.Buy
|
|
if strings.EqualFold(resp[i].Side, order.Ask.String()) {
|
|
side = order.Sell
|
|
}
|
|
|
|
status, err := order.StringToOrderStatus(resp[i].OrderState)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
|
|
}
|
|
|
|
p, err := currency.NewPairDelimiter(resp[i].Symbol,
|
|
format.Delimiter)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys,
|
|
"%s GetActiveOrders unable to parse currency pair: %s\n",
|
|
b.Name,
|
|
err)
|
|
}
|
|
|
|
openOrder := order.Detail{
|
|
Pair: p,
|
|
Exchange: b.Name,
|
|
Amount: resp[i].Size,
|
|
ExecutedAmount: resp[i].FilledSize,
|
|
RemainingAmount: resp[i].Size - resp[i].FilledSize,
|
|
OrderID: resp[i].OrderID,
|
|
Date: time.Unix(resp[i].Timestamp, 0),
|
|
Side: side,
|
|
Price: resp[i].Price,
|
|
Status: status,
|
|
}
|
|
|
|
if resp[i].OrderType == 77 {
|
|
openOrder.Type = order.Market
|
|
} else if resp[i].OrderType == 76 {
|
|
openOrder.Type = order.Limit
|
|
}
|
|
|
|
fills, err := b.TradeHistory(ctx,
|
|
"",
|
|
time.Time{}, time.Time{},
|
|
0, 0, 0,
|
|
false,
|
|
"", resp[i].OrderID)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys,
|
|
"%s: Unable to get order fills for orderID %s",
|
|
b.Name,
|
|
resp[i].OrderID)
|
|
continue
|
|
}
|
|
|
|
for i := range fills {
|
|
createdAt, err := parseOrderTime(fills[i].Timestamp)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys,
|
|
"%s GetActiveOrders unable to parse time: %s\n",
|
|
b.Name,
|
|
err)
|
|
}
|
|
var orderSide order.Side
|
|
orderSide, err = order.StringToOrderSide(fills[i].Side)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
openOrder.Trades = append(openOrder.Trades, order.TradeHistory{
|
|
Timestamp: createdAt,
|
|
TID: fills[i].TradeID,
|
|
Price: fills[i].Price,
|
|
Amount: fills[i].Size,
|
|
Exchange: b.Name,
|
|
Side: orderSide,
|
|
Fee: fills[i].FeeAmount,
|
|
})
|
|
}
|
|
orders = append(orders, openOrder)
|
|
}
|
|
}
|
|
return req.Filter(b.Name, orders), nil
|
|
}
|
|
|
|
func matchType(input int, required order.Type) bool {
|
|
if (required == order.AnyType) || (input == 76 && required == order.Limit) || input == 77 && required == order.Market {
|
|
return true
|
|
}
|
|
return false
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information
|
|
// Can Limit response to specific order status
|
|
func (b *BTSE) GetOrderHistory(ctx context.Context, getOrdersRequest *order.MultiOrderRequest) (order.FilteredOrders, error) {
|
|
err := getOrdersRequest.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var resp []order.Detail
|
|
if len(getOrdersRequest.Pairs) == 0 {
|
|
var err error
|
|
getOrdersRequest.Pairs, err = b.GetEnabledPairs(asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
}
|
|
orderDeref := *getOrdersRequest
|
|
for x := range orderDeref.Pairs {
|
|
fPair, err := b.FormatExchangeCurrency(orderDeref.Pairs[x], asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
currentOrder, err := b.GetOrders(ctx, fPair.String(), "", "")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for y := range currentOrder {
|
|
if !matchType(currentOrder[y].OrderType, orderDeref.Type) {
|
|
continue
|
|
}
|
|
orderStatus, err := order.StringToOrderStatus(currentOrder[y].OrderState)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
|
|
}
|
|
var orderSide order.Side
|
|
orderSide, err = order.StringToOrderSide(currentOrder[y].Side)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
orderTime := time.UnixMilli(currentOrder[y].Timestamp)
|
|
tempOrder := order.Detail{
|
|
OrderID: currentOrder[y].OrderID,
|
|
ClientID: currentOrder[y].ClOrderID,
|
|
Exchange: b.Name,
|
