Files
gocryptotrader/exchanges/lbank/lbank_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

986 lines
28 KiB
Go

package lbank
import (
"context"
"fmt"
"sort"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/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 (l *Lbank) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
l.SetDefaults()
exchCfg := new(config.Exchange)
exchCfg.Name = l.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = l.BaseCurrencies
err := l.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if l.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = l.UpdateTradablePairs(ctx, true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for Lbank
func (l *Lbank) SetDefaults() {
l.Name = "Lbank"
l.Enabled = true
l.Verbose = true
l.API.CredentialsValidator.RequiresKey = true
l.API.CredentialsValidator.RequiresSecret = true
requestFmt := &currency.PairFormat{Delimiter: currency.UnderscoreDelimiter}
configFmt := &currency.PairFormat{Delimiter: currency.UnderscoreDelimiter}
err := l.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
l.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
SubmitOrder: true,
WithdrawalHistory: true,
UserTradeHistory: true,
CryptoWithdrawal: true,
TradeFee: true,
CryptoWithdrawalFee: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.NoFiatWithdrawals,
},
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},
// NOTE: The supported time intervals below are returned
// offset to the Asia/HongKong 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 -> 4 hourly candles.
// kline.IntervalCapacity{Interval: kline.EightHour}, // The docs suggest this is supported but it isn't.
// kline.IntervalCapacity{Interval: kline.TwelveHour}, // The docs suggest this is supported but it isn't.
// kline.IntervalCapacity{Interval: kline.OneDay},
// kline.IntervalCapacity{Interval: kline.OneWeek},
// kline.IntervalCapacity{Interval: kline.OneMonth},
),
GlobalResultLimit: 2000,
},
},
}
l.Requester, err = request.New(l.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
l.API.Endpoints = l.NewEndpoints()
err = l.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: lbankAPIURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
}
// Setup sets exchange configuration profile
func (l *Lbank) Setup(exch *config.Exchange) error {
err := exch.Validate()
if err != nil {
return err
}
if !exch.Enabled {
l.SetEnabled(false)
return nil
}
err = l.SetupDefaults(exch)
if err != nil {
return err
}
if l.API.AuthenticatedSupport {
err = l.loadPrivKey(context.TODO())
if err != nil {
l.API.AuthenticatedSupport = false
log.Errorf(log.ExchangeSys, "%s couldn't load private key, setting authenticated support to false", l.Name)
}
}
return nil
}
// Start starts the Lbank go routine
func (l *Lbank) Start(ctx context.Context, wg *sync.WaitGroup) error {
if wg == nil {
return fmt.Errorf("%T %w", wg, common.ErrNilPointer)
}
wg.Add(1)
go func() {
l.Run(ctx)
wg.Done()
}()
return nil
}
// Run implements the Lbank wrapper
func (l *Lbank) Run(ctx context.Context) {
if l.Verbose {
l.PrintEnabledPairs()
}
if !l.GetEnabledFeatures().AutoPairUpdates {
return
}
err := l.UpdateTradablePairs(ctx, false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", l.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (l *Lbank) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
currencies, err := l.GetCurrencyPairs(ctx)
if err != nil {
return nil, err
}
return currency.NewPairsFromStrings(currencies)
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (l *Lbank) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
pairs, err := l.FetchTradablePairs(ctx, asset.Spot)
if err != nil {
return err
}
return l.UpdatePairs(pairs, asset.Spot, false, forceUpdate)
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (l *Lbank) UpdateTickers(ctx context.Context, a asset.Item) error {
tickerInfo, err := l.GetTickers(ctx)
if err != nil {
return err
}
pairs, err := l.GetEnabledPairs(a)
if err != nil {
return err
}
for i := range pairs {
for j := range tickerInfo {
if !pairs[i].Equal(tickerInfo[j].Symbol) {
continue
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tickerInfo[j].Ticker.Latest,
High: tickerInfo[j].Ticker.High,
Low: tickerInfo[j].Ticker.Low,
Volume: tickerInfo[j].Ticker.Volume,
Pair: tickerInfo[j].Symbol,
LastUpdated: time.Unix(0, tickerInfo[j].Timestamp),
ExchangeName: l.Name,
AssetType: a})
if err != nil {
return err
}
}
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (l *Lbank) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
if err := l.UpdateTickers(ctx, a); err != nil {
return nil, err
}
return ticker.GetTicker(l.Name, p, a)
}
// FetchTicker returns the ticker for a currency pair
