Files
gocryptotrader/exchanges/ftx/ftx_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

937 lines
28 KiB
Go

package ftx
import (
"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 (f *FTX) GetDefaultConfig() (*config.ExchangeConfig, error) {
f.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = f.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = f.BaseCurrencies
err := f.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if f.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = f.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for FTX
func (f *FTX) SetDefaults() {
f.Name = "FTX"
f.Enabled = true
f.Verbose = true
f.API.CredentialsValidator.RequiresKey = true
f.API.CredentialsValidator.RequiresSecret = true
f.CurrencyPairs = currency.PairsManager{
AssetTypes: asset.Items{
asset.Spot,
asset.Futures,
},
}
spot := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "/",
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "/",
},
}
futures := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "-",
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "-",
},
}
f.CurrencyPairs.Store(asset.Spot, spot)
f.CurrencyPairs.Store(asset.Futures, futures)
f.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
OrderbookFetching: true,
TradeFetching: true,
Subscribe: true,
Unsubscribe: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.NoAPIWithdrawalMethods,
Kline: kline.ExchangeCapabilitiesSupported{
DateRanges: true,
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.FifteenSecond.Word(): true,
kline.OneMin.Word(): true,
kline.FiveMin.Word(): true,
kline.FifteenMin.Word(): true,
kline.OneHour.Word(): true,
kline.FourHour.Word(): true,
kline.OneDay.Word(): true,
},
ResultLimit: 5000,
},
},
}
f.Requester = request.New(f.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(request.NewBasicRateLimit(ratePeriod, rateLimit)))
f.API.Endpoints.URLDefault = ftxAPIURL
f.API.Endpoints.URL = f.API.Endpoints.URLDefault
f.Websocket = wshandler.New()
f.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
f.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
f.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in the supplied exchange configuration details and sets params
func (f *FTX) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
f.SetEnabled(false)
return nil
}
err := f.SetupDefaults(exch)
if err != nil {
return err
}
err = f.Websocket.Setup(
&wshandler.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: ftxWSURL,
ExchangeName: exch.Name,
RunningURL: exch.API.Endpoints.WebsocketURL,
Connector: f.WsConnect,
Subscriber: f.Subscribe,
UnSubscriber: f.Unsubscribe,
Features: &f.Features.Supports.WebsocketCapabilities,
})
if err != nil {
return err
}
f.WebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: f.Name,
URL: f.Websocket.GetWebsocketURL(),
ProxyURL: f.Websocket.GetProxyAddress(),
Verbose: f.Verbose,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
}
f.Websocket.Orderbook.Setup(
exch.WebsocketOrderbookBufferLimit,
false,
false,
false,
false,
exch.Name)
return nil
}
// Start starts the FTX go routine
func (f *FTX) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
f.Run()
wg.Done()
}()
}
// Run implements the FTX wrapper
func (f *FTX) Run() {
if f.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s.",
f.Name,
common.IsEnabled(f.Websocket.IsEnabled()))
f.PrintEnabledPairs()
}
if !f.GetEnabledFeatures().AutoPairUpdates {
return
}
err := f.UpdateTradablePairs(false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
f.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (f *FTX) FetchTradablePairs(a asset.Item) ([]string, error) {
if !f.SupportsAsset(a) {
return nil, fmt.Errorf("asset type of %s is not supported by %s", a, f.Name)
}
markets, err := f.GetMarkets()
if err != nil {
return nil, err
}
var pairs []string
switch a {
case asset.Spot:
for x := range markets {
if markets[x].MarketType == spotString {
pairs = append(pairs, markets[x].Name)
}
}
case asset.Futures:
for x := range markets {
if markets[x].MarketType == futuresString {
pairs = append(pairs, markets[x].Name)
}
}
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (f *FTX) UpdateTradablePairs(forceUpdate bool) error {
