Files
gocryptotrader/exchanges/bitfinex/bitfinex_wrapper.go
Gareth Kirwan 52c6b3bf0b Websocket: Various refactors and test improvements (#1466)
* Websocket: Remove IsInit and simplify SetProxyAddress

IsInit was basically the same as IsConnected.
Any time Connect was called both would be set to true.
Any time we had a disconnect they'd both be set to false
Shutdown() incorrectly didn't setInit(false)

SetProxyAddress simplified to only reconnect a connected Websocket.
Any other state means it hasn't been Connected, or it's about to
reconnect anyway.
There's no handling for IsConnecting previously, either, so I've wrapped
that behind the main mutex.

* Websocket: Expand and Assertify tests

* Websocket: Simplify state transistions

* Websocket: Simplify Connecting/Connected state

* Websocket: Tests and errors for websocket

* Websocket: Make WebsocketNotEnabled a real error

This allows for testing and avoids the repetition.
If each returned error is a error.New() you can never use errors.Is()

* Websocket: Add more testable errors

* Websocket: Improve GenerateMessageID test

Testing just the last id doesn't feel very robust

* Websocket: Protect Setup() from races

* Websocket: Use atomics instead of mutex

This was spurred by looking at the setState call in trafficMonitor and
the effect on blocking and efficiency.
With the new atomic types in Go 1.19, and the small types in use here,
atomics should be safe for our usage. bools should be truly atomic,
and uint32 is atomic when the accepted value range is less than one byte/uint8 since
that can be written atomicly by concurrent processors.
Maybe that's not even a factor any more, however we don't even have to worry enough to check.

* Websocket: Fix and simplify traffic monitor

trafficMonitor had a check throttle at the end of the for loop to stop it just gobbling the (blocking) trafficAlert channel non-stop.
That makes sense, except that nothing is sent to the trafficAlert channel if there's no listener.
So that means that it's out by one second on the trafficAlert, because any traffic received during the pause is doesn't try to send a traffic alert.

The unstopped timer is deliberately leaked for later GC when shutdown.
It won't delay/block anything, and it's a trivial memory leak during an infrequent event.

Deliberately Choosing to recreate the timer each time instead of using Stop, drain and reset

* Websocket: Split traficMonitor test on behaviours

* Websocket: Remove trafficMonitor connected status

trafficMonitor does not need to set the connection to be connected.
Connect() does that. Anything after that should result in a full
shutdown and restart. It can't and shouldn't become connected
unexpectedly, and this is most likely a race anyway.

Also dropped trafficCheckInterval to 100ms to mitigate races of traffic
alerts being buffered for too long.

* Websocket: Set disconnected earlier in Shutdown

This caused a possible race where state is still connected, but we start
to trigger interested actors via ShutdownC and Wait.
They may check state and then call Shutdown again, such as
trafficMonitor

* Websocket: Wait 5s for slow tests to pass traffic draining

Keep getting failures upstream on test rigs.
Think they can be very contended, so this pushes the boundary right out
to 5s
2024-02-23 18:39:25 +11:00

