Files
gocryptotrader/exchanges/coinut/coinut_websocket.go
Ryan O'Hara-Reid 98a277a4c3 Bugfixes: Bitfinex websocket, ZB market response and portfolio (#397)
* bug fix for websocket orderbook processing

* Fix more panics

* fix linter issue

* kick panic can down the road

* temp fix for issue with a 404 returned error as chainz.cryptoid dropped eth support

* Address nits and fixed orderbook updating

* Fix trade data, rm'd event time from struct

* fix time conversion for huobi

* Actually process kline data and fix time stamps

* btse time conversion fix and RM log, as it seems that the gain is reflecting transaction side. Drop ticker fetching support because there does not seem to be support on docs. And added trade fetching support.

* revert huobi println

* Adressed suggestion

* rm unnecessary assignment

* rm unnecessary check and assign

* fix conversion mishap

* fix currency conversion bug

* update websocket logging

* RM websocket type which stops conversion and copy

* fix linter issue, add in unknown side type
2019-12-19 13:40:30 +11:00

720 lines
21 KiB
Go

package coinut
import (
"encoding/json"
"errors"
"fmt"
"net/http"
"strconv"
"strings"
"time"
"github.com/gorilla/websocket"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"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"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wsorderbook"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
const (
coinutWebsocketURL = "wss://wsapi.coinut.com"
coinutWebsocketRateLimit = 30
)
var (
channels map[string]chan []byte
)
// NOTE for speed considerations
// wss://wsapi-as.coinut.com
// wss://wsapi-na.coinut.com
// wss://wsapi-eu.coinut.com
// WsConnect intiates a websocket connection
func (c *COINUT) WsConnect() error {
if !c.Websocket.IsEnabled() || !c.IsEnabled() {
return errors.New(wshandler.WebsocketNotEnabled)
}
var dialer websocket.Dialer
err := c.WebsocketConn.Dial(&dialer, http.Header{})
if err != nil {
return err
}
go c.WsHandleData()
if !c.instrumentMap.IsLoaded() {
_, err = c.WsGetInstruments()
if err != nil {
return err
}
}
err = c.wsAuthenticate()
if err != nil {
c.Websocket.SetCanUseAuthenticatedEndpoints(false)
log.Error(log.WebsocketMgr, err)
}
c.GenerateDefaultSubscriptions()
// define bi-directional communication
channels = make(map[string]chan []byte)
channels["hb"] = make(chan []byte, 1)
return nil
}
// WsHandleData handles read data
func (c *COINUT) WsHandleData() {
c.Websocket.Wg.Add(1)
defer func() {
c.Websocket.Wg.Done()
}()
for {
select {
case <-c.Websocket.ShutdownC:
return
default:
resp, err := c.WebsocketConn.ReadMessage()
if err != nil {
c.Websocket.ReadMessageErrors <- err
return
}
c.Websocket.TrafficAlert <- struct{}{}
if strings.HasPrefix(string(resp.Raw), "[") {
var incoming []wsResponse
err = json.Unmarshal(resp.Raw, &incoming)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
for i := range incoming {
if incoming[i].Nonce > 0 {
c.WebsocketConn.AddResponseWithID(incoming[i].Nonce, resp.Raw)
break
}
var individualJSON []byte
individualJSON, err = json.Marshal(incoming[i])
if err != nil {
c.Websocket.DataHandler <- err
continue
}
c.wsProcessResponse(individualJSON)
}
} else {
var incoming wsResponse
err = json.Unmarshal(resp.Raw, &incoming)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
c.wsProcessResponse(resp.Raw)
}
}
}
}
func (c *COINUT) wsProcessResponse(resp []byte) {
var incoming wsResponse
err := json.Unmarshal(resp, &incoming)
if err != nil {
