Files
gocryptotrader/exchanges/coinbasepro/coinbasepro_wrapper.go
Donald Adu-Poku 82c79a9287 stream: set connection monitor delay. (#1120)
* stream: set connection monitor delay.

- this fixes a bug where the connection monitor delay config value does not
get set to the websocket on intialization.

* multi: add connection monitor delay to exchange config.

- this adds the connection monitor delay config option to the exchange type.
- the validate function of the exchange type has been updated to validate the
connection monitor delay value as well.

* multi: resolve review issues.
2023-01-31 09:21:51 +11:00

970 lines
28 KiB
Go

package coinbasepro
import (
"context"
"errors"
"fmt"
"sort"
"strconv"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (c *CoinbasePro) GetDefaultConfig() (*config.Exchange, error) {
c.SetDefaults()
exchCfg := new(config.Exchange)
exchCfg.Name = c.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = c.BaseCurrencies
err := c.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if c.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = c.UpdateTradablePairs(context.TODO(), true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets default values for the exchange
func (c *CoinbasePro) SetDefaults() {
c.Name = "CoinbasePro"
c.Enabled = true
c.Verbose = true
c.API.CredentialsValidator.RequiresKey = true
c.API.CredentialsValidator.RequiresSecret = true
c.API.CredentialsValidator.RequiresClientID = true
c.API.CredentialsValidator.RequiresBase64DecodeSecret = true
requestFmt := &currency.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true}
configFmt := &currency.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true}
err := c.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
c.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
DepositHistory: true,
WithdrawalHistory: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
FiatDeposit: true,
FiatWithdraw: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CandleHistory: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
OrderbookFetching: true,
Subscribe: true,
Unsubscribe: true,
AuthenticatedEndpoints: true,
MessageSequenceNumbers: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.AutoWithdrawFiatWithAPIPermission,
Kline: kline.ExchangeCapabilitiesSupported{
DateRanges: true,
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: kline.DeployExchangeIntervals(
kline.OneMin,
kline.FiveMin,
kline.FifteenMin,
kline.OneHour,
kline.SixHour,
kline.OneDay,
),
ResultLimit: 300,
},
},
}
c.Requester, err = request.New(c.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
c.API.Endpoints = c.NewEndpoints()
err = c.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: coinbaseproAPIURL,
exchange.RestSandbox: coinbaseproSandboxAPIURL,
exchange.WebsocketSpot: coinbaseproWebsocketURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
c.Websocket = stream.New()
c.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
c.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
c.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup initialises the exchange parameters with the current configuration
func (c *CoinbasePro) Setup(exch *config.Exchange) error {
err := exch.Validate()
if err != nil {
return err
}
if !exch.Enabled {
c.SetEnabled(false)
return nil
}
err = c.SetupDefaults(exch)
if err != nil {
return err
}
wsRunningURL, err := c.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = c.Websocket.Setup(&stream.WebsocketSetup{
ExchangeConfig: exch,
DefaultURL: coinbaseproWebsocketURL,
RunningURL: wsRunningURL,
Connector: c.WsConnect,
Subscriber: c.Subscribe,
Unsubscriber: c.Unsubscribe,
GenerateSubscriptions: c.GenerateDefaultSubscriptions,
ConnectionMonitorDelay: exch.ConnectionMonitorDelay,
Features: &c.Features.Supports.WebsocketCapabilities,
OrderbookBufferConfig: buffer.Config{
SortBuffer: true,
},
})
if err != nil {
return err
}
return c.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
}
// Start starts the coinbasepro go routine
func (c *CoinbasePro) Start(wg *sync.WaitGroup) error {
if wg == nil {
return fmt.Errorf("%T %w", wg, common.ErrNilPointer)
}
wg.Add(1)
go func() {
c.Run()
wg.Done()
}()
return nil
}
// Run implements the coinbasepro wrapper
func (c *CoinbasePro) Run() {
