Files
gocryptotrader/exchanges/bitfinex/bitfinex.go
Ryan O'Hara-Reid 6d8ba0a96a Initial implementation of HTTP mock testing framework (#310)
* Initial implementation of HTTP mock testing framework

Convert to VCR testing server. Segregate live testing via build tags.

Converted Binance to VCR server

Convert Bitstamp to VCR mocking tests

Added VCR mock testing for localbitcoins

* Add server generation for concurrent testing

* Fix linter issues

* Fix linter issue

* fix race - potentially

* revert auto assigning of host vals

* Fix requested changes

* Adds mock testing for ANX
Switch to using TestMain functionality
Added cron job usage for travis-ci to live testing
Added appveyor scheduled build check for live testing

* WOOPS

* silly correction

* Fixes fantastic linter issues

* fixed another whoopsie

* WOOO!

* Adds gemini mock testing with additional fixes

* Add docs and sharedvalue

* Added tls using httptest package

* Fixed issues

* added explicit mock recording reference to error

* Fix requested changes

* strip port from mock files as they are not needed on tls server

* Change incorrect names

* fix requested changes

* lbank update

* Fix another issue

* Updated readme
2019-08-23 15:20:02 +10:00

1258 lines
36 KiB
Go

package bitfinex
import (
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"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/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
const (
bitfinexAPIURLBase = "https://api.bitfinex.com"
bitfinexAPIVersion = "/v1/"
bitfinexAPIVersion2 = "2"
bitfinexTickerV2 = "ticker"
bitfinexTickersV2 = "tickers"
bitfinexTicker = "pubticker/"
bitfinexStats = "stats/"
bitfinexLendbook = "lendbook/"
bitfinexOrderbookV2 = "book"
bitfinexOrderbook = "book/"
bitfinexTrades = "trades/"
bitfinexTradesV2 = "https://api.bitfinex.com/v2/trades/%s/hist?limit=1000&start=%s&end=%s"
bitfinexKeyPermissions = "key_info"
bitfinexLends = "lends/"
bitfinexSymbols = "symbols/"
bitfinexSymbolsDetails = "symbols_details/"
bitfinexAccountInfo = "account_infos"
bitfinexAccountFees = "account_fees"
bitfinexAccountSummary = "summary"
bitfinexDeposit = "deposit/new"
bitfinexOrderNew = "order/new"
bitfinexOrderNewMulti = "order/new/multi"
bitfinexOrderCancel = "order/cancel"
bitfinexOrderCancelMulti = "order/cancel/multi"
bitfinexOrderCancelAll = "order/cancel/all"
bitfinexOrderCancelReplace = "order/cancel/replace"
bitfinexOrderStatus = "order/status"
bitfinexOrders = "orders"
bitfinexInactiveOrders = "orders/hist"
bitfinexPositions = "positions"
bitfinexClaimPosition = "position/claim"
bitfinexHistory = "history"
bitfinexHistoryMovements = "history/movements"
bitfinexTradeHistory = "mytrades"
bitfinexOfferNew = "offer/new"
bitfinexOfferCancel = "offer/cancel"
bitfinexOfferStatus = "offer/status"
bitfinexOffers = "offers"
bitfinexMarginActiveFunds = "taken_funds"
bitfinexMarginTotalFunds = "total_taken_funds"
bitfinexMarginUnusedFunds = "unused_taken_funds"
bitfinexMarginClose = "funding/close"
bitfinexBalances = "balances"
bitfinexMarginInfo = "margin_infos"
bitfinexTransfer = "transfer"
bitfinexWithdrawal = "withdraw"
bitfinexActiveCredits = "credits"
bitfinexPlatformStatus = "platform/status"
// requests per minute
bitfinexAuthRate = 10
bitfinexUnauthRate = 10
// Bitfinex platform status values
// When the platform is marked in maintenance mode bots should stop trading
// activity. Cancelling orders will be still possible.
bitfinexMaintenanceMode = 0
bitfinexOperativeMode = 1
)
// Bitfinex is the overarching type across the bitfinex package
// Notes: Bitfinex has added a rate limit to the number of REST requests.
// Rate limit policy can vary in a range of 10 to 90 requests per minute
// depending on some factors (e.g. servers load, endpoint, etc.).
type Bitfinex struct {
exchange.Base
WebsocketConn *wshandler.WebsocketConnection
WebsocketSubdChannels map[int]WebsocketChanInfo
}
// SetDefaults sets the basic defaults for bitfinex
func (b *Bitfinex) SetDefaults() {
b.Name = "Bitfinex"
b.Enabled = false
b.Verbose = false
b.RESTPollingDelay = 10
b.WebsocketSubdChannels = make(map[int]WebsocketChanInfo)
b.APIWithdrawPermissions = exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.AutoWithdrawFiatWithAPIPermission
b.RequestCurrencyPairFormat.Delimiter = ""
b.RequestCurrencyPairFormat.Uppercase = true
b.ConfigCurrencyPairFormat.Delimiter = ""
