mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-19 15:10:05 +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>
1456 lines
45 KiB
Go
1456 lines
45 KiB
Go
package okx
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import (
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"context"
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"errors"
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"fmt"
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"math"
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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/stream/buffer"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/log"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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)
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const (
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okxWebsocketResponseMaxLimit = time.Second * 3
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)
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// GetDefaultConfig returns a default exchange config
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func (ok *Okx) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
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ok.SetDefaults()
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exchCfg := new(config.Exchange)
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exchCfg.Name = ok.Name
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exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
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exchCfg.BaseCurrencies = ok.BaseCurrencies
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err := ok.Setup(exchCfg)
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if err != nil {
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return nil, err
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}
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if ok.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err := ok.UpdateTradablePairs(ctx, false)
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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 the basic defaults for Okx
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func (ok *Okx) SetDefaults() {
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ok.Name = "Okx"
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ok.Enabled = true
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ok.Verbose = true
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ok.WsRequestSemaphore = make(chan int, 20)
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ok.API.CredentialsValidator.RequiresKey = true
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ok.API.CredentialsValidator.RequiresSecret = true
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ok.API.CredentialsValidator.RequiresClientID = true
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fmt1 := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{Uppercase: true},
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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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err := ok.SetGlobalPairsManager(fmt1.RequestFormat, fmt1.ConfigFormat, asset.Spot, asset.Futures, asset.PerpetualSwap, asset.Options, 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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// Fill out the capabilities/features that the exchange supports
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ok.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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OrderbookFetching: true,
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AutoPairUpdates: true,
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AccountInfo: true,
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CryptoDeposit: true,
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CryptoWithdrawalFee: true,
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CryptoWithdrawal: true,
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TradeFee: true,
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SubmitOrder: 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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TradeFetching: true,
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UserTradeHistory: true,
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MultiChainDeposits: true,
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MultiChainWithdrawals: true,
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KlineFetching: true,
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DepositHistory: true,
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WithdrawalHistory: true,
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ModifyOrder: true,
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},
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WebsocketCapabilities: protocol.Features{
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TickerFetching: true,
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OrderbookFetching: true,
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Subscribe: true,
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Unsubscribe: true,
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AuthenticatedEndpoints: true,
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AccountInfo: true,
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GetOrders: true,
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TradeFetching: true,
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KlineFetching: true,
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GetOrder: true,
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SubmitOrder: true,
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CancelOrder: true,
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CancelOrders: true,
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ModifyOrder: true,
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},
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WithdrawPermissions: exchange.AutoWithdrawCrypto,
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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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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.TwoDay},
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kline.IntervalCapacity{Interval: kline.ThreeDay},
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kline.IntervalCapacity{Interval: kline.FiveDay},
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kline.IntervalCapacity{Interval: kline.OneWeek},
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kline.IntervalCapacity{Interval: kline.OneMonth},
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kline.IntervalCapacity{Interval: kline.ThreeMonth},
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kline.IntervalCapacity{Interval: kline.SixMonth},
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kline.IntervalCapacity{Interval: kline.OneYear},
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),
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GlobalResultLimit: 100, // Reference: https://www.okx.com/docs-v5/en/#rest-api-market-data-get-candlesticks-history
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},
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},
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}
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ok.Requester, err = request.New(ok.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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ok.API.Endpoints = ok.NewEndpoints()
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err = ok.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: okxAPIURL,
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exchange.WebsocketSpot: okxAPIWebsocketPublicURL,
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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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ok.Websocket = stream.New()
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ok.WebsocketResponseMaxLimit = okxWebsocketResponseMaxLimit
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ok.WebsocketResponseCheckTimeout = okxWebsocketResponseMaxLimit
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ok.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
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}
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// Setup takes in the supplied exchange configuration details and sets params
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func (ok *Okx) 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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ok.SetEnabled(false)
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return nil
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}
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err = ok.SetupDefaults(exch)
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if err != nil {
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return err
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}
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wsRunningEndpoint, err := ok.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 = ok.Websocket.Setup(&stream.WebsocketSetup{
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ExchangeConfig: exch,
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DefaultURL: okxAPIWebsocketPublicURL,
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RunningURL: wsRunningEndpoint,
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Connector: ok.WsConnect,
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Subscriber: ok.Subscribe,
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Unsubscriber: ok.Unsubscribe,
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GenerateSubscriptions: ok.GenerateDefaultSubscriptions,
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ConnectionMonitorDelay: exch.ConnectionMonitorDelay,
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Features: &ok.Features.Supports.WebsocketCapabilities,
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OrderbookBufferConfig: buffer.Config{
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Checksum: ok.CalculateUpdateOrderbookChecksum,
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},
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})
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if err != nil {
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return err
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}
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err = ok.Websocket.SetupNewConnection(stream.ConnectionSetup{
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URL: okxAPIWebsocketPublicURL,
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: okxWebsocketResponseMaxLimit,
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RateLimit: 500,
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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 ok.Websocket.SetupNewConnection(stream.ConnectionSetup{
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URL: okxAPIWebsocketPrivateURL,
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: okxWebsocketResponseMaxLimit,
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Authenticated: true,
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RateLimit: 500,
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})
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}
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// Start starts the Okx go routine
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func (ok *Okx) 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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ok.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 Okx wrapper
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func (ok *Okx) Run(ctx context.Context) {
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if ok.Verbose {
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log.Debugf(log.ExchangeSys,
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"%s Websocket: %s.",
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ok.Name,
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common.IsEnabled(ok.Websocket.IsEnabled()))
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ok.PrintEnabledPairs()
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}
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if !ok.GetEnabledFeatures().AutoPairUpdates {
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return
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}
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err := ok.UpdateTradablePairs(ctx, false)
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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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ok.Name,
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err)
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}
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}
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// GetServerTime returns the current exchange server time.
