mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-19 15:10:05 +00:00
* Websocket: Use ErrSubscribedAlready instead of errChannelAlreadySubscribed * Subscriptions: Replace Pair with Pairs Given that some subscriptions have multiple pairs, support that as the standard. * Docs: Update subscriptions in add new exch * RPC: Update Subscription Pairs * Linter: Disable testifylint.Len We deliberately use Equal over Len to avoid spamming the contents of large Slices * Websocket: Add suffix to state consts * Binance: Subscription Pairs support * Bitfinex: Subscription Pairs support * Bithumb: Subscription Pairs support * Bitmex: Subscription Pairs support * Bitstamp: Subscription Pairs support * BTCMarkets: Subscription Pairs support * BTSE: Subscription Pairs support * Coinbase: Subscription Pairs support * Coinut: Subscription Pairs support * GateIO: Subscription Pairs support * Gemini: Subscription Pairs support and improvement * Hitbtc: Subscription Pairs support * Huboi: Subscription Pairs support * Kucoin: Subscription Pairs support * Okcoin: Subscription Pairs support * Poloniex: Subscription Pairs support * Kraken: Add subscription Pairs support Note: This is a naieve implementation because we want to rebase the kraken websocket rewrite on top of this * Bybit: Subscription Pairs support * Okx: Subscription Pairs support * Bitmex: Subsription configuration * Fixes unauthenticated websocket left as CanUseAuth * Fixes auth subs happening privately * CoinbasePro: Subscription Configuration * Consolidate ProductIDs when all subscriptions are for the same list * Websocket: Log actual sent message when Verbose * Subscriptions: Improve clarity of which key is which in Match * Subscriptions: Lint fix for HugeParam * Subscriptions: Add AddPairs and move keys from test * Subscriptions: Simplify subscription keys and add key types * Subscriptions: Add List.GroupPairs Rename sub.AddPairs * Subscription: Fix ExactKey not matching 0 pairs * Subscriptions: Remove unused IdentityKey and HasPairKey * Subscriptions: Fix GetKey test * Subscriptions: Test coverage improvements * Websocket: Change State on Add/Remove * Subscriptions: Improve error context * Subscriptions: Fix Enable: false subs not ignored * Bitfinex: Fix WsAuth test failing on DataHandler DataHandler is eaten by dataMonitor now, so we need to use ToRoutine * Deribit: Subscription Pairs support * Websocket: Accept nil lists for checkSubscriptions If the user passes in a nil (implicitly empty) list, we would not panic. Therefore the burden of correctness about that data lies with them. The list of subscriptions is empty, and that's okay, and possibly convenient * Websocket: Add context to NilPointer errors * Subscriptions: Add context to nil errors * Exchange: Fix error expectations in UnsubToWSChans
1273 lines
37 KiB
Go
1273 lines
37 KiB
Go
package bitfinex
|
|
|
|
import (
|
|
"context"
|
|
"errors"
|
|
"fmt"
|
|
"sort"
|
|
"strconv"
|
|
"strings"
|
|
"time"
|
|
"unicode"
|
|
|
|
"github.com/thrasher-corp/gocryptotrader/common"
|
|
"github.com/thrasher-corp/gocryptotrader/common/key"
|
|
"github.com/thrasher-corp/gocryptotrader/config"
|
|
"github.com/thrasher-corp/gocryptotrader/currency"
|
|
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer"
|
|
"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"
|
|
)
|
|
|
|
// SetDefaults sets the basic defaults for bitfinex
|
|
func (b *Bitfinex) SetDefaults() {
|
|
b.Name = "Bitfinex"
|
|
b.Enabled = true
|
|
b.Verbose = true
|
|
b.API.CredentialsValidator.RequiresKey = true
|
|
b.API.CredentialsValidator.RequiresSecret = true
|
|
|
|
fmt1 := currency.PairStore{
|
|
RequestFormat: ¤cy.PairFormat{Uppercase: true},
|
|
ConfigFormat: ¤cy.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter},
|
|
}
|
|
|
|
fmt2 := currency.PairStore{
|
|
RequestFormat: ¤cy.PairFormat{Uppercase: true},
|
|
ConfigFormat: ¤cy.PairFormat{Uppercase: true, Delimiter: ":"},
|
|
}
|
|
|
|
err := b.StoreAssetPairFormat(asset.Spot, fmt1)
|
|
if err != nil {
|
|
log.Errorln(log.ExchangeSys, err)
|
|
}
|
|
err = b.StoreAssetPairFormat(asset.Margin, fmt2)
|
|
if err != nil {
|
|
log.Errorln(log.ExchangeSys, err)
|
|
}
|
|
err = b.StoreAssetPairFormat(asset.MarginFunding, fmt1)
|
|
if err != nil {
|
|
log.Errorln(log.ExchangeSys, err)
|
|
}
|
|
|
|
// Margin WS Currently not fully implemented and causes subscription collisions with spot
|
|
err = b.DisableAssetWebsocketSupport(asset.Margin)
|
|
if err != nil {
|
|
log.Errorln(log.ExchangeSys, err)
|
|
}
|
|
|
|
// TODO: Implement Futures and Securities asset types.
