Files
gocryptotrader/exchanges/btcmarkets/btcmarkets_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

891 lines
25 KiB
Go

package btcmarkets
import (
"errors"
"fmt"
"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/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 *BTCMarkets) 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 basic defaults
func (b *BTCMarkets) SetDefaults() {
b.Name = "BTC Markets"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
b.API.CredentialsValidator.RequiresBase64DecodeSecret = true
b.API.Endpoints.URLDefault = btcMarketsAPIURL
b.API.Endpoints.URL = b.API.Endpoints.URLDefault
b.CurrencyPairs = currency.PairsManager{
AssetTypes: asset.Items{
asset.Spot,
},
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Delimiter: "-",
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Delimiter: "-",
Uppercase: true,
},
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
SubmitOrder: true,
UserTradeHistory: true,
CryptoWithdrawal: true,
FiatWithdraw: true,
TradeFee: true,
FiatWithdrawalFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AccountInfo: true,
Subscribe: true,
AuthenticatedEndpoints: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto |
exchange.AutoWithdrawFiat,
Kline: kline.ExchangeCapabilitiesSupported{
DateRanges: true,
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.OneMin.Word(): true,
kline.OneHour.Word(): true,
kline.OneDay.Word(): true,
},
ResultLimit: 1000,
},
},
}
b.Requester = request.New(b.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
b.API.Endpoints.WebsocketURL = btcMarketsWSURL
b.Websocket = wshandler.New()
b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in an exchange configuration and sets all parameters
func (b *BTCMarkets) 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: btcMarketsWSURL,
ExchangeName: exch.Name,
RunningURL: exch.API.Endpoints.WebsocketURL,
Connector: b.WsConnect,
Subscriber: b.Subscribe,
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.Websocket.Orderbook.Setup(
exch.WebsocketOrderbookBufferLimit,
true,
true,
false,
false,
exch.Name)
return nil
}
// Start starts the BTC Markets go routine
func (b *BTCMarkets) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the BTC Markets wrapper
func (b *BTCMarkets) Run() {
if b.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s (url: %s).\n",
b.Name,
common.IsEnabled(b.Websocket.IsEnabled()),
btcMarketsWSURL)
b.PrintEnabledPairs()
}
forceUpdate := false
delim := b.GetPairFormat(asset.Spot, false).Delimiter
if !common.StringDataContains(b.GetEnabledPairs(asset.Spot).Strings(), delim) ||
!common.StringDataContains(b.GetAvailablePairs(asset.Spot).Strings(), delim) {
log.Warnln(log.ExchangeSys, "Available pairs for BTC Markets reset due to config upgrade, please enable the pairs you would like again.")
forceUpdate = true
}
if forceUpdate {
enabledPairs := currency.Pairs{currency.Pair{
Base: currency.BTC.Lower(),
Quote: currency.AUD.Lower(),
Delimiter: delim,
},
}
err := b.UpdatePairs(enabledPairs, asset.Spot, true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update enabled currencies.\n",
b.Name)
}
}
if !b.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err := b.UpdateTradablePairs(forceUpdate)
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 *BTCMarkets) FetchTradablePairs(a asset.Item) ([]string, error) {
if a != asset.Spot {
return nil, fmt.Errorf("asset type of %s is not supported by %s", a, b.Name)
}
markets, err := b.GetMarkets()
if err != nil {
return nil, err
}
var pairs []string
for x := range markets {
pairs = append(pairs, markets[x].MarketID)
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *BTCMarkets) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := b.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
return b.UpdatePairs(currency.NewPairsFromStrings(pairs), asset.Spot, false, forceUpdate)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *BTCMarkets) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
allPairs := b.GetEnabledPairs(assetType)
tickers, err := b.GetTickers(allPairs.Slice())
if err != nil {
return nil, err
}
for x := range tickers {
var resp ticker.Price
resp.Pair = currency.NewPairFromString(tickers[x].MarketID)
resp.Last = tickers[x].LastPrice
resp.High = tickers[x].High24h
resp.Low = tickers[x].Low24h
resp.Bid = tickers[x].BestBID
resp.Ask = tickers[x].BestAsk
resp.Volume = tickers[x].Volume
resp.LastUpdated = time.Now()
err = ticker.ProcessTicker(b.Name, &resp, assetType)
if err != nil {
return nil, err
}
}
return ticker.GetTicker(b.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (b *BTCMarkets) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(b.Name, p, assetType)
if err != nil {
return b.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (b *BTCMarkets) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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 *BTCMarkets) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