b.ConfigCurrencyPairFormat.Uppercase = true
b.AssetTypes = []string{ticker.Spot}
b.SupportsAutoPairUpdating = true
b.SupportsRESTTickerBatching = true
b.Requester = request.New(b.Name,
request.NewRateLimit(time.Second*60, bitfinexAuthRate),
request.NewRateLimit(time.Second*60, bitfinexUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
b.APIUrlDefault = bitfinexAPIURLBase
b.APIUrl = b.APIUrlDefault
b.Websocket = wshandler.New()
b.Websocket.Functionality = wshandler.WebsocketTickerSupported |
wshandler.WebsocketTradeDataSupported |
wshandler.WebsocketOrderbookSupported |
wshandler.WebsocketSubscribeSupported |
wshandler.WebsocketUnsubscribeSupported |
wshandler.WebsocketAuthenticatedEndpointsSupported
b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in the supplied exchange configuration details and sets params
func (b *Bitfinex) Setup(exch *config.ExchangeConfig) {
if !exch.Enabled {
b.SetEnabled(false)
} else {
b.Enabled = true
b.AuthenticatedAPISupport = exch.AuthenticatedAPISupport
b.AuthenticatedWebsocketAPISupport = exch.AuthenticatedWebsocketAPISupport
b.SetAPIKeys(exch.APIKey, exch.APISecret, "", false)
b.SetHTTPClientTimeout(exch.HTTPTimeout)
b.SetHTTPClientUserAgent(exch.HTTPUserAgent)
b.RESTPollingDelay = exch.RESTPollingDelay
b.Verbose = exch.Verbose
b.HTTPDebugging = exch.HTTPDebugging
b.Websocket.SetWsStatusAndConnection(exch.Websocket)
b.BaseCurrencies = exch.BaseCurrencies
b.AvailablePairs = exch.AvailablePairs
b.EnabledPairs = exch.EnabledPairs
err := b.SetCurrencyPairFormat()
if err != nil {
log.Fatal(err)
}
err = b.SetAssetTypes()
if err != nil {
log.Fatal(err)
}
err = b.SetAutoPairDefaults()
if err != nil {
log.Fatal(err)
}
err = b.SetAPIURL(exch)
if err != nil {
log.Fatal(err)
}
err = b.SetClientProxyAddress(exch.ProxyAddress)
if err != nil {
log.Fatal(err)
}
err = b.Websocket.Setup(b.WsConnect,
b.Subscribe,
b.Unsubscribe,
exch.Name,
exch.Websocket,
exch.Verbose,
bitfinexWebsocket,
exch.WebsocketURL,
exch.AuthenticatedWebsocketAPISupport)
if err != nil {
log.Fatal(err)
}
b.WebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: b.Name,
URL: b.Websocket.GetWebsocketURL(),
ProxyURL: b.Websocket.GetProxyAddress(),
Verbose: b.Verbose,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
}
b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
b.Websocket.Orderbook.Setup(
exch.WebsocketOrderbookBufferLimit,
true,
false,
false,
false,
exch.Name)
}
}
// GetPlatformStatus returns the Bifinex platform status
func (b *Bitfinex) GetPlatformStatus() (int, error) {
var response []interface{}
path := fmt.Sprintf("%s/v%s/%s", b.APIUrl, bitfinexAPIVersion2,
bitfinexPlatformStatus)
err := b.SendHTTPRequest(path, &response, b.Verbose)
if err != nil {
return 0, err
}
if (len(response)) != 1 {
return 0, errors.New("unexpected platform status value")
}
return int(response[0].(float64)), nil
}
// GetLatestSpotPrice returns latest spot price of symbol
//
// symbol: string of currency pair
func (b *Bitfinex) GetLatestSpotPrice(symbol string) (float64, error) {
res, err := b.GetTicker(symbol)
if err != nil {
return 0, err
}
return res.Mid, nil
}
// GetTicker returns ticker information
func (b *Bitfinex) GetTicker(symbol string) (Ticker, error) {
response := Ticker{}
path := common.EncodeURLValues(b.APIUrl+bitfinexAPIVersion+bitfinexTicker+symbol,
url.Values{})
if err := b.SendHTTPRequest(path, &response, b.Verbose); err != nil {
return response, err
}
if response.Message != "" {
return response, errors.New(response.Message)
}
return response, nil
}
// GetTickerV2 returns ticker information
func (b *Bitfinex) GetTickerV2(symb string) (Tickerv2, error) {
var response []interface{}
var tick Tickerv2
path := fmt.Sprintf("%s/v%s/%s/%s",
b.APIUrl,
bitfinexAPIVersion2,
bitfinexTickerV2,
symb)
err := b.SendHTTPRequest(path, &response, b.Verbose)
if err != nil {
return tick, err
}
if len(response) > 10 {
tick.FlashReturnRate = response[0].(float64)
tick.Bid = response[1].(float64)
tick.BidSize = response[2].(float64)
tick.BidPeriod = int64(response[3].(float64))
tick.Ask = response[4].(float64)
tick.AskSize = response[5].(float64)
tick.AskPeriod = int64(response[6].(float64))
tick.DailyChange = response[7].(float64)
tick.DailyChangePerc = response[8].(float64)
tick.Last = response[9].(float64)
tick.Volume = response[10].(float64)
tick.High = response[11].(float64)
tick.Low = response[12].(float64)
} else {