|
|
|
|
b.Features = exchange.Features{
|
|
Supports: exchange.FeaturesSupported{
|
|
REST: true,
|
|
Websocket: true,
|
|
RESTCapabilities: protocol.Features{
|
|
TickerBatching: true,
|
|
TickerFetching: true,
|
|
OrderbookFetching: true,
|
|
AutoPairUpdates: true,
|
|
AccountInfo: true,
|
|
CryptoDeposit: true,
|
|
CryptoWithdrawal: true,
|
|
FiatWithdraw: true,
|
|
GetOrder: true,
|
|
GetOrders: true,
|
|
CancelOrders: true,
|
|
CancelOrder: true,
|
|
SubmitOrder: true,
|
|
SubmitOrders: true,
|
|
DepositHistory: true,
|
|
WithdrawalHistory: true,
|
|
TradeFetching: true,
|
|
UserTradeHistory: true,
|
|
TradeFee: true,
|
|
FiatDepositFee: true,
|
|
FiatWithdrawalFee: true,
|
|
CryptoDepositFee: true,
|
|
CryptoWithdrawalFee: true,
|
|
MultiChainDeposits: true,
|
|
MultiChainWithdrawals: true,
|
|
MultiChainDepositRequiresChainSet: true,
|
|
FundingRateFetching: true,
|
|
},
|
|
WebsocketCapabilities: protocol.Features{
|
|
AccountBalance: true,
|
|
CancelOrders: true,
|
|
CancelOrder: true,
|
|
SubmitOrder: true,
|
|
ModifyOrder: true,
|
|
TickerFetching: true,
|
|
KlineFetching: true,
|
|
TradeFetching: true,
|
|
OrderbookFetching: true,
|
|
AccountInfo: true,
|
|
Subscribe: true,
|
|
AuthenticatedEndpoints: true,
|
|
MessageCorrelation: true,
|
|
DeadMansSwitch: true,
|
|
GetOrders: true,
|
|
GetOrder: true,
|
|
},
|
|
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
|
|
exchange.AutoWithdrawFiatWithAPIPermission,
|
|
Kline: kline.ExchangeCapabilitiesSupported{
|
|
DateRanges: true,
|
|
Intervals: true,
|
|
},
|
|
FuturesCapabilities: exchange.FuturesCapabilities{
|
|
FundingRates: true,
|
|
SupportedFundingRateFrequencies: map[kline.Interval]bool{
|
|
kline.EightHour: true,
|
|
},
|
|
FundingRateBatching: map[asset.Item]bool{
|
|
asset.Margin: true,
|
|
},
|
|
},
|
|
},
|
|
Enabled: exchange.FeaturesEnabled{
|
|
AutoPairUpdates: true,
|
|
Kline: kline.ExchangeCapabilitiesEnabled{
|
|
Intervals: kline.DeployExchangeIntervals(
|
|
kline.IntervalCapacity{Interval: kline.OneMin},
|
|
kline.IntervalCapacity{Interval: kline.FiveMin},
|
|
kline.IntervalCapacity{Interval: kline.FifteenMin},
|
|
kline.IntervalCapacity{Interval: kline.ThirtyMin},
|
|
kline.IntervalCapacity{Interval: kline.OneHour},
|
|
kline.IntervalCapacity{Interval: kline.ThreeHour},
|
|
kline.IntervalCapacity{Interval: kline.SixHour},
|
|
kline.IntervalCapacity{Interval: kline.TwelveHour},
|
|
kline.IntervalCapacity{Interval: kline.OneDay},
|
|
kline.IntervalCapacity{Interval: kline.OneWeek},
|
|
kline.IntervalCapacity{Interval: kline.TwoWeek},
|
|
kline.IntervalCapacity{Interval: kline.OneMonth},
|
|
),
|
|
GlobalResultLimit: 10000,
|
|
},
|
|
},
|
|
}
|
|
|
|
b.Requester, err = request.New(b.Name,
|
|
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
|
|
request.WithLimiter(GetRateLimit()))
|
|
if err != nil {
|
|
log.Errorln(log.ExchangeSys, err)
|
|
}
|
|
b.API.Endpoints = b.NewEndpoints()
|
|
err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
|
|
exchange.RestSpot: bitfinexAPIURLBase,
|
|
exchange.WebsocketSpot: publicBitfinexWebsocketEndpoint,
|
|
})
|
|
if err != nil {
|
|
log.Errorln(log.ExchangeSys, err)
|
|
}
|
|
b.Websocket = stream.NewWebsocket()
|
|
b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
|
|
b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
|
|
b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
|
|
}
|
|
|
|
// Setup takes in the supplied exchange configuration details and sets params
|
|
func (b *Bitfinex) Setup(exch *config.Exchange) error {
|
|
err := exch.Validate()
|
|
if err != nil {
|
|
return err
|
|
}
|
|
if !exch.Enabled {
|
|
b.SetEnabled(false)
|
|
return nil
|
|
}
|
|
err = b.SetupDefaults(exch)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
wsEndpoint, err := b.API.Endpoints.GetURL(exchange.WebsocketSpot)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
err = b.Websocket.Setup(&stream.WebsocketSetup{
|
|
ExchangeConfig: exch,
|
|
DefaultURL: publicBitfinexWebsocketEndpoint,
|
|
RunningURL: wsEndpoint,
|
|
Connector: b.WsConnect,
|
|
Subscriber: b.Subscribe,
|
|
Unsubscriber: b.Unsubscribe,
|
|
GenerateSubscriptions: b.GenerateDefaultSubscriptions,
|
|
Features: &b.Features.Supports.WebsocketCapabilities,
|
|
OrderbookBufferConfig: buffer.Config{
|
|
UpdateEntriesByID: true,
|
|
},
|
|
})
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
err = b.Websocket.SetupNewConnection(stream.ConnectionSetup{
|
|
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
|
|
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
|
|
URL: publicBitfinexWebsocketEndpoint,
|
|
})
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
return b.Websocket.SetupNewConnection(stream.ConnectionSetup{
|
|
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
|
|
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
|
|
URL: authenticatedBitfinexWebsocketEndpoint,
|
|
Authenticated: true,
|
|
})
|
|
}
|
|
|
|
// FetchTradablePairs returns a list of the exchanges tradable pairs
|
|
func (b *Bitfinex) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
|
|
