mirror of
https://github.com/d0zingcat/gocryptotrader.git
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* 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>
1073 lines
31 KiB
Go
1073 lines
31 KiB
Go
package okcoin
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import (
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"context"
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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 (o *OKCoin) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
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o.SetDefaults()
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exchCfg := new(config.Exchange)
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exchCfg.Name = o.Name
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exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
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exchCfg.BaseCurrencies = o.BaseCurrencies
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err := o.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 o.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err = o.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 method assigns the default values for OKCoin
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func (o *OKCoin) SetDefaults() {
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o.SetErrorDefaults()
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o.Name = okCoinExchangeName
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o.Enabled = true
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o.Verbose = true
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o.API.CredentialsValidator.RequiresKey = true
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o.API.CredentialsValidator.RequiresSecret = true
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o.API.CredentialsValidator.RequiresClientID = true
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requestFmt := ¤cy.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter}
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configFmt := ¤cy.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter}
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err := o.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot, asset.Margin)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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o.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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TickerBatching: true,
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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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CancelOrder: true,
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CancelOrders: true,
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SubmitOrder: true,
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SubmitOrders: true,
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DepositHistory: true,
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WithdrawalHistory: true,
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UserTradeHistory: true,
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CryptoDeposit: true,
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CryptoWithdrawal: true,
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TradeFee: true,
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CryptoWithdrawalFee: true,
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},
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WebsocketCapabilities: protocol.Features{
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TickerFetching: true,
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TradeFetching: true,
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KlineFetching: true,
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OrderbookFetching: true,
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Subscribe: true,
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Unsubscribe: true,
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AuthenticatedEndpoints: true,
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MessageCorrelation: true,
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GetOrders: true,
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GetOrder: true,
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AccountBalance: true,
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},
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WithdrawPermissions: exchange.AutoWithdrawCrypto |
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exchange.NoFiatWithdrawals,
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Kline: kline.ExchangeCapabilitiesSupported{
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DateRanges: true,
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Intervals: true,
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},
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},
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Enabled: exchange.FeaturesEnabled{
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AutoPairUpdates: true,
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Kline: kline.ExchangeCapabilitiesEnabled{
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Intervals: kline.DeployExchangeIntervals(
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kline.IntervalCapacity{Interval: kline.OneMin},
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kline.IntervalCapacity{Interval: kline.ThreeMin},
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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.TwoHour},
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kline.IntervalCapacity{Interval: kline.FourHour},
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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.SixHour},
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// kline.IntervalCapacity{Interval: kline.TwelveHour},
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// kline.IntervalCapacity{Interval: kline.OneDay},
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// kline.IntervalCapacity{Interval: kline.ThreeDay},
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// kline.IntervalCapacity{Interval: kline.OneWeek},
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),
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GlobalResultLimit: 1440,
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},
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},
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}
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o.Requester, err = request.New(o.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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// TODO: Specify each individual endpoint rate limits as per docs
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request.WithLimiter(request.NewBasicRateLimit(okCoinRateInterval, okCoinStandardRequestRate)),
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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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o.API.Endpoints = o.NewEndpoints()
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err = o.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: okCoinAPIURL,
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exchange.WebsocketSpot: okCoinWebsocketURL,
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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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o.Websocket = stream.New()
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o.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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o.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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o.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
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}
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// Setup sets user exchange configuration settings
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func (o *OKCoin) 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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o.SetEnabled(false)
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return nil
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}
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err = o.SetupDefaults(exch)
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if err != nil {
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return err
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}
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wsEndpoint, err := o.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 = o.Websocket.Setup(&stream.WebsocketSetup{
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ExchangeConfig: exch,
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DefaultURL: wsEndpoint,
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RunningURL: wsEndpoint,
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Connector: o.WsConnect,
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Subscriber: o.Subscribe,
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Unsubscriber: o.Unsubscribe,
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GenerateSubscriptions: o.GenerateDefaultSubscriptions,
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ConnectionMonitorDelay: exch.ConnectionMonitorDelay,
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Features: &o.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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return o.Websocket.SetupNewConnection(stream.ConnectionSetup{
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RateLimit: okcoinWsRateLimit,
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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})
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}
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// Start starts the OKCoin go routine
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func (o *OKCoin) 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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o.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 OKCoin wrapper
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func (o *OKCoin) Run(ctx context.Context) {
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if o.Verbose {
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log.Debugf(log.ExchangeSys,
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"%s Websocket: %s.",
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o.Name,
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common.IsEnabled(o.Websocket.IsEnabled()))
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o.PrintEnabledPairs()
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}
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forceUpdate := false
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var err error
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if !o.BypassConfigFormatUpgrades {
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var format currency.PairFormat
