mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-06-07 15:11:03 +00:00
* Currency: Variadic Pairs.Add This version of Pairs.Add is simpler and [more performant](https://gist.github.com/gbjk/06a1fc1832d04ee41213ca518938cf74) Behavioural difference: If there's nothing to add, the same slice is returned unaltered. This seems like good sauce * Currency: Variadic Remove * Common: Add Batch function * Common: Add common.SortStrings for stringers * Subscriptions: Add batching to templates * Subscriptions: Sort list of pairs * Kucoin: Switch to sub templating * Kucoin: Simplify channel prefix usage * Kucoin: Fix race on fetchedFuturesOrderbook * Subscriptions: Filter AssetPairs Now only the assetPairs relevant to the subscription are in the context * Subscriptions: Respect subscription Pairs * Subscriptions: Trim AssetSeparator early We want to trim before checking for "AssetSeparator vs All" because a template should be allowed to reuse a range template and generate just one trailing AssetSeparator whilst using a specific Asset * Kucoin: Fix empty margin asset added * Kucoin: Add Subscription batching Turns out that contary to the documentation, kucoin supports batching of all symbols and currencies * Kucoin: Fix checkSubscriptions and coverage * Subscriptions: Simplify error checking This reduces the complexity of error checking to just be "do we get the correct numbers". Fixes Asset.All with only one asset erroring on xpandPairs, because we trimmed the only asset separator, and then errored that we're not xpanding Assets and the asset on the sub is asset.All This use-case conflicted with commit 6bbd546d74, which required: ``` Subscriptions: Trim AssetSeparator early We want to trim before checking for "AssetSeparator vs All" because a template should be allowed to reuse a range template and generate just one trailing AssetSeparator whilst using a specific Asset ``` Now we set up the assets earlier, and we remove the check for xpandAssets, since the number of asset lines matching is all that matters. I've removed the asset tests for this, but they were correctly erroring on the number of asset lines instead. Everything hits coverage, as well. * Kucoin: Remove deprecated fundingBook endpoint * BTCMarkets: Use common.Batch
1126 lines
32 KiB
Go
1126 lines
32 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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"strconv"
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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/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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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/stream"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer"
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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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var errFailedToConvertToCandle = errors.New("cannot convert time series data to kline.Candle, insufficient data")
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// SetDefaults sets basic defaults
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func (b *BTCMarkets) SetDefaults() {
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b.Name = "BTC Markets"
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b.Enabled = true
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b.Verbose = true
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b.API.CredentialsValidator.RequiresKey = true
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b.API.CredentialsValidator.RequiresSecret = true
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b.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 := b.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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b.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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}
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b.Requester, err = request.New(b.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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b.API.Endpoints = b.NewEndpoints()
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err = b.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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b.Websocket = stream.NewWebsocket()
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b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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b.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 (b *BTCMarkets) 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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b.SetEnabled(false)
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return nil
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}
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err = b.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 := b.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 = b.Websocket.Setup(&stream.WebsocketSetup{
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ExchangeConfig: exch,
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DefaultURL: btcMarketsWSURL,
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RunningURL: wsURL,
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Connector: b.WsConnect,
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Subscriber: b.Subscribe,
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Unsubscriber: b.Unsubscribe,
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GenerateSubscriptions: b.generateDefaultSubscriptions,
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Features: &b.Features.Supports.WebsocketCapabilities,
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OrderbookBufferConfig: buffer.Config{
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SortBuffer: true,
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UpdateIDProgression: true,
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Checksum: checksum,
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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 b.Websocket.SetupNewConnection(stream.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 (b *BTCMarkets) 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 %v", asset.ErrNotSupported, a)
