mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-06-05 23:16:53 +00:00
* 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>
1147 lines
32 KiB
Go
1147 lines
32 KiB
Go
package btcmarkets
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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/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/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/stream/buffer"
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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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var errFailedToConvertToCandle = errors.New("cannot convert time series data to kline.Candle, insufficient data")
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// GetDefaultConfig returns a default exchange config
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func (b *BTCMarkets) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
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b.SetDefaults()
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exchCfg := new(config.Exchange)
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exchCfg.Name = b.Name
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exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
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exchCfg.BaseCurrencies = b.BaseCurrencies
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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 basic defaults
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func (b *BTCMarkets) SetDefaults() {
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b.Name = "BTC Markets"
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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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b.API.CredentialsValidator.RequiresBase64DecodeSecret = true
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requestFmt := ¤cy.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true}
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configFmt := ¤cy.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true}
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err := b.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
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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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TickerBatching: true,
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TickerFetching: 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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CancelOrder: true,
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SubmitOrder: true,
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UserTradeHistory: true,
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CryptoWithdrawal: true,
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FiatWithdraw: true,
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TradeFee: true,
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FiatWithdrawalFee: true,
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CryptoWithdrawalFee: true,
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ModifyOrder: true,
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},
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WebsocketCapabilities: protocol.Features{
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TickerFetching: true,
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TradeFetching: true,
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OrderbookFetching: true,
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AccountInfo: true,
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Subscribe: true,
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Unsubscribe: true,
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AuthenticatedEndpoints: true,
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GetOrders: true,
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GetOrder: true,
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},
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WithdrawPermissions: exchange.AutoWithdrawCrypto |
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exchange.AutoWithdrawFiat,
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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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},
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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.ThreeMin},
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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.TwoHour},
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kline.IntervalCapacity{Interval: kline.ThreeHour},
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kline.IntervalCapacity{Interval: kline.FourHour},
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kline.IntervalCapacity{Interval: kline.SixHour},
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kline.IntervalCapacity{Interval: kline.OneDay},
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kline.IntervalCapacity{Interval: kline.OneWeek},
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kline.IntervalCapacity{Interval: kline.OneMonth},
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),
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GlobalResultLimit: 1000,
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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: btcMarketsAPIURL,
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exchange.WebsocketSpot: btcMarketsWSURL,
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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 an exchange configuration and sets all parameters
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func (b *BTCMarkets) 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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wsURL, 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: btcMarketsWSURL,
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RunningURL: wsURL,
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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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ConnectionMonitorDelay: exch.ConnectionMonitorDelay,
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Features: &b.Features.Supports.WebsocketCapabilities,
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OrderbookBufferConfig: buffer.Config{
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SortBuffer: true,
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UpdateIDProgression: true,
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Checksum: checksum,
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},
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})
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if err != nil {
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return err
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}
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return b.Websocket.SetupNewConnection(stream.ConnectionSetup{
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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})
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}
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// Start starts the BTC Markets go routine
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func (b *BTCMarkets) 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 BTC Markets wrapper
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func (b *BTCMarkets) Run(ctx context.Context) {
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if b.Verbose {
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log.Debugf(log.ExchangeSys,
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"%s Websocket: %s (url: %s).\n",
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b.Name,
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common.IsEnabled(b.Websocket.IsEnabled()),
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btcMarketsWSURL)
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b.PrintEnabledPairs()
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}
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forceUpdate := false
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pairs, err := b.GetEnabledPairs(asset.Spot)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s Failed to update enabled currencies Err:%s\n",
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b.Name,
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err)
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return
