Files
gocryptotrader/exchanges/btse/btse_wrapper.go
Gareth Kirwan 37b1121bbd BTSE: Fix duplicate pair errors on Million pairs (M_*) (#1401)
* BTSE: Fix duplicate error on Million pairs (M_*)

BTSE has listed Pitbull token with two symbols:
PIT-USD and M_PIT-USD for millons of PIT / USD.
The native token is not tradable, so we ignore them and
get a base of M_PIT because that's what later APIs will accept

* BTSE: Fix test errors on locked market

* Common: Improve AppendError and ExcludeError

This change switches from a stateful multiError to caring more about the
Unwrap() []error interface, the same as [go standard
lib](https://github.com/golang/go/blob/go1.21.4/src/errors/wrap.go#L54-L68)

Notably, if we implement Unwrap() []error and do NOT implement Is() then
we get free compatibility with the core functions.

The only distateful thing here is needing to deeply unwrap fmt.Errorf
errors, since they don't flatten. I can't see any way around that

* Pairs: Fix exchange config Pairs loading

When a pair string contained two punctuation runes, the first one is used,
and the configFormat is ignored.

This fix checks the list and corrects any with the wrong delimiter, or
errors if the format is inconsistent.

* BTSE: Fix all tickers retrieved by GetTicker

PR #764 introduced GetTickers, but it wasn't rolled out to BTSE.
This fix ensures that when one ticker is a locked market, the rest continue to
function. Particularly important if the locked market wasn't even
enabled anyway.

* Kucoin: Fix test config future pairs

* BTSE: Remove PIT tests; Token removed

BTSE have removed the PIT token pairs

All these changes stand, and this just removes the test

* ITBit: Fix fatal error on second run

This fix removes incorrect config pair delimiter, because it would be
re-inserted into config the first run, and then error the second time.

This delimiter doesn't match the config we have.
There's no implementation of fetching pairs, so what's in config files
now is all that matters

* Engine: Fix TestConfigAllJsonResponse

* Clarity of non-matching json improved
* Handling for fixing pair delimiters
2023-12-19 14:40:13 +11:00