if c.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s. (url: %s).\n",
c.Name,
common.IsEnabled(c.Websocket.IsEnabled()),
coinbaseproWebsocketURL)
c.PrintEnabledPairs()
}
forceUpdate := false
if !c.BypassConfigFormatUpgrades {
format, err := c.GetPairFormat(asset.Spot, false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
c.Name,
err)
return
}
enabled, err := c.CurrencyPairs.GetPairs(asset.Spot, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
c.Name,
err)
return
}
avail, err := c.CurrencyPairs.GetPairs(asset.Spot, false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
c.Name,
err)
return
}
if !common.StringDataContains(enabled.Strings(), format.Delimiter) ||
!common.StringDataContains(avail.Strings(), format.Delimiter) {
var p currency.Pairs
p, err = currency.NewPairsFromStrings([]string{currency.BTC.String() +
format.Delimiter +
currency.USD.String()})
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
c.Name,
err)
} else {
forceUpdate = true
log.Warnf(log.ExchangeSys, exchange.ResetConfigPairsWarningMessage, c.Name, asset.Spot, p)
err = c.UpdatePairs(p, asset.Spot, true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
c.Name,
err)
}
}
}
}
if !c.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err := c.UpdateTradablePairs(context.TODO(), forceUpdate)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", c.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (c *CoinbasePro) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
products, err := c.GetProducts(ctx)
if err != nil {
return nil, err
}
pairs := make([]currency.Pair, 0, len(products))
for x := range products {
if products[x].TradingDisabled {
continue
}
var pair currency.Pair
pair, err = currency.NewPairDelimiter(products[x].ID, currency.DashDelimiter)
if err != nil {
return nil, err
}
pairs = append(pairs, pair)
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (c *CoinbasePro) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
pairs, err := c.FetchTradablePairs(ctx, asset.Spot)
if err != nil {
return err
}
return c.UpdatePairs(pairs, asset.Spot, false, forceUpdate)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// coinbasepro exchange
func (c *CoinbasePro) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var response account.Holdings
response.Exchange = c.Name
accountBalance, err := c.GetAccounts(ctx)
if err != nil {
return response, err
}
accountCurrencies := make(map[string][]account.Balance)
for i := range accountBalance {
profileID := accountBalance[i].ProfileID
currencies := accountCurrencies[profileID]
accountCurrencies[profileID] = append(currencies, account.Balance{
Currency: currency.NewCode(accountBalance[i].Currency),
Total: accountBalance[i].Balance,
Hold: accountBalance[i].Hold,
Free: accountBalance[i].Available,
AvailableWithoutBorrow: accountBalance[i].Available - accountBalance[i].FundedAmount,
Borrowed: accountBalance[i].FundedAmount,
})
}
if response.Accounts, err = account.CollectBalances(accountCurrencies, assetType); err != nil {
return account.Holdings{}, err
}
creds, err := c.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
err = account.Process(&response, creds)
if err != nil {
return account.Holdings{}, err
}
return response, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (c *CoinbasePro) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
creds, err := c.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
acc, err := account.GetHoldings(c.Name, creds, assetType)
if err != nil {
return c.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (c *CoinbasePro) UpdateTickers(ctx context.Context, a asset.Item) error {
return common.ErrFunctionNotSupported
}
// UpdateTicker updates and returns the ticker for a currency pair
func (c *CoinbasePro) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
fpair, err := c.FormatExchangeCurrency(p, a)
if err != nil {
return nil, err
}
tick, err := c.GetTicker(ctx, fpair.String())
if err != nil {
return nil, err
}
stats, err := c.GetStats(ctx, fpair.String())
if err != nil {
return nil, err
}
tickerPrice := &ticker.Price{
Last: stats.Last,
High: stats.High,
Low: stats.Low,
Bid: tick.Bid,
Ask: tick.Ask,
Volume: tick.Volume,
Open: stats.Open,
Pair: p,
LastUpdated: tick.Time,
ExchangeName: c.Name,
AssetType: a}
