Files
gocryptotrader/exchanges/bitfinex/bitfinex_wrapper.go
Ryan O'Hara-Reid 42475bf2b8 exchanges: add setTimeWindow boolean to GetKlineRequest param (#1160)
* exchanges: add setTimeWindow boolean to GetKlineRequest params to differentiate between a set time period return from endpoint.

* glorious: nits

* exchange: conjugation

* Update exchanges/exchange.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits and an assortment of differences

* exchanges: remove some comments

* glorious: nits

* cleanup

* tests: fix

* Update exchanges/hitbtc/hitbtc_wrapper.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/kline/kline.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/kline/kline_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* kline: fix test

* rm unused variables

* almost: nits

* glorious: nits

* linter: fix

* rm unused variable

* Refactored comment in the okex tests to ensure that it accurately reflects the variable name and the issue related to the time window, as requested by GloriousCode. The previous comment did not align with the identifier assigned to the property, which could cause confusion and misunderstanding among other programmers or stakeholders. The updated comment will improve the clarity and readability of the codebase and make it easier to understand the intended purpose of the associated variables. The change was made with the aim of improving the overall quality and maintainability of the code.

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2023-04-27 10:10:19 +10:00

1215 lines
35 KiB
Go

package bitfinex
import (
"context"
"errors"
"fmt"
"sort"
"strconv"
"strings"
"sync"
"time"
"unicode"
"github.com/thrasher-corp/gocryptotrader/common"
"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/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 := new(config.Exchange)
exchCfg.Name = b.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = b.BaseCurrencies
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.WebsocketSubdChannels = make(map[int]WebsocketChanInfo)
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, Delimiter: ":"},
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)
}
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,
},
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,
},
},
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.New()
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,
ConnectionMonitorDelay: exch.ConnectionMonitorDelay,
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,
})
}
// Start starts the Bitfinex go routine
func (b *Bitfinex) Start(ctx context.Context, wg *sync.WaitGroup) error {
if wg == nil {
return fmt.Errorf("%T %w", wg, common.ErrNilPointer)
}
wg.Add(1)
go func() {
b.Run(ctx)
wg.Done()
}()
return nil
}
// Run implements the Bitfinex wrapper
func (b *Bitfinex) Run(ctx context.Context) {
if b.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s.",
b.Name,
common.IsEnabled(b.Websocket.IsEnabled()))
b.PrintEnabledPairs()
}
if !b.GetEnabledFeatures().AutoPairUpdates {
return
}
err := b.UpdateTradablePairs(ctx, false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
b.Name,
err)
}
}
// 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.GetTickerBatch(ctx)
if err != nil {
return nil, err
}
pairs := make([]currency.Pair, 0, len(items))
var pair currency.Pair
switch a {
case asset.Spot:
for k := range items {
if !strings.HasPrefix(k, "t") {
continue
}
pair, err = currency.NewPairFromString(k[1:])
if err != nil {
return nil, err
}
pairs = append(pairs, pair)
}
case asset.Margin:
for k := range items {
if !strings.Contains(k, ":") {
continue
}
pair, err = currency.NewPairFromStrings(k[1:], "")
if err != nil {
return nil, err
}
pairs = append(pairs, pair)
}
case asset.MarginFunding:
for k := range items {
if !strings.HasPrefix(k, "f") {
continue
}
pair, err = currency.NewPairFromString(k[1:])
if err != nil {
return nil, err
}
pairs = append(pairs, pair)
}
default:
return nil, errors.New("asset type not supported by this endpoint")
}
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 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 {
enabledPairs, err := b.GetEnabledPairs(a)
if err != nil {
return err
}
tickerNew, err := b.GetTickerBatch(ctx)
if err != nil {
return err
}
for k, v := range tickerNew {
pair, err := currency.NewPairFromString(k[1:]) // Remove prefix
if err != nil {
return err
}
if !enabledPairs.Contains(pair, true) {
continue
}
err = ticker.ProcessTicker(&ticker.Price{
Last: v.Last,
High: v.High,
Low: v.Low,
Bid: v.Bid,
Ask: v.Ask,
Volume: v.Volume,
Pair: pair,
AssetType: a,
ExchangeName: b.Name})
if err != nil {
return err
}
}
return nil
}
// 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
}
b.appendOptionalDelimiter(&fPair)
tick, err := ticker.GetTicker(b.Name, fPair, asset.Spot)
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
}
b.appendOptionalDelimiter(&fPair)
ob, err := orderbook.Get(b.Name, fPair, assetType)
if err != nil {
return b.UpdateOrderbook(ctx, fPair, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bitfinex) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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("assetType not supported: %v", assetType)
}
b.appendOptionalDelimiter(&fPair)
var prefix = "t"
if assetType == asset.MarginFunding {
prefix = "f"
}
var orderbookNew Orderbook
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
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *Bitfinex) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (b *Bitfinex) GetWithdrawalsHistory(ctx context.Context, c currency.Code, a asset.Item) (resp []exchange.WithdrawalHistory, err error) {
return nil, common.ErrNotYetImplemented
}
// 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, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
if assetType == asset.MarginFunding {