1318 lines
36 KiB
Go

package btse
import (
"context"
"errors"
"fmt"
"math"
"sort"
"strconv"
"strings"
"sync"
"time"
"github.com/shopspring/decimal"
"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/fundingrate"
"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"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 (b *BTSE) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
b.SetDefaults()
exchCfg, err := b.GetStandardConfig()
if err != nil {
return nil, err
}
err = b.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = b.UpdateTradablePairs(ctx, true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for BTSE
func (b *BTSE) SetDefaults() {
b.Name = "BTSE"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
fmt1 := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.DashDelimiter,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.DashDelimiter,
},
}
err := b.StoreAssetPairFormat(asset.Spot, fmt1)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
fmt2 := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.DashDelimiter,
},
}
err = b.StoreAssetPairFormat(asset.Futures, fmt2)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
TickerBatching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CryptoWithdrawalFee: true,
FundingRateFetching: true,
},
WebsocketCapabilities: protocol.Features{
OrderbookFetching: true,
TradeFetching: true,
Subscribe: true,
Unsubscribe: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.NoAPIWithdrawalMethods,
Kline: kline.ExchangeCapabilitiesSupported{
DateRanges: true,
Intervals: true,
},
FuturesCapabilities: exchange.FuturesCapabilities{
FundingRates: true,
SupportedFundingRateFrequencies: map[kline.Interval]bool{
kline.OneHour: true,
},
FundingRateBatching: map[asset.Item]bool{
asset.Futures: true,
},
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: kline.DeployExchangeIntervals(
kline.IntervalCapacity{Interval: kline.OneMin},
kline.IntervalCapacity{Interval: kline.FiveMin},
kline.IntervalCapacity{Interval: kline.FifteenMin},
kline.IntervalCapacity{Interval: kline.ThirtyMin},
kline.IntervalCapacity{Interval: kline.OneHour},
kline.IntervalCapacity{Interval: kline.SixHour},
kline.IntervalCapacity{Interval: kline.OneDay},
),
GlobalResultLimit: 300,
},
},
}
b.Requester, err = request.New(b.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.API.Endpoints = b.NewEndpoints()
err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: btseAPIURL,
exchange.RestFutures: btseAPIURL,
exchange.WebsocketSpot: btseWebsocket,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Websocket = stream.New()
b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in the supplied exchange configuration details and sets params
func (b *BTSE) Setup(exch *config.Exchange) error {
err := exch.Validate()
if err != nil {
return err
}
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
err = b.SetupDefaults(exch)
if err != nil {
return err
}
wsRunningURL, err := b.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = b.Websocket.Setup(&stream.WebsocketSetup{
ExchangeConfig: exch,
DefaultURL: btseWebsocket,
RunningURL: wsRunningURL,
Connector: b.WsConnect,
Subscriber: b.Subscribe,
Unsubscriber: b.Unsubscribe,
GenerateSubscriptions: b.GenerateDefaultSubscriptions,
Features: &b.Features.Supports.WebsocketCapabilities,
})
if err != nil {
return err
}
err = b.seedOrderSizeLimits(context.TODO())
if err != nil {
return err
}
return b.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
}
// Start starts the BTSE go routine
func (b *BTSE) Start(ctx context.Context, wg *sync.WaitGroup) error {
if wg == nil {
return fmt.Errorf("%T %w", wg, common.ErrNilPointer)
}
wg.Add(1)
go func() {
b.Run(ctx)
wg.Done()
}()
return nil
}
// Run implements the BTSE wrapper
func (b *BTSE) Run(ctx context.Context) {
if b.Verbose {
b.PrintEnabledPairs()
}
if !b.GetEnabledFeatures().AutoPairUpdates {
return
}
err := b.UpdateTradablePairs(ctx, false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update tradable pairs. Error: %s", b.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (b *BTSE) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
m, err := b.GetMarketSummary(ctx, "", a == asset.Spot)
if err != nil {
return nil, err
}
pairs := make(currency.Pairs, 0, len(m))
mPairs := m.MillionPairs()
for _, l := range m {
if !l.Active || !l.HasLiquidity() ||
(a == asset.Spot && !l.IsMarketOpenToSpot) { // Skip OTC assets only tradable on web UI
continue
}
if mPairs[l.Symbol] {
// BTSE lists M_ symbols for very small pairs, in millions. For those listings, we want to take the M_ listing in preference
// to the native listing, since they're often going to appear as locked markets due to size (bid == ask, e.g. 0.0000000003)
continue
}
baseCurr := l.Base
var quoteCurr string
if a == asset.Futures {
s := strings.Split(l.Symbol, l.Base) // e.g. RUNEPFC for RUNE-USD futures pair
if len(s) <= 1 {
continue
}
quoteCurr = s[1]
} else {
s := strings.Split(l.Symbol, currency.DashDelimiter)
if len(s) != 2 {
continue
}
baseCurr = s[0]
quoteCurr = s[1]
}
pair, err := currency.NewPairFromStrings(baseCurr, quoteCurr)
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 (b *BTSE) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
a := b.GetAssetTypes(false)
for i := range a {
pairs, err := b.FetchTradablePairs(ctx, a[i])