for x := range f.CurrencyPairs.AssetTypes {
pairs, err := f.FetchTradablePairs(f.CurrencyPairs.AssetTypes[x])
if err != nil {
return err
}
err = f.UpdatePairs(currency.NewPairsFromStrings(pairs),
f.CurrencyPairs.AssetTypes[x], false, forceUpdate)
if err != nil {
return err
}
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (f *FTX) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
allPairs := f.GetEnabledPairs(assetType)
if !allPairs.Contains(p, true) {
allPairs = append(allPairs, p)
}
markets, err := f.GetMarkets()
if err != nil {
return nil, err
}
for a := range allPairs {
for x := range markets {
if markets[x].Name != f.FormatExchangeCurrency(allPairs[a], assetType).String() {
continue
}
var resp ticker.Price
resp.Pair = currency.NewPairFromString(markets[x].Name)
resp.Last = markets[x].Last
resp.Bid = markets[x].Bid
resp.Ask = markets[x].Ask
resp.LastUpdated = time.Now()
err = ticker.ProcessTicker(f.Name, &resp, assetType)
if err != nil {
return nil, err
}
}
}
return ticker.GetTicker(f.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (f *FTX) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(f.Name, p, assetType)
if err != nil {
return f.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (f *FTX) FetchOrderbook(currency currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(f.Name, currency, assetType)
if err != nil {
return f.UpdateOrderbook(currency, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (f *FTX) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
orderBook := new(orderbook.Base)
tempResp, err := f.GetOrderbook(f.FormatExchangeCurrency(p, assetType).String(), 0)
if err != nil {
return orderBook, err
}
for x := range tempResp.Bids {
orderBook.Bids = append(orderBook.Bids, orderbook.Item{
Amount: tempResp.Bids[x].Size,
Price: tempResp.Bids[x].Price})
}
for y := range tempResp.Asks {
orderBook.Asks = append(orderBook.Asks, orderbook.Item{
Amount: tempResp.Asks[y].Size,
Price: tempResp.Asks[y].Price})
}
orderBook.Pair = p
orderBook.ExchangeName = f.Name
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(f.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies
func (f *FTX) UpdateAccountInfo() (account.Holdings, error) {
var resp account.Holdings
data, err := f.GetBalances()
if err != nil {
return resp, err
}
var acc account.SubAccount
for i := range data {
c := currency.NewCode(data[i].Coin)
hold := data[i].Total - data[i].Free
total := data[i].Total
acc.Currencies = append(acc.Currencies,
account.Balance{CurrencyName: c,
TotalValue: total,
Hold: hold})
}
resp.Accounts = append(resp.Accounts, acc)
resp.Exchange = f.Name
err = account.Process(&resp)
if err != nil {
return account.Holdings{}, err
}
return resp, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (f *FTX) FetchAccountInfo() (account.Holdings, error) {
acc, err := account.GetHoldings(f.Name)
if err != nil {
return f.UpdateAccountInfo()
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (f *FTX) GetFundingHistory() ([]exchange.FundHistory, error) {
var resp []exchange.FundHistory
depositData, err := f.FetchDepositHistory()
if err != nil {
return resp, err
}
for x := range depositData {
var tempData exchange.FundHistory
tempData.Fee = depositData[x].Fee
tempData.Timestamp = depositData[x].Time
tempData.ExchangeName = f.Name
tempData.CryptoTxID = depositData[x].TxID
tempData.Status = depositData[x].Status
tempData.Amount = depositData[x].Size
tempData.Currency = depositData[x].Coin
tempData.TransferID = strconv.FormatInt(depositData[x].ID, 10)
resp = append(resp, tempData)
}
withdrawalData, err := f.FetchWithdrawalHistory()
if err != nil {
return resp, err
}
for y := range withdrawalData {
var tempData exchange.FundHistory
tempData.Fee = depositData[y].Fee
tempData.Timestamp = depositData[y].Time
tempData.ExchangeName = f.Name
tempData.CryptoTxID = depositData[y].TxID
tempData.Status = depositData[y].Status
tempData.Amount = depositData[y].Size
tempData.Currency = depositData[y].Coin
tempData.TransferID = strconv.FormatInt(depositData[y].ID, 10)
resp = append(resp, tempData)
}
return resp, nil
}
// GetExchangeHistory returns historic trade data within the timeframe provided.
