Files
gocryptotrader/exchanges/coinbasepro/coinbasepro_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

971 lines
28 KiB
Go

package coinbasepro
import (
"context"
"errors"
"fmt"
"sort"
"strconv"
"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 (c *CoinbasePro) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
c.SetDefaults()
exchCfg := new(config.Exchange)
exchCfg.Name = c.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = c.BaseCurrencies
err := c.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if c.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = c.UpdateTradablePairs(ctx, true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets default values for the exchange
func (c *CoinbasePro) SetDefaults() {
c.Name = "CoinbasePro"
c.Enabled = true
c.Verbose = true
c.API.CredentialsValidator.RequiresKey = true
c.API.CredentialsValidator.RequiresSecret = true
c.API.CredentialsValidator.RequiresClientID = true
c.API.CredentialsValidator.RequiresBase64DecodeSecret = true
requestFmt := &currency.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true}
configFmt := &currency.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true}
err := c.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
c.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
KlineFetching: true,
TradeFetching: 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,
FiatDeposit: true,
FiatWithdraw: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CandleHistory: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
OrderbookFetching: true,
Subscribe: true,
Unsubscribe: true,
AuthenticatedEndpoints: true,
MessageSequenceNumbers: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.AutoWithdrawFiatWithAPIPermission,
Kline: kline.ExchangeCapabilitiesSupported{
DateRanges: true,
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: kline.DeployExchangeIntervals(
kline.IntervalCapacity{Interval: kline.OneMin},
kline.IntervalCapacity{Interval: kline.FiveMin},
kline.IntervalCapacity{Interval: kline.FifteenMin},
kline.IntervalCapacity{Interval: kline.OneHour},
kline.IntervalCapacity{Interval: kline.SixHour},
kline.IntervalCapacity{Interval: kline.OneDay},
),
GlobalResultLimit: 300,
},
},
}
c.Requester, err = request.New(c.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
c.API.Endpoints = c.NewEndpoints()
err = c.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: coinbaseproAPIURL,
exchange.RestSandbox: coinbaseproSandboxAPIURL,
exchange.WebsocketSpot: coinbaseproWebsocketURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
c.Websocket = stream.New()
c.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
c.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
c.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup initialises the exchange parameters with the current configuration
func (c *CoinbasePro) Setup(exch *config.Exchange) error {
err := exch.Validate()
if err != nil {
return err
}
if !exch.Enabled {
c.SetEnabled(false)
return nil
}
err = c.SetupDefaults(exch)
if err != nil {
return err
}
wsRunningURL, err := c.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = c.Websocket.Setup(&stream.WebsocketSetup{
ExchangeConfig: exch,
DefaultURL: coinbaseproWebsocketURL,
RunningURL: wsRunningURL,
Connector: c.WsConnect,
Subscriber: c.Subscribe,
Unsubscriber: c.Unsubscribe,
GenerateSubscriptions: c.GenerateDefaultSubscriptions,
ConnectionMonitorDelay: exch.ConnectionMonitorDelay,
Features: &c.Features.Supports.WebsocketCapabilities,
OrderbookBufferConfig: buffer.Config{
SortBuffer: true,
},
})
if err != nil {
return err
}
return c.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
}
// Start starts the coinbasepro go routine
func (c *CoinbasePro) Start(ctx context.Context, wg *sync.WaitGroup) error {
if wg == nil {
return fmt.Errorf("%T %w", wg, common.ErrNilPointer)
}
wg.Add(1)
go func() {
c.Run(ctx)
wg.Done()
}()
return nil
}
// Run implements the coinbasepro wrapper
func (c *CoinbasePro) Run(ctx context.Context) {
if c.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s. (url: %s).\n",
c.Name,
common.IsEnabled(c.Websocket.IsEnabled()),
coinbaseproWebsocketURL)
c.PrintEnabledPairs()
}
forceUpdate := false
if !c.BypassConfigFormatUpgrades {
format, err := c.GetPairFormat(asset.Spot, false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
c.Name,
err)
return
}
enabled, err := c.CurrencyPairs.GetPairs(asset.Spot, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
c.Name,
err)
return
}
avail, err := c.CurrencyPairs.GetPairs(asset.Spot, false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
