Files
gocryptotrader/exchanges/bitfinex/bitfinex_wrapper.go
Andrew 4a736fb335 (Exchange) Add GetHistoricCandles() & GetHistoricCandlesEx() support to exchanges (#479)
* implemented binance and bitfinex GetHistoricCandles wrapper methods)

* coinbene supported added

* after and before clean up

* gateio wrapper completed

* merged upstream/master

* Added bsaic KlineIntervalSupported() method

* Converted binance fixed test

* WIP

* new KlineConvertToExchangeStandardString method added

* end of day WIP

* WIP

* end of day WIP started migration of trade history

* added kline support to hitbtc huobi lbank

* added exchangehistory to all supported exchanges started work on coinbase 300 candles/request method

* end of day WIP

* removed unused ta and misc changes to flag ready for review

* yobit cleanup

* revert coinbase changES

* general code clean up and added zb support

* poloniex support added

* renamed method to FormatExchangeKlineInterval other misc fixes

* linter fixes

* linter fixes

* removed verbose

* fixed poloniex test coverage

* revert poloniex mock data

* regenerated poloniex mock data

* a very verbose clean up

* binance mock clean up

* removed unneeded t.Log()

* setting verbose to true to debug CI issue

* first pass changes addressed

* common.ErrNotYetImplemented implemented :D

* comments added

* WIP-addressed exchange requests and reverted previous GetExchangeHistory changes

* WIP-addressed exchange requests and reverted previous GetExchangeHistory changes

* increased test coverage added kraken support

* OKGroup support completed started work on address GetExchangeHistory feedback and migrating to own PR under https://github.com/xtda/gocryptotrader/tree/exchange_history

* convert zb ratelimits

* gofmt run on okcoin

* increased delay on rate limit

* gofmt package

* fixed panic with coinbene and bithumb if conversion fails

* very broken end of day WIP

* added support for GetHistoricCandlesEx to coinbase and binance

* gofmt package

* coinbase, btcmarkets, zb ex wrapper function added

* added all exchange support for ex regenerated mock data

* update bithumb to return wrapper method

* gofmt package

* end of day started work on changes

* reworked test coverage added okgroup support general fixes/change requests addressed

* Added OneMonth

* limit checks on supportedexchanges

* reverted getexchangehistory

* reworked binance tesT

* added workaround for kraken panic

* renamed command to extended removed interval check on non-implemented commands

* added wrapperconfig back

* increased test coverage for FormatExchangeKlineInterval

* WIP

* increased test coverage for FormatExchangeKlineInterval bitfinex/gateio/huobi

* linter fixes

* zb kraken lbank coinbene btcmarkets support added

* removed verbose

* OK group support for other asset types added

* swapped margin to use spot endpoint

* index support added test coverage added for asset types

* added asset type to okcoin test

* gofmt

* add asset to extended method

* removed verbose

* add support for coinbene swap increase test coverage

* removed verbose

* small clean up of okgroup wrapper functions

* verbose to troubleshoot CI issues

* removed verbose

* added error check reverted coinbasechanges

* readme updated

* removed unused start/finish started work on decoupling api requests from kline package

