mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-24 15:10:19 +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>
1858 lines
54 KiB
Go
1858 lines
54 KiB
Go
package huobi
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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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"strings"
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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/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 (h *HUOBI) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
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h.SetDefaults()
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exchCfg := new(config.Exchange)
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exchCfg.Name = h.Name
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exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
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exchCfg.BaseCurrencies = h.BaseCurrencies
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err := h.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 h.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err = h.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 (h *HUOBI) SetDefaults() {
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h.Name = "Huobi"
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h.Enabled = true
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h.Verbose = true
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h.API.CredentialsValidator.RequiresKey = true
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h.API.CredentialsValidator.RequiresSecret = true
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fmt1 := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{Uppercase: false},
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ConfigFormat: ¤cy.PairFormat{
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Delimiter: currency.DashDelimiter,
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Uppercase: true,
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},
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}
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coinFutures := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: currency.DashDelimiter,
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},
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ConfigFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: currency.DashDelimiter,
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},
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}
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futures := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{
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Uppercase: true,
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},
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ConfigFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: currency.DashDelimiter,
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},
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}
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err := h.StoreAssetPairFormat(asset.Spot, fmt1)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = h.StoreAssetPairFormat(asset.CoinMarginedFutures, coinFutures)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = h.StoreAssetPairFormat(asset.Futures, futures)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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h.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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CryptoDeposit: true,
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CryptoWithdrawal: true,
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TradeFee: true,
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MultiChainDeposits: true,
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MultiChainWithdrawals: true,
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HasAssetTypeAccountSegregation: true,
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},
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WebsocketCapabilities: protocol.Features{
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KlineFetching: true,
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OrderbookFetching: true,
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TradeFetching: true,
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Subscribe: true,
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Unsubscribe: true,
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AuthenticatedEndpoints: true,
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AccountInfo: true,
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MessageCorrelation: true,
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GetOrder: true,
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GetOrders: true,
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TickerFetching: true,
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},
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WithdrawPermissions: exchange.AutoWithdrawCryptoWithSetup |
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exchange.NoFiatWithdrawals,
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Kline: kline.ExchangeCapabilitiesSupported{
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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.ThirtyMin},
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kline.IntervalCapacity{Interval: kline.OneHour},
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kline.IntervalCapacity{Interval: kline.FourHour},
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kline.IntervalCapacity{Interval: kline.OneYear},
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// NOTE: The supported time intervals below are returned
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// offset to the Asia/Shanghai time zone. This may lead to
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// issues with candle quality and conversion as the
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// intervals may be broken up. Therefore the below intervals
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// are constructed from hourly candles.
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// kline.IntervalCapacity{Interval: kline.OneDay},
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// kline.IntervalCapacity{Interval: kline.OneWeek},
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// kline.IntervalCapacity{Interval: kline.OneMonth},
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),
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GlobalResultLimit: 2000,
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},
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},
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}
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h.Requester, err = request.New(h.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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h.API.Endpoints = h.NewEndpoints()
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err = h.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: huobiAPIURL,
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exchange.RestFutures: huobiFuturesURL,
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exchange.RestCoinMargined: huobiFuturesURL,
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exchange.WebsocketSpot: wsMarketURL,
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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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h.Websocket = stream.New()
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h.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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h.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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h.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
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}
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// Setup sets user configuration
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func (h *HUOBI) 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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h.SetEnabled(false)
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return nil
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}
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err = h.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 := h.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 = h.Websocket.Setup(&stream.WebsocketSetup{
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ExchangeConfig: exch,
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DefaultURL: wsMarketURL,
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RunningURL: wsRunningURL,
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Connector: h.WsConnect,
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Subscriber: h.Subscribe,
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Unsubscriber: h.Unsubscribe,
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GenerateSubscriptions: h.GenerateDefaultSubscriptions,
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ConnectionMonitorDelay: exch.ConnectionMonitorDelay,
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Features: &h.Features.Supports.WebsocketCapabilities,
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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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err = h.Websocket.SetupNewConnection(stream.ConnectionSetup{
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RateLimit: rateLimit,
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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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 h.Websocket.SetupNewConnection(stream.ConnectionSetup{
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RateLimit: rateLimit,
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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URL: wsAccountsOrdersURL,
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Authenticated: true,
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})
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}
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// Start starts the HUOBI go routine
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func (h *HUOBI) 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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h.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 HUOBI wrapper
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func (h *HUOBI) Run(ctx context.Context) {
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if h.Verbose {
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log.Debugf(log.ExchangeSys,
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"%s Websocket: %s (url: %s).\n",
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h.Name,
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common.IsEnabled(h.Websocket.IsEnabled()),
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wsMarketURL)
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h.PrintEnabledPairs()
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}
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var forceUpdate bool
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enabled, err := h.GetEnabledPairs(asset.Spot)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s Failed to update enabled currencies. Err:%s\n",
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h.Name,
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err)
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}
