Files
gocryptotrader/exchanges/huobi/huobi_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

1858 lines
54 KiB
Go

package huobi
import (
"context"
"errors"
"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/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 (h *HUOBI) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
h.SetDefaults()
exchCfg := new(config.Exchange)
exchCfg.Name = h.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = h.BaseCurrencies
err := h.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if h.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = h.UpdateTradablePairs(ctx, true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets default values for the exchange
func (h *HUOBI) SetDefaults() {
h.Name = "Huobi"
h.Enabled = true
h.Verbose = true
h.API.CredentialsValidator.RequiresKey = true
h.API.CredentialsValidator.RequiresSecret = true
fmt1 := currency.PairStore{
RequestFormat: &currency.PairFormat{Uppercase: false},
ConfigFormat: &currency.PairFormat{
Delimiter: currency.DashDelimiter,
Uppercase: true,
},
}
coinFutures := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.DashDelimiter,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.DashDelimiter,
},
}
futures := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.DashDelimiter,
},
}
err := h.StoreAssetPairFormat(asset.Spot, fmt1)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = h.StoreAssetPairFormat(asset.CoinMarginedFutures, coinFutures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = h.StoreAssetPairFormat(asset.Futures, futures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
h.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,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
MultiChainDeposits: true,
MultiChainWithdrawals: true,
HasAssetTypeAccountSegregation: true,
},
WebsocketCapabilities: protocol.Features{
KlineFetching: true,
OrderbookFetching: true,
TradeFetching: true,
Subscribe: true,
Unsubscribe: true,
AuthenticatedEndpoints: true,
AccountInfo: true,
MessageCorrelation: true,
GetOrder: true,
GetOrders: true,
TickerFetching: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithSetup |
exchange.NoFiatWithdrawals,
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.FiveMin},
kline.IntervalCapacity{Interval: kline.FifteenMin},
kline.IntervalCapacity{Interval: kline.ThirtyMin},
kline.IntervalCapacity{Interval: kline.OneHour},
kline.IntervalCapacity{Interval: kline.FourHour},
kline.IntervalCapacity{Interval: kline.OneYear},
// NOTE: The supported time intervals below are returned
// offset to the Asia/Shanghai time zone. This may lead to
// issues with candle quality and conversion as the
// intervals may be broken up. Therefore the below intervals
// are constructed from hourly candles.
// kline.IntervalCapacity{Interval: kline.OneDay},
// kline.IntervalCapacity{Interval: kline.OneWeek},
// kline.IntervalCapacity{Interval: kline.OneMonth},
),
GlobalResultLimit: 2000,
},
},
}
h.Requester, err = request.New(h.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
h.API.Endpoints = h.NewEndpoints()
err = h.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: huobiAPIURL,
exchange.RestFutures: huobiFuturesURL,
exchange.RestCoinMargined: huobiFuturesURL,
exchange.WebsocketSpot: wsMarketURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
h.Websocket = stream.New()
h.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
h.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
h.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup sets user configuration
func (h *HUOBI) Setup(exch *config.Exchange) error {
err := exch.Validate()
if err != nil {
return err
}
if !exch.Enabled {
h.SetEnabled(false)
return nil
}
err = h.SetupDefaults(exch)
if err != nil {
return err
}
wsRunningURL, err := h.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = h.Websocket.Setup(&stream.WebsocketSetup{
ExchangeConfig: exch,
DefaultURL: wsMarketURL,
RunningURL: wsRunningURL,
Connector: h.WsConnect,
Subscriber: h.Subscribe,
Unsubscriber: h.Unsubscribe,
GenerateSubscriptions: h.GenerateDefaultSubscriptions,
ConnectionMonitorDelay: exch.ConnectionMonitorDelay,
Features: &h.Features.Supports.WebsocketCapabilities,
})
if err != nil {
return err
}
err = h.Websocket.SetupNewConnection(stream.ConnectionSetup{
RateLimit: rateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
if err != nil {
return err
}
return h.Websocket.SetupNewConnection(stream.ConnectionSetup{
RateLimit: rateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
URL: wsAccountsOrdersURL,
Authenticated: true,
})
}
// Start starts the HUOBI go routine
func (h *HUOBI) Start(ctx context.Context, wg *sync.WaitGroup) error {
if wg == nil {
return fmt.Errorf("%T %w", wg, common.ErrNilPointer)
}
wg.Add(1)
go func() {
h.Run(ctx)
wg.Done()
}()
return nil
}
// Run implements the HUOBI wrapper
func (h *HUOBI) Run(ctx context.Context) {
if h.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s (url: %s).\n",
h.Name,
common.IsEnabled(h.Websocket.IsEnabled()),
wsMarketURL)
h.PrintEnabledPairs()
}
var forceUpdate bool
enabled, err := h.GetEnabledPairs(asset.Spot)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update enabled currencies. Err:%s\n",
h.Name,
err)
}
avail, err := h.GetAvailablePairs(asset.Spot)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update enabled currencies. Err:%s\n",
h.Name,
err)
}
