Files
gocryptotrader/exchanges/bitfinex/bitfinex.go
Scott 80bc8c7e9e Trade history, recent trades, live trade processing and storage (#558)
* End of day commit moving packages and setting foundation into how trade processing will go

* Conformity

* tdd candle generation based on received trade data, renames orderbookbuffer back to buffer for now...

* Formalises test functions and designs the trade processor

* Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer

* Figures out sqlboiler for sqlite. Updates websocket entries to process trade data

* One more trade data

* Adds more exchange support

* Adds PSQL stuff

* Begins creating sql implementation

* End of day commit. Helper functions and understanding sql usage in GCT

* Adds delete and cleans up table design

* Finishes trades conceptually. Awaits candle data update in order to translate trades to candles

* Initial handling of trades in coinbene

* Proto

* Fixing of some bugs, attempting to address coinbene asset type ws issues

* Fixes up coinbene websocket implementation for the most part

* finalises coinbene websocket implementation. Adds new ability to parse currencies without a delimiter

* Implements rpc commands and adds testing

* updates the following to be compatible with trade data update: Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer

* Changes trade to be its own entity rather than attached to a websocket.

* Adds coverage to trades. Changes signature of `AddTradesToBuffer` to return error. Now automatically shuts down without need for channel listening. Will automatically start up again if it gets data

* Implements trade fetching at the wrapper level for a bunch of exchanges. Adds trade id to script updoot. Probably breaking change

* Implements trade fetching for all wrappers hurray hurrah. Updates all the tests

* Adds new interface func to get recent trades. Ensures GetExchangeHistory continues until conditions are met

* Adds new readme, tests all new wrapper endpoints, updates exchange_wrapper_issues to test new endpoints. Updates exchange_wrapper_coverage with new coverage... Fixes lame bug causing wrapper tests to fail from being poorly setup. Adds loopy loop to ensure that all data is captured when requesting exchange history

* Bugfix on psql migrations. Rebases latest changes, updates table design to use base and quote, updates trades to use exchange_name_id

* Adds new config field for saving trades to the database per exchange. Now exits trade processing when trade saving is not enabled. Similarly for wrapper, does not save if not enabled

* Minor bitfinex trade fixes. continues on buffer processing errors, now saves transactionid to the db

* Adds support for generating candles from candlesextended. May extend it further, idk

* Updates trade candles to be able to fill missing data with trades. Adds more tests. Also does a thing where you can forcefully override a candle based on internal trade data instead of API data

* Fixes bug where force deletions did not follow up with insertions. Adds force to candle commands

* Fixes specific exchange based issues. Extends recent trades to 24 hours where possible

* Fixes issue with saved tests. Fixes tests for trades. Adds parallel to tests. Pre-fixes people's nits

* Adds new GRPC functions to find out what data is missing from trades and candles. Fixes some assumptions from missing period code.

* Adds unique constraint. Fixes up niggling issues for wrappers and websockets

* Fixes issues with using unix times in the database trying to retrieve data via the CLI. Reduces save time to 15 seconds

* Updates trades to use timestamps instead of int64 unix

* Adds missing FTX wrapper implementation. Regens docs

* Linting the linters. Updating readme

* Adds new command to set whether an exchange can process trades

* Doc update

* Adds recent trades and historic trade endpoints to grpc

* formats pair_test.go to appease linter gods

* Addresses data race. Removes logging of missing intervals on unrelated function (now that it has its own rpc command). The buffer time isnt customisable, but I don't feel it needs to be at a config level at all really.

* Fixes a few niterinos regarding spacing, type conversion, a weird Bitmex 0 trade value error, unsubscriptions and cli command references

* Reduces map lookups. Adds base func and moves wrappers to use it

* Uses better currency formatter. Adds time based validation to trade history. Reverts configtest.json

* Reverts config and updates test names. Also WAYYYYY LESS SPAMMY

* oopsie doopsie missed a whoopsie

* mint flavoured lint

* Fixes issues caused by rebase

* Fixes issue with timestamps not converting properly from command to RPCServer. Adds new error type. Adds shorthand entries to some commands. Removes os.Exit from tests. Makes Gemini test rolling. Adds enabled exchange check to RPC function. Escapes timestamp on bitstamp. Renames var

* fixes whoopsie oopsie doopsie I forgot to remove code shoopsie

* missed a line

* 🎉 🎉 :tada:Breaks everything in an end of day commit 🎉 🎉 🎉

* Modifies function 'createlocaloffset' to return a string instead. Uses strings for all time based start and end commands. Uses UTC times in RPC server and updates SQLITE to use formatted time based queries

* Adds concurrency-safe way of changing SaveTradeData and checking it. Fixes embarrassing typo

* End of day fix, adds bitfinex update to loop until either the return trades shows no new dates, or meets specifications. Fixes egregious typo

* Improves testing and handling of historical trades function

* Fixes tests after latest changes

* Fix potential fatal err now that db is enabled in test config now

* Fixes up some database settings to use a local engine instead of global var

* DELICIOUS LINT CHOCOLATE FIXES

* Fixes data race by slashing competitor's tyres

* Adds mock test fixes to allow for live and stored data test

* Removes verbosity in engine level tests. Adds new timezone format to highlight the timezone for RPC functions. Removes reference to Preix index fund

* Oopsie doopsie, fixed a whoopsie

* Loggers can no longer do data drag races on my lawn 👴

* Removes bad lock

* Addresses command nits. End of day conceptual commit, trying to calculate spans of time in the context of missing periods. Tests will fail

* Adds new stream response for retrieving trade history as it can take time to do. Unsuccessfully attempts to simplify time range calculation for missing trades response

* Adds new timeperiods package to calculate time periods, time ranges and whether data is in those ranges. Removes kline basic implementation of same concept

* Fixes lint issues. Fixes test. Moves trade cli commands to their own trade subcommands

* Updates lakebtc to no longer have gethistorictrades as it is unsupported. Adds more validation to rpc functions

* Removes requirement to have trades when testing trade wrapper functions. Doesn't really prove it works if there are no trades for a given currency in a time period.

