Files
gocryptotrader/exchanges/btcmarkets/btcmarkets_wrapper.go
Gareth Kirwan 73e200e4e7 accounts: Move to instance methods, fix races and isolate tests (#1923)
* Bybit: Fix race in TestUpdateAccountInfo and  TestWSHandleData

* DriveBy rename TestWSHandleData
* This doesn't address running with -race=2+ due to the singleton

* Accounts: Add account.GetService()

* exchange: Assertify TestSetupDefaults

* Exchanges: Add account.Service override for testing

* Exchanges: Remove duplicate IsWebsocketEnabled test from TestSetupDefaults

* Dispatch: Replace nil checks with NilGuard

* Engine: Remove deprecated printAccountHoldingsChangeSummary

* Dispatcher: Add EnsureRunning method

* Accounts: Move singleton accounts service to exchange Accounts

* Move singleton accounts service to exchange Accounts

This maintains the concept of a global store, whilst allowing exchanges
to override it when needed, particularly for testing.

APIServer:

* Remove getAllActiveAccounts from apiserver

Deprecated apiserver only thing using this, so remove it instead of
updating it

* Update comment for UpdateAccountBalances everywhere

* Docs: Add punctuation to function comments

* Bybit: Coverage for wsProcessWalletPushData Save
2025-10-28 13:52:45 +11:00

1002 lines
29 KiB
Go

package btcmarkets
import (
"context"
"errors"
"fmt"
"math"
"sort"
"strings"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/key"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchange/accounts"
"github.com/thrasher-corp/gocryptotrader/exchange/order/limits"
"github.com/thrasher-corp/gocryptotrader/exchange/websocket"
"github.com/thrasher-corp/gocryptotrader/exchange/websocket/buffer"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
"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/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// SetDefaults sets basic defaults
func (e *Exchange) SetDefaults() {
e.Name = "BTC Markets"
e.Enabled = true
e.Verbose = true
e.API.CredentialsValidator.RequiresKey = true
e.API.CredentialsValidator.RequiresSecret = true
e.API.CredentialsValidator.RequiresBase64DecodeSecret = true
requestFmt := &currency.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true}
configFmt := &currency.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true}
err := e.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
e.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,
ModifyOrder: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AccountInfo: true,
Subscribe: true,
Unsubscribe: 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: kline.DeployExchangeIntervals(
kline.IntervalCapacity{Interval: kline.OneMin},
kline.IntervalCapacity{Interval: kline.ThreeMin},
kline.IntervalCapacity{Interval: kline.FiveMin},
kline.IntervalCapacity{Interval: kline.FifteenMin},
kline.IntervalCapacity{Interval: kline.ThirtyMin},
kline.IntervalCapacity{Interval: kline.OneHour},
kline.IntervalCapacity{Interval: kline.TwoHour},
kline.IntervalCapacity{Interval: kline.ThreeHour},
kline.IntervalCapacity{Interval: kline.FourHour},
kline.IntervalCapacity{Interval: kline.SixHour},
kline.IntervalCapacity{Interval: kline.OneDay},
kline.IntervalCapacity{Interval: kline.OneWeek},
kline.IntervalCapacity{Interval: kline.OneMonth},
),
GlobalResultLimit: 1000,
},
},
Subscriptions: defaultSubscriptions.Clone(),
}
e.Requester, err = request.New(e.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(GetRateLimit()))
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
e.API.Endpoints = e.NewEndpoints()
err = e.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: btcMarketsAPIURL,
exchange.WebsocketSpot: btcMarketsWSURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
e.Websocket = websocket.NewManager()
e.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
e.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
e.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in an exchange configuration and sets all parameters
func (e *Exchange) Setup(exch *config.Exchange) error {
err := exch.Validate()
if err != nil {
return err
}
if !exch.Enabled {
e.SetEnabled(false)
return nil
}
err = e.SetupDefaults(exch)
if err != nil {
return err
}
wsURL, err := e.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = e.Websocket.Setup(&websocket.ManagerSetup{
ExchangeConfig: exch,
DefaultURL: btcMarketsWSURL,