func (l *Lbank) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
fpair, err := l.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
tickerNew, err := ticker.GetTicker(l.Name, fpair, assetType)
if err != nil {
return l.UpdateTicker(ctx, p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (l *Lbank) FetchOrderbook(ctx context.Context, c currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(l.Name, c, assetType)
if err != nil {
return l.UpdateOrderbook(ctx, c, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (l *Lbank) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: l.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: l.CanVerifyOrderbook,
}
fpair, err := l.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
a, err := l.GetMarketDepths(ctx, fpair.String(), "60", "1")
if err != nil {
return book, err
}
book.Asks = make(orderbook.Items, len(a.Data.Asks))
for i := range a.Data.Asks {
price, convErr := strconv.ParseFloat(a.Data.Asks[i][0], 64)
if convErr != nil {
return book, convErr
}
amount, convErr := strconv.ParseFloat(a.Data.Asks[i][1], 64)
if convErr != nil {
return book, convErr
}
book.Asks[i] = orderbook.Item{
Price: price,
Amount: amount,
}
}
book.Bids = make(orderbook.Items, len(a.Data.Bids))
for i := range a.Data.Bids {
price, convErr := strconv.ParseFloat(a.Data.Bids[i][0], 64)
if convErr != nil {
return book, convErr
}
amount, convErr := strconv.ParseFloat(a.Data.Bids[i][1], 64)
if convErr != nil {
return book, convErr
}
book.Bids[i] = orderbook.Item{
Price: price,
Amount: amount,
}
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(l.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// Lbank exchange
func (l *Lbank) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var info account.Holdings
data, err := l.GetUserInfo(ctx)
if err != nil {
return info, err
}
acc := account.SubAccount{AssetType: assetType}
for key, val := range data.Info.Asset {
c := currency.NewCode(key)
hold, ok := data.Info.Freeze[key]
if !ok {
return info, fmt.Errorf("hold data not found with %s", key)
}
totalVal, parseErr := strconv.ParseFloat(val, 64)
if parseErr != nil {
return info, parseErr
}
totalHold, parseErr := strconv.ParseFloat(hold, 64)
if parseErr != nil {
return info, parseErr
}
acc.Currencies = append(acc.Currencies, account.Balance{
Currency: c,
Total: totalVal,
Hold: totalHold,
Free: totalVal - totalHold,
})
}
info.Accounts = append(info.Accounts, acc)
info.Exchange = l.Name
creds, err := l.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
err = account.Process(&info, creds)
if err != nil {
return account.Holdings{}, err
}
return info, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (l *Lbank) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
creds, err := l.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
acc, err := account.GetHoldings(l.Name, creds, assetType)
if err != nil {
return l.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (l *Lbank) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (l *Lbank) GetWithdrawalsHistory(ctx context.Context, c currency.Code, a asset.Item) (resp []exchange.WithdrawalHistory, err error) {
return nil, common.ErrNotYetImplemented
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (l *Lbank) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
return l.GetHistoricTrades(ctx, p, assetType, time.Now().Add(-time.Minute*15), time.Now())
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (l *Lbank) GetHistoricTrades(ctx context.Context, p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
if err := common.StartEndTimeCheck(timestampStart, timestampEnd); err != nil {
return nil, fmt.Errorf("invalid time range supplied. Start: %v End %v %w", timestampStart, timestampEnd, err)
}
var err error
p, err = l.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
var resp []trade.Data
ts := timestampStart
limit := 600
allTrades:
for {
var tradeData []TradeResponse
tradeData, err = l.GetTrades(ctx,
p.String(),
int64(limit),
ts.UnixMilli())
if err != nil {
return nil, err
}
for i := range tradeData {
tradeTime := time.UnixMilli(tradeData[i].DateMS)
if tradeTime.Before(timestampStart) || tradeTime.After(timestampEnd) {
break allTrades
}
side := order.Buy
if strings.Contains(tradeData[i].Type, "sell") {
side = order.Sell
}
resp = append(resp, trade.Data{
Exchange: l.Name,
TID: tradeData[i].TID,
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Price,
Amount: tradeData[i].Amount,
Timestamp: tradeTime,
})
if i == len(tradeData)-1 {
if ts.Equal(tradeTime) {
// reached end of trades to crawl
break allTrades
}
ts = tradeTime
}
}
if len(tradeData) != limit {
break allTrades
}
}
err = l.AddTradesToBuffer(resp...)