* Addresses nits, runs linting fix and ensures a test is consistent

* Fix merge issues

* Moves sort to timeperiods. Adds test coverage. Fixes typo

* Removes log package in CLI

* Fixes `GetTrades` url

* Reorders all instances of validation occuring after settingup RPC connection

* Fixes test to ensure that it is setup before testing that it is setup

* Fixed issue with bool retrieval. Removes double append

* Fixes Binance times, fixes bitfinex sell sides, fixes huobi times, sorts all responses

* Fixes poloniex trade id consistency. Makes recent trade for poloniex consistent with others (15 minutes). Fixes coinbene. Fixes localbitcoins to use quote currency. Fixes coinut times. Updates huobi trade id, saves okgroup trades. Fixes bid and ask to buy and sell

* Removes websocket trades for lakebtc as it did not meet our requirements for processing. Adds new constraints to the database to ensure we have uniqueness on trades where ID doesn't exist and doesn't trigger errors for trades where the tid does

* Fixes migration for postgres to downscale properly

* Really really fixes the psql index changes

* Fixes broken tests

* Now with working tests and no pocket lint

* Makes the side column nullable with no more constraint for it. adds migrations and runs generation. comments lakebtc

* Lint & Sprüngli

* Updates zb to use more appropriate side

* Fixes oopsie

* Attempts to address a data race from globals

* Fixes build

* Fixes missed regen rpc files

* Updates readme to point to trade readme. Fixes exchange_wrapper_coverage wrapper count and untested panics, tests bitfinex funding pair test for `fUSD`, adds shiny new param `tradeprocessinginterval`

* mint flavoured lint

* Uses the real default to set the default value by default

* Fixes some extra tests surrounding email sending and number incompatibility

* Reverts test config

* re-adds gom2/usdt currency

* Fixes typo, don't look!

