Files
gocryptotrader/exchanges/ftx/ftx_wrapper.go
Scott 5ea5245afb Improvement: Subsystem separation (#664)
* 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
2021-05-31 10:17:12 +10:00

1101 lines
31 KiB
Go

package ftx
import (
"fmt"
"sort"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (f *FTX) GetDefaultConfig() (*config.ExchangeConfig, error) {
f.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = f.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = f.BaseCurrencies
err := f.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if f.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = f.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for FTX
func (f *FTX) SetDefaults() {
f.Name = "FTX"
f.Enabled = true
f.Verbose = true
f.API.CredentialsValidator.RequiresKey = true
f.API.CredentialsValidator.RequiresSecret = true
spot := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "/",
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "/",
},
}
futures := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "-",
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "-",
},
}
err := f.StoreAssetPairFormat(asset.Spot, spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = f.StoreAssetPairFormat(asset.Futures, futures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
f.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
OrderbookFetching: true,
TradeFetching: true,
Subscribe: true,
Unsubscribe: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.NoAPIWithdrawalMethods,
Kline: kline.ExchangeCapabilitiesSupported{
DateRanges: true,
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.FifteenSecond.Word(): true,
kline.OneMin.Word(): true,
kline.FiveMin.Word(): true,
kline.FifteenMin.Word(): true,
kline.OneHour.Word(): true,
kline.FourHour.Word(): true,
kline.OneDay.Word(): true,
},
ResultLimit: 5000,
},
},
}
f.Requester = request.New(f.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(request.NewBasicRateLimit(ratePeriod, rateLimit)))
f.API.Endpoints = f.NewEndpoints()
err = f.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: ftxAPIURL,
exchange.WebsocketSpot: ftxWSURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
f.Websocket = stream.New()
f.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
f.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
f.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in the supplied exchange configuration details and sets params
func (f *FTX) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
f.SetEnabled(false)
return nil
}
err := f.SetupDefaults(exch)
if err != nil {
return err
}
wsEndpoint, err := f.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = f.Websocket.Setup(&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: ftxWSURL,
ExchangeName: exch.Name,
RunningURL: wsEndpoint,
Connector: f.WsConnect,
Subscriber: f.Subscribe,
UnSubscriber: f.Unsubscribe,
GenerateSubscriptions: f.GenerateDefaultSubscriptions,
Features: &f.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
})
if err != nil {
return err
}
return f.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
}
// Start starts the FTX go routine
func (f *FTX) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
f.Run()
wg.Done()
}()
}
// Run implements the FTX wrapper
func (f *FTX) Run() {
if f.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s.",
f.Name,
common.IsEnabled(f.Websocket.IsEnabled()))
f.PrintEnabledPairs()
}
if !f.GetEnabledFeatures().AutoPairUpdates {
return
}
err := f.UpdateTradablePairs(false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
f.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (f *FTX) FetchTradablePairs(a asset.Item) ([]string, error) {
if !f.SupportsAsset(a) {
return nil, fmt.Errorf("asset type of %s is not supported by %s", a, f.Name)
}
markets, err := f.GetMarkets()
if err != nil {
return nil, err
}
var pairs []string
switch a {
case asset.Spot:
for x := range markets {
if markets[x].MarketType == spotString {
pairs = append(pairs, markets[x].Name)
}
}
case asset.Futures:
for x := range markets {
if markets[x].MarketType == futuresString {
pairs = append(pairs, markets[x].Name)
}
}
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (f *FTX) UpdateTradablePairs(forceUpdate bool) error {
assets := f.GetAssetTypes()
for x := range assets {
pairs, err := f.FetchTradablePairs(assets[x])
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
err = f.UpdatePairs(p, assets[x], false, forceUpdate)