func (f *FTX) GetExchangeHistory(p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]exchange.TradeHistory, error) {
marketName := f.FormatExchangeCurrency(p, assetType).String()
var resp []exchange.TradeHistory
trades, err := f.GetTrades(marketName, time.Unix(timestampStart.Unix(), 0), time.Unix(timestampEnd.Unix(), 0), 100)
if err != nil {
return nil, err
}
for {
var tempResp exchange.TradeHistory
if len(trades) > 0 {
tempResp.Amount = trades[0].Size
tempResp.Price = trades[0].Price
tempResp.Exchange = f.Name
tempResp.Timestamp = trades[0].Time
tempResp.TID = strconv.FormatInt(trades[0].ID, 10)
tempResp.Side = trades[0].Side
resp = append(resp, tempResp)
}
for y := 1; y < len(trades); y++ {
tempResp.Amount = trades[y].Size
tempResp.Price = trades[y].Price
tempResp.Exchange = f.Name
tempResp.Timestamp = trades[y].Time
tempResp.TID = strconv.FormatInt(trades[y].ID, 10)
tempResp.Side = trades[y].Side
resp = append(resp, tempResp)
}
if len(trades) != 100 {
break
}
trades, err = f.GetTrades(marketName, time.Unix(timestampStart.Unix(), 0), time.Unix(trades[len(trades)-1].Time.Unix(), 0), 100)
if err != nil {
return resp, err
}
}
return resp, nil
}
// SubmitOrder submits a new order
func (f *FTX) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var resp order.SubmitResponse
if err := s.Validate(); err != nil {
return resp, err
}
if s.Side == order.Sell {
s.Side = order.Ask
}
if s.Side == order.Buy {
s.Side = order.Bid
}
tempResp, err := f.Order(f.FormatExchangeCurrency(s.Pair, s.AssetType).String(),
s.Side.String(),
s.Type.String(),
"",
"",
"",
s.ClientOrderID,
s.Price,
s.Amount)
if err != nil {
return resp, err
}
resp.IsOrderPlaced = true
resp.OrderID = strconv.FormatInt(tempResp.ID, 10)
return resp, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (f *FTX) ModifyOrder(action *order.Modify) (string, error) {
if action.TriggerPrice != 0 {
a, err := f.ModifyTriggerOrder(action.ID,
action.Type.String(),
action.Amount,
action.TriggerPrice,
action.Price,
0)
if err != nil {
return "", err
}
return strconv.FormatInt(a.ID, 10), err
}
var o OrderData
var err error
switch action.ID {
case "":
o, err = f.ModifyOrderByClientID(action.ClientOrderID, action.ClientOrderID, action.Price, action.Amount)
if err != nil {
return "", err
}
default:
o, err = f.ModifyPlacedOrder(action.ID, action.ClientOrderID, action.Price, action.Amount)
if err != nil {
return "", err
}
}
return strconv.FormatInt(o.ID, 10), err
}
// CancelOrder cancels an order by its corresponding ID number
func (f *FTX) CancelOrder(order *order.Cancel) error {
_, err := f.DeleteOrder(order.ID)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (f *FTX) CancelAllOrders(orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
var resp order.CancelAllResponse
tempMap := make(map[string]string)
orders, err := f.GetOpenOrders(f.FormatExchangeCurrency(orderCancellation.Pair, orderCancellation.AssetType).String())
if err != nil {
return resp, err
}
for x := range orders {
_, err := f.DeleteOrder(strconv.FormatInt(orders[x].ID, 10))
if err != nil {
tempMap[strconv.FormatInt(orders[x].ID, 10)] = "Cancellation Failed"
continue
}
tempMap[strconv.FormatInt(orders[x].ID, 10)] = "Success"
}
resp.Status = tempMap
return resp, nil
}
// GetCompatible gets compatible variables for order vars
func (s *OrderData) GetCompatible(f *FTX) (OrderVars, error) {
var resp OrderVars
switch s.Side {
case order.Buy.Lower():
resp.Side = order.Buy
case order.Sell.Lower():
resp.Side = order.Sell
}
switch s.Status {
case strings.ToLower(order.New.String()):
resp.Status = order.New