c.Websocket.DataHandler <- err
return
}
switch incoming.Reply {
case "hb":
channels["hb"] <- resp
case "inst_tick":
var wsTicker WsTicker
err := json.Unmarshal(resp, &wsTicker)
if err != nil {
c.Websocket.DataHandler <- err
return
}
currencyPair := c.instrumentMap.LookupInstrument(wsTicker.InstID)
c.Websocket.DataHandler <- &ticker.Price{
ExchangeName: c.Name,
Volume: wsTicker.Volume24,
QuoteVolume: wsTicker.Volume24Quote,
Bid: wsTicker.HighestBuy,
Ask: wsTicker.LowestSell,
High: wsTicker.High24,
Low: wsTicker.Low24,
Last: wsTicker.Last,
LastUpdated: time.Unix(0, wsTicker.Timestamp),
AssetType: asset.Spot,
Pair: currency.NewPairFromFormattedPairs(currencyPair,
c.GetEnabledPairs(asset.Spot),
c.GetPairFormat(asset.Spot, true)),
}
case "inst_order_book":
var orderbooksnapshot WsOrderbookSnapshot
err := json.Unmarshal(resp, &orderbooksnapshot)
if err != nil {
c.Websocket.DataHandler <- err
return
}
err = c.WsProcessOrderbookSnapshot(&orderbooksnapshot)
if err != nil {
c.Websocket.DataHandler <- err
return
}
currencyPair := c.instrumentMap.LookupInstrument(orderbooksnapshot.InstID)
c.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{
Exchange: c.Name,
Asset: asset.Spot,
Pair: currency.NewPairFromFormattedPairs(currencyPair,
c.GetEnabledPairs(asset.Spot),
c.GetPairFormat(asset.Spot, true)),
}
case "inst_order_book_update":
var orderbookUpdate WsOrderbookUpdate
err := json.Unmarshal(resp, &orderbookUpdate)
if err != nil {
c.Websocket.DataHandler <- err
return
}
err = c.WsProcessOrderbookUpdate(&orderbookUpdate)
if err != nil {
c.Websocket.DataHandler <- err
return
}
currencyPair := c.instrumentMap.LookupInstrument(orderbookUpdate.InstID)
c.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{
Exchange: c.Name,
Asset: asset.Spot,
Pair: currency.NewPairFromFormattedPairs(currencyPair,
c.GetEnabledPairs(asset.Spot),
c.GetPairFormat(asset.Spot, true)),
}
case "inst_trade":
var tradeSnap WsTradeSnapshot
err := json.Unmarshal(resp, &tradeSnap)
if err != nil {
c.Websocket.DataHandler <- err
return
}
case "inst_trade_update":
var tradeUpdate WsTradeUpdate
err := json.Unmarshal(resp, &tradeUpdate)
if err != nil {
c.Websocket.DataHandler <- err
return
}
currencyPair := c.instrumentMap.LookupInstrument(tradeUpdate.InstID)
c.Websocket.DataHandler <- wshandler.TradeData{
Timestamp: time.Unix(tradeUpdate.Timestamp, 0),
CurrencyPair: currency.NewPairFromFormattedPairs(currencyPair,
c.GetEnabledPairs(asset.Spot),
c.GetPairFormat(asset.Spot, true)),
AssetType: asset.Spot,
Exchange: c.Name,
Price: tradeUpdate.Price,
Side: tradeUpdate.Side,
}
default:
if incoming.Nonce > 0 {
c.WebsocketConn.AddResponseWithID(incoming.Nonce, resp)
return
}
c.Websocket.DataHandler <- fmt.Errorf("%v unhandled websocket response: %s", c.Name, resp)
}
}
// GetNonce returns a nonce for a required request
func (c *COINUT) GetNonce() int64 {
if c.Nonce.Get() == 0 {
c.Nonce.Set(time.Now().Unix())
} else {
c.Nonce.Inc()
}
return int64(c.Nonce.Get())
}
// WsGetInstruments fetches instrument list and propagates a local cache
func (c *COINUT) WsGetInstruments() (Instruments, error) {
var list Instruments
request := wsRequest{
Request: "inst_list",
SecType: strings.ToUpper(asset.Spot.String()),
Nonce: c.WebsocketConn.GenerateMessageID(false),
}
resp, err := c.WebsocketConn.SendMessageReturnResponse(request.Nonce, request)
if err != nil {
return list, err
}
err = json.Unmarshal(resp, &list)
if err != nil {
return list, err
}
for curr, data := range list.Instruments {
