mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-18 15:10:03 +00:00
* Initial codes for a trade tracker * Moving everything in a broken fashion * Removes tradetracker. Removes some errors for subsystems * Cleans up some subsystems, renames stuttering types. Removes some global Bot usage * More basic subsystem renaming and file moving * Removes engine dependency from events,ntpserver,ordermanager,comms manager * Exports eventManager, fixes rpcserver. puts rpcserver back for now * Removes redundant error message, further removes engine dependencies * experimental end of day interface usage * adds ability to build the application * Withdraw and event manager handling * cleans up apiserver and communications manager * Cleans up some start/setup processes. Though should separate * More consistency with Setup Start Stop IsRunning funcs * Final consistency pass before testing phase * Fixes engine tests. Fixes stop nil issue * api server tests * Communications manager testing * Connection manager tests and nilsubsystem error * End of day currencypairsyncer tests * Adds databaseconnection/databaseconnection_test.go * Adds withdrawal manager tests * Deposit address testing. Moved orderbook sync first as its more important * Adds test for event manager * More full eventmanager testing * Adds testfile. Enables skipped test. * ntp manager tests * Adds ordermanager tests, Extracts a whole new subsystem from engine and fanangles import cycles * Adds websocket routine manager tests * Basic portfolio manager testing * Fixes issue with currency pair sync startup * Fixes issue with event manager startup * Starts the order manager before backtester starts * Fixes fee tests. Expands testing. Doesnt fix races * Fixes most test races * Resolves data races * Fixes subsystem test issues * currency pair syncer coverage tests * Refactors portfolio. Fixes tests. Withdraw validation Portfolio didn't need to exist with a portfolio manager. Now the porfolio manager is in charge how the portfolio is handled and all portfolio functions are attached to the base instead of just exported at the package level Withdrawal validation occurred at the exchange level when it can just be run at the withdrawal manager level. All withdrawal requests go through that endpoint * lint -fix * golang lint fixes * lints and comments everything * Updates GCT logo, adds documentation for some subsystems * More documentation and more logo updates * Fixes backtesting and apiserver errors encountered * Fixes errors and typos from reviewing * More minor fixes * Changes %h verb to %w * reverbs to %s * Humbly begins reverting to more flat engine package The main reasoning for this is that the subsystem split doesn't make sense in a golang environment. The subsystems are only meant to be used with engine and so by placing them in a non-engine area, it does not work and is inconsistent with the rest of the application's package layout. This will begin salvaging the changes made by reverting to a flat engine package, but maintaining the consistent designs introduced. Further, I will look to remove any TestMains and decrease the scope of testing to be more local and decrease the issues that have been caused from our style of testing. * Manages to re-flatten things. Everything is within its own file * mini fixes * Fixes tests and data races and lints * Updates docs tool for engine to create filename readmes * os -> ioutil * remove err * Appveyor version increase test * Removes tCleanup as its unsupported on appveyor * Adds stuff that I thought was in previous merge master commit * Removes cancel from test * Fixes really fun test-exclusive data race * minor nit fixes * niterinos * docs gen * rm;rf test * Remove typoline. expands startstop helper. Splits apiserver * Removes accidental folder * Uses update instead of replace for order upsert * addresses nits. Renames files. Regenerates documentation. * lint and removal of comments * Add new test for default scenario * Fixes typo * regen docs
1101 lines
31 KiB
Go
1101 lines
31 KiB
Go
package ftx
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import (
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"fmt"
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"sort"
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"strconv"
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"strings"
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"sync"
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"time"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/log"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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)
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// GetDefaultConfig returns a default exchange config
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func (f *FTX) GetDefaultConfig() (*config.ExchangeConfig, error) {
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f.SetDefaults()
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exchCfg := new(config.ExchangeConfig)
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exchCfg.Name = f.Name
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exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
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exchCfg.BaseCurrencies = f.BaseCurrencies
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err := f.SetupDefaults(exchCfg)
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if err != nil {
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return nil, err
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}
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if f.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err = f.UpdateTradablePairs(true)
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if err != nil {
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return nil, err
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}
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}
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return exchCfg, nil
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}
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// SetDefaults sets the basic defaults for FTX
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func (f *FTX) SetDefaults() {
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f.Name = "FTX"
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f.Enabled = true
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f.Verbose = true
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f.API.CredentialsValidator.RequiresKey = true