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}
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format, err := b.GetPairFormat(asset.Spot, false)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s Failed to update enabled currencies.\n",
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b.Name)
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return
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}
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avail, err := b.GetAvailablePairs(asset.Spot)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s Failed to update enabled currencies.\n",
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b.Name)
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return
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}
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if !common.StringDataContains(pairs.Strings(), format.Delimiter) ||
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!common.StringDataContains(avail.Strings(), format.Delimiter) {
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forceUpdate = true
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}
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if forceUpdate {
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enabledPairs := currency.Pairs{currency.Pair{
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Base: currency.BTC.Lower(),
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Quote: currency.AUD.Lower(),
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Delimiter: format.Delimiter,
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},
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}
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log.Warnf(log.ExchangeSys, exchange.ResetConfigPairsWarningMessage, b.Name, asset.Spot, enabledPairs)
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err = b.UpdatePairs(enabledPairs, asset.Spot, true, true)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s Failed to update enabled currencies.\n",
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b.Name)
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}
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}
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err = b.UpdateOrderExecutionLimits(ctx, asset.Spot)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s Failed to update order execution limits. Error: %v\n",
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b.Name, err)
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}
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if !b.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
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return
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}
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err = b.UpdateTradablePairs(ctx, forceUpdate)
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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. Err: %s",
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b.Name,
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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 *BTCMarkets) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
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if a != asset.Spot {
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return nil, fmt.Errorf("asset type of %s is not supported by %s", a, b.Name)
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}
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markets, err := b.GetMarkets(ctx)
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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.Pair, len(markets))
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for x := range markets {
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var pair currency.Pair
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pair, err = currency.NewPairFromString(markets[x].MarketID)
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if err != nil {
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return nil, err
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}
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pairs[x] = 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 *BTCMarkets) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
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pairs, err := b.FetchTradablePairs(ctx, asset.Spot)
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if err != nil {
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return err
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}
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return b.UpdatePairs(pairs, asset.Spot, false, forceUpdate)
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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 *BTCMarkets) UpdateTickers(ctx context.Context, a asset.Item) error {
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allPairs, err := b.GetEnabledPairs(a)
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if err != nil {
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return err
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}
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tickers, err := b.GetTickers(ctx, allPairs)
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if err != nil {
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return err
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}
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if len(allPairs) != len(tickers) {
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return errors.New("enabled pairs differ from returned tickers")
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}
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for x := range tickers {
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var newP currency.Pair
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newP, err = currency.NewPairFromString(tickers[x].MarketID)
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if err != nil {
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return err
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Pair: newP,
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Last: tickers[x].LastPrice,
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High: tickers[x].High24h,
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Low: tickers[x].Low24h,
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Bid: tickers[x].BestBID,
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Ask: tickers[x].BestAsk,
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Volume: tickers[x].Volume,
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LastUpdated: time.Now(),
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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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return err
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}
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}
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return nil
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (b *BTCMarkets) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
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if err := b.UpdateTickers(ctx, a); 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 *BTCMarkets) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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fPair, err := b.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return nil, err
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}
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tickerNew, err := ticker.GetTicker(b.Name, fPair, 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 *BTCMarkets) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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fPair, err := b.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return nil, err
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}
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ob, err := orderbook.Get(b.Name, fPair, 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 *BTCMarkets) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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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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PriceDuplication: true,
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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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// Retrieve level one book which is the top 50 ask and bids, this is not
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// cached.
