mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-20 23:16:49 +00:00
* BTSE: Fix duplicate error on Million pairs (M_*) BTSE has listed Pitbull token with two symbols: PIT-USD and M_PIT-USD for millons of PIT / USD. The native token is not tradable, so we ignore them and get a base of M_PIT because that's what later APIs will accept * BTSE: Fix test errors on locked market * Common: Improve AppendError and ExcludeError This change switches from a stateful multiError to caring more about the Unwrap() []error interface, the same as [go standard lib](https://github.com/golang/go/blob/go1.21.4/src/errors/wrap.go#L54-L68) Notably, if we implement Unwrap() []error and do NOT implement Is() then we get free compatibility with the core functions. The only distateful thing here is needing to deeply unwrap fmt.Errorf errors, since they don't flatten. I can't see any way around that * Pairs: Fix exchange config Pairs loading When a pair string contained two punctuation runes, the first one is used, and the configFormat is ignored. This fix checks the list and corrects any with the wrong delimiter, or errors if the format is inconsistent. * BTSE: Fix all tickers retrieved by GetTicker PR #764 introduced GetTickers, but it wasn't rolled out to BTSE. This fix ensures that when one ticker is a locked market, the rest continue to function. Particularly important if the locked market wasn't even enabled anyway. * Kucoin: Fix test config future pairs * BTSE: Remove PIT tests; Token removed BTSE have removed the PIT token pairs All these changes stand, and this just removes the test * ITBit: Fix fatal error on second run This fix removes incorrect config pair delimiter, because it would be re-inserted into config the first run, and then error the second time. This delimiter doesn't match the config we have. There's no implementation of fetching pairs, so what's in config files now is all that matters * Engine: Fix TestConfigAllJsonResponse * Clarity of non-matching json improved * Handling for fixing pair delimiters
1318 lines
36 KiB
Go
1318 lines
36 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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"math"
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"sort"
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"strconv"
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"strings"
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"sync"
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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/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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// GetDefaultConfig returns a default exchange config
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func (b *BTSE) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
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b.SetDefaults()
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exchCfg, err := b.GetStandardConfig()
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if err != nil {
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return nil, err
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}
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err = b.SetupDefaults(exchCfg)
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if err != nil {
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return nil, err
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}
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if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err = b.UpdateTradablePairs(ctx, true)
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if err != nil {
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return nil, err
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}
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}
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return exchCfg, nil
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}
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// SetDefaults 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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},
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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(SetRateLimit()))
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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.New()
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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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err = b.seedOrderSizeLimits(context.TODO())
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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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// Start starts the BTSE go routine
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func (b *BTSE) Start(ctx context.Context, wg *sync.WaitGroup) error {
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if wg == nil {
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return fmt.Errorf("%T %w", wg, common.ErrNilPointer)
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}
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wg.Add(1)
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go func() {
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b.Run(ctx)
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wg.Done()
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}()
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return nil
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}
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// Run implements the BTSE wrapper
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func (b *BTSE) Run(ctx context.Context) {
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if b.Verbose {
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b.PrintEnabledPairs()
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}
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if !b.GetEnabledFeatures().AutoPairUpdates {
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return
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}
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err := b.UpdateTradablePairs(ctx, false)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s Failed to update tradable pairs. Error: %s", b.Name, err)
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}
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}
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// FetchTradablePairs returns a list of the exchanges tradable pairs
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func (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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pairs := make(currency.Pairs, 0, len(m))
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mPairs := m.MillionPairs()
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for _, l := range m {
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if !l.Active || !l.HasLiquidity() ||
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(a == asset.Spot && !l.IsMarketOpenToSpot) { // Skip OTC assets only tradable on web UI
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continue
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}