orderBook := new(orderbook.Base)
tempResp, err := b.GetOrderbook(b.FormatExchangeCurrency(p, assetType).String(), 2)
if err != nil {
return orderBook, err
}
for x := range tempResp.Bids {
orderBook.Bids = append(orderBook.Bids, orderbook.Item{
Amount: tempResp.Bids[x].Volume,
Price: tempResp.Bids[x].Price})
}
for y := range tempResp.Asks {
orderBook.Asks = append(orderBook.Asks, orderbook.Item{
Amount: tempResp.Asks[y].Volume,
Price: tempResp.Asks[y].Price})
}
orderBook.Pair = p
orderBook.ExchangeName = b.Name
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(b.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies
func (b *BTCMarkets) UpdateAccountInfo() (account.Holdings, error) {
var resp account.Holdings
data, err := b.GetAccountBalance()
if err != nil {
return resp, err
}
var acc account.SubAccount
for key := range data {
c := currency.NewCode(data[key].AssetName)
hold := data[key].Locked
total := data[key].Balance
acc.Currencies = append(acc.Currencies,
account.Balance{CurrencyName: c,
TotalValue: total,
Hold: hold})
}
resp.Accounts = append(resp.Accounts, acc)
resp.Exchange = b.Name
err = account.Process(&resp)
if err != nil {
return account.Holdings{}, err
}
return resp, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (b *BTCMarkets) 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 *BTCMarkets) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data within the timeframe provided.
func (b *BTCMarkets) 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 *BTCMarkets) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var resp order.SubmitResponse
if err := s.Validate(); err != nil {
return resp, err
}
if s.Side == order.Sell {
s.Side = order.Ask
}
if s.Side == order.Buy {
s.Side = order.Bid
}
tempResp, err := b.NewOrder(b.FormatExchangeCurrency(s.Pair, asset.Spot).String(),
s.Price,
s.Amount,
s.Type.String(),
s.Side.String(),
s.TriggerPrice,
s.TargetAmount,
"",
false,
"",
s.ClientID)
if err != nil {
return resp, err
}
resp.IsOrderPlaced = true
resp.OrderID = tempResp.OrderID
return resp, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *BTCMarkets) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *BTCMarkets) CancelOrder(o *order.Cancel) error {
_, err := b.RemoveOrder(o.ID)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *BTCMarkets) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
var resp order.CancelAllResponse
tempMap := make(map[string]string)
var orderIDs []string
orders, err := b.GetOrders("", -1, -1, -1, true)
if err != nil {
return resp, err
}
for x := range orders {
orderIDs = append(orderIDs, orders[x].OrderID)
}
splitOrders := common.SplitStringSliceByLimit(orderIDs, 20)
for z := range splitOrders {
tempResp, err := b.CancelBatchOrders(splitOrders[z])
if err != nil {
return resp, err
}
for y := range tempResp.CancelOrders {
tempMap[tempResp.CancelOrders[y].OrderID] = "Success"
}
for z := range tempResp.UnprocessedRequests {
tempMap[tempResp.UnprocessedRequests[z].RequestID] = "Cancellation Failed"
}
}
resp.Status = tempMap
return resp, nil
}
// GetOrderInfo returns information on a current open order
func (b *BTCMarkets) GetOrderInfo(orderID string) (order.Detail, error) {
var resp order.Detail
o, err := b.FetchOrder(orderID)
if err != nil {
return resp, err
}
resp.Exchange = b.Name
resp.ID = orderID
resp.Pair = currency.NewPairFromString(o.MarketID)
resp.Price = o.Price
resp.Date = o.CreationTime
resp.ExecutedAmount = o.Amount - o.OpenAmount
resp.Side = order.Bid
if o.Side == ask {
resp.Side = order.Ask
}
switch o.Type {
case limit:
resp.Type = order.Limit
case market:
resp.Type = order.Market
case stopLimit:
resp.Type = order.Stop
case stop:
resp.Type = order.Stop
case takeProfit:
resp.Type = order.ImmediateOrCancel
default:
resp.Type = order.UnknownType
}
resp.RemainingAmount = o.OpenAmount
switch o.Status {
case orderAccepted:
resp.Status = order.Active
case orderPlaced:
resp.Status = order.Active
case orderPartiallyMatched:
resp.Status = order.PartiallyFilled
case orderFullyMatched:
resp.Status = order.Filled
case orderCancelled:
resp.Status = order.Cancelled
case orderPartiallyCancelled:
resp.Status = order.PartiallyCancelled
case orderFailed:
resp.Status = order.Rejected
default:
resp.Status = order.UnknownStatus
}
return resp, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *BTCMarkets) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
temp, err := b.FetchDepositAddress(strings.ToUpper(cryptocurrency.String()), -1, -1, -1)
if err != nil {
return "", err
}
return temp.Address, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is submitted
func (b *BTCMarkets) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
a, err := b.RequestWithdraw(withdrawRequest.Currency.String(),
withdrawRequest.Amount,
withdrawRequest.Crypto.Address,
"",
"",
"",
"")
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: a.ID,
Status: a.Status,
}, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (b *BTCMarkets) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if withdrawRequest.Currency != currency.AUD {
return nil, errors.New("only aud is supported for withdrawals")
}
a, err := b.RequestWithdraw(withdrawRequest.Currency.String(),
withdrawRequest.Amount,
"",
withdrawRequest.Fiat.Bank.AccountName,
withdrawRequest.Fiat.Bank.AccountNumber,
withdrawRequest.Fiat.Bank.BSBNumber,
withdrawRequest.Fiat.Bank.BankName)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: a.ID,
Status: a.Status,
}, nil
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (b *BTCMarkets) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (b *BTCMarkets) GetWebsocket() (*wshandler.Websocket, error) {
return b.Websocket, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *BTCMarkets) 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 *BTCMarkets) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
if len(req.Pairs) == 0 {
allPairs := b.GetEnabledPairs(asset.Spot)
for a := range allPairs {
req.Pairs = append(req.Pairs,
allPairs[a])
}
}
var resp []order.Detail
for x := range req.Pairs {
tempData, err := b.GetOrders(b.FormatExchangeCurrency(req.Pairs[x], asset.Spot).String(), -1, -1, -1, true)
if err != nil {
return resp, err
}
for y := range tempData {
var tempResp order.Detail
tempResp.Exchange = b.Name
tempResp.Pair = req.Pairs[x]
tempResp.ID = tempData[y].OrderID
tempResp.Side = order.Bid
if tempData[y].Side == ask {
tempResp.Side = order.Ask
}
tempResp.Date = tempData[y].CreationTime
switch tempData[y].Type {
case limit:
tempResp.Type = order.Limit
case market:
tempResp.Type = order.Market
default:
log.Errorf(log.ExchangeSys,
"%s unknown order type %s getting order",
b.Name,
tempData[y].Type)
tempResp.Type = order.UnknownType
}
switch tempData[y].Status {
case orderAccepted:
tempResp.Status = order.Active
case orderPlaced:
tempResp.Status = order.Active
case orderPartiallyMatched:
tempResp.Status = order.PartiallyFilled
default:
log.Errorf(log.ExchangeSys,
"%s unexpected status %s on order %v",
b.Name,
tempData[y].Status,
tempData[y].OrderID)
tempResp.Status = order.UnknownStatus
}
tempResp.Price = tempData[y].Price
tempResp.Amount = tempData[y].Amount
tempResp.ExecutedAmount = tempData[y].Amount - tempData[y].OpenAmount
tempResp.RemainingAmount = tempData[y].OpenAmount
resp = append(resp, tempResp)
}
}
order.FilterOrdersByType(&resp, req.Type)
order.FilterOrdersByTickRange(&resp, req.StartTicks, req.EndTicks)
order.FilterOrdersBySide(&resp, req.Side)
return resp, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *BTCMarkets) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
var resp []order.Detail
var tempResp order.Detail
var tempArray []string
if len(req.Pairs) == 0 {
orders, err := b.GetOrders("", -1, -1, -1, false)
if err != nil {
return resp, err
}
for x := range orders {
tempArray = append(tempArray, orders[x].OrderID)
}
}
for y := range req.Pairs {
orders, err := b.GetOrders(b.FormatExchangeCurrency(req.Pairs[y], asset.Spot).String(), -1, -1, -1, false)
if err != nil {
return resp, err
}
for z := range orders {
tempArray = append(tempArray, orders[z].OrderID)
}
}
splitOrders := common.SplitStringSliceByLimit(tempArray, 50)
for x := range splitOrders {
tempData, err := b.GetBatchTrades(splitOrders[x])
if err != nil {
return resp, err
}
for c := range tempData.Orders {
switch tempData.Orders[c].Status {
case orderFailed:
tempResp.Status = order.Rejected
case orderPartiallyCancelled:
tempResp.Status = order.PartiallyCancelled
case orderCancelled:
tempResp.Status = order.Cancelled
case orderFullyMatched:
tempResp.Status = order.Filled
case orderPartiallyMatched:
continue
case orderPlaced:
continue
case orderAccepted:
continue
}
tempResp.Exchange = b.Name
tempResp.Pair = currency.NewPairFromString(tempData.Orders[c].MarketID)
tempResp.Side = order.Bid
if tempData.Orders[c].Side == ask {
tempResp.Side = order.Ask
}
tempResp.ID = tempData.Orders[c].OrderID
tempResp.Date = tempData.Orders[c].CreationTime
tempResp.Price = tempData.Orders[c].Price
tempResp.ExecutedAmount = tempData.Orders[c].Amount
resp = append(resp, tempResp)
}
}
return resp, nil
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (b *BTCMarkets) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (b *BTCMarkets) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// GetSubscriptions returns a copied list of subscriptions
func (b *BTCMarkets) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return nil, common.ErrFunctionNotSupported
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (b *BTCMarkets) AuthenticateWebsocket() error {
return common.ErrFunctionNotSupported
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (b *BTCMarkets) ValidateCredentials() error {
_, err := b.UpdateAccountInfo()
if err != nil {
if b.CheckTransientError(err) == nil {
return nil
}
// Check for specific auth errors; all other errors can be disregarded
// as this does not affect authenticated requests.