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f.API.CredentialsValidator.RequiresSecret = true
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spot := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: "/",
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},
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ConfigFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: "/",
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},
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}
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futures := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: "-",
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},
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ConfigFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: "-",
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},
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}
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err := f.StoreAssetPairFormat(asset.Spot, spot)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = f.StoreAssetPairFormat(asset.Futures, futures)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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f.Features = exchange.Features{
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Supports: exchange.FeaturesSupported{
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REST: true,
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Websocket: true,
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RESTCapabilities: protocol.Features{
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TickerFetching: true,
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KlineFetching: true,
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TradeFetching: true,
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OrderbookFetching: true,
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AutoPairUpdates: true,
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AccountInfo: true,
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GetOrder: true,
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GetOrders: true,
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CancelOrders: true,
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CancelOrder: true,
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SubmitOrder: true,
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TradeFee: true,
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FiatDepositFee: true,
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FiatWithdrawalFee: true,
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CryptoWithdrawalFee: true,
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},
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WebsocketCapabilities: protocol.Features{
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OrderbookFetching: true,
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TradeFetching: true,
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Subscribe: true,
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Unsubscribe: true,
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GetOrders: true,
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GetOrder: true,
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},
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WithdrawPermissions: exchange.NoAPIWithdrawalMethods,
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Kline: kline.ExchangeCapabilitiesSupported{
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DateRanges: true,
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Intervals: true,
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},
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},
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Enabled: exchange.FeaturesEnabled{
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AutoPairUpdates: true,
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Kline: kline.ExchangeCapabilitiesEnabled{
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Intervals: map[string]bool{
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kline.FifteenSecond.Word(): true,
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kline.OneMin.Word(): true,
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kline.FiveMin.Word(): true,
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kline.FifteenMin.Word(): true,
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kline.OneHour.Word(): true,
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kline.FourHour.Word(): true,
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kline.OneDay.Word(): true,
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},
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ResultLimit: 5000,
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},
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},
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}
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f.Requester = request.New(f.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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request.WithLimiter(request.NewBasicRateLimit(ratePeriod, rateLimit)))
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f.API.Endpoints = f.NewEndpoints()
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err = f.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: ftxAPIURL,
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exchange.WebsocketSpot: ftxWSURL,
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})
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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f.Websocket = stream.New()
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f.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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f.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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f.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
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}
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// Setup takes in the supplied exchange configuration details and sets params
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func (f *FTX) Setup(exch *config.ExchangeConfig) error {
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if !exch.Enabled {
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f.SetEnabled(false)
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return nil
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}
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err := f.SetupDefaults(exch)