* Fixes minor codelingo pickups

* Adds more precision to handling of trade data from Kraken. Expands test

* interface christmas tree

* lint
2020-10-29 13:00:02 +11:00

1365 lines
38 KiB
Go

package bitfinex
import (
"context"
"encoding/json"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"strings"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"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/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
const (
bitfinexAPIURLBase = "https://api.bitfinex.com"
// Version 1 API endpoints
bitfinexAPIVersion = "/v1/"
bitfinexStats = "stats/"
bitfinexAccountInfo = "account_infos"
bitfinexAccountFees = "account_fees"
bitfinexAccountSummary = "summary"
bitfinexDeposit = "deposit/new"
bitfinexBalances = "balances"
bitfinexTransfer = "transfer"
bitfinexWithdrawal = "withdraw"
bitfinexOrderNew = "order/new"
bitfinexOrderNewMulti = "order/new/multi"
bitfinexOrderCancel = "order/cancel"
bitfinexOrderCancelMulti = "order/cancel/multi"
bitfinexOrderCancelAll = "order/cancel/all"
bitfinexOrderCancelReplace = "order/cancel/replace"
bitfinexOrderStatus = "order/status"
bitfinexInactiveOrders = "orders/hist"
bitfinexOrders = "orders"
bitfinexPositions = "positions"
bitfinexClaimPosition = "position/claim"
bitfinexHistory = "history"
bitfinexHistoryMovements = "history/movements"
bitfinexTradeHistory = "mytrades"
bitfinexOfferNew = "offer/new"
bitfinexOfferCancel = "offer/cancel"
bitfinexActiveCredits = "credits"
bitfinexOffers = "offers"
bitfinexMarginActiveFunds = "taken_funds"
bitfinexMarginUnusedFunds = "unused_taken_funds"
bitfinexMarginTotalFunds = "total_taken_funds"
bitfinexMarginClose = "funding/close"
bitfinexLendbook = "lendbook/"
bitfinexLends = "lends/"
bitfinexLeaderboard = "rankings"
// Version 2 API endpoints
bitfinexAPIVersion2 = "/v2/"
bitfinexPlatformStatus = "platform/status"
bitfinexTickerBatch = "tickers"
bitfinexTicker = "ticker/"
bitfinexTrades = "trades/"
bitfinexOrderbook = "book/"
bitfinexStatistics = "stats1/"
bitfinexCandles = "candles/trade"
bitfinexKeyPermissions = "key_info"
bitfinexMarginInfo = "margin_infos"
bitfinexDepositMethod = "conf/pub:map:currency:label"
// Bitfinex platform status values
// When the platform is marked in maintenance mode bots should stop trading
// activity. Cancelling orders will be possible.
bitfinexMaintenanceMode = 0
bitfinexOperativeMode = 1
)
// Bitfinex is the overarching type across the bitfinex package
type Bitfinex struct {
exchange.Base
WebsocketSubdChannels map[int]WebsocketChanInfo
}
// GetPlatformStatus returns the Bifinex platform status
func (b *Bitfinex) GetPlatformStatus() (int, error) {
var response []int
err := b.SendHTTPRequest(b.API.Endpoints.URL+
bitfinexAPIVersion2+
bitfinexPlatformStatus,
&response,
platformStatus)
if err != nil {
return -1, err
}
switch response[0] {
case bitfinexOperativeMode:
return bitfinexOperativeMode, nil
case bitfinexMaintenanceMode:
return bitfinexMaintenanceMode, nil
}
return -1, fmt.Errorf("unexpected platform status value %d", response[0])
}
// GetTickerBatch returns all supported ticker information
func (b *Bitfinex) GetTickerBatch() (map[string]Ticker, error) {
var response [][]interface{}
path := b.API.Endpoints.URL +
bitfinexAPIVersion2 +
bitfinexTickerBatch +
"?symbols=ALL"
err := b.SendHTTPRequest(path, &response, tickerBatch)
if err != nil {
return nil, err
}
var tickers = make(map[string]Ticker)
for x := range response {
if len(response[x]) > 11 {
tickers[response[x][0].(string)] = Ticker{
FlashReturnRate: response[x][1].(float64),
Bid: response[x][2].(float64),
BidPeriod: int64(response[x][3].(float64)),
BidSize: response[x][4].(float64),
Ask: response[x][5].(float64),
AskPeriod: int64(response[x][6].(float64)),
AskSize: response[x][7].(float64),
DailyChange: response[x][8].(float64),
DailyChangePerc: response[x][9].(float64),
Last: response[x][10].(float64),
Volume: response[x][11].(float64),
High: response[x][12].(float64),
Low: response[x][13].(float64),
FFRAmountAvailable: response[x][16].(float64),
}
continue
}
tickers[response[x][0].(string)] = Ticker{
Bid: response[x][1].(float64),
BidSize: response[x][2].(float64),
Ask: response[x][3].(float64),
AskSize: response[x][4].(float64),
DailyChange: response[x][5].(float64),
DailyChangePerc: response[x][6].(float64),
Last: response[x][7].(float64),
Volume: response[x][8].(float64),
High: response[x][9].(float64),
Low: response[x][10].(float64),
}
}
return tickers, nil
}
// GetTicker returns ticker information for one symbol
func (b *Bitfinex) GetTicker(symbol string) (Ticker, error) {
var response []interface{}
path := b.API.Endpoints.URL +
bitfinexAPIVersion2 +
bitfinexTicker +
symbol
err := b.SendHTTPRequest(path, &response, tickerFunction)
if err != nil {
return Ticker{}, err
}
if len(response) > 10 {
return Ticker{
FlashReturnRate: response[0].(float64),
Bid: response[1].(float64),
BidPeriod: int64(response[2].(float64)),
BidSize: response[3].(float64),
Ask: response[4].(float64),
AskPeriod: int64(response[5].(float64)),
AskSize: response[6].(float64),
DailyChange: response[7].(float64),
DailyChangePerc: response[8].(float64),
Last: response[9].(float64),
Volume: response[10].(float64),
High: response[11].(float64),
Low: response[12].(float64),
FFRAmountAvailable: response[15].(float64),
}, nil
}
return Ticker{
Bid: response[0].(float64),
BidSize: response[1].(float64),
Ask: response[2].(float64),
AskSize: response[3].(float64),
DailyChange: response[4].(float64),
DailyChangePerc: response[5].(float64),
Last: response[6].(float64),
Volume: response[7].(float64),
High: response[8].(float64),
Low: response[9].(float64),
}, nil
}
// GetTrades gets historic trades that occurred on the exchange
//
// currencyPair e.g. "tBTCUSD"
// timestampStart is a millisecond timestamp
// timestampEnd is a millisecond timestamp
// reOrderResp reorders the returned data.