if err != nil {
return nil, err
}
sort.Sort(trade.ByDate(resp))
return trade.FilterTradesByTime(resp, timestampStart, timestampEnd), nil
}
// SubmitOrder submits a new order
func (l *Lbank) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
if err := s.Validate(); err != nil {
return nil, err
}
if s.Side != order.Buy && s.Side != order.Sell {
return nil,
fmt.Errorf("%s order side is not supported by the exchange",
s.Side)
}
fpair, err := l.FormatExchangeCurrency(s.Pair, asset.Spot)
if err != nil {
return nil, err
}
tempResp, err := l.CreateOrder(ctx,
fpair.String(),
s.Side.String(),
s.Amount,
s.Price)
if err != nil {
return nil, err
}
return s.DeriveSubmitResponse(tempResp.OrderID)
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (l *Lbank) ModifyOrder(_ context.Context, _ *order.Modify) (*order.ModifyResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (l *Lbank) CancelOrder(ctx context.Context, o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
fpair, err := l.FormatExchangeCurrency(o.Pair, o.AssetType)
if err != nil {
return err
}
_, err = l.RemoveOrder(ctx, fpair.String(), o.OrderID)
return err
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (l *Lbank) 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 (l *Lbank) CancelAllOrders(ctx context.Context, o *order.Cancel) (order.CancelAllResponse, error) {
if err := o.Validate(); err != nil {
return order.CancelAllResponse{}, err
}
var resp order.CancelAllResponse
orderIDs, err := l.getAllOpenOrderID(ctx)
if err != nil {
return resp, err
}
for key := range orderIDs {
if key != o.Pair.String() {
continue
}
var x, y = 0, 0
var input string
var tempSlice []string
for x <= len(orderIDs[key]) {
x++
for y != x {
tempSlice = append(tempSlice, orderIDs[key][y])
if y%3 == 0 {
input = strings.Join(tempSlice, ",")
CancelResponse, err2 := l.RemoveOrder(ctx, key, input)
if err2 != nil {
return resp, err2
}
tempStringSuccess := strings.Split(CancelResponse.Success, ",")
for k := range tempStringSuccess {
resp.Status[tempStringSuccess[k]] = "Cancelled"
}
tempStringError := strings.Split(CancelResponse.Err, ",")
for l := range tempStringError {
resp.Status[tempStringError[l]] = "Failed"
}
tempSlice = tempSlice[:0]
y++
}
y++
}
input = strings.Join(tempSlice, ",")
CancelResponse, err2 := l.RemoveOrder(ctx, key, input)
if err2 != nil {
return resp, err2
}
tempStringSuccess := strings.Split(CancelResponse.Success, ",")
for k := range tempStringSuccess {
resp.Status[tempStringSuccess[k]] = "Cancelled"
}
tempStringError := strings.Split(CancelResponse.Err, ",")
for l := range tempStringError {
resp.Status[tempStringError[l]] = "Failed"
}
tempSlice = tempSlice[:0]
}
}
return resp, nil
}
// GetOrderInfo returns order information based on order ID
func (l *Lbank) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var resp order.Detail
orderIDs, err := l.getAllOpenOrderID(ctx)
if err != nil {
return resp, err
}
for key, val := range orderIDs {
for i := range val {
if val[i] != orderID {
continue
}
tempResp, err := l.QueryOrder(ctx, key, orderID)
if err != nil {
return resp, err
}
resp.Exchange = l.Name
resp.Pair, err = currency.NewPairFromString(key)
if err != nil {
return order.Detail{}, err
}
if strings.EqualFold(tempResp.Orders[0].Type, order.Buy.String()) {