* restructured coinbene, bithumb methods, added bitstamp support

* kraken time fix

* BTCMarkets restructure

* typo fix

* removed test for futures due to contact changing

* added start/end date to extended method over range

* converted to assettranslator

* removed verbose

* removed invalid char

* reverted incorrectly removed return

* added import

* further template updates

* macos hates my keyboard :D

* misc canges

* x -> i

* removed verbose

* updated fixCasing to allocate var before checks

* removed time conversion

* sort all outgoing kline candles

* fixCasing fix

* after/before checks added

* added parallel to test

* logic check on BTCmarkets

* removed unused param, used correct iterator

* converted HitBTC to use time.Time

* add iszero false check to candle times

* updated resultlimit to 5000

* new line added

* added comment to exported const

* use configured ratelimit

* fixed pair for test

* panic fixed WIP on fixCasing

* fixCasing rework, started work on readme docs

* enable rate limiter for wrapper issues tool

* docs updated

* removed err from return and formatted currency

* updated Yobit supported status

* Updated HitBTC to use onehour candles due to test exeuction times

* added further details to gctcli output

* added link to docs

* added link to tempalte

* disable FTX websocket in config_example

* fix poloneix

* regenerated poloniex mock data

* removed recording flag
2020-07-08 10:51:54 +10:00

913 lines
26 KiB
Go

package bitfinex
import (
"errors"
"strconv"
"strings"
"sync"
"time"
"unicode"
"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/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (b *Bitfinex) GetDefaultConfig() (*config.ExchangeConfig, error) {
b.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = b.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = b.BaseCurrencies
err := b.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = b.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for bitfinex
func (b *Bitfinex) SetDefaults() {
b.Name = "Bitfinex"
b.Enabled = true
b.Verbose = true
b.WebsocketSubdChannels = make(map[int]WebsocketChanInfo)
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
b.CurrencyPairs = currency.PairsManager{
AssetTypes: asset.Items{
asset.Spot,
},
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
},
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
FiatWithdraw: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
SubmitOrders: true,
DepositHistory: true,
WithdrawalHistory: true,
TradeFetching: true,
UserTradeHistory: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CryptoDepositFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
AccountBalance: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
ModifyOrder: true,
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AccountInfo: true,
Subscribe: true,
Unsubscribe: true,
AuthenticatedEndpoints: true,
MessageCorrelation: true,
DeadMansSwitch: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.AutoWithdrawFiatWithAPIPermission,
Kline: kline.ExchangeCapabilitiesSupported{
DateRanges: true,
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.OneMin.Word(): true,
kline.ThreeMin.Word(): true,
kline.FiveMin.Word(): true,
kline.FifteenMin.Word(): true,
kline.ThirtyMin.Word(): true,
kline.OneHour.Word(): true,
kline.TwoHour.Word(): true,
kline.FourHour.Word(): true,
kline.SixHour.Word(): true,
kline.TwelveHour.Word(): true,
kline.OneDay.Word(): true,
kline.OneWeek.Word(): true,
kline.TwoWeek.Word(): true,
},
ResultLimit: 10000,
},
},
}
b.Requester = request.New(b.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
b.API.Endpoints.URLDefault = bitfinexAPIURLBase
b.API.Endpoints.URL = b.API.Endpoints.URLDefault
b.API.Endpoints.WebsocketURL = publicBitfinexWebsocketEndpoint
b.Websocket = wshandler.New()
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) error {
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
err := b.SetupDefaults(exch)
if err != nil {
return err
}
err = b.Websocket.Setup(
&wshandler.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: publicBitfinexWebsocketEndpoint,
ExchangeName: exch.Name,
RunningURL: exch.API.Endpoints.WebsocketURL,