func (b *Bitfinex) GetTrades(currencyPair string, limit, timestampStart, timestampEnd int64, reOrderResp bool) ([]Trade, error) {
v := url.Values{}
if limit > 0 {
v.Set("limit", strconv.FormatInt(limit, 10))
}
if timestampStart > 0 {
v.Set("start", strconv.FormatInt(timestampStart, 10))
}
if timestampEnd > 0 {
v.Set("end", strconv.FormatInt(timestampEnd, 10))
}
sortVal := "0"
if reOrderResp {
sortVal = "1"
}
v.Set("sort", sortVal)
path := b.API.Endpoints.URL +
bitfinexAPIVersion2 +
bitfinexTrades +
currencyPair +
"/hist" +
"?" +
v.Encode()
var resp [][]interface{}
err := b.SendHTTPRequest(path, &resp, tradeRateLimit)
if err != nil {
return nil, err
}
var history []Trade
for i := range resp {
amount := resp[i][2].(float64)
side := order.Buy.String()
if amount < 0 {
side = order.Sell.String()
amount *= -1
}
if len(resp[i]) > 4 {
history = append(history, Trade{
TID: int64(resp[i][0].(float64)),
Timestamp: int64(resp[i][1].(float64)),
Amount: amount,
Rate: resp[i][3].(float64),
Period: int64(resp[i][4].(float64)),
Type: side,
})
continue
}
history = append(history, Trade{
TID: int64(resp[i][0].(float64)),
Timestamp: int64(resp[i][1].(float64)),
Amount: amount,
Price: resp[i][3].(float64),
Type: side,
})
}
return history, nil
}
// GetOrderbook retieves the orderbook bid and ask price points for a currency
// pair - By default the response will return 25 bid and 25 ask price points.
// symbol - Example "tBTCUSD"
// precision - P0,P1,P2,P3,R0
// Values can contain limit amounts for both the asks and bids - Example
// "len" = 100
func (b *Bitfinex) GetOrderbook(symbol, precision string, limit int64) (Orderbook, error) {
var u = url.Values{}
if limit > 0 {
u.Set("len", strconv.FormatInt(limit, 10))
}
path := b.API.Endpoints.URL +
bitfinexAPIVersion2 +
bitfinexOrderbook +
symbol +
"/" +
precision +
"?" +
u.Encode()
var response [][]interface{}
err := b.SendHTTPRequest(path, &response, orderbookFunction)
if err != nil {
return Orderbook{}, err
}
var o Orderbook
if precision == "R0" {
// Raw book changes the return
for x := range response {
var b Book
if len(response[x]) > 3 {
// Funding currency
b.Amount = response[x][3].(float64)
b.Rate = response[x][2].(float64)
b.Period = response[x][1].(float64)
b.OrderID = int64(response[x][0].(float64))
if b.Amount > 0 {
o.Asks = append(o.Asks, b)
} else {
b.Amount *= -1
o.Bids = append(o.Bids, b)
}
} else {
// Trading currency
b.Amount = response[x][2].(float64)
b.Price = response[x][1].(float64)
b.OrderID = int64(response[x][0].(float64))
if b.Amount > 0 {
o.Bids = append(o.Bids, b)
} else {
b.Amount *= -1
o.Asks = append(o.Asks, b)
}
}
}
} else {
for x := range response {
var b Book
if len(response[x]) > 3 {
// Funding currency
b.Amount = response[x][3].(float64)
b.Count = int64(response[x][2].(float64))
b.Period = response[x][1].(float64)
b.Rate = response[x][0].(float64)
if b.Amount > 0 {
o.Asks = append(o.Asks, b)
} else {
b.Amount *= -1
o.Bids = append(o.Bids, b)
}
} else {
// Trading currency
b.Amount = response[x][2].(float64)
b.Count = int64(response[x][1].(float64))
b.Price = response[x][0].(float64)
if b.Amount > 0 {
o.Bids = append(o.Bids, b)
} else {
b.Amount *= -1
o.Asks = append(o.Asks, b)
}
}
}
}
return o, nil
}
// GetStats returns various statistics about the requested pair
func (b *Bitfinex) GetStats(symbol string) ([]Stat, error) {
var response []Stat
path := b.API.Endpoints.URL + bitfinexAPIVersion + bitfinexStats + symbol
return response, b.SendHTTPRequest(path, &response, statsV1)
}
// GetFundingBook the entire margin funding book for both bids and asks sides
// per currency string
// symbol - example "USD"
// WARNING: Orderbook now has this support, will be deprecated once a full
// conversion to full V2 API update is done.
func (b *Bitfinex) GetFundingBook(symbol string) (FundingBook, error) {
response := FundingBook{}
path := b.API.Endpoints.URL + bitfinexAPIVersion + bitfinexLendbook + symbol
if err := b.SendHTTPRequest(path, &response, fundingbook); err != nil {
return response, err
}
return response, nil
}
// GetLends returns a list of the most recent funding data for the given
// currency: total amount provided and Flash Return Rate (in % by 365 days)
// over time
// Symbol - example "USD"
func (b *Bitfinex) GetLends(symbol string, values url.Values) ([]Lends, error) {
var response []Lends
path := common.EncodeURLValues(b.API.Endpoints.URL+
bitfinexAPIVersion+
bitfinexLends+
symbol,
values)
return response, b.SendHTTPRequest(path, &response, lends)
}
// GetCandles returns candle chart data
// timeFrame values: '1m', '5m', '15m', '30m', '1h', '3h', '6h', '12h', '1D',
// '7D', '14D', '1M'
// section values: last or hist
func (b *Bitfinex) GetCandles(symbol, timeFrame string, start, end int64, limit uint32, historic bool) ([]Candle, error) {
var fundingPeriod string
if symbol[0] == 'f' {
fundingPeriod = ":p30"
}
var path = b.API.Endpoints.URL +
bitfinexAPIVersion2 +
bitfinexCandles +
":" +
timeFrame +
":" +
symbol +
fundingPeriod
if historic {
v := url.Values{}
if start > 0 {
v.Set("start", strconv.FormatInt(start, 10))
}
if end > 0 {
v.Set("end", strconv.FormatInt(end, 10))
}
if limit > 0 {
v.Set("limit", strconv.FormatInt(int64(limit), 10))
}
path += "/hist"
if len(v) > 0 {
path += "?" + v.Encode()
}
var response [][]interface{}
err := b.SendHTTPRequest(path, &response, candle)
if err != nil {
return nil, err
}
var c []Candle
for i := range response {
c = append(c, Candle{
Timestamp: time.Unix(int64(response[i][0].(float64)/1000), 0),
Open: response[i][1].(float64),
Close: response[i][2].(float64),
High: response[i][3].(float64),
Low: response[i][4].(float64),
Volume: response[i][5].(float64),
})
}
return c, nil
}
path += "/last"
var response []interface{}
err := b.SendHTTPRequest(path, &response, candle)
if err != nil {
return nil, err
}
if len(response) == 0 {