c.instrumentMap.Seed(curr, data[0].InstID)
}
if len(c.instrumentMap.GetInstrumentIDs()) == 0 {
return list, errors.New("instrument list failed to populate")
}
return list, nil
}
// WsProcessOrderbookSnapshot processes the orderbook snapshot
func (c *COINUT) WsProcessOrderbookSnapshot(ob *WsOrderbookSnapshot) error {
var bids []orderbook.Item
for i := range ob.Buy {
bids = append(bids, orderbook.Item{
Amount: ob.Buy[i].Volume,
Price: ob.Buy[i].Price,
})
}
var asks []orderbook.Item
for i := range ob.Sell {
asks = append(asks, orderbook.Item{
Amount: ob.Sell[i].Volume,
Price: ob.Sell[i].Price,
})
}
var newOrderBook orderbook.Base
newOrderBook.Asks = asks
newOrderBook.Bids = bids
newOrderBook.Pair = currency.NewPairFromFormattedPairs(
c.instrumentMap.LookupInstrument(ob.InstID),
c.GetEnabledPairs(asset.Spot),
c.GetPairFormat(asset.Spot, true),
)
newOrderBook.AssetType = asset.Spot
newOrderBook.ExchangeName = c.Name
return c.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
}
// WsProcessOrderbookUpdate process an orderbook update
func (c *COINUT) WsProcessOrderbookUpdate(update *WsOrderbookUpdate) error {
p := currency.NewPairFromFormattedPairs(
c.instrumentMap.LookupInstrument(update.InstID),
c.GetEnabledPairs(asset.Spot),
c.GetPairFormat(asset.Spot, true),
)
bufferUpdate := &wsorderbook.WebsocketOrderbookUpdate{
Pair: p,
UpdateID: update.TransID,
Asset: asset.Spot,
}
if strings.EqualFold(update.Side, order.Buy.Lower()) {
bufferUpdate.Bids = []orderbook.Item{{Price: update.Price, Amount: update.Volume}}
} else {
bufferUpdate.Asks = []orderbook.Item{{Price: update.Price, Amount: update.Volume}}
}
return c.Websocket.Orderbook.Update(bufferUpdate)
}
// GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
func (c *COINUT) GenerateDefaultSubscriptions() {
var channels = []string{"inst_tick", "inst_order_book"}
var subscriptions []wshandler.WebsocketChannelSubscription
enabledCurrencies := c.GetEnabledPairs(asset.Spot)
for i := range channels {
for j := range enabledCurrencies {
subscriptions = append(subscriptions, wshandler.WebsocketChannelSubscription{
Channel: channels[i],
Currency: enabledCurrencies[j],
})
}
}
c.Websocket.SubscribeToChannels(subscriptions)
}
// Subscribe sends a websocket message to receive data from the channel
func (c *COINUT) Subscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
subscribe := wsRequest{
Request: channelToSubscribe.Channel,
InstID: c.instrumentMap.LookupID(c.FormatExchangeCurrency(channelToSubscribe.Currency,
asset.Spot).String()),
Subscribe: true,
Nonce: c.WebsocketConn.GenerateMessageID(false),
}
return c.WebsocketConn.SendMessage(subscribe)
}
// Unsubscribe sends a websocket message to stop receiving data from the channel
func (c *COINUT) Unsubscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
subscribe := wsRequest{
Request: channelToSubscribe.Channel,
InstID: c.instrumentMap.LookupID(c.FormatExchangeCurrency(channelToSubscribe.Currency,
asset.Spot).String()),
Subscribe: false,
Nonce: c.WebsocketConn.GenerateMessageID(false),
}
resp, err := c.WebsocketConn.SendMessageReturnResponse(subscribe.Nonce, subscribe)
if err != nil {
return err
}
var response map[string]interface{}
err = json.Unmarshal(resp, &response)
if err != nil {
return err
}
if response["status"].([]interface{})[0] != "OK" {
return fmt.Errorf("%v unsubscribe failed for channel %v", c.Name, channelToSubscribe.Channel)
}
return nil
}
func (c *COINUT) wsAuthenticate() error {
if !c.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", c.Name)