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func (ok *Okx) GetServerTime(ctx context.Context, ai asset.Item) (time.Time, error) {
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return ok.GetSystemTime(ctx)
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}
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// FetchTradablePairs returns a list of the exchanges tradable pairs
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func (ok *Okx) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
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if !ok.SupportsAsset(a) {
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return nil, fmt.Errorf("asset type of %s is not supported by %s", a, ok.Name)
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}
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var insts []Instrument
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var err error
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switch a {
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case asset.Spot:
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insts, err = ok.GetInstruments(ctx, &InstrumentsFetchParams{
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InstrumentType: okxInstTypeSpot,
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})
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case asset.Futures:
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insts, err = ok.GetInstruments(ctx, &InstrumentsFetchParams{
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InstrumentType: okxInstTypeFutures,
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})
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case asset.PerpetualSwap:
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insts, err = ok.GetInstruments(ctx, &InstrumentsFetchParams{
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InstrumentType: okxInstTypeSwap,
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})
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case asset.Options:
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var underlyings []string
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underlyings, err = ok.GetPublicUnderlyings(context.Background(), okxInstTypeOption)
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if err != nil {
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return nil, err
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}
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for x := range underlyings {
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var instruments []Instrument
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instruments, err = ok.GetInstruments(ctx, &InstrumentsFetchParams{
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InstrumentType: okxInstTypeOption,
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Underlying: underlyings[x],
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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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insts = append(insts, instruments...)
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}
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case asset.Margin:
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insts, err = ok.GetInstruments(ctx, &InstrumentsFetchParams{
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InstrumentType: okxInstTypeMargin,
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})
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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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if len(insts) == 0 {
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return nil, errNoInstrumentFound
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}
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pairs := make([]currency.Pair, len(insts))
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for x := range insts {
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pairs[x], err = currency.NewPairFromString(insts[x].InstrumentID)
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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 pairs, nil
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}
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// UpdateTradablePairs updates the exchanges available pairs and stores them in the exchanges config
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func (ok *Okx) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
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assetTypes := ok.GetAssetTypes(false)
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for i := range assetTypes {
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pairs, err := ok.FetchTradablePairs(ctx, assetTypes[i])
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if err != nil {
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return err
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}
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err = ok.UpdatePairs(pairs, assetTypes[i], 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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// UpdateTicker updates and returns the ticker for a currency pair
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func (ok *Okx) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
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format, err := ok.GetPairFormat(a, false)
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if err != nil {
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return nil, err
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}
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if !p.IsPopulated() {
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return nil, errIncompleteCurrencyPair
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}
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instrumentID := format.Format(p)
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if !ok.SupportsAsset(a) {
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return nil, fmt.Errorf("%w: %v", asset.ErrNotSupported, a)
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}
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mdata, err := ok.GetTicker(ctx, instrumentID)
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if err != nil {
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return nil, err
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}
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var baseVolume, quoteVolume float64
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switch a {
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case asset.Spot, asset.Margin:
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baseVolume = mdata.Vol24H.Float64()
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quoteVolume = mdata.VolCcy24H.Float64()
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case asset.PerpetualSwap, asset.Futures, asset.Options:
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baseVolume = mdata.VolCcy24H.Float64()
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quoteVolume = mdata.Vol24H.Float64()
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default:
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return nil, fmt.Errorf("%w, asset type %s is not supported", errInvalidInstrumentType, a.String())
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Last: mdata.LastTradePrice.Float64(),
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High: mdata.High24H.Float64(),
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Low: mdata.Low24H.Float64(),
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Bid: mdata.BidPrice.Float64(),
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Ask: mdata.BestAskPrice.Float64(),
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Volume: baseVolume,
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QuoteVolume: quoteVolume,
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Open: mdata.Open24H.Float64(),
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Pair: p,
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ExchangeName: ok.Name,
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AssetType: a,
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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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return ticker.GetTicker(ok.Name, p, a)
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}
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// UpdateTickers updates all currency pairs of a given asset type
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func (ok *Okx) UpdateTickers(ctx context.Context, assetType asset.Item) error {
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pairs, err := ok.GetEnabledPairs(assetType)
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if err != nil {
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return err
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}
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instrumentType := ok.GetInstrumentTypeFromAssetItem(assetType)
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ticks, err := ok.GetTickers(ctx, strings.ToUpper(instrumentType), "", "")
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if err != nil {
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return err
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}
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for y := range ticks {
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pair, err := ok.GetPairFromInstrumentID(ticks[y].InstrumentID)
|
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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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pairFmt, err := ok.FormatExchangeCurrency(pairs[i], assetType)
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if err != nil {
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return err
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}
|
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if !pair.Equal(pairFmt) {
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continue
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}
|
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err = ticker.ProcessTicker(&ticker.Price{
|
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Last: ticks[y].LastTradePrice.Float64(),
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High: ticks[y].High24H.Float64(),
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Low: ticks[y].Low24H.Float64(),
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Bid: ticks[y].BidPrice.Float64(),
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Ask: ticks[y].BestAskPrice.Float64(),
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Volume: ticks[y].Vol24H.Float64(),
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QuoteVolume: ticks[y].VolCcy24H.Float64(),
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Open: ticks[y].Open24H.Float64(),
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Pair: pairFmt,
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ExchangeName: ok.Name,
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AssetType: assetType,
|
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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 nil
|
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}
|
|
|
|
// FetchTicker returns the ticker for a currency pair
|
|
func (ok *Okx) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
|
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formattedPair, err := ok.FormatExchangeCurrency(p, assetType)
|
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if err != nil {
|
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return nil, err
|
|
}
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|
tickerNew, err := ticker.GetTicker(ok.Name, formattedPair, assetType)
|
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if err != nil {
|
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return ok.UpdateTicker(ctx, p, assetType)
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}
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return tickerNew, nil
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}
|
|
|
|
// FetchOrderbook returns orderbook base on the currency pair
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|
func (ok *Okx) FetchOrderbook(ctx context.Context, pair currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
|
|
ob, err := orderbook.Get(ok.Name, pair, assetType)
|
|
if err != nil {
|
|
return ok.UpdateOrderbook(ctx, pair, assetType)
|
|
}
|
|
return ob, nil
|
|
}
|
|
|
|
// UpdateOrderbook updates and returns the orderbook for a currency pair
|
|
func (ok *Okx) UpdateOrderbook(ctx context.Context, pair currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
|
|
book := &orderbook.Base{
|
|
Exchange: ok.Name,
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Pair: pair,
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Asset: assetType,
|
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VerifyOrderbook: ok.CanVerifyOrderbook,
|
|
}
|
|
var orderbookNew *OrderBookResponse
|
|
var err error
|
|
if !ok.SupportsAsset(assetType) {
|
|
return nil, fmt.Errorf("%w: %v", asset.ErrNotSupported, assetType)
|
|
}
|
|
var instrumentID string
|
|
format, err := ok.GetPairFormat(assetType, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if !pair.IsPopulated() {
|
|
return nil, errIncompleteCurrencyPair
|
|
}
|
|
instrumentID = format.Format(pair)
|
|
orderbookNew, err = ok.GetOrderBookDepth(ctx, instrumentID, 0)
|
|
if err != nil {
|
|
return book, err
|
|
}
|
|
|
|
orderBookD, err := orderbookNew.GetOrderBookResponseDetail()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
book.Bids = make(orderbook.Items, len(orderBookD.Bids))
|
|
for x := range orderBookD.Bids {
|
|
book.Bids[x] = orderbook.Item{
|
|
Amount: orderBookD.Bids[x].BaseCurrencies,
|
|
Price: orderBookD.Bids[x].DepthPrice,
|
|
}
|
|
}
|
|
book.Asks = make(orderbook.Items, len(orderBookD.Asks))
|
|
for x := range orderBookD.Asks {
|
|
book.Asks[x] = orderbook.Item{
|
|
Amount: orderBookD.Asks[x].NumberOfContracts,
|
|
Price: orderBookD.Asks[x].DepthPrice,
|
|
}
|
|
}
|
|
err = book.Process()
|
|
if err != nil {
|
|
return book, err
|
|
}
|
|
return orderbook.Get(ok.Name, pair, assetType)
|
|
}
|
|
|
|
// UpdateAccountInfo retrieves balances for all enabled currencies.