tick.Bid = response[0].(float64)
tick.BidSize = response[1].(float64)
tick.Ask = response[2].(float64)
tick.AskSize = response[3].(float64)
tick.DailyChange = response[4].(float64)
tick.DailyChangePerc = response[5].(float64)
tick.Last = response[6].(float64)
tick.Volume = response[7].(float64)
tick.High = response[8].(float64)
tick.Low = response[9].(float64)
}
return tick, nil
}
// GetTickersV2 returns ticker information for multiple symbols
func (b *Bitfinex) GetTickersV2(symbols string) ([]Tickersv2, error) {
var response [][]interface{}
var tickers []Tickersv2
v := url.Values{}
v.Set("symbols", symbols)
path := common.EncodeURLValues(fmt.Sprintf("%s/v%s/%s",
b.APIUrl,
bitfinexAPIVersion2,
bitfinexTickersV2), v)
err := b.SendHTTPRequest(path, &response, b.Verbose)
if err != nil {
return nil, err
}
for x := range response {
var tick Tickersv2
data := response[x]
if len(data) > 11 {
tick.Symbol = data[0].(string)
tick.FlashReturnRate = data[1].(float64)
tick.Bid = data[2].(float64)
tick.BidSize = data[3].(float64)
tick.BidPeriod = int64(data[4].(float64))
tick.Ask = data[5].(float64)
tick.AskSize = data[6].(float64)
tick.AskPeriod = int64(data[7].(float64))
tick.DailyChange = data[8].(float64)
tick.DailyChangePerc = data[9].(float64)
tick.Last = data[10].(float64)
tick.Volume = data[11].(float64)
tick.High = data[12].(float64)
tick.Low = data[13].(float64)
} else {
tick.Symbol = data[0].(string)
tick.Bid = data[1].(float64)
tick.BidSize = data[2].(float64)
tick.Ask = data[3].(float64)
tick.AskSize = data[4].(float64)
tick.DailyChange = data[5].(float64)
tick.DailyChangePerc = data[6].(float64)
tick.Last = data[7].(float64)
tick.Volume = data[8].(float64)
tick.High = data[9].(float64)
tick.Low = data[10].(float64)
}
tickers = append(tickers, tick)
}
return tickers, nil
}
// GetStats returns various statistics about the requested pair
func (b *Bitfinex) GetStats(symbol string) ([]Stat, error) {
var response []Stat
path := fmt.Sprint(b.APIUrl + bitfinexAPIVersion + bitfinexStats + symbol)
return response, b.SendHTTPRequest(path, &response, b.Verbose)
}
// GetFundingBook the entire margin funding book for both bids and asks sides
// per currency string
// symbol - example "USD"
func (b *Bitfinex) GetFundingBook(symbol string) (FundingBook, error) {
response := FundingBook{}
path := fmt.Sprint(b.APIUrl + bitfinexAPIVersion + bitfinexLendbook + symbol)
if err := b.SendHTTPRequest(path, &response, b.Verbose); err != nil {
return response, err
}
if response.Message != "" {
return response, errors.New(response.Message)
}
return response, nil
}
// GetOrderbook retieves the orderbook bid and ask price points for a currency
// pair - By default the response will return 25 bid and 25 ask price points.
// CurrencyPair - Example "BTCUSD"
// Values can contain limit amounts for both the asks and bids - Example
// "limit_bids" = 1000
func (b *Bitfinex) GetOrderbook(currencyPair string, values url.Values) (Orderbook, error) {
response := Orderbook{}
path := common.EncodeURLValues(
b.APIUrl+bitfinexAPIVersion+bitfinexOrderbook+currencyPair,
values,
)
return response, b.SendHTTPRequest(path, &response, b.Verbose)
}
// GetOrderbookV2 retieves the orderbook bid and ask price points for a currency
// pair - By default the response will return 25 bid and 25 ask price points.
// symbol - Example "tBTCUSD"
// precision - P0,P1,P2,P3,R0
// Values can contain limit amounts for both the asks and bids - Example
// "len" = 1000
func (b *Bitfinex) GetOrderbookV2(symbol, precision string, values url.Values) (OrderbookV2, error) {
var response [][]interface{}
var book OrderbookV2
path := common.EncodeURLValues(fmt.Sprintf("%s/v%s/%s/%s/%s", b.APIUrl,
bitfinexAPIVersion2, bitfinexOrderbookV2, symbol, precision), values)
err := b.SendHTTPRequest(path, &response, b.Verbose)
if err != nil {
return book, err
}
for x := range response {
data := response[x]
bookItem := BookV2{}
if len(data) > 3 {
bookItem.Rate = data[0].(float64)
bookItem.Price = data[1].(float64)
bookItem.Count = int64(data[2].(float64))
bookItem.Amount = data[3].(float64)
} else {
bookItem.Price = data[0].(float64)
bookItem.Count = int64(data[1].(float64))
bookItem.Amount = data[2].(float64)
}
if symbol[0] == 't' {
if bookItem.Amount > 0 {
book.Bids = append(book.Bids, bookItem)
} else {
book.Asks = append(book.Asks, bookItem)
}
} else {
if bookItem.Amount > 0 {
book.Asks = append(book.Asks, bookItem)
