mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +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>
971 lines
28 KiB
Go
971 lines
28 KiB
Go
package coinbasepro
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import (
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"context"
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"errors"
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"fmt"
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"sort"
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"strconv"
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"sync"
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"time"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/log"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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)
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// GetDefaultConfig returns a default exchange config
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func (c *CoinbasePro) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
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c.SetDefaults()
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exchCfg := new(config.Exchange)
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exchCfg.Name = c.Name
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exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
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exchCfg.BaseCurrencies = c.BaseCurrencies
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err := c.SetupDefaults(exchCfg)
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if err != nil {
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return nil, err
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}
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if c.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err = c.UpdateTradablePairs(ctx, true)
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if err != nil {
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return nil, err
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}
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}
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return exchCfg, nil
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}
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// SetDefaults sets default values for the exchange
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func (c *CoinbasePro) SetDefaults() {
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c.Name = "CoinbasePro"
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c.Enabled = true
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c.Verbose = true
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c.API.CredentialsValidator.RequiresKey = true
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c.API.CredentialsValidator.RequiresSecret = true
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c.API.CredentialsValidator.RequiresClientID = true
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c.API.CredentialsValidator.RequiresBase64DecodeSecret = true
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requestFmt := ¤cy.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true}
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configFmt := ¤cy.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true}
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err := c.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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c.Features = exchange.Features{
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Supports: exchange.FeaturesSupported{
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REST: true,
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Websocket: true,
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RESTCapabilities: protocol.Features{
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TickerFetching: true,
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KlineFetching: true,
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TradeFetching: true,
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OrderbookFetching: true,
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AutoPairUpdates: true,
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AccountInfo: true,
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GetOrder: true,
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GetOrders: true,
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CancelOrders: true,
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CancelOrder: true,
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SubmitOrder: true,
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DepositHistory: true,
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WithdrawalHistory: true,
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UserTradeHistory: true,
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CryptoDeposit: true,
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CryptoWithdrawal: true,
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FiatDeposit: true,
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FiatWithdraw: true,
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TradeFee: true,
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FiatDepositFee: true,
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FiatWithdrawalFee: true,
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CandleHistory: true,
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},
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WebsocketCapabilities: protocol.Features{
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TickerFetching: true,
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OrderbookFetching: true,
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Subscribe: true,
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Unsubscribe: true,
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AuthenticatedEndpoints: true,
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MessageSequenceNumbers: true,
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GetOrders: true,
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GetOrder: true,
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},
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WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
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exchange.AutoWithdrawFiatWithAPIPermission,
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Kline: kline.ExchangeCapabilitiesSupported{
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DateRanges: true,
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Intervals: true,
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},
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},
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Enabled: exchange.FeaturesEnabled{
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AutoPairUpdates: true,
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Kline: kline.ExchangeCapabilitiesEnabled{
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Intervals: kline.DeployExchangeIntervals(
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kline.IntervalCapacity{Interval: kline.OneMin},
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kline.IntervalCapacity{Interval: kline.FiveMin},
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kline.IntervalCapacity{Interval: kline.FifteenMin},
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kline.IntervalCapacity{Interval: kline.OneHour},
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kline.IntervalCapacity{Interval: kline.SixHour},
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kline.IntervalCapacity{Interval: kline.OneDay},
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),
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GlobalResultLimit: 300,
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},
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},
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}
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c.Requester, err = request.New(c.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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request.WithLimiter(SetRateLimit()))
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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c.API.Endpoints = c.NewEndpoints()
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err = c.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: coinbaseproAPIURL,
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exchange.RestSandbox: coinbaseproSandboxAPIURL,
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exchange.WebsocketSpot: coinbaseproWebsocketURL,
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})
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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c.Websocket = stream.New()
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c.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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c.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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c.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
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}
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// Setup initialises the exchange parameters with the current configuration
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func (c *CoinbasePro) Setup(exch *config.Exchange) error {
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err := exch.Validate()
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if err != nil {
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return err
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}
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if !exch.Enabled {
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c.SetEnabled(false)
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return nil
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}
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err = c.SetupDefaults(exch)
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if err != nil {
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return err
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}
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wsRunningURL, err := c.API.Endpoints.GetURL(exchange.WebsocketSpot)
