Files
gocryptotrader/exchanges/zb/zb_wrapper.go
Ryan O'Hara-Reid 42475bf2b8 exchanges: add setTimeWindow boolean to GetKlineRequest param (#1160)
* exchanges: add setTimeWindow boolean to GetKlineRequest params to differentiate between a set time period return from endpoint.

* glorious: nits

* exchange: conjugation

* Update exchanges/exchange.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits and an assortment of differences

* exchanges: remove some comments

* glorious: nits

* cleanup

* tests: fix

* Update exchanges/hitbtc/hitbtc_wrapper.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/kline/kline.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/kline/kline_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* kline: fix test

* rm unused variables

* almost: nits

* glorious: nits

* linter: fix

* rm unused variable

* Refactored comment in the okex tests to ensure that it accurately reflects the variable name and the issue related to the time window, as requested by GloriousCode. The previous comment did not align with the identifier assigned to the property, which could cause confusion and misunderstanding among other programmers or stakeholders. The updated comment will improve the clarity and readability of the codebase and make it easier to understand the intended purpose of the associated variables. The change was made with the aim of improving the overall quality and maintainability of the code.

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2023-04-27 10:10:19 +10:00

990 lines
28 KiB
Go

package zb
import (
"context"
"errors"
"fmt"
"sort"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (z *ZB) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
z.SetDefaults()
exchCfg := new(config.Exchange)
exchCfg.Name = z.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = z.BaseCurrencies
err := z.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if z.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = z.UpdateTradablePairs(ctx, true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets default values for the exchange
func (z *ZB) SetDefaults() {
z.Name = "ZB"
z.Enabled = true
z.Verbose = true
z.API.CredentialsValidator.RequiresKey = true
z.API.CredentialsValidator.RequiresSecret = true
requestFmt := &currency.PairFormat{Delimiter: currency.UnderscoreDelimiter}
configFmt := &currency.PairFormat{Delimiter: currency.UnderscoreDelimiter, Uppercase: true}
err := z.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
z.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
KlineFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
CryptoDepositFee: true,
CryptoWithdrawalFee: true,
MultiChainDeposits: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
Subscribe: true,
AuthenticatedEndpoints: true,
AccountInfo: true,
CancelOrder: true,
SubmitOrder: true,
MessageCorrelation: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto |
exchange.NoFiatWithdrawals,
Kline: kline.ExchangeCapabilitiesSupported{
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: kline.DeployExchangeIntervals(
kline.IntervalCapacity{Interval: kline.OneMin},
kline.IntervalCapacity{Interval: kline.ThreeMin},
kline.IntervalCapacity{Interval: kline.FiveMin},
kline.IntervalCapacity{Interval: kline.FifteenMin},
kline.IntervalCapacity{Interval: kline.ThirtyMin},
kline.IntervalCapacity{Interval: kline.OneHour},
kline.IntervalCapacity{Interval: kline.TwoHour},
kline.IntervalCapacity{Interval: kline.FourHour},
// NOTE: The supported time intervals below are returned
// offset to the Asia/Shanghai time zone. This may lead to
// issues with candle quality and conversion as the
// intervals may be broken up. Therefore the below intervals
// are constructed from hourly candles.
// kline.IntervalCapacity{Interval: kline.SixHour},
// kline.IntervalCapacity{Interval: kline.TwelveHour},
// kline.IntervalCapacity{Interval: kline.OneDay},
// kline.IntervalCapacity{Interval: kline.ThreeDay},
// kline.IntervalCapacity{Interval: kline.OneWeek},
),
GlobalResultLimit: 1000,
},
},
}
z.Requester, err = request.New(z.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
z.API.Endpoints = z.NewEndpoints()
err = z.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: zbTradeURL,
exchange.RestSpotSupplementary: zbMarketURL,
exchange.WebsocketSpot: zbWebsocketAPI,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
z.Websocket = stream.New()
z.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
z.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
}
// Setup sets user configuration