} else {
book.Bids = append(book.Bids, bookItem)
}
}
}
return book, nil
}
// GetTrades returns a list of the most recent trades for the given curencyPair
// By default the response will return 100 trades
// CurrencyPair - Example "BTCUSD"
// Values can contain limit amounts for the number of trades returned - Example
// "limit_trades" = 1000
func (b *Bitfinex) GetTrades(currencyPair string, values url.Values) ([]TradeStructure, error) {
var response []TradeStructure
path := common.EncodeURLValues(
b.APIUrl+bitfinexAPIVersion+bitfinexTrades+currencyPair,
values,
)
return response, b.SendHTTPRequest(path, &response, b.Verbose)
}
// GetTradesV2 uses the V2 API to get historic trades that occurred on the
// exchange
//
// currencyPair e.g. "tBTCUSD" v2 prefixes currency pairs with t. (?)
// timestampStart is an int64 unix epoch time
// timestampEnd is an int64 unix epoch time, make sure this is always there or
// you will get the most recent trades.
// reOrderResp reorders the returned data.
func (b *Bitfinex) GetTradesV2(currencyPair string, timestampStart, timestampEnd int64, reOrderResp bool) ([]TradeStructureV2, error) {
var resp [][]interface{}
var actualHistory []TradeStructureV2
path := fmt.Sprintf(bitfinexTradesV2,
currencyPair,
strconv.FormatInt(timestampStart, 10),
strconv.FormatInt(timestampEnd, 10))
err := b.SendHTTPRequest(path, &resp, b.Verbose)
if err != nil {
return actualHistory, err
}
var tempHistory TradeStructureV2
for _, data := range resp {
tempHistory.TID = int64(data[0].(float64))
tempHistory.Timestamp = int64(data[1].(float64))
tempHistory.Amount = data[2].(float64)
tempHistory.Price = data[3].(float64)
tempHistory.Exchange = b.Name
tempHistory.Type = "BUY"
if tempHistory.Amount < 0 {
tempHistory.Type = "SELL"
tempHistory.Amount *= -1
}
actualHistory = append(actualHistory, tempHistory)
}
// re-order index
if reOrderResp {
orderedHistory := make([]TradeStructureV2, len(actualHistory))
for i, quickRange := range actualHistory {
orderedHistory[len(actualHistory)-i-1] = quickRange
}
return orderedHistory, nil
}
return actualHistory, nil
}
// GetLendbook returns a list of the most recent funding data for the given
// currency: total amount provided and Flash Return Rate (in % by 365 days) over
// time
// Symbol - example "USD"
func (b *Bitfinex) GetLendbook(symbol string, values url.Values) (Lendbook, error) {
response := Lendbook{}
if len(symbol) == 6 {
symbol = symbol[:3]
}
path := common.EncodeURLValues(b.APIUrl+bitfinexAPIVersion+bitfinexLendbook+symbol,
values)
return response, b.SendHTTPRequest(path, &response, b.Verbose)
}
// GetLends returns a list of the most recent funding data for the given
// currency: total amount provided and Flash Return Rate (in % by 365 days)
// over time
// Symbol - example "USD"
func (b *Bitfinex) GetLends(symbol string, values url.Values) ([]Lends, error) {
var response []Lends
path := common.EncodeURLValues(b.APIUrl+bitfinexAPIVersion+bitfinexLends+symbol,
values)
return response, b.SendHTTPRequest(path, &response, b.Verbose)
}
// GetSymbols returns the available currency pairs on the exchange
func (b *Bitfinex) GetSymbols() ([]string, error) {
var products []string
path := fmt.Sprint(b.APIUrl + bitfinexAPIVersion + bitfinexSymbols)
return products, b.SendHTTPRequest(path, &products, b.Verbose)
}
// GetSymbolsDetails a list of valid symbol IDs and the pair details
func (b *Bitfinex) GetSymbolsDetails() ([]SymbolDetails, error) {
var response []SymbolDetails
path := fmt.Sprint(b.APIUrl + bitfinexAPIVersion + bitfinexSymbolsDetails)
return response, b.SendHTTPRequest(path, &response, b.Verbose)
}
// GetAccountInformation returns information about your account incl. trading
// fees
func (b *Bitfinex) GetAccountInformation() ([]AccountInfo, error) {
var responses []AccountInfo
return responses, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexAccountInfo, nil, &responses)
}
// GetAccountFees - Gets all fee rates for all currencies
func (b *Bitfinex) GetAccountFees() (AccountFees, error) {
response := AccountFees{}
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexAccountFees, nil, &response)
}
// GetAccountSummary returns a 30-day summary of your trading volume and return
// on margin funding
func (b *Bitfinex) GetAccountSummary() (AccountSummary, error) {
response := AccountSummary{}
return response,
b.SendAuthenticatedHTTPRequest(