if strings.Contains(err.Error(), "InvalidAPIKey") ||
strings.Contains(err.Error(), "InvalidAuthTimestamp") ||
strings.Contains(err.Error(), "InvalidAuthSignature") ||
strings.Contains(err.Error(), "InsufficientAPIPermission") {
return err
}
}
return nil
}
// FormatExchangeKlineInterval returns Interval to exchange formatted string
func (b *BTCMarkets) FormatExchangeKlineInterval(in kline.Interval) string {
if in == kline.OneDay {
return "1d"
}
return in.Short()
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (b *BTCMarkets) 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.GetMarketCandles(b.FormatExchangeCurrency(pair, a).String(),
b.FormatExchangeKlineInterval(interval),
start,
end,
-1,
-1,
-1)
if err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: b.Name,
Pair: b.FormatExchangeCurrency(pair, a),
Asset: asset.Spot,
Interval: interval,
}
for x := range candles {
var tempTime time.Time
var tempData kline.Candle
tempTime, err = time.Parse(time.RFC3339, candles[x][0])
if err != nil {
return kline.Item{}, err
}
tempData.Time = tempTime
tempData.Open, err = strconv.ParseFloat(candles[x][1], 64)
if err != nil {
return kline.Item{}, err
}
tempData.High, err = strconv.ParseFloat(candles[x][2], 64)
if err != nil {
return kline.Item{}, err
}
tempData.Low, err = strconv.ParseFloat(candles[x][3], 64)
if err != nil {
return kline.Item{}, err
}
tempData.Close, err = strconv.ParseFloat(candles[x][4], 64)
if err != nil {
return kline.Item{}, err
}
tempData.Volume, err = strconv.ParseFloat(candles[x][5], 64)
if err != nil {
return kline.Item{}, err
}
ret.Candles = append(ret.Candles, tempData)
}
ret.SortCandlesByTimestamp(false)
return ret, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (b *BTCMarkets) GetHistoricCandlesExtended(p 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: p,
Asset: a,
Interval: interval,
}
dates := kline.CalcDateRanges(start, end, interval, b.Features.Enabled.Kline.ResultLimit)
for x := range dates {
candles, err := b.GetMarketCandles(p.String(),
b.FormatExchangeKlineInterval(interval),
dates[x].Start, dates[x].End, -1, -1, -1)
if err != nil {
return kline.Item{}, err
}
for i := range candles {
var tempTime time.Time
var tempData kline.Candle
tempTime, err = time.Parse(time.RFC3339, candles[i][0])
if err != nil {
return kline.Item{}, err
}
tempData.Time = tempTime
tempData.Open, err = strconv.ParseFloat(candles[i][1], 64)
if err != nil {
return kline.Item{}, err
}
tempData.High, err = strconv.ParseFloat(candles[i][2], 64)
if err != nil {
return kline.Item{}, err
}
tempData.Low, err = strconv.ParseFloat(candles[i][3], 64)
if err != nil {
return kline.Item{}, err
}
tempData.Close, err = strconv.ParseFloat(candles[i][4], 64)
if err != nil {
return kline.Item{}, err
}
tempData.Volume, err = strconv.ParseFloat(candles[i][5], 64)
if err != nil {
return kline.Item{}, err
}
ret.Candles = append(ret.Candles, tempData)
}
}
ret.SortCandlesByTimestamp(false)
return ret, nil
}