|
|
func (ok *Okx) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
|
|
var info account.Holdings
|
|
var acc account.SubAccount
|
|
info.Exchange = ok.Name
|
|
if !ok.SupportsAsset(assetType) {
|
|
return info, fmt.Errorf("%w: %v", asset.ErrNotSupported, assetType)
|
|
}
|
|
balances, err := ok.GetBalance(ctx, "")
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
currencyBalance := make([]account.Balance, len(balances))
|
|
for i := range balances {
|
|
free := balances[i].AvailBal
|
|
locked := balances[i].FrozenBalance
|
|
currencyBalance[i] = account.Balance{
|
|
Currency: currency.NewCode(balances[i].Currency),
|
|
Total: balances[i].Balance,
|
|
Hold: locked,
|
|
Free: free,
|
|
}
|
|
}
|
|
acc.Currencies = currencyBalance
|
|
acc.AssetType = assetType
|
|
info.Accounts = append(info.Accounts, acc)
|
|
creds, err := ok.GetCredentials(ctx)
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
if err := account.Process(&info, creds); err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
return info, nil
|
|
}
|
|
|
|
// FetchAccountInfo retrieves balances for all enabled currencies
|
|
func (ok *Okx) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
|
|
creds, err := ok.GetCredentials(ctx)
|
|
if err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
acc, err := account.GetHoldings(ok.Name, creds, assetType)
|
|
if err != nil {
|
|
return ok.UpdateAccountInfo(ctx, assetType)
|
|
}
|
|
return acc, nil
|
|
}
|
|
|
|
// GetFundingHistory returns funding history, deposits and withdrawals
|
|
func (ok *Okx) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
|
|
depositHistories, err := ok.GetCurrencyDepositHistory(ctx, "", "", "", time.Time{}, time.Time{}, -1, 0)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
withdrawalHistories, err := ok.GetWithdrawalHistory(ctx, "", "", "", "", "", time.Time{}, time.Time{}, -5)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]exchange.FundHistory, 0, len(depositHistories)+len(withdrawalHistories))
|
|
for x := range depositHistories {
|
|
resp = append(resp, exchange.FundHistory{
|
|
ExchangeName: ok.Name,
|
|
Status: strconv.Itoa(depositHistories[x].State),
|
|
Timestamp: depositHistories[x].Timestamp.Time(),
|
|
Currency: depositHistories[x].Currency,
|
|
Amount: depositHistories[x].Amount,
|
|
TransferType: "deposit",
|
|
CryptoToAddress: depositHistories[x].ToDepositAddress,
|
|
CryptoTxID: depositHistories[x].TransactionID,
|
|
})
|
|
}
|
|
for x := range withdrawalHistories {
|
|
resp = append(resp, exchange.FundHistory{
|
|
ExchangeName: ok.Name,
|
|
Status: withdrawalHistories[x].StateOfWithdrawal,
|
|
Timestamp: withdrawalHistories[x].Timestamp.Time(),
|
|
Currency: withdrawalHistories[x].Currency,
|
|
Amount: withdrawalHistories[x].Amount,
|
|
TransferType: "withdrawal",
|
|
CryptoToAddress: withdrawalHistories[x].ToReceivingAddress,
|
|
CryptoTxID: withdrawalHistories[x].TransactionID,
|
|
TransferID: withdrawalHistories[x].WithdrawalID,
|
|
Fee: withdrawalHistories[x].WithdrawalFee,
|
|
CryptoChain: withdrawalHistories[x].ChainName,
|
|
})
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetWithdrawalsHistory returns previous withdrawals data
|
|
func (ok *Okx) GetWithdrawalsHistory(ctx context.Context, c currency.Code, _ asset.Item) (resp []exchange.WithdrawalHistory, err error) {
|
|
withdrawals, err := ok.GetWithdrawalHistory(ctx, c.String(), "", "", "", "", time.Time{}, time.Time{}, -5)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp = make([]exchange.WithdrawalHistory, 0, len(withdrawals))
|
|
for x := range withdrawals {
|
|
resp = append(resp, exchange.WithdrawalHistory{
|
|
Status: withdrawals[x].StateOfWithdrawal,
|
|
Timestamp: withdrawals[x].Timestamp.Time(),
|
|
Currency: withdrawals[x].Currency,
|
|
Amount: withdrawals[x].Amount,
|
|
TransferType: "withdrawal",
|
|
CryptoToAddress: withdrawals[x].ToReceivingAddress,
|
|
CryptoTxID: withdrawals[x].TransactionID,
|
|
CryptoChain: withdrawals[x].ChainName,
|
|
TransferID: withdrawals[x].WithdrawalID,
|
|
Fee: withdrawals[x].WithdrawalFee,
|
|
})
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetRecentTrades returns the most recent trades for a currency and asset
|
|
func (ok *Okx) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
|
|
format, err := ok.GetPairFormat(assetType, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if !p.IsPopulated() {
|
|
return nil, errIncompleteCurrencyPair
|
|
}
|
|
instrumentID := format.Format(p)
|
|
tradeData, err := ok.GetTrades(ctx, instrumentID, 1000)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
resp := make([]trade.Data, len(tradeData))
|
|
var side order.Side
|
|
for x := range tradeData {
|
|
side, err = order.StringToOrderSide(tradeData[x].Side)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp[x] = trade.Data{
|
|
TID: tradeData[x].TradeID,
|
|
Exchange: ok.Name,
|
|
CurrencyPair: p,
|
|
AssetType: assetType,
|
|
Side: side,
|
|
Price: tradeData[x].Price,
|
|
Amount: tradeData[x].Quantity,
|
|
Timestamp: tradeData[x].Timestamp.Time(),