func (z *ZB) Setup(exch *config.Exchange) error {
err := exch.Validate()
if err != nil {
return err
}
if !exch.Enabled {
z.SetEnabled(false)
return nil
}
err = z.SetupDefaults(exch)
if err != nil {
return err
}
wsRunningURL, err := z.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = z.Websocket.Setup(&stream.WebsocketSetup{
ExchangeConfig: exch,
DefaultURL: zbWebsocketAPI,
RunningURL: wsRunningURL,
Connector: z.WsConnect,
GenerateSubscriptions: z.GenerateDefaultSubscriptions,
ConnectionMonitorDelay: exch.ConnectionMonitorDelay,
Subscriber: z.Subscribe,
Features: &z.Features.Supports.WebsocketCapabilities,
})
if err != nil {
return err
}
return z.Websocket.SetupNewConnection(stream.ConnectionSetup{
URL: z.Websocket.GetWebsocketURL(),
RateLimit: zbWebsocketRateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
}
// Start starts the ZB go routine
func (z *ZB) Start(ctx context.Context, wg *sync.WaitGroup) error {
if wg == nil {
return fmt.Errorf("%T %w", wg, common.ErrNilPointer)
}
wg.Add(1)
go func() {
z.Run(ctx)
wg.Done()
}()
return nil
}
// Run implements the ZB wrapper
func (z *ZB) Run(ctx context.Context) {
if z.Verbose {
z.PrintEnabledPairs()
}
if !z.GetEnabledFeatures().AutoPairUpdates {
return
}
err := z.UpdateTradablePairs(ctx, false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", z.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (z *ZB) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
markets, err := z.GetMarkets(ctx)
if err != nil {
return nil, err
}
pairs := make([]currency.Pair, len(markets))
var target int
for key := range markets {
var pair currency.Pair
pair, err = currency.NewPairFromString(key)
if err != nil {
return nil, err
}
pairs[target] = pair
target++
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (z *ZB) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
pairs, err := z.FetchTradablePairs(ctx, asset.Spot)
if err != nil {
return err
}
return z.UpdatePairs(pairs, asset.Spot, false, forceUpdate)
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (z *ZB) UpdateTickers(ctx context.Context, a asset.Item) error {
result, err := z.GetTickers(ctx)
if err != nil {
return err
}
enabledPairs, err := z.GetEnabledPairs(a)
if err != nil {
return err
}
for x := range enabledPairs {
// We can't use either pair format here, so format it to lower-
// case and without any delimiter
curr := enabledPairs[x].Format(currency.EMPTYFORMAT).String()
if _, ok := result[curr]; !ok {
continue
}
err = ticker.ProcessTicker(&ticker.Price{
Pair: enabledPairs[x],
High: result[curr].High,
Last: result[curr].Last,
Ask: result[curr].Sell,
Bid: result[curr].Buy,
Low: result[curr].Low,
Volume: result[curr].Volume,
ExchangeName: z.Name,
AssetType: a})
if err != nil {
return err
}
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (z *ZB) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
if err := z.UpdateTickers(ctx, a); err != nil {
return nil, err
}
return ticker.GetTicker(z.Name, p, a)
}
// FetchTicker returns the ticker for a currency pair
func (z *ZB) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(z.Name, p, assetType)
if err != nil {
return z.UpdateTicker(ctx, p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (z *ZB) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(z.Name, p, assetType)
if err != nil {
return z.UpdateOrderbook(ctx, p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (z *ZB) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: z.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: z.CanVerifyOrderbook,
}
currFormat, err := z.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
orderbookNew, err := z.GetOrderbook(ctx, currFormat.String())
if err != nil {
return book, err
}
book.Bids = make(orderbook.Items, len(orderbookNew.Bids))
for x := range orderbookNew.Bids {
book.Bids[x] = orderbook.Item{
Amount: orderbookNew.Bids[x][1],
Price: orderbookNew.Bids[x][0],
}
}
book.Asks = make(orderbook.Items, len(orderbookNew.Asks))
for x := range orderbookNew.Asks {
book.Asks[x] = orderbook.Item{
Amount: orderbookNew.Asks[x][1],
Price: orderbookNew.Asks[x][0],
}
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(z.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// ZB exchange
func (z *ZB) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var info account.Holdings
var coins []AccountsResponseCoin
if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
resp, err := z.wsGetAccountInfoRequest(ctx)
if err != nil {
return info, err
}
coins = resp.Data.Coins
} else {
bal, err := z.GetAccountInformation(ctx)
if err != nil {
return info, err
