Files
gocryptotrader/exchanges/huobi/huobi_cfutures.go
Adrian Gallagher a79e0d2b3e qa/spelling: Add Codespell support (#1121)
* Add codespell support

* Fix paths

* Add HTML files to exclusion list
2023-01-30 12:36:56 +11:00

1015 lines
40 KiB
Go

package huobi
import (
"context"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
)
const (
// Coin Margined Swap (perpetual futures) endpoints
huobiSwapMarkets = "/swap-api/v1/swap_contract_info"
huobiSwapFunding = "/swap-api/v1/swap_funding_rate"
huobiSwapIndexPriceInfo = "/swap-api/v1/swap_index"
huobiSwapPriceLimitation = "/swap-api/v1/swap_price_limit"
huobiSwapOpenInterestInfo = "/swap-api/v1/swap_open_interest"
huobiSwapMarketDepth = "/swap-ex/market/depth"
huobiKLineData = "/swap-ex/market/history/kline"
huobiMarketDataOverview = "/swap-ex/market/detail/merged"
huobiLastTradeContract = "/swap-ex/market/trade"
huobiRequestBatchOfTradingRecords = "/swap-ex/market/history/trade"
huobiInsuranceBalanceAndClawbackRate = "/swap-api/v1/swap_risk_info"
huobiInsuranceBalanceHistory = "/swap-api/v1/swap_insurance_fund"
huobiTieredAdjustmentFactor = "/swap-api/v1/swap_adjustfactor"
huobiOpenInterestInfo = "/swap-api/v1/swap_his_open_interest"
huobiSwapSystemStatus = "/swap-api/v1/swap_api_state"
huobiSwapSentimentAccountData = "/swap-api/v1/swap_elite_account_ratio"
huobiSwapSentimentPosition = "/swap-api/v1/swap_elite_position_ratio"
huobiSwapLiquidationOrders = "/swap-api/v3/swap_liquidation_orders"
huobiSwapHistoricalFundingRate = "/swap-api/v1/swap_historical_funding_rate"
huobiPremiumIndexKlineData = "/index/market/history/swap_premium_index_kline"
huobiPredictedFundingRateData = "/index/market/history/swap_estimated_rate_kline"
huobiBasisData = "/index/market/history/swap_basis"
huobiSwapAccInfo = "/swap-api/v1/swap_account_info"
huobiSwapPosInfo = "/swap-api/v1/swap_position_info"
huobiSwapAssetsAndPos = "/swap-api/v1/swap_account_position_info" //nolint // false positive gosec
huobiSwapSubAccList = "/swap-api/v1/swap_sub_account_list"
huobiSwapSubAccInfo = "/swap-api/v1/swap_sub_account_info"
huobiSwapSubAccPosInfo = "/swap-api/v1/swap_sub_position_info"
huobiSwapFinancialRecords = "/swap-api/v1/swap_financial_record"
huobiSwapSettlementRecords = "/swap-api/v1/swap_user_settlement_records"
huobiSwapAvailableLeverage = "/swap-api/v1/swap_available_level_rate"
huobiSwapOrderLimitInfo = "/swap-api/v1/swap_order_limit"
huobiSwapTradingFeeInfo = "/swap-api/v1/swap_fee"
huobiSwapTransferLimitInfo = "/swap-api/v1/swap_transfer_limit"
huobiSwapPositionLimitInfo = "/swap-api/v1/swap_position_limit"
huobiSwapInternalTransferData = "/swap-api/v1/swap_master_sub_transfer"
huobiSwapInternalTransferRecords = "/swap-api/v1/swap_master_sub_transfer_record"
huobiSwapPlaceOrder = "/swap-api/v1/swap_order"
huobiSwapPlaceBatchOrder = "/swap-api/v1/swap_batchorder"
huobiSwapCancelOrder = "/swap-api/v1/swap_cancel"
huobiSwapCancelAllOrders = "/swap-api/v1/swap_cancelall"
huobiSwapLightningCloseOrder = "/swap-api/v1/swap_lightning_close_position"
huobiSwapOrderInfo = "/swap-api/v1/swap_order_info"
huobiSwapOrderDetails = "/swap-api/v1/swap_order_detail"
huobiSwapOpenOrders = "/swap-api/v1/swap_openorders"
huobiSwapOrderHistory = "/swap-api/v1/swap_hisorders"
huobiSwapTradeHistory = "/swap-api/v1/swap_matchresults"
huobiSwapTriggerOrder = "/swap-api/v1/swap_trigger_order"
huobiSwapCancelTriggerOrder = "/swap-api/v1/swap_trigger_cancel"
huobiSwapCancelAllTriggerOrders = "/swap-api/v1/swap_trigger_cancelall"
huobiSwapTriggerOrderHistory = "/swap-api/v1/swap_trigger_hisorders"
)
// QuerySwapIndexPriceInfo gets perpetual swap index's price info
func (h *HUOBI) QuerySwapIndexPriceInfo(ctx context.Context, code currency.Pair) (SwapIndexPriceData, error) {
var resp SwapIndexPriceData
path := huobiSwapIndexPriceInfo
if !code.IsEmpty() {
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
params := url.Values{}
params.Set("contract_code", codeValue)
path = common.EncodeURLValues(path, params)
}
return resp, h.SendHTTPRequest(ctx, exchange.RestFutures, path, &resp)
}
// GetSwapPriceLimits gets price caps for perpetual futures
func (h *HUOBI) GetSwapPriceLimits(ctx context.Context, code currency.Pair) (SwapPriceLimitsData, error) {
var resp SwapPriceLimitsData
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
params := url.Values{}
params.Set("contract_code", codeValue)
path := common.EncodeURLValues(huobiSwapPriceLimitation, params)
return resp, h.SendHTTPRequest(ctx, exchange.RestFutures, path, &resp)
}