|
|
}
|
|
}
|
|
if ok.IsSaveTradeDataEnabled() {
|
|
err = trade.AddTradesToBuffer(ok.Name, resp...)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
}
|
|
sort.Sort(trade.ByDate(resp))
|
|
return resp, nil
|
|
}
|
|
|
|
// GetHistoricTrades retrieves historic trade data within the timeframe provided
|
|
func (ok *Okx) GetHistoricTrades(ctx context.Context, p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
|
|
if timestampStart.Before(time.Now().Add(-kline.ThreeMonth.Duration())) {
|
|
return nil, errOnlyThreeMonthsSupported
|
|
}
|
|
const limit = 100
|
|
format, err := ok.GetPairFormat(assetType, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if !p.IsPopulated() {
|
|
return nil, errIncompleteCurrencyPair
|
|
}
|
|
var resp []trade.Data
|
|
instrumentID := format.Format(p)
|
|
tradeIDEnd := ""
|
|
allTrades:
|
|
for {
|
|
var trades []TradeResponse
|
|
trades, err = ok.GetTradesHistory(ctx, instrumentID, "", tradeIDEnd, limit)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if len(trades) == 0 {
|
|
break
|
|
}
|
|
for i := 0; i < len(trades); i++ {
|
|
if timestampStart.Equal(trades[i].Timestamp.Time()) ||
|
|
trades[i].Timestamp.Time().Before(timestampStart) ||
|
|
tradeIDEnd == trades[len(trades)-1].TradeID {
|
|
// reached end of trades to crawl
|
|
break allTrades
|
|
}
|
|
var tradeSide order.Side
|
|
tradeSide, err = order.StringToOrderSide(trades[i].Side)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp = append(resp, trade.Data{
|
|
TID: trades[i].TradeID,
|
|
Exchange: ok.Name,
|
|
CurrencyPair: p,
|
|
AssetType: assetType,
|
|
Price: trades[i].Price,
|
|
Amount: trades[i].Quantity,
|
|
Timestamp: trades[i].Timestamp.Time(),
|
|
Side: tradeSide,
|
|
})
|
|
}
|
|
tradeIDEnd = trades[len(trades)-1].TradeID
|
|
}
|
|
if ok.IsSaveTradeDataEnabled() {
|
|
err = trade.AddTradesToBuffer(ok.Name, 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 (ok *Okx) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
|
|
if err := s.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
if !ok.SupportsAsset(s.AssetType) {
|
|
return nil, fmt.Errorf("%w: %v", asset.ErrNotSupported, s.AssetType)
|
|
}
|
|
if s.Amount <= 0 {
|
|
return nil, fmt.Errorf("amount, or size (sz) of quantity to buy or sell hast to be greater than zero ")
|
|
}
|
|
format, err := ok.GetPairFormat(s.AssetType, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if !s.Pair.IsPopulated() {
|
|
return nil, errIncompleteCurrencyPair
|
|
}
|
|
instrumentID := format.Format(s.Pair)
|
|
var tradeMode string
|
|
if s.AssetType != asset.Margin {
|
|
tradeMode = "cash"
|
|
}
|
|
var sideType string
|
|
if s.Side.IsLong() {
|
|
sideType = order.Buy.Lower()
|
|
} else {
|
|
sideType = order.Sell.Lower()
|
|
}
|
|
var orderRequest = &PlaceOrderRequestParam{
|
|
InstrumentID: instrumentID,
|
|
TradeMode: tradeMode,
|
|
Side: sideType,
|
|
OrderType: s.Type.Lower(),
|
|
Amount: s.Amount,
|
|
ClientSupplierOrderID: s.ClientOrderID,
|
|
Price: s.Price,
|
|
}
|
|
switch s.Type.Lower() {
|
|
case OkxOrderLimit, OkxOrderPostOnly, OkxOrderFOK, OkxOrderIOC:
|
|
orderRequest.Price = s.Price
|
|
}
|
|
var placeOrderResponse *OrderData
|
|
if s.AssetType == asset.PerpetualSwap || s.AssetType == asset.Futures {
|
|
if s.Type.Lower() == "" {
|
|
orderRequest.OrderType = OkxOrderOptimalLimitIOC
|
|
}
|
|
// TODO: handle positionSideLong while side is Short and positionSideShort while side is Long
|
|
if s.Side.IsLong() {
|
|
orderRequest.PositionSide = positionSideLong
|
|
} else {
|
|
orderRequest.PositionSide = positionSideShort
|
|
}
|
|
}
|
|
if ok.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
placeOrderResponse, err = ok.WsPlaceOrder(orderRequest)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
} else {
|
|
placeOrderResponse, err = ok.PlaceOrder(ctx, orderRequest, s.AssetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
}
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return s.DeriveSubmitResponse(placeOrderResponse.OrderID)
|
|
}
|
|
|
|
// ModifyOrder will allow of changing orderbook placement and limit to market conversion
|
|
func (ok *Okx) ModifyOrder(ctx context.Context, action *order.Modify) (*order.ModifyResponse, error) {
|
|
if err := action.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
var err error
|
|
if math.Mod(action.Amount, 1) != 0 {
|
|
return nil, errors.New("okx contract amount can not be decimal")
|
|
}
|
|
format, err := ok.GetPairFormat(action.AssetType, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if !action.Pair.IsPopulated() {
|
|
return nil, errIncompleteCurrencyPair
|
|
}
|
|
instrumentID := format.Format(action.Pair)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
amendRequest := AmendOrderRequestParams{
|
|
InstrumentID: instrumentID,
|
|
NewQuantity: action.Amount,
|
|
OrderID: action.OrderID,
|
|
ClientSuppliedOrderID: action.ClientOrderID,
|
|
}
|
|
if ok.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
_, err = ok.WsAmendOrder(&amendRequest)
|
|
} else {
|
|
_, err = ok.AmendOrder(ctx, &amendRequest)