c.Name,
err)
return
}
if !common.StringDataContains(enabled.Strings(), format.Delimiter) ||
!common.StringDataContains(avail.Strings(), format.Delimiter) {
var p currency.Pairs
p, err = currency.NewPairsFromStrings([]string{currency.BTC.String() +
format.Delimiter +
currency.USD.String()})
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
c.Name,
err)
} else {
forceUpdate = true
log.Warnf(log.ExchangeSys, exchange.ResetConfigPairsWarningMessage, c.Name, asset.Spot, p)
err = c.UpdatePairs(p, asset.Spot, true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
c.Name,
err)
}
}
}
}
if !c.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err := c.UpdateTradablePairs(ctx, forceUpdate)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", c.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (c *CoinbasePro) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
products, err := c.GetProducts(ctx)
if err != nil {
return nil, err
}
pairs := make([]currency.Pair, 0, len(products))
for x := range products {
if products[x].TradingDisabled {
continue
}
var pair currency.Pair
pair, err = currency.NewPairDelimiter(products[x].ID, currency.DashDelimiter)
if err != nil {
return nil, err
}
pairs = append(pairs, pair)
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (c *CoinbasePro) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
pairs, err := c.FetchTradablePairs(ctx, asset.Spot)
if err != nil {
return err
}
return c.UpdatePairs(pairs, asset.Spot, false, forceUpdate)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// coinbasepro exchange
func (c *CoinbasePro) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var response account.Holdings
response.Exchange = c.Name
accountBalance, err := c.GetAccounts(ctx)
if err != nil {
return response, err
}
accountCurrencies := make(map[string][]account.Balance)
for i := range accountBalance {
profileID := accountBalance[i].ProfileID
currencies := accountCurrencies[profileID]
accountCurrencies[profileID] = append(currencies, account.Balance{
Currency: currency.NewCode(accountBalance[i].Currency),
Total: accountBalance[i].Balance,
Hold: accountBalance[i].Hold,
Free: accountBalance[i].Available,
AvailableWithoutBorrow: accountBalance[i].Available - accountBalance[i].FundedAmount,
Borrowed: accountBalance[i].FundedAmount,
})
}
if response.Accounts, err = account.CollectBalances(accountCurrencies, assetType); err != nil {
return account.Holdings{}, err
}
creds, err := c.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
err = account.Process(&response, creds)
if err != nil {
return account.Holdings{}, err
}
return response, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (c *CoinbasePro) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
creds, err := c.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
acc, err := account.GetHoldings(c.Name, creds, assetType)
if err != nil {
return c.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (c *CoinbasePro) UpdateTickers(ctx context.Context, a asset.Item) error {
return common.ErrFunctionNotSupported
}
// UpdateTicker updates and returns the ticker for a currency pair
func (c *CoinbasePro) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
fpair, err := c.FormatExchangeCurrency(p, a)
if err != nil {
return nil, err
}
tick, err := c.GetTicker(ctx, fpair.String())
if err != nil {
return nil, err
}
stats, err := c.GetStats(ctx, fpair.String())
if err != nil {
return nil, err
}
tickerPrice := &ticker.Price{
Last: stats.Last,
High: stats.High,
Low: stats.Low,
Bid: tick.Bid,
Ask: tick.Ask,
Volume: tick.Volume,
Open: stats.Open,
Pair: p,
LastUpdated: tick.Time,
ExchangeName: c.Name,
AssetType: a}
err = ticker.ProcessTicker(tickerPrice)
if err != nil {
return tickerPrice, err
}
return ticker.GetTicker(c.Name, p, a)
}
// FetchTicker returns the ticker for a currency pair
func (c *CoinbasePro) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(c.Name, p, assetType)
if err != nil {
return c.UpdateTicker(ctx, p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (c *CoinbasePro) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(c.Name, p, assetType)
if err != nil {
return c.UpdateOrderbook(ctx, p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (c *CoinbasePro) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: c.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: c.CanVerifyOrderbook,
}
fpair, err := c.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
orderbookNew, err := c.GetOrderbook(ctx, fpair.String(), 2)
if err != nil {