|
Price: currentOrder[y].Price,
|
|
AverageExecutedPrice: currentOrder[y].AverageFillPrice,
|
|
Amount: currentOrder[y].Size,
|
|
ExecutedAmount: currentOrder[y].FilledSize,
|
|
RemainingAmount: currentOrder[y].Size - currentOrder[y].FilledSize,
|
|
Date: orderTime,
|
|
Side: orderSide,
|
|
Status: orderStatus,
|
|
Pair: orderDeref.Pairs[x],
|
|
}
|
|
tempOrder.InferCostsAndTimes()
|
|
resp = append(resp, tempOrder)
|
|
}
|
|
}
|
|
return getOrdersRequest.Filter(b.Name, resp), nil
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on type of transaction
|
|
func (b *BTSE) 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(ctx, feeBuilder)
|
|
}
|
|
|
|
// ValidateAPICredentials validates current credentials used for wrapper
|
|
// functionality
|
|
func (b *BTSE) ValidateAPICredentials(ctx context.Context, assetType asset.Item) error {
|
|
_, err := b.UpdateAccountInfo(ctx, assetType)
|
|
return b.CheckTransientError(err)
|
|
}
|
|
|
|
// FormatExchangeKlineInterval formats kline interval to exchange requested type
|
|
func (b *BTSE) FormatExchangeKlineInterval(in kline.Interval) string {
|
|
return strconv.FormatFloat(in.Duration().Minutes(), 'f', 0, 64)
|
|
}
|
|
|
|
// GetHistoricCandles returns candles between a time period for a set time interval
|
|
func (b *BTSE) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
|
|
switch a {
|
|
case asset.Spot, asset.Futures:
|
|
default:
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
|
|
}
|
|
req, err := b.GetKlineRequest(pair, a, interval, start, end, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
intervalInt, err := strconv.Atoi(b.FormatExchangeKlineInterval(req.ExchangeInterval))
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
candles, err := b.GetOHLCV(ctx,
|
|
req.RequestFormatted.String(),
|
|
req.Start,
|
|
req.End.Add(-req.ExchangeInterval.Duration()), // End time is inclusive, so we need to subtract the interval.
|
|
intervalInt,
|
|
a)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
timeSeries := make([]kline.Candle, len(candles))
|
|
for x := range candles {
|
|
timeSeries[x] = kline.Candle{
|
|
Time: time.Unix(int64(candles[x][0]), 0),
|
|
Open: candles[x][1],
|
|
High: candles[x][2],
|
|
Low: candles[x][3],
|
|
Close: candles[x][4],
|
|
Volume: candles[x][5],
|
|
}
|
|
}
|
|
return req.ProcessResponse(timeSeries)
|
|
}
|
|
|
|
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
|
|
func (b *BTSE) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
|
|
switch a {
|
|
case asset.Spot, asset.Futures:
|
|
default:
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
|
|
}
|
|
req, err := b.GetKlineExtendedRequest(pair, a, interval, start, end)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
intervalInt, err := strconv.Atoi(b.FormatExchangeKlineInterval(req.ExchangeInterval))
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
timeSeries := make([]kline.Candle, req.Size())
|
|
for i := range req.RangeHolder.Ranges {
|
|
var candles OHLCV
|
|
candles, err = b.GetOHLCV(ctx,
|
|
req.RequestFormatted.String(),
|
|
req.RangeHolder.Ranges[i].Start.Time,
|
|
req.RangeHolder.Ranges[i].End.Time,
|
|
intervalInt,
|
|
a)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for x := range candles {
|
|
timeSeries[x] = kline.Candle{
|
|
Time: time.Unix(int64(candles[x][0]), 0),
|
|
Open: candles[x][1],
|
|
High: candles[x][2],
|
|
Low: candles[x][3],
|
|
Close: candles[x][4],
|
|
Volume: candles[x][5],
|
|
}
|
|
}
|
|
}
|
|
|
|
return req.ProcessResponse(timeSeries)
|
|
}
|
|
|
|
// GetServerTime returns the current exchange server time.
