Files
gocryptotrader/exchanges/bybit/bybit_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

2067 lines
59 KiB
Go

package bybit
import (
"context"
"fmt"
"sort"
"strconv"
"strings"
"sync"
"time"
"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 (by *Bybit) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
by.SetDefaults()
exchCfg := new(config.Exchange)
exchCfg.Name = by.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = by.BaseCurrencies
err := by.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if by.Features.Supports.RESTCapabilities.AutoPairUpdates {
err := by.UpdateTradablePairs(ctx, true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for Bybit
func (by *Bybit) SetDefaults() {
by.Name = "Bybit"
by.Enabled = true
by.Verbose = true
by.API.CredentialsValidator.RequiresKey = true
by.API.CredentialsValidator.RequiresSecret = true
requestFmt := &currency.PairFormat{Uppercase: true}
configFmt := &currency.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true}
err := by.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot, asset.CoinMarginedFutures, asset.USDTMarginedFutures, asset.Futures, asset.USDCMarginedFutures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = by.DisableAssetWebsocketSupport(asset.CoinMarginedFutures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = by.DisableAssetWebsocketSupport(asset.USDTMarginedFutures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = by.DisableAssetWebsocketSupport(asset.Futures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = by.DisableAssetWebsocketSupport(asset.USDCMarginedFutures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
by.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
KlineFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
DepositHistory: true,
WithdrawalHistory: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CryptoDepositFee: true,
ModifyOrder: true,
MultiChainDeposits: true,
MultiChainWithdrawals: true,
},
WebsocketCapabilities: protocol.Features{
TradeFetching: true,
TickerFetching: true,
KlineFetching: true,
OrderbookFetching: true,
AuthenticatedEndpoints: true,
AccountInfo: true,
GetOrders: true,
Subscribe: true,
Unsubscribe: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto |
exchange.AutoWithdrawFiat,
Kline: kline.ExchangeCapabilitiesSupported{
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: kline.DeployExchangeIntervals(
kline.IntervalCapacity{Interval: kline.OneMin},
kline.IntervalCapacity{Interval: kline.ThreeMin},
kline.IntervalCapacity{Interval: kline.FiveMin},
kline.IntervalCapacity{Interval: kline.FifteenMin},
kline.IntervalCapacity{Interval: kline.ThirtyMin},
kline.IntervalCapacity{Interval: kline.OneHour},
kline.IntervalCapacity{Interval: kline.TwoHour},
kline.IntervalCapacity{Interval: kline.FourHour},
kline.IntervalCapacity{Interval: kline.SixHour},
kline.IntervalCapacity{Interval: kline.TwelveHour},
kline.IntervalCapacity{Interval: kline.OneDay},
kline.IntervalCapacity{Interval: kline.OneWeek},
kline.IntervalCapacity{Interval: kline.OneMonth},
),
GlobalResultLimit: 200,
},
},
}
by.Requester, err = request.New(by.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
by.API.Endpoints = by.NewEndpoints()
err = by.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: bybitAPIURL,
exchange.RestCoinMargined: bybitAPIURL,
exchange.RestUSDTMargined: bybitAPIURL,
exchange.RestFutures: bybitAPIURL,
exchange.RestUSDCMargined: bybitAPIURL,
exchange.WebsocketSpot: bybitWSBaseURL + wsSpotPublicTopicV2,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
by.Websocket = stream.New()
by.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
by.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
by.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in the supplied exchange configuration details and sets params
func (by *Bybit) Setup(exch *config.Exchange) error {
err := exch.Validate()
if err != nil {
return err
}
if !exch.Enabled {
by.SetEnabled(false)
return nil
}
err = by.SetupDefaults(exch)
if err != nil {
return err
}
wsRunningEndpoint, err := by.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = by.Websocket.Setup(
&stream.WebsocketSetup{
ExchangeConfig: exch,
DefaultURL: bybitWSBaseURL + wsSpotPublicTopicV2,
RunningURL: wsRunningEndpoint,
RunningURLAuth: bybitWSBaseURL + wsSpotPrivate,
Connector: by.WsConnect,
Subscriber: by.Subscribe,
Unsubscriber: by.Unsubscribe,
GenerateSubscriptions: by.GenerateDefaultSubscriptions,
ConnectionMonitorDelay: exch.ConnectionMonitorDelay,
Features: &by.Features.Supports.WebsocketCapabilities,
OrderbookBufferConfig: buffer.Config{
SortBuffer: true,
SortBufferByUpdateIDs: true,
},
TradeFeed: by.Features.Enabled.TradeFeed,
})
if err != nil {
return err
}
err = by.Websocket.SetupNewConnection(stream.ConnectionSetup{
URL: by.Websocket.GetWebsocketURL(),
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
if err != nil {
return err
}
return by.Websocket.SetupNewConnection(stream.ConnectionSetup{
URL: bybitWSBaseURL + wsSpotPrivate,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
Authenticated: true,
})
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (by *Bybit) AuthenticateWebsocket(ctx context.Context) error {
return by.WsAuth(ctx)
}
// Start starts the Bybit go routine
func (by *Bybit) Start(ctx context.Context, wg *sync.WaitGroup) error {
if wg == nil {
return fmt.Errorf("%T %w", wg, common.ErrNilPointer)
}
wg.Add(1)
go func() {
by.Run(ctx)
wg.Done()
}()
return nil
}
// Run implements the Bybit wrapper
func (by *Bybit) Run(ctx context.Context) {
if by.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s.",
by.Name,
common.IsEnabled(by.Websocket.IsEnabled()))
by.PrintEnabledPairs()
}
if !by.GetEnabledFeatures().AutoPairUpdates {
return
}
err := by.UpdateTradablePairs(ctx, false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
by.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (by *Bybit) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
if !by.SupportsAsset(a) {
return nil, fmt.Errorf("asset type of %s is not supported by %s", a, by.Name)
}
var pair currency.Pair
switch a {