return book, err
}
obNew, ok := orderbookNew.(OrderbookL1L2)
if !ok {
return book, errors.New("unable to type assert orderbook data")
}
book.Bids = make(orderbook.Items, len(obNew.Bids))
for x := range obNew.Bids {
book.Bids[x] = orderbook.Item{
Amount: obNew.Bids[x].Amount,
Price: obNew.Bids[x].Price,
}
}
book.Asks = make(orderbook.Items, len(obNew.Asks))
for x := range obNew.Asks {
book.Asks[x] = orderbook.Item{
Amount: obNew.Asks[x].Amount,
Price: obNew.Asks[x].Price,
}
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(c.Name, p, assetType)
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (c *CoinbasePro) GetFundingHistory(_ context.Context) ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (c *CoinbasePro) GetWithdrawalsHistory(_ context.Context, _ currency.Code, _ asset.Item) (resp []exchange.WithdrawalHistory, err error) {
return nil, common.ErrNotYetImplemented
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (c *CoinbasePro) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
p, err = c.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
var tradeData []Trade
tradeData, err = c.GetTrades(ctx, p.String())
if err != nil {
return nil, err
}
resp := make([]trade.Data, len(tradeData))
for i := range tradeData {
var side order.Side
side, err = order.StringToOrderSide(tradeData[i].Side)
if err != nil {
return nil, err
}
resp[i] = trade.Data{
Exchange: c.Name,
TID: strconv.FormatInt(tradeData[i].TradeID, 10),
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Price,
Amount: tradeData[i].Size,
Timestamp: tradeData[i].Time,
}
}
err = c.AddTradesToBuffer(resp...)
if err != nil {
return nil, err
}
sort.Sort(trade.ByDate(resp))
return resp, nil
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (c *CoinbasePro) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (c *CoinbasePro) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
if err := s.Validate(); err != nil {
return nil, err
}
fpair, err := c.FormatExchangeCurrency(s.Pair, asset.Spot)
if err != nil {
return nil, err
}
var orderID string
switch s.Type {
case order.Market:
orderID, err = c.PlaceMarketOrder(ctx,
"",
s.Amount,
s.QuoteAmount,
s.Side.Lower(),
fpair.String(),
"")
case order.Limit:
timeInForce := CoinbaseRequestParamsTimeGTC
if s.ImmediateOrCancel {
timeInForce = CoinbaseRequestParamsTimeIOC
}
orderID, err = c.PlaceLimitOrder(ctx,
"",
s.Price,
s.Amount,
s.Side.Lower(),
timeInForce,
"",
fpair.String(),
"",
false)
default:
err = errors.New("order type not supported")
}
if err != nil {
return nil, err
}
return s.DeriveSubmitResponse(orderID)
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (c *CoinbasePro) ModifyOrder(_ context.Context, _ *order.Modify) (*order.ModifyResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (c *CoinbasePro) CancelOrder(ctx context.Context, o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
return c.CancelExistingOrder(ctx, o.OrderID)
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (c *CoinbasePro) CancelBatchOrders(ctx context.Context, o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (c *CoinbasePro) CancelAllOrders(ctx context.Context, _ *order.Cancel) (order.CancelAllResponse, error) {
// CancellAllExisting orders returns a list of successful cancellations, we're only interested in failures
_, err := c.CancelAllExistingOrders(ctx, "")
return order.CancelAllResponse{}, err
}
// GetOrderInfo returns order information based on order ID
func (c *CoinbasePro) GetOrderInfo(ctx context.Context, orderID string, _ currency.Pair, _ asset.Item) (order.Detail, error) {
genOrderDetail, err := c.GetOrder(ctx, orderID)
if err != nil {
return order.Detail{}, fmt.Errorf("error retrieving order %s : %w", orderID, err)
}
orderStatus, err := order.StringToOrderStatus(genOrderDetail.Status)
if err != nil {
return order.Detail{}, fmt.Errorf("error parsing order status: %w", err)
}
orderType, err := order.StringToOrderType(genOrderDetail.Type)
if err != nil {
return order.Detail{}, fmt.Errorf("error parsing order type: %w", err)
}
orderSide, err := order.StringToOrderSide(genOrderDetail.Side)
if err != nil {
return order.Detail{}, fmt.Errorf("error parsing order side: %w", err)
}
pair, err := currency.NewPairDelimiter(genOrderDetail.ProductID, "-")
if err != nil {
return order.Detail{}, fmt.Errorf("error parsing order side: %w", err)
}
response := order.Detail{
Exchange: c.GetName(),
OrderID: genOrderDetail.ID,
Pair: pair,
Side: orderSide,
Type: orderType,
Date: genOrderDetail.DoneAt,
Status: orderStatus,
Price: genOrderDetail.Price,
Amount: genOrderDetail.Size,