case strings.ToLower(order.Open.String()):
resp.Status = order.Open
case closedStatus:
if s.FilledSize != 0 && s.FilledSize != s.Size {
resp.Status = order.PartiallyCancelled
}
if s.FilledSize == 0 {
resp.Status = order.Cancelled
}
if s.FilledSize == s.Size {
resp.Status = order.Filled
}
}
var feeBuilder exchange.FeeBuilder
feeBuilder.PurchasePrice = s.AvgFillPrice
feeBuilder.Amount = s.Size
resp.OrderType = order.Market
if strings.EqualFold(s.OrderType, order.Limit.String()) {
resp.OrderType = order.Limit
feeBuilder.IsMaker = true
}
fee, err := f.GetFee(&feeBuilder)
if err != nil {
return resp, err
}
resp.Fee = fee
return resp, nil
}
// GetOrderInfo returns information on a current open order
func (f *FTX) GetOrderInfo(orderID string) (order.Detail, error) {
var resp order.Detail
orderData, err := f.GetOrderStatus(orderID)
if err != nil {
return resp, err
}
p := currency.NewPairFromString(orderData.Market)
assetType, err := f.GetPairAssetType(p)
if err != nil {
return resp, err
}
resp.ID = strconv.FormatInt(orderData.ID, 10)
resp.Amount = orderData.Size
resp.ClientOrderID = orderData.ClientID
resp.Date = orderData.CreatedAt
resp.Exchange = f.Name
resp.ExecutedAmount = orderData.Size - orderData.RemainingSize
resp.Pair = p
resp.AssetType = assetType
resp.Price = orderData.Price
resp.RemainingAmount = orderData.RemainingSize
orderVars, err := orderData.GetCompatible(f)
if err != nil {
return resp, err
}
resp.Status = orderVars.Status
resp.Side = orderVars.Side
resp.Type = orderVars.OrderType
resp.Fee = orderVars.Fee
return resp, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (f *FTX) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
a, err := f.FetchDepositAddress(cryptocurrency.String())
if err != nil {
return "", err
}
return a.Address, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (f *FTX) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
var address, addressTag string
if withdrawRequest.Crypto != nil {
address = withdrawRequest.Crypto.Address
addressTag = withdrawRequest.Crypto.AddressTag
}
resp := withdraw.ExchangeResponse{}
a, err := f.Withdraw(withdrawRequest.Currency.String(),
address,
addressTag,
withdrawRequest.TradePassword,
strconv.FormatInt(withdrawRequest.OneTimePassword, 10),
withdrawRequest.Amount)
if err != nil {
return &resp, err
}
resp.ID = strconv.FormatInt(a.ID, 10)
resp.Status = a.Status
return &resp, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
// submitted
func (f *FTX) WithdrawFiatFunds(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (f *FTX) WithdrawFiatFundsToInternationalBank(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (f *FTX) GetWebsocket() (*wshandler.Websocket, error) {
return f.Websocket, nil
}
// GetActiveOrders retrieves any orders that are active/open
func (f *FTX) GetActiveOrders(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
var resp []order.Detail
for x := range getOrdersRequest.Pairs {
assetType, err := f.GetPairAssetType(getOrdersRequest.Pairs[x])
if err != nil {
return resp, err
}
var tempResp order.Detail
orderData, err := f.GetOpenOrders(f.FormatExchangeCurrency(getOrdersRequest.Pairs[x], assetType).String())
if err != nil {
return resp, err
}
for y := range orderData {
tempResp.ID = strconv.FormatInt(orderData[y].ID, 10)
tempResp.Amount = orderData[y].Size
tempResp.AssetType = assetType
tempResp.ClientOrderID = orderData[y].ClientID
tempResp.Date = orderData[y].CreatedAt
tempResp.Exchange = f.Name
tempResp.ExecutedAmount = orderData[y].Size - orderData[y].RemainingSize