return nil, fmt.Errorf("asset type '%v' not supported", assetType)
}
if err := common.StartEndTimeCheck(timestampStart, timestampEnd); err != nil {
return nil, fmt.Errorf("invalid time range supplied. Start: %v End %v %w", timestampStart, timestampEnd, err)
}
var err error
p, err = b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
var currString string
currString, err = b.fixCasing(p, assetType)
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: assetType,
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) {
err := o.Validate()
if 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() {
orderID, err = b.WsNewOrder(&WsNewOrderRequest{
CustomID: b.Websocket.AuthConn.GenerateMessageID(false),
Type: o.Type.String(),
Symbol: fpair.String(),
Amount: o.Amount,
Price: o.Price,
})
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 == order.Buy,
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 !b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
return nil, common.ErrNotYetImplemented
}
if err := action.Validate(); err != nil {
return nil, err
}
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 == order.Sell && action.Amount > 0 {
wsRequest.Amount *= -1
}
err = b.WsModifyOrder(&wsRequest)
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(ctx context.Context, o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// 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
}
// 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) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
// 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 == 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, errors.New("unsupported currency")
}
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 == 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.GetOrdersRequest) (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 side order.Side
side, err = order.StringToOrderSide(resp[i].Side)
if err != nil {
return nil, err
}
var timestamp float64
timestamp, err = strconv.ParseFloat(resp[i].Timestamp, 64)
if err != nil {
log.Warnf(log.ExchangeSys,
"Unable to convert timestamp '%s', leaving blank",
resp[i].Timestamp)
}
var pair currency.Pair
pair, err = currency.NewPairFromString(resp[i].Symbol)
if err != nil {
return nil, err
}
orderDetail := order.Detail{
Amount: resp[i].OriginalAmount,
Date: time.Unix(int64(timestamp), 0),
Exchange: b.Name,
OrderID: strconv.FormatInt(resp[i].ID, 10),
Side: side,
Price: resp[i].Price,
RemainingAmount: resp[i].RemainingAmount,
Pair: pair,
ExecutedAmount: resp[i].ExecutedAmount,
}
switch {
case resp[i].IsLive:
orderDetail.Status = order.Active
case resp[i].IsCancelled:
orderDetail.Status = order.Cancelled
case resp[i].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(resp[i].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)
}
}
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.GetOrdersRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
resp, err := b.GetInactiveOrders(ctx)
if err != nil {
return nil, err
}
orders := make([]order.Detail, len(resp))
for i := range resp {
var side order.Side
side, err = order.StringToOrderSide(resp[i].Side)
if err != nil {
return nil, err
}
var timestamp int64
timestamp, err = strconv.ParseInt(resp[i].Timestamp, 10, 64)
if err != nil {
log.Warnf(log.ExchangeSys, "Unable to convert timestamp '%v', leaving blank", resp[i].Timestamp)
}
orderDate := time.Unix(timestamp, 0)
var pair currency.Pair
pair, err = currency.NewPairFromString(resp[i].Symbol)
if err != nil {
return nil, err
}
orderDetail := order.Detail{
Amount: resp[i].OriginalAmount,
Date: orderDate,
Exchange: b.Name,
OrderID: strconv.FormatInt(resp[i].ID, 10),
Side: side,
Price: resp[i].Price,
AverageExecutedPrice: resp[i].AverageExecutionPrice,
RemainingAmount: resp[i].RemainingAmount,
ExecutedAmount: resp[i].ExecutedAmount,
Pair: pair,
}
orderDetail.InferCostsAndTimes()
switch {
case resp[i].IsLive:
orderDetail.Status = order.Active
case resp[i].IsCancelled:
orderDetail.Status = order.Cancelled
case resp[i].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(resp[i].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)
}
}
orders[i] = orderDetail
}
for i := range req.Pairs {
b.appendOptionalDelimiter(&req.Pairs[i])
}
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.Quote.String()) > 3 ||
len(p.Base.String()) > 3 {
p.Delimiter = ":"
}
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (b *Bitfinex) ValidateCredentials(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 {
switch in {
case kline.OneDay:
return "1D"
case kline.OneWeek:
return "7D"
case kline.OneWeek * 2:
return "14D"
default:
return in.Short()
}
}
// 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
}
candles, err := b.GetCandles(ctx,
cf,
b.FormatExchangeKlineInterval(req.ExchangeInterval),
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
}
timeSeries := make([]kline.Candle, 0, req.Size())
for x := range req.RangeHolder.Ranges {
var candles []Candle
candles, err = b.GetCandles(ctx,
cf,
b.FormatExchangeKlineInterval(req.ExchangeInterval),
req.RangeHolder.Ranges[x].Start.Ticks*1000,
req.RangeHolder.Ranges[x].End.Ticks*1000,
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'
}
fmt, 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 == currency.TNB {
if fmt.Quote.IsEmpty() {
return string(checkString[0]) + fmt.Base.Upper().String(), nil
}
return string(checkString[0]) + fmt.Upper().String(), nil
}
runes := []rune(fmt.Upper().String())
if fmt.Quote.IsEmpty() {
runes = []rune(fmt.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 == currency.USDT {
// USDT is UST on Bitfinex
cryptocurrency = currency.NewCode("UST")
}
availChains := acceptableMethods.lookup(cryptocurrency)
if len(availChains) == 0 {
return nil, fmt.Errorf("unable to find any available chains")
}
return availChains, nil
}