}
coins = bal.Result.Coins
}
balances := make([]account.Balance, len(coins))
for i := range coins {
hold, err := strconv.ParseFloat(coins[i].Freeze, 64)
if err != nil {
return info, err
}
avail, err := strconv.ParseFloat(coins[i].Available, 64)
if err != nil {
return info, err
}
balances[i] = account.Balance{
Currency: currency.NewCode(coins[i].EnName),
Total: hold + avail,
Hold: hold,
Free: avail,
}
}
info.Exchange = z.Name
info.Accounts = append(info.Accounts, account.SubAccount{
AssetType: assetType,
Currencies: balances,
})
creds, err := z.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
if err := account.Process(&info, creds); err != nil {
return account.Holdings{}, err
}
return info, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (z *ZB) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
creds, err := z.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
acc, err := account.GetHoldings(z.Name, creds, assetType)
if err != nil {
return z.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (z *ZB) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (z *ZB) GetWithdrawalsHistory(ctx context.Context, c currency.Code, a asset.Item) (resp []exchange.WithdrawalHistory, err error) {
return nil, common.ErrNotYetImplemented
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (z *ZB) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
p, err = z.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
var tradeData TradeHistory
tradeData, err = z.GetTrades(ctx, p.String())
if err != nil {
return nil, err
}
resp := make([]trade.Data, len(tradeData))
for i := range tradeData {
var side order.Side
side, err = order.StringToOrderSide(tradeData[i].Type)
if err != nil {
return nil, err
}
resp[i] = trade.Data{
Exchange: z.Name,
TID: strconv.FormatInt(tradeData[i].Tid, 10),
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Price,
Amount: tradeData[i].Amount,
Timestamp: time.Unix(tradeData[i].Date, 0),
}
}
err = z.AddTradesToBuffer(resp...)
if err != nil {
return nil, err
}
sort.Sort(trade.ByDate(resp))
return resp, nil
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (z *ZB) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (z *ZB) SubmitOrder(ctx context.Context, o *order.Submit) (*order.SubmitResponse, error) {
err := o.Validate()
if err != nil {
return nil, err
}
if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
var isBuyOrder int64
if o.Side == order.Buy {
isBuyOrder = 1
} else {
isBuyOrder = 0
}
var response *WsSubmitOrderResponse
response, err = z.wsSubmitOrder(ctx, o.Pair, o.Amount, o.Price, isBuyOrder)
if err != nil {
return nil, err
}
return o.DeriveSubmitResponse(strconv.FormatInt(response.Data.EntrustID, 10))
}
var orderType = SpotNewOrderRequestParamsTypeSell
if o.Side == order.Buy {
orderType = SpotNewOrderRequestParamsTypeBuy
}
fPair, err := z.FormatExchangeCurrency(o.Pair, o.AssetType)
if err != nil {
return nil, err
}
var params = SpotNewOrderRequestParams{
Amount: o.Amount,
Price: o.Price,
Symbol: fPair.Lower().String(),
Type: orderType,
}
var response int64
response, err = z.SpotNewOrder(ctx, params)
if err != nil {
return nil, err
}
return o.DeriveSubmitResponse(strconv.FormatInt(response, 10))
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (z *ZB) ModifyOrder(_ context.Context, _ *order.Modify) (*order.ModifyResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (z *ZB) CancelOrder(ctx context.Context, o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
orderIDInt, err := strconv.ParseInt(o.OrderID, 10, 64)
if err != nil {
return err
}
if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
var response *WsCancelOrderResponse
response, err = z.wsCancelOrder(ctx, o.Pair, orderIDInt)
if err != nil {
return err
}
if !response.Success {
return fmt.Errorf("%v - Could not cancel order %v", z.Name, o.OrderID)
}
return nil
}
fpair, err := z.FormatExchangeCurrency(o.Pair, o.AssetType)
if err != nil {
return err
}
return z.CancelExistingOrder(ctx, orderIDInt, fpair.String())
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (z *ZB) CancelBatchOrders(ctx context.Context, o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (z *ZB) CancelAllOrders(ctx context.Context, _ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
var allOpenOrders []Order
enabledPairs, err := z.GetEnabledPairs(asset.Spot)
if err != nil {
return cancelAllOrdersResponse, err
}
for x := range enabledPairs {
fPair, err := z.FormatExchangeCurrency(enabledPairs[x], asset.Spot)
if err != nil {
return cancelAllOrdersResponse, err
}
for y := int64(1); ; y++ {