case asset.Spot:
allPairs, err := by.GetAllSpotPairs(ctx)
if err != nil {
return nil, err
}
pairs := make([]currency.Pair, len(allPairs))
for x := range allPairs {
pair, err = currency.NewPairFromStrings(allPairs[x].BaseCurrency,
allPairs[x].QuoteCurrency)
if err != nil {
return nil, err
}
pairs[x] = pair
}
return pairs, nil
case asset.CoinMarginedFutures:
allPairs, err := by.GetSymbolsInfo(ctx)
if err != nil {
return nil, err
}
pairs := make([]currency.Pair, 0, len(allPairs))
for x := range allPairs {
if allPairs[x].Status != "Trading" || allPairs[x].QuoteCurrency != "USD" {
continue
}
contractSplit := strings.Split(allPairs[x].Name, allPairs[x].BaseCurrency)
if len(contractSplit) != 2 {
log.Warnf(log.ExchangeSys, "%s base currency %s cannot split contract name %s cannot add to tradable pairs",
by.Name,
allPairs[x].BaseCurrency,
allPairs[x].Name)
continue
}
pair, err = currency.NewPairFromStrings(allPairs[x].BaseCurrency,
contractSplit[1])
if err != nil {
return nil, err
}
pairs = append(pairs, pair)
}
return pairs, nil
case asset.USDTMarginedFutures:
allPairs, err := by.GetSymbolsInfo(ctx)
if err != nil {
return nil, err
}
pairs := make([]currency.Pair, 0, len(allPairs))
for x := range allPairs {
if allPairs[x].Status != "Trading" || allPairs[x].QuoteCurrency != "USDT" {
continue
}
pair, err = currency.NewPairFromStrings(allPairs[x].BaseCurrency,
allPairs[x].QuoteCurrency)
if err != nil {
return nil, err
}
pairs = append(pairs, pair)
}
return pairs, nil
case asset.Futures:
allPairs, err := by.GetSymbolsInfo(ctx)
if err != nil {
return nil, err
}
pairs := make([]currency.Pair, 0, len(allPairs))
for x := range allPairs {
if allPairs[x].Status != "Trading" {
continue
}
symbol := allPairs[x].BaseCurrency + allPairs[x].QuoteCurrency
filter := strings.Split(allPairs[x].Name, symbol)
if len(filter) != 2 || filter[1] == "" {
continue
}
pair, err = currency.NewPairFromStrings(symbol, filter[1])
if err != nil {
return nil, err
}
pairs = append(pairs, pair)
}
return pairs, nil
case asset.USDCMarginedFutures:
allPairs, err := by.GetUSDCContracts(ctx, currency.EMPTYPAIR, "", 0)
if err != nil {
return nil, err
}
pairs := make([]currency.Pair, len(allPairs))
for x := range allPairs {
pair, err = currency.NewPairFromStrings(allPairs[x].BaseCoin, "PERP")
if err != nil {
return nil, err
}
pairs[x] = pair
}
return pairs, nil
}
return nil, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (by *Bybit) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
assetTypes := by.GetAssetTypes(false)
for i := range assetTypes {
pairs, err := by.FetchTradablePairs(ctx, assetTypes[i])
if err != nil {
return err
}
err = by.UpdatePairs(pairs, assetTypes[i], false, forceUpdate)
if err != nil {
return err
}
}
return nil
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (by *Bybit) UpdateTickers(ctx context.Context, assetType asset.Item) error {
allPairs, err := by.GetEnabledPairs(assetType)
if err != nil {
return err
}
switch assetType {
case asset.Spot:
tick, err := by.Get24HrsChange(ctx, "")
if err != nil {
return err
}
for p := range allPairs {
formattedPair, err := by.FormatExchangeCurrency(allPairs[p], assetType)
if err != nil {
return err
}
for y := range tick {
if tick[y].Symbol != formattedPair.String() {
continue
}
cp, err := by.extractCurrencyPair(tick[y].Symbol, assetType)
if err != nil {
return err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick[y].LastPrice,
High: tick[y].HighPrice,
Low: tick[y].LowPrice,
Bid: tick[y].BestBidPrice,
Ask: tick[y].BestAskPrice,
Volume: tick[y].Volume,
QuoteVolume: tick[y].QuoteVolume,
Open: tick[y].OpenPrice,
Pair: cp,
LastUpdated: tick[y].Time,
ExchangeName: by.Name,
AssetType: assetType})
if err != nil {
return err
}
}
}
case asset.CoinMarginedFutures, asset.USDTMarginedFutures, asset.Futures:
tick, err := by.GetFuturesSymbolPriceTicker(ctx, currency.Pair{})
if err != nil {
return err
}
for p := range allPairs {
formattedPair, err := by.FormatExchangeCurrency(allPairs[p], assetType)
if err != nil {
return err
}
for y := range tick {
if tick[y].Symbol != formattedPair.String() {
continue
}
cp, err := by.extractCurrencyPair(tick[y].Symbol, assetType)
if err != nil {
return err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick[y].LastPrice,
High: tick[y].HighPrice24h,
Low: tick[y].LowPrice24h,
Bid: tick[y].BidPrice,
Ask: tick[y].AskPrice,
Volume: tick[y].Volume24h,
Open: tick[y].OpenValue.Float64(),
Pair: cp,
ExchangeName: by.Name,
AssetType: assetType})
if err != nil {
return err
}
}
}
case asset.USDCMarginedFutures:
for p := range allPairs {
formattedPair, err := by.FormatExchangeCurrency(allPairs[p], assetType)
if err != nil {
return err
}
tick, err := by.GetUSDCSymbols(ctx, formattedPair)
if err != nil {
return err
}
cp, err := by.extractCurrencyPair(tick.Symbol, assetType)
if err != nil {
return err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick.LastPrice,
High: tick.High24h,
Low: tick.Low24h,
Bid: tick.Bid,
Ask: tick.Ask,
Volume: tick.Volume24h,
Pair: cp,
ExchangeName: by.Name,
AssetType: assetType})
if err != nil {
return err
}
}
default:
return fmt.Errorf("%s %w", assetType, asset.ErrNotSupported)
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (by *Bybit) UpdateTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
formattedPair, err := by.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
switch assetType {
case asset.Spot:
tick, err := by.Get24HrsChange(ctx, formattedPair.String())
if err != nil {
return nil, err
}
for y := range tick {
cp, err := by.extractCurrencyPair(tick[y].Symbol, assetType)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick[y].LastPrice,
High: tick[y].HighPrice,
Low: tick[y].LowPrice,
Bid: tick[y].BestBidPrice,
Ask: tick[y].BestAskPrice,
Volume: tick[y].Volume,
QuoteVolume: tick[y].QuoteVolume,
Open: tick[y].OpenPrice,
Pair: cp,
LastUpdated: tick[y].Time,
ExchangeName: by.Name,
AssetType: assetType})
if err != nil {
return nil, err
}
}
case asset.CoinMarginedFutures, asset.USDTMarginedFutures, asset.Futures:
tick, err := by.GetFuturesSymbolPriceTicker(ctx, formattedPair)
if err != nil {
return nil, err
}