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format, err = o.GetPairFormat(asset.Spot, false)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update currencies. Err: %s\n",
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o.Name,
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err)
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return
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}
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var enabled, avail currency.Pairs
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enabled, err = o.CurrencyPairs.GetPairs(asset.Spot, true)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update currencies. Err: %s\n",
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o.Name,
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err)
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return
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}
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avail, err = o.CurrencyPairs.GetPairs(asset.Spot, false)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update currencies. Err: %s\n",
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o.Name,
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err)
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return
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}
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if !common.StringDataContains(enabled.Strings(), format.Delimiter) ||
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!common.StringDataContains(avail.Strings(), format.Delimiter) {
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var p currency.Pairs
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p, err = currency.NewPairsFromStrings([]string{currency.BTC.String() +
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format.Delimiter +
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currency.USD.String()})
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update currencies.\n",
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o.Name)
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} else {
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log.Warnf(log.ExchangeSys, exchange.ResetConfigPairsWarningMessage, o.Name, asset.Spot, p)
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forceUpdate = true
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err = o.UpdatePairs(p, asset.Spot, true, true)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update currencies. Err: %s\n",
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o.Name,
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err)
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return
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}
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}
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}
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}
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if !o.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
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return
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}
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err = o.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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o.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 (o *OKCoin) FetchTradablePairs(ctx context.Context, _ asset.Item) (currency.Pairs, error) {
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prods, err := o.GetSpotTokenPairDetails(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, len(prods))
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for x := range prods {
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var pair currency.Pair
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pair, err = currency.NewPairFromStrings(prods[x].BaseCurrency, prods[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[x] = pair
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}
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return pairs, nil
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}
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// UpdateTradablePairs updates the exchanges available pairs and stores
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// them in the exchanges config
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func (o *OKCoin) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
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pairs, err := o.FetchTradablePairs(ctx, asset.Spot)
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if err != nil {
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return err
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}
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return o.UpdatePairs(pairs, asset.Spot, false, forceUpdate)
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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 (o *OKCoin) UpdateTickers(ctx context.Context, a asset.Item) error {
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if a == asset.Spot {
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resp, err := o.GetSpotAllTokenPairsInformation(ctx)
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if err != nil {
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return err
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}
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pairs, err := o.GetEnabledPairs(a)
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if err != nil {
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return err
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}
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for i := range pairs {
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for j := range resp {
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if !pairs[i].Equal(resp[j].InstrumentID) {
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continue
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Last: resp[j].Last,
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High: resp[j].High24h,
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Low: resp[j].Low24h,
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Bid: resp[j].BestBid,
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Ask: resp[j].BestAsk,
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Volume: resp[j].BaseVolume24h,
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QuoteVolume: resp[j].QuoteVolume24h,
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Open: resp[j].Open24h,
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Pair: pairs[i],
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LastUpdated: resp[j].Timestamp,
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ExchangeName: o.Name,
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AssetType: a})
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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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}
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}
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return nil
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (o *OKCoin) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
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if err := o.UpdateTickers(ctx, a); err != nil {
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return nil, err
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}
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return ticker.GetTicker(o.Name, p, a)
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}
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// FetchTicker returns the ticker for a currency pair
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func (o *OKCoin) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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tickerData, err := ticker.GetTicker(o.Name, p, assetType)
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if err != nil {
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return o.UpdateTicker(ctx, p, assetType)
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}
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return tickerData, nil
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}
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// GetRecentTrades returns the most recent trades for a currency and asset
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func (o *OKCoin) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
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var err error
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p, err = o.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return nil, err
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}
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var resp []trade.Data
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switch assetType {
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case asset.Spot:
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var tradeData []GetSpotFilledOrdersInformationResponse
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tradeData, err = o.GetSpotFilledOrdersInformation(ctx,
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&GetSpotFilledOrdersInformationRequest{
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InstrumentID: p.String(),
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})
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if err != nil {
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return nil, err
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}
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for i := range tradeData {
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var side order.Side
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side, err = order.StringToOrderSide(tradeData[i].Side)
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if err != nil {
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return nil, err
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}
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resp = append(resp, trade.Data{
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Exchange: o.Name,
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TID: tradeData[i].TradeID,
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CurrencyPair: p,
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Side: side,
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AssetType: assetType,
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Price: tradeData[i].Price,
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Amount: tradeData[i].Size,
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Timestamp: tradeData[i].Timestamp,
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})
|
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}
|
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default:
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return nil, fmt.Errorf("%s asset type %v unsupported", o.Name, assetType)
|
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}
|
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err = o.AddTradesToBuffer(resp...)