err = ticker.ProcessTicker(tickerPrice)
if err != nil {
return tickerPrice, err
}
return ticker.GetTicker(c.Name, p, a)
}
// FetchTicker returns the ticker for a currency pair
func (c *CoinbasePro) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(c.Name, p, assetType)
if err != nil {
return c.UpdateTicker(ctx, p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (c *CoinbasePro) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(c.Name, p, assetType)
if err != nil {
return c.UpdateOrderbook(ctx, p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (c *CoinbasePro) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: c.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: c.CanVerifyOrderbook,
}
fpair, err := c.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
orderbookNew, err := c.GetOrderbook(ctx, fpair.String(), 2)
if err != nil {
return book, err
}
obNew, ok := orderbookNew.(OrderbookL1L2)
if !ok {
return book, errors.New("unable to type assert orderbook data")
}
book.Bids = make(orderbook.Items, len(obNew.Bids))
for x := range obNew.Bids {
book.Bids[x] = orderbook.Item{
Amount: obNew.Bids[x].Amount,
Price: obNew.Bids[x].Price,
}
}
book.Asks = make(orderbook.Items, len(obNew.Asks))
for x := range obNew.Asks {
book.Asks[x] = orderbook.Item{
Amount: obNew.Asks[x].Amount,
Price: obNew.Asks[x].Price,
}
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(c.Name, p, assetType)
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (c *CoinbasePro) GetFundingHistory(_ context.Context) ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (c *CoinbasePro) GetWithdrawalsHistory(_ context.Context, _ currency.Code, _ asset.Item) (resp []exchange.WithdrawalHistory, err error) {
return nil, common.ErrNotYetImplemented
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (c *CoinbasePro) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
p, err = c.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
var tradeData []Trade
tradeData, err = c.GetTrades(ctx, p.String())
if err != nil {
return nil, err
}
resp := make([]trade.Data, len(tradeData))
for i := range tradeData {
var side order.Side
side, err = order.StringToOrderSide(tradeData[i].Side)
if err != nil {
return nil, err
}
resp[i] = trade.Data{
Exchange: c.Name,
TID: strconv.FormatInt(tradeData[i].TradeID, 10),
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Price,
Amount: tradeData[i].Size,
Timestamp: tradeData[i].Time,
}
}
err = c.AddTradesToBuffer(resp...)
if err != nil {
return nil, err
}
sort.Sort(trade.ByDate(resp))
return resp, nil
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (c *CoinbasePro) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (c *CoinbasePro) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
if err := s.Validate(); err != nil {
return nil, err
}
fpair, err := c.FormatExchangeCurrency(s.Pair, asset.Spot)
if err != nil {
return nil, err
}
var orderID string
switch s.Type {
case order.Market:
orderID, err = c.PlaceMarketOrder(ctx,
"",
s.Amount,
s.QuoteAmount,
s.Side.Lower(),
fpair.String(),
"")
case order.Limit:
timeInForce := CoinbaseRequestParamsTimeGTC
if s.ImmediateOrCancel {
timeInForce = CoinbaseRequestParamsTimeIOC
}
orderID, err = c.PlaceLimitOrder(ctx,
"",
s.Price,
s.Amount,
s.Side.Lower(),
timeInForce,
"",
fpair.String(),
"",
false)
default:
err = errors.New("order type not supported")
}
if err != nil {
return nil, err
}
return s.DeriveSubmitResponse(orderID)
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (c *CoinbasePro) ModifyOrder(_ context.Context, _ *order.Modify) (*order.ModifyResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (c *CoinbasePro) CancelOrder(ctx context.Context, o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
return c.CancelExistingOrder(ctx, o.OrderID)
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (c *CoinbasePro) CancelBatchOrders(ctx context.Context, o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (c *CoinbasePro) CancelAllOrders(ctx context.Context, _ *order.Cancel) (order.CancelAllResponse, error) {
// CancellAllExisting orders returns a list of successful cancellations, we're only interested in failures
_, err := c.CancelAllExistingOrders(ctx, "")
return order.CancelAllResponse{}, err
}
// GetOrderInfo returns order information based on order ID