|
|
func (b *BTSE) GetServerTime(ctx context.Context, _ asset.Item) (time.Time, error) {
|
|
st, err := b.GetCurrentServerTime(ctx)
|
|
if err != nil {
|
|
return time.Time{}, err
|
|
}
|
|
return st.ISO, nil
|
|
}
|
|
|
|
// ExponentPairs returns a map of symbol names which have a Exponent equivalent
|
|
// e.g. PIT-USD will be returned if M_PIT-USD exists, and SATS-USD if K_SATS-USD exists
|
|
func (m *MarketSummary) ExponentPairs() (map[string]bool, error) {
|
|
pairs := map[string]bool{}
|
|
var errs error
|
|
for _, s := range *m {
|
|
if s.Active && s.HasLiquidity() {
|
|
if symbol, err := s.StripExponent(); err != nil {
|
|
errs = common.AppendError(errs, err)
|
|
} else if symbol != "" {
|
|
pairs[symbol] = true
|
|
}
|
|
}
|
|
}
|
|
return pairs, errs
|
|
}
|
|
|
|
// StripExponent returns the symbol without a exponent prefix; e.g. B_, M_, K_
|
|
// Returns an empty string if no exponent prefix is found
|
|
// Errors if there's too many underscores, or if the exponent is not recognised
|
|
func (m *MarketPair) StripExponent() (string, error) {
|
|
parts := strings.Split(m.Symbol, "_")
|
|
switch len(parts) {
|
|
case 1:
|
|
return "", nil
|
|
case 2:
|
|
switch parts[0] {
|
|
case "B", "M", "K":
|
|
return parts[1], nil
|
|
}
|
|
}
|
|
return "", errInvalidPairSymbol
|
|
}
|
|
|
|
// Pair returns the currency Pair for a MarketPair
|
|
func (m *MarketPair) Pair() (currency.Pair, error) {
|
|
baseCurr := m.Base
|
|
var quoteCurr string
|
|
if m.Futures {
|
|
s := strings.Split(m.Symbol, m.Base) // e.g. RUNEPFC for RUNE-USD futures pair
|
|
if len(s) <= 1 {
|
|
return currency.EMPTYPAIR, errInvalidPairSymbol
|
|
}
|
|
quoteCurr = s[1]
|
|
} else {
|
|
s := strings.Split(m.Symbol, currency.DashDelimiter)
|
|
if len(s) != 2 {
|
|
return currency.EMPTYPAIR, errInvalidPairSymbol
|
|
}
|
|
baseCurr = s[0]
|
|
quoteCurr = s[1]
|
|
}
|
|
return currency.NewPairFromStrings(baseCurr, quoteCurr)
|
|
}
|
|
|
|
// GetMarketSummary returns filtered market pair details; Specifically:
|
|
// - Pairs which aren't active are removed
|
|
// - Pairs which don't have liquidity are removed
|
|
// - OTC pairs only traded on web UI are removed
|
|
// - Pairs with an exponent counterpart pair are removed
|
|
// BTSE lists M_ symbols for very small pairs, in millions. For those listings, we want to take the M_ listing in preference
|
|
// to the native listing, since they're often going to appear as locked markets due to size (bid == ask, e.g. 0.0000000003)
|
|
func (b *BTSE) GetMarketSummary(ctx context.Context, symbol string, spot bool) (MarketSummary, error) {
|
|
m, err := b.GetRawMarketSummary(ctx, symbol, spot)
|
|
if err != nil {
|
|
return m, err
|
|
}
|
|
ePairs, err := m.ExponentPairs()
|
|
if err != nil {
|
|
return m, err
|
|
}
|
|
filtered := make(MarketSummary, 0, len(m))
|
|
for _, l := range m {
|
|
if !l.Active || !l.HasLiquidity() || (spot && !l.IsMarketOpenToSpot) { // Skip OTC assets only tradable on web UI
|
|
continue
|
|
}
|
|
if ePairs[l.Symbol] { // Skip pair with an exponent sibling
|
|
continue
|
|
}
|
|
if !spot {
|
|
// BTSE API for futures does not return futures field at all, and the docs show it coming back as false
|
|
// Much easier for our data flow if we can trust this field
|
|
l.Futures = true
|
|
}
|
|
