mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-31 23:16:54 +00:00
* 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
1002 lines
29 KiB
Go
1002 lines
29 KiB
Go
package btcmarkets
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import (
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"context"
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"errors"
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"fmt"
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"math"
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"sort"
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"strings"
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"time"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/common/key"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/exchange/accounts"
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"github.com/thrasher-corp/gocryptotrader/exchange/order/limits"
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"github.com/thrasher-corp/gocryptotrader/exchange/websocket"
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"github.com/thrasher-corp/gocryptotrader/exchange/websocket/buffer"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
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"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
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"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/log"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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)
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// SetDefaults sets basic defaults
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func (e *Exchange) SetDefaults() {
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e.Name = "BTC Markets"
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e.Enabled = true
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e.Verbose = true
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e.API.CredentialsValidator.RequiresKey = true
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e.API.CredentialsValidator.RequiresSecret = true
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e.API.CredentialsValidator.RequiresBase64DecodeSecret = true
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requestFmt := ¤cy.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true}
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configFmt := ¤cy.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true}
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err := e.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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e.Features = exchange.Features{
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Supports: exchange.FeaturesSupported{
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REST: true,
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Websocket: true,
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RESTCapabilities: protocol.Features{
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TickerBatching: true,
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TickerFetching: true,
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TradeFetching: true,
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OrderbookFetching: true,
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AutoPairUpdates: true,
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AccountInfo: true,
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GetOrder: true,
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GetOrders: true,
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CancelOrder: true,
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SubmitOrder: true,
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UserTradeHistory: true,
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CryptoWithdrawal: true,
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FiatWithdraw: true,
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TradeFee: true,
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FiatWithdrawalFee: true,
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CryptoWithdrawalFee: true,
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ModifyOrder: true,
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},
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WebsocketCapabilities: protocol.Features{
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TickerFetching: true,
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TradeFetching: true,
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OrderbookFetching: true,
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AccountInfo: true,
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Subscribe: true,
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Unsubscribe: true,
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AuthenticatedEndpoints: true,
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GetOrders: true,
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GetOrder: true,
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},
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WithdrawPermissions: exchange.AutoWithdrawCrypto |
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exchange.AutoWithdrawFiat,
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Kline: kline.ExchangeCapabilitiesSupported{
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DateRanges: true,
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Intervals: true,
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},
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},
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Enabled: exchange.FeaturesEnabled{
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AutoPairUpdates: true,
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Kline: kline.ExchangeCapabilitiesEnabled{
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Intervals: kline.DeployExchangeIntervals(
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kline.IntervalCapacity{Interval: kline.OneMin},
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kline.IntervalCapacity{Interval: kline.ThreeMin},
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kline.IntervalCapacity{Interval: kline.FiveMin},
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kline.IntervalCapacity{Interval: kline.FifteenMin},
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kline.IntervalCapacity{Interval: kline.ThirtyMin},
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kline.IntervalCapacity{Interval: kline.OneHour},
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kline.IntervalCapacity{Interval: kline.TwoHour},
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kline.IntervalCapacity{Interval: kline.ThreeHour},
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kline.IntervalCapacity{Interval: kline.FourHour},
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kline.IntervalCapacity{Interval: kline.SixHour},
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kline.IntervalCapacity{Interval: kline.OneDay},
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kline.IntervalCapacity{Interval: kline.OneWeek},
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kline.IntervalCapacity{Interval: kline.OneMonth},
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),
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GlobalResultLimit: 1000,
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},
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},
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Subscriptions: defaultSubscriptions.Clone(),
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}
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e.Requester, err = request.New(e.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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request.WithLimiter(GetRateLimit()))
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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e.API.Endpoints = e.NewEndpoints()
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err = e.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: btcMarketsAPIURL,
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exchange.WebsocketSpot: btcMarketsWSURL,
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})
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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e.Websocket = websocket.NewManager()
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e.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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e.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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e.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
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}
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// Setup takes in an exchange configuration and sets all parameters
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func (e *Exchange) Setup(exch *config.Exchange) error {
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err := exch.Validate()
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if err != nil {
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return err
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}
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if !exch.Enabled {
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e.SetEnabled(false)
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return nil
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}
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err = e.SetupDefaults(exch)
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if err != nil {
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return err
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}
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wsURL, err := e.API.Endpoints.GetURL(exchange.WebsocketSpot)
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if err != nil {
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return err
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}
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err = e.Websocket.Setup(&websocket.ManagerSetup{
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ExchangeConfig: exch,
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DefaultURL: btcMarketsWSURL,
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RunningURL: wsURL,
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Connector: e.WsConnect,
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Subscriber: e.Subscribe,
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Unsubscriber: e.Unsubscribe,
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GenerateSubscriptions: e.generateSubscriptions,
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Features: &e.Features.Supports.WebsocketCapabilities,
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OrderbookBufferConfig: buffer.Config{
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SortBuffer: true,
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},
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})
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if err != nil {
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return err
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}
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return e.Websocket.SetupNewConnection(&websocket.ConnectionSetup{
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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})
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}
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// FetchTradablePairs returns a list of the exchanges tradable pairs
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func (e *Exchange) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
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if a != asset.Spot {
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return nil, fmt.Errorf("%w %q", asset.ErrNotSupported, a)
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}
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markets, err := e.GetMarkets(ctx)
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if err != nil {
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return nil, err
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}
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pairs := make([]currency.Pair, len(markets))
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for x := range markets {
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pairs[x] = markets[x].MarketID