for y := range tick {
cp, err := by.extractCurrencyPair(tick[y].Symbol, assetType)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick[y].LastPrice,
High: tick[y].HighPrice24h,
Low: tick[y].LowPrice24h,
Bid: tick[y].BidPrice,
Ask: tick[y].AskPrice,
Volume: tick[y].Volume24h,
Open: tick[y].OpenValue.Float64(),
Pair: cp,
ExchangeName: by.Name,
AssetType: assetType})
if err != nil {
return nil, err
}
}
case asset.USDCMarginedFutures:
tick, err := by.GetUSDCSymbols(ctx, formattedPair)
if err != nil {
return nil, err
}
cp, err := by.extractCurrencyPair(tick.Symbol, assetType)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick.LastPrice,
High: tick.High24h,
Low: tick.Low24h,
Bid: tick.Bid,
Ask: tick.Ask,
Volume: tick.Volume24h,
Pair: cp,
ExchangeName: by.Name,
AssetType: assetType})
if err != nil {
return nil, err
}
default:
return nil, fmt.Errorf("%s %w", assetType, asset.ErrNotSupported)
}
return ticker.GetTicker(by.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (by *Bybit) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
fPair, err := by.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
tickerNew, err := ticker.GetTicker(by.Name, fPair, assetType)
if err != nil {
return by.UpdateTicker(ctx, p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (by *Bybit) FetchOrderbook(ctx context.Context, currency currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(by.Name, currency, assetType)
if err != nil {
return by.UpdateOrderbook(ctx, currency, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (by *Bybit) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
var orderbookNew *Orderbook
var err error
formattedPair, err := by.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
switch assetType {
case asset.Spot:
orderbookNew, err = by.GetOrderBook(ctx, formattedPair.String(), 0)
case asset.CoinMarginedFutures, asset.USDTMarginedFutures, asset.Futures:
orderbookNew, err = by.GetFuturesOrderbook(ctx, formattedPair)
case asset.USDCMarginedFutures:
orderbookNew, err = by.GetUSDCFuturesOrderbook(ctx, formattedPair)
default:
return nil, fmt.Errorf("%s %w", assetType, asset.ErrNotSupported)
}
if err != nil {
return nil, err
}
book := &orderbook.Base{
Exchange: by.Name,
Pair: formattedPair,
Asset: assetType,
VerifyOrderbook: by.CanVerifyOrderbook,
Bids: make([]orderbook.Item, len(orderbookNew.Bids)),
Asks: make([]orderbook.Item, len(orderbookNew.Asks)),
}
for x := range orderbookNew.Bids {
book.Bids[x] = orderbook.Item{
Amount: orderbookNew.Bids[x].Amount,
Price: orderbookNew.Bids[x].Price,
}
}
for x := range orderbookNew.Asks {
book.Asks[x] = orderbook.Item{
Amount: orderbookNew.Asks[x].Amount,
Price: orderbookNew.Asks[x].Price,
}
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(by.Name, formattedPair, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies
func (by *Bybit) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var info account.Holdings
var acc account.SubAccount
info.Exchange = by.Name
switch assetType {
case asset.Spot:
balances, err := by.GetWalletBalance(ctx)
if err != nil {
return info, err
}
currencyBalance := make([]account.Balance, len(balances))
for i := range balances {
currencyBalance[i] = account.Balance{
Currency: currency.NewCode(balances[i].CoinName),
Total: balances[i].Total,
Hold: balances[i].Locked,
Free: balances[i].Total - balances[i].Locked,
}
}
acc.Currencies = currencyBalance
case asset.CoinMarginedFutures, asset.USDTMarginedFutures, asset.Futures:
balances, err := by.GetFutureWalletBalance(ctx, "")
if err != nil {
return info, err
}
var i int
currencyBalance := make([]account.Balance, len(balances))
for coinName, data := range balances {
currencyBalance[i] = account.Balance{
Currency: currency.NewCode(coinName),
Total: data.WalletBalance,
Hold: data.WalletBalance - data.AvailableBalance,
Free: data.AvailableBalance,
}
i++
}
acc.Currencies = currencyBalance
case asset.USDCMarginedFutures:
balance, err := by.GetUSDCWalletBalance(ctx)
if err != nil {
return info, err
}
acc.Currencies = []account.Balance{
{
Currency: currency.USD,
Total: balance.WalletBalance,
Hold: balance.WalletBalance - balance.AvailableBalance,
Free: balance.AvailableBalance,
},
}
default:
return info, fmt.Errorf("%s %w", assetType, asset.ErrNotSupported)
}
acc.AssetType = assetType
info.Accounts = append(info.Accounts, acc)
creds, err := by.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
if err := account.Process(&info, creds); err != nil {
return account.Holdings{}, err
}
return info, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (by *Bybit) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
creds, err := by.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
acc, err := account.GetHoldings(by.Name, creds, assetType)
if err != nil {
return by.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (by *Bybit) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
return nil, common.ErrNotYetImplemented
}
// GetWithdrawalsHistory returns previous withdrawals data
func (by *Bybit) GetWithdrawalsHistory(ctx context.Context, c currency.Code, a asset.Item) ([]exchange.WithdrawalHistory, error) {
switch a {
case asset.CoinMarginedFutures:
w, err := by.GetWalletWithdrawalRecords(ctx, "", "", "", c, 0, 0)
if err != nil {
return nil, err
}
withdrawHistory := make([]exchange.WithdrawalHistory, len(w))
for i := range w {
withdrawHistory[i] = exchange.WithdrawalHistory{
Status: w[i].Status,
TransferID: strconv.FormatInt(w[i].ID, 10),
Currency: w[i].Coin,
Amount: w[i].Amount,
Fee: w[i].Fee,
CryptoToAddress: w[i].Address,
CryptoTxID: w[i].TxID,
Timestamp: w[i].UpdatedAt,
}
}
return withdrawHistory, nil
default:
return nil, fmt.Errorf("%s %w", a, asset.ErrNotSupported)
}
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (by *Bybit) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var resp []trade.Data
formattedPair, err := by.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
switch assetType {
case asset.Spot:
tradeData, err := by.GetTrades(ctx, formattedPair.String(), 0)
if err != nil {
return nil, err
}
for i := range tradeData {
resp = append(resp, trade.Data{