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if mPairs[l.Symbol] {
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// BTSE lists M_ symbols for very small pairs, in millions. For those listings, we want to take the M_ listing in preference
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// to the native listing, since they're often going to appear as locked markets due to size (bid == ask, e.g. 0.0000000003)
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continue
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}
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baseCurr := l.Base
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var quoteCurr string
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if a == asset.Futures {
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s := strings.Split(l.Symbol, l.Base) // e.g. RUNEPFC for RUNE-USD futures pair
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if len(s) <= 1 {
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continue
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}
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quoteCurr = s[1]
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} else {
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s := strings.Split(l.Symbol, currency.DashDelimiter)
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if len(s) != 2 {
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continue
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}
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baseCurr = s[0]
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quoteCurr = s[1]
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}
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pair, err := currency.NewPairFromStrings(baseCurr, quoteCurr)
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if err != nil {
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return nil, err
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}
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pairs = append(pairs, pair)
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}
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return pairs, nil
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}
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// UpdateTradablePairs updates the exchanges available pairs and stores
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// them in the exchanges config
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func (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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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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ticks, err := b.GetMarketSummary(ctx, p.String(), 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.Items, 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.Item{
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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.Items, 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.Item{
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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)
|
|
if err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
err = account.Process(&a, creds)
|
|
if err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
|
|
return a, nil
|
|
}
|
|
|
|
// FetchAccountInfo retrieves balances for all enabled currencies
|
|
func (b *BTSE) 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 *BTSE) GetAccountFundingHistory(_ context.Context) ([]exchange.FundingHistory, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
func (b *BTSE) withinLimits(pair currency.Pair, amount float64) error {
|
|
val, found := OrderSizeLimits(pair.String())
|
|
if !found {
|
|
return fmt.Errorf("%w for pair %v", order.ErrExchangeLimitNotLoaded, pair)
|
|
}
|
|
if math.Mod(amount, val.MinSizeIncrement) < 0 {
|
|
return fmt.Errorf("%w %v %v %v", order.ErrAmountBelowMin, pair, amount, val.MinSizeIncrement)
|
|
}
|
|
if amount < val.MinOrderSize {
|
|
return fmt.Errorf("%w %v %v %v", order.ErrAmountBelowMin, pair, amount, val.MinOrderSize)
|
|
}
|
|
if amount > val.MaxOrderSize {
|
|
return fmt.Errorf("%w %v %v %v", order.ErrAmountExceedsMax, pair, amount, val.MinSizeIncrement)
|
|
}
|
|
return nil
|
|
}
|
|
|
|
// GetWithdrawalsHistory returns previous withdrawals data
|
|
func (b *BTSE) GetWithdrawalsHistory(_ context.Context, _ currency.Code, _ asset.Item) ([]exchange.WithdrawalHistory, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetRecentTrades returns the most recent trades for a currency and asset
|
|
func (b *BTSE) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
|
|
var err error
|
|
p, err = b.FormatExchangeCurrency(p, assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
const limit = 500
|
|
var tradeData []Trade
|
|
tradeData, err = b.GetTrades(ctx,
|
|
p.String(),
|
|
time.Time{}, time.Time{},
|
|
0, 0, limit,
|
|
false,
|
|
assetType == asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
resp := make([]trade.Data, len(tradeData))
|
|
for i := range tradeData {
|
|
tradeTimestamp := time.UnixMilli(tradeData[i].Time)
|
|
var side order.Side
|
|
side, err = order.StringToOrderSide(tradeData[i].Side)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp[i] = trade.Data{
|
|
Exchange: b.Name,
|
|
TID: strconv.FormatInt(tradeData[i].SerialID, 10),
|
|
CurrencyPair: p,
|
|
AssetType: assetType,
|
|
Side: side,
|
|
Price: tradeData[i].Price,
|
|
Amount: tradeData[i].Amount,
|
|
Timestamp: tradeTimestamp,
|
|
}
|
|
}
|
|
err = b.AddTradesToBuffer(resp...)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
sort.Sort(trade.ByDate(resp))
|
|
return resp, nil
|
|
}
|
|
|
|
// 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
|
|
}
|
|
err = b.withinLimits(fPair, s.Amount)
|
|
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)
|
|
}
|
|
|
|
func (b *BTSE) seedOrderSizeLimits(ctx context.Context) error {
|
|
pairs, err := b.GetMarketSummary(ctx, "", true)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
for x := range pairs {
|
|
tempValues := OrderSizeLimit{
|
|
MinOrderSize: pairs[x].MinOrderSize,
|
|
MaxOrderSize: pairs[x].MaxOrderSize,
|
|
MinSizeIncrement: pairs[x].MinSizeIncrement,
|
|
}
|
|
orderSizeLimitMap.Store(pairs[x].Symbol, tempValues)
|
|
}
|
|
|
|
pairs, err = b.GetMarketSummary(ctx, "", false)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
for x := range pairs {
|
|
tempValues := OrderSizeLimit{
|
|
MinOrderSize: pairs[x].MinOrderSize,
|
|
MaxOrderSize: pairs[x].MaxOrderSize,
|
|
MinSizeIncrement: pairs[x].MinSizeIncrement,
|
|
}
|
|
orderSizeLimitMap.Store(pairs[x].Symbol, tempValues)
|
|
}
|
|
return nil
|
|
}
|
|
|
|
// OrderSizeLimits looks up currency pair in orderSizeLimitMap and returns OrderSizeLimit
|
|
func OrderSizeLimits(pair string) (limits OrderSizeLimit, found bool) {
|
|
resp, ok := orderSizeLimitMap.Load(pair)
|
|
if !ok {
|
|
return
|
|
}
|
|
val, ok := resp.(OrderSizeLimit)
|
|
return val, ok
|
|
}
|
|
|
|
// 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
|
|
}
|
|
|
|
// 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(_ context.Context, _ asset.Item) error {
|
|
return common.ErrNotYetImplemented
|
|
}
|