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tempResp, err := b.GetOrderbook(ctx, fpair.String(), 1)
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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, len(tempResp.Bids))
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for x := range tempResp.Bids {
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book.Bids[x] = orderbook.Item{
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Amount: tempResp.Bids[x].Volume,
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Price: tempResp.Bids[x].Price,
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}
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}
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book.Asks = make(orderbook.Items, len(tempResp.Asks))
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for y := range tempResp.Asks {
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book.Asks[y] = orderbook.Item{
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Amount: tempResp.Asks[y].Volume,
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Price: tempResp.Asks[y].Price,
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}
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}
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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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|
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// UpdateAccountInfo retrieves balances for all enabled currencies
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func (b *BTCMarkets) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
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var resp account.Holdings
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data, err := b.GetAccountBalance(ctx)
|
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if err != nil {
|
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return resp, err
|
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}
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var acc account.SubAccount
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acc.AssetType = assetType
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for x := range data {
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acc.Currencies = append(acc.Currencies, account.Balance{
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Currency: currency.NewCode(data[x].AssetName),
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Total: data[x].Balance,
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Hold: data[x].Locked,
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Free: data[x].Available,
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})
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}
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resp.Accounts = append(resp.Accounts, acc)
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resp.Exchange = b.Name
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|
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creds, err := b.GetCredentials(ctx)
|
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if err != nil {
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return account.Holdings{}, err
|
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}
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err = account.Process(&resp, creds)
|
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if err != nil {
|
|
return account.Holdings{}, err
|
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}
|
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|
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return resp, nil
|
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}
|
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|
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// FetchAccountInfo retrieves balances for all enabled currencies
|
|
func (b *BTCMarkets) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
|
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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 *BTCMarkets) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetWithdrawalsHistory returns previous withdrawals data