Connector: b.WsConnect,
Subscriber: b.Subscribe,
UnSubscriber: b.Unsubscribe,
Features: &b.Features.Supports.WebsocketCapabilities,
})
if err != nil {
return 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.AuthenticatedWebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: b.Name,
URL: authenticatedBitfinexWebsocketEndpoint,
ProxyURL: b.Websocket.GetProxyAddress(),
Verbose: b.Verbose,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
}
b.Websocket.Orderbook.Setup(
exch.WebsocketOrderbookBufferLimit,
false,
false,
false,
true,
exch.Name)
return nil
}
// Start starts the Bitfinex go routine
func (b *Bitfinex) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the Bitfinex wrapper
func (b *Bitfinex) Run() {
if b.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s.",
b.Name,
common.IsEnabled(b.Websocket.IsEnabled()))
b.PrintEnabledPairs()
}
if !b.GetEnabledFeatures().AutoPairUpdates {
return
}
err := b.UpdateTradablePairs(false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s", b.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (b *Bitfinex) FetchTradablePairs(a asset.Item) ([]string, error) {
items, err := b.GetTickerBatch()
if err != nil {
return nil, err
}
var symbols []string
switch a {
case asset.Spot:
for k := range items {
if !strings.HasPrefix(k, "t") {
continue
}
symbols = append(symbols, k[1:])
}
case asset.Margin:
for k := range items {
if !strings.HasPrefix(k, "f") {
continue
}
symbols = append(symbols, k[1:])
}
default:
return nil, errors.New("asset type not supported by this endpoint")
}
return symbols, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *Bitfinex) UpdateTradablePairs(forceUpdate bool) error {
for i := range b.CurrencyPairs.AssetTypes {
pairs, err := b.FetchTradablePairs(b.CurrencyPairs.AssetTypes[i])
if err != nil {
return err
}
err = b.UpdatePairs(currency.NewPairsFromStrings(pairs),
b.CurrencyPairs.AssetTypes[i],
false,
forceUpdate)
if err != nil {
return err
}
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bitfinex) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
enabledPairs := b.GetEnabledPairs(assetType)
tickerNew, err := b.GetTickerBatch()
if err != nil {
return nil, err
}
for k, v := range tickerNew {
if strings.HasPrefix(k, "f") {
continue
}
pair := currency.NewPairFromString(k[1:]) // Remove prefix
if !enabledPairs.Contains(p, true) {
continue
}
tick := ticker.Price{
Last: v.Last,
High: v.High,
Low: v.Low,
Bid: v.Bid,
Ask: v.Ask,
Volume: v.Volume,
Pair: pair,
}
err = ticker.ProcessTicker(b.Name, &tick, assetType)
if err != nil {
log.Error(log.Ticker, err)
}
}
return ticker.GetTicker(b.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (b *Bitfinex) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
b.appendOptionalDelimiter(&p)
tick, err := ticker.GetTicker(b.Name, p, asset.Spot)
if err != nil {
return b.UpdateTicker(p, assetType)
}
return tick, nil
}
// FetchOrderbook returns the orderbook for a currency pair
func (b *Bitfinex) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
b.appendOptionalDelimiter(&p)
ob, err := orderbook.Get(b.Name, p, assetType)
if err != nil {
return b.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bitfinex) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
b.appendOptionalDelimiter(&p)
var prefix = "t"
if assetType == asset.Margin {
prefix = "f"
}
orderbookNew, err := b.GetOrderbook(prefix+p.String(), "P0", 100)
if err != nil {
return nil, err
}
var o orderbook.Base
for x := range orderbookNew.Asks {
o.Asks = append(o.Asks, orderbook.Item{
Price: orderbookNew.Asks[x].Price,
Amount: orderbookNew.Asks[x].Amount,
})
}
for x := range orderbookNew.Bids {
o.Bids = append(o.Bids, orderbook.Item{
Price: orderbookNew.Bids[x].Price,
Amount: orderbookNew.Bids[x].Amount,
})
}
o.Pair = p
o.ExchangeName = b.Name
o.AssetType = assetType
err = o.Process()
if err != nil {
return nil, err
}
return orderbook.Get(b.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies on the
// Bitfinex exchange
func (b *Bitfinex) UpdateAccountInfo() (account.Holdings, error) {
var response account.Holdings
response.Exchange = b.Name
accountBalance, err := b.GetAccountBalance()
if err != nil {
return response, err
}