1276 lines
37 KiB
Go

package bitfinex
import (
"context"
"errors"
"fmt"
"sort"
"strconv"
"strings"
"time"
"unicode"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/key"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (b *Bitfinex) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
b.SetDefaults()
exchCfg, err := b.GetStandardConfig()
if err != nil {
return nil, err
}
err = b.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = b.UpdateTradablePairs(ctx, true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for bitfinex
func (b *Bitfinex) SetDefaults() {
b.Name = "Bitfinex"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
fmt1 := currency.PairStore{
RequestFormat: &currency.PairFormat{Uppercase: true},
ConfigFormat: &currency.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter},
}
fmt2 := currency.PairStore{
RequestFormat: &currency.PairFormat{Uppercase: true},
ConfigFormat: &currency.PairFormat{Uppercase: true, Delimiter: ":"},
}
err := b.StoreAssetPairFormat(asset.Spot, fmt1)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = b.StoreAssetPairFormat(asset.Margin, fmt2)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = b.StoreAssetPairFormat(asset.MarginFunding, fmt1)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
// Margin WS Currently not fully implemented and causes subscription collisions with spot
err = b.DisableAssetWebsocketSupport(asset.Margin)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
// TODO: Implement Futures and Securities asset types.
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
FiatWithdraw: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
SubmitOrders: true,
DepositHistory: true,
WithdrawalHistory: true,
TradeFetching: true,
UserTradeHistory: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CryptoDepositFee: true,
CryptoWithdrawalFee: true,
MultiChainDeposits: true,
MultiChainWithdrawals: true,
MultiChainDepositRequiresChainSet: true,
FundingRateFetching: true,
},
WebsocketCapabilities: protocol.Features{
AccountBalance: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
ModifyOrder: true,
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AccountInfo: true,
Subscribe: true,
AuthenticatedEndpoints: true,
MessageCorrelation: true,
DeadMansSwitch: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.AutoWithdrawFiatWithAPIPermission,
Kline: kline.ExchangeCapabilitiesSupported{
DateRanges: true,
Intervals: true,
},
FuturesCapabilities: exchange.FuturesCapabilities{
FundingRates: true,
SupportedFundingRateFrequencies: map[kline.Interval]bool{
kline.EightHour: true,
},
FundingRateBatching: map[asset.Item]bool{
asset.Margin: true,
},
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: kline.DeployExchangeIntervals(
kline.IntervalCapacity{Interval: kline.OneMin},
kline.IntervalCapacity{Interval: kline.FiveMin},
kline.IntervalCapacity{Interval: kline.FifteenMin},
kline.IntervalCapacity{Interval: kline.ThirtyMin},
kline.IntervalCapacity{Interval: kline.OneHour},
kline.IntervalCapacity{Interval: kline.ThreeHour},
kline.IntervalCapacity{Interval: kline.SixHour},
kline.IntervalCapacity{Interval: kline.TwelveHour},
kline.IntervalCapacity{Interval: kline.OneDay},
kline.IntervalCapacity{Interval: kline.OneWeek},
kline.IntervalCapacity{Interval: kline.TwoWeek},
kline.IntervalCapacity{Interval: kline.OneMonth},
),
GlobalResultLimit: 10000,
},
},
}
b.Requester, err = request.New(b.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.API.Endpoints = b.NewEndpoints()
err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: bitfinexAPIURLBase,
exchange.WebsocketSpot: publicBitfinexWebsocketEndpoint,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Websocket = stream.NewWebsocket()
b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in the supplied exchange configuration details and sets params
func (b *Bitfinex) Setup(exch *config.Exchange) error {
err := exch.Validate()
if err != nil {
return err
}
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
err = b.SetupDefaults(exch)
if err != nil {
return err
}
wsEndpoint, err := b.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = b.Websocket.Setup(&stream.WebsocketSetup{
ExchangeConfig: exch,
DefaultURL: publicBitfinexWebsocketEndpoint,