ExecutedAmount: genOrderDetail.FilledSize,
RemainingAmount: genOrderDetail.Size - genOrderDetail.FilledSize,
Fee: genOrderDetail.FillFees,
}
fillResponse, err := c.GetFills(ctx, orderID, genOrderDetail.ProductID)
if err != nil {
return order.Detail{}, fmt.Errorf("error retrieving the order fills: %w", err)
}
for i := range fillResponse {
var fillSide order.Side
fillSide, err = order.StringToOrderSide(fillResponse[i].Side)
if err != nil {
return order.Detail{}, fmt.Errorf("error parsing fill Side: %w", err)
}
response.Trades = append(response.Trades, order.TradeHistory{
Timestamp: fillResponse[i].CreatedAt,
TID: strconv.FormatInt(fillResponse[i].TradeID, 10),
Price: fillResponse[i].Price,
Amount: fillResponse[i].Size,
Exchange: c.GetName(),
Type: orderType,
Side: fillSide,
Fee: fillResponse[i].Fee,
})
}
return response, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (c *CoinbasePro) GetDepositAddress(_ context.Context, _ currency.Code, _, _ string) (*deposit.Address, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (c *CoinbasePro) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
resp, err := c.WithdrawCrypto(ctx,
withdrawRequest.Amount,
withdrawRequest.Currency.String(),
withdrawRequest.Crypto.Address)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: resp.ID,
}, err
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
// submitted
func (c *CoinbasePro) WithdrawFiatFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
paymentMethods, err := c.GetPayMethods(ctx)
if err != nil {
return nil, err
}
selectedWithdrawalMethod := PaymentMethod{}
for i := range paymentMethods {
if withdrawRequest.Fiat.Bank.BankName == paymentMethods[i].Name {
selectedWithdrawalMethod = paymentMethods[i]
break
}
}
if selectedWithdrawalMethod.ID == "" {
return nil, fmt.Errorf("could not find payment method '%v'. Check the name via the website and try again", withdrawRequest.Fiat.Bank.BankName)
}
resp, err := c.WithdrawViaPaymentMethod(ctx,
withdrawRequest.Amount,
withdrawRequest.Currency.String(),
selectedWithdrawalMethod.ID)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
Status: resp.ID,
}, nil
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (c *CoinbasePro) WithdrawFiatFundsToInternationalBank(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
v, err := c.WithdrawFiatFunds(ctx, withdrawRequest)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: v.ID,
Status: v.Status,
}, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (c *CoinbasePro) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if feeBuilder == nil {
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
}
if !c.AreCredentialsValid(ctx) && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return c.GetFee(ctx, feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (c *CoinbasePro) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
var respOrders []GeneralizedOrderResponse
var fPair currency.Pair
for i := range req.Pairs {
fPair, err = c.FormatExchangeCurrency(req.Pairs[i], asset.Spot)
if err != nil {
return nil, err
}
var resp []GeneralizedOrderResponse
resp, err = c.GetOrders(ctx,
[]string{"open", "pending", "active"},
fPair.String())
if err != nil {
return nil, err
}
respOrders = append(respOrders, resp...)
}
format, err := c.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
orders := make([]order.Detail, len(respOrders))
for i := range respOrders {
var curr currency.Pair
curr, err = currency.NewPairDelimiter(respOrders[i].ProductID,
format.Delimiter)
if err != nil {
return nil, err
}
var side order.Side
side, err = order.StringToOrderSide(respOrders[i].Side)
if err != nil {
return nil, err
}
var orderType order.Type
orderType, err = order.StringToOrderType(respOrders[i].Type)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", c.Name, err)
}
orders[i] = order.Detail{
OrderID: respOrders[i].ID,
Amount: respOrders[i].Size,
ExecutedAmount: respOrders[i].FilledSize,
Type: orderType,
Date: respOrders[i].CreatedAt,
Side: side,
Pair: curr,
Exchange: c.Name,
}
}
return req.Filter(c.Name, orders), nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (c *CoinbasePro) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
var respOrders []GeneralizedOrderResponse
if len(req.Pairs) > 0 {
var fPair currency.Pair
var resp []GeneralizedOrderResponse
for i := range req.Pairs {
fPair, err = c.FormatExchangeCurrency(req.Pairs[i], asset.Spot)
if err != nil {
return nil, err
}
resp, err = c.GetOrders(ctx, []string{"done"}, fPair.String())
if err != nil {
return nil, err
}
respOrders = append(respOrders, resp...)