func (c *CoinbasePro) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
genOrderDetail, errGo := c.GetOrder(ctx, orderID)
if errGo != nil {
return order.Detail{}, fmt.Errorf("error retrieving order %s : %s", orderID, errGo)
}
os, errOs := order.StringToOrderStatus(genOrderDetail.Status)
if errOs != nil {
return order.Detail{}, fmt.Errorf("error parsing order status: %s", errOs)
}
tt, errOt := order.StringToOrderType(genOrderDetail.Type)
if errOt != nil {
return order.Detail{}, fmt.Errorf("error parsing order type: %s", errOt)
}
ss, errOss := order.StringToOrderSide(genOrderDetail.Side)
if errOss != nil {
return order.Detail{}, fmt.Errorf("error parsing order side: %s", errOss)
}
p, errP := currency.NewPairDelimiter(genOrderDetail.ProductID, "-")
if errP != nil {
return order.Detail{}, fmt.Errorf("error parsing order side: %s", errP)
}
response := order.Detail{
Exchange: c.GetName(),
OrderID: genOrderDetail.ID,
Pair: p,
Side: ss,
Type: tt,
Date: genOrderDetail.DoneAt,
Status: os,
Price: genOrderDetail.Price,
Amount: genOrderDetail.Size,
ExecutedAmount: genOrderDetail.FilledSize,
RemainingAmount: genOrderDetail.Size - genOrderDetail.FilledSize,
Fee: genOrderDetail.FillFees,
}
fillResponse, errGF := c.GetFills(ctx, orderID, genOrderDetail.ProductID)
if errGF != nil {
return response, fmt.Errorf("error retrieving the order fills: %s", errGF)
}
for i := range fillResponse {
trSi, errTSi := order.StringToOrderSide(fillResponse[i].Side)
if errTSi != nil {
return response, fmt.Errorf("error parsing order Side: %s", errTSi)
}
response.Trades = append(response.Trades, order.TradeHistory{
Timestamp: fillResponse[i].CreatedAt,
TID: strconv.FormatInt(fillResponse[i].TradeID, 10),
Price: fillResponse[i].Price,
Amount: fillResponse[i].Size,
Exchange: c.GetName(),
Type: tt,
Side: trSi,
Fee: fillResponse[i].Fee,
})
}
return response, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (c *CoinbasePro) GetDepositAddress(_ context.Context, _ currency.Code, _, _ string) (*deposit.Address, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (c *CoinbasePro) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
resp, err := c.WithdrawCrypto(ctx,
withdrawRequest.Amount,
withdrawRequest.Currency.String(),
withdrawRequest.Crypto.Address)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: resp.ID,
}, err
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
// submitted
func (c *CoinbasePro) WithdrawFiatFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
paymentMethods, err := c.GetPayMethods(ctx)
if err != nil {
return nil, err
}
selectedWithdrawalMethod := PaymentMethod{}
for i := range paymentMethods {
if withdrawRequest.Fiat.Bank.BankName == paymentMethods[i].Name {
selectedWithdrawalMethod = paymentMethods[i]
break
}
}
if selectedWithdrawalMethod.ID == "" {
return nil, fmt.Errorf("could not find payment method '%v'. Check the name via the website and try again", withdrawRequest.Fiat.Bank.BankName)
}
resp, err := c.WithdrawViaPaymentMethod(ctx,
withdrawRequest.Amount,
withdrawRequest.Currency.String(),
selectedWithdrawalMethod.ID)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
Status: resp.ID,
}, nil
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (c *CoinbasePro) WithdrawFiatFundsToInternationalBank(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
v, err := c.WithdrawFiatFunds(ctx, withdrawRequest)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: v.ID,
Status: v.Status,
}, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (c *CoinbasePro) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if feeBuilder == nil {
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
}
if !c.AreCredentialsValid(ctx) && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return c.GetFee(ctx, feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (c *CoinbasePro) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
var respOrders []GeneralizedOrderResponse
var fPair currency.Pair
for i := range req.Pairs {
fPair, err = c.FormatExchangeCurrency(req.Pairs[i], asset.Spot)
if err != nil {
return nil, err
}
var resp []GeneralizedOrderResponse
resp, err = c.GetOrders(ctx,
[]string{"open", "pending", "active"},
fPair.String())
if err != nil {
return nil, err
}
respOrders = append(respOrders, resp...)