RunningURL: wsEndpoint,
Connector: b.WsConnect,
Subscriber: b.Subscribe,
Unsubscriber: b.Unsubscribe,
GenerateSubscriptions: b.GenerateDefaultSubscriptions,
Features: &b.Features.Supports.WebsocketCapabilities,
OrderbookBufferConfig: buffer.Config{
UpdateEntriesByID: true,
},
})
if err != nil {
return err
}
err = b.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
URL: publicBitfinexWebsocketEndpoint,
})
if err != nil {
return err
}
return b.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
URL: authenticatedBitfinexWebsocketEndpoint,
Authenticated: true,
})
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (b *Bitfinex) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
items, err := b.GetPairs(ctx, a)
if err != nil {
return nil, err
}
pairs := make(currency.Pairs, 0, len(items))
for x := range items {
if strings.Contains(items[x], "TEST") {
continue
}
var pair currency.Pair
if a == asset.MarginFunding {
pair, err = currency.NewPairFromStrings(items[x], "")
} else {
pair, err = currency.NewPairFromString(items[x])
}
if err != nil {
return nil, err
}
pairs = append(pairs, pair)
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *Bitfinex) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
assets := b.CurrencyPairs.GetAssetTypes(false)
for i := range assets {
pairs, err := b.FetchTradablePairs(ctx, assets[i])
if err != nil {
return err
}
err = b.UpdatePairs(pairs, assets[i], false, forceUpdate)
if err != nil {
return err
}
}
return b.EnsureOnePairEnabled()
}
// UpdateOrderExecutionLimits sets exchange execution order limits for an asset type
func (b *Bitfinex) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error {
if a != asset.Spot {
return common.ErrNotYetImplemented
}
limits, err := b.GetSiteInfoConfigData(ctx, a)
if err != nil {
return err
}
if err := b.LoadLimits(limits); err != nil {
return fmt.Errorf("%s Error loading exchange limits: %v", b.Name, err)
}
return nil
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (b *Bitfinex) UpdateTickers(ctx context.Context, a asset.Item) error {
t, err := b.GetTickerBatch(ctx)
if err != nil {
return err
}
var errs error
for key, val := range t {
pair, enabled, err := b.MatchSymbolCheckEnabled(key[1:], a, true)
if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
errs = common.AppendError(errs, err)
continue
}
if !enabled {
continue
}
err = ticker.ProcessTicker(&ticker.Price{
Last: val.Last,
High: val.High,
Low: val.Low,
Bid: val.Bid,
Ask: val.Ask,
Volume: val.Volume,
Pair: pair,
AssetType: a,
ExchangeName: b.Name})
if err != nil {
errs = common.AppendError(errs, err)
}
}
return errs
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bitfinex) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
if err := b.UpdateTickers(ctx, a); err != nil {
return nil, err
}
return ticker.GetTicker(b.Name, p, a)
}
// FetchTicker returns the ticker for a currency pair
func (b *Bitfinex) FetchTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
fPair, err := b.FormatExchangeCurrency(p, a)
if err != nil {
return nil, err
}
DFPair := fPair
b.appendOptionalDelimiter(&DFPair)
tick, err := ticker.GetTicker(b.Name, DFPair, a)
if err != nil {
return b.UpdateTicker(ctx, fPair, a)
}
return tick, nil
}
// FetchOrderbook returns the orderbook for a currency pair
func (b *Bitfinex) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
DFPair := fPair
b.appendOptionalDelimiter(&DFPair)
ob, err := orderbook.Get(b.Name, DFPair, assetType)
if err != nil {
return b.UpdateOrderbook(ctx, fPair, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bitfinex) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
if p.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
if err := b.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
return nil, err
}
o := &orderbook.Base{
Exchange: b.Name,
Pair: p,
Asset: assetType,
PriceDuplication: true,
VerifyOrderbook: b.CanVerifyOrderbook,
}
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return o, err
}
if assetType != asset.Spot && assetType != asset.Margin && assetType != asset.MarginFunding {
return o, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
}
b.appendOptionalDelimiter(&fPair)
var prefix = "t"
if assetType == asset.MarginFunding {
prefix = "f"
}