Exchange: by.Name,
CurrencyPair: p,
AssetType: assetType,
Price: tradeData[i].Price,
Amount: tradeData[i].Volume,
Timestamp: tradeData[i].Time,
})
}
case asset.CoinMarginedFutures, asset.Futures:
tradeData, err := by.GetPublicTrades(ctx, formattedPair, 0)
if err != nil {
return nil, err
}
for i := range tradeData {
resp = append(resp, trade.Data{
Exchange: by.Name,
CurrencyPair: p,
AssetType: assetType,
Price: tradeData[i].Price,
Amount: tradeData[i].Qty,
Timestamp: tradeData[i].Time,
})
}
case asset.USDTMarginedFutures:
tradeData, err := by.GetUSDTPublicTrades(ctx, formattedPair, 0)
if err != nil {
return nil, err
}
for i := range tradeData {
resp = append(resp, trade.Data{
Exchange: by.Name,
CurrencyPair: p,
AssetType: assetType,
Price: tradeData[i].Price,
Amount: tradeData[i].Qty,
Timestamp: tradeData[i].Time,
})
}
case asset.USDCMarginedFutures:
tradeData, err := by.GetUSDCLatestTrades(ctx, formattedPair, "PERPETUAL", 0)
if err != nil {
return nil, err
}
for i := range tradeData {
resp = append(resp, trade.Data{
Exchange: by.Name,
CurrencyPair: p,
AssetType: assetType,
Price: tradeData[i].OrderPrice,
Amount: tradeData[i].OrderQty,
Timestamp: tradeData[i].Timestamp.Time(),
})
}
default:
return nil, fmt.Errorf("%s %w", assetType, asset.ErrNotSupported)
}
if by.IsSaveTradeDataEnabled() {
err := trade.AddTradesToBuffer(by.Name, 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 (by *Bybit) GetHistoricTrades(ctx context.Context, p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (by *Bybit) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
err := s.Validate()
if err != nil {
return nil, err
}
formattedPair, err := by.FormatExchangeCurrency(s.Pair, s.AssetType)
if err != nil {
return nil, err
}
var sideType string
switch s.Side {
case order.Buy:
sideType = sideBuy
case order.Sell:
sideType = sideSell
default:
return nil, errInvalidSide
}
var orderID string
status := order.New
switch s.AssetType {
case asset.Spot:
timeInForce := BybitRequestParamsTimeGTC
var requestParamsOrderType string
switch s.Type {
case order.Market:
timeInForce = ""
requestParamsOrderType = BybitRequestParamsOrderMarket
case order.Limit:
requestParamsOrderType = BybitRequestParamsOrderLimit
default:
return nil, errUnsupportedOrderType
}
var orderRequest = PlaceOrderRequest{
Symbol: formattedPair.String(),
Side: sideType,
Price: s.Price,
Quantity: s.Amount,
TradeType: requestParamsOrderType,
TimeInForce: timeInForce,
OrderLinkID: s.ClientOrderID,
}
var response *PlaceOrderResponse
response, err = by.CreatePostOrder(ctx, &orderRequest)
if err != nil {
return nil, err
}
orderID = response.OrderID
if response.ExecutedQty == response.Quantity {
status = order.Filled
}
case asset.CoinMarginedFutures:
timeInForce := "GoodTillCancel"
var oType string
switch s.Type {
case order.Market:
timeInForce = ""
oType = "Market"
case order.Limit:
oType = "Limit"
default:
return nil, errUnsupportedOrderType
}
var o FuturesOrderDataResp
o, err = by.CreateCoinFuturesOrder(ctx, formattedPair, sideType, oType, timeInForce,
s.ClientOrderID, "", "",
s.Amount, s.Price, 0, 0, false, s.ReduceOnly)
if err != nil {
return nil, err
}
orderID = o.OrderID
case asset.USDTMarginedFutures:
timeInForce := "GoodTillCancel"
var oType string
switch s.Type {
case order.Market:
timeInForce = ""
oType = "Market"
case order.Limit:
oType = "Limit"
default:
return nil, errUnsupportedOrderType
}
var o FuturesOrderDataResp
o, err = by.CreateUSDTFuturesOrder(ctx, formattedPair, sideType, oType, timeInForce,
s.ClientOrderID, "", "",
s.Amount, s.Price, 0, 0, false, s.ReduceOnly)
if err != nil {
return nil, err
}
orderID = o.OrderID
case asset.Futures:
timeInForce := "GoodTillCancel"
var oType string
switch s.Type {
case order.Market:
timeInForce = ""
oType = "Market"
case order.Limit:
oType = "Limit"
default:
return nil, errUnsupportedOrderType
}
var o FuturesOrderDataResp
o, err = by.CreateFuturesOrder(ctx, 0, formattedPair, sideType, oType, timeInForce,
s.ClientOrderID, "", "",
s.Amount, s.Price, 0, 0, false, s.ReduceOnly)
if err != nil {
return nil, err
}
orderID = o.OrderID
case asset.USDCMarginedFutures:
timeInForce := "GoodTillCancel"
var oType string
switch s.Type {
case order.Market:
timeInForce = ""
oType = "Market"
case order.Limit:
oType = "Limit"
default:
return nil, errUnsupportedOrderType
}
var o USDCCreateOrderResp
o, err = by.PlaceUSDCOrder(ctx, formattedPair, oType, "Order", sideType, timeInForce,
s.ClientOrderID, s.Price, s.Amount, 0, 0, 0, 0, s.TriggerPrice, 0, s.ReduceOnly, false, false)
if err != nil {
return nil, err
}
orderID = o.ID
default:
return nil, fmt.Errorf("%s %w", s.AssetType, asset.ErrNotSupported)
}
resp, err := s.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 (by *Bybit) ModifyOrder(ctx context.Context, action *order.Modify) (*order.ModifyResponse, error) {
if err := action.Validate(); err != nil {
return nil, err
}
var (
orderID string
err error
)
switch action.AssetType {
case asset.CoinMarginedFutures:
orderID, err = by.ReplaceActiveCoinFuturesOrders(ctx, action.Pair, action.OrderID, action.ClientOrderID, "", "", int64(action.Amount), action.Price, 0, 0)
case asset.USDTMarginedFutures:
orderID, err = by.ReplaceActiveUSDTFuturesOrders(ctx, action.Pair, action.OrderID, action.ClientOrderID, "", "", int64(action.Amount), action.Price, 0, 0)
case asset.Futures:
orderID, err = by.ReplaceActiveFuturesOrders(ctx, action.Pair, action.OrderID, action.ClientOrderID, "", "", action.Amount, action.Price, 0, 0)
case asset.USDCMarginedFutures:
// TODO: take suggestion related to orderFilter. option accepted by bybit Order/StopOrder
orderID, err = by.ModifyUSDCOrder(ctx, action.Pair, "Order", action.OrderID, action.ClientOrderID, action.Price, action.Amount, 0, 0, 0, 0, 0)
default:
err = fmt.Errorf("%s %w", action.AssetType, asset.ErrNotSupported)
}
if err != nil {
return nil, err
}
resp, err := action.DeriveModifyResponse()
if err != nil {
return nil, err
}
resp.OrderID = orderID
return resp, nil
}
// CancelOrder cancels an order by its corresponding ID number
func (by *Bybit) CancelOrder(ctx context.Context, ord *order.Cancel) error {