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if err != nil {
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return err
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}
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wsEndpoint, err := f.API.Endpoints.GetURL(exchange.WebsocketSpot)
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if err != nil {
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return err
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}
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err = f.Websocket.Setup(&stream.WebsocketSetup{
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Enabled: exch.Features.Enabled.Websocket,
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Verbose: exch.Verbose,
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AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
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WebsocketTimeout: exch.WebsocketTrafficTimeout,
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DefaultURL: ftxWSURL,
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ExchangeName: exch.Name,
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RunningURL: wsEndpoint,
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Connector: f.WsConnect,
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Subscriber: f.Subscribe,
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UnSubscriber: f.Unsubscribe,
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GenerateSubscriptions: f.GenerateDefaultSubscriptions,
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Features: &f.Features.Supports.WebsocketCapabilities,
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OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
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BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
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})
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if err != nil {
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return err
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}
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return f.Websocket.SetupNewConnection(stream.ConnectionSetup{
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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})
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}
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// Start starts the FTX go routine
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func (f *FTX) Start(wg *sync.WaitGroup) {
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wg.Add(1)
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go func() {
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f.Run()
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wg.Done()
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}()
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}
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// Run implements the FTX wrapper
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func (f *FTX) Run() {
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if f.Verbose {
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log.Debugf(log.ExchangeSys,
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"%s Websocket: %s.",
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f.Name,
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common.IsEnabled(f.Websocket.IsEnabled()))
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f.PrintEnabledPairs()
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}
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if !f.GetEnabledFeatures().AutoPairUpdates {
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return
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}
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err := f.UpdateTradablePairs(false)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update tradable pairs. Err: %s",
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f.Name,
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err)
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}
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}
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// FetchTradablePairs returns a list of the exchanges tradable pairs
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func (f *FTX) FetchTradablePairs(a asset.Item) ([]string, error) {
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if !f.SupportsAsset(a) {
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return nil, fmt.Errorf("asset type of %s is not supported by %s", a, f.Name)
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}
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markets, err := f.GetMarkets()
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if err != nil {
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return nil, err
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}
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var pairs []string
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switch a {
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case asset.Spot:
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for x := range markets {
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if markets[x].MarketType == spotString {
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pairs = append(pairs, markets[x].Name)
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}
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}
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case asset.Futures:
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for x := range markets {
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if markets[x].MarketType == futuresString {
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pairs = append(pairs, markets[x].Name)
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}
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}
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}
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return pairs, nil
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}
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// UpdateTradablePairs updates the exchanges available pairs and stores
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// them in the exchanges config
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func (f *FTX) UpdateTradablePairs(forceUpdate bool) error {
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assets := f.GetAssetTypes()