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if err != nil {
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return err
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}
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err = c.Websocket.Setup(&stream.WebsocketSetup{
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ExchangeConfig: exch,
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DefaultURL: coinbaseproWebsocketURL,
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RunningURL: wsRunningURL,
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Connector: c.WsConnect,
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Subscriber: c.Subscribe,
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Unsubscriber: c.Unsubscribe,
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GenerateSubscriptions: c.GenerateDefaultSubscriptions,
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ConnectionMonitorDelay: exch.ConnectionMonitorDelay,
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Features: &c.Features.Supports.WebsocketCapabilities,
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OrderbookBufferConfig: buffer.Config{
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SortBuffer: true,
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},
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})
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if err != nil {
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return err
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}
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return c.Websocket.SetupNewConnection(stream.ConnectionSetup{
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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})
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}
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// Start starts the coinbasepro go routine
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func (c *CoinbasePro) Start(ctx context.Context, wg *sync.WaitGroup) error {
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if wg == nil {
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return fmt.Errorf("%T %w", wg, common.ErrNilPointer)
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}
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wg.Add(1)
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go func() {
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c.Run(ctx)
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wg.Done()
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}()
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return nil
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}
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// Run implements the coinbasepro wrapper
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func (c *CoinbasePro) Run(ctx context.Context) {
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if c.Verbose {
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log.Debugf(log.ExchangeSys,
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"%s Websocket: %s. (url: %s).\n",
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c.Name,
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common.IsEnabled(c.Websocket.IsEnabled()),
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coinbaseproWebsocketURL)
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c.PrintEnabledPairs()
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}
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forceUpdate := false
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if !c.BypassConfigFormatUpgrades {
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format, err := c.GetPairFormat(asset.Spot, false)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update currencies. Err: %s\n",
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c.Name,
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err)
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return
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}
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enabled, err := c.CurrencyPairs.GetPairs(asset.Spot, true)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update currencies. Err: %s\n",
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c.Name,
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err)
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return
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}
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avail, err := c.CurrencyPairs.GetPairs(asset.Spot, false)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update currencies. Err: %s\n",
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c.Name,
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err)
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return
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}
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if !common.StringDataContains(enabled.Strings(), format.Delimiter) ||
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!common.StringDataContains(avail.Strings(), format.Delimiter) {
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var p currency.Pairs
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p, err = currency.NewPairsFromStrings([]string{currency.BTC.String() +
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format.Delimiter +
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currency.USD.String()})
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update currencies. Err: %s\n",
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c.Name,
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err)
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} else {
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forceUpdate = true
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log.Warnf(log.ExchangeSys, exchange.ResetConfigPairsWarningMessage, c.Name, asset.Spot, p)
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err = c.UpdatePairs(p, asset.Spot, true, true)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update currencies. Err: %s\n",
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c.Name,
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err)
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}
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}
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}
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}
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if !c.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
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return
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}
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err := c.UpdateTradablePairs(ctx, forceUpdate)
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if err != nil {
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log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", c.Name, err)
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}
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}
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// FetchTradablePairs returns a list of the exchanges tradable pairs
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func (c *CoinbasePro) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
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products, err := c.GetProducts(ctx)
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if err != nil {
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return nil, err
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}
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pairs := make([]currency.Pair, 0, len(products))
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for x := range products {
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if products[x].TradingDisabled {
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continue
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}
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var pair currency.Pair
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pair, err = currency.NewPairDelimiter(products[x].ID, currency.DashDelimiter)
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if err != nil {
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return nil, err
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}
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pairs = append(pairs, pair)
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}
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return pairs, nil
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}
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// UpdateTradablePairs updates the exchanges available pairs and stores
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// them in the exchanges config
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func (c *CoinbasePro) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
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pairs, err := c.FetchTradablePairs(ctx, asset.Spot)
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if err != nil {
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return err
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}
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return c.UpdatePairs(pairs, asset.Spot, false, forceUpdate)
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}
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// UpdateAccountInfo retrieves balances for all enabled currencies for the
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// coinbasepro exchange
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func (c *CoinbasePro) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
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var response account.Holdings
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response.Exchange = c.Name
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accountBalance, err := c.GetAccounts(ctx)
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if err != nil {
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return response, err
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}
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accountCurrencies := make(map[string][]account.Balance)
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for i := range accountBalance {