items, err := b.GetPairs(ctx, a)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
pairs := make(currency.Pairs, 0, len(items))
|
|
for x := range items {
|
|
if strings.Contains(items[x], "TEST") {
|
|
continue
|
|
}
|
|
|
|
var pair currency.Pair
|
|
if a == asset.MarginFunding {
|
|
pair, err = currency.NewPairFromStrings(items[x], "")
|
|
} else {
|
|
pair, err = currency.NewPairFromString(items[x])
|
|
}
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
pairs = append(pairs, pair)
|
|
}
|
|
return pairs, nil
|
|
}
|
|
|
|
// UpdateTradablePairs updates the exchanges available pairs and stores
|
|
// them in the exchanges config
|
|
func (b *Bitfinex) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
|
|
assets := b.CurrencyPairs.GetAssetTypes(false)
|
|
for i := range assets {
|
|
pairs, err := b.FetchTradablePairs(ctx, assets[i])
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
err = b.UpdatePairs(pairs, assets[i], false, forceUpdate)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
}
|
|
return b.EnsureOnePairEnabled()
|
|
}
|
|
|
|
// UpdateOrderExecutionLimits sets exchange execution order limits for an asset type
|
|
func (b *Bitfinex) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error {
|
|
if a != asset.Spot {
|
|
return common.ErrNotYetImplemented
|
|
}
|
|
limits, err := b.GetSiteInfoConfigData(ctx, a)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
if err := b.LoadLimits(limits); err != nil {
|
|
return fmt.Errorf("%s Error loading exchange limits: %v", b.Name, err)
|
|
}
|
|
return nil
|
|
}
|
|
|
|
// UpdateTickers updates the ticker for all currency pairs of a given asset type
|
|
func (b *Bitfinex) UpdateTickers(ctx context.Context, a asset.Item) error {
|
|
t, err := b.GetTickerBatch(ctx)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
var errs error
|
|
for key, val := range t {
|
|
pair, enabled, err := b.MatchSymbolCheckEnabled(key[1:], a, true)
|
|
if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
|
|
errs = common.AppendError(errs, err)
|
|
continue
|
|
}
|
|
if !enabled {
|
|
continue
|
|
}
|
|
|
|
err = ticker.ProcessTicker(&ticker.Price{
|
|
Last: val.Last,
|
|
High: val.High,
|
|
Low: val.Low,
|
|
Bid: val.Bid,
|
|
Ask: val.Ask,
|
|
Volume: val.Volume,
|
|
Pair: pair,
|
|
AssetType: a,
|
|
ExchangeName: b.Name})
|
|
if err != nil {
|
|
errs = common.AppendError(errs, err)
|
|
}
|
|
}
|
|
return errs
|
|
}
|
|
|
|
// UpdateTicker updates and returns the ticker for a currency pair
|
|
func (b *Bitfinex) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
|
|
if err := b.UpdateTickers(ctx, a); err != nil {
|
|
return nil, err
|
|
}
|
|
return ticker.GetTicker(b.Name, p, a)
|
|
}
|
|
|
|
// FetchTicker returns the ticker for a currency pair
|
|
func (b *Bitfinex) FetchTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
|
|
fPair, err := b.FormatExchangeCurrency(p, a)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
DFPair := fPair
|
|
b.appendOptionalDelimiter(&DFPair)
|
|
tick, err := ticker.GetTicker(b.Name, DFPair, a)
|
|
if err != nil {
|
|
return b.UpdateTicker(ctx, fPair, a)
|
|
}
|
|
return tick, nil
|
|
}
|
|
|
|
// FetchOrderbook returns the orderbook for a currency pair
|
|
func (b *Bitfinex) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
|
|
fPair, err := b.FormatExchangeCurrency(p, assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
DFPair := fPair
|
|
b.appendOptionalDelimiter(&DFPair)
|
|
ob, err := orderbook.Get(b.Name, DFPair, assetType)
|
|
if err != nil {
|
|
return b.UpdateOrderbook(ctx, fPair, assetType)
|
|
}
|
|
return ob, nil
|
|
}
|
|
|
|
// UpdateOrderbook updates and returns the orderbook for a currency pair
|
|
func (b *Bitfinex) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
|
|
if p.IsEmpty() {
|
|
return nil, currency.ErrCurrencyPairEmpty
|
|
}
|
|
if err := b.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
|
|
return nil, err
|
|
}
|
|
o := &orderbook.Base{
|
|
Exchange: b.Name,
|
|
Pair: p,
|
|
Asset: assetType,
|
|
PriceDuplication: true,
|
|
VerifyOrderbook: b.CanVerifyOrderbook,
|
|
}
|
|
|
|
fPair, err := b.FormatExchangeCurrency(p, assetType)
|
|
if err != nil {
|
|
return o, err
|
|
}
|
|
if assetType != asset.Spot && assetType != asset.Margin && assetType != asset.MarginFunding {
|
|
return o, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
|
|
}
|
|
b.appendOptionalDelimiter(&fPair)
|
|
var prefix = "t"
|
|
if assetType == asset.MarginFunding {
|
|
prefix = "f"
|
|
}
|
|
|
|
orderbookNew, err := b.GetOrderbook(ctx, prefix+fPair.String(), "R0", 100)
|
|
if err != nil {
|
|
return o, err
|
|
}
|
|
if assetType == asset.MarginFunding {
|
|
o.IsFundingRate = true
|
|
o.Asks = make(orderbook.Tranches, len(orderbookNew.Asks))
|
|
for x := range orderbookNew.Asks {
|
|
o.Asks[x] = orderbook.Tranche{
|
|
ID: orderbookNew.Asks[x].OrderID,
|
|
Price: orderbookNew.Asks[x].Rate,
|
|
Amount: orderbookNew.Asks[x].Amount,
|
|
Period: int64(orderbookNew.Asks[x].Period),
|
|
}
|
|
}
|
|
o.Bids = make(orderbook.Tranches, len(orderbookNew.Bids))
|
|
for x := range orderbookNew.Bids {