http.MethodPost, bitfinexAccountSummary, nil, &response,
)
}
// NewDeposit returns a new deposit address
// Method - Example methods accepted: “bitcoin”, “litecoin”, “ethereum”,
// “tethers", "ethereumc", "zcash", "monero", "iota", "bcash"
// WalletName - accepted: “trading”, “exchange”, “deposit”
// renew - Default is 0. If set to 1, will return a new unused deposit address
func (b *Bitfinex) NewDeposit(method, walletName string, renew int) (DepositResponse, error) {
response := DepositResponse{}
req := make(map[string]interface{})
req["method"] = method
req["wallet_name"] = walletName
req["renew"] = renew
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexDeposit,
req,
&response)
}
// GetKeyPermissions checks the permissions of the key being used to generate
// this request.
func (b *Bitfinex) GetKeyPermissions() (KeyPermissions, error) {
response := KeyPermissions{}
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexKeyPermissions, nil, &response)
}
// GetMarginInfo shows your trading wallet information for margin trading
func (b *Bitfinex) GetMarginInfo() ([]MarginInfo, error) {
var response []MarginInfo
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexMarginInfo, nil, &response)
}
// GetAccountBalance returns full wallet balance information
func (b *Bitfinex) GetAccountBalance() ([]Balance, error) {
var response []Balance
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexBalances, nil, &response)
}
// WalletTransfer move available balances between your wallets
// Amount - Amount to move
// Currency - example "BTC"
// WalletFrom - example "exchange"
// WalletTo - example "deposit"
func (b *Bitfinex) WalletTransfer(amount float64, currency, walletFrom, walletTo string) ([]WalletTransfer, error) {
var response []WalletTransfer
req := make(map[string]interface{})
req["amount"] = amount
req["currency"] = currency
req["walletfrom"] = walletFrom
req["walletTo"] = walletTo
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexTransfer,
req,
&response)
}
// WithdrawCryptocurrency requests a withdrawal from one of your wallets.
// For FIAT, use WithdrawFIAT
func (b *Bitfinex) WithdrawCryptocurrency(withdrawType, wallet, address, paymentID string, amount float64, c currency.Code) ([]Withdrawal, error) {
var response []Withdrawal
req := make(map[string]interface{})
req["withdraw_type"] = withdrawType
req["walletselected"] = wallet
req["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
req["address"] = address
if c == currency.XMR {
req["paymend_id"] = paymentID
}
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexWithdrawal,
req,
&response)
}
// WithdrawFIAT Sends an authenticated request to withdraw FIAT currency
func (b *Bitfinex) WithdrawFIAT(withdrawalType, walletType string, withdrawRequest *exchange.WithdrawRequest) ([]Withdrawal, error) {
var response []Withdrawal
req := make(map[string]interface{})
req["withdraw_type"] = withdrawalType
req["walletselected"] = walletType
req["amount"] = strconv.FormatFloat(withdrawRequest.Amount, 'f', -1, 64)
req["account_name"] = withdrawRequest.BankAccountName
req["account_number"] = strconv.FormatFloat(withdrawRequest.BankAccountNumber, 'f', -1, 64)
req["bank_name"] = withdrawRequest.BankName
req["bank_address"] = withdrawRequest.BankAddress
req["bank_city"] = withdrawRequest.BankCity
req["bank_country"] = withdrawRequest.BankCountry
req["expressWire"] = withdrawRequest.IsExpressWire
req["swift"] = withdrawRequest.SwiftCode
req["detail_payment"] = withdrawRequest.Description
req["currency"] = withdrawRequest.WireCurrency
req["account_address"] = withdrawRequest.BankAddress
if withdrawRequest.RequiresIntermediaryBank {
req["intermediary_bank_name"] = withdrawRequest.IntermediaryBankName
req["intermediary_bank_address"] = withdrawRequest.IntermediaryBankAddress
req["intermediary_bank_city"] = withdrawRequest.IntermediaryBankCity
req["intermediary_bank_country"] = withdrawRequest.IntermediaryBankCountry
req["intermediary_bank_account"] = strconv.FormatFloat(withdrawRequest.IntermediaryBankAccountNumber, 'f', -1, 64)
req["intermediary_bank_swift"] = withdrawRequest.IntermediarySwiftCode
}
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost, bitfinexWithdrawal, req, &response)
}
// NewOrder submits a new order and returns a order information
// Major Upgrade needed on this function to include all query params