|
|
}
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return action.DeriveModifyResponse()
|
|
}
|
|
|
|
// CancelOrder cancels an order by its corresponding ID number
|
|
func (ok *Okx) CancelOrder(ctx context.Context, ord *order.Cancel) error {
|
|
if err := ord.Validate(ord.StandardCancel()); err != nil {
|
|
return err
|
|
}
|
|
if !ok.SupportsAsset(ord.AssetType) {
|
|
return fmt.Errorf("%w: %v", asset.ErrNotSupported, ord.AssetType)
|
|
}
|
|
format, err := ok.GetPairFormat(ord.AssetType, false)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
if !ord.Pair.IsPopulated() {
|
|
return errIncompleteCurrencyPair
|
|
}
|
|
instrumentID := format.Format(ord.Pair)
|
|
req := CancelOrderRequestParam{
|
|
InstrumentID: instrumentID,
|
|
OrderID: ord.OrderID,
|
|
ClientSupplierOrderID: ord.ClientOrderID,
|
|
}
|
|
if ok.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
_, err = ok.WsCancelOrder(req)
|
|
} else {
|
|
_, err = ok.CancelSingleOrder(ctx, req)
|
|
}
|
|
return err
|
|
}
|
|
|
|
// CancelBatchOrders cancels orders by their corresponding ID numbers
|
|
func (ok *Okx) CancelBatchOrders(ctx context.Context, orders []order.Cancel) (order.CancelBatchResponse, error) {
|
|
var cancelBatchResponse order.CancelBatchResponse
|
|
if len(orders) > 20 {
|
|
return cancelBatchResponse, fmt.Errorf("%w, cannot cancel more than 20 orders", errExceedLimit)
|
|
} else if len(orders) == 0 {
|
|
return cancelBatchResponse, fmt.Errorf("%w, must have at least 1 cancel order", errNoOrderParameterPassed)
|
|
}
|
|
cancelOrderParams := []CancelOrderRequestParam{}
|
|
var err error
|
|
for x := range orders {
|
|
ord := orders[x]
|
|
err = ord.Validate(ord.StandardCancel())
|
|
if err != nil {
|
|
return cancelBatchResponse, err
|
|
}
|
|
if !ok.SupportsAsset(ord.AssetType) {
|
|
return cancelBatchResponse, fmt.Errorf("%w: %v", asset.ErrNotSupported, ord.AssetType)
|
|
}
|
|
var instrumentID string
|
|
var format currency.PairFormat
|
|
format, err = ok.GetPairFormat(ord.AssetType, false)
|
|
if err != nil {
|
|
return cancelBatchResponse, err
|
|
}
|
|
if !ord.Pair.IsPopulated() {
|
|
return cancelBatchResponse, errIncompleteCurrencyPair
|
|
}
|
|
instrumentID = format.Format(ord.Pair)
|
|
if err != nil {
|
|
return cancelBatchResponse, err
|
|
}
|
|
req := CancelOrderRequestParam{
|
|
InstrumentID: instrumentID,
|
|
OrderID: ord.OrderID,
|
|
ClientSupplierOrderID: ord.ClientOrderID,
|
|
}
|
|
cancelOrderParams = append(cancelOrderParams, req)
|
|
}
|
|
var canceledOrders []OrderData
|
|
if ok.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
canceledOrders, err = ok.WsCancelMultipleOrder(cancelOrderParams)
|
|
} else {
|
|
canceledOrders, err = ok.CancelMultipleOrders(ctx, cancelOrderParams)
|
|
}
|
|
if err != nil {
|
|
return cancelBatchResponse, err
|
|
}
|
|
for x := range canceledOrders {
|
|
cancelBatchResponse.Status[canceledOrders[x].OrderID] = func() string {
|
|
if canceledOrders[x].SCode != "0" && canceledOrders[x].SCode != "2" {
|
|
return ""
|
|
}
|
|
return order.Cancelled.String()
|
|
}()
|
|
}
|
|
return cancelBatchResponse, nil
|
|
}
|
|
|
|
// CancelAllOrders cancels all orders associated with a currency pair
|
|
func (ok *Okx) CancelAllOrders(ctx context.Context, orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
|
|
err := orderCancellation.Validate()
|
|
if err != nil {
|
|
return order.CancelAllResponse{}, err
|
|
}
|
|
cancelAllResponse := order.CancelAllResponse{
|
|
Status: map[string]string{},
|
|
}
|
|
var instrumentType string
|
|
if orderCancellation.AssetType.IsValid() {
|
|
err = ok.CurrencyPairs.IsAssetEnabled(orderCancellation.AssetType)
|
|
if err != nil {
|
|
return order.CancelAllResponse{}, err
|
|
}
|
|
instrumentType = ok.GetInstrumentTypeFromAssetItem(orderCancellation.AssetType)
|
|
}
|
|
var oType string
|
|
if orderCancellation.Type != order.UnknownType && orderCancellation.Type != order.AnyType {
|
|
oType, err = ok.OrderTypeString(orderCancellation.Type)
|
|
if err != nil {
|
|
return order.CancelAllResponse{}, err
|
|
}
|
|
}
|
|
var curr string
|
|
if orderCancellation.Pair.IsPopulated() {
|
|
curr = orderCancellation.Pair.Upper().String()
|
|
}
|
|
myOrders, err := ok.GetOrderList(ctx, &OrderListRequestParams{
|
|
InstrumentType: instrumentType,
|
|
OrderType: oType,
|
|
InstrumentID: curr,
|
|
})
|
|
if err != nil {
|
|
return cancelAllResponse, err
|
|
}
|
|
cancelAllOrdersRequestParams := make([]CancelOrderRequestParam, len(myOrders))
|
|
ordersLoop:
|
|
for x := range myOrders {
|
|
switch {
|
|
case orderCancellation.OrderID != "" || orderCancellation.ClientOrderID != "":
|
|
if myOrders[x].OrderID == orderCancellation.OrderID ||
|
|
myOrders[x].ClientSupplierOrderID == orderCancellation.ClientOrderID {
|
|
cancelAllOrdersRequestParams[x] = CancelOrderRequestParam{
|
|
OrderID: myOrders[x].OrderID,
|
|
ClientSupplierOrderID: myOrders[x].ClientSupplierOrderID,
|
|
}
|
|
break ordersLoop
|
|
}
|
|
case orderCancellation.Side == order.Buy || orderCancellation.Side == order.Sell:
|
|
if myOrders[x].Side == order.Buy || myOrders[x].Side == order.Sell {
|
|
cancelAllOrdersRequestParams[x] = CancelOrderRequestParam{
|
|
OrderID: myOrders[x].OrderID,
|
|
ClientSupplierOrderID: myOrders[x].ClientSupplierOrderID,
|
|
}
|
|
continue
|
|
}
|
|
default:
|
|
cancelAllOrdersRequestParams[x] = CancelOrderRequestParam{
|
|
OrderID: myOrders[x].OrderID,
|
|
ClientSupplierOrderID: myOrders[x].ClientSupplierOrderID,
|
|
}
|
|
}
|
|
}
|
|
remaining := cancelAllOrdersRequestParams
|
|
loop := int(math.Ceil(float64(len(remaining)) / 20.0))
|
|
for b := 0; b < loop; b++ {
|
|
var response []OrderData
|
|
if len(remaining) > 20 {
|
|
if ok.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
response, err = ok.WsCancelMultipleOrder(remaining[:20])
|
|
} else {
|
|
response, err = ok.CancelMultipleOrders(ctx, remaining[:20])
|
|
}
|
|
remaining = remaining[20:]
|
|
} else {
|
|
if ok.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
response, err = ok.WsCancelMultipleOrder(remaining)
|
|
} else {
|
|
response, err = ok.CancelMultipleOrders(ctx, remaining)
|
|
}
|
|
}
|
|
if err != nil {
|
|
if len(cancelAllResponse.Status) == 0 {
|
|
return cancelAllResponse, err
|
|
}
|
|
}
|
|
for y := range response {
|
|
if response[y].SCode == "0" {
|
|
cancelAllResponse.Status[response[y].OrderID] = order.Cancelled.String()
|
|
} else {
|
|
cancelAllResponse.Status[response[y].OrderID] = response[y].SMessage
|
|
}
|
|
}
|
|
}
|
|
return cancelAllResponse, nil
|
|
}
|
|
|
|
// GetOrderInfo returns order information based on order ID
|
|
func (ok *Okx) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
|
|
var respData order.Detail
|
|
format, err := ok.GetPairFormat(assetType, false)
|
|
if err != nil {
|
|
return respData, err
|
|
}
|
|
if !pair.IsPopulated() {
|
|
return respData, errIncompleteCurrencyPair
|
|
}
|
|
instrumentID := format.Format(pair)
|
|
if !ok.SupportsAsset(assetType) {
|
|
return respData, fmt.Errorf("%w: %v", asset.ErrNotSupported, assetType)
|
|
}
|
|
orderDetail, err := ok.GetOrderDetail(ctx, &OrderDetailRequestParam{
|
|
InstrumentID: instrumentID,
|
|
OrderID: orderID,
|
|
})
|
|
if err != nil {
|
|
return respData, err
|
|
}
|
|
status, err := order.StringToOrderStatus(orderDetail.State)
|
|
if err != nil {
|
|
return respData, err
|
|
}
|
|
orderType, err := ok.OrderTypeFromString(orderDetail.OrderType)
|
|
if err != nil {
|
|
return respData, err
|
|
}
|
|
|
|
return order.Detail{
|
|
Amount: orderDetail.Size.Float64(),
|
|
Exchange: ok.Name,
|
|
OrderID: orderDetail.OrderID,
|
|
ClientOrderID: orderDetail.ClientSupplierOrderID,
|
|
Side: orderDetail.Side,
|
|
Type: orderType,
|
|
Pair: pair,
|
|
Cost: orderDetail.Price.Float64(),
|
|
AssetType: assetType,
|
|
Status: status,
|
|
Price: orderDetail.Price.Float64(),
|
|
ExecutedAmount: orderDetail.RebateAmount.Float64(),
|
|
Date: orderDetail.CreationTime,
|
|
LastUpdated: orderDetail.UpdateTime,
|
|
}, err
|
|
}
|
|
|
|
// GetDepositAddress returns a deposit address for a specified currency
|
|
func (ok *Okx) GetDepositAddress(ctx context.Context, c currency.Code, _, chain string) (*deposit.Address, error) {
|
|
response, err := ok.GetCurrencyDepositAddress(ctx, c.String())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
// Check if a specific chain was requested
|
|
if chain != "" {
|
|
for x := range response {
|
|
if !strings.EqualFold(response[x].Chain, chain) {
|
|
continue
|
|
}
|
|
return &deposit.Address{
|
|
Address: response[x].Address,
|
|
Tag: response[x].Tag,
|
|
Chain: response[x].Chain,
|
|
}, nil
|
|
}
|
|
return nil, fmt.Errorf("specified chain %s not found", chain)
|
|
}
|
|
|
|
// If no specific chain was requested, return the first selected address (mainnet addresses are returned first by default)
|
|
for x := range response {
|
|
if !response[x].Selected {
|
|
continue
|
|
}
|
|
|
|
return &deposit.Address{
|
|
Address: response[x].Address,
|
|
Tag: response[x].Tag,
|
|
Chain: response[x].Chain,
|
|
}, nil
|
|
}
|
|
return nil, errDepositAddressNotFound
|
|
}
|
|
|
|
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is submitted
|
|
func (ok *Okx) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
input := WithdrawalInput{
|
|
ChainName: withdrawRequest.Crypto.Chain,
|
|
Amount: withdrawRequest.Amount,
|
|
Currency: withdrawRequest.Currency.String(),
|
|
ToAddress: withdrawRequest.Crypto.Address,
|
|
TransactionFee: withdrawRequest.Crypto.FeeAmount,
|
|
WithdrawalDestination: "3",
|
|
}
|
|
resp, err := ok.Withdrawal(ctx, &input)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &withdraw.ExchangeResponse{
|
|
ID: resp.WithdrawalID,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
|
|
// submitted
|
|
func (ok *Okx) WithdrawFiatFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is submitted
|
|
func (ok *Okx) WithdrawFiatFundsToInternationalBank(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetActiveOrders retrieves any orders that are active/open
|
|
func (ok *Okx) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