|
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if err != nil {
|
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return nil, err
|
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}
|
|
|
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sort.Sort(trade.ByDate(resp))
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return resp, nil
|
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}
|
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|
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// CancelBatchOrders cancels an orders by their corresponding ID numbers
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func (o *OKCoin) CancelBatchOrders(_ context.Context, _ []order.Cancel) (order.CancelBatchResponse, error) {
|
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return order.CancelBatchResponse{}, common.ErrNotYetImplemented
|
|
}
|
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|
|
// FetchOrderbook returns orderbook base on the currency pair
|
|
func (o *OKCoin) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
|
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fPair, err := o.FormatExchangeCurrency(p, assetType)
|
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if err != nil {
|
|
return nil, err
|
|
}
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ob, err := orderbook.Get(o.Name, fPair, assetType)
|
|
if err != nil {
|
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return o.UpdateOrderbook(ctx, fPair, assetType)
|
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}
|
|
return ob, nil
|
|
}
|
|
|
|
// UpdateOrderbook updates and returns the orderbook for a currency pair
|
|
func (o *OKCoin) UpdateOrderbook(ctx context.Context, p currency.Pair, a asset.Item) (*orderbook.Base, error) {
|
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book := &orderbook.Base{
|
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Exchange: o.Name,
|
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Pair: p,
|
|
Asset: a,
|
|
VerifyOrderbook: o.CanVerifyOrderbook,
|
|
}
|
|
|
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fPair, err := o.FormatExchangeCurrency(p, a)
|
|
if err != nil {
|
|
return book, err
|
|
}
|
|
|
|
orderbookNew, err := o.GetOrderBook(ctx,
|
|
&GetOrderBookRequest{
|
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InstrumentID: fPair.String(),
|
|
Size: 200,
|
|
}, a)
|
|
if err != nil {
|
|
return book, err
|
|
}
|
|
|
|
book.Bids = make(orderbook.Items, len(orderbookNew.Bids))
|
|
for x := range orderbookNew.Bids {
|
|
amount, convErr := strconv.ParseFloat(orderbookNew.Bids[x][1], 64)
|
|
if convErr != nil {
|
|
return book, err
|
|
}
|
|
price, convErr := strconv.ParseFloat(orderbookNew.Bids[x][0], 64)
|
|
if convErr != nil {
|
|
return book, err
|
|
}
|
|
|
|
var liquidationOrders, orderCount int64
|
|
// Contract specific variables
|
|
if len(orderbookNew.Bids[x]) == 4 {
|
|
liquidationOrders, convErr = strconv.ParseInt(orderbookNew.Bids[x][2], 10, 64)
|
|
if convErr != nil {
|
|
return book, err
|
|
}
|
|
|
|
orderCount, convErr = strconv.ParseInt(orderbookNew.Bids[x][3], 10, 64)
|
|
if convErr != nil {
|
|
return book, err
|
|
}
|
|
}
|
|
|
|
book.Bids[x] = orderbook.Item{
|
|
Amount: amount,
|
|
Price: price,
|
|
LiquidationOrders: liquidationOrders,
|
|
OrderCount: orderCount,
|
|
}
|
|
}
|
|
|
|
book.Asks = make(orderbook.Items, len(orderbookNew.Asks))
|
|
for x := range orderbookNew.Asks {
|
|
amount, convErr := strconv.ParseFloat(orderbookNew.Asks[x][1], 64)
|
|
if convErr != nil {
|
|
return book, err
|
|
}
|
|
price, convErr := strconv.ParseFloat(orderbookNew.Asks[x][0], 64)
|
|
if convErr != nil {
|
|
return book, err
|
|
}
|
|
|
|
var liquidationOrders, orderCount int64
|
|
// Contract specific variables
|
|
if len(orderbookNew.Asks[x]) == 4 {
|
|
liquidationOrders, convErr = strconv.ParseInt(orderbookNew.Asks[x][2], 10, 64)
|
|
if convErr != nil {
|
|
return book, err
|
|
}
|
|
|
|