if err := ord.Validate(ord.StandardCancel()); err != nil {
return err
}
var err error
switch ord.AssetType {
case asset.Spot:
_, err = by.CancelExistingOrder(ctx, ord.OrderID, ord.ClientOrderID)
case asset.CoinMarginedFutures:
_, err = by.CancelActiveCoinFuturesOrders(ctx, ord.Pair, ord.OrderID, ord.ClientOrderID)
case asset.USDTMarginedFutures:
_, err = by.CancelActiveUSDTFuturesOrders(ctx, ord.Pair, ord.OrderID, ord.ClientOrderID)
case asset.Futures:
_, err = by.CancelActiveFuturesOrders(ctx, ord.Pair, ord.OrderID, ord.ClientOrderID)
case asset.USDCMarginedFutures:
_, err = by.CancelUSDCOrder(ctx, ord.Pair, "Order", ord.OrderID, ord.ClientOrderID)
default:
return fmt.Errorf("%s %w", ord.AssetType, asset.ErrNotSupported)
}
return err
}
// CancelBatchOrders cancels orders by their corresponding ID numbers
func (by *Bybit) CancelBatchOrders(ctx context.Context, orders []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (by *Bybit) CancelAllOrders(ctx context.Context, orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
if err := orderCancellation.Validate(); err != nil {
return order.CancelAllResponse{}, err
}
status := "success"
var cancelAllOrdersResponse order.CancelAllResponse
cancelAllOrdersResponse.Status = make(map[string]string)
switch orderCancellation.AssetType {
case asset.Spot:
activeOrder, err := by.ListOpenOrders(ctx, orderCancellation.Pair.String(), "", 0)
if err != nil {
return cancelAllOrdersResponse, err
}
if len(activeOrder) == 0 { // avoid further call if no active order present
break
}
var orderType, side string
if orderCancellation.Type != order.UnknownType {
orderType = orderCancellation.Type.String()
}
if orderCancellation.Side != order.UnknownSide {
side = orderCancellation.Side.Title()
}
successful, err := by.BatchCancelOrder(ctx, orderCancellation.Pair.String(), side, orderType)
if !successful {
status = "failed"
}
if err != nil {
status = err.Error()
}
for i := range activeOrder {
cancelAllOrdersResponse.Status[activeOrder[i].OrderID] = status
}
case asset.CoinMarginedFutures:
resp, err := by.CancelAllActiveCoinFuturesOrders(ctx, orderCancellation.Pair)
if err != nil {
status = err.Error()
}
for i := range resp {
cancelAllOrdersResponse.Status[resp[i].OrderID] = status
}
case asset.USDTMarginedFutures:
resp, err := by.CancelAllActiveUSDTFuturesOrders(ctx, orderCancellation.Pair)
if err != nil {
status = err.Error()
}
for i := range resp {
cancelAllOrdersResponse.Status[resp[i]] = status
}
case asset.Futures:
resp, err := by.CancelAllActiveFuturesOrders(ctx, orderCancellation.Pair)
if err != nil {
status = err.Error()
}
for i := range resp {
cancelAllOrdersResponse.Status[resp[i].CancelOrderID] = status
}
case asset.USDCMarginedFutures:
activeOrder, err := by.GetActiveUSDCOrder(ctx, orderCancellation.Pair, "PERPETUAL", "", "", "", "", "", 0)
if err != nil {
return cancelAllOrdersResponse, err
}
if len(activeOrder) == 0 { // avoid further call if no active order present
break
}
err = by.CancelAllActiveUSDCOrder(ctx, orderCancellation.Pair, "Order")
if err != nil {
status = err.Error()
}
for i := range activeOrder {
cancelAllOrdersResponse.Status[activeOrder[i].ID] = status
}
default:
return cancelAllOrdersResponse, fmt.Errorf("%s %w", orderCancellation.AssetType, asset.ErrNotSupported)
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns order information based on order ID
func (by *Bybit) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
switch assetType {
case asset.Spot:
resp, err := by.QueryOrder(ctx, orderID, "")
if err != nil {
return order.Detail{}, err
}
return order.Detail{
Amount: resp.Quantity,
Exchange: by.Name,
OrderID: resp.OrderID,
ClientOrderID: resp.OrderLinkID,
Side: getSide(resp.Side),
Type: getTradeType(resp.TradeType),
Pair: pair,
Cost: resp.CummulativeQuoteQty,
AssetType: assetType,
Status: getOrderStatus(resp.Status),
Price: resp.Price,
ExecutedAmount: resp.ExecutedQty,
Date: resp.Time.Time(),
LastUpdated: resp.UpdateTime.Time(),
}, nil
case asset.CoinMarginedFutures:
resp, err := by.GetActiveRealtimeCoinOrders(ctx, pair, orderID, "")
if err != nil {
return order.Detail{}, err
}
if len(resp) != 1 {
return order.Detail{}, fmt.Errorf("%w, received %v orders", errExpectedOneOrder, len(resp))
}
return order.Detail{
Amount: resp[0].Qty,
Exchange: by.Name,
OrderID: resp[0].OrderID,
ClientOrderID: resp[0].OrderLinkID,
Side: getSide(resp[0].Side),
Type: getTradeType(resp[0].OrderType),
Pair: pair,
Cost: resp[0].CumulativeQty,
AssetType: assetType,
Status: getOrderStatus(resp[0].OrderStatus),
Price: resp[0].Price,
ExecutedAmount: resp[0].Qty - resp[0].LeavesQty,
Date: resp[0].CreatedAt,
LastUpdated: resp[0].UpdatedAt,
}, nil
case asset.USDTMarginedFutures:
resp, err := by.GetActiveUSDTRealtimeOrders(ctx, pair, orderID, "")
if err != nil {
return order.Detail{}, err
}
if len(resp) != 1 {
return order.Detail{}, fmt.Errorf("%w, received %v orders", errExpectedOneOrder, len(resp))
}
return order.Detail{
Amount: resp[0].Qty,
Exchange: by.Name,
OrderID: resp[0].OrderID,
ClientOrderID: resp[0].OrderLinkID,
Side: getSide(resp[0].Side),
Type: getTradeType(resp[0].OrderType),
Pair: pair,
Cost: resp[0].CumulativeQty,
AssetType: assetType,
Status: getOrderStatus(resp[0].OrderStatus),
Price: resp[0].Price,
ExecutedAmount: resp[0].Qty - resp[0].LeavesQty,
Date: resp[0].CreatedAt,
LastUpdated: resp[0].UpdatedAt,
}, nil
case asset.Futures:
resp, err := by.GetActiveRealtimeOrders(ctx, pair, orderID, "")
if err != nil {
return order.Detail{}, err
}
if len(resp) != 1 {
return order.Detail{}, fmt.Errorf("%w, received %v orders", errExpectedOneOrder, len(resp))
}
return order.Detail{
Amount: resp[0].Qty,
Exchange: by.Name,
OrderID: resp[0].OrderID,
ClientOrderID: resp[0].OrderLinkID,
Side: getSide(resp[0].Side),
Type: getTradeType(resp[0].OrderType),
Pair: pair,
Cost: resp[0].CumulativeQty,
AssetType: assetType,
Status: getOrderStatus(resp[0].OrderStatus),
Price: resp[0].Price,
ExecutedAmount: resp[0].Qty - resp[0].LeavesQty,
Date: resp[0].CreatedAt,
LastUpdated: resp[0].UpdatedAt,
}, nil
case asset.USDCMarginedFutures:
resp, err := by.GetActiveUSDCOrder(ctx, pair, "PERPETUAL", orderID, "", "", "", "", 0)
if err != nil {
return order.Detail{}, err
}
if len(resp) != 1 {
return order.Detail{}, fmt.Errorf("%w, received %v orders", errExpectedOneOrder, len(resp))
}
return order.Detail{
Amount: resp[0].Qty,
Exchange: by.Name,
OrderID: resp[0].ID,
ClientOrderID: resp[0].OrderLinkID,
Side: getSide(resp[0].Side),
Type: getTradeType(resp[0].OrderType),
Pair: pair,
Cost: resp[0].TotalOrderValue,
AssetType: assetType,
Status: getOrderStatus(resp[0].OrderStatus),
Price: resp[0].Price,
ExecutedAmount: resp[0].TotalFilledQty,
Date: resp[0].CreatedAt.Time(),
}, nil
default:
return order.Detail{}, fmt.Errorf("%s %w", assetType, asset.ErrNotSupported)
}
}
// GetDepositAddress returns a deposit address for a specified currency
func (by *Bybit) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, chain string) (*deposit.Address, error) {
dAddressInfo, err := by.GetDepositAddressForCurrency(ctx, cryptocurrency.String())
if err != nil {
return nil, err
}
for x := range dAddressInfo.Chains {
if dAddressInfo.Chains[x].Chain == chain || chain == "" {
return &deposit.Address{
Address: dAddressInfo.Chains[x].DepositAddress,
Tag: dAddressInfo.Chains[x].DepositTag,
Chain: dAddressInfo.Chains[x].Chain,
}, nil
}
}
return nil, fmt.Errorf("deposit address not found for currency: %s chain: %s", cryptocurrency, chain)
}
// GetAvailableTransferChains returns the available transfer blockchains for the specific
// cryptocurrency
func (by *Bybit) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
info, err := by.GetDepositAddressForCurrency(ctx, cryptocurrency.String())
if err != nil {
return nil, err
}
availableChains := make([]string, len(info.Chains))
for x := range info.Chains {
availableChains[x] = info.Chains[x].Chain
}
return availableChains, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (by *Bybit) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
amountStr := strconv.FormatFloat(withdrawRequest.Amount, 'f', -1, 64)
wID, err := by.WithdrawFund(ctx,
withdrawRequest.Currency.String(),
withdrawRequest.Crypto.Chain,
withdrawRequest.Crypto.Address,
withdrawRequest.Crypto.AddressTag,
amountStr)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: wID,
}, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
// submitted
func (by *Bybit) WithdrawFiatFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is
// submitted
func (by *Bybit) WithdrawFiatFundsToInternationalBank(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetActiveOrders retrieves any orders that are active/open
func (by *Bybit) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
if len(req.Pairs) == 0 && req.AssetType != asset.Spot {
return nil, fmt.Errorf("GetActiveOrders: zero pairs found")
}
if len(req.Pairs) == 0 {
// sending an empty currency pair retrieves data for all currencies
req.Pairs = append(req.Pairs, currency.Pair{})
}
var orders []order.Detail
switch req.AssetType {
case asset.Spot:
openOrders, err := by.ListOpenOrders(ctx, "", "", 0)
if err != nil {
return nil, err
}
for x := range openOrders {
for i := range req.Pairs {
if req.Pairs[i].String() == openOrders[x].SymbolName {
orders = append(orders, order.Detail{
Amount: openOrders[x].Quantity,
Date: openOrders[x].Time.Time(),
Exchange: by.Name,
OrderID: openOrders[x].OrderID,
ClientOrderID: openOrders[x].OrderLinkID,
Side: getSide(openOrders[x].Side),
Type: getTradeType(openOrders[x].TradeType),
Price: openOrders[x].Price,
Status: getOrderStatus(openOrders[x].Status),
Pair: req.Pairs[i],
AssetType: req.AssetType,
LastUpdated: openOrders[x].UpdateTime.Time(),
})
}
}
}
case asset.CoinMarginedFutures:
for i := range req.Pairs {
openOrders, err := by.GetActiveCoinFuturesOrders(ctx, req.Pairs[i], "", "", "", 0)
if err != nil {
return nil, err
}
for x := range openOrders {
orders = append(orders, order.Detail{
Price: openOrders[x].Price,
Amount: openOrders[x].Qty,
ExecutedAmount: openOrders[x].Qty - openOrders[x].LeavesQty,
RemainingAmount: openOrders[x].LeavesQty,
Fee: openOrders[x].CumulativeFee,
Exchange: by.Name,
OrderID: openOrders[x].OrderID,
ClientOrderID: openOrders[x].OrderLinkID,
Type: getTradeType(openOrders[x].OrderType),
Side: getSide(openOrders[x].Side),
Status: getOrderStatus(openOrders[x].OrderStatus),
Pair: req.Pairs[i],
AssetType: req.AssetType,
Date: openOrders[x].CreatedAt,
})
}
}
case asset.USDTMarginedFutures:
for i := range req.Pairs {
openOrders, err := by.GetActiveUSDTFuturesOrders(ctx, req.Pairs[i], "", "", "", "", 0, 0)
if err != nil {
return nil, err
}
for x := range openOrders {
orders = append(orders, order.Detail{
Price: openOrders[x].Price,
Amount: openOrders[x].Qty,
ExecutedAmount: openOrders[x].Qty - openOrders[x].LeavesQty,
RemainingAmount: openOrders[x].LeaveValue,
Fee: openOrders[x].CumulativeFee,
Exchange: by.Name,
OrderID: openOrders[x].OrderID,
ClientOrderID: openOrders[x].OrderLinkID,
Type: getTradeType(openOrders[x].OrderType),
Side: getSide(openOrders[x].Side),
Status: getOrderStatus(openOrders[x].OrderStatus),
Pair: req.Pairs[i],
AssetType: asset.USDTMarginedFutures,
Date: openOrders[x].CreatedAt,
})
}
}
case asset.Futures:
for i := range req.Pairs {
openOrders, err := by.GetActiveFuturesOrders(ctx, req.Pairs[i], "", "", "", 0)
if err != nil {
return nil, err
}
for x := range openOrders {
orders = append(orders, order.Detail{
Price: openOrders[x].Price,
Amount: openOrders[x].Qty,
ExecutedAmount: openOrders[x].Qty - openOrders[x].LeavesQty,
RemainingAmount: openOrders[x].LeavesQty,
Fee: openOrders[x].CumulativeFee,
Exchange: by.Name,
OrderID: openOrders[x].OrderID,
ClientOrderID: openOrders[x].OrderLinkID,
Type: getTradeType(openOrders[x].OrderType),
Side: getSide(openOrders[x].Side),
Status: getOrderStatus(openOrders[x].OrderStatus),
Pair: req.Pairs[i],
AssetType: req.AssetType,
Date: openOrders[x].CreatedAt,
})
}
}
case asset.USDCMarginedFutures:
openOrders, err := by.GetActiveUSDCOrder(ctx, currency.EMPTYPAIR, "PERPETUAL", "", "", "", "", "", 0)
if err != nil {
return nil, err
}
for x := range openOrders {
for i := range req.Pairs {
if req.Pairs[i].String() == openOrders[x].Symbol {