func (b *Bitfinex) NewOrder(currencyPair string, amount, price float64, buy bool, orderType string, hidden bool) (Order, error) {
response := Order{}
req := make(map[string]interface{})
req["symbol"] = currencyPair
req["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
req["price"] = strconv.FormatFloat(price, 'f', -1, 64)
req["exchange"] = "bitfinex"
req["type"] = orderType
req["is_hidden"] = hidden
if buy {
req["side"] = "buy"
} else {
req["side"] = "sell"
}
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderNew,
req,
&response)
}
// NewOrderMulti allows several new orders at once
func (b *Bitfinex) NewOrderMulti(orders []PlaceOrder) (OrderMultiResponse, error) {
response := OrderMultiResponse{}
req := make(map[string]interface{})
req["orders"] = orders
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderNewMulti,
req,
&response)
}
// CancelExistingOrder cancels a single order by OrderID
func (b *Bitfinex) CancelExistingOrder(orderID int64) (Order, error) {
response := Order{}
req := make(map[string]interface{})
req["order_id"] = orderID
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderCancel,
req,
&response)
}
// CancelMultipleOrders cancels multiple orders
func (b *Bitfinex) CancelMultipleOrders(orderIDs []int64) (string, error) {
response := GenericResponse{}
req := make(map[string]interface{})
req["order_ids"] = orderIDs
return response.Result,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderCancelMulti,
req,
nil)
}
// CancelAllExistingOrders cancels all active and open orders
func (b *Bitfinex) CancelAllExistingOrders() (string, error) {
response := GenericResponse{}
return response.Result,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderCancelAll,
nil,
nil)
}
// ReplaceOrder replaces an older order with a new order
func (b *Bitfinex) ReplaceOrder(orderID int64, symbol string, amount, price float64, buy bool, orderType string, hidden bool) (Order, error) {
response := Order{}
req := make(map[string]interface{})
req["order_id"] = orderID
req["symbol"] = symbol
req["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
req["price"] = strconv.FormatFloat(price, 'f', -1, 64)
req["exchange"] = "bitfinex"
req["type"] = orderType
req["is_hidden"] = hidden
if buy {
req["side"] = "buy"
} else {
req["side"] = "sell"
}
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderCancelReplace,
req,
&response)
}
// GetOrderStatus returns order status information
func (b *Bitfinex) GetOrderStatus(orderID int64) (Order, error) {
orderStatus := Order{}
req := make(map[string]interface{})
req["order_id"] = orderID
return orderStatus,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderStatus,
req,
&orderStatus)
}
// GetInactiveOrders returns order status information
func (b *Bitfinex) GetInactiveOrders() ([]Order, error) {
var response []Order
req := make(map[string]interface{})
req["limit"] = "100"
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexInactiveOrders,
req,
&response)
}
// GetOpenOrders returns all active orders and statuses
func (b *Bitfinex) GetOpenOrders() ([]Order, error) {
var response []Order
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrders,
nil,
&response)
}
// GetActivePositions returns an array of active positions
func (b *Bitfinex) GetActivePositions() ([]Position, error) {
var response []Position
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexPositions,
nil,
&response)
}
// ClaimPosition allows positions to be claimed
func (b *Bitfinex) ClaimPosition(positionID int) (Position, error) {
response := Position{}
req := make(map[string]interface{})
req["position_id"] = positionID
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexClaimPosition,
nil,
nil)
}
// GetBalanceHistory returns balance history for the account
func (b *Bitfinex) GetBalanceHistory(symbol string, timeSince, timeUntil time.Time, limit int, wallet string) ([]BalanceHistory, error) {
var response []BalanceHistory
req := make(map[string]interface{})
req["currency"] = symbol
if !timeSince.IsZero() {
req["since"] = timeSince
}
if !timeUntil.IsZero() {
req["until"] = timeUntil
}
if limit > 0 {
req["limit"] = limit
}
if len(wallet) > 0 {
req["wallet"] = wallet
}
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexHistory,
req,
&response)
}
// GetMovementHistory returns an array of past deposits and withdrawals
func (b *Bitfinex) GetMovementHistory(symbol, method string, timeSince, timeUntil time.Time, limit int) ([]MovementHistory, error) {