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}
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markets, err := b.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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var pair currency.Pair
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pair, err = currency.NewPairFromString(markets[x].MarketID)
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if err != nil {
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return nil, err
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}
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pairs[x] = pair
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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 (b *BTCMarkets) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
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pairs, err := b.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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err = b.UpdatePairs(pairs, asset.Spot, false, forceUpdate)
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if err != nil {
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return err
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}
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return b.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 (b *BTCMarkets) UpdateTickers(ctx context.Context, a asset.Item) error {
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allPairs, err := b.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 := b.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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var newP currency.Pair
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newP, err = currency.NewPairFromString(tickers[x].MarketID)
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if err != nil {
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return err
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Pair: newP,
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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: b.Name,
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AssetType: a,
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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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}
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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 (b *BTCMarkets) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
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if err := b.UpdateTickers(ctx, a); err != nil {
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return nil, err
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}
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return ticker.GetTicker(b.Name, p, a)
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}
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// FetchTicker returns the ticker for a currency pair
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func (b *BTCMarkets) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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fPair, err := b.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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tickerNew, err := ticker.GetTicker(b.Name, fPair, assetType)
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if err != nil {
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return b.UpdateTicker(ctx, p, assetType)
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}
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return tickerNew, nil
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}
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// FetchOrderbook returns orderbook base on the currency pair
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func (b *BTCMarkets) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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ob, err := orderbook.Get(b.Name, p, assetType)
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if err != nil {
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return b.UpdateOrderbook(ctx, p, assetType)
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}
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return ob, nil
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}
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// UpdateOrderbook updates and returns the orderbook for a currency pair
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func (b *BTCMarkets) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, 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 := b.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
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return nil, err
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}
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book := &orderbook.Base{
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Exchange: b.Name,
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Pair: p,
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Asset: assetType,
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PriceDuplication: true,
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VerifyOrderbook: b.CanVerifyOrderbook,
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}
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fPair, err := b.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return book, 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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tempResp, err := b.GetOrderbook(ctx, fPair.String(), 1)
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if err != nil {
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return book, err
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}
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book.Bids = make(orderbook.Tranches, len(tempResp.Bids))
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for x := range tempResp.Bids {
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book.Bids[x] = orderbook.Tranche{
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Amount: tempResp.Bids[x].Volume,
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Price: tempResp.Bids[x].Price,