if err != nil {
return err
}
err = b.UpdatePairs(pairs, a[i], false, forceUpdate)
if err != nil {
return err
}
}
return b.EnsureOnePairEnabled()
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (b *BTSE) UpdateTickers(ctx context.Context, a asset.Item) error {
if !b.SupportsAsset(a) {
return fmt.Errorf("%w %v", asset.ErrNotSupported, a)
}
tickers, err := b.GetMarketSummary(ctx, "", a == asset.Spot)
if err != nil {
return err
}
var errs error
for x := range tickers {
pair, err := currency.NewPairFromString(tickers[x].Symbol)
if err == nil {
err = ticker.ProcessTicker(&ticker.Price{
Pair: pair,
Ask: tickers[x].LowestAsk,
Bid: tickers[x].HighestBid,
Low: tickers[x].Low24Hr,
Last: tickers[x].Last,
Volume: tickers[x].Volume,
High: tickers[x].High24Hr,
ExchangeName: b.Name,
AssetType: a})
}
if err != nil {
errs = common.AppendError(errs, err)
}
}
return errs
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *BTSE) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
if p.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
if !b.SupportsAsset(a) {
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
}
ticks, err := b.GetMarketSummary(ctx, p.String(), a == asset.Spot)
if err != nil {
return nil, err
}
if len(ticks) != 1 {
return nil, errors.New("market_summary should return 1 tick for a single ticker")
}
err = ticker.ProcessTicker(&ticker.Price{
Pair: p,
Ask: ticks[0].LowestAsk,
Bid: ticks[0].HighestBid,
Low: ticks[0].Low24Hr,
Last: ticks[0].Last,
Volume: ticks[0].Volume,
High: ticks[0].High24Hr,
ExchangeName: b.Name,
AssetType: a})
if err != nil {
return nil, err
}
return ticker.GetTicker(b.Name, p, a)
}
// FetchTicker returns the ticker for a currency pair
func (b *BTSE) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(b.Name, p, assetType)
if err != nil {
return b.UpdateTicker(ctx, p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (b *BTSE) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(b.Name, p, assetType)
if err != nil {
return b.UpdateOrderbook(ctx, p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *BTSE) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
if p.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
if err := b.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
return nil, err
}
book := &orderbook.Base{
Exchange: b.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: b.CanVerifyOrderbook,
}
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
a, err := b.FetchOrderBook(ctx, fPair.String(), 0, 0, 0, assetType == asset.Spot)
if err != nil {
return book, err
}
book.Bids = make(orderbook.Items, 0, len(a.BuyQuote))
for x := range a.BuyQuote {
if b.orderbookFilter(a.BuyQuote[x].Price, a.BuyQuote[x].Size) {
continue
}
book.Bids = append(book.Bids, orderbook.Item{
Price: a.BuyQuote[x].Price,
Amount: a.BuyQuote[x].Size,
})
}
book.Asks = make(orderbook.Items, 0, len(a.SellQuote))
for x := range a.SellQuote {
if b.orderbookFilter(a.SellQuote[x].Price, a.SellQuote[x].Size) {
continue
}
book.Asks = append(book.Asks, orderbook.Item{
Price: a.SellQuote[x].Price,
Amount: a.SellQuote[x].Size,
})
}
book.Asks.SortAsks()
book.Pair = p
book.Exchange = b.Name
book.Asset = assetType
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(b.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// BTSE exchange
func (b *BTSE) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var a account.Holdings
balance, err := b.GetWalletInformation(ctx)
if err != nil {
return a, err
}
currencies := make([]account.Balance, len(balance))
for b := range balance {
currencies[b] = account.Balance{
Currency: currency.NewCode(balance[b].Currency),
Total: balance[b].Total,
Hold: balance[b].Total - balance[b].Available,
Free: balance[b].Available,
}
}
a.Exchange = b.Name
a.Accounts = []account.SubAccount{
{
AssetType: assetType,
Currencies: currencies,
},
}
creds, err := b.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
err = account.Process(&a, creds)
if err != nil {
return account.Holdings{}, err
}
return a, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (b *BTSE) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
creds, err := b.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
acc, err := account.GetHoldings(b.Name, creds, assetType)
if err != nil {
return b.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
}
// GetAccountFundingHistory returns funding history, deposits and
// withdrawals
func (b *BTSE) GetAccountFundingHistory(_ context.Context) ([]exchange.FundingHistory, error) {
return nil, common.ErrFunctionNotSupported
}
func (b *BTSE) withinLimits(pair currency.Pair, amount float64) error {
val, found := OrderSizeLimits(pair.String())
if !found {
return fmt.Errorf("%w for pair %v", order.ErrExchangeLimitNotLoaded, pair)
}
if math.Mod(amount, val.MinSizeIncrement) < 0 {
return fmt.Errorf("%w %v %v %v", order.ErrAmountBelowMin, pair, amount, val.MinSizeIncrement)
}
if amount < val.MinOrderSize {
return fmt.Errorf("%w %v %v %v", order.ErrAmountBelowMin, pair, amount, val.MinOrderSize)
}
if amount > val.MaxOrderSize {
return fmt.Errorf("%w %v %v %v", order.ErrAmountExceedsMax, pair, amount, val.MinSizeIncrement)
}
return nil
}
// GetWithdrawalsHistory returns previous withdrawals data