// SwapOpenInterestInformation gets open interest data for perpetual futures
func (h *HUOBI) SwapOpenInterestInformation(ctx context.Context, code currency.Pair) (SwapOpenInterestData, error) {
var resp SwapOpenInterestData
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
params := url.Values{}
params.Set("contract_code", codeValue)
path := common.EncodeURLValues(huobiSwapOpenInterestInfo, params)
return resp, h.SendHTTPRequest(ctx, exchange.RestFutures, path, &resp)
}
// GetSwapMarketDepth gets market depth for perpetual futures
func (h *HUOBI) GetSwapMarketDepth(ctx context.Context, code currency.Pair, dataType string) (SwapMarketDepthData, error) {
var resp SwapMarketDepthData
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
params := url.Values{}
params.Set("contract_code", codeValue)
params.Set("type", dataType)
path := common.EncodeURLValues(huobiSwapMarketDepth, params)
return resp, h.SendHTTPRequest(ctx, exchange.RestFutures, path, &resp)
}
// GetSwapKlineData gets kline data for perpetual futures
func (h *HUOBI) GetSwapKlineData(ctx context.Context, code currency.Pair, period string, size int64, startTime, endTime time.Time) (SwapKlineData, error) {
var resp SwapKlineData
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
if !common.StringDataCompareInsensitive(validPeriods, period) {
return resp, fmt.Errorf("invalid period value received")
}
if size == 1 || size > 2000 {
return resp, fmt.Errorf("invalid size")
}
params := url.Values{}
params.Set("contract_code", codeValue)
params.Set("period", period)
params.Set("size", strconv.FormatInt(size, 10))
if !startTime.IsZero() && !endTime.IsZero() {
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
path := common.EncodeURLValues(huobiKLineData, params)
return resp, h.SendHTTPRequest(ctx, exchange.RestFutures, path, &resp)
}
// GetSwapMarketOverview gets market data overview for perpetual futures
func (h *HUOBI) GetSwapMarketOverview(ctx context.Context, code currency.Pair) (MarketOverviewData, error) {
var resp MarketOverviewData
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
params := url.Values{}
params.Set("contract_code", codeValue)
path := common.EncodeURLValues(huobiMarketDataOverview, params)
return resp, h.SendHTTPRequest(ctx, exchange.RestFutures, path, &resp)
}
// GetLastTrade gets the last trade for a given perpetual contract
func (h *HUOBI) GetLastTrade(ctx context.Context, code currency.Pair) (LastTradeData, error) {
var resp LastTradeData
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
params := url.Values{}
params.Set("contract_code", codeValue)
path := common.EncodeURLValues(huobiLastTradeContract, params)
return resp, h.SendHTTPRequest(ctx, exchange.RestFutures, path, &resp)
}
// GetBatchTrades gets batch trades for a specified contract (fetching size cannot be bigger than 2000)
func (h *HUOBI) GetBatchTrades(ctx context.Context, code currency.Pair, size int64) (BatchTradesData, error) {
var resp BatchTradesData
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
if size <= 0 || size > 1200 {
return resp, fmt.Errorf("invalid size provided, only values between 1-1200 are supported")
}
params := url.Values{}
params.Set("contract_code", codeValue)
params.Set("size", strconv.FormatInt(size, 10))
path := common.EncodeURLValues(huobiRequestBatchOfTradingRecords, params)
return resp, h.SendHTTPRequest(ctx, exchange.RestFutures, path, &resp)
}
// GetInsuranceData gets insurance fund data and clawback rates
func (h *HUOBI) GetInsuranceData(ctx context.Context, code currency.Pair) (InsuranceAndClawbackData, error) {
var resp InsuranceAndClawbackData
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
params := url.Values{}
params.Set("contract_code", codeValue)
path := common.EncodeURLValues(huobiInsuranceBalanceAndClawbackRate, params)
return resp, h.SendHTTPRequest(ctx, exchange.RestFutures, path, &resp)
}
// GetHistoricalInsuranceData gets historical insurance fund data and clawback rates
func (h *HUOBI) GetHistoricalInsuranceData(ctx context.Context, code currency.Pair, pageIndex, pageSize int64) (HistoricalInsuranceFundBalance, error) {
var resp HistoricalInsuranceFundBalance
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
params := url.Values{}
params.Set("contract_code", codeValue)
if pageIndex != 0 {
params.Set("page_index", strconv.FormatInt(pageIndex, 10))
}
if pageSize != 0 {
params.Set("page_size", strconv.FormatInt(pageIndex, 10))
}
path := common.EncodeURLValues(huobiInsuranceBalanceHistory, params)
return resp, h.SendHTTPRequest(ctx, exchange.RestFutures, path, &resp)