RunningURL: wsURL,
Connector: e.WsConnect,
Subscriber: e.Subscribe,
Unsubscriber: e.Unsubscribe,
GenerateSubscriptions: e.generateSubscriptions,
Features: &e.Features.Supports.WebsocketCapabilities,
OrderbookBufferConfig: buffer.Config{
SortBuffer: true,
},
})
if err != nil {
return err
}
return e.Websocket.SetupNewConnection(&websocket.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (e *Exchange) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
if a != asset.Spot {
return nil, fmt.Errorf("%w %q", asset.ErrNotSupported, a)
}
markets, err := e.GetMarkets(ctx)
if err != nil {
return nil, err
}
pairs := make([]currency.Pair, len(markets))
for x := range markets {
pairs[x] = markets[x].MarketID
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (e *Exchange) UpdateTradablePairs(ctx context.Context) error {
pairs, err := e.FetchTradablePairs(ctx, asset.Spot)
if err != nil {
return err
}
if err := e.UpdatePairs(pairs, asset.Spot, false); err != nil {
return err
}
return e.EnsureOnePairEnabled()
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (e *Exchange) UpdateTickers(ctx context.Context, a asset.Item) error {
allPairs, err := e.GetEnabledPairs(a)
if err != nil {
return err
}
tickers, err := e.GetTickers(ctx, allPairs)
if err != nil {
return err
}
if len(allPairs) != len(tickers) {
return errors.New("enabled pairs differ from returned tickers")
}
for x := range tickers {
if err := ticker.ProcessTicker(&ticker.Price{
Pair: tickers[x].MarketID,
Last: tickers[x].LastPrice,
High: tickers[x].High24h,
Low: tickers[x].Low24h,
Bid: tickers[x].BestBID,
Ask: tickers[x].BestAsk,
Volume: tickers[x].Volume,
LastUpdated: time.Now(),
ExchangeName: e.Name,
AssetType: a,
}); err != nil {
return err
}
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (e *Exchange) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
if err := e.UpdateTickers(ctx, a); err != nil {
return nil, err
}
return ticker.GetTicker(e.Name, p, a)
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (e *Exchange) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Book, error) {
if p.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
if err := e.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
return nil, err
}
fPair, err := e.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
// Retrieve level one book which is the top 50 ask and bids, this is not
// cached.
resp, err := e.GetOrderbook(ctx, fPair.String(), 1)
if err != nil {
return nil, err
}
ob := &orderbook.Book{
Exchange: e.Name,
Pair: p,
Asset: assetType,
PriceDuplication: true,
ValidateOrderbook: e.ValidateOrderbook,
Asks: resp.Asks,
Bids: resp.Bids,
}
if err := ob.Process(); err != nil {
return nil, err
}
return orderbook.Get(e.Name, p, assetType)
}
// UpdateAccountBalances retrieves currency balances
func (e *Exchange) UpdateAccountBalances(ctx context.Context, assetType asset.Item) (accounts.SubAccounts, error) {
resp, err := e.GetAccountBalance(ctx)
if err != nil {
return nil, err
}
subAccts := accounts.SubAccounts{accounts.NewSubAccount(assetType, "")}
for i := range resp {
subAccts[0].Balances.Set(resp[i].AssetName, accounts.Balance{
Total: resp[i].Balance,
Hold: resp[i].Locked,
Free: resp[i].Available,
})
}
return subAccts, e.Accounts.Save(ctx, subAccts, true)
}
// GetAccountFundingHistory returns funding history, deposits and
// withdrawals
func (e *Exchange) GetAccountFundingHistory(_ context.Context) ([]exchange.FundingHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (e *Exchange) GetWithdrawalsHistory(ctx context.Context, c currency.Code, _ asset.Item) ([]exchange.WithdrawalHistory, error) {
withdrawals, err := e.ListWithdrawals(ctx, -1, -1, -1)
if err != nil {
return nil, err
}
resp := make([]exchange.WithdrawalHistory, 0, len(withdrawals))
for i := range withdrawals {
if c.IsEmpty() || c.Equal(withdrawals[i].AssetName) {
resp = append(resp, exchange.WithdrawalHistory{
Status: withdrawals[i].Status,
TransferID: withdrawals[i].ID,
Description: withdrawals[i].Description,
Timestamp: withdrawals[i].CreationTime,
Currency: withdrawals[i].AssetName.String(),
Amount: withdrawals[i].Amount,
Fee: withdrawals[i].Fee,
TransferType: withdrawals[i].RequestType,
CryptoToAddress: withdrawals[i].PaymentDetails.Address,
})
}
}
return resp, nil
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (e *Exchange) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