|
|
func (b *BTCMarkets) 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 *BTCMarkets) 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
|
|
}
|
|
|
|
var tradeData []Trade
|
|
tradeData, err = b.GetTrades(ctx, p.String(), 0, 0, 200)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
resp := make([]trade.Data, len(tradeData))
|
|
for i := range tradeData {
|
|
var side order.Side
|
|
if tradeData[i].Side != "" {
|
|
side, err = order.StringToOrderSide(tradeData[i].Side)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
}
|
|
resp[i] = trade.Data{
|
|
Exchange: b.Name,
|
|
TID: tradeData[i].TradeID,
|
|
CurrencyPair: p,
|
|
AssetType: assetType,
|
|
Side: side,
|
|
Price: tradeData[i].Price,
|
|
Amount: tradeData[i].Amount,
|
|
Timestamp: tradeData[i].Timestamp,
|
|
}
|
|
}
|
|
|
|
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 *BTCMarkets) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// SubmitOrder submits a new order
|
|
func (b *BTCMarkets) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
|
|
if err := s.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if s.Side == order.Sell {
|
|
s.Side = order.Ask
|
|
}
|
|
if s.Side == order.Buy {
|
|
s.Side = order.Bid
|
|
}
|
|
|
|
fpair, err := b.FormatExchangeCurrency(s.Pair, asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
fOrderType, err := b.formatOrderType(s.Type)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
fOrderSide, err := b.formatOrderSide(s.Side)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
tempResp, err := b.NewOrder(ctx,
|
|
s.Price,
|
|
s.Amount,
|
|
s.TriggerPrice,
|
|
s.QuoteAmount,
|
|
fpair.String(),
|
|
fOrderType,
|
|
fOrderSide,
|
|
b.getTimeInForce(s),
|
|
"",
|
|
s.ClientID,
|
|
s.PostOnly)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return s.DeriveSubmitResponse(tempResp.OrderID)
|
|
}
|
|
|
|
// ModifyOrder will allow of changing orderbook placement and limit to
|
|
// market conversion
|
|
func (b *BTCMarkets) ModifyOrder(ctx context.Context, action *order.Modify) (*order.ModifyResponse, error) {
|
|
if err := action.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
resp, err := b.ReplaceOrder(ctx, action.OrderID, action.ClientOrderID, action.Price, action.Amount)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
mod, err := action.DeriveModifyResponse()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
mod.Pair, err = currency.NewPairFromString(resp.MarketID)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
mod.Side, err = order.StringToOrderSide(resp.Side)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
mod.Type, err = order.StringToOrderType(resp.Type)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
mod.Status, err = order.StringToOrderStatus(resp.Status)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
mod.OrderID = resp.OrderID
|
|
mod.LastUpdated = resp.CreationTime
|
|
mod.Price = resp.Price
|
|
mod.Amount = resp.Amount
|
|
mod.RemainingAmount = resp.OpenAmount
|
|
return mod, nil
|
|
}
|
|
|
|
// CancelOrder cancels an order by its corresponding ID number
|
|
func (b *BTCMarkets) CancelOrder(ctx context.Context, o *order.Cancel) error {
|
|
err := o.Validate(o.StandardCancel())
|
|
if err != nil {
|
|
return err
|
|
}
|
|
_, err = b.RemoveOrder(ctx, o.OrderID)
|
|
return err
|
|
}
|
|
|
|
// CancelBatchOrders cancels an orders by their corresponding ID numbers
|
|
func (b *BTCMarkets) 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 *BTCMarkets) CancelAllOrders(ctx context.Context, _ *order.Cancel) (order.CancelAllResponse, error) {
|
|
var resp order.CancelAllResponse
|
|
orders, err := b.GetOrders(ctx, "", -1, -1, -1, true)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
orderIDs := make([]string, len(orders))
|
|
for x := range orders {
|
|
orderIDs[x] = orders[x].OrderID
|
|
}
|
|
splitOrders := common.SplitStringSliceByLimit(orderIDs, 20)
|
|
tempMap := make(map[string]string)
|
|
for z := range splitOrders {
|
|
tempResp, err := b.CancelBatch(ctx, splitOrders[z])
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for y := range tempResp.CancelOrders {
|
|