}
timestamp := time.Now().Unix()
nonce := c.WebsocketConn.GenerateMessageID(false)
payload := c.API.Credentials.ClientID + "|" +
strconv.FormatInt(timestamp, 10) + "|" +
strconv.FormatInt(nonce, 10)
hmac := crypto.GetHMAC(crypto.HashSHA256, []byte(payload), []byte(c.API.Credentials.Key))
loginRequest := struct {
Request string `json:"request"`
Username string `json:"username"`
Nonce int64 `json:"nonce"`
Hmac string `json:"hmac_sha256"`
Timestamp int64 `json:"timestamp"`
}{
Request: "login",
Username: c.API.Credentials.ClientID,
Nonce: nonce,
Hmac: crypto.HexEncodeToString(hmac),
Timestamp: timestamp,
}
resp, err := c.WebsocketConn.SendMessageReturnResponse(loginRequest.Nonce, loginRequest)
if err != nil {
return err
}
var response map[string]interface{}
err = json.Unmarshal(resp, &response)
if err != nil {
return err
}
if response["status"].([]interface{})[0] != "OK" {
c.Websocket.SetCanUseAuthenticatedEndpoints(false)
return fmt.Errorf("%v failed to authenticate", c.Name)
}
c.Websocket.SetCanUseAuthenticatedEndpoints(true)
return nil
}
func (c *COINUT) wsGetAccountBalance() (*UserBalance, error) {
if !c.Websocket.CanUseAuthenticatedEndpoints() {
return nil, fmt.Errorf("%v not authorised to submit order", c.Name)
}
accBalance := wsRequest{
Request: "user_balance",
Nonce: c.WebsocketConn.GenerateMessageID(false),
}
resp, err := c.WebsocketConn.SendMessageReturnResponse(accBalance.Nonce, accBalance)
if err != nil {
return nil, err
}
var response UserBalance
err = json.Unmarshal(resp, &response)
if err != nil {
return nil, err
}
if response.Status[0] != "OK" {
return &response, fmt.Errorf("%v get account balance failed", c.Name)
}
return &response, nil
}
func (c *COINUT) wsSubmitOrder(o *WsSubmitOrderParameters) (*WsStandardOrderResponse, error) {
if !c.Websocket.CanUseAuthenticatedEndpoints() {
return nil, fmt.Errorf("%v not authorised to submit order", c.Name)
}
curr := c.FormatExchangeCurrency(o.Currency, asset.Spot).String()
var orderSubmissionRequest WsSubmitOrderRequest
orderSubmissionRequest.Request = "new_order"
orderSubmissionRequest.Nonce = c.WebsocketConn.GenerateMessageID(false)
orderSubmissionRequest.InstID = c.instrumentMap.LookupID(curr)
orderSubmissionRequest.Qty = o.Amount
orderSubmissionRequest.Price = o.Price
orderSubmissionRequest.Side = string(o.Side)
if o.OrderID > 0 {
orderSubmissionRequest.OrderID = o.OrderID
}
resp, err := c.WebsocketConn.SendMessageReturnResponse(orderSubmissionRequest.Nonce, orderSubmissionRequest)
if err != nil {
return nil, err
}
var standardOrder WsStandardOrderResponse
standardOrder, err = c.wsStandardiseOrderResponse(resp)
if err != nil {
return nil, err
}
if standardOrder.Status[0] != "OK" {
return &standardOrder, fmt.Errorf("%v order submission failed. %v", c.Name, standardOrder)
}
if len(standardOrder.Reasons) > 0 && standardOrder.Reasons[0] != "" {
return &standardOrder, fmt.Errorf("%v order submission failed. %v", c.Name, standardOrder.Reasons[0])
}
return &standardOrder, nil
}
func (c *COINUT) wsStandardiseOrderResponse(resp []byte) (WsStandardOrderResponse, error) {
var response WsStandardOrderResponse
var incoming wsResponse
err := json.Unmarshal(resp, &incoming)
if err != nil {
return response, err
}
switch incoming.Reply {
case "order_accepted":
var orderAccepted WsOrderAcceptedResponse
err := json.Unmarshal(resp, &orderAccepted)
if err != nil {
return response, err
}
response = WsStandardOrderResponse{
InstID: orderAccepted.InstID,
