gocryptotrader/exchanges/gateio/gateio_websocket_request_futures.go

package gateio

import (
	"context"
	"errors"
	"fmt"

	"github.com/thrasher-corp/gocryptotrader/common"
	"github.com/thrasher-corp/gocryptotrader/currency"
	"github.com/thrasher-corp/gocryptotrader/exchange/websocket"
	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
	"github.com/thrasher-corp/gocryptotrader/exchanges/order"
)

var (
	errInvalidAutoSize = errors.New("invalid auto size")
	errStatusNotSet    = errors.New("status not set")
)

// authenticateFutures sends an authentication message to the websocket connection
func (g *Gateio) authenticateFutures(ctx context.Context, conn websocket.Connection) error {
	return g.websocketLogin(ctx, conn, "futures.login")
}

// WebsocketFuturesSubmitOrder submits an order via the websocket connection
func (g *Gateio) WebsocketFuturesSubmitOrder(ctx context.Context, a asset.Item, order *ContractOrderCreateParams) (*WebsocketFuturesOrderResponse, error) {
	resps, err := g.WebsocketFuturesSubmitOrders(ctx, a, order)
	if err != nil {
		return nil, err
	}
	if len(resps) != 1 {
		return nil, common.ErrInvalidResponse
	}
	return &resps[0], err
}

// WebsocketFuturesSubmitOrders submits orders via the websocket connection. All orders must be for the same asset.
func (g *Gateio) WebsocketFuturesSubmitOrders(ctx context.Context, a asset.Item, orders ...*ContractOrderCreateParams) ([]WebsocketFuturesOrderResponse, error) {
	if len(orders) == 0 {
		return nil, errOrdersEmpty
	}

	for _, o := range orders {
		if err := validateFuturesPairAsset(o.Contract, a); err != nil {
			return nil, err
		}

		if o.Price == "" && o.TimeInForce != "ioc" {
			return nil, fmt.Errorf("%w: cannot be zero when time in force is not IOC", errInvalidPrice)
		}

		if o.Size == 0 && o.AutoSize == "" {
			return nil, fmt.Errorf("%w: size cannot be zero", errInvalidAmount)
		}

		if o.AutoSize != "" {
			if o.AutoSize != "close_long" && o.AutoSize != "close_short" {
				return nil, fmt.Errorf("%w: %s", errInvalidAutoSize, o.AutoSize)
			}
			if o.Size != 0 {
				return nil, fmt.Errorf("%w: size needs to be zero when auto size is set", errInvalidAmount)
			}
		}
	}

	if len(orders) == 1 {
		var singleResponse WebsocketFuturesOrderResponse
		err := g.SendWebsocketRequest(ctx, perpetualSubmitOrderEPL, "futures.order_place", a, orders[0], &singleResponse, 2)
		return []WebsocketFuturesOrderResponse{singleResponse}, err
	}

	var resp []WebsocketFuturesOrderResponse
	return resp, g.SendWebsocketRequest(ctx, perpetualSubmitBatchOrdersEPL, "futures.order_batch_place", a, orders, &resp, 2)
}

// WebsocketFuturesCancelOrder cancels an order via the websocket connection.
func (g *Gateio) WebsocketFuturesCancelOrder(ctx context.Context, orderID string, contract currency.Pair, a asset.Item) (*WebsocketFuturesOrderResponse, error) {
	if orderID == "" {
		return nil, order.ErrOrderIDNotSet
	}

	if err := validateFuturesPairAsset(contract, a); err != nil {
		return nil, err
	}

	params := &struct {
		OrderID string `json:"order_id"`
	}{OrderID: orderID}

	var resp WebsocketFuturesOrderResponse
	return &resp, g.SendWebsocketRequest(ctx, perpetualCancelOrderEPL, "futures.order_cancel", a, params, &resp, 1)
}

// WebsocketFuturesCancelAllOpenFuturesOrders cancels multiple orders via the websocket.
func (g *Gateio) WebsocketFuturesCancelAllOpenFuturesOrders(ctx context.Context, contract currency.Pair, a asset.Item, side string) ([]WebsocketFuturesOrderResponse, error) {
	if err := validateFuturesPairAsset(contract, a); err != nil {
		return nil, err
	}

	if side != "" && side != "ask" && side != "bid" {
		return nil, fmt.Errorf("%w: %s", order.ErrSideIsInvalid, side)
	}

	params := &struct {
		Contract currency.Pair `json:"contract"`
		Side     string        `json:"side,omitempty"`
	}{Contract: contract, Side: side}

	var resp []WebsocketFuturesOrderResponse
	return resp, g.SendWebsocketRequest(ctx, perpetualCancelOpenOrdersEPL, "futures.order_cancel_cp", a, params, &resp, 2)
}

// WebsocketFuturesAmendOrder amends an order via the websocket connection
func (g *Gateio) WebsocketFuturesAmendOrder(ctx context.Context, amend *WebsocketFuturesAmendOrder) (*WebsocketFuturesOrderResponse, error) {
	if amend == nil {
		return nil, fmt.Errorf("%w: %T", common.ErrNilPointer, amend)
	}

	if amend.OrderID == "" {
		return nil, order.ErrOrderIDNotSet
	}

	if err := validateFuturesPairAsset(amend.Contract, amend.Asset); err != nil {
		return nil, err
	}

	if amend.Size == 0 && amend.Price == "" {
		return nil, fmt.Errorf("%w: size or price must be set", errInvalidAmount)
	}

	var resp WebsocketFuturesOrderResponse
	return &resp, g.SendWebsocketRequest(ctx, perpetualAmendOrderEPL, "futures.order_amend", amend.Asset, amend, &resp, 1)
}

// WebsocketFuturesOrderList fetches a list of orders via the websocket connection
func (g *Gateio) WebsocketFuturesOrderList(ctx context.Context, list *WebsocketFutureOrdersList) ([]WebsocketFuturesOrderResponse, error) {
	if list == nil {
		return nil, fmt.Errorf("%w: %T", common.ErrNilPointer, list)
	}

	if err := validateFuturesPairAsset(list.Contract, list.Asset); err != nil {
		return nil, err
	}

	if list.Status == "" {
		return nil, errStatusNotSet
	}

	var resp []WebsocketFuturesOrderResponse
	return resp, g.SendWebsocketRequest(ctx, perpetualGetOrdersEPL, "futures.order_list", list.Asset, list, &resp, 1)
}

// WebsocketFuturesGetOrderStatus gets the status of an order via the websocket connection.
func (g *Gateio) WebsocketFuturesGetOrderStatus(ctx context.Context, contract currency.Pair, a asset.Item, orderID string) (*WebsocketFuturesOrderResponse, error) {
	if err := validateFuturesPairAsset(contract, a); err != nil {
		return nil, err
	}

	if orderID == "" {
		return nil, order.ErrOrderIDNotSet
	}

	params := &struct {
		OrderID string `json:"order_id"`
	}{OrderID: orderID}

	var resp WebsocketFuturesOrderResponse
	return &resp, g.SendWebsocketRequest(ctx, perpetualFetchOrderEPL, "futures.order_status", a, params, &resp, 1)
}

// validateFuturesPairAsset enforces that a futures pair's quote currency matches the given asset
func validateFuturesPairAsset(pair currency.Pair, a asset.Item) error {
	if pair.IsEmpty() {
		return currency.ErrCurrencyPairEmpty
	}
	_, err := getSettlementCurrency(pair, a)
	return err
}