}
// GetTieredAjustmentFactorInfo gets tiered adjustment factor data
func (h *HUOBI) GetTieredAjustmentFactorInfo(ctx context.Context, code currency.Pair) (TieredAdjustmentFactorData, error) {
var resp TieredAdjustmentFactorData
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
params := url.Values{}
params.Set("contract_code", codeValue)
path := common.EncodeURLValues(huobiTieredAdjustmentFactor, params)
return resp, h.SendHTTPRequest(ctx, exchange.RestFutures, path, &resp)
}
// GetOpenInterestInfo gets open interest data
func (h *HUOBI) GetOpenInterestInfo(ctx context.Context, code currency.Pair, period, amountType string, size int64) (OpenInterestData, error) {
var resp OpenInterestData
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
if !common.StringDataCompareInsensitive(validPeriods, period) {
return resp, fmt.Errorf("invalid period value received")
}
if size <= 0 || size > 1200 {
return resp, fmt.Errorf("invalid size provided, only values between 1-1200 are supported")
}
aType, ok := validAmountType[amountType]
if !ok {
return resp, fmt.Errorf("invalid trade type")
}
params := url.Values{}
params.Set("contract_code", codeValue)
params.Set("period", period)
params.Set("size", strconv.FormatInt(size, 10))
params.Set("amount_type", strconv.FormatInt(aType, 10))
path := common.EncodeURLValues(huobiOpenInterestInfo, params)
return resp, h.SendHTTPRequest(ctx, exchange.RestFutures, path, &resp)
}
// GetSystemStatusInfo gets system status data
func (h *HUOBI) GetSystemStatusInfo(ctx context.Context, code currency.Pair) (SystemStatusData, error) {
var resp SystemStatusData
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
params := url.Values{}
params.Set("contract_code", codeValue)
path := common.EncodeURLValues(huobiSwapSystemStatus, params)
return resp, h.SendHTTPRequest(ctx, exchange.RestFutures, path, &resp)
}
// GetTraderSentimentIndexAccount gets top trader sentiment function-account
func (h *HUOBI) GetTraderSentimentIndexAccount(ctx context.Context, code currency.Pair, period string) (TraderSentimentIndexAccountData, error) {
var resp TraderSentimentIndexAccountData
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
if !common.StringDataCompareInsensitive(validPeriods, period) {
return resp, fmt.Errorf("invalid period value received")
}
params := url.Values{}
params.Set("contract_code", codeValue)
params.Set("period", period)
path := common.EncodeURLValues(huobiSwapSentimentAccountData, params)
return resp, h.SendHTTPRequest(ctx, exchange.RestFutures, path, &resp)
}
// GetTraderSentimentIndexPosition gets top trader sentiment function-position
func (h *HUOBI) GetTraderSentimentIndexPosition(ctx context.Context, code currency.Pair, period string) (TraderSentimentIndexPositionData, error) {
var resp TraderSentimentIndexPositionData
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
if !common.StringDataCompareInsensitive(validPeriods, period) {
return resp, fmt.Errorf("invalid period value received")
}
params := url.Values{}
params.Set("contract_code", codeValue)
params.Set("period", period)
path := common.EncodeURLValues(huobiSwapSentimentPosition, params)
return resp, h.SendHTTPRequest(ctx, exchange.RestFutures, path, &resp)
}
// GetLiquidationOrders gets liquidation orders for a given perp
func (h *HUOBI) GetLiquidationOrders(ctx context.Context, contract currency.Pair, tradeType string, startTime, endTime int64, direction string, fromID int64) (LiquidationOrdersData, error) {
var resp LiquidationOrdersData
formattedContract, err := h.FormatSymbol(contract, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
tType, ok := validTradeTypes[tradeType]
if !ok {
return resp, fmt.Errorf("invalid trade type")
}
params := url.Values{}
params.Set("contract", formattedContract)
params.Set("trade_type", strconv.FormatInt(tType, 10))
if startTime != 0 {
params.Set("start_time", strconv.FormatInt(startTime, 10))
}
if endTime != 0 {
params.Set("end_time", strconv.FormatInt(startTime, 10))
}
if direction != "" {
params.Set("direct", direction)
}
if fromID != 0 {
params.Set("from_id", strconv.FormatInt(fromID, 10))
}
path := common.EncodeURLValues(huobiSwapLiquidationOrders, params)
return resp, h.SendHTTPRequest(ctx, exchange.RestFutures, path, &resp)
}
// GetHistoricalFundingRates gets historical funding rates for perpetual futures
func (h *HUOBI) GetHistoricalFundingRates(ctx context.Context, code currency.Pair, pageSize, pageIndex int64) (HistoricalFundingRateData, error) {
var resp HistoricalFundingRateData