var Accounts = []account.SubAccount{
{ID: "deposit"},
{ID: "exchange"},
{ID: "trading"},
{ID: "margin"},
{ID: "funding "},
}
for x := range accountBalance {
for i := range Accounts {
if Accounts[i].ID == accountBalance[x].Type {
Accounts[i].Currencies = append(Accounts[i].Currencies,
account.Balance{
CurrencyName: currency.NewCode(accountBalance[x].Currency),
TotalValue: accountBalance[x].Amount,
Hold: accountBalance[x].Amount - accountBalance[x].Available,
})
}
}
}
response.Accounts = Accounts
err = account.Process(&response)
if err != nil {
return account.Holdings{}, err
}
return response, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (b *Bitfinex) FetchAccountInfo() (account.Holdings, error) {
acc, err := account.GetHoldings(b.Name)
if err != nil {
return b.UpdateAccountInfo()
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *Bitfinex) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data within the timeframe provided.
func (b *Bitfinex) GetExchangeHistory(p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (b *Bitfinex) SubmitOrder(o *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
err := o.Validate()
if err != nil {
return submitOrderResponse, err
}
if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
submitOrderResponse.OrderID, err = b.WsNewOrder(&WsNewOrderRequest{
CustomID: b.AuthenticatedWebsocketConn.GenerateMessageID(false),
Type: o.Type.String(),
Symbol: b.FormatExchangeCurrency(o.Pair, asset.Spot).String(),
Amount: o.Amount,
Price: o.Price,
})
if err != nil {
return submitOrderResponse, err
}
} else {
var response Order
isBuying := o.Side == order.Buy
b.appendOptionalDelimiter(&o.Pair)
response, err = b.NewOrder(o.Pair.String(),
o.Type.String(),
o.Amount,
o.Price,
false,
isBuying)
if err != nil {
return submitOrderResponse, err
}
if response.OrderID > 0 {
submitOrderResponse.OrderID = strconv.FormatInt(response.OrderID, 10)
}
if response.RemainingAmount == 0 {
submitOrderResponse.FullyMatched = true
}
submitOrderResponse.IsOrderPlaced = true
}
return submitOrderResponse, err
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bitfinex) ModifyOrder(action *order.Modify) (string, error) {
orderIDInt, err := strconv.ParseInt(action.ID, 10, 64)
if err != nil {
return action.ID, err
}
if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
if action.Side == order.Sell && action.Amount > 0 {
action.Amount = -1 * action.Amount
}
err = b.WsModifyOrder(&WsUpdateOrderRequest{
OrderID: orderIDInt,
Price: action.Price,
Amount: action.Amount,
})
return action.ID, err
}
return "", common.ErrNotYetImplemented
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Bitfinex) CancelOrder(order *order.Cancel) error {
orderIDInt, err := strconv.ParseInt(order.ID, 10, 64)
if err != nil {
return err
}
if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
err = b.WsCancelOrder(orderIDInt)
} else {
_, err = b.CancelExistingOrder(orderIDInt)
}
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *Bitfinex) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
var err error
if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
err = b.WsCancelAllOrders()
} else {
_, err = b.CancelAllExistingOrders()
}
return order.CancelAllResponse{}, err
}
// GetOrderInfo returns information on a current open order
func (b *Bitfinex) GetOrderInfo(orderID string) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *Bitfinex) GetDepositAddress(c currency.Code, accountID string) (string, error) {
if accountID == "" {
accountID = "deposit"
}
method, err := b.ConvertSymbolToDepositMethod(c)
if err != nil {
return "", err
}
resp, err := b.NewDeposit(method, accountID, 0)
return resp.Address, err
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is submitted
func (b *Bitfinex) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
// Bitfinex has support for three types, exchange, margin and deposit
// As this is for trading, I've made the wrapper default 'exchange'
// TODO: Discover an automated way to make the decision for wallet type to withdraw from
walletType := "exchange"
resp, err := b.WithdrawCryptocurrency(walletType,
withdrawRequest.Crypto.Address,
withdrawRequest.Description,
withdrawRequest.Amount,