orders = append(orders, order.Detail{
Price: openOrders[x].Price,
Amount: openOrders[x].Qty,
ExecutedAmount: openOrders[x].TotalFilledQty,
RemainingAmount: openOrders[x].Qty - openOrders[x].TotalFilledQty,
Fee: openOrders[x].TotalFee,
Exchange: by.Name,
OrderID: openOrders[x].ID,
ClientOrderID: openOrders[x].OrderLinkID,
Type: getTradeType(openOrders[x].OrderType),
Side: getSide(openOrders[x].Side),
Status: getOrderStatus(openOrders[x].OrderStatus),
Pair: req.Pairs[i],
AssetType: req.AssetType,
Date: openOrders[x].CreatedAt.Time(),
})
}
}
}
default:
return orders, fmt.Errorf("%s %w", req.AssetType, asset.ErrNotSupported)
}
return req.Filter(by.Name, orders), nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (by *Bybit) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
var orders []order.Detail
switch req.AssetType {
case asset.Spot:
resp, err := by.GetPastOrders(ctx, "", req.OrderID, 0, req.StartTime, req.EndTime)
if err != nil {
return nil, err
}
for i := range resp {
// here, we are not using getSide because in sample response side's are in upper
var side order.Side
side, err = order.StringToOrderSide(resp[i].Side)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", by.Name, err)
}
var pair currency.Pair
pair, err = currency.NewPairFromString(resp[i].Symbol)
if err != nil {
return nil, err
}
detail := order.Detail{
Amount: resp[i].Quantity,
ExecutedAmount: resp[i].ExecutedQty,
RemainingAmount: resp[i].Quantity - resp[i].ExecutedQty,
Cost: resp[i].CummulativeQuoteQty,
Date: resp[i].Time.Time(),
LastUpdated: resp[i].UpdateTime.Time(),
Exchange: by.Name,
OrderID: resp[i].OrderID,
Side: side,
Type: getTradeType(resp[i].TradeType),
Price: resp[i].Price,
Pair: pair,
Status: getOrderStatus(resp[i].Status),
}
orders = append(orders, detail)
}
order.FilterOrdersByPairs(&orders, req.Pairs)
case asset.CoinMarginedFutures:
for i := range req.Pairs {
resp, err := by.GetClosedCoinTrades(ctx, req.Pairs[i], "", req.StartTime, req.EndTime, 0, 0)
if err != nil {
return nil, err
}
for i := range resp {
var pair currency.Pair
pair, err = currency.NewPairFromString(resp[i].Symbol)
if err != nil {
return nil, err
}
detail := order.Detail{
Amount: resp[i].Qty,
Date: resp[i].CreatedAt.Time(),
Exchange: by.Name,
OrderID: resp[i].OrderID,
Side: getSide(resp[i].OrderSide),
Type: getTradeType(resp[i].OrderType),
Price: resp[i].OrderPrice,
Pair: pair,
Leverage: resp[i].Leverage,
}
orders = append(orders, detail)
}
}
case asset.Futures:
for i := range req.Pairs {
resp, err := by.GetClosedTrades(ctx, req.Pairs[i], "", req.StartTime, req.EndTime, 0, 0)
if err != nil {
return nil, err
}
for i := range resp {
var pair currency.Pair
pair, err = currency.NewPairFromString(resp[i].Symbol)
if err != nil {
return nil, err
}
detail := order.Detail{
Amount: resp[i].Qty,
Date: resp[i].CreatedAt.Time(),
Exchange: by.Name,
OrderID: resp[i].OrderID,
Side: getSide(resp[i].OrderSide),
Type: getTradeType(resp[i].OrderType),
Price: resp[i].OrderPrice,
Pair: pair,
Leverage: resp[i].Leverage,
}
orders = append(orders, detail)
}
}
case asset.USDTMarginedFutures:
for i := range req.Pairs {
resp, err := by.GetClosedUSDTTrades(ctx, req.Pairs[i], "", req.StartTime, req.EndTime, 0, 0)
if err != nil {
return nil, err
}
for i := range resp {
var pair currency.Pair
pair, err = currency.NewPairFromString(resp[i].Symbol)
if err != nil {
return nil, err
}
detail := order.Detail{
Amount: resp[i].Qty,
Date: resp[i].CreatedAt.Time(),
Exchange: by.Name,
OrderID: resp[i].OrderID,
Side: getSide(resp[i].OrderSide),
Type: getTradeType(resp[i].OrderType),
Price: resp[i].OrderPrice,
Pair: pair,
Leverage: resp[i].Leverage,
}
orders = append(orders, detail)
}
}
case asset.USDCMarginedFutures:
resp, err := by.GetUSDCOrderHistory(ctx, currency.EMPTYPAIR, "PERPETUAL", req.OrderID, "", "", "", "", 0)
if err != nil {
return nil, err
}
for i := range resp {
var orderType order.Type
orderType, err = order.StringToOrderType(resp[i].OrderType)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", by.Name, err)
}
orderStatus, err := order.StringToOrderStatus(resp[i].OrderStatus)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", by.Name, err)
}
var pair currency.Pair
pair, err = currency.NewPairFromString(resp[i].Symbol)
if err != nil {
return nil, err
}
detail := order.Detail{
Amount: resp[i].Qty,
ExecutedAmount: resp[i].TotalFilledQty,
RemainingAmount: resp[i].LeavesQty,
Date: resp[i].CreatedAt.Time(),
LastUpdated: resp[i].UpdatedAt.Time(),
Exchange: by.Name,
OrderID: resp[i].ID,
Side: getSide(resp[i].Side),
Type: orderType,
Price: resp[i].Price,
Pair: pair,
Status: orderStatus,
}
orders = append(orders, detail)
}
order.FilterOrdersByPairs(&orders, req.Pairs)
default:
return orders, fmt.Errorf("%s %w", req.AssetType, asset.ErrNotSupported)
}
return req.Filter(by.Name, orders), nil
}
// GetFeeByType returns an estimate of fee based on the type of transaction
func (by *Bybit) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
return 0, common.ErrNotYetImplemented
}
// ValidateCredentials validates current credentials used for wrapper
func (by *Bybit) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
_, err := by.UpdateAccountInfo(ctx, assetType)
return by.CheckTransientError(err)
}
// FormatExchangeKlineInterval returns Interval to exchange formatted string
func (by *Bybit) FormatExchangeKlineInterval(ctx context.Context, interval kline.Interval) string {
switch interval {
case kline.OneMin:
return "1m"
case kline.ThreeMin:
return "3m"
case kline.FiveMin:
return "5m"
case kline.FifteenMin:
return "15m"
case kline.ThirtyMin:
return "30m"
case kline.OneHour:
return "1h"
case kline.TwoHour:
return "2h"
case kline.FourHour:
return "4h"
case kline.SixHour:
return "4h"
case kline.TwelveHour:
return "12h"
case kline.OneDay:
return "1d"
case kline.OneWeek:
return "1w"
case kline.OneMonth:
return "1M"
default:
return interval.Short()
}
}
// FormatExchangeKlineIntervalFutures returns Interval to exchange formatted string for future assets
func (by *Bybit) FormatExchangeKlineIntervalFutures(ctx context.Context, interval kline.Interval) string {
switch interval {