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
params := url.Values{}
params.Set("contract_code", codeValue)
if pageIndex != 0 {
params.Set("page_index", strconv.FormatInt(pageIndex, 10))
}
if pageSize != 0 {
params.Set("page_size", strconv.FormatInt(pageIndex, 10))
}
path := common.EncodeURLValues(huobiSwapHistoricalFundingRate, params)
return resp, h.SendHTTPRequest(ctx, exchange.RestFutures, path, &resp)
}
// GetPremiumIndexKlineData gets kline data for premium index
func (h *HUOBI) GetPremiumIndexKlineData(ctx context.Context, code currency.Pair, period string, size int64) (PremiumIndexKlineData, error) {
var resp PremiumIndexKlineData
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
if !common.StringDataCompareInsensitive(validPeriods, period) {
return resp, fmt.Errorf("invalid period value received")
}
if size <= 0 || size > 1200 {
return resp, fmt.Errorf("invalid size provided, only values between 1-1200 are supported")
}
params := url.Values{}
params.Set("contract_code", codeValue)
params.Set("size", strconv.FormatInt(size, 10))
params.Set("period", period)
path := common.EncodeURLValues(huobiPremiumIndexKlineData, params)
return resp, h.SendHTTPRequest(ctx, exchange.RestFutures, path, &resp)
}
// GetEstimatedFundingRates gets estimated funding rates for perpetual futures
func (h *HUOBI) GetEstimatedFundingRates(ctx context.Context, code currency.Pair, period string, size int64) (EstimatedFundingRateData, error) {
var resp EstimatedFundingRateData
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
if !common.StringDataCompareInsensitive(validPeriods, period) {
return resp, fmt.Errorf("invalid period value received")
}
if size <= 0 || size > 1200 {
return resp, fmt.Errorf("invalid size provided, only values between 1-1200 are supported")
}
params := url.Values{}
params.Set("contract_code", codeValue)
params.Set("period", period)
params.Set("size", strconv.FormatInt(size, 10))
path := common.EncodeURLValues(huobiPredictedFundingRateData, params)
return resp, h.SendHTTPRequest(ctx, exchange.RestFutures, path, &resp)
}
// GetBasisData gets basis data for perpetual futures
func (h *HUOBI) GetBasisData(ctx context.Context, code currency.Pair, period, basisPriceType string, size int64) (BasisData, error) {
var resp BasisData
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
if !common.StringDataCompareInsensitive(validPeriods, period) {
return resp, fmt.Errorf("invalid period value received")
}
if size <= 0 || size > 1200 {
return resp, fmt.Errorf("invalid size provided, only values between 1-1200 are supported")
}
if !common.StringDataCompareInsensitive(validBasisPriceTypes, basisPriceType) {
return resp, fmt.Errorf("invalid period value received")
}
params := url.Values{}
params.Set("contract_code", codeValue)
params.Set("period", period)
params.Set("size", strconv.FormatInt(size, 10))
path := common.EncodeURLValues(huobiBasisData, params)
return resp, h.SendHTTPRequest(ctx, exchange.RestFutures, path, &resp)
}
// GetSwapAccountInfo gets swap account info
func (h *HUOBI) GetSwapAccountInfo(ctx context.Context, code currency.Pair) (SwapAccountInformation, error) {
var resp SwapAccountInformation
req := make(map[string]interface{})
if !code.IsEmpty() {
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
req["contract_code"] = codeValue
}
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapAccInfo, nil, req, &resp)
}
// GetSwapPositionsInfo gets swap positions' info
func (h *HUOBI) GetSwapPositionsInfo(ctx context.Context, code currency.Pair) (SwapPositionInfo, error) {
var resp SwapPositionInfo
req := make(map[string]interface{})
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
req["contract_code"] = codeValue
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapPosInfo, nil, req, &resp)
}
// GetSwapAssetsAndPositions gets swap positions and asset info
func (h *HUOBI) GetSwapAssetsAndPositions(ctx context.Context, code currency.Pair) (SwapAssetsAndPositionsData, error) {
var resp SwapAssetsAndPositionsData
req := make(map[string]interface{})
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
req["contract_code"] = codeValue
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapAssetsAndPos, nil, req, &resp)
}
// GetSwapAllSubAccAssets gets asset info for all subaccounts
func (h *HUOBI) GetSwapAllSubAccAssets(ctx context.Context, code currency.Pair) (SubAccountsAssetData, error) {
var resp SubAccountsAssetData
req := make(map[string]interface{})
if !code.IsEmpty() {
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
req["contract_code"] = codeValue