var response []MovementHistory
req := make(map[string]interface{})
req["currency"] = symbol
if len(method) > 0 {
req["method"] = method
}
if !timeSince.IsZero() {
req["since"] = timeSince
}
if !timeUntil.IsZero() {
req["until"] = timeUntil
}
if limit > 0 {
req["limit"] = limit
}
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexHistoryMovements,
req,
&response)
}
// GetTradeHistory returns past executed trades
func (b *Bitfinex) GetTradeHistory(currencyPair string, timestamp, until time.Time, limit, reverse int) ([]TradeHistory, error) {
var response []TradeHistory
req := make(map[string]interface{})
req["currency"] = currencyPair
req["timestamp"] = timestamp
if !until.IsZero() {
req["until"] = until
}
if limit > 0 {
req["limit"] = limit
}
if reverse > 0 {
req["reverse"] = reverse
}
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexTradeHistory,
req,
&response)
}
// NewOffer submits a new offer
func (b *Bitfinex) NewOffer(symbol string, amount, rate float64, period int64, direction string) (Offer, error) {
response := Offer{}
req := make(map[string]interface{})
req["currency"] = symbol
req["amount"] = amount
req["rate"] = rate
req["period"] = period
req["direction"] = direction
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOfferNew,
req,
&response)
}
// CancelOffer cancels offer by offerID
func (b *Bitfinex) CancelOffer(offerID int64) (Offer, error) {
response := Offer{}
req := make(map[string]interface{})
req["offer_id"] = offerID
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOfferCancel,
req,
&response)
}
// GetOfferStatus checks offer status whether it has been cancelled, execute or
// is still active
func (b *Bitfinex) GetOfferStatus(offerID int64) (Offer, error) {
response := Offer{}
req := make(map[string]interface{})
req["offer_id"] = offerID
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderStatus,
req,
&response)
}
// GetActiveCredits returns all available credits
func (b *Bitfinex) GetActiveCredits() ([]Offer, error) {
var response []Offer
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexActiveCredits,
nil,
&response)
}
// GetActiveOffers returns all current active offers
func (b *Bitfinex) GetActiveOffers() ([]Offer, error) {
var response []Offer
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOffers,
nil,
&response)
}
// GetActiveMarginFunding returns an array of active margin funds
func (b *Bitfinex) GetActiveMarginFunding() ([]MarginFunds, error) {
var response []MarginFunds
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexMarginActiveFunds,
nil,
&response)
}
// GetUnusedMarginFunds returns an array of funding borrowed but not currently
// used
func (b *Bitfinex) GetUnusedMarginFunds() ([]MarginFunds, error) {
var response []MarginFunds
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexMarginUnusedFunds,
nil,
&response)
}
// GetMarginTotalTakenFunds returns an array of active funding used in a
// position
func (b *Bitfinex) GetMarginTotalTakenFunds() ([]MarginTotalTakenFunds, error) {
var response []MarginTotalTakenFunds
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexMarginTotalFunds,
nil,
&response)
}
// CloseMarginFunding closes an unused or used taken fund
func (b *Bitfinex) CloseMarginFunding(swapID int64) (Offer, error) {
response := Offer{}
req := make(map[string]interface{})
req["swap_id"] = swapID
return response,
b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexMarginClose,
req,
&response)
}
// SendHTTPRequest sends an unauthenticated request
func (b *Bitfinex) SendHTTPRequest(path string, result interface{}, verbose bool) error {
return b.SendPayload(http.MethodGet,
path,
nil,
nil,
result,
false,
false,
verbose,
b.HTTPDebugging,
b.HTTPRecording)
}
// SendAuthenticatedHTTPRequest sends an autheticated http request and json
// unmarshals result to a supplied variable
func (b *Bitfinex) SendAuthenticatedHTTPRequest(method, path string, params map[string]interface{}, result interface{}) error {
if !b.AuthenticatedAPISupport {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet,
b.Name)
}
n := b.Requester.GetNonce(true)
req := make(map[string]interface{})
req["request"] = fmt.Sprintf("%s%s", bitfinexAPIVersion, path)
req["nonce"] = n.String()
for key, value := range params {
req[key] = value
}
PayloadJSON, err := common.JSONEncode(req)
if err != nil {