if err != nil {
return err
}
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (f *FTX) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
allPairs, err := f.GetEnabledPairs(assetType)
if err != nil {
return nil, err
}
if !allPairs.Contains(p, true) {
allPairs = append(allPairs, p)
}
markets, err := f.GetMarkets()
if err != nil {
return nil, err
}
for a := range allPairs {
formattedPair, err := f.FormatExchangeCurrency(allPairs[a], assetType)
if err != nil {
return nil, err
}
for x := range markets {
if markets[x].Name != formattedPair.String() {
continue
}
var resp ticker.Price
resp.Pair, err = currency.NewPairFromString(markets[x].Name)
if err != nil {
return nil, err
}
resp.Last = markets[x].Last
resp.Bid = markets[x].Bid
resp.Ask = markets[x].Ask
resp.LastUpdated = time.Now()
resp.AssetType = assetType
resp.ExchangeName = f.Name
err = ticker.ProcessTicker(&resp)
if err != nil {
return nil, err
}
}
}
return ticker.GetTicker(f.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (f *FTX) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(f.Name, p, assetType)
if err != nil {
return f.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (f *FTX) FetchOrderbook(currency currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(f.Name, currency, assetType)
if err != nil {
return f.UpdateOrderbook(currency, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (f *FTX) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: f.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: f.CanVerifyOrderbook,
}
formattedPair, err := f.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
tempResp, err := f.GetOrderbook(formattedPair.String(), 100)
if err != nil {
return book, err
}
for x := range tempResp.Bids {
book.Bids = append(book.Bids, orderbook.Item{
Amount: tempResp.Bids[x].Size,
Price: tempResp.Bids[x].Price})
}
for y := range tempResp.Asks {
book.Asks = append(book.Asks, orderbook.Item{
Amount: tempResp.Asks[y].Size,
Price: tempResp.Asks[y].Price})
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(f.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies
func (f *FTX) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
var resp account.Holdings
data, err := f.GetBalances()
if err != nil {
return resp, err
}
var acc account.SubAccount
for i := range data {
c := currency.NewCode(data[i].Coin)
hold := data[i].Total - data[i].Free
total := data[i].Total
acc.Currencies = append(acc.Currencies,
account.Balance{CurrencyName: c,
TotalValue: total,
Hold: hold})
}
resp.Accounts = append(resp.Accounts, acc)
resp.Exchange = f.Name
err = account.Process(&resp)
if err != nil {
return account.Holdings{}, err
}
return resp, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (f *FTX) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(f.Name, assetType)
if err != nil {
return f.UpdateAccountInfo(assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (f *FTX) GetFundingHistory() ([]exchange.FundHistory, error) {
var resp []exchange.FundHistory
depositData, err := f.FetchDepositHistory()
if err != nil {
return resp, err
}
for x := range depositData {
var tempData exchange.FundHistory
tempData.Fee = depositData[x].Fee
tempData.Timestamp = depositData[x].Time
tempData.ExchangeName = f.Name
tempData.CryptoTxID = depositData[x].TxID
tempData.Status = depositData[x].Status
tempData.Amount = depositData[x].Size
tempData.Currency = depositData[x].Coin
tempData.TransferID = strconv.FormatInt(depositData[x].ID, 10)
resp = append(resp, tempData)
}
withdrawalData, err := f.FetchWithdrawalHistory()
if err != nil {
return resp, err
}
for y := range withdrawalData {
var tempData exchange.FundHistory
tempData.Fee = depositData[y].Fee
tempData.Timestamp = depositData[y].Time
tempData.ExchangeName = f.Name
tempData.CryptoTxID = depositData[y].TxID
tempData.Status = depositData[y].Status
tempData.Amount = depositData[y].Size
tempData.Currency = depositData[y].Coin
tempData.TransferID = strconv.FormatInt(depositData[y].ID, 10)
resp = append(resp, tempData)
}
return resp, nil
}
// GetWithdrawalsHistory returns previous withdrawals data
func (f *FTX) GetWithdrawalsHistory(c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
return nil, common.ErrNotYetImplemented
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (f *FTX) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
return f.GetHistoricTrades(p, assetType, time.Now().Add(-time.Hour), time.Now())
}
// 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
}