orderCount, convErr = strconv.ParseInt(orderbookNew.Asks[x][3], 10, 64)
|
|
if convErr != nil {
|
|
return book, err
|
|
}
|
|
}
|
|
|
|
book.Asks[x] = orderbook.Item{
|
|
Amount: amount,
|
|
Price: price,
|
|
LiquidationOrders: liquidationOrders,
|
|
OrderCount: orderCount,
|
|
}
|
|
}
|
|
|
|
err = book.Process()
|
|
if err != nil {
|
|
return book, err
|
|
}
|
|
|
|
return orderbook.Get(o.Name, fPair, a)
|
|
}
|
|
|
|
// UpdateAccountInfo retrieves balances for all enabled currencies
|
|
func (o *OKCoin) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
|
|
currencies, err := o.GetSpotTradingAccounts(ctx)
|
|
if err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
|
|
var resp account.Holdings
|
|
resp.Exchange = o.Name
|
|
currencyAccount := account.SubAccount{AssetType: assetType}
|
|
|
|
for i := range currencies {
|
|
hold, parseErr := strconv.ParseFloat(currencies[i].Hold, 64)
|
|
if parseErr != nil {
|
|
return resp, parseErr
|
|
}
|
|
totalValue, parseErr := strconv.ParseFloat(currencies[i].Balance, 64)
|
|
if parseErr != nil {
|
|
return resp, parseErr
|
|
}
|
|
currencyAccount.Currencies = append(currencyAccount.Currencies,
|
|
account.Balance{
|
|
Currency: currency.NewCode(currencies[i].Currency),
|
|
Total: totalValue,
|
|
Hold: hold,
|
|
Free: totalValue - hold,
|
|
})
|
|
}
|
|
|
|
resp.Accounts = append(resp.Accounts, currencyAccount)
|
|
|
|
creds, err := o.GetCredentials(ctx)
|
|
if err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
err = account.Process(&resp, creds)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
return resp, nil
|
|
}
|
|
|
|
// FetchAccountInfo retrieves balances for all enabled currencies
|
|
func (o *OKCoin) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
|
|
creds, err := o.GetCredentials(ctx)
|
|
if err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
acc, err := account.GetHoldings(o.Name, creds, assetType)
|
|
if err != nil {
|
|
return o.UpdateAccountInfo(ctx, assetType)
|
|
}
|
|
return acc, nil
|
|
}
|
|
|
|
// GetFundingHistory returns funding history, deposits and
|
|
// withdrawals
|
|
func (o *OKCoin) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
|
|
accountDepositHistory, err := o.GetAccountDepositHistory(ctx, "")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
accountWithdrawlHistory, err := o.GetAccountWithdrawalHistory(ctx, "")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]exchange.FundHistory, len(accountDepositHistory)+len(accountWithdrawlHistory))
|
|
for x := range accountDepositHistory {
|
|
orderStatus := ""
|
|
switch accountDepositHistory[x].Status {
|
|
case 0:
|
|
orderStatus = "waiting"
|
|
case 1:
|
|
orderStatus = "confirmation account"
|
|
case 2:
|
|
orderStatus = "recharge success"
|
|
}
|
|
|
|
resp[x] = exchange.FundHistory{
|
|
Amount: accountDepositHistory[x].Amount,
|
|
Currency: accountDepositHistory[x].Currency,
|
|
ExchangeName: o.Name,
|
|
Status: orderStatus,
|
|
Timestamp: accountDepositHistory[x].Timestamp,
|
|
TransferID: accountDepositHistory[x].TransactionID,
|
|
TransferType: "deposit",
|
|
}
|
|
}
|
|
|
|
for i := range accountWithdrawlHistory {
|
|
resp[len(accountDepositHistory)+i] = exchange.FundHistory{
|
|
Amount: accountWithdrawlHistory[i].Amount,
|
|
Currency: accountWithdrawlHistory[i].Currency,
|
|
ExchangeName: o.Name,
|
|
Status: OrderStatus[accountWithdrawlHistory[i].Status],
|
|
Timestamp: accountWithdrawlHistory[i].Timestamp,
|
|
TransferID: accountWithdrawlHistory[i].TransactionID,
|
|
TransferType: "withdrawal",
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// SubmitOrder submits a new order
|
|
func (o *OKCoin) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
|
|
err := s.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
fPair, err := o.FormatExchangeCurrency(s.Pair, s.AssetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
req := PlaceOrderRequest{
|
|
ClientOID: s.ClientID,
|
|
InstrumentID: fPair.String(),
|
|
Side: s.Side.Lower(),
|
|
Type: s.Type.Lower(),