withdrawRequest.Currency)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: strconv.FormatInt(resp.WithdrawalID, 10),
Status: resp.Status,
}, err
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is submitted
// Returns comma delimited withdrawal IDs
func (b *Bitfinex) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
withdrawalType := "wire"
// Bitfinex has support for three types, exchange, margin and deposit
// As this is for trading, I've made the wrapper default 'exchange'
// TODO: Discover an automated way to make the decision for wallet type to withdraw from
walletType := "exchange"
resp, err := b.WithdrawFIAT(withdrawalType, walletType, withdrawRequest)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: strconv.FormatInt(resp.WithdrawalID, 10),
Status: resp.Status,
}, err
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is submitted
// Returns comma delimited withdrawal IDs
func (b *Bitfinex) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
v, err := b.WithdrawFiatFunds(withdrawRequest)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: v.ID,
Status: v.Status,
}, nil
}
// GetWebsocket returns a pointer to the exchange websocket
func (b *Bitfinex) GetWebsocket() (*wshandler.Websocket, error) {
return b.Websocket, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *Bitfinex) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !b.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return b.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (b *Bitfinex) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
var orders []order.Detail
resp, err := b.GetOpenOrders()
if err != nil {
return nil, err
}
for i := range resp {
orderSide := order.Side(strings.ToUpper(resp[i].Side))
timestamp, err := strconv.ParseInt(resp[i].Timestamp, 10, 64)
if err != nil {
log.Warnf(log.ExchangeSys,
"Unable to convert timestamp '%s', leaving blank",
resp[i].Timestamp)
}
orderDate := time.Unix(timestamp, 0)
orderDetail := order.Detail{
Amount: resp[i].OriginalAmount,
Date: orderDate,
Exchange: b.Name,
ID: strconv.FormatInt(resp[i].OrderID, 10),
Side: orderSide,
Price: resp[i].Price,
RemainingAmount: resp[i].RemainingAmount,
Pair: currency.NewPairFromString(resp[i].Symbol),
ExecutedAmount: resp[i].ExecutedAmount,
}
switch {
case resp[i].IsLive:
orderDetail.Status = order.Active
case resp[i].IsCancelled:
orderDetail.Status = order.Cancelled
case resp[i].IsHidden:
orderDetail.Status = order.Hidden
default:
orderDetail.Status = order.UnknownStatus
}
// API docs discrepancy. Example contains prefixed "exchange "
// Return type suggests “market” / “limit” / “stop” / “trailing-stop”
orderType := strings.Replace(resp[i].Type, "exchange ", "", 1)
if orderType == "trailing-stop" {
orderDetail.Type = order.TrailingStop
} else {
orderDetail.Type = order.Type(strings.ToUpper(orderType))
}
orders = append(orders, orderDetail)
}
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *Bitfinex) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
var orders []order.Detail
resp, err := b.GetInactiveOrders()
if err != nil {
return nil, err
}
for i := range resp {
orderSide := order.Side(strings.ToUpper(resp[i].Side))
timestamp, err := strconv.ParseInt(resp[i].Timestamp, 10, 64)
if err != nil {
log.Warnf(log.ExchangeSys, "Unable to convert timestamp '%v', leaving blank", resp[i].Timestamp)
}
orderDate := time.Unix(timestamp, 0)
orderDetail := order.Detail{
Amount: resp[i].OriginalAmount,
Date: orderDate,
Exchange: b.Name,
ID: strconv.FormatInt(resp[i].OrderID, 10),
Side: orderSide,
Price: resp[i].Price,
RemainingAmount: resp[i].RemainingAmount,
ExecutedAmount: resp[i].ExecutedAmount,
Pair: currency.NewPairFromString(resp[i].Symbol),
}
switch {
case resp[i].IsLive:
orderDetail.Status = order.Active
case resp[i].IsCancelled:
orderDetail.Status = order.Cancelled
case resp[i].IsHidden:
orderDetail.Status = order.Hidden
default:
orderDetail.Status = order.UnknownStatus
}
// API docs discrepency. Example contains prefixed "exchange "
// Return type suggests “market” / “limit” / “stop” / “trailing-stop”
orderType := strings.Replace(resp[i].Type, "exchange ", "", 1)
if orderType == "trailing-stop" {
orderDetail.Type = order.TrailingStop
} else {