|
|
o.Bids[x] = orderbook.Tranche{
|
|
ID: orderbookNew.Bids[x].OrderID,
|
|
Price: orderbookNew.Bids[x].Rate,
|
|
Amount: orderbookNew.Bids[x].Amount,
|
|
Period: int64(orderbookNew.Bids[x].Period),
|
|
}
|
|
}
|
|
} else {
|
|
o.Asks = make(orderbook.Tranches, len(orderbookNew.Asks))
|
|
for x := range orderbookNew.Asks {
|
|
o.Asks[x] = orderbook.Tranche{
|
|
ID: orderbookNew.Asks[x].OrderID,
|
|
Price: orderbookNew.Asks[x].Price,
|
|
Amount: orderbookNew.Asks[x].Amount,
|
|
}
|
|
}
|
|
o.Bids = make(orderbook.Tranches, len(orderbookNew.Bids))
|
|
for x := range orderbookNew.Bids {
|
|
o.Bids[x] = orderbook.Tranche{
|
|
ID: orderbookNew.Bids[x].OrderID,
|
|
Price: orderbookNew.Bids[x].Price,
|
|
Amount: orderbookNew.Bids[x].Amount,
|
|
}
|
|
}
|
|
}
|
|
err = o.Process()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return orderbook.Get(b.Name, fPair, assetType)
|
|
}
|
|
|
|
// UpdateAccountInfo retrieves balances for all enabled currencies on the
|
|
// Bitfinex exchange
|
|
func (b *Bitfinex) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
|
|
var response account.Holdings
|
|
response.Exchange = b.Name
|
|
|
|
accountBalance, err := b.GetAccountBalance(ctx)
|
|
if err != nil {
|
|
return response, err
|
|
}
|
|
|
|
var Accounts = []account.SubAccount{
|
|
{ID: "deposit", AssetType: assetType},
|
|
{ID: "exchange", AssetType: assetType},
|
|
{ID: "trading", AssetType: assetType},
|
|
{ID: "margin", AssetType: assetType},
|
|
{ID: "funding", AssetType: assetType},
|
|
}
|
|
|
|
for x := range accountBalance {
|
|
for i := range Accounts {
|
|
if Accounts[i].ID == accountBalance[x].Type {
|
|
Accounts[i].Currencies = append(Accounts[i].Currencies,
|
|
account.Balance{
|
|
Currency: currency.NewCode(accountBalance[x].Currency),
|
|
Total: accountBalance[x].Amount,
|
|
Hold: accountBalance[x].Amount - accountBalance[x].Available,
|
|
Free: accountBalance[x].Available,
|
|
})
|
|
}
|
|
}
|
|
}
|
|
|
|
response.Accounts = Accounts
|
|
creds, err := b.GetCredentials(ctx)
|
|
if err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
err = account.Process(&response, creds)
|
|
if err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
|
|
return response, nil
|
|
}
|
|
|
|
// FetchAccountInfo retrieves balances for all enabled currencies
|
|
func (b *Bitfinex) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
|
|
creds, err := b.GetCredentials(ctx)
|
|
if err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
acc, err := account.GetHoldings(b.Name, creds, assetType)
|
|
if err != nil {
|
|
return b.UpdateAccountInfo(ctx, assetType)
|
|
}
|
|
return acc, nil
|
|
}
|
|
|
|
// GetAccountFundingHistory returns funding history, deposits and
|
|
// withdrawals
|
|
func (b *Bitfinex) GetAccountFundingHistory(_ context.Context) ([]exchange.FundingHistory, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetWithdrawalsHistory returns previous withdrawals data
|
|
func (b *Bitfinex) GetWithdrawalsHistory(ctx context.Context, c currency.Code, _ asset.Item) ([]exchange.WithdrawalHistory, error) {
|
|
history, err := b.GetMovementHistory(ctx, c.String(), "", time.Date(2012, 0, 0, 0, 0, 0, 0, time.Local), time.Now(), 0)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]exchange.WithdrawalHistory, len(history))
|
|
for i := range history {
|
|
resp[i] = exchange.WithdrawalHistory{
|
|
Status: history[i].Status,
|
|
TransferID: strconv.FormatInt(history[i].ID, 10),
|
|
Description: history[i].Description,
|
|
Timestamp: time.UnixMilli(int64(history[i].Timestamp)),
|
|
Currency: history[i].Currency,
|
|
Amount: history[i].Amount,
|
|
Fee: history[i].Fee,
|
|
TransferType: history[i].Type,
|
|
CryptoToAddress: history[i].Address,
|
|
CryptoTxID: history[i].TxID,
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetRecentTrades returns the most recent trades for a currency and asset
|
|
func (b *Bitfinex) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
|
|
return b.GetHistoricTrades(ctx, p, assetType, time.Now().Add(-time.Minute*15), time.Now())
|
|
}
|
|
|
|
// GetHistoricTrades returns historic trade data within the timeframe provided
|
|
func (b *Bitfinex) GetHistoricTrades(ctx context.Context, p currency.Pair, a asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
|
|
if a == asset.MarginFunding {
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
|
|
}
|
|
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 = b.FormatExchangeCurrency(p, a)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var currString string
|
|
currString, err = b.fixCasing(p, a)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var resp []trade.Data
|
|
ts := timestampEnd
|
|
limit := 10000
|
|
allTrades:
|
|
for {
|
|
var tradeData []Trade
|
|
tradeData, err = b.GetTrades(ctx,
|
|
currString, int64(limit), 0, ts.Unix()*1000, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range tradeData {
|
|
tradeTS := time.UnixMilli(tradeData[i].Timestamp)
|
|
if tradeTS.Before(timestampStart) && !timestampStart.IsZero() {
|
|
break allTrades
|
|
}
|
|
tID := strconv.FormatInt(tradeData[i].TID, 10)