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avail, err := h.GetAvailablePairs(asset.Spot)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s Failed to update enabled currencies. Err:%s\n",
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h.Name,
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err)
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}
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if common.StringDataContains(enabled.Strings(), currency.CNY.String()) ||
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common.StringDataContains(avail.Strings(), currency.CNY.String()) {
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forceUpdate = true
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}
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if common.StringDataContains(h.BaseCurrencies.Strings(), currency.CNY.String()) {
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cfg := config.GetConfig()
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var exchCfg *config.Exchange
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exchCfg, err = cfg.GetExchangeConfig(h.Name)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to get exchange config. %s\n",
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h.Name,
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err)
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return
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}
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exchCfg.BaseCurrencies = currency.Currencies{currency.USD}
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h.BaseCurrencies = currency.Currencies{currency.USD}
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}
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if forceUpdate {
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var format currency.PairFormat
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format, err = h.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 get exchange config. %s\n",
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h.Name,
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err)
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return
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}
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enabledPairs := currency.Pairs{
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currency.Pair{
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Base: currency.BTC.Lower(),
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Quote: currency.USDT.Lower(),
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Delimiter: format.Delimiter,
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},
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}
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log.Warnf(log.ExchangeSys, exchange.ResetConfigPairsWarningMessage, h.Name, asset.Spot, enabledPairs)
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err = h.UpdatePairs(enabledPairs, 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 enabled currencies. Err:%s\n",
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h.Name,
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err)
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}
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}
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if !h.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
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return
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}
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err = h.UpdateTradablePairs(ctx, forceUpdate)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update tradable pairs. Err: %s",
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h.Name,
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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 (h *HUOBI) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
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if !h.SupportsAsset(a) {
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return nil, fmt.Errorf("asset type of %s is not supported by %s", a, h.Name)
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}
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var pairs []currency.Pair
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var pair currency.Pair
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switch a {
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case asset.Spot:
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symbols, err := h.GetSymbols(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(symbols))
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for x := range symbols {
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if symbols[x].State != "online" {
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continue
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}
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pair, err = currency.NewPairFromStrings(symbols[x].BaseCurrency,
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symbols[x].QuoteCurrency)
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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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case asset.CoinMarginedFutures:
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symbols, err := h.GetSwapMarkets(ctx, currency.EMPTYPAIR)
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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(symbols))
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for z := range symbols {
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if symbols[z].ContractStatus != 1 {
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continue
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}
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pair, err := currency.NewPairFromString(symbols[z].ContractCode)
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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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case asset.Futures:
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symbols, err := h.FGetContractInfo(ctx, "", "", currency.EMPTYPAIR)
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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(symbols.Data))
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for c := range symbols.Data {
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if symbols.Data[c].ContractStatus != 1 {
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continue
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}
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pair, err := currency.NewPairFromString(symbols.Data[c].ContractCode)
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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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}
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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 (h *HUOBI) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
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assets := h.GetAssetTypes(false)
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for x := range assets {
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pairs, err := h.FetchTradablePairs(ctx, assets[x])
|
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if err != nil {
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return err
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}
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err = h.UpdatePairs(pairs, assets[x], false, forceUpdate)
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if err != nil {
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return err
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}
|
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}
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return nil
|
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}
|
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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 (h *HUOBI) UpdateTickers(ctx context.Context, a asset.Item) error {
|
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return common.ErrFunctionNotSupported
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}
|
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|
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// UpdateTicker updates and returns the ticker for a currency pair
|
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func (h *HUOBI) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
|
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if !h.SupportsAsset(a) {
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return nil, fmt.Errorf("asset type of %s is not supported by %s", a, h.Name)
|
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}
|
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switch a {
|
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case asset.Spot:
|
|
tickerData, err := h.Get24HrMarketSummary(ctx, p)
|
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if err != nil {
|
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return nil, err
|
|
}
|
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err = ticker.ProcessTicker(&ticker.Price{
|
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High: tickerData.Tick.High,
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Low: tickerData.Tick.Low,
|
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Volume: tickerData.Tick.Volume,
|
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Open: tickerData.Tick.Open,
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Close: tickerData.Tick.Close,
|
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Pair: p,
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ExchangeName: h.Name,
|
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AssetType: asset.Spot,
|
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})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
case asset.CoinMarginedFutures:
|
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marketData, err := h.GetSwapMarketOverview(ctx, p)
|
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if err != nil {
|
|
return nil, err
|
|
}
|
|
|
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if len(marketData.Tick.Bid) == 0 {
|
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return nil, fmt.Errorf("invalid data for bid")
|
|
}
|
|
if len(marketData.Tick.Ask) == 0 {
|
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return nil, fmt.Errorf("invalid data for Ask")
|
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}
|
|
|
|
err = ticker.ProcessTicker(&ticker.Price{
|
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High: marketData.Tick.High,
|
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Low: marketData.Tick.Low,
|
|
Volume: marketData.Tick.Vol,
|
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Open: marketData.Tick.Open,
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Close: marketData.Tick.Close,
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Pair: p,
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Bid: marketData.Tick.Bid[0],
|
|
Ask: marketData.Tick.Ask[0],
|
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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{
|
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High: marketData.Tick.High,
|
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Low: marketData.Tick.Low,
|
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Volume: marketData.Tick.Vol,
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|
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, ¶ms)
|
|
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)
|
|
}
|