p, err = e.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
var tradeData []Trade
tradeData, err = e.GetTrades(ctx, p.String(), 0, 0, 200)
if err != nil {
return nil, err
}
resp := make([]trade.Data, len(tradeData))
for i := range tradeData {
var side order.Side
if tradeData[i].Side != "" {
side, err = order.StringToOrderSide(tradeData[i].Side)
if err != nil {
return nil, err
}
}
resp[i] = trade.Data{
Exchange: e.Name,
TID: tradeData[i].TradeID,
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Price,
Amount: tradeData[i].Amount,
Timestamp: tradeData[i].Timestamp,
}
}
err = e.AddTradesToBuffer(resp...)
if err != nil {
return nil, err
}
sort.Sort(trade.ByDate(resp))
return resp, nil
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (e *Exchange) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (e *Exchange) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
if err := s.Validate(e.GetTradingRequirements()); err != nil {
return nil, err
}
if s.Side.IsLong() {
s.Side = order.Bid
}
if s.Side.IsShort() {
s.Side = order.Ask
}
fPair, err := e.FormatExchangeCurrency(s.Pair, asset.Spot)
if err != nil {
return nil, err
}
fOrderType, err := e.formatOrderType(s.Type)
if err != nil {
return nil, err
}
fOrderSide, err := e.formatOrderSide(s.Side)
if err != nil {
return nil, err
}
tempResp, err := e.NewOrder(ctx,
s.Price,
s.Amount,
s.TriggerPrice,
s.QuoteAmount,
fPair.String(),
fOrderType,
fOrderSide,
e.getTimeInForce(s),
"",
s.ClientID,
s.TimeInForce.Is(order.PostOnly))
if err != nil {
return nil, err
}
submitResp, err := s.DeriveSubmitResponse(tempResp.OrderID)
if err != nil {
return nil, err
}
if tempResp.Amount != 0 {
err = submitResp.AdjustBaseAmount(tempResp.Amount)
if err != nil {
log.Errorf(log.ExchangeSys, "Exchange %s: OrderID: %s base amount conversion error: %s\n", e.Name, submitResp.OrderID, err)
}
}
if tempResp.TargetAmount != 0 {
err = submitResp.AdjustQuoteAmount(tempResp.TargetAmount)
if err != nil {
log.Errorf(log.ExchangeSys, "Exchange %s: OrderID: %s quote amount conversion error: %s\n", e.Name, submitResp.OrderID, err)
}
}
// With market orders the price is optional, so we can set it to the
// actual price that was filled.
submitResp.Price = tempResp.Price
return submitResp, nil
}
// ModifyOrder modifies an existing order
func (e *Exchange) ModifyOrder(ctx context.Context, action *order.Modify) (*order.ModifyResponse, error) {
if err := action.Validate(); err != nil {
return nil, err
}
resp, err := e.ReplaceOrder(ctx, action.OrderID, action.ClientOrderID, action.Price, action.Amount)
if err != nil {
return nil, err
}
mod, err := action.DeriveModifyResponse()
if err != nil {
return nil, err
}
mod.Pair = resp.MarketID
mod.Side, err = order.StringToOrderSide(resp.Side)
if err != nil {
return nil, err
}
mod.Type, err = order.StringToOrderType(resp.Type)
if err != nil {
return nil, err
}
mod.Status, err = order.StringToOrderStatus(resp.Status)
if err != nil {
return nil, err
}
mod.OrderID = resp.OrderID
mod.LastUpdated = resp.CreationTime
mod.Price = resp.Price
mod.Amount = resp.Amount
mod.RemainingAmount = resp.OpenAmount
return mod, nil
}
// CancelOrder cancels an order by its corresponding ID number
func (e *Exchange) CancelOrder(ctx context.Context, o *order.Cancel) error {
err := o.Validate(o.StandardCancel())
if err != nil {
return err
}
_, err = e.RemoveOrder(ctx, o.OrderID)
return err
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (e *Exchange) CancelBatchOrders(ctx context.Context, o []order.Cancel) (*order.CancelBatchResponse, error) {
if len(o) == 0 {
return nil, order.ErrCancelOrderIsNil
}
ids := make([]string, len(o))
for i := range o {
switch {
case o[i].ClientOrderID != "":
return nil, order.ErrClientOrderIDNotSupported
case o[i].OrderID != "":
ids[i] = o[i].OrderID
default:
return nil, order.ErrOrderIDNotSet
}
}
batchResp, err := e.CancelBatch(ctx, ids)
if err != nil {
return nil, err
}
resp := &order.CancelBatchResponse{
Status: make(map[string]string),
}
for i := range batchResp.CancelOrders {
resp.Status[batchResp.CancelOrders[i].OrderID] = "success"
}
for i := range batchResp.UnprocessedRequests {
resp.Status[batchResp.UnprocessedRequests[i].RequestID] = batchResp.UnprocessedRequests[i].Code + " - " + batchResp.UnprocessedRequests[i].Message
}
return resp, nil
}