Nonce: orderAccepted.Nonce,
OpenQty: orderAccepted.OpenQty,
OrderID: orderAccepted.OrderID,
OrderType: orderAccepted.Reply,
Price: orderAccepted.OrderPrice,
Qty: orderAccepted.Qty,
Side: orderAccepted.Side,
Status: orderAccepted.Status,
TransID: orderAccepted.TransID,
ClientOrdID: orderAccepted.ClientOrdID,
}
case "order_filled":
var orderFilled WsOrderFilledResponse
err := json.Unmarshal(resp, &orderFilled)
if err != nil {
return response, err
}
response = WsStandardOrderResponse{
InstID: orderFilled.Order.InstID,
Nonce: orderFilled.Nonce,
OpenQty: orderFilled.Order.OpenQty,
OrderID: orderFilled.Order.OrderID,
OrderType: orderFilled.Reply,
Price: orderFilled.Order.Price,
Qty: orderFilled.Order.Qty,
Side: orderFilled.Order.Side,
Status: orderFilled.Status,
TransID: orderFilled.TransID,
ClientOrdID: orderFilled.Order.ClientOrdID,
}
case "order_rejected":
var orderRejected WsOrderRejectedResponse
err := json.Unmarshal(resp, &orderRejected)
if err != nil {
return response, err
}
response = WsStandardOrderResponse{
InstID: orderRejected.InstID,
Nonce: orderRejected.Nonce,
OpenQty: orderRejected.OpenQty,
OrderID: orderRejected.OrderID,
OrderType: orderRejected.Reply,
Price: orderRejected.Price,
Qty: orderRejected.Qty,
Side: orderRejected.Side,
Status: orderRejected.Status,
TransID: orderRejected.TransID,
ClientOrdID: orderRejected.ClientOrdID,
Reasons: orderRejected.Reasons,
}
}
return response, nil
}
func (c *COINUT) wsSubmitOrders(orders []WsSubmitOrderParameters) ([]WsStandardOrderResponse, []error) {
var errors []error
var ordersResponse []WsStandardOrderResponse
if !c.Websocket.CanUseAuthenticatedEndpoints() {
errors = append(errors, fmt.Errorf("%v not authorised to submit orders", c.Name))
return nil, errors
}
orderRequest := WsSubmitOrdersRequest{}
for i := range orders {
curr := c.FormatExchangeCurrency(orders[i].Currency, asset.Spot).String()
orderRequest.Orders = append(orderRequest.Orders,
WsSubmitOrdersRequestData{
Qty: orders[i].Amount,
Price: orders[i].Price,
Side: string(orders[i].Side),
InstID: c.instrumentMap.LookupID(curr),
ClientOrdID: i + 1,
})
}
orderRequest.Nonce = c.WebsocketConn.GenerateMessageID(false)
orderRequest.Request = "new_orders"
resp, err := c.WebsocketConn.SendMessageReturnResponse(orderRequest.Nonce, orderRequest)
if err != nil {
errors = append(errors, err)
return nil, errors
}
var incoming []interface{}
err = json.Unmarshal(resp, &incoming)
if err != nil {
errors = append(errors, err)
return nil, errors
}
for i := range incoming {
var individualJSON []byte
individualJSON, err = json.Marshal(incoming[i])
if err != nil {
errors = append(errors, err)
continue
}
standardOrder, err := c.wsStandardiseOrderResponse(individualJSON)
if err != nil {
errors = append(errors, err)
continue
}
if standardOrder.Status[0] != "OK" {
errors = append(errors, fmt.Errorf("%v order submission failed. %v", c.Name, standardOrder))
continue
}
if len(standardOrder.Reasons) > 0 && standardOrder.Reasons[0] != "" {
errors = append(errors, fmt.Errorf("%v order submission failed for currency %v and orderID %v, message %v ",
c.Name,
c.instrumentMap.LookupInstrument(standardOrder.InstID),
standardOrder.OrderID,
standardOrder.Reasons[0]))
continue
}
ordersResponse = append(ordersResponse, standardOrder)
}
return ordersResponse, errors
}
func (c *COINUT) wsGetOpenOrders(curr string) (*WsUserOpenOrdersResponse, error) {
var response *WsUserOpenOrdersResponse
if !c.Websocket.CanUseAuthenticatedEndpoints() {