if common.StringDataContains(enabled.Strings(), currency.CNY.String()) ||
common.StringDataContains(avail.Strings(), currency.CNY.String()) {
forceUpdate = true
}
if common.StringDataContains(h.BaseCurrencies.Strings(), currency.CNY.String()) {
cfg := config.GetConfig()
var exchCfg *config.Exchange
exchCfg, err = cfg.GetExchangeConfig(h.Name)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to get exchange config. %s\n",
h.Name,
err)
return
}
exchCfg.BaseCurrencies = currency.Currencies{currency.USD}
h.BaseCurrencies = currency.Currencies{currency.USD}
}
if forceUpdate {
var format currency.PairFormat
format, err = h.GetPairFormat(asset.Spot, false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to get exchange config. %s\n",
h.Name,
err)
return
}
enabledPairs := currency.Pairs{
currency.Pair{
Base: currency.BTC.Lower(),
Quote: currency.USDT.Lower(),
Delimiter: format.Delimiter,
},
}
log.Warnf(log.ExchangeSys, exchange.ResetConfigPairsWarningMessage, h.Name, asset.Spot, enabledPairs)
err = h.UpdatePairs(enabledPairs, asset.Spot, true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update enabled currencies. Err:%s\n",
h.Name,
err)
}
}
if !h.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err = h.UpdateTradablePairs(ctx, forceUpdate)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
h.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (h *HUOBI) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
if !h.SupportsAsset(a) {
return nil, fmt.Errorf("asset type of %s is not supported by %s", a, h.Name)
}
var pairs []currency.Pair
var pair currency.Pair
switch a {
case asset.Spot:
symbols, err := h.GetSymbols(ctx)
if err != nil {
return nil, err
}
pairs = make([]currency.Pair, 0, len(symbols))
for x := range symbols {
if symbols[x].State != "online" {
continue
}
pair, err = currency.NewPairFromStrings(symbols[x].BaseCurrency,
symbols[x].QuoteCurrency)
if err != nil {
return nil, err
}
pairs = append(pairs, pair)
}
case asset.CoinMarginedFutures:
symbols, err := h.GetSwapMarkets(ctx, currency.EMPTYPAIR)
if err != nil {
return nil, err
}
pairs = make([]currency.Pair, 0, len(symbols))
for z := range symbols {
if symbols[z].ContractStatus != 1 {
continue
}
pair, err := currency.NewPairFromString(symbols[z].ContractCode)
if err != nil {
return nil, err
}
pairs = append(pairs, pair)
}
case asset.Futures:
symbols, err := h.FGetContractInfo(ctx, "", "", currency.EMPTYPAIR)
if err != nil {
return nil, err
}
pairs = make([]currency.Pair, 0, len(symbols.Data))
for c := range symbols.Data {
if symbols.Data[c].ContractStatus != 1 {
continue
}
pair, err := currency.NewPairFromString(symbols.Data[c].ContractCode)
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 (h *HUOBI) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
assets := h.GetAssetTypes(false)
for x := range assets {
pairs, err := h.FetchTradablePairs(ctx, assets[x])
if err != nil {
return err
}
err = h.UpdatePairs(pairs, assets[x], false, forceUpdate)
if err != nil {
return err
}
}
return nil
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (h *HUOBI) UpdateTickers(ctx context.Context, a asset.Item) error {
return common.ErrFunctionNotSupported
}
// UpdateTicker updates and returns the ticker for a currency pair
func (h *HUOBI) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
if !h.SupportsAsset(a) {
return nil, fmt.Errorf("asset type of %s is not supported by %s", a, h.Name)
}
switch a {
case asset.Spot:
tickerData, err := h.Get24HrMarketSummary(ctx, p)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
High: tickerData.Tick.High,
Low: tickerData.Tick.Low,
Volume: tickerData.Tick.Volume,
Open: tickerData.Tick.Open,
Close: tickerData.Tick.Close,
Pair: p,
ExchangeName: h.Name,
AssetType: asset.Spot,
})
if err != nil {
return nil, err
}
case asset.CoinMarginedFutures:
marketData, err := h.GetSwapMarketOverview(ctx, p)
if err != nil {
return nil, err
}
if len(marketData.Tick.Bid) == 0 {
return nil, fmt.Errorf("invalid data for bid")
}
if len(marketData.Tick.Ask) == 0 {
return nil, fmt.Errorf("invalid data for Ask")
}
err = ticker.ProcessTicker(&ticker.Price{
High: marketData.Tick.High,
Low: marketData.Tick.Low,
Volume: marketData.Tick.Vol,
Open: marketData.Tick.Open,
Close: marketData.Tick.Close,
Pair: p,
Bid: marketData.Tick.Bid[0],
Ask: marketData.Tick.Ask[0],
ExchangeName: h.Name,
AssetType: a,
})
if err != nil {
return nil, err
}
case asset.Futures:
marketData, err := h.FGetMarketOverviewData(ctx, p)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
High: marketData.Tick.High,
Low: marketData.Tick.Low,
Volume: marketData.Tick.Vol,
Open: marketData.Tick.Open,
Close: marketData.Tick.Close,
Pair: p,
Bid: marketData.Tick.Bid[0],
Ask: marketData.Tick.Ask[0],
ExchangeName: h.Name,
AssetType: a,
})
if err != nil {
return nil, err
}
}
return ticker.GetTicker(h.Name, p, a)
}
// FetchTicker returns the ticker for a currency pair
func (h *HUOBI) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(h.Name, p, assetType)
if err != nil {
return h.UpdateTicker(ctx, p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (h *HUOBI) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(h.Name, p, assetType)
if err != nil {
return h.UpdateOrderbook(ctx, p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (h *HUOBI) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: h.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: h.CanVerifyOrderbook,
}
var err error
switch assetType {