tempResp.Pair = currency.NewPairFromString(orderData[y].Market)
tempResp.Price = orderData[y].Price
tempResp.RemainingAmount = orderData[y].RemainingSize
var orderVars OrderVars
orderVars, err = f.compatibleOrderVars(orderData[y].Side,
orderData[y].Status,
orderData[y].OrderType,
orderData[y].FilledSize,
orderData[y].Size,
orderData[y].AvgFillPrice)
if err != nil {
return resp, err
}
tempResp.Status = orderVars.Status
tempResp.Side = orderVars.Side
tempResp.Type = orderVars.OrderType
tempResp.Fee = orderVars.Fee
resp = append(resp, tempResp)
}
triggerOrderData, err := f.GetOpenTriggerOrders(f.FormatExchangeCurrency(getOrdersRequest.Pairs[x], assetType).String(), getOrdersRequest.Type.String())
if err != nil {
return resp, err
}
for z := range triggerOrderData {
tempResp.ID = strconv.FormatInt(triggerOrderData[z].ID, 10)
tempResp.Amount = triggerOrderData[z].Size
tempResp.AssetType = assetType
tempResp.Date = triggerOrderData[z].CreatedAt
tempResp.Exchange = f.Name
tempResp.ExecutedAmount = triggerOrderData[z].FilledSize
tempResp.Pair = currency.NewPairFromString(triggerOrderData[z].Market)
tempResp.Price = triggerOrderData[z].AvgFillPrice
tempResp.RemainingAmount = triggerOrderData[z].Size - triggerOrderData[z].FilledSize
tempResp.TriggerPrice = triggerOrderData[z].TriggerPrice
orderVars, err := f.compatibleOrderVars(triggerOrderData[z].Side,
triggerOrderData[z].Status,
triggerOrderData[z].OrderType,
triggerOrderData[z].FilledSize,
triggerOrderData[z].Size,
triggerOrderData[z].AvgFillPrice)
if err != nil {
return resp, err
}
tempResp.Status = orderVars.Status
tempResp.Side = orderVars.Side
tempResp.Type = orderVars.OrderType
tempResp.Fee = orderVars.Fee
resp = append(resp, tempResp)
}
}
return resp, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (f *FTX) GetOrderHistory(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
var resp []order.Detail
for x := range getOrdersRequest.Pairs {
var tempResp order.Detail
assetType, err := f.GetPairAssetType(getOrdersRequest.Pairs[x])
if err != nil {
return resp, err
}
orderData, err := f.FetchOrderHistory(f.FormatExchangeCurrency(getOrdersRequest.Pairs[x], assetType).String(),
getOrdersRequest.StartTicks, getOrdersRequest.EndTicks, "")
if err != nil {
return resp, err
}
for y := range orderData {
tempResp.ID = strconv.FormatInt(orderData[y].ID, 10)
tempResp.Amount = orderData[y].Size
tempResp.AssetType = assetType
tempResp.ClientOrderID = orderData[y].ClientID
tempResp.Date = orderData[y].CreatedAt
tempResp.Exchange = f.Name
tempResp.ExecutedAmount = orderData[y].Size - orderData[y].RemainingSize
tempResp.Pair = currency.NewPairFromString(orderData[y].Market)
tempResp.Price = orderData[y].Price
tempResp.RemainingAmount = orderData[y].RemainingSize
var orderVars OrderVars
orderVars, err = f.compatibleOrderVars(orderData[y].Side,
orderData[y].Status,
orderData[y].OrderType,
orderData[y].FilledSize,
orderData[y].Size,
orderData[y].AvgFillPrice)
if err != nil {
return resp, err
}
tempResp.Status = orderVars.Status
tempResp.Side = orderVars.Side
tempResp.Type = orderVars.OrderType
tempResp.Fee = orderVars.Fee
resp = append(resp, tempResp)
}
triggerOrderData, err := f.GetTriggerOrderHistory(f.FormatExchangeCurrency(getOrdersRequest.Pairs[x], assetType).String(),
getOrdersRequest.StartTicks, getOrdersRequest.EndTicks, strings.ToLower(getOrdersRequest.Side.String()), strings.ToLower(getOrdersRequest.Type.String()), "")
if err != nil {
return resp, err
}
for z := range triggerOrderData {
tempResp.ID = strconv.FormatInt(triggerOrderData[z].ID, 10)
tempResp.Amount = triggerOrderData[z].Size