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}
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}
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book.Asks = make(orderbook.Tranches, len(tempResp.Asks))
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for y := range tempResp.Asks {
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book.Asks[y] = orderbook.Tranche{
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Amount: tempResp.Asks[y].Volume,
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Price: tempResp.Asks[y].Price,
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}
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}
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err = book.Process()
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if err != nil {
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return book, err
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}
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return orderbook.Get(b.Name, p, assetType)
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}
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// UpdateAccountInfo retrieves balances for all enabled currencies
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func (b *BTCMarkets) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
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var resp account.Holdings
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data, err := b.GetAccountBalance(ctx)
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if err != nil {
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return resp, err
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}
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var acc account.SubAccount
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acc.AssetType = assetType
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for x := range data {
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acc.Currencies = append(acc.Currencies, account.Balance{
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Currency: currency.NewCode(data[x].AssetName),
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Total: data[x].Balance,
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Hold: data[x].Locked,
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Free: data[x].Available,
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})
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}
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resp.Accounts = append(resp.Accounts, acc)
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resp.Exchange = b.Name
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creds, err := b.GetCredentials(ctx)
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if err != nil {
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return account.Holdings{}, err
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}
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err = account.Process(&resp, creds)
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if err != nil {
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return account.Holdings{}, err
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}
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return resp, nil
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}
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// FetchAccountInfo retrieves balances for all enabled currencies
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func (b *BTCMarkets) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
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creds, err := b.GetCredentials(ctx)
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if err != nil {
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return account.Holdings{}, err
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}
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acc, err := account.GetHoldings(b.Name, creds, assetType)
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if err != nil {
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return b.UpdateAccountInfo(ctx, assetType)
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}
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return acc, nil
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}
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// GetAccountFundingHistory returns funding history, deposits and
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// withdrawals
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func (b *BTCMarkets) 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 (b *BTCMarkets) GetWithdrawalsHistory(ctx context.Context, c currency.Code, _ asset.Item) ([]exchange.WithdrawalHistory, error) {
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withdrawals, err := b.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 (b *BTCMarkets) 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 = b.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 = b.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: b.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 = b.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 (b *BTCMarkets) 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
|
|
func (b *BTCMarkets) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
|
|
if err := s.Validate(b.GetTradingRequirements()); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if s.Side.IsLong() {
|
|
s.Side = order.Bid
|
|
}
|
|
if s.Side.IsShort() {
|
|
s.Side = order.Ask
|
|
}
|
|
|
|
fPair, err := b.FormatExchangeCurrency(s.Pair, asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
fOrderType, err := b.formatOrderType(s.Type)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
fOrderSide, err := b.formatOrderSide(s.Side)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
tempResp, err := b.NewOrder(ctx,
|
|
s.Price,
|
|
s.Amount,
|
|
s.TriggerPrice,
|
|
s.QuoteAmount,
|
|
fPair.String(),
|
|
fOrderType,
|
|
fOrderSide,
|
|
b.getTimeInForce(s),
|
|
"",
|
|
s.ClientID,
|
|
s.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", b.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", b.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 will allow of changing orderbook placement and limit to