// CancelAllOrders cancels all orders associated with a currency pair
func (e *Exchange) CancelAllOrders(ctx context.Context, _ *order.Cancel) (order.CancelAllResponse, error) {
resp := order.CancelAllResponse{Status: map[string]string{}}
orders, err := e.GetOrders(ctx, "", -1, -1, -1, true)
if err != nil {
return resp, err
}
orderIDs := make([]string, len(orders))
for x := range orders {
orderIDs[x] = orders[x].OrderID
}
for _, batch := range common.Batch(orderIDs, 20) {
cancelResp, err := e.CancelBatch(ctx, batch)
if err != nil {
return resp, err
}
for _, r := range cancelResp.CancelOrders {
resp.Status[r.OrderID] = "Success"
}
for _, r := range cancelResp.UnprocessedRequests {
resp.Status[r.RequestID] = "Cancellation Failed"
}
}
return resp, nil
}
// GetOrderInfo returns order information based on order ID
func (e *Exchange) GetOrderInfo(ctx context.Context, orderID string, _ currency.Pair, _ asset.Item) (*order.Detail, error) {
var resp order.Detail
o, err := e.FetchOrder(ctx, orderID)
if err != nil {
return nil, err
}
resp.Exchange = e.Name
resp.OrderID = orderID
resp.Pair = 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.TakeProfit
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 (e *Exchange) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, _ string) (*deposit.Address, error) {
depositAddr, err := e.FetchDepositAddress(ctx, cryptocurrency, -1, -1, -1)
if err != nil {
return nil, err
}
return &deposit.Address{
Address: depositAddr.Address,
Tag: depositAddr.Tag,
}, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is submitted
func (e *Exchange) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
a, err := e.RequestWithdraw(ctx,
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 (e *Exchange) WithdrawFiatFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
if withdrawRequest.Currency != currency.AUD {
return nil, errors.New("only aud is supported for withdrawals")
}
a, err := e.RequestWithdraw(ctx,
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 (e *Exchange) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (e *Exchange) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if feeBuilder == nil {
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
}
if !e.AreCredentialsValid(ctx) && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return e.GetFee(ctx, feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (e *Exchange) GetActiveOrders(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
if len(req.Pairs) == 0 {
allPairs, err := e.GetEnabledPairs(asset.Spot)
if err != nil {
return nil, err
}
req.Pairs = append(req.Pairs, allPairs...)
}
var resp []order.Detail
for x := range req.Pairs {
fPair, err := e.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
if err != nil {
return nil, err
}
tempData, err := e.GetOrders(ctx, fPair.String(), -1, -1, -1, true)
if err != nil {
return resp, err
}
for y := range tempData {
var tempResp order.Detail
tempResp.Exchange = e.Name
tempResp.Pair = req.Pairs[x]
tempResp.OrderID = 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",
e.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",
e.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)
}
}
return req.Filter(e.Name, resp), nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (e *Exchange) GetOrderHistory(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
var resp []order.Detail
var tempResp order.Detail
var tempArray []string
if len(req.Pairs) == 0 {
orders, err := e.GetOrders(ctx, "", -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 {
fPair, err := e.FormatExchangeCurrency(req.Pairs[y], asset.Spot)
if err != nil {
return nil, err
}
orders, err := e.GetOrders(ctx, fPair.String(), -1, -1, -1, false)
if err != nil {
return resp, err
}
for z := range orders {
tempArray = append(tempArray, orders[z].OrderID)
}
}
for _, batch := range common.Batch(tempArray, 50) {
tempData, err := e.GetBatchTrades(ctx, batch)
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 = e.Name
tempResp.Pair = tempData.Orders[c].MarketID
tempResp.Side = order.Bid
if tempData.Orders[c].Side == ask {
tempResp.Side = order.Ask
}
tempResp.OrderID = tempData.Orders[c].OrderID
tempResp.Date = tempData.Orders[c].CreationTime
tempResp.Price = tempData.Orders[c].Price
tempResp.Amount = tempData.Orders[c].Amount
tempResp.ExecutedAmount = tempData.Orders[c].Amount - tempData.Orders[c].OpenAmount