return nil, errors.New("no data returned")
}
return []Candle{{
Timestamp: time.Unix(int64(response[0].(float64))/1000, 0),
Open: response[1].(float64),
Close: response[2].(float64),
High: response[3].(float64),
Low: response[4].(float64),
Volume: response[5].(float64),
}}, nil
}
// GetConfigurations fetchs currency and symbol site configuration data.
func (b *Bitfinex) GetConfigurations() error {
return common.ErrNotYetImplemented
}
// GetStatus returns different types of platform information - currently
// supports derivatives pair status only.
func (b *Bitfinex) GetStatus() error {
return common.ErrNotYetImplemented
}
// GetLiquidationFeed returns liquidations. By default it will retrieve the most
// recent liquidations, but time-specific data can be retrieved using
// timestamps.
func (b *Bitfinex) GetLiquidationFeed() error {
return common.ErrNotYetImplemented
}
// GetLeaderboard returns leaderboard standings for unrealized profit (period
// delta), unrealized profit (inception), volume, and realized profit.
// Allowed key values: "plu_diff" for unrealized profit (period delta), "plu"
// for unrealized profit (inception); "vol" for volume; "plr" for realized
// profit
// Allowed time frames are 3h, 1w and 1M
// Allowed symbols are trading pairs (e.g. tBTCUSD, tETHUSD and tGLOBAL:USD)
func (b *Bitfinex) GetLeaderboard(key, timeframe, symbol string, sort, limit int, start, end string) ([]LeaderboardEntry, error) {
validLeaderboardKey := func(input string) bool {
switch input {
case LeaderboardUnrealisedProfitPeriodDelta,
LeaderboardUnrealisedProfitInception,
LeaderboardVolume,
LeaderbookRealisedProfit:
return true
default:
return false
}
}
if !validLeaderboardKey(key) {
return nil, errors.New("invalid leaderboard key")
}
path := fmt.Sprintf("%s/%s:%s:%s/hist", b.API.Endpoints.URL+bitfinexAPIVersion2+bitfinexLeaderboard,
key,
timeframe,
symbol)
vals := url.Values{}
if sort != 0 {
vals.Set("sort", strconv.Itoa(sort))
}
if limit != 0 {
vals.Set("limit", strconv.Itoa(limit))
}
if start != "" {
vals.Set("start", start)
}
if end != "" {
vals.Set("end", end)
}
path = common.EncodeURLValues(path, vals)
var resp []interface{}
if err := b.SendHTTPRequest(path, &resp, leaderBoardReqRate); err != nil {
return nil, err
}
parseTwitterHandle := func(i interface{}) string {
r, ok := i.(string)
if !ok {
return ""
}
return r
}
var result []LeaderboardEntry
for x := range resp {
r := resp[x].([]interface{})
result = append(result, LeaderboardEntry{
Timestamp: time.Unix(0, int64(r[0].(float64))*int64(time.Millisecond)),
Username: r[2].(string),
Ranking: int(r[3].(float64)),
Value: r[6].(float64),
TwitterHandle: parseTwitterHandle(r[9]),
})
}
return result, nil
}
// GetMarketAveragePrice calculates the average execution price for Trading or
// rate for Margin funding
func (b *Bitfinex) GetMarketAveragePrice() error {
return common.ErrNotYetImplemented
}
// GetForeignExchangeRate calculates the exchange rate between two currencies
func (b *Bitfinex) GetForeignExchangeRate() error {
return common.ErrNotYetImplemented
}
// GetAccountFees returns information about your account trading fees
func (b *Bitfinex) GetAccountFees() ([]AccountInfo, error) {
var responses []AccountInfo
return responses, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexAccountInfo,
nil,
&responses,
getAccountFees)
}
// GetWithdrawalFees - Gets all fee rates for withdrawals
func (b *Bitfinex) GetWithdrawalFees() (AccountFees, error) {
response := AccountFees{}
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexAccountFees,
nil,
&response,
getWithdrawalFees)
}
// GetAccountSummary returns a 30-day summary of your trading volume and return
// on margin funding
func (b *Bitfinex) GetAccountSummary() (AccountSummary, error) {
response := AccountSummary{}
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexAccountSummary,
nil,
&response,
getAccountSummary)
}
// NewDeposit returns a new deposit address
// Method - Example methods accepted: “bitcoin”, “litecoin”, “ethereum”,
// “tethers", "ethereumc", "zcash", "monero", "iota", "bcash"
// WalletName - accepted: “trading”, “exchange”, “deposit”
// renew - Default is 0. If set to 1, will return a new unused deposit address
func (b *Bitfinex) NewDeposit(method, walletName string, renew int) (DepositResponse, error) {
if !common.StringDataCompare(AcceptedWalletNames, walletName) {
return DepositResponse{},
fmt.Errorf("walletname: [%s] is not allowed, supported: %s",
walletName,
AcceptedWalletNames)
}
response := DepositResponse{}
req := make(map[string]interface{})
req["method"] = method
req["wallet_name"] = walletName
req["renew"] = renew
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexDeposit,
req,
&response,
newDepositAddress)
}
// GetKeyPermissions checks the permissions of the key being used to generate
// this request.
func (b *Bitfinex) GetKeyPermissions() (KeyPermissions, error) {
response := KeyPermissions{}
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexKeyPermissions,
nil,
&response,
getAccountFees)
}
// GetMarginInfo shows your trading wallet information for margin trading
func (b *Bitfinex) GetMarginInfo() ([]MarginInfo, error) {
var response []MarginInfo
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexMarginInfo,
nil,
&response,
getMarginInfo)
}
// GetAccountBalance returns full wallet balance information
func (b *Bitfinex) GetAccountBalance() ([]Balance, error) {
var response []Balance
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexBalances,
nil,
&response,
getAccountBalance)
}
// WalletTransfer move available balances between your wallets
// Amount - Amount to move
// Currency - example "BTC"
// WalletFrom - example "exchange"
// WalletTo - example "deposit"
func (b *Bitfinex) WalletTransfer(amount float64, currency, walletFrom, walletTo string) (WalletTransfer, error) {
var response []WalletTransfer