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for x := range assets {
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pairs, err := f.FetchTradablePairs(assets[x])
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if err != nil {
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return err
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}
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p, err := currency.NewPairsFromStrings(pairs)
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if err != nil {
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return err
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}
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err = f.UpdatePairs(p, assets[x], false, forceUpdate)
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if err != nil {
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return err
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}
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}
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return nil
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (f *FTX) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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allPairs, err := f.GetEnabledPairs(assetType)
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if err != nil {
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return nil, err
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}
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if !allPairs.Contains(p, true) {
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allPairs = append(allPairs, p)
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}
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markets, err := f.GetMarkets()
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if err != nil {
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return nil, err
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}
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for a := range allPairs {
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formattedPair, err := f.FormatExchangeCurrency(allPairs[a], assetType)
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if err != nil {
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return nil, err
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}
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for x := range markets {
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if markets[x].Name != formattedPair.String() {
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continue
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}
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var resp ticker.Price
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resp.Pair, err = currency.NewPairFromString(markets[x].Name)
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if err != nil {
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return nil, err
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}
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resp.Last = markets[x].Last
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resp.Bid = markets[x].Bid
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resp.Ask = markets[x].Ask
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resp.LastUpdated = time.Now()
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resp.AssetType = assetType
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resp.ExchangeName = f.Name
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err = ticker.ProcessTicker(&resp)
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if err != nil {
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return nil, err
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}
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}
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}
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return ticker.GetTicker(f.Name, p, assetType)
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}
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// FetchTicker returns the ticker for a currency pair
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func (f *FTX) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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tickerNew, err := ticker.GetTicker(f.Name, p, assetType)
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if err != nil {
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return f.UpdateTicker(p, assetType)
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}
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return tickerNew, nil
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}
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// FetchOrderbook returns orderbook base on the currency pair
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func (f *FTX) FetchOrderbook(currency currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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ob, err := orderbook.Get(f.Name, currency, assetType)
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if err != nil {
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return f.UpdateOrderbook(currency, assetType)
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}
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return ob, nil
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}
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// UpdateOrderbook updates and returns the orderbook for a currency pair
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func (f *FTX) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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book := &orderbook.Base{
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Exchange: f.Name,
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Pair: p,
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Asset: assetType,
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VerifyOrderbook: f.CanVerifyOrderbook,
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}
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formattedPair, err := f.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return book, err
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}
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tempResp, err := f.GetOrderbook(formattedPair.String(), 100)
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if err != nil {
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return book, err
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}