|
|
Size: strconv.FormatFloat(s.Amount, 'f', -1, 64),
|
|
}
|
|
if s.Type == order.Limit {
|
|
req.Price = strconv.FormatFloat(s.Price, 'f', -1, 64)
|
|
}
|
|
|
|
orderResponse, err := o.PlaceSpotOrder(ctx, &req)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if !orderResponse.Result {
|
|
return nil, order.ErrUnableToPlaceOrder
|
|
}
|
|
return s.DeriveSubmitResponse(orderResponse.OrderID)
|
|
}
|
|
|
|
// ModifyOrder will allow of changing orderbook placement and limit to
|
|
// market conversion
|
|
func (o *OKCoin) ModifyOrder(_ context.Context, _ *order.Modify) (*order.ModifyResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// CancelOrder cancels an order by its corresponding ID number
|
|
func (o *OKCoin) CancelOrder(ctx context.Context, cancel *order.Cancel) error {
|
|
err := cancel.Validate(cancel.StandardCancel())
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
orderID, err := strconv.ParseInt(cancel.OrderID, 10, 64)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
fpair, err := o.FormatExchangeCurrency(cancel.Pair,
|
|
cancel.AssetType)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
orderCancellationResponse, err := o.CancelSpotOrder(ctx,
|
|
&CancelSpotOrderRequest{
|
|
InstrumentID: fpair.String(),
|
|
OrderID: orderID,
|
|
})
|
|
if err != nil {
|
|
return err
|
|
}
|
|
if !orderCancellationResponse.Result {
|
|
return fmt.Errorf("order %d failed to be cancelled",
|
|
orderCancellationResponse.OrderID)
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
// CancelAllOrders cancels all orders associated with a currency pair
|
|
func (o *OKCoin) CancelAllOrders(ctx context.Context, orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
|
|
if err := orderCancellation.Validate(); err != nil {
|
|
return order.CancelAllResponse{}, err
|
|
}
|
|
|
|
orderIDs := strings.Split(orderCancellation.OrderID, ",")
|
|
resp := order.CancelAllResponse{}
|
|
resp.Status = make(map[string]string)
|
|
orderIDNumbers := make([]int64, 0, len(orderIDs))
|
|
for i := range orderIDs {
|
|
orderIDNumber, err := strconv.ParseInt(orderIDs[i], 10, 64)
|
|
if err != nil {
|
|
resp.Status[orderIDs[i]] = err.Error()
|
|
continue
|
|
}
|
|
orderIDNumbers = append(orderIDNumbers, orderIDNumber)
|
|
}
|
|
|
|
fpair, err := o.FormatExchangeCurrency(orderCancellation.Pair,
|
|
orderCancellation.AssetType)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
cancelOrdersResponse, err := o.CancelMultipleSpotOrders(ctx,
|
|
&CancelMultipleSpotOrdersRequest{
|
|
InstrumentID: fpair.String(),
|
|
OrderIDs: orderIDNumbers,
|
|
})
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
for x := range cancelOrdersResponse {
|
|
for y := range cancelOrdersResponse[x] {
|
|
resp.Status[strconv.FormatInt(cancelOrdersResponse[x][y].OrderID, 10)] = strconv.FormatBool(cancelOrdersResponse[x][y].Result)
|
|
}
|
|
}
|
|
|
|
return resp, err
|
|
}
|
|
|
|
// GetOrderInfo returns order information based on order ID
|
|
func (o *OKCoin) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
|
|
var resp order.Detail
|
|
if assetType != asset.Spot {
|
|
return resp, fmt.Errorf("%s %w", assetType, asset.ErrNotSupported)
|
|
}
|
|
|
|
mOrder, err := o.GetSpotOrder(ctx, &GetSpotOrderRequest{OrderID: orderID})
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
format, err := o.GetPairFormat(assetType, false)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
p, err := currency.NewPairDelimiter(mOrder.InstrumentID, format.Delimiter)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
status, err := order.StringToOrderStatus(mOrder.Status)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", o.Name, err)
|
|
}
|
|
|
|
side, err := order.StringToOrderSide(mOrder.Side)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", o.Name, err)
|
|
}
|
|
resp = order.Detail{
|
|
Amount: mOrder.Size,
|
|
Pair: p,
|
|
Exchange: o.Name,
|
|
Date: mOrder.Timestamp,
|
|
ExecutedAmount: mOrder.FilledSize,
|
|
Status: status,
|
|