}
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapSubAccList, nil, req, &resp)
}
// SwapSingleSubAccAssets gets a subaccount's assets info
func (h *HUOBI) SwapSingleSubAccAssets(ctx context.Context, code currency.Pair, subUID int64) (SingleSubAccountAssetsInfo, error) {
var resp SingleSubAccountAssetsInfo
req := make(map[string]interface{})
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
req["contract_code"] = codeValue
req["sub_uid"] = subUID
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapSubAccInfo, nil, req, &resp)
}
// GetSubAccPositionInfo gets a subaccount's positions info
func (h *HUOBI) GetSubAccPositionInfo(ctx context.Context, code currency.Pair, subUID int64) (SingleSubAccountPositionsInfo, error) {
var resp SingleSubAccountPositionsInfo
req := make(map[string]interface{})
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
req["contract_code"] = codeValue
req["sub_uid"] = subUID
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapSubAccPosInfo, nil, req, &resp)
}
// GetAccountFinancialRecords gets the account's financial records
func (h *HUOBI) GetAccountFinancialRecords(ctx context.Context, code currency.Pair, orderType string, createDate, pageIndex, pageSize int64) (FinancialRecordData, error) {
var resp FinancialRecordData
req := make(map[string]interface{})
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
req["contract_code"] = codeValue
if orderType != "" {
req["type"] = orderType
}
if createDate != 0 {
req["create_date"] = createDate
}
if pageIndex != 0 {
req["page_index"] = pageIndex
}
if pageSize != 0 {
req["page_size"] = pageSize
}
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapFinancialRecords, nil, req, &resp)
}
// GetSwapSettlementRecords gets the swap account's settlement records
func (h *HUOBI) GetSwapSettlementRecords(ctx context.Context, code currency.Pair, startTime, endTime time.Time, pageIndex, pageSize int64) (FinancialRecordData, error) {
var resp FinancialRecordData
req := make(map[string]interface{})
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
req["contract_code"] = codeValue
if !startTime.IsZero() && !endTime.IsZero() {
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
req["start_time"] = strconv.FormatInt(startTime.Unix(), 10)
req["end_time"] = strconv.FormatInt(endTime.Unix(), 10)
}
if pageIndex != 0 {
req["page_index"] = pageIndex
}
if pageSize != 0 {
req["page_size"] = pageSize
}
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapSettlementRecords, nil, req, &resp)
}
// GetAvailableLeverage gets user's available leverage data
func (h *HUOBI) GetAvailableLeverage(ctx context.Context, code currency.Pair) (AvailableLeverageData, error) {
var resp AvailableLeverageData
req := make(map[string]interface{})
if !code.IsEmpty() {
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
req["contract_code"] = codeValue
}
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapAvailableLeverage, nil, req, &resp)
}
// GetSwapOrderLimitInfo gets order limit info for swaps
func (h *HUOBI) GetSwapOrderLimitInfo(ctx context.Context, code currency.Pair, orderType string) (SwapOrderLimitInfo, error) {
var resp SwapOrderLimitInfo
req := make(map[string]interface{})
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
req["contract_code"] = codeValue
if !common.StringDataCompareInsensitive(validOrderTypes, orderType) {
return resp, fmt.Errorf("invalid ordertype provided")
}
req["order_price_type"] = orderType
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapOrderLimitInfo, nil, req, &resp)
}
// GetSwapTradingFeeInfo gets trading fee info for swaps
func (h *HUOBI) GetSwapTradingFeeInfo(ctx context.Context, code currency.Pair) (SwapTradingFeeData, error) {
var resp SwapTradingFeeData
req := make(map[string]interface{})
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
req["contract_code"] = codeValue
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapTradingFeeInfo, nil, req, &resp)
}
// GetSwapTransferLimitInfo gets transfer limit info for swaps
func (h *HUOBI) GetSwapTransferLimitInfo(ctx context.Context, code currency.Pair) (TransferLimitData, error) {
var resp TransferLimitData
req := make(map[string]interface{})
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
req["contract_code"] = codeValue
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapTransferLimitInfo, nil, req, &resp)
}
// GetSwapPositionLimitInfo gets transfer limit info for swaps
func (h *HUOBI) GetSwapPositionLimitInfo(ctx context.Context, code currency.Pair) (PositionLimitData, error) {