resp.Side = order.Buy
} else {
resp.Side = order.Sell
}
resp.Status = l.GetStatus(tempResp.Orders[0].Status)
resp.Price = tempResp.Orders[0].Price
resp.Amount = tempResp.Orders[0].Amount
resp.ExecutedAmount = tempResp.Orders[0].DealAmount
resp.RemainingAmount = tempResp.Orders[0].Amount - tempResp.Orders[0].DealAmount
resp.Fee, err = l.GetFeeByType(ctx, &exchange.FeeBuilder{
FeeType: exchange.CryptocurrencyTradeFee,
Amount: tempResp.Orders[0].Amount,
PurchasePrice: tempResp.Orders[0].Price})
if err != nil {
resp.Fee = lbankFeeNotFound
}
}
}
return resp, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (l *Lbank) GetDepositAddress(_ context.Context, _ currency.Code, _, _ string) (*deposit.Address, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (l *Lbank) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
resp, err := l.Withdraw(ctx,
withdrawRequest.Crypto.Address,
withdrawRequest.Currency.String(),
strconv.FormatFloat(withdrawRequest.Amount, 'f', -1, 64),
withdrawRequest.Crypto.AddressTag,
withdrawRequest.Description,
"")
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: resp.WithdrawID,
}, err
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
// submitted
func (l *Lbank) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is
// submitted
func (l *Lbank) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetActiveOrders retrieves any orders that are active/open
func (l *Lbank) GetActiveOrders(ctx context.Context, getOrdersRequest *order.GetOrdersRequest) (order.FilteredOrders, error) {
err := getOrdersRequest.Validate()
if err != nil {
return nil, err
}
var finalResp []order.Detail
var resp order.Detail
tempData, err := l.getAllOpenOrderID(ctx)
if err != nil {
return finalResp, err
}
for key, val := range tempData {
for x := range val {
tempResp, err := l.QueryOrder(ctx, key, val[x])
if err != nil {
return finalResp, err
}
resp.Exchange = l.Name
resp.Pair, err = currency.NewPairFromString(key)
if err != nil {
return nil, err
}
if strings.EqualFold(tempResp.Orders[0].Type, order.Buy.String()) {
resp.Side = order.Buy
} else {
resp.Side = order.Sell
}
resp.Status = l.GetStatus(tempResp.Orders[0].Status)
resp.Price = tempResp.Orders[0].Price
resp.Amount = tempResp.Orders[0].Amount
resp.Date = time.Unix(tempResp.Orders[0].CreateTime, 0)
resp.ExecutedAmount = tempResp.Orders[0].DealAmount
resp.RemainingAmount = tempResp.Orders[0].Amount - tempResp.Orders[0].DealAmount
resp.Fee, err = l.GetFeeByType(ctx,
&exchange.FeeBuilder{
FeeType: exchange.CryptocurrencyTradeFee,
Amount: tempResp.Orders[0].Amount,
PurchasePrice: tempResp.Orders[0].Price})
if err != nil {
resp.Fee = lbankFeeNotFound
}
for y := int(0); y < len(getOrdersRequest.Pairs); y++ {
if getOrdersRequest.Pairs[y].String() != key {
continue
}
if getOrdersRequest.Side == order.AnySide {
finalResp = append(finalResp, resp)
continue
}
if strings.EqualFold(getOrdersRequest.Side.String(),
tempResp.Orders[0].Type) {
finalResp = append(finalResp, resp)
}
}
}
}
return getOrdersRequest.Filter(l.Name, finalResp), nil
}
// GetOrderHistory retrieves account order information *
// Can Limit response to specific order status
func (l *Lbank) GetOrderHistory(ctx context.Context, getOrdersRequest *order.GetOrdersRequest) (order.FilteredOrders, error) {