tempMap[tempResp.CancelOrders[y].OrderID] = "Success"
|
|
}
|
|
for z := range tempResp.UnprocessedRequests {
|
|
tempMap[tempResp.UnprocessedRequests[z].RequestID] = "Cancellation Failed"
|
|
}
|
|
}
|
|
resp.Status = tempMap
|
|
return resp, nil
|
|
}
|
|
|
|
// GetOrderInfo returns order information based on order ID
|
|
func (b *BTCMarkets) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
|
|
var resp order.Detail
|
|
o, err := b.FetchOrder(ctx, orderID)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
p, err := currency.NewPairFromString(o.MarketID)
|
|
if err != nil {
|
|
return order.Detail{}, err
|
|
}
|
|
|
|
resp.Exchange = b.Name
|
|
resp.OrderID = orderID
|
|
resp.Pair = p
|
|
resp.Price = o.Price
|
|
resp.Date = o.CreationTime
|
|
resp.ExecutedAmount = o.Amount - o.OpenAmount
|
|
resp.Side = order.Bid
|
|
if o.Side == ask {
|
|
resp.Side = order.Ask
|
|
}
|
|
switch o.Type {
|
|
case limit:
|
|
resp.Type = order.Limit
|
|
case market:
|
|
resp.Type = order.Market
|
|
case stopLimit:
|
|
resp.Type = order.Stop
|
|
case stop:
|
|
resp.Type = order.Stop
|
|
case takeProfit:
|
|
resp.Type = order.ImmediateOrCancel
|
|
default:
|
|
resp.Type = order.UnknownType
|
|
}
|
|
resp.RemainingAmount = o.OpenAmount
|
|
switch o.Status {
|
|
case orderAccepted:
|
|
resp.Status = order.Active
|
|
case orderPlaced:
|
|
resp.Status = order.Active
|
|
case orderPartiallyMatched:
|
|
resp.Status = order.PartiallyFilled
|
|
case orderFullyMatched:
|
|
resp.Status = order.Filled
|
|
case orderCancelled:
|
|
resp.Status = order.Cancelled
|
|
case orderPartiallyCancelled:
|
|
resp.Status = order.PartiallyCancelled
|
|
case orderFailed:
|
|
resp.Status = order.Rejected
|
|
default:
|
|
resp.Status = order.UnknownStatus
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetDepositAddress returns a deposit address for a specified currency
|
|
func (b *BTCMarkets) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, accountID, _ string) (*deposit.Address, error) {
|
|
depositAddr, err := b.FetchDepositAddress(ctx, cryptocurrency, -1, -1, -1)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &deposit.Address{
|
|
Address: depositAddr.Address,
|
|
Tag: depositAddr.Tag,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is submitted
|
|
func (b *BTCMarkets) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
a, err := b.RequestWithdraw(ctx,
|
|
withdrawRequest.Currency.String(),
|
|
withdrawRequest.Amount,
|
|
withdrawRequest.Crypto.Address,
|
|
"",
|
|
"",
|
|
"",
|
|
"")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &withdraw.ExchangeResponse{
|
|
ID: a.ID,
|
|
Status: a.Status,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawFiatFunds returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (b *BTCMarkets) WithdrawFiatFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
if withdrawRequest.Currency != currency.AUD {
|
|
return nil, errors.New("only aud is supported for withdrawals")
|
|
}
|
|
a, err := b.RequestWithdraw(ctx,
|
|
withdrawRequest.Currency.String(),
|
|
withdrawRequest.Amount,
|
|
"",
|
|
withdrawRequest.Fiat.Bank.AccountName,
|
|
withdrawRequest.Fiat.Bank.AccountNumber,
|
|
withdrawRequest.Fiat.Bank.BSBNumber,
|
|
withdrawRequest.Fiat.Bank.BankName)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &withdraw.ExchangeResponse{
|
|
ID: a.ID,
|
|
Status: a.Status,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (b *BTCMarkets) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on type of transaction
|
|
func (b *BTCMarkets) 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 *BTCMarkets) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
|
|
err := req.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if len(req.Pairs) == 0 {
|
|
allPairs, err := b.GetEnabledPairs(asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
req.Pairs = append(req.Pairs, allPairs...)
|
|
}
|
|
|
|
var resp []order.Detail
|
|
for x := range req.Pairs {
|
|
fpair, err := b.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
tempData, err := b.GetOrders(ctx, fpair.String(), -1, -1, -1, true)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for y := range tempData {
|
|
var tempResp order.Detail
|
|
tempResp.Exchange = b.Name