req := make(map[string]interface{})
req["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
req["currency"] = currency
req["walletfrom"] = walletFrom
req["walletto"] = walletTo
err := b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexTransfer,
req,
&response,
walletTransfer)
if err != nil {
return WalletTransfer{}, err
}
if response[0].Status == "error" {
return WalletTransfer{}, errors.New(response[0].Message)
}
return response[0], nil
}
// WithdrawCryptocurrency requests a withdrawal from one of your wallets.
// For FIAT, use WithdrawFIAT
func (b *Bitfinex) WithdrawCryptocurrency(wallet, address, paymentID string, amount float64, c currency.Code) (Withdrawal, error) {
var response []Withdrawal
req := make(map[string]interface{})
req["withdraw_type"] = b.ConvertSymbolToWithdrawalType(c)
req["walletselected"] = wallet
req["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
req["address"] = address
if paymentID != "" {
req["payment_id"] = paymentID
}
err := b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexWithdrawal,
req,
&response,
withdrawV1)
if err != nil {
return Withdrawal{}, err
}
if response[0].Status == "error" {
return Withdrawal{}, errors.New(response[0].Message)
}
return response[0], nil
}
// WithdrawFIAT Sends an authenticated request to withdraw FIAT currency
func (b *Bitfinex) WithdrawFIAT(withdrawalType, walletType string, withdrawRequest *withdraw.Request) (Withdrawal, error) {
var response []Withdrawal
req := make(map[string]interface{})
req["withdraw_type"] = withdrawalType
req["walletselected"] = walletType
req["amount"] = strconv.FormatFloat(withdrawRequest.Amount, 'f', -1, 64)
req["account_name"] = withdrawRequest.Fiat.Bank.AccountName
req["account_number"] = withdrawRequest.Fiat.Bank.AccountNumber
req["bank_name"] = withdrawRequest.Fiat.Bank.BankName
req["bank_address"] = withdrawRequest.Fiat.Bank.BankAddress
req["bank_city"] = withdrawRequest.Fiat.Bank.BankPostalCity
req["bank_country"] = withdrawRequest.Fiat.Bank.BankCountry
req["expressWire"] = withdrawRequest.Fiat.IsExpressWire
req["swift"] = withdrawRequest.Fiat.Bank.SWIFTCode
req["detail_payment"] = withdrawRequest.Description
req["currency"] = withdrawRequest.Currency
req["account_address"] = withdrawRequest.Fiat.Bank.BankAddress
if withdrawRequest.Fiat.RequiresIntermediaryBank {
req["intermediary_bank_name"] = withdrawRequest.Fiat.IntermediaryBankName
req["intermediary_bank_address"] = withdrawRequest.Fiat.IntermediaryBankAddress
req["intermediary_bank_city"] = withdrawRequest.Fiat.IntermediaryBankCity
req["intermediary_bank_country"] = withdrawRequest.Fiat.IntermediaryBankCountry
req["intermediary_bank_account"] = strconv.FormatFloat(withdrawRequest.Fiat.IntermediaryBankAccountNumber, 'f', -1, 64)
req["intermediary_bank_swift"] = withdrawRequest.Fiat.IntermediarySwiftCode
}
err := b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexWithdrawal,
req,
&response,
withdrawV1)
if err != nil {
return Withdrawal{}, err
}
if response[0].Status == "error" {
return Withdrawal{}, errors.New(response[0].Message)
}
return response[0], nil
}
// NewOrder submits a new order and returns a order information
// Major Upgrade needed on this function to include all query params
func (b *Bitfinex) NewOrder(currencyPair, orderType string, amount, price float64, buy, hidden bool) (Order, error) {
if !common.StringDataCompare(AcceptedOrderType, orderType) {
return Order{}, fmt.Errorf("order type %s not accepted", orderType)
}
response := Order{}
req := make(map[string]interface{})
req["symbol"] = currencyPair
req["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
req["price"] = strconv.FormatFloat(price, 'f', -1, 64)
req["type"] = orderType
req["is_hidden"] = hidden
req["side"] = order.Sell.Lower()
if buy {
req["side"] = order.Buy.Lower()
}
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderNew,
req,
&response,
orderV1)
}
// NewOrderMulti allows several new orders at once
func (b *Bitfinex) NewOrderMulti(orders []PlaceOrder) (OrderMultiResponse, error) {
response := OrderMultiResponse{}
req := make(map[string]interface{})
req["orders"] = orders
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderNewMulti,
req,
&response,
orderMulti)
}
// CancelExistingOrder cancels a single order by OrderID
func (b *Bitfinex) CancelExistingOrder(orderID int64) (Order, error) {
response := Order{}
req := make(map[string]interface{})
req["order_id"] = orderID
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderCancel,
req,
&response,
orderMulti)
}
// CancelMultipleOrders cancels multiple orders
func (b *Bitfinex) CancelMultipleOrders(orderIDs []int64) (string, error) {
response := GenericResponse{}
req := make(map[string]interface{})
req["order_ids"] = orderIDs
return response.Result, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderCancelMulti,
req,
nil,
orderMulti)
}
// CancelAllExistingOrders cancels all active and open orders
func (b *Bitfinex) CancelAllExistingOrders() (string, error) {
response := GenericResponse{}
return response.Result, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderCancelAll,
nil,
nil,
orderMulti)
}
// ReplaceOrder replaces an older order with a new order
func (b *Bitfinex) ReplaceOrder(orderID int64, symbol string, amount, price float64, buy bool, orderType string, hidden bool) (Order, error) {
response := Order{}
req := make(map[string]interface{})
req["order_id"] = orderID
req["symbol"] = symbol
req["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
req["price"] = strconv.FormatFloat(price, 'f', -1, 64)
req["exchange"] = "bitfinex"
req["type"] = orderType
req["is_hidden"] = hidden
if buy {
req["side"] = order.Buy.Lower()
} else {
req["side"] = order.Sell.Lower()
}
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderCancelReplace,
req,
&response,
orderMulti)
}
// GetOrderStatus returns order status information