err := getOrdersRequest.Validate()
if err != nil {
return nil, err
}
var finalResp []order.Detail
var resp order.Detail
var tempCurr currency.Pairs
if len(getOrdersRequest.Pairs) == 0 {
var err error
tempCurr, err = l.GetEnabledPairs(asset.Spot)
if err != nil {
return nil, err
}
} else {
tempCurr = getOrdersRequest.Pairs
}
for a := range tempCurr {
fpair, err := l.FormatExchangeCurrency(tempCurr[a], asset.Spot)
if err != nil {
return nil, err
}
b := int64(1)
tempResp, err := l.QueryOrderHistory(ctx,
fpair.String(), strconv.FormatInt(b, 10), "200")
if err != nil {
return finalResp, err
}
for len(tempResp.Orders) != 0 {
tempResp, err = l.QueryOrderHistory(ctx,
fpair.String(), strconv.FormatInt(b, 10), "200")
if err != nil {
return finalResp, err
}
for x := 0; x < len(tempResp.Orders); x++ {
resp.Exchange = l.Name
resp.Pair, err = currency.NewPairFromString(tempResp.Orders[x].Symbol)
if err != nil {
return nil, err
}
if strings.EqualFold(tempResp.Orders[x].Type, order.Buy.String()) {
resp.Side = order.Buy
} else {
resp.Side = order.Sell
}
resp.Status = l.GetStatus(tempResp.Orders[x].Status)
resp.Price = tempResp.Orders[x].Price
resp.AverageExecutedPrice = tempResp.Orders[x].AvgPrice
resp.Amount = tempResp.Orders[x].Amount
resp.Date = time.Unix(tempResp.Orders[x].CreateTime, 0)
resp.ExecutedAmount = tempResp.Orders[x].DealAmount
resp.RemainingAmount = tempResp.Orders[x].Amount - tempResp.Orders[x].DealAmount
resp.Fee, err = l.GetFeeByType(ctx,
&exchange.FeeBuilder{
FeeType: exchange.CryptocurrencyTradeFee,
Amount: tempResp.Orders[x].Amount,
PurchasePrice: tempResp.Orders[x].Price})
if err != nil {
resp.Fee = lbankFeeNotFound
}
resp.InferCostsAndTimes()
finalResp = append(finalResp, resp)
b++
}
}
}
return getOrdersRequest.Filter(l.Name, finalResp), nil
}
// GetFeeByType returns an estimate of fee based on the type of transaction *
func (l *Lbank) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if feeBuilder == nil {
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
}
var resp float64
if feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
return feeBuilder.Amount * feeBuilder.PurchasePrice * 0.002, nil
}
if feeBuilder.FeeType == exchange.CryptocurrencyWithdrawalFee {
withdrawalFee, err := l.GetWithdrawConfig(ctx,
feeBuilder.Pair.Base.Lower().String())
if err != nil {
return resp, err
}
for i := range withdrawalFee {
if !strings.EqualFold(withdrawalFee[i].AssetCode, feeBuilder.Pair.Base.String()) {
continue
}
if withdrawalFee[i].Fee == "" {
return 0, nil
}
resp, err = strconv.ParseFloat(withdrawalFee[i].Fee, 64)
if err != nil {
return resp, err
}
}
}
return resp, nil
}
// GetAllOpenOrderID returns all open orders by currency pairs
func (l *Lbank) getAllOpenOrderID(ctx context.Context) (map[string][]string, error) {
allPairs, err := l.GetEnabledPairs(asset.Spot)
if err != nil {
return nil, err
}
resp := make(map[string][]string)
for a := range allPairs {
fpair, err := l.FormatExchangeCurrency(allPairs[a], asset.Spot)
if err != nil {
return nil, err
}
b := int64(1)
tempResp, err := l.GetOpenOrders(ctx,
fpair.String(),
strconv.FormatInt(b, 10),
"200")
if err != nil {
return resp, err
}
tempData := len(tempResp.Orders)
for tempData != 0 {
tempResp, err = l.GetOpenOrders(ctx,
fpair.String(),