|
|
tempResp.Pair = req.Pairs[x]
|
|
tempResp.OrderID = tempData[y].OrderID
|
|
tempResp.Side = order.Bid
|
|
if tempData[y].Side == ask {
|
|
tempResp.Side = order.Ask
|
|
}
|
|
tempResp.Date = tempData[y].CreationTime
|
|
|
|
switch tempData[y].Type {
|
|
case limit:
|
|
tempResp.Type = order.Limit
|
|
case market:
|
|
tempResp.Type = order.Market
|
|
default:
|
|
log.Errorf(log.ExchangeSys,
|
|
"%s unknown order type %s getting order",
|
|
b.Name,
|
|
tempData[y].Type)
|
|
tempResp.Type = order.UnknownType
|
|
}
|
|
switch tempData[y].Status {
|
|
case orderAccepted:
|
|
tempResp.Status = order.Active
|
|
case orderPlaced:
|
|
tempResp.Status = order.Active
|
|
case orderPartiallyMatched:
|
|
tempResp.Status = order.PartiallyFilled
|
|
default:
|
|
log.Errorf(log.ExchangeSys,
|
|
"%s unexpected status %s on order %v",
|
|
b.Name,
|
|
tempData[y].Status,
|
|
tempData[y].OrderID)
|
|
tempResp.Status = order.UnknownStatus
|
|
}
|
|
tempResp.Price = tempData[y].Price
|
|
tempResp.Amount = tempData[y].Amount
|
|
tempResp.ExecutedAmount = tempData[y].Amount - tempData[y].OpenAmount
|
|
tempResp.RemainingAmount = tempData[y].OpenAmount
|
|
resp = append(resp, tempResp)
|
|
}
|
|
}
|
|
return req.Filter(b.Name, resp), nil
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information
|
|
// Can Limit response to specific order status
|
|
func (b *BTCMarkets) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
|
|
err := req.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var resp []order.Detail
|
|
var tempResp order.Detail
|
|
var tempArray []string
|
|
if len(req.Pairs) == 0 {
|
|
orders, err := b.GetOrders(ctx, "", -1, -1, -1, false)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for x := range orders {
|
|
tempArray = append(tempArray, orders[x].OrderID)
|
|
}
|
|
}
|
|
for y := range req.Pairs {
|
|
fpair, err := b.FormatExchangeCurrency(req.Pairs[y], asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
orders, err := b.GetOrders(ctx, fpair.String(), -1, -1, -1, false)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for z := range orders {
|
|
tempArray = append(tempArray, orders[z].OrderID)
|
|
}
|
|
}
|
|
splitOrders := common.SplitStringSliceByLimit(tempArray, 50)
|
|
for x := range splitOrders {
|
|
tempData, err := b.GetBatchTrades(ctx, splitOrders[x])
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for c := range tempData.Orders {
|
|
switch tempData.Orders[c].Status {
|
|
case orderFailed:
|
|
tempResp.Status = order.Rejected
|
|
case orderPartiallyCancelled:
|
|
tempResp.Status = order.PartiallyCancelled
|
|
case orderCancelled:
|
|
tempResp.Status = order.Cancelled
|
|
case orderFullyMatched:
|
|
tempResp.Status = order.Filled
|
|
case orderPartiallyMatched:
|
|
continue
|
|
case orderPlaced:
|
|
continue
|
|
case orderAccepted:
|
|
continue
|
|
}
|
|
|
|
p, err := currency.NewPairFromString(tempData.Orders[c].MarketID)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
tempResp.Exchange = b.Name
|
|
tempResp.Pair = p
|
|
tempResp.Side = order.Bid
|
|
if tempData.Orders[c].Side == ask {
|
|
tempResp.Side = order.Ask
|
|
}
|
|
tempResp.OrderID = tempData.Orders[c].OrderID
|
|
tempResp.Date = tempData.Orders[c].CreationTime
|
|
tempResp.Price = tempData.Orders[c].Price
|
|
tempResp.Amount = tempData.Orders[c].Amount
|
|
tempResp.ExecutedAmount = tempData.Orders[c].Amount - tempData.Orders[c].OpenAmount
|
|
tempResp.RemainingAmount = tempData.Orders[c].OpenAmount
|
|
tempResp.InferCostsAndTimes()
|
|
resp = append(resp, tempResp)
|
|
}
|
|
}
|
|
return req.Filter(b.Name, resp), nil
|
|
}
|
|
|
|
// ValidateCredentials validates current credentials used for wrapper
|
|
// functionality
|
|
func (b *BTCMarkets) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
|
|
_, err := b.UpdateAccountInfo(ctx, assetType)
|
|
if err != nil {
|
|
if b.CheckTransientError(err) == nil {
|
|
return nil
|
|
}
|
|
// Check for specific auth errors; all other errors can be disregarded
|
|
// as this does not affect authenticated requests.
|
|
if strings.Contains(err.Error(), "InvalidAPIKey") ||
|
|
strings.Contains(err.Error(), "InvalidAuthTimestamp") ||
|
|
strings.Contains(err.Error(), "InvalidAuthSignature") ||