Side: side,
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetDepositAddress returns a deposit address for a specified currency
|
|
func (o *OKCoin) GetDepositAddress(ctx context.Context, c currency.Code, _, _ string) (*deposit.Address, error) {
|
|
wallet, err := o.GetAccountDepositAddressForCurrency(ctx, c.Lower().String())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if len(wallet) == 0 {
|
|
return nil, fmt.Errorf("%w for currency %s",
|
|
errNoAccountDepositAddress,
|
|
c)
|
|
}
|
|
return &deposit.Address{
|
|
Address: wallet[0].Address,
|
|
Tag: wallet[0].Tag,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
|
|
// submitted
|
|
func (o *OKCoin) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
withdrawal, err := o.AccountWithdraw(ctx,
|
|
&AccountWithdrawRequest{
|
|
Amount: withdrawRequest.Amount,
|
|
Currency: withdrawRequest.Currency.Lower().String(),
|
|
Destination: 4, // 1, 2, 3 are all internal
|
|
Fee: withdrawRequest.Crypto.FeeAmount,
|
|
ToAddress: withdrawRequest.Crypto.Address,
|
|
TradePwd: withdrawRequest.TradePassword,
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if !withdrawal.Result {
|
|
return nil,
|
|
fmt.Errorf("could not withdraw currency %s to %s, no error specified",
|
|
withdrawRequest.Currency,
|
|
withdrawRequest.Crypto.Address)
|
|
}
|
|
|
|
return &withdraw.ExchangeResponse{
|
|
ID: strconv.FormatInt(withdrawal.WithdrawalID, 10),
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawFiatFunds returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (o *OKCoin) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (o *OKCoin) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetWithdrawalsHistory returns previous withdrawals data
|
|
func (o *OKCoin) GetWithdrawalsHistory(ctx context.Context, c currency.Code, a asset.Item) ([]exchange.WithdrawalHistory, error) {
|
|
return nil, common.ErrNotYetImplemented
|
|
}
|
|
|
|
// GetActiveOrders retrieves any orders that are active/open
|
|
func (o *OKCoin) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
|
|
err := req.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var resp []order.Detail
|
|
for x := range req.Pairs {
|
|
var fPair currency.Pair
|
|
fPair, err = o.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var spotOpenOrders []GetSpotOrderResponse
|
|
spotOpenOrders, err = o.GetSpotOpenOrders(ctx,
|
|
&GetSpotOpenOrdersRequest{
|
|
InstrumentID: fPair.String(),
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range spotOpenOrders {
|
|
var status order.Status
|
|
status, err = order.StringToOrderStatus(spotOpenOrders[i].Status)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", o.Name, err)
|
|
}
|
|
var side order.Side
|
|
side, err = order.StringToOrderSide(spotOpenOrders[i].Side)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", o.Name, err)
|
|
}
|
|
var orderType order.Type
|
|
orderType, err = order.StringToOrderType(spotOpenOrders[i].Type)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", o.Name, err)
|
|
}
|
|
resp = append(resp, order.Detail{
|
|
OrderID: spotOpenOrders[i].OrderID,
|
|
Price: spotOpenOrders[i].Price,
|
|
Amount: spotOpenOrders[i].Size,
|
|
Pair: req.Pairs[x],
|
|
Exchange: o.Name,
|
|
Side: side,
|
|
Type: orderType,
|
|
ExecutedAmount: spotOpenOrders[i].FilledSize,
|
|
Date: spotOpenOrders[i].Timestamp,
|
|
Status: status,
|
|
})
|
|
}
|
|
}
|
|
return req.Filter(o.Name, resp), nil
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information
|
|
// Can Limit response to specific order status
|
|
func (o *OKCoin) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
|
|
err := req.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var resp []order.Detail
|
|
for x := range req.Pairs {
|
|
var fPair currency.Pair
|
|
fPair, err = o.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var spotOrders []GetSpotOrderResponse
|
|
spotOrders, err = o.GetSpotOrders(ctx,
|
|
&GetSpotOrdersRequest{
|
|
Status: strings.Join([]string{"filled", "cancelled", "failure"}, "|"),