case asset.Spot:
var orderbookNew *Orderbook
orderbookNew, err = h.GetDepth(ctx,
&OrderBookDataRequestParams{
Symbol: p,
Type: OrderBookDataRequestParamsTypeStep0,
})
if err != nil {
return book, err
}
book.Bids = make(orderbook.Items, len(orderbookNew.Bids))
for x := range orderbookNew.Bids {
book.Bids[x] = orderbook.Item{
Amount: orderbookNew.Bids[x][1],
Price: orderbookNew.Bids[x][0],
}
}
book.Asks = make(orderbook.Items, len(orderbookNew.Asks))
for x := range orderbookNew.Asks {
book.Asks[x] = orderbook.Item{
Amount: orderbookNew.Asks[x][1],
Price: orderbookNew.Asks[x][0],
}
}
case asset.Futures:
var orderbookNew *OBData
orderbookNew, err = h.FGetMarketDepth(ctx, p, "step0")
if err != nil {
return book, err
}
book.Asks = make(orderbook.Items, len(orderbookNew.Asks))
for x := range orderbookNew.Asks {
book.Asks[x] = orderbook.Item{
Amount: orderbookNew.Asks[x].Quantity,
Price: orderbookNew.Asks[x].Price,
}
}
book.Bids = make(orderbook.Items, len(orderbookNew.Bids))
for y := range orderbookNew.Bids {
book.Bids[y] = orderbook.Item{
Amount: orderbookNew.Bids[y].Quantity,
Price: orderbookNew.Bids[y].Price,
}
}
case asset.CoinMarginedFutures:
var orderbookNew SwapMarketDepthData
orderbookNew, err = h.GetSwapMarketDepth(ctx, p, "step0")
if err != nil {
return book, err
}
book.Asks = make(orderbook.Items, len(orderbookNew.Tick.Asks))
for x := range orderbookNew.Tick.Asks {
book.Asks[x] = orderbook.Item{
Amount: orderbookNew.Tick.Asks[x][1],
Price: orderbookNew.Tick.Asks[x][0],
}
}
book.Bids = make(orderbook.Items, len(orderbookNew.Tick.Bids))
for y := range orderbookNew.Tick.Bids {
book.Bids[y] = orderbook.Item{
Amount: orderbookNew.Tick.Bids[y][1],
Price: orderbookNew.Tick.Bids[y][0],
}
}
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(h.Name, p, assetType)
}
// GetAccountID returns the account ID for trades
func (h *HUOBI) GetAccountID(ctx context.Context) ([]Account, error) {
acc, err := h.GetAccounts(ctx)
if err != nil {
return nil, err
}
if len(acc) < 1 {
return nil, errors.New("no account returned")
}
return acc, nil
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// HUOBI exchange - to-do
func (h *HUOBI) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var info account.Holdings
var acc account.SubAccount
info.Exchange = h.Name
switch assetType {
case asset.Spot:
if h.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
resp, err := h.wsGetAccountsList(ctx)
if err != nil {
return info, err
}
var currencyDetails []account.Balance
for i := range resp.Data {
if len(resp.Data[i].List) == 0 {
continue
}
currData := account.Balance{
Currency: currency.NewCode(resp.Data[i].List[0].Currency),
Total: resp.Data[i].List[0].Balance,
}
if len(resp.Data[i].List) > 1 && resp.Data[i].List[1].Type == "frozen" {
currData.Hold = resp.Data[i].List[1].Balance
}
currencyDetails = append(currencyDetails, currData)
}
acc.Currencies = currencyDetails
} else {
accounts, err := h.GetAccountID(ctx)
if err != nil {
return info, err
}
for i := range accounts {
if accounts[i].Type != "spot" {
continue
}
acc.ID = strconv.FormatInt(accounts[i].ID, 10)
balances, err := h.GetAccountBalance(ctx, acc.ID)
if err != nil {
return info, err
}
var currencyDetails []account.Balance
balance:
for j := range balances {
frozen := balances[j].Type == "frozen"
for i := range currencyDetails {
if currencyDetails[i].Currency.String() == balances[j].Currency {
if frozen {
currencyDetails[i].Hold = balances[j].Balance
} else {
currencyDetails[i].Total = balances[j].Balance
}
continue balance
}
}
if frozen {
currencyDetails = append(currencyDetails,
account.Balance{
Currency: currency.NewCode(balances[j].Currency),
Hold: balances[j].Balance,
})
} else {
currencyDetails = append(currencyDetails,
account.Balance{
Currency: currency.NewCode(balances[j].Currency),
Total: balances[j].Balance,
})
}
}
acc.Currencies = currencyDetails
}
}
case asset.CoinMarginedFutures:
// fetch swap account info
acctInfo, err := h.GetSwapAccountInfo(ctx, currency.EMPTYPAIR)
if err != nil {
return info, err
}
var mainAcctBalances []account.Balance
for x := range acctInfo.Data {
mainAcctBalances = append(mainAcctBalances, account.Balance{
Currency: currency.NewCode(acctInfo.Data[x].Symbol),
Total: acctInfo.Data[x].MarginBalance,
Hold: acctInfo.Data[x].MarginFrozen,
Free: acctInfo.Data[x].MarginAvailable,
})
}
info.Accounts = append(info.Accounts, account.SubAccount{
Currencies: mainAcctBalances,
AssetType: assetType,
})
// fetch subaccounts data
subAccsData, err := h.GetSwapAllSubAccAssets(ctx, currency.EMPTYPAIR)
if err != nil {
return info, err
}
var currencyDetails []account.Balance
for x := range subAccsData.Data {
a, err := h.SwapSingleSubAccAssets(ctx,
currency.EMPTYPAIR,
subAccsData.Data[x].SubUID)
if err != nil {
return info, err
}
for y := range a.Data {
currencyDetails = append(currencyDetails, account.Balance{
Currency: currency.NewCode(a.Data[y].Symbol),
Total: a.Data[y].MarginBalance,
Hold: a.Data[y].MarginFrozen,
Free: a.Data[y].MarginAvailable,
})
}
}
acc.Currencies = currencyDetails
case asset.Futures:
// fetch main account data
mainAcctData, err := h.FGetAccountInfo(ctx, currency.EMPTYCODE)
if err != nil {
return info, err
}
var mainAcctBalances []account.Balance
for x := range mainAcctData.AccData {
mainAcctBalances = append(mainAcctBalances, account.Balance{
Currency: currency.NewCode(mainAcctData.AccData[x].Symbol),
Total: mainAcctData.AccData[x].MarginBalance,