func (b *Bitfinex) GetOrderStatus(orderID int64) (Order, error) {
orderStatus := Order{}
req := make(map[string]interface{})
req["order_id"] = orderID
return orderStatus, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderStatus,
req,
&orderStatus,
orderMulti)
}
// GetInactiveOrders returns order status information
func (b *Bitfinex) GetInactiveOrders() ([]Order, error) {
var response []Order
req := make(map[string]interface{})
req["limit"] = "100"
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexInactiveOrders,
req,
&response,
orderMulti)
}
// GetOpenOrders returns all active orders and statuses
func (b *Bitfinex) GetOpenOrders() ([]Order, error) {
var response []Order
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrders,
nil,
&response,
orderMulti)
}
// GetActivePositions returns an array of active positions
func (b *Bitfinex) GetActivePositions() ([]Position, error) {
var response []Position
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexPositions,
nil,
&response,
orderMulti)
}
// ClaimPosition allows positions to be claimed
func (b *Bitfinex) ClaimPosition(positionID int) (Position, error) {
response := Position{}
req := make(map[string]interface{})
req["position_id"] = positionID
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexClaimPosition,
nil,
nil,
orderMulti)
}
// GetBalanceHistory returns balance history for the account
func (b *Bitfinex) GetBalanceHistory(symbol string, timeSince, timeUntil time.Time, limit int, wallet string) ([]BalanceHistory, error) {
var response []BalanceHistory
req := make(map[string]interface{})
req["currency"] = symbol
if !timeSince.IsZero() {
req["since"] = timeSince
}
if !timeUntil.IsZero() {
req["until"] = timeUntil
}
if limit > 0 {
req["limit"] = limit
}
if len(wallet) > 0 {
req["wallet"] = wallet
}
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexHistory,
req,
&response,
orderMulti)
}
// GetMovementHistory returns an array of past deposits and withdrawals
func (b *Bitfinex) GetMovementHistory(symbol, method string, timeSince, timeUntil time.Time, limit int) ([]MovementHistory, error) {
var response []MovementHistory
req := make(map[string]interface{})
req["currency"] = symbol
if len(method) > 0 {
req["method"] = method
}
if !timeSince.IsZero() {
req["since"] = timeSince
}
if !timeUntil.IsZero() {
req["until"] = timeUntil
}
if limit > 0 {
req["limit"] = limit
}
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexHistoryMovements,
req,
&response,
orderMulti)
}
// GetTradeHistory returns past executed trades
func (b *Bitfinex) GetTradeHistory(currencyPair string, timestamp, until time.Time, limit, reverse int) ([]TradeHistory, error) {
var response []TradeHistory
req := make(map[string]interface{})
req["currency"] = currencyPair
req["timestamp"] = timestamp
if !until.IsZero() {
req["until"] = until
}
if limit > 0 {
req["limit"] = limit
}
if reverse > 0 {
req["reverse"] = reverse
}
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexTradeHistory,
req,
&response,
orderMulti)
}
// NewOffer submits a new offer
func (b *Bitfinex) NewOffer(symbol string, amount, rate float64, period int64, direction string) (Offer, error) {
response := Offer{}
req := make(map[string]interface{})
req["currency"] = symbol
req["amount"] = amount
req["rate"] = rate
req["period"] = period
req["direction"] = direction
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOfferNew,
req,
&response,
orderMulti)
}
// CancelOffer cancels offer by offerID
func (b *Bitfinex) CancelOffer(offerID int64) (Offer, error) {
response := Offer{}
req := make(map[string]interface{})
req["offer_id"] = offerID
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOfferCancel,
req,
&response,
orderMulti)
}
// GetOfferStatus checks offer status whether it has been cancelled, execute or
// is still active
func (b *Bitfinex) GetOfferStatus(offerID int64) (Offer, error) {
response := Offer{}
req := make(map[string]interface{})
req["offer_id"] = offerID
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderStatus,
req,
&response,
orderMulti)
}
// GetActiveCredits returns all available credits
func (b *Bitfinex) GetActiveCredits() ([]Offer, error) {
var response []Offer
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexActiveCredits,
nil,
&response,
orderMulti)
}
// GetActiveOffers returns all current active offers
func (b *Bitfinex) GetActiveOffers() ([]Offer, error) {
var response []Offer
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOffers,
nil,
&response,
orderMulti)
}
// GetActiveMarginFunding returns an array of active margin funds
func (b *Bitfinex) GetActiveMarginFunding() ([]MarginFunds, error) {
var response []MarginFunds
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexMarginActiveFunds,
nil,
&response,
orderMulti)
}
// GetUnusedMarginFunds returns an array of funding borrowed but not currently
// used
func (b *Bitfinex) GetUnusedMarginFunds() ([]MarginFunds, error) {
var response []MarginFunds
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexMarginUnusedFunds,
nil,
&response,
orderMulti)
}
// GetMarginTotalTakenFunds returns an array of active funding used in a
// position
func (b *Bitfinex) GetMarginTotalTakenFunds() ([]MarginTotalTakenFunds, error) {
var response []MarginTotalTakenFunds
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexMarginTotalFunds,
nil,
&response,
orderMulti)
}
// CloseMarginFunding closes an unused or used taken fund
func (b *Bitfinex) CloseMarginFunding(swapID int64) (Offer, error) {
response := Offer{}
req := make(map[string]interface{})
req["swap_id"] = swapID
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexMarginClose,
req,
&response,
closeFunding)
}
// SendHTTPRequest sends an unauthenticated request
func (b *Bitfinex) SendHTTPRequest(path string, result interface{}, e request.EndpointLimit) error {
return b.SendPayload(context.Background(), &request.Item{