|
|
InstrumentID: fPair.String(),
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range spotOrders {
|
|
var status order.Status
|
|
status, err = order.StringToOrderStatus(spotOrders[i].Status)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", o.Name, err)
|
|
}
|
|
var side order.Side
|
|
side, err = order.StringToOrderSide(spotOrders[i].Side)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", o.Name, err)
|
|
}
|
|
var orderType order.Type
|
|
orderType, err = order.StringToOrderType(spotOrders[i].Type)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", o.Name, err)
|
|
}
|
|
detail := order.Detail{
|
|
OrderID: spotOrders[i].OrderID,
|
|
Price: spotOrders[i].Price,
|
|
AverageExecutedPrice: spotOrders[i].PriceAvg,
|
|
Amount: spotOrders[i].Size,
|
|
ExecutedAmount: spotOrders[i].FilledSize,
|
|
RemainingAmount: spotOrders[i].Size - spotOrders[i].FilledSize,
|
|
Pair: req.Pairs[x],
|
|
Exchange: o.Name,
|
|
Side: side,
|
|
Type: orderType,
|
|
Date: spotOrders[i].Timestamp,
|
|
Status: status,
|
|
}
|
|
detail.InferCostsAndTimes()
|
|
resp = append(resp, detail)
|
|
}
|
|
}
|
|
return req.Filter(o.Name, resp), nil
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on type of transaction
|
|
func (o *OKCoin) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
if feeBuilder == nil {
|
|
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
|
|
}
|
|
if !o.AreCredentialsValid(ctx) && // Todo check connection status
|
|
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
|
|
feeBuilder.FeeType = exchange.OfflineTradeFee
|
|
}
|
|
return o.GetFee(ctx, feeBuilder)
|
|
}
|
|
|
|
// GetWithdrawCapabilities returns the types of withdrawal methods permitted by the exchange
|
|
func (o *OKCoin) GetWithdrawCapabilities() uint32 {
|
|
return o.GetWithdrawPermissions()
|
|
}
|
|
|
|
// AuthenticateWebsocket sends an authentication message to the websocket
|
|
func (o *OKCoin) AuthenticateWebsocket(ctx context.Context) error {
|
|
return o.WsLogin(ctx)
|
|
}
|
|
|
|
// ValidateCredentials validates current credentials used for wrapper
|
|
// functionality
|
|
func (o *OKCoin) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
|
|
_, err := o.UpdateAccountInfo(ctx, assetType)
|
|
return o.CheckTransientError(err)
|
|
}
|
|
|
|
// GetHistoricTrades returns historic trade data within the timeframe provided
|
|
func (o *OKCoin) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetHistoricCandles returns candles between a time period for a set time interval
|
|
func (o *OKCoin) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
|
|
req, err := o.GetKlineRequest(pair, a, interval, start, end, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
timeSeries, err := o.GetMarketData(ctx, &GetMarketDataRequest{
|
|
Asset: a,
|
|
Start: start.UTC().Format(time.RFC3339),
|
|
End: end.UTC().Format(time.RFC3339),
|
|
Granularity: o.FormatExchangeKlineInterval(interval),
|
|
InstrumentID: req.RequestFormatted.String(),
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return req.ProcessResponse(timeSeries)
|
|
}
|
|
|
|
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
|
|
func (o *OKCoin) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
|
|
req, err := o.GetKlineExtendedRequest(pair, a, interval, start, end)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
gran := o.FormatExchangeKlineInterval(interval)
|
|
timeSeries := make([]kline.Candle, 0, req.Size())
|
|
for x := range req.RangeHolder.Ranges {
|
|
var candles []kline.Candle
|
|
candles, err = o.GetMarketData(ctx, &GetMarketDataRequest{
|
|
Asset: a,
|
|
Start: req.RangeHolder.Ranges[x].Start.Time.UTC().Format(time.RFC3339),
|
|
End: req.RangeHolder.Ranges[x].End.Time.UTC().Format(time.RFC3339),
|
|
Granularity: gran,
|
|
InstrumentID: req.RequestFormatted.String(),
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
timeSeries = append(timeSeries, candles...)
|
|
}
|
|
return req.ProcessResponse(timeSeries)
|
|
}
|