Hold: mainAcctData.AccData[x].MarginFrozen,
Free: mainAcctData.AccData[x].MarginAvailable,
})
}
info.Accounts = append(info.Accounts, account.SubAccount{
Currencies: mainAcctBalances,
AssetType: assetType,
})
// fetch subaccounts data
subAccsData, err := h.FGetAllSubAccountAssets(ctx, currency.EMPTYCODE)
if err != nil {
return info, err
}
var currencyDetails []account.Balance
for x := range subAccsData.Data {
a, err := h.FGetSingleSubAccountInfo(ctx,
"",
strconv.FormatInt(subAccsData.Data[x].SubUID, 10))
if err != nil {
return info, err
}
for y := range a.AssetsData {
currencyDetails = append(currencyDetails, account.Balance{
Currency: currency.NewCode(a.AssetsData[y].Symbol),
Total: a.AssetsData[y].MarginBalance,
Hold: a.AssetsData[y].MarginFrozen,
Free: a.AssetsData[y].MarginAvailable,
})
}
}
acc.Currencies = currencyDetails
}
acc.AssetType = assetType
info.Accounts = append(info.Accounts, acc)
creds, err := h.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
if err := account.Process(&info, creds); err != nil {
return info, err
}
return info, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (h *HUOBI) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
creds, err := h.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
acc, err := account.GetHoldings(h.Name, creds, assetType)
if err != nil {
return h.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (h *HUOBI) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (h *HUOBI) GetWithdrawalsHistory(ctx context.Context, c 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 (h *HUOBI) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
var tradeData []TradeHistory
tradeData, err = h.GetTradeHistory(ctx, p, 2000)
if err != nil {
return nil, err
}
var resp []trade.Data
for i := range tradeData {
for j := range tradeData[i].Trades {
var side order.Side
side, err = order.StringToOrderSide(tradeData[i].Trades[j].Direction)
if err != nil {
return nil, err
}
resp = append(resp, trade.Data{
Exchange: h.Name,
TID: strconv.FormatFloat(tradeData[i].Trades[j].TradeID, 'f', -1, 64),
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Trades[j].Price,
Amount: tradeData[i].Trades[j].Amount,
Timestamp: time.UnixMilli(tradeData[i].Timestamp),
})
}
}
err = h.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 (h *HUOBI) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (h *HUOBI) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
if err := s.Validate(); err != nil {
return nil, err
}
var orderID string
status := order.New
switch s.AssetType {
case asset.Spot:
accountID, err := strconv.ParseInt(s.ClientID, 10, 64)
if err != nil {
return nil, err
}
var formattedType SpotNewOrderRequestParamsType
var params = SpotNewOrderRequestParams{
Amount: s.Amount,
Source: "api",
Symbol: s.Pair,
AccountID: int(accountID),
}
switch {
case s.Side == order.Buy && s.Type == order.Market:
formattedType = SpotNewOrderRequestTypeBuyMarket
case s.Side == order.Sell && s.Type == order.Market:
formattedType = SpotNewOrderRequestTypeSellMarket
case s.Side == order.Buy && s.Type == order.Limit:
formattedType = SpotNewOrderRequestTypeBuyLimit
params.Price = s.Price
case s.Side == order.Sell && s.Type == order.Limit:
formattedType = SpotNewOrderRequestTypeSellLimit
params.Price = s.Price
}
params.Type = formattedType
response, err := h.SpotNewOrder(ctx, &params)
if err != nil {
return nil, err
}
orderID = strconv.FormatInt(response, 10)
if s.Type == order.Market {
status = order.Filled
}
case asset.CoinMarginedFutures:
var oDirection string
switch s.Side {
case order.Buy:
oDirection = "BUY"
case order.Sell:
oDirection = "SELL"
}
var oType string
switch s.Type {
case order.Limit:
oType = "limit"
case order.PostOnly:
oType = "post_only"
}
offset := "open"
if s.ReduceOnly {
offset = "close"
}
orderResp, err := h.PlaceSwapOrders(ctx,
s.Pair,
s.ClientOrderID,
oDirection,
offset,
oType,
s.Price,
s.Amount,
s.Leverage)
if err != nil {
return nil, err
}
orderID = orderResp.Data.OrderIDString
case asset.Futures:
var oDirection string
switch s.Side {
case order.Buy:
oDirection = "BUY"
case order.Sell:
oDirection = "SELL"
}
var oType string
switch s.Type {
case order.Market:
// https://huobiapi.github.io/docs/dm/v1/en/#order-and-trade
// At present, Huobi Futures does not support market price when placing an order.
// To increase the probability of a transaction, users can choose to place an order based on BBO price (opponent),
// optimal 5 (optimal_5), optimal 10 (optimal_10), optimal 20 (optimal_20), among which the success probability of
// optimal 20 is the largest, while the slippage always is the largest as well.
//
// It is important to note that the above methods will not guarantee the order to be filled in 100%.
// The system will obtain the optimal N price at that moment and place the order.
oType = "optimal_20"
if s.ImmediateOrCancel {
oType = "optimal_20_ioc"
}
case order.Limit:
oType = "limit"
case order.PostOnly:
oType = "post_only"
}
offset := "open"
if s.ReduceOnly {
offset = "close"
}
order, err := h.FOrder(ctx,
s.Pair,
"",
"",
s.ClientOrderID,
oDirection,
offset,
oType,
s.Price,
s.Amount,
s.Leverage)
if err != nil {
return nil, err
}
orderID = order.Data.OrderIDStr
}
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 (h *HUOBI) ModifyOrder(_ context.Context, _ *order.Modify) (*order.ModifyResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (h *HUOBI) CancelOrder(ctx context.Context, o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