var resp PositionLimitData
req := make(map[string]interface{})
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
req["contract_code"] = codeValue
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapPositionLimitInfo, nil, req, &resp)
}
// AccountTransferData gets asset transfer data between master and subaccounts
func (h *HUOBI) AccountTransferData(ctx context.Context, code currency.Pair, subUID, transferType string, amount float64) (InternalAccountTransferData, error) {
var resp InternalAccountTransferData
req := make(map[string]interface{})
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
req["contract_code"] = codeValue
req["subUid"] = subUID
req["amount"] = amount
if !common.StringDataCompareInsensitive(validTransferType, transferType) {
return resp, fmt.Errorf("invalid transferType received")
}
req["type"] = transferType
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapInternalTransferData, nil, req, &resp)
}
// AccountTransferRecords gets asset transfer records between master and subaccounts
func (h *HUOBI) AccountTransferRecords(ctx context.Context, code currency.Pair, transferType string, createDate, pageIndex, pageSize int64) (InternalAccountTransferData, error) {
var resp InternalAccountTransferData
req := make(map[string]interface{})
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
req["contract_code"] = codeValue
if !common.StringDataCompareInsensitive(validTransferType, transferType) {
return resp, fmt.Errorf("invalid transferType received")
}
req["type"] = transferType
if createDate > 90 {
return resp, fmt.Errorf("invalid create date value: only supports up to 90 days")
}
req["create_date"] = strconv.FormatInt(createDate, 10)
if pageIndex != 0 {
req["page_index"] = pageIndex
}
if pageSize > 0 && pageSize <= 50 {
req["page_size"] = pageSize
}
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapInternalTransferRecords, nil, req, &resp)
}
// PlaceSwapOrders places orders for swaps
func (h *HUOBI) PlaceSwapOrders(ctx context.Context, code currency.Pair, clientOrderID, direction, offset, orderPriceType string, price, volume, leverage float64) (SwapOrderData, error) {
var resp SwapOrderData
req := make(map[string]interface{})
codeValue, err := h.FormatSymbol(code, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
req["contract_code"] = codeValue
if clientOrderID != "" {
req["client_order_id"] = clientOrderID
}
req["direction"] = direction
req["offset"] = offset
if !common.StringDataCompareInsensitive(validOrderTypes, orderPriceType) {
return resp, fmt.Errorf("invalid ordertype provided")
}
req["order_price_type"] = orderPriceType
req["price"] = price
req["volume"] = volume
req["lever_rate"] = leverage
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapPlaceOrder, nil, req, &resp)
}
// PlaceSwapBatchOrders places a batch of orders for swaps
func (h *HUOBI) PlaceSwapBatchOrders(ctx context.Context, data BatchOrderRequestType) (BatchOrderData, error) {
var resp BatchOrderData
req := make(map[string]interface{})
if len(data.Data) > 10 || len(data.Data) == 0 {
return resp, fmt.Errorf("invalid data provided: maximum of 10 batch orders supported")
}
for x := range data.Data {
if data.Data[x].ContractCode == "" {
continue
}
unformattedPair, err := currency.NewPairFromString(data.Data[x].ContractCode)
if err != nil {
return resp, err
}
codeValue, err := h.FormatSymbol(unformattedPair, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
data.Data[x].ContractCode = codeValue
}
req["orders_data"] = data.Data
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapPlaceBatchOrder, nil, req, &resp)
}
// CancelSwapOrder sends a request to cancel an order
func (h *HUOBI) CancelSwapOrder(ctx context.Context, orderID, clientOrderID string, contractCode currency.Pair) (CancelOrdersData, error) {
var resp CancelOrdersData
req := make(map[string]interface{})
if orderID != "" {
req["order_id"] = orderID
}
if clientOrderID != "" {
req["client_order_id"] = clientOrderID
}
req["contract_code"] = contractCode
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapCancelOrder, nil, req, &resp)
}
// CancelAllSwapOrders sends a request to cancel an order
func (h *HUOBI) CancelAllSwapOrders(ctx context.Context, contractCode currency.Pair) (CancelOrdersData, error) {
var resp CancelOrdersData
req := make(map[string]interface{})
req["contract_code"] = contractCode
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapCancelAllOrders, nil, req, &resp)
}
// PlaceLightningCloseOrder places a lightning close order