|
|
err := req.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if !req.StartTime.IsZero() && req.StartTime.Before(time.Now().Add(-kline.ThreeMonth.Duration())) {
|
|
return nil, errOnlyThreeMonthsSupported
|
|
}
|
|
if !ok.SupportsAsset(req.AssetType) {
|
|
return nil, fmt.Errorf("%w: %v", asset.ErrNotSupported, req.AssetType)
|
|
}
|
|
instrumentType := ok.GetInstrumentTypeFromAssetItem(req.AssetType)
|
|
var orderType string
|
|
if req.Type != order.UnknownType && req.Type != order.AnyType {
|
|
orderType, err = ok.OrderTypeString(req.Type)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
}
|
|
endTime := req.EndTime
|
|
var resp []order.Detail
|
|
allOrders:
|
|
for {
|
|
requestParam := &OrderListRequestParams{
|
|
OrderType: orderType,
|
|
End: endTime,
|
|
InstrumentType: instrumentType,
|
|
}
|
|
var orderList []OrderDetail
|
|
orderList, err = ok.GetOrderList(ctx, requestParam)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if len(orderList) == 0 {
|
|
break
|
|
}
|
|
for i := range orderList {
|
|
if req.StartTime.Equal(orderList[i].CreationTime) ||
|
|
orderList[i].CreationTime.Before(req.StartTime) ||
|
|
endTime == orderList[i].CreationTime {
|
|
// reached end of orders to crawl
|
|
break allOrders
|
|
}
|
|
orderSide := orderList[i].Side
|
|
var pair currency.Pair
|
|
pair, err = ok.GetPairFromInstrumentID(orderList[i].InstrumentID)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if len(req.Pairs) > 0 {
|
|
x := 0
|
|
for x = range req.Pairs {
|
|
if req.Pairs[x].Equal(pair) {
|
|
break
|
|
}
|
|
}
|
|
if !req.Pairs[x].Equal(pair) {
|
|
continue
|
|
}
|
|
}
|
|
var orderStatus order.Status
|
|
orderStatus, err = order.StringToOrderStatus(strings.ToUpper(orderList[i].State))
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var oType order.Type
|
|
oType, err = ok.OrderTypeFromString(orderList[i].OrderType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp = append(resp, order.Detail{
|
|
Amount: orderList[i].Size.Float64(),
|
|
Pair: pair,
|
|
Price: orderList[i].Price.Float64(),
|
|
ExecutedAmount: orderList[i].FillSize,
|
|
RemainingAmount: orderList[i].Size.Float64() - orderList[i].FillSize,
|
|
Fee: orderList[i].TransactionFee.Float64(),
|
|
FeeAsset: currency.NewCode(orderList[i].FeeCurrency),
|
|
Exchange: ok.Name,
|
|
OrderID: orderList[i].OrderID,
|
|
ClientOrderID: orderList[i].ClientSupplierOrderID,
|
|
Type: oType,
|
|
Side: orderSide,
|
|
Status: orderStatus,
|
|
AssetType: req.AssetType,
|
|
Date: orderList[i].CreationTime,
|
|
LastUpdated: orderList[i].UpdateTime,
|
|
})
|
|
}
|
|
if len(orderList) < 100 {
|
|
// Since the we passed a limit of 0 to the method GetOrderList,
|
|
// we expect 100 orders to be retrieved if the number of orders are more that 100.
|
|
// If not, break out of the loop to not send another request.
|
|
break
|
|
}
|
|
endTime = orderList[len(orderList)-1].CreationTime
|
|
}
|
|
return req.Filter(ok.Name, resp), nil
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information Can Limit response to specific order status
|
|
func (ok *Okx) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
|
|
if err := req.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
if !req.StartTime.IsZero() && req.StartTime.Before(time.Now().Add(-kline.ThreeMonth.Duration())) {
|
|
return nil, errOnlyThreeMonthsSupported
|
|
}
|
|
if len(req.Pairs) == 0 {
|
|
return nil, errMissingAtLeast1CurrencyPair
|
|
}
|
|
if !ok.SupportsAsset(req.AssetType) {
|
|
return nil, fmt.Errorf("%w: %v", asset.ErrNotSupported, req.AssetType)
|
|
}
|
|
instrumentType := strings.ToUpper(ok.GetInstrumentTypeFromAssetItem(req.AssetType))
|
|
endTime := req.EndTime
|
|
var resp []order.Detail
|
|
allOrders:
|
|
for {
|
|
orderList, err := ok.Get3MonthOrderHistory(ctx, &OrderHistoryRequestParams{
|
|
OrderListRequestParams: OrderListRequestParams{
|
|
InstrumentType: instrumentType,
|
|
End: endTime,
|
|
},
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if len(orderList) == 0 {
|
|
break
|
|
}
|
|
for i := range orderList {
|
|
if req.StartTime.Equal(orderList[i].CreationTime) ||
|
|
orderList[i].CreationTime.Before(req.StartTime) ||
|
|
endTime == orderList[i].CreationTime {
|
|
// reached end of orders to crawl
|
|
break allOrders
|
|
}
|
|
var pair currency.Pair
|
|
pair, err = ok.GetPairFromInstrumentID(orderList[i].InstrumentID)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for j := range req.Pairs {
|
|
if !req.Pairs[j].Equal(pair) {
|
|
continue
|
|
}
|
|
var orderStatus order.Status
|
|
orderStatus, err = order.StringToOrderStatus(strings.ToUpper(orderList[i].State))
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", ok.Name, err)
|
|
}
|
|
if orderStatus == order.Active {
|
|
continue
|
|
}
|
|
orderSide := orderList[i].Side
|
|
var oType order.Type
|
|
oType, err = ok.OrderTypeFromString(orderList[i].OrderType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
orderAmount := orderList[i].Size
|
|
if orderList[i].QuantityType == "quote_ccy" {
|
|
// Size is quote amount.