case kline.OneMin:
return "1"
case kline.ThreeMin:
return "3"
case kline.FiveMin:
return "5"
case kline.FifteenMin:
return "15"
case kline.ThirtyMin:
return "30"
case kline.OneHour:
return "60"
case kline.TwoHour:
return "120"
case kline.FourHour:
return "240"
case kline.SixHour:
return "360"
case kline.TwelveHour:
return "720"
case kline.OneDay:
return "D"
case kline.OneWeek:
return "W"
case kline.OneMonth:
return "M"
default:
return interval.Short()
}
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (by *Bybit) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := by.GetKlineRequest(pair, a, interval, start, end, false)
if err != nil {
return nil, err
}
var timeSeries []kline.Candle
switch req.Asset {
case asset.Spot:
var candles []KlineItem
candles, err = by.GetKlines(ctx,
req.RequestFormatted.String(),
by.FormatExchangeKlineInterval(ctx, req.ExchangeInterval),
req.RequestLimit,
req.Start,
req.End)
if err != nil {
return nil, err
}
timeSeries = make([]kline.Candle, len(candles))
for x := range candles {
timeSeries[x] = kline.Candle{
Time: candles[x].StartTime,
Open: candles[x].Open,
High: candles[x].High,
Low: candles[x].Low,
Close: candles[x].Close,
Volume: candles[x].Volume,
}
}
case asset.CoinMarginedFutures, asset.Futures:
var candles []FuturesCandleStickWithStringParam
candles, err = by.GetFuturesKlineData(ctx,
req.RequestFormatted,
by.FormatExchangeKlineIntervalFutures(ctx, req.ExchangeInterval),
req.RequestLimit,
req.Start)
if err != nil {
return nil, err
}
timeSeries = make([]kline.Candle, len(candles))
for x := range candles {
timeSeries[x] = kline.Candle{
Time: time.Unix(candles[x].OpenTime, 0),
Open: candles[x].Open,
High: candles[x].High,
Low: candles[x].Low,
Close: candles[x].Close,
Volume: candles[x].Volume,
}
}
case asset.USDTMarginedFutures:
var candles []FuturesCandleStick
candles, err = by.GetUSDTFuturesKlineData(ctx,
req.RequestFormatted,
by.FormatExchangeKlineIntervalFutures(ctx, req.ExchangeInterval),
req.RequestLimit,
req.Start)
if err != nil {
return nil, err
}
timeSeries = make([]kline.Candle, len(candles))
for x := range candles {
timeSeries[x] = kline.Candle{
Time: time.Unix(candles[x].OpenTime, 0),
Open: candles[x].Open,
High: candles[x].High,
Low: candles[x].Low,
Close: candles[x].Close,
Volume: candles[x].Volume,
}
}
case asset.USDCMarginedFutures:
var candles []USDCKline
candles, err = by.GetUSDCKlines(ctx,
req.RequestFormatted,
by.FormatExchangeKlineIntervalFutures(ctx, req.ExchangeInterval),
req.Start,
req.RequestLimit)
if err != nil {
return nil, err
}
timeSeries = make([]kline.Candle, len(candles))
for x := range candles {
timeSeries[x] = kline.Candle{
Time: candles[x].OpenTime.Time(),
Open: candles[x].Open,
High: candles[x].High,
Low: candles[x].Low,
Close: candles[x].Close,
Volume: candles[x].Volume,
}
}
default:
return nil, fmt.Errorf("%s %w", req.Asset, asset.ErrNotSupported)
}
return req.ProcessResponse(timeSeries)
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (by *Bybit) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := by.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 {
switch req.Asset {
case asset.Spot:
var candles []KlineItem
candles, err = by.GetKlines(ctx,
req.RequestFormatted.String(),
by.FormatExchangeKlineInterval(ctx, req.ExchangeInterval),
req.RequestLimit,
req.RangeHolder.Ranges[x].Start.Time,
req.RangeHolder.Ranges[x].End.Time)
if err != nil {
return nil, err
}
for i := range candles {
timeSeries = append(timeSeries, kline.Candle{
Time: candles[i].StartTime,
Open: candles[i].Open,
High: candles[i].High,
Low: candles[i].Low,
Close: candles[i].Close,
Volume: candles[i].Volume,
})
}
case asset.CoinMarginedFutures, asset.Futures:
var candles []FuturesCandleStickWithStringParam
candles, err = by.GetFuturesKlineData(ctx,
req.RequestFormatted,
by.FormatExchangeKlineIntervalFutures(ctx, req.ExchangeInterval),
req.RequestLimit,
req.RangeHolder.Ranges[x].Start.Time)
if err != nil {
return nil, err
}
for i := range candles {
timeSeries = append(timeSeries, kline.Candle{
Time: time.Unix(candles[i].OpenTime, 0),
Open: candles[i].Open,
High: candles[i].High,
Low: candles[i].Low,
Close: candles[i].Close,
Volume: candles[i].Volume,
})
}
case asset.USDTMarginedFutures:
var candles []FuturesCandleStick
candles, err = by.GetUSDTFuturesKlineData(ctx,
req.RequestFormatted,
by.FormatExchangeKlineIntervalFutures(ctx, req.ExchangeInterval),
req.RequestLimit,
req.RangeHolder.Ranges[x].Start.Time)
if err != nil {
return nil, err
}
for i := range candles {
timeSeries = append(timeSeries, kline.Candle{
Time: time.Unix(candles[i].OpenTime, 0),
Open: candles[i].Open,
High: candles[i].High,
Low: candles[i].Low,
Close: candles[i].Close,
Volume: candles[i].Volume,
})
}
case asset.USDCMarginedFutures:
var candles []USDCKline
candles, err = by.GetUSDCKlines(ctx,
req.RequestFormatted,
by.FormatExchangeKlineIntervalFutures(ctx, req.ExchangeInterval),
req.RangeHolder.Ranges[x].Start.Time,
req.RequestLimit)
if err != nil {
return nil, err
}
for x := range candles {
timeSeries = append(timeSeries, kline.Candle{
Time: candles[x].OpenTime.Time(),
Open: candles[x].Open,
High: candles[x].High,
Low: candles[x].Low,
Close: candles[x].Close,
Volume: candles[x].Volume,
})
}
default:
return nil, fmt.Errorf("%s %w", req.Asset, asset.ErrNotSupported)
}
}
return req.ProcessResponse(timeSeries)
}
// GetServerTime returns the current exchange server time.
func (by *Bybit) GetServerTime(ctx context.Context, a asset.Item) (time.Time, error) {
switch a {
case asset.Spot:
info, err := by.GetSpotServerTime(ctx)
if err != nil {
return time.Time{}, err
}
return info, nil
case asset.CoinMarginedFutures, asset.USDTMarginedFutures, asset.Futures, asset.USDCMarginedFutures:
info, err := by.GetFuturesServerTime(ctx)
if err != nil {
return time.Time{}, err
}
return info, nil
}
return time.Time{}, fmt.Errorf("%s %w", a, asset.ErrNotSupported)
}
func (by *Bybit) extractCurrencyPair(symbol string, item asset.Item) (currency.Pair, error) {
pairs, err := by.CurrencyPairs.GetPairs(item, true)
if err != nil {
return currency.Pair{}, err
}
return pairs.DeriveFrom(symbol)
}