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}
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return pairs, nil
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}
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// UpdateTradablePairs updates the exchanges available pairs and stores
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// them in the exchanges config
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func (e *Exchange) UpdateTradablePairs(ctx context.Context) error {
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pairs, err := e.FetchTradablePairs(ctx, asset.Spot)
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if err != nil {
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return err
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}
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if err := e.UpdatePairs(pairs, asset.Spot, false); err != nil {
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return err
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}
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return e.EnsureOnePairEnabled()
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}
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// UpdateTickers updates the ticker for all currency pairs of a given asset type
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func (e *Exchange) UpdateTickers(ctx context.Context, a asset.Item) error {
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allPairs, err := e.GetEnabledPairs(a)
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if err != nil {
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return err
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}
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tickers, err := e.GetTickers(ctx, allPairs)
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if err != nil {
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return err
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}
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if len(allPairs) != len(tickers) {
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return errors.New("enabled pairs differ from returned tickers")
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}
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for x := range tickers {
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if err := ticker.ProcessTicker(&ticker.Price{
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Pair: tickers[x].MarketID,
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Last: tickers[x].LastPrice,
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High: tickers[x].High24h,
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Low: tickers[x].Low24h,
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Bid: tickers[x].BestBID,
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Ask: tickers[x].BestAsk,
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Volume: tickers[x].Volume,
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LastUpdated: time.Now(),
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ExchangeName: e.Name,
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AssetType: a,
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}); err != nil {
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return err
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}
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}
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return nil
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (e *Exchange) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
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if err := e.UpdateTickers(ctx, a); err != nil {
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return nil, err
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}
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return ticker.GetTicker(e.Name, p, a)
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}
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// UpdateOrderbook updates and returns the orderbook for a currency pair
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func (e *Exchange) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Book, error) {
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if p.IsEmpty() {
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return nil, currency.ErrCurrencyPairEmpty
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}
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if err := e.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
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return nil, err
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}
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fPair, err := e.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return nil, err
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}
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// Retrieve level one book which is the top 50 ask and bids, this is not
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// cached.
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resp, err := e.GetOrderbook(ctx, fPair.String(), 1)
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if err != nil {
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return nil, err
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}
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ob := &orderbook.Book{
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Exchange: e.Name,
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Pair: p,
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Asset: assetType,
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PriceDuplication: true,
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ValidateOrderbook: e.ValidateOrderbook,
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Asks: resp.Asks,
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Bids: resp.Bids,
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}
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if err := ob.Process(); err != nil {
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return nil, err
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}
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return orderbook.Get(e.Name, p, assetType)
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}
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// UpdateAccountBalances retrieves currency balances
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func (e *Exchange) UpdateAccountBalances(ctx context.Context, assetType asset.Item) (accounts.SubAccounts, error) {
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resp, err := e.GetAccountBalance(ctx)
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if err != nil {
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return nil, err
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}
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subAccts := accounts.SubAccounts{accounts.NewSubAccount(assetType, "")}
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for i := range resp {
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subAccts[0].Balances.Set(resp[i].AssetName, accounts.Balance{
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Total: resp[i].Balance,
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Hold: resp[i].Locked,
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Free: resp[i].Available,
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})
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}
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return subAccts, e.Accounts.Save(ctx, subAccts, true)
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}
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// GetAccountFundingHistory returns funding history, deposits and
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// withdrawals
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func (e *Exchange) GetAccountFundingHistory(_ context.Context) ([]exchange.FundingHistory, error) {
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return nil, common.ErrFunctionNotSupported
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}
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// GetWithdrawalsHistory returns previous withdrawals data
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func (e *Exchange) GetWithdrawalsHistory(ctx context.Context, c currency.Code, _ asset.Item) ([]exchange.WithdrawalHistory, error) {
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withdrawals, err := e.ListWithdrawals(ctx, -1, -1, -1)
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if err != nil {
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return nil, err
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}
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resp := make([]exchange.WithdrawalHistory, 0, len(withdrawals))
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for i := range withdrawals {
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if c.IsEmpty() || c.Equal(withdrawals[i].AssetName) {
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resp = append(resp, exchange.WithdrawalHistory{
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Status: withdrawals[i].Status,
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TransferID: withdrawals[i].ID,
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Description: withdrawals[i].Description,
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Timestamp: withdrawals[i].CreationTime,
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Currency: withdrawals[i].AssetName.String(),
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Amount: withdrawals[i].Amount,
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Fee: withdrawals[i].Fee,
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TransferType: withdrawals[i].RequestType,
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CryptoToAddress: withdrawals[i].PaymentDetails.Address,
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})
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}
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}
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return resp, nil
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}
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// GetRecentTrades returns the most recent trades for a currency and asset
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func (e *Exchange) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
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var err error
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p, err = e.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return nil, err
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}
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var tradeData []Trade
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tradeData, err = e.GetTrades(ctx, p.String(), 0, 0, 200)
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if err != nil {
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return nil, err
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}
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resp := make([]trade.Data, len(tradeData))
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for i := range tradeData {
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var side order.Side
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if tradeData[i].Side != "" {
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side, err = order.StringToOrderSide(tradeData[i].Side)
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if err != nil {
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return nil, err
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}
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}
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resp[i] = trade.Data{
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Exchange: e.Name,
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TID: tradeData[i].TradeID,
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CurrencyPair: p,
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AssetType: assetType,
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Side: side,
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Price: tradeData[i].Price,
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Amount: tradeData[i].Amount,
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Timestamp: tradeData[i].Timestamp,
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}
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}
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err = e.AddTradesToBuffer(resp...)