func (h *HUOBI) PlaceLightningCloseOrder(ctx context.Context, contractCode currency.Pair, direction, orderPriceType string, volume float64, clientOrderID int64) (LightningCloseOrderData, error) {
var resp LightningCloseOrderData
req := make(map[string]interface{})
req["contract_code"] = contractCode
req["volume"] = volume
req["direction"] = direction
if clientOrderID != 0 {
req["client_order_id"] = clientOrderID
}
if orderPriceType != "" {
if !common.StringDataCompareInsensitive(validLightningOrderPriceType, orderPriceType) {
return resp, fmt.Errorf("invalid orderPriceType")
}
req["order_price_type"] = orderPriceType
}
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapLightningCloseOrder, nil, req, &resp)
}
// GetSwapOrderDetails gets order info
func (h *HUOBI) GetSwapOrderDetails(ctx context.Context, contractCode currency.Pair, orderID, createdAt, orderType string, pageIndex, pageSize int64) (SwapOrderData, error) {
var resp SwapOrderData
req := make(map[string]interface{})
req["contract_code"] = contractCode
req["order_id"] = orderID
req["created_at"] = createdAt
oType, ok := validOrderType[orderType]
if !ok {
return resp, fmt.Errorf("invalid ordertype")
}
req["order_type"] = oType
if pageIndex != 0 {
req["page_index"] = pageIndex
}
if pageSize > 0 && pageSize <= 50 {
req["page_size"] = pageSize
}
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapOrderDetails, nil, req, &resp)
}
// GetSwapOrderInfo gets info on a swap order
func (h *HUOBI) GetSwapOrderInfo(ctx context.Context, contractCode currency.Pair, orderID, clientOrderID string) (SwapOrderInfo, error) {
var resp SwapOrderInfo
req := make(map[string]interface{})
if !contractCode.IsEmpty() {
codeValue, err := h.FormatSymbol(contractCode, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
req["contract_code"] = codeValue
}
if orderID != "" {
req["order_id"] = orderID
}
if clientOrderID != "" {
req["client_order_id"] = clientOrderID
}
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapOrderInfo, nil, req, &resp)
}
// GetSwapOpenOrders gets open orders for swap
func (h *HUOBI) GetSwapOpenOrders(ctx context.Context, contractCode currency.Pair, pageIndex, pageSize int64) (SwapOpenOrdersData, error) {
var resp SwapOpenOrdersData
req := make(map[string]interface{})
codeValue, err := h.FormatSymbol(contractCode, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
req["contract_code"] = codeValue
if pageIndex != 0 {
req["page_index"] = pageIndex
}
if pageSize > 0 && pageSize <= 50 {
req["page_size"] = pageSize
}
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapOpenOrders, nil, req, &resp)
}
// GetSwapOrderHistory gets swap order history
func (h *HUOBI) GetSwapOrderHistory(ctx context.Context, contractCode currency.Pair, tradeType, reqType string, status []order.Status, createDate, pageIndex, pageSize int64) (SwapOrderHistory, error) {
var resp SwapOrderHistory
req := make(map[string]interface{})
codeValue, err := h.FormatSymbol(contractCode, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
req["contract_code"] = codeValue
tType, ok := validFuturesTradeType[tradeType]
if !ok {
return resp, fmt.Errorf("invalid tradeType")
}
req["trade_type"] = tType
rType, ok := validFuturesReqType[reqType]
if !ok {
return resp, fmt.Errorf("invalid reqType")
}
req["type"] = rType
reqStatus := "0"
if len(status) > 0 {
firstTime := true
for x := range status {
sType, ok := validOrderStatus[status[x]]
if !ok {
return resp, fmt.Errorf("invalid status")
}
if firstTime {
firstTime = false
reqStatus = strconv.FormatInt(sType, 10)
continue
}
reqStatus = reqStatus + "," + strconv.FormatInt(sType, 10)
}
}
req["status"] = reqStatus
if createDate < 0 || createDate > 90 {
return resp, fmt.Errorf("invalid createDate")
}
req["create_date"] = createDate
if pageIndex != 0 {
req["page_index"] = pageIndex
}
if pageSize != 0 {
req["page_size"] = pageSize
}
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapOrderHistory, nil, req, &resp)
}
// GetSwapTradeHistory gets swap trade history
func (h *HUOBI) GetSwapTradeHistory(ctx context.Context, contractCode currency.Pair, tradeType string, createDate, pageIndex, pageSize int64) (AccountTradeHistoryData, error) {
var resp AccountTradeHistoryData
req := make(map[string]interface{})
codeValue, err := h.FormatSymbol(contractCode, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
req["contract_code"] = codeValue
if createDate > 90 {
return resp, fmt.Errorf("invalid create date value: only supports up to 90 days")
}
tType, ok := validTradeType[tradeType]
if !ok {
return resp, fmt.Errorf("invalid trade type")