|
|
// market conversion
|
|
func (b *BTCMarkets) ModifyOrder(ctx context.Context, action *order.Modify) (*order.ModifyResponse, error) {
|
|
if err := action.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
resp, err := b.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, err = currency.NewPairFromString(resp.MarketID)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
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 (b *BTCMarkets) CancelOrder(ctx context.Context, o *order.Cancel) error {
|
|
err := o.Validate(o.StandardCancel())
|
|
if err != nil {
|
|
return err
|
|
}
|
|
_, err = b.RemoveOrder(ctx, o.OrderID)
|
|
return err
|
|
}
|
|
|
|
// CancelBatchOrders cancels an orders by their corresponding ID numbers
|
|
func (b *BTCMarkets) 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 := b.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 (b *BTCMarkets) CancelAllOrders(ctx context.Context, _ *order.Cancel) (order.CancelAllResponse, error) {
|
|
resp := order.CancelAllResponse{Status: map[string]string{}}
|
|
orders, err := b.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 := b.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 (b *BTCMarkets) GetOrderInfo(ctx context.Context, orderID string, _ currency.Pair, _ asset.Item) (*order.Detail, error) {
|
|
var resp order.Detail
|
|
o, err := b.FetchOrder(ctx, orderID)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
p, err := currency.NewPairFromString(o.MarketID)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
resp.Exchange = b.Name
|
|
resp.OrderID = orderID
|
|
resp.Pair = p
|
|
resp.Price = o.Price
|
|
resp.Date = o.CreationTime
|
|
resp.ExecutedAmount = o.Amount - o.OpenAmount
|
|
resp.Side = order.Bid
|
|
if o.Side == ask {
|
|
resp.Side = order.Ask
|
|
}
|
|
switch o.Type {
|
|
case limit:
|
|
resp.Type = order.Limit
|
|
case market:
|
|
resp.Type = order.Market
|
|
case stopLimit:
|
|
resp.Type = order.Stop
|
|
case stop:
|
|
resp.Type = order.Stop
|
|
case takeProfit:
|
|
resp.Type = order.ImmediateOrCancel
|
|
default:
|
|
resp.Type = order.UnknownType
|
|
}
|
|
resp.RemainingAmount = o.OpenAmount
|
|
switch o.Status {
|
|
case orderAccepted:
|
|
resp.Status = order.Active
|
|
case orderPlaced:
|
|
resp.Status = order.Active
|
|
case orderPartiallyMatched:
|
|
resp.Status = order.PartiallyFilled
|
|
case orderFullyMatched:
|
|
resp.Status = order.Filled
|
|
case orderCancelled:
|
|
resp.Status = order.Cancelled
|
|
case orderPartiallyCancelled:
|
|
resp.Status = order.PartiallyCancelled
|
|
case orderFailed:
|
|
resp.Status = order.Rejected
|
|
default:
|
|
resp.Status = order.UnknownStatus
|
|
}
|
|
return &resp, nil
|
|
}
|
|
|
|
// GetDepositAddress returns a deposit address for a specified currency
|
|
func (b *BTCMarkets) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, _ string) (*deposit.Address, error) {
|
|
depositAddr, err := b.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 (b *BTCMarkets) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
a, err := b.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 (b *BTCMarkets) 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 := b.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 (b *BTCMarkets) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on type of transaction
|
|
func (b *BTCMarkets) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
if feeBuilder == nil {
|
|
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
|
|
}
|
|
if !b.AreCredentialsValid(ctx) && // Todo check connection status
|
|
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
|
|
feeBuilder.FeeType = exchange.OfflineTradeFee
|
|
}
|
|
return b.GetFee(ctx, feeBuilder)
|
|
}
|
|
|
|
// GetActiveOrders retrieves any orders that are active/open
|
|
func (b *BTCMarkets) 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 := b.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 := b.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
tempData, err := b.GetOrders(ctx, fPair.String(), -1, -1, -1, true)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for y := range tempData {
|
|
var tempResp order.Detail
|
|
tempResp.Exchange = b.Name
|
|
tempResp.Pair = req.Pairs[x]
|
|
tempResp.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",
|
|
b.Name,
|
|
tempData[y].Type)
|
|
tempResp.Type = order.UnknownType
|
|
}
|
|
switch tempData[y].Status {
|
|
case orderAccepted:
|
|
tempResp.Status = order.Active
|
|
case orderPlaced:
|
|
tempResp.Status = order.Active
|
|
case orderPartiallyMatched:
|
|
tempResp.Status = order.PartiallyFilled
|
|
default:
|
|
log.Errorf(log.ExchangeSys,
|
|
"%s unexpected status %s on order %v",
|
|
b.Name,
|
|
tempData[y].Status,
|
|
tempData[y].OrderID)
|
|
tempResp.Status = order.UnknownStatus
|
|
}
|
|
tempResp.Price = tempData[y].Price
|
|
tempResp.Amount = tempData[y].Amount
|
|
tempResp.ExecutedAmount = tempData[y].Amount - tempData[y].OpenAmount
|
|
tempResp.RemainingAmount = tempData[y].OpenAmount
|
|
resp = append(resp, tempResp)
|
|
}
|
|
}
|
|
return req.Filter(b.Name, resp), nil
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information
|
|
// Can Limit response to specific order status
|
|
func (b *BTCMarkets) 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 := b.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 := b.FormatExchangeCurrency(req.Pairs[y], asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
orders, err := b.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 := b.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
|
|
}
|
|
|
|
p, err := currency.NewPairFromString(tempData.Orders[c].MarketID)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
tempResp.Exchange = b.Name
|
|
tempResp.Pair = p
|
|
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(b.Name, resp), nil
|
|
}
|
|
|
|
// ValidateAPICredentials validates current credentials used for wrapper
|
|
// functionality
|
|
func (b *BTCMarkets) ValidateAPICredentials(ctx context.Context, assetType asset.Item) error {
|
|
_, err := b.UpdateAccountInfo(ctx, assetType)
|
|
if err != nil {
|
|
if b.CheckTransientError(err) == nil {
|
|
return nil
|
|
}
|
|
// Check for specific auth errors; all other errors can be disregarded
|
|
// as this does not affect authenticated requests.