}
} else {
respOrders, err = c.GetOrders(ctx, []string{"done"}, "")
if err != nil {
return nil, err
}
}
format, err := c.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
orders := make([]order.Detail, len(respOrders))
for i := range respOrders {
var curr currency.Pair
curr, err = currency.NewPairDelimiter(respOrders[i].ProductID,
format.Delimiter)
if err != nil {
return nil, err
}
var side order.Side
side, err = order.StringToOrderSide(respOrders[i].Side)
if err != nil {
return nil, err
}
var orderStatus order.Status
orderStatus, err = order.StringToOrderStatus(respOrders[i].Status)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", c.Name, err)
}
var orderType order.Type
orderType, err = order.StringToOrderType(respOrders[i].Type)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", c.Name, err)
}
detail := order.Detail{
OrderID: respOrders[i].ID,
Amount: respOrders[i].Size,
ExecutedAmount: respOrders[i].FilledSize,
RemainingAmount: respOrders[i].Size - respOrders[i].FilledSize,
Cost: respOrders[i].ExecutedValue,
CostAsset: curr.Quote,
Type: orderType,
Date: respOrders[i].CreatedAt,
CloseTime: respOrders[i].DoneAt,
Fee: respOrders[i].FillFees,
FeeAsset: curr.Quote,
Side: side,
Status: orderStatus,
Pair: curr,
Price: respOrders[i].Price,
Exchange: c.Name,
}
detail.InferCostsAndTimes()
orders[i] = detail
}
return req.Filter(c.Name, orders), nil
}
// GetHistoricCandles returns a set of candle between two time periods for a
// designated time period
func (c *CoinbasePro) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := c.GetKlineRequest(pair, a, interval, start, end, false)
if err != nil {
return nil, err
}
history, err := c.GetHistoricRates(ctx,
req.RequestFormatted.String(),
start.Format(time.RFC3339),
end.Format(time.RFC3339),
int64(req.ExchangeInterval.Duration().Seconds()))
if err != nil {
return nil, err
}
timeSeries := make([]kline.Candle, len(history))
for x := range history {
timeSeries[x] = kline.Candle{
Time: history[x].Time,
Low: history[x].Low,
High: history[x].High,
Open: history[x].Open,
Close: history[x].Close,
Volume: history[x].Volume,
}
}
return req.ProcessResponse(timeSeries)
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (c *CoinbasePro) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := c.GetKlineExtendedRequest(pair, a, interval, start, end)
if err != nil {
return nil, err
}
timeSeries := make([]kline.Candle, 0, req.Size())
for x := range req.RangeHolder.Ranges {
var history []History
history, err = c.GetHistoricRates(ctx,
req.RequestFormatted.String(),
req.RangeHolder.Ranges[x].Start.Time.Format(time.RFC3339),
req.RangeHolder.Ranges[x].End.Time.Format(time.RFC3339),
int64(req.ExchangeInterval.Duration().Seconds()))
if err != nil {
return nil, err
}
for i := range history {
timeSeries = append(timeSeries, kline.Candle{
Time: history[i].Time,
Low: history[i].Low,
High: history[i].High,
Open: history[i].Open,
Close: history[i].Close,
Volume: history[i].Volume,
})
}
}
return req.ProcessResponse(timeSeries)
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (c *CoinbasePro) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
_, err := c.UpdateAccountInfo(ctx, assetType)
return c.CheckTransientError(err)
}
// GetServerTime returns the current exchange server time.
func (c *CoinbasePro) GetServerTime(ctx context.Context, _ asset.Item) (time.Time, error) {
st, err := c.GetCurrentServerTime(ctx)
if err != nil {
return time.Time{}, err
}
return st.ISO, nil
}