|
|
resp = append(resp, trade.Data{
|
|
TID: tID,
|
|
Exchange: b.Name,
|
|
CurrencyPair: p,
|
|
AssetType: a,
|
|
Price: tradeData[i].Price,
|
|
Amount: tradeData[i].Amount,
|
|
Timestamp: time.UnixMilli(tradeData[i].Timestamp),
|
|
})
|
|
if i == len(tradeData)-1 {
|
|
if ts.Equal(tradeTS) {
|
|
// reached end of trades to crawl
|
|
break allTrades
|
|
}
|
|
ts = tradeTS
|
|
}
|
|
}
|
|
if len(tradeData) != limit {
|
|
break allTrades
|
|
}
|
|
}
|
|
|
|
err = b.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 (b *Bitfinex) SubmitOrder(ctx context.Context, o *order.Submit) (*order.SubmitResponse, error) {
|
|
if err := o.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
fPair, err := b.FormatExchangeCurrency(o.Pair, o.AssetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var orderID string
|
|
status := order.New
|
|
if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
var symbolStr string
|
|
if symbolStr, err = b.fixCasing(fPair, o.AssetType); err != nil {
|
|
return nil, err
|
|
}
|
|
orderType := strings.ToUpper(o.Type.String())
|
|
if o.AssetType == asset.Spot {
|
|
orderType = "EXCHANGE " + orderType
|
|
}
|
|
req := &WsNewOrderRequest{
|
|
Type: orderType,
|
|
Symbol: symbolStr,
|
|
Amount: o.Amount,
|
|
Price: o.Price,
|
|
}
|
|
if o.Side.IsShort() && o.Amount > 0 {
|
|
// All v2 apis use negatives for Short side
|
|
req.Amount *= -1
|
|
}
|
|
orderID, err = b.WsNewOrder(req)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
} else {
|
|
var response Order
|
|
b.appendOptionalDelimiter(&fPair)
|
|
orderType := o.Type.Lower()
|
|
if o.AssetType == asset.Spot {
|
|
orderType = "exchange " + orderType
|
|
}
|
|
response, err = b.NewOrder(ctx,
|
|
fPair.String(),
|
|
orderType,
|
|
o.Amount,
|
|
o.Price,
|
|
o.Side.IsLong(),
|
|
false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
orderID = strconv.FormatInt(response.ID, 10)
|
|
|
|
if response.RemainingAmount == 0 {
|
|
status = order.Filled
|
|
}
|
|
}
|
|
resp, err := o.DeriveSubmitResponse(orderID)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp.Status = status
|
|
return resp, nil
|
|
}
|
|
|
|
// ModifyOrder will allow of changing orderbook placement and limit to
|
|
// market conversion
|
|
func (b *Bitfinex) ModifyOrder(ctx context.Context, action *order.Modify) (*order.ModifyResponse, error) {
|
|
if err := action.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if b.Websocket.IsEnabled() && b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
orderIDInt, err := strconv.ParseInt(action.OrderID, 10, 64)
|
|
if err != nil {
|
|
return &order.ModifyResponse{OrderID: action.OrderID}, err
|
|
}
|
|
|
|
wsRequest := WsUpdateOrderRequest{
|
|
OrderID: orderIDInt,
|
|
Price: action.Price,
|
|
Amount: action.Amount,
|
|
}
|
|
if action.Side.IsShort() && action.Amount > 0 {
|
|
wsRequest.Amount *= -1
|
|
}
|
|
err = b.WsModifyOrder(&wsRequest)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return action.DeriveModifyResponse()
|
|
}
|
|
|
|
_, err := b.OrderUpdate(ctx, action.OrderID, "", action.ClientOrderID, action.Amount, action.Price, -1)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return action.DeriveModifyResponse()
|
|
}
|
|
|
|
// CancelOrder cancels an order by its corresponding ID number
|
|
func (b *Bitfinex) CancelOrder(ctx context.Context, o *order.Cancel) error {
|
|
if err := o.Validate(o.StandardCancel()); err != nil {
|
|
return err
|
|
}
|
|
|
|
orderIDInt, err := strconv.ParseInt(o.OrderID, 10, 64)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
err = b.WsCancelOrder(orderIDInt)
|
|
} else {
|
|
_, err = b.CancelExistingOrder(ctx, orderIDInt)
|
|
}
|
|
return err
|
|
}
|
|
|
|
// CancelBatchOrders cancels an orders by their corresponding ID numbers
|
|
func (b *Bitfinex) CancelBatchOrders(_ context.Context, _ []order.Cancel) (*order.CancelBatchResponse, error) {
|
|
// While bitfinex supports cancelling multiple orders, it is
|
|
// done in a way that is not helpful for GCT, and it would be better instead
|
|
// to use CancelAllOrders or CancelOrder
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// CancelAllOrders cancels all orders associated with a currency pair
|
|
func (b *Bitfinex) CancelAllOrders(ctx context.Context, _ *order.Cancel) (order.CancelAllResponse, error) {
|
|
var err error
|
|
if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
err = b.WsCancelAllOrders()
|
|
} else {
|
|
_, err = b.CancelAllExistingOrders(ctx)
|
|
}
|
|
return order.CancelAllResponse{}, err
|
|
}
|
|
|
|
func (b *Bitfinex) parseOrderToOrderDetail(o *Order) (*order.Detail, error) {
|
|
side, err := order.StringToOrderSide(o.Side)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var timestamp float64
|
|
timestamp, err = strconv.ParseFloat(o.Timestamp, 64)
|
|
if err != nil {
|
|
log.Warnf(log.ExchangeSys,
|
|
"%s Unable to convert timestamp '%s', leaving blank",
|
|
b.Name, o.Timestamp)
|
|
}
|
|
|
|
var pair currency.Pair
|
|
pair, err = currency.NewPairFromString(o.Symbol)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
orderDetail := &order.Detail{