orderbookNew, err := b.GetOrderbook(ctx, prefix+fPair.String(), "R0", 100)
if err != nil {
return o, err
}
if assetType == asset.MarginFunding {
o.IsFundingRate = true
o.Asks = make(orderbook.Items, len(orderbookNew.Asks))
for x := range orderbookNew.Asks {
o.Asks[x] = orderbook.Item{
ID: orderbookNew.Asks[x].OrderID,
Price: orderbookNew.Asks[x].Rate,
Amount: orderbookNew.Asks[x].Amount,
Period: int64(orderbookNew.Asks[x].Period),
}
}
o.Bids = make(orderbook.Items, len(orderbookNew.Bids))
for x := range orderbookNew.Bids {
o.Bids[x] = orderbook.Item{
ID: orderbookNew.Bids[x].OrderID,
Price: orderbookNew.Bids[x].Rate,
Amount: orderbookNew.Bids[x].Amount,
Period: int64(orderbookNew.Bids[x].Period),
}
}
} else {
o.Asks = make(orderbook.Items, len(orderbookNew.Asks))
for x := range orderbookNew.Asks {
o.Asks[x] = orderbook.Item{
ID: orderbookNew.Asks[x].OrderID,
Price: orderbookNew.Asks[x].Price,
Amount: orderbookNew.Asks[x].Amount,
}
}
o.Bids = make(orderbook.Items, len(orderbookNew.Bids))
for x := range orderbookNew.Bids {
o.Bids[x] = orderbook.Item{
ID: orderbookNew.Bids[x].OrderID,
Price: orderbookNew.Bids[x].Price,
Amount: orderbookNew.Bids[x].Amount,
}
}
}
err = o.Process()
if err != nil {
return nil, err
}
return orderbook.Get(b.Name, fPair, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies on the
// Bitfinex exchange
func (b *Bitfinex) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var response account.Holdings
response.Exchange = b.Name
accountBalance, err := b.GetAccountBalance(ctx)
if err != nil {
return response, err
}
var Accounts = []account.SubAccount{
{ID: "deposit", AssetType: assetType},
{ID: "exchange", AssetType: assetType},
{ID: "trading", AssetType: assetType},
{ID: "margin", AssetType: assetType},
{ID: "funding", AssetType: assetType},
}
for x := range accountBalance {
for i := range Accounts {
if Accounts[i].ID == accountBalance[x].Type {
Accounts[i].Currencies = append(Accounts[i].Currencies,
account.Balance{
Currency: currency.NewCode(accountBalance[x].Currency),
Total: accountBalance[x].Amount,
Hold: accountBalance[x].Amount - accountBalance[x].Available,
Free: accountBalance[x].Available,
})
}
}
}
response.Accounts = Accounts
creds, err := b.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
err = account.Process(&response, creds)
if err != nil {
return account.Holdings{}, err
}
return response, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (b *Bitfinex) 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 *Bitfinex) GetAccountFundingHistory(_ context.Context) ([]exchange.FundingHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (b *Bitfinex) GetWithdrawalsHistory(ctx context.Context, c currency.Code, _ asset.Item) ([]exchange.WithdrawalHistory, error) {
history, err := b.GetMovementHistory(ctx, c.String(), "", time.Date(2012, 0, 0, 0, 0, 0, 0, time.Local), time.Now(), 0)
if err != nil {
return nil, err
}
resp := make([]exchange.WithdrawalHistory, len(history))
for i := range history {
resp[i] = exchange.WithdrawalHistory{
Status: history[i].Status,
TransferID: strconv.FormatInt(history[i].ID, 10),
Description: history[i].Description,
Timestamp: time.UnixMilli(int64(history[i].Timestamp)),
Currency: history[i].Currency,
Amount: history[i].Amount,
Fee: history[i].Fee,
TransferType: history[i].Type,
CryptoToAddress: history[i].Address,
CryptoTxID: history[i].TxID,
}
}
return resp, nil
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (b *Bitfinex) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
return b.GetHistoricTrades(ctx, p, assetType, time.Now().Add(-time.Minute*15), time.Now())
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (b *Bitfinex) GetHistoricTrades(ctx context.Context, p currency.Pair, a asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
if a == asset.MarginFunding {
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
}
if err := common.StartEndTimeCheck(timestampStart, timestampEnd); err != nil {
return nil, fmt.Errorf("invalid time range supplied. Start: %v End %v %w", timestampStart, timestampEnd, err)
}
var err error
p, err = b.FormatExchangeCurrency(p, a)
if err != nil {
return nil, err
}
var currString string
currString, err = b.fixCasing(p, a)
if err != nil {
return nil, err