Method: http.MethodGet,
Path: path,
Result: result,
Verbose: b.Verbose,
HTTPDebugging: b.HTTPDebugging,
HTTPRecording: b.HTTPRecording,
Endpoint: e})
}
// SendAuthenticatedHTTPRequest sends an autheticated http request and json
// unmarshals result to a supplied variable
func (b *Bitfinex) SendAuthenticatedHTTPRequest(method, path string, params map[string]interface{}, result interface{}, endpoint request.EndpointLimit) error {
if !b.AllowAuthenticatedRequest() {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet,
b.Name)
}
n := b.Requester.GetNonce(true)
req := make(map[string]interface{})
req["request"] = bitfinexAPIVersion + path
req["nonce"] = n.String()
for key, value := range params {
req[key] = value
}
PayloadJSON, err := json.Marshal(req)
if err != nil {
return errors.New("sendAuthenticatedAPIRequest: unable to JSON request")
}
if b.Verbose {
log.Debugf(log.ExchangeSys, "Request JSON: %s\n", PayloadJSON)
}
PayloadBase64 := crypto.Base64Encode(PayloadJSON)
hmac := crypto.GetHMAC(crypto.HashSHA512_384, []byte(PayloadBase64),
[]byte(b.API.Credentials.Secret))
headers := make(map[string]string)
headers["X-BFX-APIKEY"] = b.API.Credentials.Key
headers["X-BFX-PAYLOAD"] = PayloadBase64
headers["X-BFX-SIGNATURE"] = crypto.HexEncodeToString(hmac)
return b.SendPayload(context.Background(), &request.Item{
Method: method,
Path: b.API.Endpoints.URL + bitfinexAPIVersion + path,
Headers: headers,
Result: result,
AuthRequest: true,
NonceEnabled: true,
Verbose: b.Verbose,
HTTPDebugging: b.HTTPDebugging,
HTTPRecording: b.HTTPRecording,
Endpoint: endpoint})
}
// GetFee returns an estimate of fee based on type of transaction
func (b *Bitfinex) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
accountInfos, err := b.GetAccountFees()
if err != nil {
return 0, err
}
fee, err = b.CalculateTradingFee(accountInfos,
feeBuilder.PurchasePrice,
feeBuilder.Amount,
feeBuilder.Pair.Base,
feeBuilder.IsMaker)
if err != nil {
return 0, err
}
case exchange.CyptocurrencyDepositFee:
//TODO: fee is charged when < $1000USD is transferred, need to infer value in some way
fee = 0
case exchange.CryptocurrencyWithdrawalFee:
acc, err := b.GetWithdrawalFees()
if err != nil {
return 0, err
}
fee, err = b.GetCryptocurrencyWithdrawalFee(feeBuilder.Pair.Base, acc)
if err != nil {
return 0, err
}
case exchange.InternationalBankDepositFee:
fee = getInternationalBankDepositFee(feeBuilder.Amount)
case exchange.InternationalBankWithdrawalFee:
fee = getInternationalBankWithdrawalFee(feeBuilder.Amount)
case exchange.OfflineTradeFee:
fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
// getOfflineTradeFee calculates the worst case-scenario trading fee
// does not require an API request, requires manual updating
func getOfflineTradeFee(price, amount float64) float64 {
return 0.001 * price * amount
}
// GetCryptocurrencyWithdrawalFee returns an estimate of fee based on type of transaction
func (b *Bitfinex) GetCryptocurrencyWithdrawalFee(c currency.Code, accountFees AccountFees) (fee float64, err error) {
switch result := accountFees.Withdraw[c.String()].(type) {
case string:
fee, err = strconv.ParseFloat(result, 64)
if err != nil {
return 0, err
}
case float64:
fee = result
}
return fee, nil
}
func getInternationalBankDepositFee(amount float64) float64 {
return 0.001 * amount
}
func getInternationalBankWithdrawalFee(amount float64) float64 {
return 0.001 * amount
}
// CalculateTradingFee returns an estimate of fee based on type of whether is maker or taker fee
func (b *Bitfinex) CalculateTradingFee(i []AccountInfo, purchasePrice, amount float64, c currency.Code, isMaker bool) (fee float64, err error) {
for x := range i {
for y := range i[x].Fees {
if c.String() == i[x].Fees[y].Pairs {
if isMaker {
fee = i[x].Fees[y].MakerFees
} else {
fee = i[x].Fees[y].TakerFees
}
break
}
}
if fee > 0 {
break
}
}
return (fee / 100) * purchasePrice * amount, err
}
// ConvertSymbolToWithdrawalType You need to have specific withdrawal types to withdraw from Bitfinex
func (b *Bitfinex) ConvertSymbolToWithdrawalType(c currency.Code) string {
switch c {
case currency.BTC:
return "bitcoin"
case currency.LTC:
return "litecoin"
case currency.ETH:
return "ethereum"
case currency.ETC:
return "ethereumc"
case currency.USDT:
return "tetheruso"
case currency.ZEC:
return "zcash"
case currency.XMR:
return "monero"
case currency.DSH:
return "dash"
case currency.XRP:
return "ripple"
case currency.SAN:
return "santiment"
case currency.OMG:
return "omisego"
case currency.BCH:
return "bcash"
case currency.ETP:
return "metaverse"
case currency.AVT:
return "aventus"
case currency.EDO:
return "eidoo"
case currency.BTG:
return "bgold"
case currency.DATA:
return "datacoin"
case currency.GNT:
return "golem"
case currency.SNT:
return "status"
default:
return c.Lower().String()
}
}
// ConvertSymbolToDepositMethod returns a converted currency deposit method
func (b *Bitfinex) ConvertSymbolToDepositMethod(c currency.Code) (string, error) {
if err := b.PopulateAcceptableMethods(); err != nil {
return "", err
}
method, ok := AcceptableMethods[c.String()]
if !ok {
return "", fmt.Errorf("currency %s not supported in method list",
c)
}
return strings.ToLower(method), nil
}
// PopulateAcceptableMethods retrieves all accepted currency strings and
// populates a map to check
func (b *Bitfinex) PopulateAcceptableMethods() error {
if len(AcceptableMethods) == 0 {
var response [][][2]string
err := b.SendHTTPRequest(b.API.Endpoints.URL+
bitfinexAPIVersion2+
bitfinexDepositMethod,
&response,
configs)
if err != nil {
return err
}
if len(response) == 0 {
return errors.New("response contains no data cannot populate acceptable method map")
}
for i := range response[0] {
if len(response[0][i]) != 2 {
return errors.New("response contains no data cannot populate acceptable method map")
}
AcceptableMethods[response[0][i][0]] = response[0][i][1]
}
}
return nil
}