return errors.New("sendAuthenticatedAPIRequest: unable to JSON request")
}
if b.Verbose {
log.Debugf("Request JSON: %s\n", PayloadJSON)
}
PayloadBase64 := common.Base64Encode(PayloadJSON)
hmac := common.GetHMAC(common.HashSHA512_384, []byte(PayloadBase64),
[]byte(b.APISecret))
headers := make(map[string]string)
headers["X-BFX-APIKEY"] = b.APIKey
headers["X-BFX-PAYLOAD"] = PayloadBase64
headers["X-BFX-SIGNATURE"] = common.HexEncodeToString(hmac)
return b.SendPayload(method,
b.APIUrl+bitfinexAPIVersion+path,
headers,
nil,
result,
true,
true,
b.Verbose,
b.HTTPDebugging,
b.HTTPRecording)
}
// GetFee returns an estimate of fee based on type of transaction
func (b *Bitfinex) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
accountInfos, err := b.GetAccountInformation()
if err != nil {
return 0, err
}
fee, err = b.CalculateTradingFee(accountInfos,
feeBuilder.PurchasePrice,
feeBuilder.Amount,
feeBuilder.Pair.Base,
feeBuilder.IsMaker)
if err != nil {
return 0, err
}
case exchange.CyptocurrencyDepositFee:
//TODO: fee is charged when < $1000USD is transferred, need to infer value in some way
fee = 0
case exchange.CryptocurrencyWithdrawalFee:
accountFees, err := b.GetAccountFees()
if err != nil {
return 0, err
}
fee, err = b.GetCryptocurrencyWithdrawalFee(feeBuilder.Pair.Base,
accountFees)
if err != nil {
return 0, err
}
case exchange.InternationalBankDepositFee:
fee = getInternationalBankDepositFee(feeBuilder.Amount)
case exchange.InternationalBankWithdrawalFee:
fee = getInternationalBankWithdrawalFee(feeBuilder.Amount)
case exchange.OfflineTradeFee:
fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
// getOfflineTradeFee calculates the worst case-scenario trading fee
// does not require an API request, requires manual updating
func getOfflineTradeFee(price, amount float64) float64 {
return 0.001 * price * amount
}
// GetCryptocurrencyWithdrawalFee returns an estimate of fee based on type of transaction
func (b *Bitfinex) GetCryptocurrencyWithdrawalFee(c currency.Code, accountFees AccountFees) (fee float64, err error) {
switch result := accountFees.Withdraw[c.String()].(type) {
case string:
fee, err = strconv.ParseFloat(result, 64)
if err != nil {
return 0, err
}
case float64:
fee = result
}
return fee, nil
}
func getInternationalBankDepositFee(amount float64) float64 {
return 0.001 * amount
}
func getInternationalBankWithdrawalFee(amount float64) float64 {
return 0.001 * amount
}
// CalculateTradingFee returns an estimate of fee based on type of whether is maker or taker fee
func (b *Bitfinex) CalculateTradingFee(accountInfos []AccountInfo, purchasePrice, amount float64, c currency.Code, isMaker bool) (fee float64, err error) {
for _, i := range accountInfos {
for _, j := range i.Fees {
if c.String() == j.Pairs {
if isMaker {
fee = j.MakerFees
} else {
fee = j.TakerFees
}
break
}
}
if fee > 0 {
break
}
}
return (fee / 100) * purchasePrice * amount, err
}
// ConvertSymbolToWithdrawalType You need to have specific withdrawal types to withdraw from Bitfinex
func (b *Bitfinex) ConvertSymbolToWithdrawalType(c currency.Code) string {
switch c {
case currency.BTC:
return "bitcoin"
case currency.LTC:
return "litecoin"
case currency.ETH:
return "ethereum"
case currency.ETC:
return "ethereumc"
case currency.USDT:
return "tetheruso"
case currency.ZEC:
return "zcash"
case currency.XMR:
return "monero"
case currency.DSH:
return "dash"
case currency.XRP:
return "ripple"
case currency.SAN:
return "santiment"
case currency.OMG:
return "omisego"
case currency.BCH:
return "bcash"
case currency.ETP:
return "metaverse"
case currency.AVT:
return "aventus"
case currency.EDO:
return "eidoo"
case currency.BTG:
return "bgold"
case currency.DATA:
return "datacoin"
case currency.GNT:
return "golem"
case currency.SNT:
return "status"
default:
return c.Lower().String()
}
}
// ConvertSymbolToDepositMethod returns a converted currency deposit method
func (b *Bitfinex) ConvertSymbolToDepositMethod(c currency.Code) (method string, err error) {
switch c {
case currency.BTC:
method = "bitcoin"
case currency.LTC:
method = "litecoin"
case currency.ETH:
method = "ethereum"
case currency.ETC:
method = "ethereumc"
case currency.USDT:
method = "tetheruso"
case currency.ZEC:
method = "zcash"
case currency.XMR:
method = "monero"
case currency.BCH:
method = "bcash"
case currency.MIOTA:
method = "iota"
default:
err = fmt.Errorf("currency %s not supported in method list",
c)
}
return
}