filtered = append(filtered, l)
|
|
}
|
|
return filtered, nil
|
|
}
|
|
|
|
// GetFuturesContractDetails returns details about futures contracts
|
|
func (b *BTSE) GetFuturesContractDetails(ctx context.Context, item asset.Item) ([]futures.Contract, error) {
|
|
if !item.IsFutures() {
|
|
return nil, futures.ErrNotFuturesAsset
|
|
}
|
|
if item != asset.Futures {
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, item)
|
|
}
|
|
marketSummary, err := b.GetMarketSummary(ctx, "", false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]futures.Contract, 0, len(marketSummary))
|
|
for i := range marketSummary {
|
|
var cp currency.Pair
|
|
cp, err = currency.NewPairFromStrings(marketSummary[i].Base, marketSummary[i].Symbol[len(marketSummary[i].Base):])
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
settlementCurrencies := make(currency.Currencies, len(marketSummary[i].AvailableSettlement))
|
|
var s, e time.Time
|
|
var ct futures.ContractType
|
|
if marketSummary[i].OpenTime > 0 {
|
|
s = time.UnixMilli(marketSummary[i].OpenTime)
|
|
}
|
|
if marketSummary[i].CloseTime > 0 {
|
|
e = time.UnixMilli(marketSummary[i].CloseTime)
|
|
}
|
|
if marketSummary[i].TimeBasedContract {
|
|
if e.Sub(s) > kline.OneMonth.Duration() {
|
|
ct = futures.Quarterly
|
|
} else {
|
|
ct = futures.Monthly
|
|
}
|
|
} else {
|
|
ct = futures.Perpetual
|
|
}
|
|
var contractSettlementType futures.ContractSettlementType
|
|
for j := range marketSummary[i].AvailableSettlement {
|
|
settlementCurrencies[j] = currency.NewCode(marketSummary[i].AvailableSettlement[j])
|
|
if contractSettlementType == futures.LinearOrInverse {
|
|
continue
|
|
}
|
|
containsUSD := strings.Contains(marketSummary[i].AvailableSettlement[j], "USD")
|
|
if !containsUSD {
|
|
contractSettlementType = futures.LinearOrInverse
|
|
continue
|
|
}
|
|
if containsUSD {
|
|
contractSettlementType = futures.Linear
|
|
}
|
|
}
|
|
|
|
c := futures.Contract{
|
|
Exchange: b.Name,
|
|
Name: cp,
|
|
Underlying: currency.NewPair(currency.NewCode(marketSummary[i].Base), currency.NewCode(marketSummary[i].Quote)),
|
|
Asset: item,
|
|
SettlementCurrencies: settlementCurrencies,
|
|
StartDate: s,
|
|
EndDate: e,
|
|
SettlementType: contractSettlementType,
|
|
IsActive: marketSummary[i].Active,
|
|
Type: ct,
|
|
}
|
|
if marketSummary[i].FundingRate > 0 {
|
|
c.LatestRate = fundingrate.Rate{
|
|
Rate: decimal.NewFromFloat(marketSummary[i].FundingRate),
|
|
Time: time.Now().Truncate(time.Hour),
|
|
}
|
|
}
|
|
|
|
resp = append(resp, c)
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetLatestFundingRates returns the latest funding rates data
|
|
func (b *BTSE) GetLatestFundingRates(ctx context.Context, r *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
|
|
if r == nil {
|
|
return nil, fmt.Errorf("%w LatestRateRequest", common.ErrNilPointer)
|
|
}
|
|
if r.Asset != asset.Futures {
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, r.Asset)
|
|
}
|
|
if r.IncludePredictedRate {
|
|
return nil, fmt.Errorf("%w IncludePredictedRate", common.ErrFunctionNotSupported)
|
|
}
|
|
|
|
format, err := b.GetPairFormat(r.Asset, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
fPair := format.Format(r.Pair)
|
|
rates, err := b.GetMarketSummary(ctx, fPair, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