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if err != nil {
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return nil, err
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}
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sort.Sort(trade.ByDate(resp))
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return resp, nil
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}
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// GetHistoricTrades returns historic trade data within the timeframe provided
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func (e *Exchange) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
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return nil, common.ErrFunctionNotSupported
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}
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// SubmitOrder submits a new order
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func (e *Exchange) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
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if err := s.Validate(e.GetTradingRequirements()); err != nil {
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return nil, err
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}
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if s.Side.IsLong() {
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s.Side = order.Bid
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}
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if s.Side.IsShort() {
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s.Side = order.Ask
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}
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fPair, err := e.FormatExchangeCurrency(s.Pair, asset.Spot)
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if err != nil {
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return nil, err
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}
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fOrderType, err := e.formatOrderType(s.Type)
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if err != nil {
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return nil, err
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}
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fOrderSide, err := e.formatOrderSide(s.Side)
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if err != nil {
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return nil, err
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}
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tempResp, err := e.NewOrder(ctx,
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s.Price,
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s.Amount,
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s.TriggerPrice,
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s.QuoteAmount,
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fPair.String(),
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fOrderType,
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fOrderSide,
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e.getTimeInForce(s),
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"",
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s.ClientID,
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s.TimeInForce.Is(order.PostOnly))
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if err != nil {
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return nil, err
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}
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submitResp, err := s.DeriveSubmitResponse(tempResp.OrderID)
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if err != nil {
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return nil, err
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}
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if tempResp.Amount != 0 {
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err = submitResp.AdjustBaseAmount(tempResp.Amount)
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if err != nil {
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log.Errorf(log.ExchangeSys, "Exchange %s: OrderID: %s base amount conversion error: %s\n", e.Name, submitResp.OrderID, err)
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}
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}
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if tempResp.TargetAmount != 0 {
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err = submitResp.AdjustQuoteAmount(tempResp.TargetAmount)
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if err != nil {
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log.Errorf(log.ExchangeSys, "Exchange %s: OrderID: %s quote amount conversion error: %s\n", e.Name, submitResp.OrderID, err)
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}
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}
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// With market orders the price is optional, so we can set it to the
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// actual price that was filled.
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submitResp.Price = tempResp.Price
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return submitResp, nil
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}
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// ModifyOrder modifies an existing order
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func (e *Exchange) ModifyOrder(ctx context.Context, action *order.Modify) (*order.ModifyResponse, error) {
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if err := action.Validate(); err != nil {
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return nil, err
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}
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resp, err := e.ReplaceOrder(ctx, action.OrderID, action.ClientOrderID, action.Price, action.Amount)
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if err != nil {
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return nil, err
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}
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mod, err := action.DeriveModifyResponse()
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if err != nil {
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return nil, err
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}
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mod.Pair = resp.MarketID
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mod.Side, err = order.StringToOrderSide(resp.Side)
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if err != nil {
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return nil, err
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}
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mod.Type, err = order.StringToOrderType(resp.Type)
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if err != nil {
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return nil, err
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}
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mod.Status, err = order.StringToOrderStatus(resp.Status)
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if err != nil {
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return nil, err
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}
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mod.OrderID = resp.OrderID
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mod.LastUpdated = resp.CreationTime
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mod.Price = resp.Price
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mod.Amount = resp.Amount
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mod.RemainingAmount = resp.OpenAmount
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return mod, nil
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}
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// 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
|
|
}
|