mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-16 23:16:48 +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>
2067 lines
59 KiB
Go
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 := ¤cy.PairFormat{Uppercase: true}
|
|
|
|
configFmt := ¤cy.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)
|
|
}
|