resp := make([]fundingrate.LatestRateResponse, 0, len(rates))
|
|
for i := range rates {
|
|
var cp currency.Pair
|
|
var isEnabled bool
|
|
cp, isEnabled, err = b.MatchSymbolCheckEnabled(rates[i].Symbol, r.Asset, true)
|
|
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
|
|
}
|
|
tt := time.Now().Truncate(time.Hour)
|
|
resp = append(resp, fundingrate.LatestRateResponse{
|
|
Exchange: b.Name,
|
|
Asset: r.Asset,
|
|
Pair: cp,
|
|
LatestRate: fundingrate.Rate{
|
|
Time: time.Now().Truncate(time.Hour),
|
|
Rate: decimal.NewFromFloat(rates[i].FundingRate),
|
|
},
|
|
TimeOfNextRate: tt.Add(time.Hour),
|
|
TimeChecked: time.Now(),
|
|
})
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// IsPerpetualFutureCurrency ensures a given asset and currency is a perpetual future
|
|
func (b *BTSE) IsPerpetualFutureCurrency(a asset.Item, p currency.Pair) (bool, error) {
|
|
return a == asset.Futures && p.Quote.Equal(currency.PFC), nil
|
|
}
|
|
|
|
// UpdateOrderExecutionLimits updates order execution limits
|
|
func (b *BTSE) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error {
|
|
summary, err := b.GetMarketSummary(ctx, "", a == asset.Spot)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
var errs error
|
|
limits := make([]order.MinMaxLevel, 0, len(summary))
|
|
for _, marketInfo := range summary {
|
|
p, err := marketInfo.Pair() //nolint:govet // Deliberately shadow err
|
|
if err != nil {
|
|
errs = common.AppendError(err, fmt.Errorf("%s: %w", p, err))
|
|
continue
|
|
}
|
|
limits = append(limits, order.MinMaxLevel{
|
|
Pair: p,
|
|
Asset: a,
|
|
MinimumBaseAmount: marketInfo.MinOrderSize,
|
|
MaximumBaseAmount: marketInfo.MaxOrderSize,
|
|
AmountStepIncrementSize: marketInfo.MinSizeIncrement,
|
|
MinPrice: marketInfo.MinValidPrice,
|
|
PriceStepIncrementSize: marketInfo.MinPriceIncrement,
|
|
})
|
|
}
|
|
if err = b.LoadLimits(limits); err != nil {
|
|
errs = common.AppendError(errs, err)
|
|
}
|
|
return errs
|
|
}
|
|
|
|
// GetOpenInterest returns the open interest rate for a given asset pair
|
|
func (b *BTSE) GetOpenInterest(ctx context.Context, k ...key.PairAsset) ([]futures.OpenInterest, error) {
|
|
for i := range k {
|
|
if k[i].Asset != asset.Futures {
|
|
// 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())
|
|
}
|
|
}
|
|
tickers, err := b.GetMarketSummary(ctx, "", false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]futures.OpenInterest, 0, len(tickers))
|
|
for i := range tickers {
|
|
var symbol currency.Pair
|
|
var enabled bool
|
|
symbol, enabled, err = b.MatchSymbolCheckEnabled(tickers[i].Symbol, asset.Futures, 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) {
|
|
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: asset.Futures,
|
|
},
|
|
OpenInterest: tickers[i].OpenInterest,
|
|
})
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetCurrencyTradeURL returns the URL to the exchange's trade page for the given asset and currency pair
|
|
func (b *BTSE) 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
|
|
switch a {
|
|
case asset.Spot:
|
|
return tradeBaseURL + tradeSpot + cp.Upper().String(), nil
|
|
case asset.Futures:
|
|
return tradeBaseURL + tradeFutures + cp.Upper().String(), nil
|
|
default:
|
|
return "", fmt.Errorf("%w %v", asset.ErrNotSupported, a)
|
|
}
|
|
}
|