openOrders, err := z.GetUnfinishedOrdersIgnoreTradeType(ctx,
fPair.String(), y, 10)
if err != nil {
if strings.Contains(err.Error(), "3001") {
break
}
return cancelAllOrdersResponse, err
}
if len(openOrders) == 0 {
break
}
allOpenOrders = append(allOpenOrders, openOrders...)
if len(openOrders) != 10 {
break
}
}
}
for i := range allOpenOrders {
p, err := currency.NewPairFromString(allOpenOrders[i].Currency)
if err != nil {
cancelAllOrdersResponse.Status[strconv.FormatInt(allOpenOrders[i].ID, 10)] = err.Error()
continue
}
err = z.CancelOrder(ctx, &order.Cancel{
OrderID: strconv.FormatInt(allOpenOrders[i].ID, 10),
Pair: p,
AssetType: asset.Spot,
})
if err != nil {
cancelAllOrdersResponse.Status[strconv.FormatInt(allOpenOrders[i].ID, 10)] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns order information based on order ID
func (z *ZB) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (z *ZB) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, chain string) (*deposit.Address, error) {
if chain != "" {
addresses, err := z.GetMultiChainDepositAddress(ctx, cryptocurrency)
if err != nil {
return nil, err
}
for x := range addresses {
if strings.EqualFold(addresses[x].Blockchain, chain) {
return &deposit.Address{
Address: addresses[x].Address,
Tag: addresses[x].Memo,
}, nil
}
}
return nil, fmt.Errorf("%s does not support chain %s", cryptocurrency.String(), chain)
}
address, err := z.GetCryptoAddress(ctx, cryptocurrency)
if err != nil {
return nil, err
}
return &deposit.Address{
Address: address.Message.Data.Address,
Tag: address.Message.Data.Tag,
}, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (z *ZB) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
v, err := z.Withdraw(ctx,
withdrawRequest.Currency.Lower().String(),
withdrawRequest.Crypto.Address,
withdrawRequest.TradePassword,
withdrawRequest.Amount,
withdrawRequest.Crypto.FeeAmount,
false)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: v,
}, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (z *ZB) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (z *ZB) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (z *ZB) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if feeBuilder == nil {
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
}
if (!z.AreCredentialsValid(ctx) || z.SkipAuthCheck) && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return z.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
// This function is not concurrency safe due to orderSide/orderType maps
func (z *ZB) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
var allOrders []Order
for x := range req.Pairs {
for i := int64(1); ; i++ {
var fPair currency.Pair
fPair, err = z.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
if err != nil {
return nil, err
}
var resp []Order
resp, err = z.GetUnfinishedOrdersIgnoreTradeType(ctx,
fPair.String(), i, 10)
if err != nil {
if strings.Contains(err.Error(), "3001") {
break
}
return nil, err
}
if len(resp) == 0 {
break
}
allOrders = append(allOrders, resp...)
if len(resp) != 10 {
break
}
}
}
format, err := z.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
orders := make([]order.Detail, len(allOrders))
for i := range allOrders {
var symbol currency.Pair
symbol, err = currency.NewPairDelimiter(allOrders[i].Currency,
format.Delimiter)
if err != nil {
return nil, err
}
orderDate := time.Unix(int64(allOrders[i].TradeDate), 0)
orderSide := orderSideMap[allOrders[i].Type]
orders[i] = order.Detail{
OrderID: strconv.FormatInt(allOrders[i].ID, 10),
Amount: allOrders[i].TotalAmount,
Exchange: z.Name,
Date: orderDate,
Price: allOrders[i].Price,
Side: orderSide,
Pair: symbol,
}
}
return req.Filter(z.Name, orders), nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
// This function is not concurrency safe due to orderSide/orderType maps
func (z *ZB) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
if req.Side == order.AnySide {
return nil, errors.New("specific order side is required")
}
var allOrders []Order
if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
for x := range req.Pairs {
for y := int64(1); ; y++ {
var resp *WsGetOrdersIgnoreTradeTypeResponse
resp, err = z.wsGetOrdersIgnoreTradeType(ctx, req.Pairs[x], y, 10)
if err != nil {
return nil, err
}
allOrders = append(allOrders, resp.Data...)
if len(resp.Data) != 10 {
break
}
}
}
} else {
var side int64
if req.Side == order.Buy {
side = 1
}
for x := range req.Pairs {
for y := int64(1); ; y++ {
var fPair currency.Pair
fPair, err = z.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
if err != nil {
return nil, err
}
var resp []Order