|
|
strings.Contains(err.Error(), "InsufficientAPIPermission") {
|
|
return err
|
|
}
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
// FormatExchangeKlineInterval returns Interval to exchange formatted string
|
|
func (b *BTCMarkets) FormatExchangeKlineInterval(in kline.Interval) string {
|
|
switch in {
|
|
case kline.OneMin:
|
|
return "1m"
|
|
case kline.FiveMin:
|
|
return "5m"
|
|
case kline.FifteenMin:
|
|
return "15m"
|
|
case kline.ThirtyMin:
|
|
return "30m"
|
|
case kline.OneHour:
|
|
return "1h"
|
|
case kline.SixHour:
|
|
return "6h"
|
|
case kline.OneDay:
|
|
return "1d"
|
|
case kline.OneWeek:
|
|
return "1w"
|
|
case kline.OneMonth:
|
|
return "1mo"
|
|
}
|
|
return in.Short()
|
|
}
|
|
|
|
// GetHistoricCandles returns candles between a time period for a set time interval
|
|
func (b *BTCMarkets) 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
|
|
}
|
|
|
|
candles, err := b.GetMarketCandles(ctx,
|
|
req.RequestFormatted.String(),
|
|
b.FormatExchangeKlineInterval(req.ExchangeInterval),
|
|
req.Start,
|
|
req.End,
|
|
-1,
|
|
-1,
|
|
-1)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
timeSeries := make([]kline.Candle, len(candles))
|
|
for x := range candles {
|
|
timeSeries[x], err = convertToKlineCandle(&candles[x])
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
}
|
|
return req.ProcessResponse(timeSeries)
|
|
}
|
|
|
|
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
|
|
func (b *BTCMarkets) 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
|
|
}
|
|
|
|
timeSeries := make([]kline.Candle, 0, req.Size())
|
|
for x := range req.RangeHolder.Ranges {
|
|
var candles CandleResponse
|
|
candles, err = b.GetMarketCandles(ctx,
|
|
req.RequestFormatted.String(),
|
|
b.FormatExchangeKlineInterval(req.ExchangeInterval),
|
|
req.RangeHolder.Ranges[x].Start.Time,
|
|
req.RangeHolder.Ranges[x].End.Time,
|
|
-1,
|
|
-1,
|
|
-1)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for i := range candles {
|
|
elem, err := convertToKlineCandle(&candles[i])
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
timeSeries = append(timeSeries, elem)
|
|
}
|
|
}
|
|
return req.ProcessResponse(timeSeries)
|
|
}
|
|
|
|
// GetServerTime returns the current exchange server time.
|
|
func (b *BTCMarkets) GetServerTime(ctx context.Context, _ asset.Item) (time.Time, error) {
|
|
return b.GetCurrentServerTime(ctx)
|
|
}
|
|
|
|
// UpdateOrderExecutionLimits sets exchange executions for a required asset type
|
|
func (b *BTCMarkets) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error {
|
|
if a != asset.Spot {
|
|
return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
|
|
}
|
|
|
|
markets, err := b.GetMarkets(ctx)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
limits := make([]order.MinMaxLevel, len(markets))
|
|
for x := range markets {
|
|
var pair currency.Pair
|
|
pair, err = currency.NewPairFromStrings(markets[x].BaseAsset, markets[x].QuoteAsset)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
limits[x] = order.MinMaxLevel{
|
|
Pair: pair,
|
|
Asset: asset.Spot,
|
|
MinAmount: markets[x].MinOrderAmount,
|
|
MaxAmount: markets[x].MaxOrderAmount,
|
|
AmountStepIncrementSize: math.Pow(10, -markets[x].AmountDecimals),
|
|
PriceStepIncrementSize: math.Pow(10, -markets[x].PriceDecimals),
|
|
}
|
|
}
|
|
return b.LoadLimits(limits)
|
|
}
|
|
|
|
func convertToKlineCandle(candle *[6]string) (kline.Candle, error) {
|
|
var elem kline.Candle
|
|
if candle == nil {
|
|
return elem, errFailedToConvertToCandle
|
|
}
|
|
var err error
|
|
elem.Time, err = time.Parse(time.RFC3339, candle[0])
|
|
if err != nil {
|
|
return elem, err
|
|
}
|
|
elem.Open, err = strconv.ParseFloat(candle[1], 64)
|
|
if err != nil {
|
|
return elem, err
|
|
}
|
|
elem.High, err = strconv.ParseFloat(candle[2], 64)
|
|
if err != nil {
|
|
return elem, err
|
|
}
|
|
elem.Low, err = strconv.ParseFloat(candle[3], 64)
|
|
if err != nil {
|
|
return elem, err
|
|
}
|
|
elem.Close, err = strconv.ParseFloat(candle[4], 64)
|
|
if err != nil {
|
|
return elem, err
|
|
}
|
|
elem.Volume, err = strconv.ParseFloat(candle[5], 64)
|
|
if err != nil {
|
|
return elem, err
|
|
}
|
|
return elem, nil
|
|
}
|