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for x := range tempResp.Bids {
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book.Bids = append(book.Bids, orderbook.Item{
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Amount: tempResp.Bids[x].Size,
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Price: tempResp.Bids[x].Price})
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}
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for y := range tempResp.Asks {
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book.Asks = append(book.Asks, orderbook.Item{
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Amount: tempResp.Asks[y].Size,
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Price: tempResp.Asks[y].Price})
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}
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err = book.Process()
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if err != nil {
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return book, err
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}
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return orderbook.Get(f.Name, p, assetType)
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}
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// UpdateAccountInfo retrieves balances for all enabled currencies
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func (f *FTX) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
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var resp account.Holdings
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data, err := f.GetBalances()
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if err != nil {
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return resp, err
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}
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var acc account.SubAccount
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for i := range data {
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c := currency.NewCode(data[i].Coin)
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hold := data[i].Total - data[i].Free
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total := data[i].Total
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acc.Currencies = append(acc.Currencies,
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account.Balance{CurrencyName: c,
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TotalValue: total,
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Hold: hold})
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}
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resp.Accounts = append(resp.Accounts, acc)
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resp.Exchange = f.Name
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err = account.Process(&resp)
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if err != nil {
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return account.Holdings{}, err
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}
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return resp, nil
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}
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// FetchAccountInfo retrieves balances for all enabled currencies
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func (f *FTX) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
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acc, err := account.GetHoldings(f.Name, assetType)
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if err != nil {
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return f.UpdateAccountInfo(assetType)
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}
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return acc, nil
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}
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// GetFundingHistory returns funding history, deposits and
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// withdrawals
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func (f *FTX) GetFundingHistory() ([]exchange.FundHistory, error) {
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var resp []exchange.FundHistory
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depositData, err := f.FetchDepositHistory()
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if err != nil {
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return resp, err
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}
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for x := range depositData {
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var tempData exchange.FundHistory
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tempData.Fee = depositData[x].Fee
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tempData.Timestamp = depositData[x].Time
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tempData.ExchangeName = f.Name
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tempData.CryptoTxID = depositData[x].TxID
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tempData.Status = depositData[x].Status
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tempData.Amount = depositData[x].Size
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tempData.Currency = depositData[x].Coin
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tempData.TransferID = strconv.FormatInt(depositData[x].ID, 10)
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resp = append(resp, tempData)
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}
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withdrawalData, err := f.FetchWithdrawalHistory()
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if err != nil {
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return resp, err
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}
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for y := range withdrawalData {
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var tempData exchange.FundHistory
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tempData.Fee = depositData[y].Fee
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tempData.Timestamp = depositData[y].Time
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tempData.ExchangeName = f.Name
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tempData.CryptoTxID = depositData[y].TxID
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tempData.Status = depositData[y].Status
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tempData.Amount = depositData[y].Size