var err error
switch o.AssetType {
case asset.Spot:
var orderIDInt int64
orderIDInt, err = strconv.ParseInt(o.OrderID, 10, 64)
if err != nil {
return err
}
_, err = h.CancelExistingOrder(ctx, orderIDInt)
case asset.CoinMarginedFutures:
_, err = h.CancelSwapOrder(ctx, o.OrderID, o.ClientID, o.Pair)
case asset.Futures:
_, err = h.FCancelOrder(ctx, o.Pair.Base, o.ClientID, o.ClientOrderID)
default:
return fmt.Errorf("%v assetType not supported", o.AssetType)
}
return err
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (h *HUOBI) 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 (h *HUOBI) CancelAllOrders(ctx context.Context, orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
if err := orderCancellation.Validate(); err != nil {
return order.CancelAllResponse{}, err
}
var cancelAllOrdersResponse order.CancelAllResponse
cancelAllOrdersResponse.Status = make(map[string]string)
switch orderCancellation.AssetType {
case asset.Spot:
enabledPairs, err := h.GetEnabledPairs(asset.Spot)
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range enabledPairs {
resp, err := h.CancelOpenOrdersBatch(ctx,
orderCancellation.AccountID,
enabledPairs[i])
if err != nil {
return cancelAllOrdersResponse, err
}
if resp.Data.FailedCount > 0 {
return cancelAllOrdersResponse,
fmt.Errorf("%v orders failed to cancel",
resp.Data.FailedCount)
}
if resp.Status == "error" {
return cancelAllOrdersResponse, errors.New(resp.ErrorMessage)
}
}
case asset.CoinMarginedFutures:
if orderCancellation.Pair.IsEmpty() {
enabledPairs, err := h.GetEnabledPairs(asset.CoinMarginedFutures)
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range enabledPairs {
a, err := h.CancelAllSwapOrders(ctx, enabledPairs[i])
if err != nil {
return cancelAllOrdersResponse, err
}
split := strings.Split(a.Successes, ",")
for x := range split {
cancelAllOrdersResponse.Status[split[x]] = "success"
}
for y := range a.Errors {
cancelAllOrdersResponse.Status[a.Errors[y].OrderID] = fmt.Sprintf("fail: %s", a.Errors[y].ErrMsg)
}
}
} else {
a, err := h.CancelAllSwapOrders(ctx, orderCancellation.Pair)
if err != nil {
return cancelAllOrdersResponse, err
}
split := strings.Split(a.Successes, ",")
for x := range split {
cancelAllOrdersResponse.Status[split[x]] = "success"
}
for y := range a.Errors {
cancelAllOrdersResponse.Status[a.Errors[y].OrderID] = fmt.Sprintf("fail: %s", a.Errors[y].ErrMsg)
}
}
case asset.Futures:
if orderCancellation.Pair.IsEmpty() {
enabledPairs, err := h.GetEnabledPairs(asset.Futures)
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range enabledPairs {
a, err := h.FCancelAllOrders(ctx, enabledPairs[i], "", "")
if err != nil {
return cancelAllOrdersResponse, err
}
split := strings.Split(a.Data.Successes, ",")
for x := range split {
cancelAllOrdersResponse.Status[split[x]] = "success"
}
for y := range a.Data.Errors {
cancelAllOrdersResponse.Status[strconv.FormatInt(a.Data.Errors[y].OrderID, 10)] = fmt.Sprintf("fail: %s", a.Data.Errors[y].ErrMsg)
}
}
} else {
a, err := h.FCancelAllOrders(ctx, orderCancellation.Pair, "", "")
if err != nil {
return cancelAllOrdersResponse, err
}
split := strings.Split(a.Data.Successes, ",")
for x := range split {
cancelAllOrdersResponse.Status[split[x]] = "success"
}
for y := range a.Data.Errors {
cancelAllOrdersResponse.Status[strconv.FormatInt(a.Data.Errors[y].OrderID, 10)] = fmt.Sprintf("fail: %s", a.Data.Errors[y].ErrMsg)
}
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns order information based on order ID
func (h *HUOBI) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var orderDetail order.Detail
switch assetType {
case asset.Spot:
var respData *OrderInfo
if h.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
resp, err := h.wsGetOrderDetails(ctx, orderID)
if err != nil {
return orderDetail, err
}
respData = &resp.Data
} else {
oID, err := strconv.ParseInt(orderID, 10, 64)
if err != nil {
return orderDetail, err
}
resp, err := h.GetOrder(ctx, oID)
if err != nil {
return orderDetail, err
}
respData = &resp
}
if respData.ID == 0 {
return orderDetail, fmt.Errorf("%s - order not found for orderid %s", h.Name, orderID)
}
var responseID = strconv.FormatInt(respData.ID, 10)
if responseID != orderID {
return orderDetail, errors.New(h.Name + " - GetOrderInfo orderID mismatch. Expected: " +
orderID + " Received: " + responseID)
}
typeDetails := strings.Split(respData.Type, "-")
orderSide, err := order.StringToOrderSide(typeDetails[0])
if err != nil {
if h.Websocket.IsConnected() {
h.Websocket.DataHandler <- order.ClassificationError{
Exchange: h.Name,
OrderID: orderID,
Err: err,
}
} else {
return orderDetail, err
}
}
orderType, err := order.StringToOrderType(typeDetails[1])
if err != nil {
if h.Websocket.IsConnected() {
h.Websocket.DataHandler <- order.ClassificationError{
Exchange: h.Name,
OrderID: orderID,
Err: err,
}
} else {
return orderDetail, err
}
}
orderStatus, err := order.StringToOrderStatus(respData.State)
if err != nil {
if h.Websocket.IsConnected() {
h.Websocket.DataHandler <- order.ClassificationError{
Exchange: h.Name,
OrderID: orderID,
Err: err,
}
} else {
return orderDetail, err
}
}
var p currency.Pair
var a asset.Item
p, a, err = h.GetRequestFormattedPairAndAssetType(respData.Symbol)
if err != nil {
return orderDetail, err
}
orderDetail = order.Detail{
Exchange: h.Name,
OrderID: orderID,
AccountID: strconv.FormatInt(respData.AccountID, 10),