|
|
orderAmount /= orderList[i].AveragePrice
|
|
}
|
|
|
|
remainingAmount := float64(0)
|
|
if orderStatus != order.Filled {
|
|
remainingAmount = orderAmount.Float64() - orderList[i].AccumulatedFillSize.Float64()
|
|
}
|
|
resp = append(resp, order.Detail{
|
|
Price: orderList[i].Price.Float64(),
|
|
AverageExecutedPrice: orderList[i].AveragePrice.Float64(),
|
|
Amount: orderAmount.Float64(),
|
|
ExecutedAmount: orderList[i].AccumulatedFillSize.Float64(),
|
|
RemainingAmount: remainingAmount,
|
|
Fee: orderList[i].TransactionFee.Float64(),
|
|
FeeAsset: currency.NewCode(orderList[i].FeeCurrency),
|
|
Exchange: ok.Name,
|
|
OrderID: orderList[i].OrderID,
|
|
ClientOrderID: orderList[i].ClientSupplierOrderID,
|
|
Type: oType,
|
|
Side: orderSide,
|
|
Status: orderStatus,
|
|
AssetType: req.AssetType,
|
|
Date: orderList[i].CreationTime,
|
|
LastUpdated: orderList[i].UpdateTime,
|
|
Pair: pair,
|
|
Cost: orderList[i].AveragePrice.Float64() * orderList[i].AccumulatedFillSize.Float64(),
|
|
CostAsset: currency.NewCode(orderList[i].RebateCurrency),
|
|
})
|
|
}
|
|
}
|
|
if len(orderList) < 100 {
|
|
break
|
|
}
|
|
endTime = orderList[len(orderList)-1].CreationTime
|
|
}
|
|
return req.Filter(ok.Name, resp), nil
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on the type of transaction
|
|
func (ok *Okx) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
if feeBuilder == nil {
|
|
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
|
|
}
|
|
if !ok.AreCredentialsValid(ctx) && feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
|
|
feeBuilder.FeeType = exchange.OfflineTradeFee
|
|
}
|
|
return ok.GetFee(ctx, feeBuilder)
|
|
}
|
|
|
|
// ValidateCredentials validates current credentials used for wrapper
|
|
func (ok *Okx) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
|
|
_, err := ok.UpdateAccountInfo(ctx, assetType)
|
|
return ok.CheckTransientError(err)
|
|
}
|
|
|
|
// GetHistoricCandles returns candles between a time period for a set time interval
|
|
func (ok *Okx) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
|
|
req, err := ok.GetKlineRequest(pair, a, interval, start, end, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
candles, err := ok.GetCandlesticksHistory(ctx,
|
|
req.RequestFormatted.Base.String()+
|
|
currency.DashDelimiter+
|
|
req.RequestFormatted.Quote.String(),
|
|
req.ExchangeInterval,
|
|
start.Add(-time.Nanosecond), // Start time not inclusive of candle.
|
|
end,
|
|
300)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
timeSeries := make([]kline.Candle, len(candles))
|
|
for x := range candles {
|
|
timeSeries[x] = kline.Candle{
|
|
Time: candles[x].OpenTime,
|
|
Open: candles[x].OpenPrice,
|
|
High: candles[x].HighestPrice,
|
|
Low: candles[x].LowestPrice,
|
|
Close: candles[x].ClosePrice,
|
|
Volume: candles[x].Volume,
|
|
}
|
|
}
|
|
return req.ProcessResponse(timeSeries)
|
|
}
|
|
|
|
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
|
|
func (ok *Okx) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
|
|
req, err := ok.GetKlineExtendedRequest(pair, a, interval, start, end)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
count := kline.TotalCandlesPerInterval(req.Start, req.End, req.ExchangeInterval)
|
|
if count > 1440 {
|
|
return nil,
|
|
fmt.Errorf("candles count: %d max lookback: %d, %w",
|
|
count, 1440, kline.ErrRequestExceedsMaxLookback)
|
|
}
|
|
|
|
timeSeries := make([]kline.Candle, 0, req.Size())
|
|
for y := range req.RangeHolder.Ranges {
|
|
var candles []CandleStick
|
|
candles, err = ok.GetCandlesticksHistory(ctx,
|
|
req.RequestFormatted.Base.String()+
|
|
currency.DashDelimiter+
|
|
req.RequestFormatted.Quote.String(),
|
|
req.ExchangeInterval,
|
|
req.RangeHolder.Ranges[y].Start.Time.Add(-time.Nanosecond), // Start time not inclusive of candle.
|
|
req.RangeHolder.Ranges[y].End.Time,
|
|
300)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for x := range candles {
|
|
timeSeries = append(timeSeries, kline.Candle{
|
|
Time: candles[x].OpenTime,
|
|
Open: candles[x].OpenPrice,
|
|
High: candles[x].HighestPrice,
|
|
Low: candles[x].LowestPrice,
|
|
Close: candles[x].ClosePrice,
|
|
Volume: candles[x].Volume,
|
|
})
|
|
}
|
|
}
|
|
return req.ProcessResponse(timeSeries)
|
|
}
|
|
|
|
// GetAvailableTransferChains returns the available transfer blockchains for the specific
|
|
// cryptocurrency
|
|
func (ok *Okx) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
|
|
currencyChains, err := ok.GetFundingCurrencies(ctx)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
chains := make([]string, 0, len(currencyChains))
|
|
for x := range currencyChains {
|
|
if !cryptocurrency.IsEmpty() && !strings.EqualFold(cryptocurrency.String(), currencyChains[x].Currency) {
|
|
continue
|
|
}
|
|
chains = append(chains, currencyChains[x].Chain)
|
|
}
|
|
return chains, nil
|
|
}
|