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tempData.Currency = depositData[y].Coin
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tempData.TransferID = strconv.FormatInt(depositData[y].ID, 10)
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resp = append(resp, tempData)
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}
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return resp, nil
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}
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// GetWithdrawalsHistory returns previous withdrawals data
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func (f *FTX) GetWithdrawalsHistory(c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
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return nil, common.ErrNotYetImplemented
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}
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// GetRecentTrades returns the most recent trades for a currency and asset
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func (f *FTX) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
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return f.GetHistoricTrades(p, assetType, time.Now().Add(-time.Hour), time.Now())
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}
|
|
|
|
// GetHistoricTrades returns historic trade data within the timeframe provided
|
|
func (f *FTX) GetHistoricTrades(p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
|
|
if timestampStart.Equal(timestampEnd) ||
|
|
timestampEnd.After(time.Now()) ||
|
|
timestampEnd.Before(timestampStart) ||
|
|
(timestampStart.IsZero() && !timestampEnd.IsZero()) {
|
|
return nil, fmt.Errorf("invalid time range supplied. Start: %v End %v",
|
|
timestampStart,
|
|
timestampEnd)
|
|
}
|
|
var err error
|
|
p, err = f.FormatExchangeCurrency(p, assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
ts := timestampStart
|
|
var resp []trade.Data
|
|
limit := 100
|
|
allTrades:
|
|
for {
|
|
var trades []TradeData
|
|
trades, err = f.GetTrades(p.String(),
|
|
ts.Unix(),
|
|
timestampEnd.Unix(),
|
|
100)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for i := 0; i < len(trades); i++ {
|
|
if trades[i].Time.Before(timestampStart) || trades[i].Time.After(timestampEnd) {
|
|
break allTrades
|
|
}
|
|
var side order.Side
|
|
side, err = order.StringToOrderSide(trades[i].Side)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp = append(resp, trade.Data{
|
|
TID: strconv.FormatInt(trades[i].ID, 10),
|
|
Exchange: f.Name,
|
|
CurrencyPair: p,
|
|
AssetType: assetType,
|
|
Side: side,
|
|
Price: trades[i].Price,
|
|
Amount: trades[i].Size,
|
|
Timestamp: trades[i].Time,
|
|
})
|
|
if i == len(trades)-1 {
|
|
if ts.Equal(trades[i].Time) {
|
|
// reached end of trades to crawl
|
|
break allTrades
|
|
}
|
|
ts = trades[i].Time
|
|
}
|
|
}
|
|
if len(trades) != limit {
|
|
break allTrades
|
|
}
|
|
}
|
|
|
|
err = f.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 (f *FTX) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
|
|
var resp order.SubmitResponse
|
|
if err := s.Validate(); err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
if s.Side == order.Ask {
|
|
s.Side = order.Sell
|
|
}
|
|
if s.Side == order.Bid {
|
|
s.Side = order.Buy
|
|
}
|
|
|
|
fPair, err := f.FormatExchangeCurrency(s.Pair, s.AssetType)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
tempResp, err := f.Order(fPair.String(),
|
|
s.Side.Lower(),
|
|
s.Type.Lower(),
|
|
"",
|
|
"",
|
|
"",
|
|
s.ClientOrderID,
|
|
s.Price,
|
|
s.Amount)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
resp.IsOrderPlaced = true
|
|
resp.OrderID = strconv.FormatInt(tempResp.ID, 10)
|
|
return resp, nil
|
|
}
|
|
|
|
// ModifyOrder will allow of changing orderbook placement and limit to
|
|
// market conversion
|
|
func (f *FTX) ModifyOrder(action *order.Modify) (string, error) {
|
|
if err := action.Validate(); err != nil {
|
|
return "", err
|
|
}
|
|
|
|
if action.TriggerPrice != 0 {
|
|
a, err := f.ModifyTriggerOrder(action.ID,
|
|
action.Type.String(),
|
|
action.Amount,
|
|
action.TriggerPrice,
|
|
action.Price,
|
|
0)
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
return strconv.FormatInt(a.ID, 10), err
|
|
}
|
|
var o OrderData
|
|
var err error
|
|
switch action.ID {
|
|
case "":
|
|
o, err = f.ModifyOrderByClientID(action.ClientOrderID, action.ClientOrderID, action.Price, action.Amount)
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
default:
|
|
o, err = f.ModifyPlacedOrder(action.ID, action.ClientOrderID, action.Price, action.Amount)
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
}
|
|
return strconv.FormatInt(o.ID, 10), err
|
|
}
|
|
|
|
// CancelOrder cancels an order by its corresponding ID number
|
|
func (f *FTX) CancelOrder(o *order.Cancel) error {
|
|
if err := o.Validate(o.StandardCancel()); err != nil {
|
|
return err
|
|
}
|
|
|
|
if o.ClientOrderID != "" {
|
|
_, err := f.DeleteOrderByClientID(o.ClientOrderID)
|
|
return err
|
|
}
|
|
|
|
_, err := f.DeleteOrder(o.ID)
|
|
return err
|
|
}
|
|
|
|
// CancelBatchOrders cancels an orders by their corresponding ID numbers
|
|
func (f *FTX) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
|
|
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
|
|
}
|
|
|
|
// CancelAllOrders cancels all orders associated with a currency pair
|
|
func (f *FTX) CancelAllOrders(orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
|
|
if err := orderCancellation.Validate(); err != nil {
|
|
return order.CancelAllResponse{}, err
|
|
}
|
|
|
|
var resp order.CancelAllResponse
|
|
formattedPair, err := f.FormatExchangeCurrency(orderCancellation.Pair, orderCancellation.AssetType)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
orders, err := f.GetOpenOrders(formattedPair.String())
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
tempMap := make(map[string]string)
|
|
for x := range orders {
|
|
_, err := f.DeleteOrder(strconv.FormatInt(orders[x].ID, 10))
|
|
if err != nil {
|
|
tempMap[strconv.FormatInt(orders[x].ID, 10)] = "Cancellation Failed"
|
|
continue
|
|
}
|
|
tempMap[strconv.FormatInt(orders[x].ID, 10)] = "Success"
|
|
}
|
|
resp.Status = tempMap
|
|
return resp, nil
|
|
}
|
|
|
|
// GetCompatible gets compatible variables for order vars
|
|
func (s *OrderData) GetCompatible(f *FTX) (OrderVars, error) {
|
|
var resp OrderVars
|
|
switch s.Side {
|
|
case order.Buy.Lower():
|
|
resp.Side = order.Buy
|
|
case order.Sell.Lower():
|
|
resp.Side = order.Sell
|
|
default:
|
|
resp.Side = order.UnknownSide
|
|
}
|
|
switch s.Status {
|
|
case strings.ToLower(order.New.String()):
|
|
resp.Status = order.New
|
|
case strings.ToLower(order.Open.String()):