Pair: p,
Type: orderType,
Side: orderSide,
Date: time.UnixMilli(respData.CreatedAt),
Status: orderStatus,
Price: respData.Price,
Amount: respData.Amount,
ExecutedAmount: respData.FilledAmount,
Fee: respData.FilledFees,
AssetType: a,
}
case asset.CoinMarginedFutures:
orderInfo, err := h.GetSwapOrderInfo(ctx, pair, orderID, "")
if err != nil {
return orderDetail, err
}
var orderVars OrderVars
for x := range orderInfo.Data {
orderVars, err = compatibleVars(orderInfo.Data[x].Direction, orderInfo.Data[x].OrderPriceType, orderInfo.Data[x].Status)
if err != nil {
return orderDetail, err
}
maker := true
if orderVars.OrderType == order.Limit || orderVars.OrderType == order.PostOnly {
maker = false
}
orderDetail.Trades = append(orderDetail.Trades, order.TradeHistory{
Price: orderInfo.Data[x].Price,
Amount: orderInfo.Data[x].Volume,
Fee: orderInfo.Data[x].Fee,
Exchange: h.Name,
TID: orderInfo.Data[x].OrderIDString,
Type: orderVars.OrderType,
Side: orderVars.Side,
IsMaker: maker,
})
}
case asset.Futures:
orderInfo, err := h.FGetOrderInfo(ctx, "", orderID, "")
if err != nil {
return orderDetail, err
}
var orderVars OrderVars
for x := range orderInfo.Data {
orderVars, err = compatibleVars(orderInfo.Data[x].Direction, orderInfo.Data[x].OrderPriceType, orderInfo.Data[x].Status)
if err != nil {
return orderDetail, err
}
orderDetail.Trades = append(orderDetail.Trades, order.TradeHistory{
Price: orderInfo.Data[x].Price,
Amount: orderInfo.Data[x].Volume,
Fee: orderInfo.Data[x].Fee,
Exchange: h.Name,
TID: orderInfo.Data[x].OrderIDString,
Type: orderVars.OrderType,
Side: orderVars.Side,
IsMaker: orderVars.OrderType == order.Limit || orderVars.OrderType == order.PostOnly,
})
}
}
return orderDetail, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (h *HUOBI) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, chain string) (*deposit.Address, error) {
resp, err := h.QueryDepositAddress(ctx, cryptocurrency)
if err != nil {
return nil, err
}
for x := range resp {
if chain != "" && strings.EqualFold(resp[x].Chain, chain) {
return &deposit.Address{
Address: resp[x].Address,
Tag: resp[x].AddressTag,
}, nil
} else if chain == "" && strings.EqualFold(resp[x].Currency, cryptocurrency.String()) {
return &deposit.Address{
Address: resp[x].Address,
Tag: resp[x].AddressTag,
}, nil
}
}
return nil, fmt.Errorf("unable to match deposit address currency or chain")
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (h *HUOBI) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
resp, err := h.Withdraw(ctx,
withdrawRequest.Currency,
withdrawRequest.Crypto.Address,
withdrawRequest.Crypto.AddressTag,
withdrawRequest.Crypto.Chain,
withdrawRequest.Amount,
withdrawRequest.Crypto.FeeAmount)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: strconv.FormatInt(resp, 10),
}, err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (h *HUOBI) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (h *HUOBI) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (h *HUOBI) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if feeBuilder == nil {
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
}
if !h.AreCredentialsValid(ctx) && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return h.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (h *HUOBI) GetActiveOrders(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:
if len(req.Pairs) == 0 {
return nil, errors.New("currency must be supplied")
}
side := ""
if req.Side == order.Sell {
side = req.Side.Lower()
}
if h.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
for i := range req.Pairs {
resp, err := h.wsGetOrdersList(ctx, -1, req.Pairs[i])
if err != nil {
return orders, err
}
for j := range resp.Data {
sideData := strings.Split(resp.Data[j].OrderState, "-")
side = sideData[0]
var orderID = strconv.FormatInt(resp.Data[j].OrderID, 10)
orderSide, err := order.StringToOrderSide(side)
if err != nil {
h.Websocket.DataHandler <- order.ClassificationError{
Exchange: h.Name,
OrderID: orderID,
Err: err,
}
}
orderType, err := order.StringToOrderType(sideData[1])
if err != nil {
h.Websocket.DataHandler <- order.ClassificationError{
Exchange: h.Name,
OrderID: orderID,
Err: err,
}
}
orderStatus, err := order.StringToOrderStatus(resp.Data[j].OrderState)
if err != nil {
h.Websocket.DataHandler <- order.ClassificationError{
Exchange: h.Name,
OrderID: orderID,
Err: err,
}
}
orders = append(orders, order.Detail{
Exchange: h.Name,
AccountID: strconv.FormatInt(resp.Data[j].AccountID, 10),
OrderID: orderID,
Pair: req.Pairs[i],
Type: orderType,
Side: orderSide,
Date: time.UnixMilli(resp.Data[j].CreatedAt),
Status: orderStatus,
Price: resp.Data[j].Price,
Amount: resp.Data[j].OrderAmount,
ExecutedAmount: resp.Data[j].FilledAmount,
RemainingAmount: resp.Data[j].UnfilledAmount,
Fee: resp.Data[j].FilledFees,
})
}
}
} else {
creds, err := h.GetCredentials(ctx)
if err != nil {
return nil, err
}
for i := range req.Pairs {
resp, err := h.GetOpenOrders(ctx,
req.Pairs[i],
creds.ClientID,
side,
500)
if err != nil {
return nil, err
}
for x := range resp {
orderDetail := order.Detail{
OrderID: strconv.FormatInt(resp[x].ID, 10),
Price: resp[x].Price,
Amount: resp[x].Amount,
ExecutedAmount: resp[x].FilledAmount,
RemainingAmount: resp[x].Amount - resp[x].FilledAmount,
Pair: req.Pairs[i],
Exchange: h.Name,
Date: time.UnixMilli(resp[x].CreatedAt),
AccountID: strconv.FormatInt(resp[x].AccountID, 10),
Fee: resp[x].FilledFees,
}