}
var resp []trade.Data
ts := timestampEnd
limit := 10000
allTrades:
for {
var tradeData []Trade
tradeData, err = b.GetTrades(ctx,
currString, int64(limit), 0, ts.Unix()*1000, false)
if err != nil {
return nil, err
}
for i := range tradeData {
tradeTS := time.UnixMilli(tradeData[i].Timestamp)
if tradeTS.Before(timestampStart) && !timestampStart.IsZero() {
break allTrades
}
tID := strconv.FormatInt(tradeData[i].TID, 10)
resp = append(resp, trade.Data{
TID: tID,
Exchange: b.Name,
CurrencyPair: p,
AssetType: a,
Price: tradeData[i].Price,
Amount: tradeData[i].Amount,
Timestamp: time.UnixMilli(tradeData[i].Timestamp),
})
if i == len(tradeData)-1 {
if ts.Equal(tradeTS) {
// reached end of trades to crawl
break allTrades
}
ts = tradeTS
}
}
if len(tradeData) != limit {
break allTrades
}
}
err = b.AddTradesToBuffer(resp...)
if err != nil {
return nil, err
}
sort.Sort(trade.ByDate(resp))
return trade.FilterTradesByTime(resp, timestampStart, timestampEnd), nil
}
// SubmitOrder submits a new order
func (b *Bitfinex) SubmitOrder(ctx context.Context, o *order.Submit) (*order.SubmitResponse, error) {
if err := o.Validate(); err != nil {
return nil, err
}
fPair, err := b.FormatExchangeCurrency(o.Pair, o.AssetType)
if err != nil {
return nil, err
}
var orderID string
status := order.New
if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
symbolStr, err := b.fixCasing(fPair, o.AssetType) //nolint:govet // intentional shadow of err
if err != nil {
return nil, err
}
orderType := strings.ToUpper(o.Type.String())
if o.AssetType == asset.Spot {
orderType = "EXCHANGE " + orderType
}
req := &WsNewOrderRequest{
Type: orderType,
Symbol: symbolStr,
Amount: o.Amount,
Price: o.Price,
}
if o.Side.IsShort() && o.Amount > 0 {
// All v2 apis use negatives for Short side
req.Amount *= -1
}
orderID, err = b.WsNewOrder(req)
if err != nil {
return nil, err
}
} else {
var response Order
b.appendOptionalDelimiter(&fPair)
orderType := o.Type.Lower()
if o.AssetType == asset.Spot {
orderType = "exchange " + orderType
}
response, err = b.NewOrder(ctx,
fPair.String(),
orderType,
o.Amount,
o.Price,
o.Side.IsLong(),
false)
if err != nil {
return nil, err
}
orderID = strconv.FormatInt(response.ID, 10)
if response.RemainingAmount == 0 {
status = order.Filled
}
}
resp, err := o.DeriveSubmitResponse(orderID)
if err != nil {
return nil, err
}
resp.Status = status
return resp, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bitfinex) ModifyOrder(ctx context.Context, action *order.Modify) (*order.ModifyResponse, error) {
if err := action.Validate(); err != nil {
return nil, err
}
if b.Websocket.IsEnabled() && b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
orderIDInt, err := strconv.ParseInt(action.OrderID, 10, 64)
if err != nil {
return &order.ModifyResponse{OrderID: action.OrderID}, err
}
wsRequest := WsUpdateOrderRequest{
OrderID: orderIDInt,
Price: action.Price,
Amount: action.Amount,
}
if action.Side.IsShort() && action.Amount > 0 {
wsRequest.Amount *= -1
}
err = b.WsModifyOrder(&wsRequest)
if err != nil {
return nil, err
}
return action.DeriveModifyResponse()
}
_, err := b.OrderUpdate(ctx, action.OrderID, "", action.ClientOrderID, action.Amount, action.Price, -1)
if err != nil {
return nil, err
}
return action.DeriveModifyResponse()
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Bitfinex) CancelOrder(ctx context.Context, o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
orderIDInt, err := strconv.ParseInt(o.OrderID, 10, 64)
if err != nil {
return err
}
if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
err = b.WsCancelOrder(orderIDInt)
} else {
_, err = b.CancelExistingOrder(ctx, orderIDInt)
}
return err
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (b *Bitfinex) CancelBatchOrders(_ context.Context, _ []order.Cancel) (*order.CancelBatchResponse, error) {
// While bitfinex supports cancelling multiple orders, it is
// done in a way that is not helpful for GCT, and it would be better instead
// to use CancelAllOrders or CancelOrder
return nil, common.ErrFunctionNotSupported
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *Bitfinex) CancelAllOrders(ctx context.Context, _ *order.Cancel) (order.CancelAllResponse, error) {
var err error
if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