strconv.FormatInt(b, 10),
"200")
if err != nil {
return resp, err
}
if len(tempResp.Orders) == 0 {
return resp, nil
}
for c := 0; c < tempData; c++ {
resp[fpair.String()] = append(resp[fpair.String()],
tempResp.Orders[c].OrderID)
}
tempData = len(tempResp.Orders)
b++
}
}
return resp, nil
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (l *Lbank) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
_, err := l.UpdateAccountInfo(ctx, assetType)
return l.CheckTransientError(err)
}
// FormatExchangeKlineInterval returns Interval to exchange formatted string
func (l *Lbank) FormatExchangeKlineInterval(in kline.Interval) string {
switch in {
case kline.OneMin, kline.ThreeMin,
kline.FiveMin, kline.FifteenMin, kline.ThirtyMin:
return "minute" + in.Short()[:len(in.Short())-1]
case kline.OneHour, kline.FourHour,
kline.EightHour, kline.TwelveHour:
return "hour" + in.Short()[:len(in.Short())-1]
case kline.OneDay:
return "day1"
case kline.OneWeek:
return "week1"
}
return ""
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (l *Lbank) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := l.GetKlineRequest(pair, a, interval, start, end, true)
if err != nil {
return nil, err
}
data, err := l.GetKlines(ctx,
req.RequestFormatted.String(),
strconv.FormatInt(req.RequestLimit, 10),
l.FormatExchangeKlineInterval(req.ExchangeInterval),
strconv.FormatInt(req.Start.Unix(), 10))
if err != nil {
return nil, err
}
timeSeries := make([]kline.Candle, len(data))
for x := range data {
timeSeries[x] = kline.Candle{
Time: data[x].TimeStamp,
Open: data[x].OpenPrice,
High: data[x].HigestPrice,
Low: data[x].LowestPrice,
Close: data[x].ClosePrice,
Volume: data[x].TradingVolume,
}
}
return req.ProcessResponse(timeSeries)
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (l *Lbank) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := l.GetKlineExtendedRequest(pair, a, interval, start, end)
if err != nil {
return nil, err
}
timeSeries := make([]kline.Candle, 0, req.Size())
for x := range req.RangeHolder.Ranges {
var data []KlineResponse
data, err = l.GetKlines(ctx,
req.RequestFormatted.String(),
strconv.FormatInt(req.RequestLimit, 10),
l.FormatExchangeKlineInterval(req.ExchangeInterval),
strconv.FormatInt(req.RangeHolder.Ranges[x].Start.Ticks, 10))
if err != nil {
return nil, err
}
for i := range data {
if (data[i].TimeStamp.Unix() < req.RangeHolder.Ranges[x].Start.Ticks) ||
(data[i].TimeStamp.Unix() > req.RangeHolder.Ranges[x].End.Ticks) {
continue
}
timeSeries = append(timeSeries, kline.Candle{
Time: data[i].TimeStamp,
Open: data[i].OpenPrice,
High: data[i].HigestPrice,
Low: data[i].LowestPrice,
Close: data[i].ClosePrice,
Volume: data[i].TradingVolume,
})
}
}
return req.ProcessResponse(timeSeries)
}
// GetStatus returns the order.Status from the int representation.
func (l *Lbank) GetStatus(status int64) order.Status {
var oStatus order.Status
switch status {
case -1:
// "cancelled"
oStatus = order.Cancelled
case 0:
// "on trading"
oStatus = order.Active
case 1:
// "filled partially"
oStatus = order.PartiallyFilled
case 2:
// "filled totally"
oStatus = order.Filled
case 4:
// "Cancelling"
oStatus = order.Cancelling
default:
log.Errorf(log.Global, "%s Unhandled Order Status '%v'", l.GetName(), status)
}
return oStatus
}