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profileID := accountBalance[i].ProfileID
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currencies := accountCurrencies[profileID]
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accountCurrencies[profileID] = append(currencies, account.Balance{
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Currency: currency.NewCode(accountBalance[i].Currency),
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Total: accountBalance[i].Balance,
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Hold: accountBalance[i].Hold,
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Free: accountBalance[i].Available,
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AvailableWithoutBorrow: accountBalance[i].Available - accountBalance[i].FundedAmount,
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Borrowed: accountBalance[i].FundedAmount,
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})
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}
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if response.Accounts, err = account.CollectBalances(accountCurrencies, assetType); err != nil {
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return account.Holdings{}, err
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}
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creds, err := c.GetCredentials(ctx)
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if err != nil {
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return account.Holdings{}, err
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}
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err = account.Process(&response, creds)
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if err != nil {
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return account.Holdings{}, err
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}
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return response, nil
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}
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// FetchAccountInfo retrieves balances for all enabled currencies
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func (c *CoinbasePro) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
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creds, err := c.GetCredentials(ctx)
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if err != nil {
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return account.Holdings{}, err
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}
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acc, err := account.GetHoldings(c.Name, creds, assetType)
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if err != nil {
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return c.UpdateAccountInfo(ctx, assetType)
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}
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return acc, nil
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}
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// UpdateTickers updates the ticker for all currency pairs of a given asset type
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func (c *CoinbasePro) UpdateTickers(ctx context.Context, a asset.Item) error {
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return common.ErrFunctionNotSupported
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (c *CoinbasePro) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
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fpair, err := c.FormatExchangeCurrency(p, a)
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if err != nil {
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return nil, err
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}
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tick, err := c.GetTicker(ctx, fpair.String())
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if err != nil {
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return nil, err
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}
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stats, err := c.GetStats(ctx, fpair.String())
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if err != nil {
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return nil, err
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}
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tickerPrice := &ticker.Price{
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Last: stats.Last,
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High: stats.High,
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Low: stats.Low,
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Bid: tick.Bid,
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Ask: tick.Ask,
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Volume: tick.Volume,
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Open: stats.Open,
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Pair: p,
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LastUpdated: tick.Time,
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ExchangeName: c.Name,
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AssetType: a}
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err = ticker.ProcessTicker(tickerPrice)
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if err != nil {
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return tickerPrice, err
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}
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return ticker.GetTicker(c.Name, p, a)
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}
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// FetchTicker returns the ticker for a currency pair
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func (c *CoinbasePro) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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tickerNew, err := ticker.GetTicker(c.Name, p, assetType)
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if err != nil {
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return c.UpdateTicker(ctx, p, assetType)
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}
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return tickerNew, nil
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}
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// FetchOrderbook returns orderbook base on the currency pair
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func (c *CoinbasePro) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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ob, err := orderbook.Get(c.Name, p, assetType)
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if err != nil {
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return c.UpdateOrderbook(ctx, p, assetType)
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}
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return ob, nil
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}
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// UpdateOrderbook updates and returns the orderbook for a currency pair
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func (c *CoinbasePro) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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book := &orderbook.Base{
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Exchange: c.Name,
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Pair: p,
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Asset: assetType,
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VerifyOrderbook: c.CanVerifyOrderbook,
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}
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fpair, err := c.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return book, err
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}
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orderbookNew, err := c.GetOrderbook(ctx, fpair.String(), 2)
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if err != nil {
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return book, err
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}
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obNew, ok := orderbookNew.(OrderbookL1L2)
|
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if !ok {
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return book, errors.New("unable to type assert orderbook data")
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}
|
|
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book.Bids = make(orderbook.Items, len(obNew.Bids))
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for x := range obNew.Bids {
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book.Bids[x] = orderbook.Item{
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Amount: obNew.Bids[x].Amount,
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Price: obNew.Bids[x].Price,
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}
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}
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book.Asks = make(orderbook.Items, len(obNew.Asks))
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for x := range obNew.Asks {
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book.Asks[x] = orderbook.Item{
|
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Amount: obNew.Asks[x].Amount,
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Price: obNew.Asks[x].Price,
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}
|
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}
|
|
err = book.Process()
|
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if err != nil {
|
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return book, err
|
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}
|
|
return orderbook.Get(c.Name, p, assetType)
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}
|
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|
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// GetFundingHistory returns funding history, deposits and
|
|
// withdrawals
|
|
func (c *CoinbasePro) GetFundingHistory(_ context.Context) ([]exchange.FundHistory, error) {
|
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return nil, common.ErrFunctionNotSupported
|
|
}
|
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|
|
// 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
|
|
}
|