setOrderSideStatusAndType(resp[x].State, resp[x].Type, &orderDetail)
orders = append(orders, orderDetail)
}
}
}
case asset.CoinMarginedFutures:
for x := range req.Pairs {
var currentPage int64
for done := false; !done; {
openOrders, err := h.GetSwapOpenOrders(ctx,
req.Pairs[x], currentPage, 50)
if err != nil {
return orders, err
}
var orderVars OrderVars
for x := range openOrders.Data.Orders {
orderVars, err = compatibleVars(openOrders.Data.Orders[x].Direction,
openOrders.Data.Orders[x].OrderPriceType,
openOrders.Data.Orders[x].Status)
if err != nil {
return orders, err
}
p, err := currency.NewPairFromString(openOrders.Data.Orders[x].ContractCode)
if err != nil {
return orders, err
}
orders = append(orders, order.Detail{
PostOnly: (orderVars.OrderType == order.PostOnly),
Leverage: openOrders.Data.Orders[x].LeverageRate,
Price: openOrders.Data.Orders[x].Price,
Amount: openOrders.Data.Orders[x].Volume,
ExecutedAmount: openOrders.Data.Orders[x].TradeVolume,
RemainingAmount: openOrders.Data.Orders[x].Volume - openOrders.Data.Orders[x].TradeVolume,
Fee: openOrders.Data.Orders[x].Fee,
Exchange: h.Name,
AssetType: req.AssetType,
OrderID: openOrders.Data.Orders[x].OrderIDString,
Side: orderVars.Side,
Type: orderVars.OrderType,
Status: orderVars.Status,
Pair: p,
})
}
currentPage++
done = currentPage == openOrders.Data.TotalPage
}
}
case asset.Futures:
for x := range req.Pairs {
var currentPage int64
for done := false; !done; {
openOrders, err := h.FGetOpenOrders(ctx,
req.Pairs[x].Base, currentPage, 50)
if err != nil {
return orders, err
}
var orderVars OrderVars
for x := range openOrders.Data.Orders {
orderVars, err = compatibleVars(openOrders.Data.Orders[x].Direction,
openOrders.Data.Orders[x].OrderPriceType,
openOrders.Data.Orders[x].Status)
if err != nil {
return orders, err
}
p, err := currency.NewPairFromString(openOrders.Data.Orders[x].ContractCode)
if err != nil {
return orders, err
}
orders = append(orders, order.Detail{
PostOnly: (orderVars.OrderType == order.PostOnly),
Leverage: openOrders.Data.Orders[x].LeverageRate,
Price: openOrders.Data.Orders[x].Price,
Amount: openOrders.Data.Orders[x].Volume,
ExecutedAmount: openOrders.Data.Orders[x].TradeVolume,
RemainingAmount: openOrders.Data.Orders[x].Volume - openOrders.Data.Orders[x].TradeVolume,
Fee: openOrders.Data.Orders[x].Fee,
Exchange: h.Name,
AssetType: req.AssetType,
OrderID: openOrders.Data.Orders[x].OrderIDString,
Side: orderVars.Side,
Type: orderVars.OrderType,
Status: orderVars.Status,
Pair: p,
})
}
currentPage++
done = currentPage == openOrders.Data.TotalPage
}
}
}
return req.Filter(h.Name, orders), nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (h *HUOBI) 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:
if len(req.Pairs) == 0 {
return nil, errors.New("currency must be supplied")
}
states := "partial-canceled,filled,canceled"
for i := range req.Pairs {
resp, err := h.GetOrders(ctx,
req.Pairs[i],
"",
"",
"",
states,
"",
"",
"")
if err != nil {
return nil, err
}
for x := range resp {
orderDetail := order.Detail{
OrderID: strconv.FormatInt(resp[x].ID, 10),
Price: resp[x].Price,
Amount: resp[x].Amount,
ExecutedAmount: resp[x].FilledAmount,
RemainingAmount: resp[x].Amount - resp[x].FilledAmount,
Cost: resp[x].FilledCashAmount,
CostAsset: req.Pairs[i].Quote,
Pair: req.Pairs[i],
Exchange: h.Name,
Date: time.UnixMilli(resp[x].CreatedAt),
CloseTime: time.UnixMilli(resp[x].FinishedAt),
AccountID: strconv.FormatInt(resp[x].AccountID, 10),
Fee: resp[x].FilledFees,
}
setOrderSideStatusAndType(resp[x].State, resp[x].Type, &orderDetail)
orderDetail.InferCostsAndTimes()
orders = append(orders, orderDetail)
}
}
case asset.CoinMarginedFutures:
for x := range req.Pairs {
var currentPage int64
for done := false; !done; {
orderHistory, err := h.GetSwapOrderHistory(ctx,
req.Pairs[x],
"all",
"all",
[]order.Status{order.AnyStatus},
int64(req.EndTime.Sub(req.StartTime).Hours()/24),
currentPage,
50)
if err != nil {
return orders, err
}
var orderVars OrderVars
for x := range orderHistory.Data.Orders {
p, err := currency.NewPairFromString(orderHistory.Data.Orders[x].ContractCode)
if err != nil {
return orders, err
}
orderVars, err = compatibleVars(orderHistory.Data.Orders[x].Direction,
orderHistory.Data.Orders[x].OrderPriceType,
orderHistory.Data.Orders[x].Status)
if err != nil {
return orders, err
}
orders = append(orders, order.Detail{
PostOnly: (orderVars.OrderType == order.PostOnly),
Leverage: orderHistory.Data.Orders[x].LeverageRate,
Price: orderHistory.Data.Orders[x].Price,
Amount: orderHistory.Data.Orders[x].Volume,
ExecutedAmount: orderHistory.Data.Orders[x].TradeVolume,
RemainingAmount: orderHistory.Data.Orders[x].Volume - orderHistory.Data.Orders[x].TradeVolume,
Fee: orderHistory.Data.Orders[x].Fee,
Exchange: h.Name,
AssetType: req.AssetType,
OrderID: orderHistory.Data.Orders[x].OrderIDString,
Side: orderVars.Side,
Type: orderVars.OrderType,
Status: orderVars.Status,
Pair: p,
})
}
currentPage++
done = currentPage == orderHistory.Data.TotalPage
}
}
case asset.Futures:
for x := range req.Pairs {
var currentPage int64
for done := false; !done; {
openOrders, err := h.FGetOrderHistory(ctx,
req.Pairs[x],
"",
"all",
"all",
"limit",
[]order.Status{order.AnyStatus},
int64(req.EndTime.Sub(req.StartTime).Hours()/24),
currentPage,
50)
if err != nil {
return orders, err
}
var orderVars OrderVars
for x := range openOrders.Data.Orders {
orderVars, err = compatibleVars(openOrders.Data.Orders[x].Direction,