err = b.WsCancelAllOrders()
} else {
_, err = b.CancelAllExistingOrders(ctx)
}
return order.CancelAllResponse{}, err
}
func (b *Bitfinex) parseOrderToOrderDetail(o *Order) (*order.Detail, error) {
side, err := order.StringToOrderSide(o.Side)
if err != nil {
return nil, err
}
var timestamp float64
timestamp, err = strconv.ParseFloat(o.Timestamp, 64)
if err != nil {
log.Warnf(log.ExchangeSys,
"%s Unable to convert timestamp '%s', leaving blank",
b.Name, o.Timestamp)
}
var pair currency.Pair
pair, err = currency.NewPairFromString(o.Symbol)
if err != nil {
return nil, err
}
orderDetail := &order.Detail{
Amount: o.OriginalAmount,
Date: time.Unix(int64(timestamp), 0),
Exchange: b.Name,
OrderID: strconv.FormatInt(o.ID, 10),
Side: side,
Price: o.Price,
RemainingAmount: o.RemainingAmount,
Pair: pair,
ExecutedAmount: o.ExecutedAmount,
}
switch {
case o.IsLive:
orderDetail.Status = order.Active
case o.IsCancelled:
orderDetail.Status = order.Cancelled
case o.IsHidden:
orderDetail.Status = order.Hidden
default:
orderDetail.Status = order.UnknownStatus
}
// API docs discrepancy. Example contains prefixed "exchange "
// Return type suggests “market” / “limit” / “stop” / “trailing-stop”
orderType := strings.Replace(o.Type, "exchange ", "", 1)
if orderType == "trailing-stop" {
orderDetail.Type = order.TrailingStop
} else {
orderDetail.Type, err = order.StringToOrderType(orderType)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
}
return orderDetail, nil
}
// GetOrderInfo returns order information based on order ID
func (b *Bitfinex) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (*order.Detail, error) {
if pair.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
if err := b.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
return nil, err
}
id, err := strconv.ParseInt(orderID, 10, 64)
if err != nil {
return nil, err
}
b.appendOptionalDelimiter(&pair)
var cf string
cf, err = b.fixCasing(pair, assetType)
if err != nil {
return nil, err
}
resp, err := b.GetInactiveOrders(ctx, cf, id)
if err != nil {
return nil, err
}
for i := range resp {
if resp[i].OrderID != id {
continue
}
var o *order.Detail
o, err = b.parseOrderToOrderDetail(&resp[i])
if err != nil {
return nil, err
}
return o, nil
}
resp, err = b.GetOpenOrders(ctx, id)
if err != nil {
return nil, err
}
for i := range resp {
if resp[i].OrderID != id {
continue
}
var o *order.Detail
o, err = b.parseOrderToOrderDetail(&resp[i])
if err != nil {
return nil, err
}
return o, nil
}
return nil, fmt.Errorf("%w %v", order.ErrOrderNotFound, orderID)
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *Bitfinex) GetDepositAddress(ctx context.Context, c currency.Code, accountID, chain string) (*deposit.Address, error) {
if accountID == "" {
accountID = "funding"
}
if c.Equal(currency.USDT) {
// USDT is UST on Bitfinex
c = currency.NewCode("UST")
}
if err := b.PopulateAcceptableMethods(ctx); err != nil {
return nil, err
}
methods := acceptableMethods.lookup(c)
if len(methods) == 0 {
return nil, currency.ErrCurrencyNotSupported
}
method := methods[0]
if len(methods) > 1 && chain != "" {
method = chain
} else if len(methods) > 1 && chain == "" {
return nil, fmt.Errorf("a chain must be specified, %s available", methods)
}
resp, err := b.NewDeposit(ctx, method, accountID, 0)
if err != nil {
return nil, err
}
return &deposit.Address{
Address: resp.Address,
Tag: resp.PoolAddress,
}, err
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is submitted
func (b *Bitfinex) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
if err := b.PopulateAcceptableMethods(ctx); err != nil {
return nil, err
}
tmpCurr := withdrawRequest.Currency
if tmpCurr.Equal(currency.USDT) {
// USDT is UST on Bitfinex
tmpCurr = currency.NewCode("UST")
}
methods := acceptableMethods.lookup(tmpCurr)
if len(methods) == 0 {
return nil, errors.New("no transfer methods returned for currency")
}
method := methods[0]
if len(methods) > 1 && withdrawRequest.Crypto.Chain != "" {
if !common.StringDataCompareInsensitive(methods, withdrawRequest.Crypto.Chain) {
return nil, fmt.Errorf("invalid chain %s supplied, %v available", withdrawRequest.Crypto.Chain, methods)
}
method = withdrawRequest.Crypto.Chain
} else if len(methods) > 1 && withdrawRequest.Crypto.Chain == "" {