resp, err = z.GetOrders(ctx, fPair.String(), y, side)
if err != nil {
return nil, err
}
if len(resp) == 0 {
break
}
allOrders = append(allOrders, resp...)
if len(resp) != 10 {
break
}
}
}
}
format, err := z.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
orders := make([]order.Detail, len(allOrders))
for i := range allOrders {
var pair currency.Pair
pair, err = currency.NewPairDelimiter(allOrders[i].Currency,
format.Delimiter)
if err != nil {
return nil, err
}
orderDate := time.Unix(int64(allOrders[i].TradeDate), 0)
orderSide := orderSideMap[allOrders[i].Type]
detail := order.Detail{
OrderID: strconv.FormatInt(allOrders[i].ID, 10),
Amount: allOrders[i].TotalAmount,
ExecutedAmount: allOrders[i].TradeAmount,
RemainingAmount: allOrders[i].TotalAmount - allOrders[i].TradeAmount,
Exchange: z.Name,
Date: orderDate,
Price: allOrders[i].Price,
AverageExecutedPrice: allOrders[i].TradePrice,
Side: orderSide,
Pair: pair,
}
detail.InferCostsAndTimes()
orders[i] = detail
}
return req.Filter(z.Name, orders), nil
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (z *ZB) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
_, err := z.UpdateAccountInfo(ctx, assetType)
return z.CheckTransientError(err)
}
// FormatExchangeKlineInterval returns Interval to exchange formatted string
func (z *ZB) FormatExchangeKlineInterval(in kline.Interval) string {
switch in {
case kline.OneMin, kline.ThreeMin,
kline.FiveMin, kline.FifteenMin, kline.ThirtyMin:
return in.Short() + "in"
case kline.OneHour, kline.TwoHour, kline.FourHour, kline.SixHour, kline.TwelveHour:
return in.Short()[:len(in.Short())-1] + "hour"
case kline.OneDay:
return "1day"
case kline.ThreeDay:
return "3day"
case kline.OneWeek:
return "1week"
}
return ""
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (z *ZB) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := z.GetKlineRequest(pair, a, interval, start, end, true)
if err != nil {
return nil, err
}
candles, err := z.GetSpotKline(ctx, KlinesRequestParams{
Type: z.FormatExchangeKlineInterval(req.ExchangeInterval),
Symbol: req.RequestFormatted.String(),
Since: start.UnixMilli(),
Size: req.RequestLimit,
})
if err != nil {
return nil, err
}
timeSeries := make([]kline.Candle, 0, len(candles.Data))
for x := range candles.Data {
if candles.Data[x].KlineTime.Before(start) || candles.Data[x].KlineTime.After(end) {
continue
}
timeSeries = append(timeSeries, kline.Candle{
Time: candles.Data[x].KlineTime,
Open: candles.Data[x].Open,
High: candles.Data[x].High,
Low: candles.Data[x].Low,
Close: candles.Data[x].Close,
Volume: candles.Data[x].Volume,
})
}
return req.ProcessResponse(timeSeries)
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (z *ZB) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := z.GetKlineExtendedRequest(pair, a, interval, start, end)
if err != nil {
return nil, err
}
count := kline.TotalCandlesPerInterval(req.Start, req.End, req.ExchangeInterval)
if count > 1000 {
return nil,
fmt.Errorf("candles count: %d max lookback: %d, %w",
count, 1000, kline.ErrRequestExceedsMaxLookback)
}
timeSeries := make([]kline.Candle, 0, req.Size())
for i := range req.RangeHolder.Ranges {
var candles KLineResponse
candles, err = z.GetSpotKline(ctx, KlinesRequestParams{
Type: z.FormatExchangeKlineInterval(req.ExchangeInterval),
Symbol: req.RequestFormatted.String(),
Since: req.RangeHolder.Ranges[i].Start.Time.UnixMilli(),
Size: int64(req.RangeHolder.Limit),
})
if err != nil {
return nil, err
}
for x := range candles.Data {
if candles.Data[x].KlineTime.Before(req.Start) || candles.Data[x].KlineTime.After(req.End) {
continue
}
timeSeries = append(timeSeries, kline.Candle{
Time: candles.Data[x].KlineTime,
Open: candles.Data[x].Open,
High: candles.Data[x].High,
Low: candles.Data[x].Low,
Close: candles.Data[x].Close,
Volume: candles.Data[x].Volume,
})
}
}
return req.ProcessResponse(timeSeries)
}
// GetAvailableTransferChains returns the available transfer blockchains for the specific
// cryptocurrency
func (z *ZB) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
chains, err := z.GetMultiChainDepositAddress(ctx, cryptocurrency)
if err != nil {
// returned on valid currencies like BTC, despite having a deposit
// address created it will advise the user to create one via their
// app or website. In this case, we'll just return nil transfer
// chains and no error message
if strings.Contains(err.Error(), "APP") {
return nil, nil
}
return nil, err
}
availableChains := make([]string, len(chains))
for x := range chains {
availableChains[x] = chains[x].Blockchain
}
return availableChains, nil
}