|
|
resp.Status = order.Open
|
|
case closedStatus:
|
|
if s.FilledSize != 0 && s.FilledSize != s.Size {
|
|
resp.Status = order.PartiallyCancelled
|
|
}
|
|
if s.FilledSize == 0 {
|
|
resp.Status = order.Cancelled
|
|
}
|
|
if s.FilledSize == s.Size {
|
|
resp.Status = order.Filled
|
|
}
|
|
default:
|
|
resp.Status = order.AnyStatus
|
|
}
|
|
var feeBuilder exchange.FeeBuilder
|
|
feeBuilder.PurchasePrice = s.AvgFillPrice
|
|
feeBuilder.Amount = s.Size
|
|
resp.OrderType = order.Market
|
|
if strings.EqualFold(s.OrderType, order.Limit.String()) {
|
|
resp.OrderType = order.Limit
|
|
feeBuilder.IsMaker = true
|
|
}
|
|
fee, err := f.GetFee(&feeBuilder)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
resp.Fee = fee
|
|
return resp, nil
|
|
}
|
|
|
|
// GetOrderInfo returns order information based on order ID
|
|
func (f *FTX) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
|
|
var resp order.Detail
|
|
orderData, err := f.GetOrderStatus(orderID)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
p, err := currency.NewPairFromString(orderData.Market)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
orderAssetType, err := f.GetPairAssetType(p)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
resp.ID = strconv.FormatInt(orderData.ID, 10)
|
|
resp.Amount = orderData.Size
|
|
resp.ClientOrderID = orderData.ClientID
|
|
resp.Date = orderData.CreatedAt
|
|
resp.Exchange = f.Name
|
|
resp.ExecutedAmount = orderData.Size - orderData.RemainingSize
|
|
resp.Pair = p
|
|
resp.AssetType = orderAssetType
|
|
resp.Price = orderData.Price
|
|
resp.RemainingAmount = orderData.RemainingSize
|
|
orderVars, err := orderData.GetCompatible(f)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
resp.Status = orderVars.Status
|
|
resp.Side = orderVars.Side
|
|
resp.Type = orderVars.OrderType
|
|
resp.Fee = orderVars.Fee
|
|
return resp, nil
|
|
}
|
|
|
|
// GetDepositAddress returns a deposit address for a specified currency
|
|
func (f *FTX) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
|
|
a, err := f.FetchDepositAddress(cryptocurrency.String())
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
return a.Address, nil
|
|
}
|
|
|
|
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
|
|
// submitted
|
|
func (f *FTX) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
resp, err := f.Withdraw(withdrawRequest.Currency.String(),
|
|
withdrawRequest.Crypto.Address,
|
|
withdrawRequest.Crypto.AddressTag,
|
|
withdrawRequest.TradePassword,
|
|
strconv.FormatInt(withdrawRequest.OneTimePassword, 10),
|
|
withdrawRequest.Amount)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return &withdraw.ExchangeResponse{
|
|
ID: strconv.FormatInt(resp.ID, 10),
|
|
Status: resp.Status,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
|
|
// submitted
|
|
func (f *FTX) WithdrawFiatFunds(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (f *FTX) WithdrawFiatFundsToInternationalBank(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetWebsocket returns a pointer to the exchange websocket
|
|
func (f *FTX) GetWebsocket() (*stream.Websocket, error) {
|
|
return f.Websocket, nil
|
|
}
|
|
|
|
// GetActiveOrders retrieves any orders that are active/open
|
|
func (f *FTX) GetActiveOrders(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
|
|
if err := getOrdersRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var resp []order.Detail
|
|
for x := range getOrdersRequest.Pairs {
|
|
assetType, err := f.GetPairAssetType(getOrdersRequest.Pairs[x])
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
formattedPair, err := f.FormatExchangeCurrency(getOrdersRequest.Pairs[x], assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var tempResp order.Detail
|
|
orderData, err := f.GetOpenOrders(formattedPair.String())
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for y := range orderData {
|
|
var p currency.Pair
|
|
p, err = currency.NewPairFromString(orderData[y].Market)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
tempResp.ID = strconv.FormatInt(orderData[y].ID, 10)
|
|
tempResp.Amount = orderData[y].Size
|
|
tempResp.AssetType = assetType
|
|
tempResp.ClientOrderID = orderData[y].ClientID
|
|
tempResp.Date = orderData[y].CreatedAt
|
|
tempResp.Exchange = f.Name
|
|
tempResp.ExecutedAmount = orderData[y].Size - orderData[y].RemainingSize
|
|
tempResp.Pair = p
|
|
tempResp.Price = orderData[y].Price
|
|
tempResp.RemainingAmount = orderData[y].RemainingSize
|
|
var orderVars OrderVars
|
|
orderVars, err = f.compatibleOrderVars(orderData[y].Side,
|
|
orderData[y].Status,
|
|
orderData[y].OrderType,
|
|
orderData[y].FilledSize,
|
|
orderData[y].Size,
|
|
orderData[y].AvgFillPrice)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
tempResp.Status = orderVars.Status
|
|
tempResp.Side = orderVars.Side
|
|
tempResp.Type = orderVars.OrderType
|
|
tempResp.Fee = orderVars.Fee
|
|
resp = append(resp, tempResp)
|
|
}
|
|
|
|
triggerOrderData, err := f.GetOpenTriggerOrders(formattedPair.String(),
|
|
getOrdersRequest.Type.String())
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for z := range triggerOrderData {
|
|
var p currency.Pair
|
|
p, err = currency.NewPairFromString(triggerOrderData[z].Market)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
tempResp.ID = strconv.FormatInt(triggerOrderData[z].ID, 10)
|
|
tempResp.Amount = triggerOrderData[z].Size
|
|
tempResp.AssetType = assetType
|
|
tempResp.Date = triggerOrderData[z].CreatedAt
|
|
tempResp.Exchange = f.Name
|
|
tempResp.ExecutedAmount = triggerOrderData[z].FilledSize
|
|
tempResp.Pair = p
|
|
tempResp.Price = triggerOrderData[z].AvgFillPrice
|
|
tempResp.RemainingAmount = triggerOrderData[z].Size - triggerOrderData[z].FilledSize
|
|
tempResp.TriggerPrice = triggerOrderData[z].TriggerPrice
|
|
orderVars, err := f.compatibleOrderVars(triggerOrderData[z].Side,
|
|
triggerOrderData[z].Status,
|
|
triggerOrderData[z].OrderType,
|
|
triggerOrderData[z].FilledSize,
|
|
triggerOrderData[z].Size,
|
|
triggerOrderData[z].AvgFillPrice)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
tempResp.Status = orderVars.Status
|
|
tempResp.Side = orderVars.Side
|
|
tempResp.Type = orderVars.OrderType
|
|
tempResp.Fee = orderVars.Fee
|
|
resp = append(resp, tempResp)
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information
|
|
// Can Limit response to specific order status
|
|
func (f *FTX) GetOrderHistory(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
|
|
if err := getOrdersRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
var resp []order.Detail
|
|
for x := range getOrdersRequest.Pairs {
|
|
var tempResp order.Detail
|
|
