Files
gocryptotrader/exchanges/lbank/lbank_wrapper.go
Luis Rascão c9ab0b1164 exchanges: Add UpdateTickers method and reserve UpdateTicker for single ticker symbol update requests (if supported) (#764)
* exchanges: add an UpdateTickers method to the main exchange interface

This method will fetch all currency pair tickers of a given asset type
and update them internally, does nothing for now.

* exchanges: refactor UpdateTicker on all exchanges

Keep the exact previous behaviour but implement the UpdateTickers
method and refactor UpdateTicker by using it where applicable.

* sync_manager: update all tickers when batching is enabled

* binance: UpdateTicker to fetch single ticker symbol

* ftx: UpdateTicker to fetch single ticker symbol
2021-08-27 12:31:34 +10:00

992 lines
27 KiB
Go

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