orderDetail.Type = order.Type(strings.ToUpper(orderType))
}
orders = append(orders, orderDetail)
}
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
for i := range req.Pairs {
b.appendOptionalDelimiter(&req.Pairs[i])
}
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (b *Bitfinex) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
for i := range channels {
b.appendOptionalDelimiter(&channels[i].Currency)
}
b.Websocket.SubscribeToChannels(channels)
return nil
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (b *Bitfinex) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
for i := range channels {
b.appendOptionalDelimiter(&channels[i].Currency)
}
b.Websocket.RemoveSubscribedChannels(channels)
return nil
}
// GetSubscriptions returns a copied list of subscriptions
func (b *Bitfinex) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return b.Websocket.GetSubscriptions(), nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (b *Bitfinex) AuthenticateWebsocket() error {
return b.WsSendAuth()
}
// appendOptionalDelimiter ensures that a delimiter is present for long character currencies
func (b *Bitfinex) appendOptionalDelimiter(p *currency.Pair) {
if len(p.Quote.String()) > 3 ||
len(p.Base.String()) > 3 {
p.Delimiter = ":"
}
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (b *Bitfinex) ValidateCredentials() error {
_, err := b.UpdateAccountInfo()
return b.CheckTransientError(err)
}
// FormatExchangeKlineInterval returns Interval to exchange formatted string
func (b *Bitfinex) FormatExchangeKlineInterval(in kline.Interval) string {
switch in {
case kline.OneDay:
return "1D"
case kline.OneWeek:
return "7D"
case kline.OneWeek * 2:
return "14D"
default:
return in.Short()
}
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (b *Bitfinex) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if !b.KlineIntervalEnabled(interval) {
return kline.Item{}, kline.ErrorKline{
Interval: interval,
}
}
if kline.TotalCandlesPerInterval(start, end, interval) > b.Features.Enabled.Kline.ResultLimit {
return kline.Item{}, errors.New(kline.ErrRequestExceedsExchangeLimits)
}
candles, err := b.GetCandles(b.fixCasing(pair, a), b.FormatExchangeKlineInterval(interval),
start.Unix()*1000, end.Unix()*1000,
b.Features.Enabled.Kline.ResultLimit, true)
if err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: b.Name,
Pair: pair,
Asset: a,
Interval: interval,
}
for x := range candles {
ret.Candles = append(ret.Candles, kline.Candle{
Time: candles[x].Timestamp,
Open: candles[x].Open,
High: candles[x].Close,
Low: candles[x].Low,
Close: candles[x].Close,
Volume: candles[x].Volume,
})
}
ret.SortCandlesByTimestamp(false)
return ret, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (b *Bitfinex) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if !b.KlineIntervalEnabled(interval) {
return kline.Item{}, kline.ErrorKline{
Interval: interval,
}
}
ret := kline.Item{
Exchange: b.Name,
Pair: pair,
Asset: a,
Interval: interval,
}
dates := kline.CalcDateRanges(start, end, interval, b.Features.Enabled.Kline.ResultLimit)
for x := range dates {
candles, err := b.GetCandles(b.fixCasing(pair, a), b.FormatExchangeKlineInterval(interval),
dates[x].Start.Unix()*1000, dates[x].End.Unix()*1000,
b.Features.Enabled.Kline.ResultLimit, true)
if err != nil {
return kline.Item{}, err
}
for i := range candles {
ret.Candles = append(ret.Candles, kline.Candle{
Time: candles[i].Timestamp,
Open: candles[i].Open,
High: candles[i].Close,
Low: candles[i].Low,
Close: candles[i].Close,
Volume: candles[i].Volume,
})
}
}
ret.SortCandlesByTimestamp(false)
return ret, nil
}
func (b *Bitfinex) fixCasing(in currency.Pair, a asset.Item) string {
var checkString [2]byte
if a == asset.Spot {
checkString[0] = 't'
checkString[1] = 'T'
} else if a == asset.Margin {
checkString[0] = 'f'
checkString[1] = 'F'
}
y := in.Base.String()
if (y[0] != checkString[0] && y[0] != checkString[1]) ||
(y[0] == checkString[1] && y[1] == checkString[1]) || in.Base == currency.TNB {
return string(checkString[0]) + b.FormatExchangeCurrency(in, a).Upper().String()
}
runes := []rune(b.FormatExchangeCurrency(in, a).Upper().String())
runes[0] = unicode.ToLower(runes[0])
return string(runes)
}