}
req["trade_type"] = tType
req["create_date"] = strconv.FormatInt(createDate, 10)
if pageIndex != 0 {
req["page_index"] = pageIndex
}
if pageSize > 0 && pageSize <= 50 {
req["page_size"] = pageSize
}
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapTradeHistory, nil, req, &resp)
}
// PlaceSwapTriggerOrder places a trigger order for a swap
func (h *HUOBI) PlaceSwapTriggerOrder(ctx context.Context, contractCode currency.Pair, triggerType, direction, offset, orderPriceType string, triggerPrice, orderPrice, volume, leverageRate float64) (AccountTradeHistoryData, error) {
var resp AccountTradeHistoryData
req := make(map[string]interface{})
codeValue, err := h.FormatSymbol(contractCode, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
req["contract_code"] = codeValue
tType, ok := validTriggerType[triggerType]
if !ok {
return resp, fmt.Errorf("invalid trigger type")
}
req["trigger_type"] = tType
req["direction"] = direction
req["offset"] = offset
req["trigger_price"] = triggerPrice
req["volume"] = volume
req["lever_rate"] = leverageRate
req["order_price"] = orderPrice
if !common.StringDataCompareInsensitive(validOrderPriceType, orderPriceType) {
return resp, fmt.Errorf("invalid order price type")
}
req["order_price_type"] = orderPriceType
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapTriggerOrder, nil, req, &resp)
}
// CancelSwapTriggerOrder cancels swap trigger order
func (h *HUOBI) CancelSwapTriggerOrder(ctx context.Context, contractCode currency.Pair, orderID string) (CancelTriggerOrdersData, error) {
var resp CancelTriggerOrdersData
req := make(map[string]interface{})
req["contract_code"] = contractCode
req["order_id"] = orderID
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapCancelTriggerOrder, nil, req, &resp)
}
// CancelAllSwapTriggerOrders cancels all swap trigger orders
func (h *HUOBI) CancelAllSwapTriggerOrders(ctx context.Context, contractCode currency.Pair) (CancelTriggerOrdersData, error) {
var resp CancelTriggerOrdersData
req := make(map[string]interface{})
codeValue, err := h.FormatSymbol(contractCode, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
req["contract_code"] = codeValue
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapCancelAllTriggerOrders, nil, req, &resp)
}
// GetSwapTriggerOrderHistory gets history for swap trigger orders
func (h *HUOBI) GetSwapTriggerOrderHistory(ctx context.Context, contractCode currency.Pair, status, tradeType string, createDate, pageIndex, pageSize int64) (TriggerOrderHistory, error) {
var resp TriggerOrderHistory
req := make(map[string]interface{})
codeValue, err := h.FormatSymbol(contractCode, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
req["contract_code"] = codeValue
req["status"] = status
tType, ok := validTradeType[tradeType]
if !ok {
return resp, fmt.Errorf("invalid trade type")
}
req["trade_type"] = tType
if createDate > 90 {
return resp, fmt.Errorf("invalid create date value: only supports up to 90 days")
}
req["create_date"] = strconv.FormatInt(createDate, 10)
if pageIndex != 0 {
req["page_index"] = pageIndex
}
if pageSize > 0 && pageSize <= 50 {
req["page_size"] = pageSize
}
return resp, h.FuturesAuthenticatedHTTPRequest(ctx, exchange.RestFutures, http.MethodPost, huobiSwapTriggerOrderHistory, nil, req, &resp)
}
// GetSwapMarkets gets data of swap markets
func (h *HUOBI) GetSwapMarkets(ctx context.Context, contract currency.Pair) ([]SwapMarketsData, error) {
vals := url.Values{}
if !contract.IsEmpty() {
codeValue, err := h.FormatSymbol(contract, asset.CoinMarginedFutures)
if err != nil {
return nil, err
}
vals.Set("contract_code", codeValue)
}
type response struct {
Response
Data []SwapMarketsData `json:"data"`
}
var result response
err := h.SendHTTPRequest(ctx, exchange.RestFutures, huobiSwapMarkets+vals.Encode(), &result)
if result.ErrorMessage != "" {
return nil, errors.New(result.ErrorMessage)
}
return result.Data, err
}
// GetSwapFundingRates gets funding rates data
func (h *HUOBI) GetSwapFundingRates(ctx context.Context, contract currency.Pair) (FundingRatesData, error) {
vals := url.Values{}
codeValue, err := h.FormatSymbol(contract, asset.CoinMarginedFutures)
if err != nil {
return FundingRatesData{}, err
}
vals.Set("contract_code", codeValue)
type response struct {
Response
Data FundingRatesData `json:"data"`
}
var result response
err = h.SendHTTPRequest(ctx, exchange.RestFutures, huobiSwapFunding+vals.Encode(), &result)
if result.ErrorMessage != "" {
return FundingRatesData{}, errors.New(result.ErrorMessage)
}
return result.Data, err
}