|
|
Amount: o.OriginalAmount,
|
|
Date: time.Unix(int64(timestamp), 0),
|
|
Exchange: b.Name,
|
|
OrderID: strconv.FormatInt(o.ID, 10),
|
|
Side: side,
|
|
Price: o.Price,
|
|
RemainingAmount: o.RemainingAmount,
|
|
Pair: pair,
|
|
ExecutedAmount: o.ExecutedAmount,
|
|
}
|
|
|
|
switch {
|
|
case o.IsLive:
|
|
orderDetail.Status = order.Active
|
|
case o.IsCancelled:
|
|
orderDetail.Status = order.Cancelled
|
|
case o.IsHidden:
|
|
orderDetail.Status = order.Hidden
|
|
default:
|
|
orderDetail.Status = order.UnknownStatus
|
|
}
|
|
|
|
// API docs discrepancy. Example contains prefixed "exchange "
|
|
// Return type suggests “market” / “limit” / “stop” / “trailing-stop”
|
|
orderType := strings.Replace(o.Type, "exchange ", "", 1)
|
|
if orderType == "trailing-stop" {
|
|
orderDetail.Type = order.TrailingStop
|
|
} else {
|
|
orderDetail.Type, err = order.StringToOrderType(orderType)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
|
|
}
|
|
}
|
|
|
|
return orderDetail, nil
|
|
}
|
|
|
|
// GetOrderInfo returns order information based on order ID
|
|
func (b *Bitfinex) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (*order.Detail, error) {
|
|
if pair.IsEmpty() {
|
|
return nil, currency.ErrCurrencyPairEmpty
|
|
}
|
|
if err := b.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
id, err := strconv.ParseInt(orderID, 10, 64)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
b.appendOptionalDelimiter(&pair)
|
|
var cf string
|
|
cf, err = b.fixCasing(pair, assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
resp, err := b.GetInactiveOrders(ctx, cf, id)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range resp {
|
|
if resp[i].OrderID != id {
|
|
continue
|
|
}
|
|
var o *order.Detail
|
|
o, err = b.parseOrderToOrderDetail(&resp[i])
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return o, nil
|
|
}
|
|
resp, err = b.GetOpenOrders(ctx, id)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range resp {
|
|
if resp[i].OrderID != id {
|
|
continue
|
|
}
|
|
var o *order.Detail
|
|
o, err = b.parseOrderToOrderDetail(&resp[i])
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return o, nil
|
|
}
|
|
return nil, fmt.Errorf("%w %v", order.ErrOrderNotFound, orderID)
|
|
}
|
|
|
|
// GetDepositAddress returns a deposit address for a specified currency
|
|
func (b *Bitfinex) GetDepositAddress(ctx context.Context, c currency.Code, accountID, chain string) (*deposit.Address, error) {
|
|
if accountID == "" {
|
|
accountID = "funding"
|
|
}
|
|
|
|
if c.Equal(currency.USDT) {
|
|
// USDT is UST on Bitfinex
|
|
c = currency.NewCode("UST")
|
|
}
|
|
|
|
if err := b.PopulateAcceptableMethods(ctx); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
methods := acceptableMethods.lookup(c)
|
|
if len(methods) == 0 {
|
|
return nil, currency.ErrCurrencyNotSupported
|
|
}
|
|
method := methods[0]
|
|
if len(methods) > 1 && chain != "" {
|
|
method = chain
|
|
} else if len(methods) > 1 && chain == "" {
|
|
return nil, fmt.Errorf("a chain must be specified, %s available", methods)
|
|
}
|
|
|
|
resp, err := b.NewDeposit(ctx, method, accountID, 0)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &deposit.Address{
|
|
Address: resp.Address,
|
|
Tag: resp.PoolAddress,
|
|
}, err
|
|
}
|
|
|
|
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is submitted
|
|
func (b *Bitfinex) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if err := b.PopulateAcceptableMethods(ctx); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
tmpCurr := withdrawRequest.Currency
|
|
if tmpCurr.Equal(currency.USDT) {
|
|
// USDT is UST on Bitfinex
|
|
tmpCurr = currency.NewCode("UST")
|
|
}
|
|
|
|
methods := acceptableMethods.lookup(tmpCurr)
|
|
if len(methods) == 0 {
|
|
return nil, errors.New("no transfer methods returned for currency")
|
|
}
|
|
method := methods[0]
|
|
if len(methods) > 1 && withdrawRequest.Crypto.Chain != "" {
|
|
if !common.StringDataCompareInsensitive(methods, withdrawRequest.Crypto.Chain) {
|
|
return nil, fmt.Errorf("invalid chain %s supplied, %v available", withdrawRequest.Crypto.Chain, methods)
|
|
}
|
|
method = withdrawRequest.Crypto.Chain
|
|
} else if len(methods) > 1 && withdrawRequest.Crypto.Chain == "" {
|
|
return nil, fmt.Errorf("a chain must be specified, %s available", methods)
|
|
}
|
|
|
|
// Bitfinex has support for three types, exchange, margin and deposit
|
|
// As this is for trading, I've made the wrapper default 'exchange'
|
|
// TODO: Discover an automated way to make the decision for wallet type to withdraw from
|
|
walletType := "exchange"
|
|
resp, err := b.WithdrawCryptocurrency(ctx,
|
|
walletType,
|
|
withdrawRequest.Crypto.Address,
|
|
withdrawRequest.Crypto.AddressTag,
|
|
method,
|
|
withdrawRequest.Amount)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return &withdraw.ExchangeResponse{
|
|
ID: strconv.FormatInt(resp.WithdrawalID, 10),
|
|
Status: resp.Status,
|
|
}, err
|
|
}
|
|
|
|
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is submitted
|
|
// Returns comma delimited withdrawal IDs
|
|