openOrders.Data.Orders[x].OrderPriceType,
openOrders.Data.Orders[x].Status)
if err != nil {
return orders, err
}
if req.Side != orderVars.Side {
continue
}
if req.Type != orderVars.OrderType {
continue
}
orderCreateTime := time.Unix(openOrders.Data.Orders[x].CreateDate, 0)
p, err := currency.NewPairFromString(openOrders.Data.Orders[x].ContractCode)
if err != nil {
return orders, err
}
orders = append(orders, order.Detail{
PostOnly: (orderVars.OrderType == order.PostOnly),
Leverage: openOrders.Data.Orders[x].LeverageRate,
Price: openOrders.Data.Orders[x].Price,
Amount: openOrders.Data.Orders[x].Volume,
ExecutedAmount: openOrders.Data.Orders[x].TradeVolume,
RemainingAmount: openOrders.Data.Orders[x].Volume - openOrders.Data.Orders[x].TradeVolume,
Fee: openOrders.Data.Orders[x].Fee,
Exchange: h.Name,
AssetType: req.AssetType,
OrderID: openOrders.Data.Orders[x].OrderIDString,
Side: orderVars.Side,
Type: orderVars.OrderType,
Status: orderVars.Status,
Pair: p,
Date: orderCreateTime,
})
}
currentPage++
done = currentPage == openOrders.Data.TotalPage
}
}
}
return req.Filter(h.Name, orders), nil
}
func setOrderSideStatusAndType(orderState, requestType string, orderDetail *order.Detail) {
var err error
if orderDetail.Status, err = order.StringToOrderStatus(orderState); err != nil {
log.Errorf(log.ExchangeSys, "%s %v", orderDetail.Exchange, err)
}
switch SpotNewOrderRequestParamsType(requestType) {
case SpotNewOrderRequestTypeBuyMarket:
orderDetail.Side = order.Buy
orderDetail.Type = order.Market
case SpotNewOrderRequestTypeSellMarket:
orderDetail.Side = order.Sell
orderDetail.Type = order.Market
case SpotNewOrderRequestTypeBuyLimit:
orderDetail.Side = order.Buy
orderDetail.Type = order.Limit
case SpotNewOrderRequestTypeSellLimit:
orderDetail.Side = order.Sell
orderDetail.Type = order.Limit
}
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (h *HUOBI) AuthenticateWebsocket(ctx context.Context) error {
return h.wsLogin(ctx)
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (h *HUOBI) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
_, err := h.UpdateAccountInfo(ctx, assetType)
return h.CheckTransientError(err)
}
// FormatExchangeKlineInterval returns Interval to exchange formatted string
func (h *HUOBI) FormatExchangeKlineInterval(in kline.Interval) string {
switch in {
case kline.OneMin, kline.FiveMin, kline.FifteenMin, kline.ThirtyMin:
return in.Short() + "in"
case kline.OneHour:
return "60min"
case kline.FourHour:
return "4hour"
case kline.OneDay:
return "1day"
case kline.OneMonth:
return "1mon"
case kline.OneWeek:
return "1week"
case kline.OneYear:
return "1year"
}
return ""
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (h *HUOBI) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := h.GetKlineRequest(pair, a, interval, start, end, true)
if err != nil {
return nil, err
}
if a != asset.Spot {
// TODO: Implement futures and coin margined futures
return nil, common.ErrNotYetImplemented
}
candles, err := h.GetSpotKline(ctx, KlinesRequestParams{
Period: h.FormatExchangeKlineInterval(req.ExchangeInterval),
Symbol: req.Pair,
Size: int(req.RequestLimit),
})
if err != nil {
return nil, err
}
timeSeries := make([]kline.Candle, 0, len(candles))
for x := range candles {
timestamp := time.Unix(candles[x].ID, 0)
if timestamp.Before(req.Start) || timestamp.After(req.End) {
continue
}
timeSeries = append(timeSeries, kline.Candle{
Time: timestamp,
Open: candles[x].Open,
High: candles[x].High,
Low: candles[x].Low,
Close: candles[x].Close,
Volume: candles[x].Volume,
})
}
return req.ProcessResponse(timeSeries)
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (h *HUOBI) GetHistoricCandlesExtended(_ context.Context, _ currency.Pair, _ asset.Item, _ kline.Interval, _, _ time.Time) (*kline.Item, error) {
return nil, common.ErrNotYetImplemented
}
// compatibleVars gets compatible variables for order vars
func compatibleVars(side, orderPriceType string, status int64) (OrderVars, error) {
var resp OrderVars
switch side {
case "buy":
resp.Side = order.Buy
case "sell":
resp.Side = order.Sell
default:
return resp, fmt.Errorf("invalid orderSide")
}
switch orderPriceType {
case "limit":
resp.OrderType = order.Limit
case "opponent":
resp.OrderType = order.Market
case "post_only":
resp.OrderType = order.PostOnly
default:
return resp, fmt.Errorf("invalid orderPriceType")
}
switch status {
case 1, 2, 11:
resp.Status = order.UnknownStatus
case 3:
resp.Status = order.Active
case 4:
resp.Status = order.PartiallyFilled
case 5:
resp.Status = order.PartiallyCancelled
case 6:
resp.Status = order.Filled
case 7:
resp.Status = order.Cancelled
default:
return resp, fmt.Errorf("invalid orderStatus")
}
return resp, nil
}
// GetAvailableTransferChains returns the available transfer blockchains for the specific
// cryptocurrency
func (h *HUOBI) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
chains, err := h.GetCurrenciesIncludingChains(ctx, cryptocurrency)
if err != nil {
return nil, err
}
if len(chains) == 0 {
return nil, errors.New("chain data isn't populated")
}
availableChains := make([]string, len(chains[0].ChainData))
for x := range chains[0].ChainData {
availableChains[x] = chains[0].ChainData[x].Chain
}
return availableChains, nil
}
// GetServerTime returns the current exchange server time.
func (h *HUOBI) GetServerTime(ctx context.Context, _ asset.Item) (time.Time, error) {
return h.GetCurrentServerTime(ctx)
}