return nil, fmt.Errorf("a chain must be specified, %s available", methods)
}
// Bitfinex has support for three types, exchange, margin and deposit
// As this is for trading, I've made the wrapper default 'exchange'
// TODO: Discover an automated way to make the decision for wallet type to withdraw from
walletType := "exchange"
resp, err := b.WithdrawCryptocurrency(ctx,
walletType,
withdrawRequest.Crypto.Address,
withdrawRequest.Crypto.AddressTag,
method,
withdrawRequest.Amount)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: strconv.FormatInt(resp.WithdrawalID, 10),
Status: resp.Status,
}, err
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is submitted
// Returns comma delimited withdrawal IDs
func (b *Bitfinex) WithdrawFiatFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
withdrawalType := "wire"
// Bitfinex has support for three types, exchange, margin and deposit
// As this is for trading, I've made the wrapper default 'exchange'
// TODO: Discover an automated way to make the decision for wallet type to withdraw from
walletType := "exchange"
resp, err := b.WithdrawFIAT(ctx, withdrawalType, walletType, withdrawRequest)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: strconv.FormatInt(resp.WithdrawalID, 10),
Status: resp.Status,
}, err
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is submitted
// Returns comma delimited withdrawal IDs
func (b *Bitfinex) WithdrawFiatFundsToInternationalBank(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
v, err := b.WithdrawFiatFunds(ctx, withdrawRequest)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: v.ID,
Status: v.Status,
}, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *Bitfinex) 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)
}
// GetActiveOrders retrieves any orders that are active/open
func (b *Bitfinex) GetActiveOrders(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
resp, err := b.GetOpenOrders(ctx)
if err != nil {
return nil, err
}
orders := make([]order.Detail, len(resp))
for i := range resp {
var orderDetail *order.Detail
orderDetail, err = b.parseOrderToOrderDetail(&resp[i])
if err != nil {
return nil, err
}
orders[i] = *orderDetail
}
return req.Filter(b.Name, orders), nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *Bitfinex) GetOrderHistory(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range req.Pairs {
b.appendOptionalDelimiter(&req.Pairs[i])
var cf string
cf, err = b.fixCasing(req.Pairs[i], req.AssetType)
if err != nil {
return nil, err
}
var resp []Order
resp, err = b.GetInactiveOrders(ctx, cf)
if err != nil {
return nil, err
}
for j := range resp {
var orderDetail *order.Detail
orderDetail, err = b.parseOrderToOrderDetail(&resp[j])
if err != nil {
return nil, err
}
orders = append(orders, *orderDetail)
}
}
return req.Filter(b.Name, orders), nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (b *Bitfinex) AuthenticateWebsocket(ctx context.Context) error {
return b.WsSendAuth(ctx)
}
// appendOptionalDelimiter ensures that a delimiter is present for long character currencies
func (b *Bitfinex) appendOptionalDelimiter(p *currency.Pair) {
if (len(p.Base.String()) > 3 && !p.Quote.IsEmpty()) ||
len(p.Quote.String()) > 3 {
p.Delimiter = ":"
}
}
// ValidateAPICredentials validates current credentials used for wrapper
// functionality
func (b *Bitfinex) ValidateAPICredentials(ctx context.Context, assetType asset.Item) error {
_, err := b.UpdateAccountInfo(ctx, assetType)
return b.CheckTransientError(err)
}
// FormatExchangeKlineInterval returns Interval to exchange formatted string
func (b *Bitfinex) FormatExchangeKlineInterval(in kline.Interval) (string, error) {
switch in {
case kline.OneMin:
return "1m", nil
case kline.FiveMin:
return "5m", nil
case kline.FifteenMin:
return "15m", nil
case kline.ThirtyMin:
return "30m", nil
case kline.OneHour:
return "1h", nil
case kline.ThreeHour:
return "3h", nil
case kline.SixHour:
return "6h", nil
case kline.TwelveHour:
return "12h", nil
case kline.OneDay:
return "1D", nil
case kline.OneWeek:
return "7D", nil
case kline.OneWeek * 2:
return "14D", nil
case kline.OneMonth:
return "1M", nil
default:
return "", fmt.Errorf("%w %v", kline.ErrInvalidInterval, in)
}