func (b *Bitfinex) WithdrawFiatFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
withdrawalType := "wire"
|
|
// Bitfinex has support for three types, exchange, margin and deposit
|
|
// As this is for trading, I've made the wrapper default 'exchange'
|
|
// TODO: Discover an automated way to make the decision for wallet type to withdraw from
|
|
walletType := "exchange"
|
|
resp, err := b.WithdrawFIAT(ctx, withdrawalType, walletType, withdrawRequest)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return &withdraw.ExchangeResponse{
|
|
ID: strconv.FormatInt(resp.WithdrawalID, 10),
|
|
Status: resp.Status,
|
|
}, err
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is submitted
|
|
// Returns comma delimited withdrawal IDs
|
|
func (b *Bitfinex) WithdrawFiatFundsToInternationalBank(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
v, err := b.WithdrawFiatFunds(ctx, withdrawRequest)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &withdraw.ExchangeResponse{
|
|
ID: v.ID,
|
|
Status: v.Status,
|
|
}, nil
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on type of transaction
|
|
func (b *Bitfinex) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
if feeBuilder == nil {
|
|
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
|
|
}
|
|
if !b.AreCredentialsValid(ctx) && // Todo check connection status
|
|
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
|
|
feeBuilder.FeeType = exchange.OfflineTradeFee
|
|
}
|
|
return b.GetFee(ctx, feeBuilder)
|
|
}
|
|
|
|
// GetActiveOrders retrieves any orders that are active/open
|
|
func (b *Bitfinex) GetActiveOrders(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
|
|
err := req.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
resp, err := b.GetOpenOrders(ctx)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
orders := make([]order.Detail, len(resp))
|
|
for i := range resp {
|
|
var orderDetail *order.Detail
|
|
orderDetail, err = b.parseOrderToOrderDetail(&resp[i])
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
orders[i] = *orderDetail
|
|
}
|
|
return req.Filter(b.Name, orders), nil
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information
|
|
// Can Limit response to specific order status
|
|
func (b *Bitfinex) GetOrderHistory(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
|
|
err := req.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var orders []order.Detail
|
|
for i := range req.Pairs {
|
|
b.appendOptionalDelimiter(&req.Pairs[i])
|
|
var cf string
|
|
cf, err = b.fixCasing(req.Pairs[i], req.AssetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var resp []Order
|
|
resp, err = b.GetInactiveOrders(ctx, cf)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for j := range resp {
|
|
var orderDetail *order.Detail
|
|
orderDetail, err = b.parseOrderToOrderDetail(&resp[j])
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
orders = append(orders, *orderDetail)
|
|
}
|
|
}
|
|
|
|
return req.Filter(b.Name, orders), nil
|
|
}
|
|
|
|
// AuthenticateWebsocket sends an authentication message to the websocket
|
|
func (b *Bitfinex) AuthenticateWebsocket(ctx context.Context) error {
|
|
return b.WsSendAuth(ctx)
|
|
}
|
|
|
|
// appendOptionalDelimiter ensures that a delimiter is present for long character currencies
|
|
func (b *Bitfinex) appendOptionalDelimiter(p *currency.Pair) {
|
|
if (len(p.Base.String()) > 3 && !p.Quote.IsEmpty()) ||
|
|
len(p.Quote.String()) > 3 {
|
|
p.Delimiter = ":"
|
|
}
|
|
}
|
|
|
|
// ValidateAPICredentials validates current credentials used for wrapper
|
|
// functionality
|
|
func (b *Bitfinex) ValidateAPICredentials(ctx context.Context, assetType asset.Item) error {
|
|
_, err := b.UpdateAccountInfo(ctx, assetType)
|
|
return b.CheckTransientError(err)
|
|
}
|
|
|
|
// FormatExchangeKlineInterval returns Interval to exchange formatted string
|
|
func (b *Bitfinex) FormatExchangeKlineInterval(in kline.Interval) (string, error) {
|
|
switch in {
|
|
case kline.OneMin:
|
|
return "1m", nil
|
|
case kline.FiveMin:
|
|
return "5m", nil
|
|
case kline.FifteenMin:
|
|
return "15m", nil
|
|
case kline.ThirtyMin:
|
|
return "30m", nil
|
|
case kline.OneHour:
|
|
return "1h", nil
|
|
case kline.ThreeHour:
|
|
return "3h", nil
|
|
case kline.SixHour:
|
|
return "6h", nil
|
|
case kline.TwelveHour:
|
|
return "12h", nil
|
|
case kline.OneDay:
|
|
return "1D", nil
|
|
case kline.OneWeek:
|
|
return "7D", nil
|
|
case kline.OneWeek * 2:
|
|
return "14D", nil
|
|
case kline.OneMonth:
|
|
return "1M", nil
|
|
default:
|
|
return "", fmt.Errorf("%w %v", kline.ErrInvalidInterval, in)
|
|
}
|
|
}
|
|
|
|
// GetHistoricCandles returns candles between a time period for a set time interval
|
|
func (b *Bitfinex) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
|
|
req, err := b.GetKlineRequest(pair, a, interval, start, end, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
cf, err := b.fixCasing(req.Pair, req.Asset)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
fInterval, err := b.FormatExchangeKlineInterval(req.ExchangeInterval)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