tempResp.AssetType = assetType
tempResp.Date = triggerOrderData[z].CreatedAt
tempResp.Exchange = f.Name
tempResp.ExecutedAmount = triggerOrderData[z].FilledSize
tempResp.Pair = currency.NewPairFromString(triggerOrderData[z].Market)
tempResp.Price = triggerOrderData[z].AvgFillPrice
tempResp.RemainingAmount = triggerOrderData[z].Size - triggerOrderData[z].FilledSize
tempResp.TriggerPrice = triggerOrderData[z].TriggerPrice
orderVars, err := f.compatibleOrderVars(triggerOrderData[z].Side,
triggerOrderData[z].Status,
triggerOrderData[z].OrderType,
triggerOrderData[z].FilledSize,
triggerOrderData[z].Size,
triggerOrderData[z].AvgFillPrice)
if err != nil {
return resp, err
}
tempResp.Status = orderVars.Status
tempResp.Side = orderVars.Side
tempResp.Type = orderVars.OrderType
tempResp.Fee = orderVars.Fee
resp = append(resp, tempResp)
}
}
return resp, nil
}
// GetFeeByType returns an estimate of fee based on the type of transaction
func (f *FTX) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
return f.GetFee(feeBuilder)
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (f *FTX) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
f.Websocket.SubscribeToChannels(channels)
return nil
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (f *FTX) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
f.Websocket.RemoveSubscribedChannels(channels)
return nil
}
// GetSubscriptions returns a copied list of subscriptions
func (f *FTX) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return f.Websocket.GetSubscriptions(), nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (f *FTX) AuthenticateWebsocket() error {
return f.WsAuth()
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (f *FTX) ValidateCredentials() error {
_, err := f.UpdateAccountInfo()
return f.CheckTransientError(err)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (f *FTX) GetHistoricCandles(p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if !f.KlineIntervalEnabled(interval) {
return kline.Item{}, kline.ErrorKline{
Interval: interval,
}
}
ohlcData, err := f.GetHistoricalData(f.FormatExchangeCurrency(p, a).String(),
f.FormatExchangeKlineInterval(interval),
strconv.FormatInt(int64(f.Features.Enabled.Kline.ResultLimit), 10),
start, end)
if err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: f.Name,
Pair: p,
Asset: a,
Interval: interval,
}
for x := range ohlcData {
ret.Candles = append(ret.Candles, kline.Candle{
Time: ohlcData[x].StartTime,
Open: ohlcData[x].Open,
High: ohlcData[x].High,
Low: ohlcData[x].Low,
Close: ohlcData[x].Close,
Volume: ohlcData[x].Volume,
})
}
return ret, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (f *FTX) GetHistoricCandlesExtended(p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if !f.KlineIntervalEnabled(interval) {
return kline.Item{}, kline.ErrorKline{
Interval: interval,
}
}
ret := kline.Item{
Exchange: f.Name,
Pair: p,
Asset: a,
Interval: interval,
}
dates := kline.CalcDateRanges(start, end, interval, f.Features.Enabled.Kline.ResultLimit)
for x := range dates {
ohlcData, err := f.GetHistoricalData(f.FormatExchangeCurrency(p, a).String(),
f.FormatExchangeKlineInterval(interval),
strconv.FormatInt(int64(f.Features.Enabled.Kline.ResultLimit), 10),
dates[x].Start, dates[x].End)
if err != nil {
return kline.Item{}, err
}
for i := range ohlcData {
ret.Candles = append(ret.Candles, kline.Candle{
Time: ohlcData[i].StartTime,
Open: ohlcData[i].Open,
High: ohlcData[i].High,
Low: ohlcData[i].Low,
Close: ohlcData[i].Close,
Volume: ohlcData[i].Volume,
})
}
}
return ret, nil
}