assetType, err := f.GetPairAssetType(getOrdersRequest.Pairs[x])
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
formattedPair, err := f.FormatExchangeCurrency(getOrdersRequest.Pairs[x],
|
|
assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
orderData, err := f.FetchOrderHistory(formattedPair.String(),
|
|
getOrdersRequest.StartTime, getOrdersRequest.EndTime, "")
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for y := range orderData {
|
|
var p currency.Pair
|
|
p, err = currency.NewPairFromString(orderData[y].Market)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
tempResp.ID = strconv.FormatInt(orderData[y].ID, 10)
|
|
tempResp.Amount = orderData[y].Size
|
|
tempResp.AssetType = assetType
|
|
tempResp.ClientOrderID = orderData[y].ClientID
|
|
tempResp.Date = orderData[y].CreatedAt
|
|
tempResp.Exchange = f.Name
|
|
tempResp.ExecutedAmount = orderData[y].Size - orderData[y].RemainingSize
|
|
tempResp.Pair = p
|
|
tempResp.Price = orderData[y].Price
|
|
tempResp.RemainingAmount = orderData[y].RemainingSize
|
|
var orderVars OrderVars
|
|
orderVars, err = f.compatibleOrderVars(orderData[y].Side,
|
|
orderData[y].Status,
|
|
orderData[y].OrderType,
|
|
orderData[y].FilledSize,
|
|
orderData[y].Size,
|
|
orderData[y].AvgFillPrice)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
tempResp.Status = orderVars.Status
|
|
tempResp.Side = orderVars.Side
|
|
tempResp.Type = orderVars.OrderType
|
|
tempResp.Fee = orderVars.Fee
|
|
resp = append(resp, tempResp)
|
|
}
|
|
triggerOrderData, err := f.GetTriggerOrderHistory(formattedPair.String(),
|
|
getOrdersRequest.StartTime,
|
|
getOrdersRequest.EndTime,
|
|
strings.ToLower(getOrdersRequest.Side.String()),
|
|
strings.ToLower(getOrdersRequest.Type.String()),
|
|
"")
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for z := range triggerOrderData {
|
|
var p currency.Pair
|
|
p, err = currency.NewPairFromString(triggerOrderData[z].Market)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
tempResp.ID = strconv.FormatInt(triggerOrderData[z].ID, 10)
|
|
tempResp.Amount = triggerOrderData[z].Size
|
|
tempResp.AssetType = assetType
|
|
tempResp.Date = triggerOrderData[z].CreatedAt
|
|
tempResp.Exchange = f.Name
|
|
tempResp.ExecutedAmount = triggerOrderData[z].FilledSize
|
|
tempResp.Pair = p
|
|
tempResp.Price = triggerOrderData[z].AvgFillPrice
|
|
tempResp.RemainingAmount = triggerOrderData[z].Size - triggerOrderData[z].FilledSize
|
|
tempResp.TriggerPrice = triggerOrderData[z].TriggerPrice
|
|
orderVars, err := f.compatibleOrderVars(triggerOrderData[z].Side,
|
|
triggerOrderData[z].Status,
|
|
triggerOrderData[z].OrderType,
|
|
triggerOrderData[z].FilledSize,
|
|
triggerOrderData[z].Size,
|
|
triggerOrderData[z].AvgFillPrice)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
tempResp.Status = orderVars.Status
|
|
tempResp.Side = orderVars.Side
|
|
tempResp.Type = orderVars.OrderType
|
|
tempResp.Fee = orderVars.Fee
|
|
resp = append(resp, tempResp)
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on the type of transaction
|
|
func (f *FTX) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
return f.GetFee(feeBuilder)
|
|
}
|
|
|
|
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
|
|
// which lets websocket.manageSubscriptions handle subscribing
|
|
func (f *FTX) SubscribeToWebsocketChannels(channels []stream.ChannelSubscription) error {
|
|
return f.Websocket.SubscribeToChannels(channels)
|
|
}
|
|
|
|
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
|
|
// which lets websocket.manageSubscriptions handle unsubscribing
|
|
func (f *FTX) UnsubscribeToWebsocketChannels(channels []stream.ChannelSubscription) error {
|
|
return f.Websocket.UnsubscribeChannels(channels)
|
|
}
|
|
|
|
// AuthenticateWebsocket sends an authentication message to the websocket
|
|
func (f *FTX) AuthenticateWebsocket() error {
|
|
return f.WsAuth()
|
|
}
|
|
|
|
// ValidateCredentials validates current credentials used for wrapper
|
|
// functionality
|
|
func (f *FTX) ValidateCredentials(assetType asset.Item) error {
|
|
_, err := f.UpdateAccountInfo(assetType)
|
|
return f.CheckTransientError(err)
|
|
}
|
|
|
|
// GetHistoricCandles returns candles between a time period for a set time interval
|
|
func (f *FTX) GetHistoricCandles(p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
|
|
if err := f.ValidateKline(p, a, interval); err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
formattedPair, err := f.FormatExchangeCurrency(p, a)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
ohlcData, err := f.GetHistoricalData(formattedPair.String(),
|
|
f.FormatExchangeKlineInterval(interval),
|
|
strconv.FormatInt(int64(f.Features.Enabled.Kline.ResultLimit), 10),
|
|
start, end)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
ret := kline.Item{
|
|
Exchange: f.Name,
|
|
Pair: p,
|
|
Asset: a,
|
|
Interval: interval,
|
|
}
|
|
|
|
for x := range ohlcData {
|
|
ret.Candles = append(ret.Candles, kline.Candle{
|
|
Time: ohlcData[x].StartTime,
|
|
Open: ohlcData[x].Open,
|
|
High: ohlcData[x].High,
|
|
Low: ohlcData[x].Low,
|
|
Close: ohlcData[x].Close,
|
|
Volume: ohlcData[x].Volume,
|
|
})
|
|
}
|
|
return ret, nil
|
|
}
|
|
|
|
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
|
|
func (f *FTX) GetHistoricCandlesExtended(p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
|
|
if err := f.ValidateKline(p, a, interval); err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
ret := kline.Item{
|
|
Exchange: f.Name,
|
|
Pair: p,
|
|
Asset: a,
|
|
Interval: interval,
|
|
}
|
|
|
|
dates := kline.CalculateCandleDateRanges(start, end, interval, f.Features.Enabled.Kline.ResultLimit)
|
|
|
|
formattedPair, err := f.FormatExchangeCurrency(p, a)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
for x := range dates.Ranges {
|
|
var ohlcData []OHLCVData
|
|
ohlcData, err = f.GetHistoricalData(formattedPair.String(),
|
|
f.FormatExchangeKlineInterval(interval),
|
|
strconv.FormatInt(int64(f.Features.Enabled.Kline.ResultLimit), 10),
|
|
dates.Ranges[x].Start.Time, dates.Ranges[x].End.Time)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
for i := range ohlcData {
|
|
ret.Candles = append(ret.Candles, kline.Candle{
|
|
Time: ohlcData[i].StartTime,
|
|
Open: ohlcData[i].Open,
|
|
High: ohlcData[i].High,
|
|
Low: ohlcData[i].Low,
|
|
Close: ohlcData[i].Close,
|
|
Volume: ohlcData[i].Volume,
|
|
})
|
|
}
|
|
}
|
|
err = dates.VerifyResultsHaveData(ret.Candles)
|
|
if err != nil {
|
|
log.Warnf(log.ExchangeSys, "%s - %s", f.Name, err)
|
|
}
|
|
ret.RemoveDuplicates()
|
|
ret.RemoveOutsideRange(start, end)
|
|
ret.SortCandlesByTimestamp(false)
|
|
return ret, nil
|
|
}
|