tempResp.RemainingAmount = tempData.Orders[c].OpenAmount
tempResp.InferCostsAndTimes()
resp = append(resp, tempResp)
}
}
return req.Filter(e.Name, resp), nil
}
// ValidateAPICredentials validates current credentials used for wrapper functionality
func (e *Exchange) ValidateAPICredentials(ctx context.Context, assetType asset.Item) error {
_, err := e.UpdateAccountBalances(ctx, assetType)
if err != nil {
if e.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 (e *Exchange) FormatExchangeKlineInterval(in kline.Interval) string {
switch in {
case kline.OneMin:
return "1m"
case kline.FiveMin:
return "5m"
case kline.FifteenMin:
return "15m"
case kline.ThirtyMin:
return "30m"
case kline.OneHour:
return "1h"
case kline.SixHour:
return "6h"
case kline.OneDay:
return "1d"
case kline.OneWeek:
return "1w"
case kline.OneMonth:
return "1mo"
}
return in.Short()
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (e *Exchange) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := e.GetKlineRequest(pair, a, interval, start, end, false)
if err != nil {
return nil, err
}
candles, err := e.GetMarketCandles(ctx,
req.RequestFormatted.String(),
e.FormatExchangeKlineInterval(req.ExchangeInterval),
req.Start,
req.End,
-1,
-1,
-1)
if err != nil {
return nil, err
}
timeSeries := make([]kline.Candle, len(candles))
for x := range candles {
timeSeries[x] = kline.Candle{
Time: candles[x].Timestamp,
Open: candles[x].Open.Float64(),
High: candles[x].High.Float64(),
Low: candles[x].Low.Float64(),
Close: candles[x].Close.Float64(),
Volume: candles[x].Volume.Float64(),
}
}
return req.ProcessResponse(timeSeries)
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (e *Exchange) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := e.GetKlineExtendedRequest(pair, a, interval, start, end)
if err != nil {
return nil, err
}
timeSeries := make([]kline.Candle, 0, req.Size())
for x := range req.RangeHolder.Ranges {
var candles []CandleResponse
candles, err = e.GetMarketCandles(ctx,
req.RequestFormatted.String(),
e.FormatExchangeKlineInterval(req.ExchangeInterval),
req.RangeHolder.Ranges[x].Start.Time,
req.RangeHolder.Ranges[x].End.Time,
-1,
-1,
-1)
if err != nil {
return nil, err
}
for i := range candles {
timeSeries = append(timeSeries, kline.Candle{
Time: candles[i].Timestamp,
Open: candles[i].Open.Float64(),
High: candles[i].High.Float64(),
Low: candles[i].Low.Float64(),
Close: candles[i].Close.Float64(),
Volume: candles[i].Volume.Float64(),
})
}
}
return req.ProcessResponse(timeSeries)
}
// GetServerTime returns the current exchange server time.
func (e *Exchange) GetServerTime(ctx context.Context, _ asset.Item) (time.Time, error) {
return e.GetCurrentServerTime(ctx)
}
// UpdateOrderExecutionLimits sets exchange executions for a required asset type
func (e *Exchange) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error {
if a != asset.Spot {
return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
}
markets, err := e.GetMarkets(ctx)
if err != nil {
return err
}
l := make([]limits.MinMaxLevel, len(markets))
for x := range markets {
var pair currency.Pair
pair, err = currency.NewPairFromStrings(markets[x].BaseAsset, markets[x].QuoteAsset)
if err != nil {
return err
}
l[x] = limits.MinMaxLevel{
Key: key.NewExchangeAssetPair(e.Name, asset.Spot, pair),
MinimumBaseAmount: markets[x].MinOrderAmount,
MaximumBaseAmount: markets[x].MaxOrderAmount,
AmountStepIncrementSize: math.Pow(10, -markets[x].AmountDecimals),
PriceStepIncrementSize: math.Pow(10, -markets[x].PriceDecimals),
}
}
return limits.Load(l)
}
// GetFuturesContractDetails returns all contracts from the exchange by asset type
func (e *Exchange) GetFuturesContractDetails(context.Context, asset.Item) ([]futures.Contract, error) {
return nil, common.ErrFunctionNotSupported
}
// GetLatestFundingRates returns the latest funding rates data
func (e *Exchange) GetLatestFundingRates(context.Context, *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetCurrencyTradeURL returns the URL to the exchange's trade page for the given asset and currency pair
func (e *Exchange) GetCurrencyTradeURL(_ context.Context, a asset.Item, cp currency.Pair) (string, error) {
_, err := e.CurrencyPairs.IsPairEnabled(cp, a)
if err != nil {
return "", err
}
cp.Delimiter = currency.DashDelimiter
return tradeBaseURL + cp.Base.Upper().String(), nil
}