return response, fmt.Errorf("%v not authorised to get open orders", c.Name)
}
var openOrdersRequest WsGetOpenOrdersRequest
openOrdersRequest.Request = "user_open_orders"
openOrdersRequest.Nonce = c.WebsocketConn.GenerateMessageID(false)
openOrdersRequest.InstID = c.instrumentMap.LookupID(curr)
resp, err := c.WebsocketConn.SendMessageReturnResponse(openOrdersRequest.Nonce, openOrdersRequest)
if err != nil {
return response, err
}
err = json.Unmarshal(resp, &response)
if err != nil {
return response, err
}
if response.Status[0] != "OK" {
return response, fmt.Errorf("%v get open orders failed for currency %v",
c.Name,
curr)
}
return response, nil
}
func (c *COINUT) wsCancelOrder(cancellation *WsCancelOrderParameters) (*CancelOrdersResponse, error) {
var response *CancelOrdersResponse
if !c.Websocket.CanUseAuthenticatedEndpoints() {
return response, fmt.Errorf("%v not authorised to cancel order", c.Name)
}
curr := c.FormatExchangeCurrency(cancellation.Currency, asset.Spot).String()
var cancellationRequest WsCancelOrderRequest
cancellationRequest.Request = "cancel_order"
cancellationRequest.InstID = c.instrumentMap.LookupID(curr)
cancellationRequest.OrderID = cancellation.OrderID
cancellationRequest.Nonce = c.WebsocketConn.GenerateMessageID(false)
resp, err := c.WebsocketConn.SendMessageReturnResponse(cancellationRequest.Nonce, cancellationRequest)
if err != nil {
return response, err
}
err = json.Unmarshal(resp, &response)
if err != nil {
return response, err
}
if response.Status[0] != "OK" {
return response, fmt.Errorf("%v order cancellation failed for currency %v and orderID %v, message %v",
c.Name,
cancellation.Currency,
cancellation.OrderID,
response.Status[0])
}
return response, nil
}
func (c *COINUT) wsCancelOrders(cancellations []WsCancelOrderParameters) (*CancelOrdersResponse, error) {
var err error
var response *CancelOrdersResponse
if !c.Websocket.CanUseAuthenticatedEndpoints() {
return nil, err
}
var cancelOrderRequest WsCancelOrdersRequest
for i := range cancellations {
curr := c.FormatExchangeCurrency(cancellations[i].Currency, asset.Spot).String()
cancelOrderRequest.Entries = append(cancelOrderRequest.Entries, WsCancelOrdersRequestEntry{
InstID: c.instrumentMap.LookupID(curr),
OrderID: cancellations[i].OrderID,
})
}
cancelOrderRequest.Request = "cancel_orders"
cancelOrderRequest.Nonce = c.WebsocketConn.GenerateMessageID(false)
resp, err := c.WebsocketConn.SendMessageReturnResponse(cancelOrderRequest.Nonce, cancelOrderRequest)
if err != nil {
return response, err
}
err = json.Unmarshal(resp, &response)
if err != nil {
return response, err
}
return response, err
}
func (c *COINUT) wsGetTradeHistory(p currency.Pair, start, limit int64) (*WsTradeHistoryResponse, error) {
var response *WsTradeHistoryResponse
if !c.Websocket.CanUseAuthenticatedEndpoints() {
return response, fmt.Errorf("%v not authorised to get trade history", c.Name)
}
curr := c.FormatExchangeCurrency(p, asset.Spot).String()
var request WsTradeHistoryRequest
request.Request = "trade_history"
request.InstID = c.instrumentMap.LookupID(curr)
request.Nonce = c.WebsocketConn.GenerateMessageID(false)
request.Start = start
request.Limit = limit
resp, err := c.WebsocketConn.SendMessageReturnResponse(request.Nonce, request)
if err != nil {
return response, err
}
err = json.Unmarshal(resp, &response)
if err != nil {
return response, err
}
if response.Status[0] != "OK" {
return response, fmt.Errorf("%v get trade history failed for %v",
c.Name,
request)
}
return response, nil
}