|
|
if strings.Contains(err.Error(), "InvalidAPIKey") ||
|
|
strings.Contains(err.Error(), "InvalidAuthTimestamp") ||
|
|
strings.Contains(err.Error(), "InvalidAuthSignature") ||
|
|
strings.Contains(err.Error(), "InsufficientAPIPermission") {
|
|
return err
|
|
}
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
// FormatExchangeKlineInterval returns Interval to exchange formatted string
|
|
func (b *BTCMarkets) FormatExchangeKlineInterval(in kline.Interval) string {
|
|
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 (b *BTCMarkets) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
|
|
req, err := b.GetKlineRequest(pair, a, interval, start, end, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
candles, err := b.GetMarketCandles(ctx,
|
|
req.RequestFormatted.String(),
|
|
b.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], err = convertToKlineCandle(&candles[x])
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
}
|
|
return req.ProcessResponse(timeSeries)
|
|
}
|
|
|
|
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
|
|
func (b *BTCMarkets) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
|
|
req, err := b.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 = b.GetMarketCandles(ctx,
|
|
req.RequestFormatted.String(),
|
|
b.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 {
|
|
elem, err := convertToKlineCandle(&candles[i])
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
timeSeries = append(timeSeries, elem)
|
|
}
|
|
}
|
|
return req.ProcessResponse(timeSeries)
|
|
}
|
|
|
|
// GetServerTime returns the current exchange server time.
|
|
func (b *BTCMarkets) GetServerTime(ctx context.Context, _ asset.Item) (time.Time, error) {
|
|
return b.GetCurrentServerTime(ctx)
|
|
}
|
|
|
|
// UpdateOrderExecutionLimits sets exchange executions for a required asset type
|
|
func (b *BTCMarkets) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error {
|
|
if a != asset.Spot {
|
|
return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
|
|
}
|
|
|
|
markets, err := b.GetMarkets(ctx)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
limits := make([]order.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
|
|
}
|
|
|
|
limits[x] = order.MinMaxLevel{
|
|
Pair: pair,
|
|
Asset: asset.Spot,
|
|
MinimumBaseAmount: markets[x].MinOrderAmount,
|
|
MaximumBaseAmount: markets[x].MaxOrderAmount,
|
|
AmountStepIncrementSize: math.Pow(10, -markets[x].AmountDecimals),
|
|
PriceStepIncrementSize: math.Pow(10, -markets[x].PriceDecimals),
|
|
}
|
|
}
|
|
return b.LoadLimits(limits)
|
|
}
|
|
|
|
func convertToKlineCandle(candle *[6]string) (kline.Candle, error) {
|
|
var elem kline.Candle
|
|
if candle == nil {
|
|
return elem, errFailedToConvertToCandle
|
|
}
|
|
var err error
|
|
elem.Time, err = time.Parse(time.RFC3339, candle[0])
|
|
if err != nil {
|
|
return elem, err
|
|
}
|
|
elem.Open, err = strconv.ParseFloat(candle[1], 64)
|
|
if err != nil {
|
|
return elem, err
|
|
}
|
|
elem.High, err = strconv.ParseFloat(candle[2], 64)
|
|
if err != nil {
|
|
return elem, err
|
|
}
|
|
elem.Low, err = strconv.ParseFloat(candle[3], 64)
|
|
if err != nil {
|
|
return elem, err
|
|
}
|
|
elem.Close, err = strconv.ParseFloat(candle[4], 64)
|
|
if err != nil {
|
|
return elem, err
|
|
}
|
|
elem.Volume, err = strconv.ParseFloat(candle[5], 64)
|
|
if err != nil {
|
|
return elem, err
|
|
}
|
|
return elem, nil
|
|
}
|
|
|
|
// GetFuturesContractDetails returns all contracts from the exchange by asset type
|
|
func (b *BTCMarkets) GetFuturesContractDetails(context.Context, asset.Item) ([]futures.Contract, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetLatestFundingRates returns the latest funding rates data
|
|
func (b *BTCMarkets) 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 (b *BTCMarkets) GetCurrencyTradeURL(_ context.Context, a asset.Item, cp currency.Pair) (string, error) {
|
|
_, err := b.CurrencyPairs.IsPairEnabled(cp, a)
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
cp.Delimiter = currency.DashDelimiter
|
|
return tradeBaseURL + cp.Base.Upper().String(), nil
|
|
}
|