}
format, err := c.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
orders := make([]order.Detail, len(respOrders))
for i := range respOrders {
var curr currency.Pair
curr, err = currency.NewPairDelimiter(respOrders[i].ProductID,
format.Delimiter)
if err != nil {
return nil, err
}
var side order.Side
side, err = order.StringToOrderSide(respOrders[i].Side)
if err != nil {
return nil, err
}
var orderType order.Type
orderType, err = order.StringToOrderType(respOrders[i].Type)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", c.Name, err)
}
orders[i] = order.Detail{
OrderID: respOrders[i].ID,
Amount: respOrders[i].Size,
ExecutedAmount: respOrders[i].FilledSize,
Type: orderType,
Date: respOrders[i].CreatedAt,
Side: side,
Pair: curr,
Exchange: c.Name,
}
}
return req.Filter(c.Name, orders), nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (c *CoinbasePro) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
var respOrders []GeneralizedOrderResponse
if len(req.Pairs) > 0 {
var fPair currency.Pair
var resp []GeneralizedOrderResponse
for i := range req.Pairs {
fPair, err = c.FormatExchangeCurrency(req.Pairs[i], asset.Spot)
if err != nil {
return nil, err
}
resp, err = c.GetOrders(ctx, []string{"done"}, fPair.String())
if err != nil {
return nil, err
}
respOrders = append(respOrders, resp...)
}
} else {
respOrders, err = c.GetOrders(ctx, []string{"done"}, "")
if err != nil {
return nil, err
}
}
format, err := c.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
orders := make([]order.Detail, len(respOrders))
for i := range respOrders {
var curr currency.Pair
curr, err = currency.NewPairDelimiter(respOrders[i].ProductID,
format.Delimiter)
if err != nil {
return nil, err
}
var side order.Side
side, err = order.StringToOrderSide(respOrders[i].Side)
if err != nil {
return nil, err
}
var orderStatus order.Status
orderStatus, err = order.StringToOrderStatus(respOrders[i].Status)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", c.Name, err)
}
var orderType order.Type
orderType, err = order.StringToOrderType(respOrders[i].Type)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", c.Name, err)
}
detail := order.Detail{
OrderID: respOrders[i].ID,
Amount: respOrders[i].Size,
ExecutedAmount: respOrders[i].FilledSize,
RemainingAmount: respOrders[i].Size - respOrders[i].FilledSize,
Cost: respOrders[i].ExecutedValue,
CostAsset: curr.Quote,
Type: orderType,
Date: respOrders[i].CreatedAt,
CloseTime: respOrders[i].DoneAt,
Fee: respOrders[i].FillFees,
FeeAsset: curr.Quote,
Side: side,
Status: orderStatus,
Pair: curr,
Price: respOrders[i].Price,
Exchange: c.Name,
}
detail.InferCostsAndTimes()
orders[i] = detail
}
return req.Filter(c.Name, orders), nil
}
// GetHistoricCandles returns a set of candle between two time periods for a
// designated time period
func (c *CoinbasePro) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := c.GetKlineRequest(pair, a, interval, start, end)
if err != nil {
return nil, err
}
history, err := c.GetHistoricRates(ctx,
req.RequestFormatted.String(),
start.Format(time.RFC3339),
end.Format(time.RFC3339),
int64(req.ExchangeInterval.Duration().Seconds()))
if err != nil {
return nil, err
}
timeSeries := make([]kline.Candle, len(history))
for x := range history {
timeSeries[x] = kline.Candle{
Time: history[x].Time,
Low: history[x].Low,
High: history[x].High,
Open: history[x].Open,
Close: history[x].Close,
Volume: history[x].Volume,
}
}
return req.ProcessResponse(timeSeries)
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (c *CoinbasePro) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := c.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 history []History
history, err = c.GetHistoricRates(ctx,
req.RequestFormatted.String(),
req.RangeHolder.Ranges[x].Start.Time.Format(time.RFC3339),
req.RangeHolder.Ranges[x].End.Time.Format(time.RFC3339),
int64(req.ExchangeInterval.Duration().Seconds()))
if err != nil {
return nil, err
}
for i := range history {
timeSeries = append(timeSeries, kline.Candle{
Time: history[i].Time,
Low: history[i].Low,
High: history[i].High,
Open: history[i].Open,
Close: history[i].Close,
Volume: history[i].Volume,
})
}
}
return req.ProcessResponse(timeSeries)
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (c *CoinbasePro) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
_, err := c.UpdateAccountInfo(ctx, assetType)
return c.CheckTransientError(err)
}
// GetServerTime returns the current exchange server time.
func (c *CoinbasePro) GetServerTime(ctx context.Context, _ asset.Item) (time.Time, error) {
st, err := c.GetCurrentServerTime(ctx)
if err != nil {
return time.Time{}, err
}
return st.ISO, nil
}