candles, err := b.GetCandles(ctx, cf, fInterval, req.Start.UnixMilli(), req.End.UnixMilli(), uint32(req.RequestLimit), true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
timeSeries := make([]kline.Candle, len(candles))
|
|
for x := range candles {
|
|
timeSeries[x] = kline.Candle{
|
|
Time: candles[x].Timestamp,
|
|
Open: candles[x].Open,
|
|
High: candles[x].High,
|
|
Low: candles[x].Low,
|
|
Close: candles[x].Close,
|
|
Volume: candles[x].Volume,
|
|
}
|
|
}
|
|
return req.ProcessResponse(timeSeries)
|
|
}
|
|
|
|
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
|
|
func (b *Bitfinex) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
|
|
req, err := b.GetKlineExtendedRequest(pair, a, interval, start, end)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
cf, err := b.fixCasing(req.Pair, req.Asset)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
fInterval, err := b.FormatExchangeKlineInterval(req.ExchangeInterval)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
timeSeries := make([]kline.Candle, 0, req.Size())
|
|
for x := range req.RangeHolder.Ranges {
|
|
var candles []Candle
|
|
candles, err = b.GetCandles(ctx, cf, fInterval, req.RangeHolder.Ranges[x].Start.Time.UnixMilli(), req.RangeHolder.Ranges[x].End.Time.UnixMilli(), uint32(req.RequestLimit), true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for i := range candles {
|
|
timeSeries = append(timeSeries, kline.Candle{
|
|
Time: candles[i].Timestamp,
|
|
Open: candles[i].Open,
|
|
High: candles[i].High,
|
|
Low: candles[i].Low,
|
|
Close: candles[i].Close,
|
|
Volume: candles[i].Volume,
|
|
})
|
|
}
|
|
}
|
|
return req.ProcessResponse(timeSeries)
|
|
}
|
|
|
|
func (b *Bitfinex) fixCasing(in currency.Pair, a asset.Item) (string, error) {
|
|
if in.IsEmpty() || in.Base.IsEmpty() {
|
|
return "", currency.ErrCurrencyPairEmpty
|
|
}
|
|
var checkString [2]byte
|
|
if a == asset.Spot || a == asset.Margin {
|
|
checkString[0] = 't'
|
|
checkString[1] = 'T'
|
|
} else if a == asset.MarginFunding {
|
|
checkString[0] = 'f'
|
|
checkString[1] = 'F'
|
|
}
|
|
|
|
cFmt, err := b.FormatExchangeCurrency(in, a)
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
|
|
y := in.Base.String()
|
|
if (y[0] != checkString[0] && y[0] != checkString[1]) ||
|
|
(y[0] == checkString[1] && y[1] == checkString[1]) || in.Base.Equal(currency.TNB) {
|
|
if cFmt.Quote.IsEmpty() {
|
|
return string(checkString[0]) + cFmt.Base.Upper().String(), nil
|
|
}
|
|
return string(checkString[0]) + cFmt.Upper().String(), nil
|
|
}
|
|
|
|
runes := []rune(cFmt.Upper().String())
|
|
if cFmt.Quote.IsEmpty() {
|
|
runes = []rune(cFmt.Base.Upper().String())
|
|
}
|
|
runes[0] = unicode.ToLower(runes[0])
|
|
return string(runes), nil
|
|
}
|
|
|
|
// GetAvailableTransferChains returns the available transfer blockchains for the specific
|
|
// cryptocurrency
|
|
func (b *Bitfinex) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
|
|
if err := b.PopulateAcceptableMethods(ctx); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if cryptocurrency.Equal(currency.USDT) {
|
|
// USDT is UST on Bitfinex
|
|
cryptocurrency = currency.NewCode("UST")
|
|
}
|
|
|
|
availChains := acceptableMethods.lookup(cryptocurrency)
|
|
if len(availChains) == 0 {
|
|
return nil, errors.New("unable to find any available chains")
|
|
}
|
|
return availChains, nil
|
|
}
|
|
|
|
// GetServerTime returns the current exchange server time.
|
|
func (b *Bitfinex) GetServerTime(_ context.Context, _ asset.Item) (time.Time, error) {
|
|
return time.Time{}, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetFuturesContractDetails returns all contracts from the exchange by asset type
|
|
func (b *Bitfinex) GetFuturesContractDetails(context.Context, asset.Item) ([]futures.Contract, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetLatestFundingRates returns the latest funding rates data
|
|
func (b *Bitfinex) GetLatestFundingRates(context.Context, *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
|
|
// TODO: Add futures support for Bitfinex
|
|
return nil, common.ErrNotYetImplemented
|
|
}
|
|
|
|
// GetOpenInterest returns the open interest rate for a given asset pair
|
|
func (b *Bitfinex) GetOpenInterest(context.Context, ...key.PairAsset) ([]futures.OpenInterest, error) {
|
|
// TODO: Add futures support for Bitfinex
|
|
return nil, common.ErrNotYetImplemented
|
|
}
|
|
|
|
// GetCurrencyTradeURL returns the URL to the exchange's trade page for the given asset and currency pair
|
|
func (b *Bitfinex) GetCurrencyTradeURL(_ context.Context, a asset.Item, cp currency.Pair) (string, error) {
|
|
_, err := b.CurrencyPairs.IsPairEnabled(cp, a)
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
symbol, err := b.FormatSymbol(cp, a)
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
switch a {
|
|
case asset.Margin, asset.MarginFunding:
|
|
return tradeBaseURL + "/f/" + symbol, nil
|
|
case asset.Spot:
|
|
return tradeBaseURL + "/t/" + symbol, nil
|
|
default:
|
|
return "", fmt.Errorf("%w %v", asset.ErrNotSupported, a)
|
|
}
|
|
}
|