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (b *Bitfinex) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := b.GetKlineRequest(pair, a, interval, start, end, false)
if err != nil {
return nil, err
}
cf, err := b.fixCasing(req.Pair, req.Asset)
if err != nil {
return nil, err
}
fInterval, err := b.FormatExchangeKlineInterval(req.ExchangeInterval)
if err != nil {
return nil, err
}
candles, err := b.GetCandles(ctx, cf, fInterval, req.Start.UnixMilli(), req.End.UnixMilli(), uint32(req.RequestLimit), true)
if err != nil {
return nil, err
}
timeSeries := make([]kline.Candle, len(candles))
for x := range candles {
timeSeries[x] = kline.Candle{
Time: candles[x].Timestamp,
Open: candles[x].Open,
High: candles[x].High,
Low: candles[x].Low,
Close: candles[x].Close,
Volume: candles[x].Volume,
}
}
return req.ProcessResponse(timeSeries)
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (b *Bitfinex) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := b.GetKlineExtendedRequest(pair, a, interval, start, end)
if err != nil {
return nil, err
}
cf, err := b.fixCasing(req.Pair, req.Asset)
if err != nil {
return nil, err
}
fInterval, err := b.FormatExchangeKlineInterval(req.ExchangeInterval)
if err != nil {
return nil, err
}
timeSeries := make([]kline.Candle, 0, req.Size())
for x := range req.RangeHolder.Ranges {
var candles []Candle
candles, err = b.GetCandles(ctx, cf, fInterval, req.RangeHolder.Ranges[x].Start.Time.UnixMilli(), req.RangeHolder.Ranges[x].End.Time.UnixMilli(), uint32(req.RequestLimit), true)
if err != nil {
return nil, err
}
for i := range candles {
timeSeries = append(timeSeries, kline.Candle{
Time: candles[i].Timestamp,
Open: candles[i].Open,
High: candles[i].High,
Low: candles[i].Low,
Close: candles[i].Close,
Volume: candles[i].Volume,
})
}
}
return req.ProcessResponse(timeSeries)
}
func (b *Bitfinex) fixCasing(in currency.Pair, a asset.Item) (string, error) {
if in.IsEmpty() || in.Base.IsEmpty() {
return "", currency.ErrCurrencyPairEmpty
}
var checkString [2]byte
if a == asset.Spot || a == asset.Margin {
checkString[0] = 't'
checkString[1] = 'T'
} else if a == asset.MarginFunding {
checkString[0] = 'f'
checkString[1] = 'F'
}
cFmt, err := b.FormatExchangeCurrency(in, a)
if err != nil {
return "", err
}
y := in.Base.String()
if (y[0] != checkString[0] && y[0] != checkString[1]) ||
(y[0] == checkString[1] && y[1] == checkString[1]) || in.Base.Equal(currency.TNB) {
if cFmt.Quote.IsEmpty() {
return string(checkString[0]) + cFmt.Base.Upper().String(), nil
}
return string(checkString[0]) + cFmt.Upper().String(), nil
}
runes := []rune(cFmt.Upper().String())
if cFmt.Quote.IsEmpty() {
runes = []rune(cFmt.Base.Upper().String())
}
runes[0] = unicode.ToLower(runes[0])
return string(runes), nil
}
// GetAvailableTransferChains returns the available transfer blockchains for the specific
// cryptocurrency
func (b *Bitfinex) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
if err := b.PopulateAcceptableMethods(ctx); err != nil {
return nil, err
}
if cryptocurrency.Equal(currency.USDT) {
// USDT is UST on Bitfinex
cryptocurrency = currency.NewCode("UST")
}
availChains := acceptableMethods.lookup(cryptocurrency)
if len(availChains) == 0 {
return nil, errors.New("unable to find any available chains")
}
return availChains, nil
}
// GetServerTime returns the current exchange server time.
func (b *Bitfinex) GetServerTime(_ context.Context, _ asset.Item) (time.Time, error) {
return time.Time{}, common.ErrFunctionNotSupported
}
// GetFuturesContractDetails returns all contracts from the exchange by asset type
func (b *Bitfinex) GetFuturesContractDetails(context.Context, asset.Item) ([]futures.Contract, error) {
return nil, common.ErrFunctionNotSupported
}
// GetLatestFundingRates returns the latest funding rates data
func (b *Bitfinex) GetLatestFundingRates(context.Context, *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
// TODO: Add futures support for Bitfinex
return nil, common.ErrNotYetImplemented
}
// GetOpenInterest returns the open interest rate for a given asset pair
func (b *Bitfinex) GetOpenInterest(context.Context, ...key.PairAsset) ([]futures.OpenInterest, error) {
// TODO: Add futures support for Bitfinex
return nil, common.ErrNotYetImplemented
}