func (b *BTSE) GetWithdrawalsHistory(_ context.Context, _ currency.Code, _ asset.Item) ([]exchange.WithdrawalHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (b *BTSE) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
p, err = b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
const limit = 500
var tradeData []Trade
tradeData, err = b.GetTrades(ctx,
p.String(),
time.Time{}, time.Time{},
0, 0, limit,
false,
assetType == asset.Spot)
if err != nil {
return nil, err
}
resp := make([]trade.Data, len(tradeData))
for i := range tradeData {
tradeTimestamp := time.UnixMilli(tradeData[i].Time)
var side order.Side
side, err = order.StringToOrderSide(tradeData[i].Side)
if err != nil {
return nil, err
}
resp[i] = trade.Data{
Exchange: b.Name,
TID: strconv.FormatInt(tradeData[i].SerialID, 10),
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Price,
Amount: tradeData[i].Amount,
Timestamp: tradeTimestamp,
}
}
err = b.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 (b *BTSE) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (b *BTSE) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
if err := s.Validate(); err != nil {
return nil, err
}
fPair, err := b.FormatExchangeCurrency(s.Pair, s.AssetType)
if err != nil {
return nil, err
}
err = b.withinLimits(fPair, s.Amount)
if err != nil {
return nil, err
}
r, err := b.CreateOrder(ctx,
s.ClientID, 0.0,
false,
s.Price,
s.Side.String(),
s.Amount, 0, 0,
fPair.String(),
goodTillCancel,
0.0,
s.TriggerPrice,
"",
s.Type.String())
if err != nil {
return nil, err
}
var orderID string
if len(r) > 0 {
orderID = r[0].OrderID
}
return s.DeriveSubmitResponse(orderID)
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *BTSE) ModifyOrder(_ context.Context, _ *order.Modify) (*order.ModifyResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *BTSE) CancelOrder(ctx context.Context, o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
fPair, err := b.FormatExchangeCurrency(o.Pair, o.AssetType)
if err != nil {
return err
}
_, err = b.CancelExistingOrder(ctx, o.OrderID, fPair.String(), o.ClientOrderID)
if err != nil {
return err
}
return nil
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (b *BTSE) CancelBatchOrders(_ context.Context, _ []order.Cancel) (*order.CancelBatchResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// CancelAllOrders cancels all orders associated with a currency pair
// If product ID is sent, all orders of that specified market will be cancelled
// If not specified, all orders of all markets will be cancelled
func (b *BTSE) CancelAllOrders(ctx context.Context, orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
if err := orderCancellation.Validate(); err != nil {
return order.CancelAllResponse{}, err
}
var resp order.CancelAllResponse
fPair, err := b.FormatExchangeCurrency(orderCancellation.Pair,
orderCancellation.AssetType)
if err != nil {
return resp, err
}
allOrders, err := b.CancelExistingOrder(ctx, "", fPair.String(), "")
if err != nil {
return resp, err
}
resp.Status = make(map[string]string)
for x := range allOrders {
if allOrders[x].Status == orderCancelled {
resp.Status[allOrders[x].OrderID] = order.Cancelled.String()
}
}
return resp, nil
}
func orderIntToType(i int) order.Type {
if i == 77 {
return order.Market
} else if i == 76 {
return order.Limit
}
return order.UnknownType
}
// GetOrderInfo returns order information based on order ID
func (b *BTSE) GetOrderInfo(ctx context.Context, orderID string, _ currency.Pair, _ asset.Item) (*order.Detail, error) {
o, err := b.GetOrders(ctx, "", orderID, "")
if err != nil {
return nil, err
}
var od order.Detail
if len(o) == 0 {
return nil, errors.New("no orders found")
}
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
for i := range o {
if o[i].OrderID != orderID {
continue
}
var side = order.Buy
if strings.EqualFold(o[i].Side, order.Ask.String()) {
side = order.Sell
}
od.Pair, err = currency.NewPairDelimiter(o[i].Symbol,
format.Delimiter)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s GetOrderInfo unable to parse currency pair: %s\n",
b.Name,
err)
}
od.Exchange = b.Name
od.Amount = o[i].Size
od.OrderID = o[i].OrderID
od.Date = time.Unix(o[i].Timestamp, 0)
od.Side = side
od.Type = orderIntToType(o[i].OrderType)
od.Price = o[i].Price
if od.Status, err = order.StringToOrderStatus(o[i].OrderState); err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
th, err := b.TradeHistory(ctx,
"",
time.Time{}, time.Time{},
0, 0, 0,
false,
"", orderID)
if err != nil {
return nil, fmt.Errorf("unable to get order fills for orderID %s", orderID)
}
for i := range th {
createdAt, err := parseOrderTime(th[i].TradeID)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s GetOrderInfo unable to parse time: %s\n", b.Name, err)
}
var orderSide order.Side
orderSide, err = order.StringToOrderSide(th[i].Side)
if err != nil {
return nil, err
}
od.Trades = append(od.Trades, order.TradeHistory{
Timestamp: createdAt,
TID: th[i].TradeID,
Price: th[i].Price,
Amount: th[i].Size,
Exchange: b.Name,
Side: orderSide,
Fee: th[i].FeeAmount,
})
}
}
return &od, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *BTSE) GetDepositAddress(ctx context.Context, c currency.Code, _, _ string) (*deposit.Address, error) {
address, err := b.GetWalletAddress(ctx, c.String())
if err != nil {
return nil, err
}
extractor := func(addr string) (string, string) {
if strings.Contains(addr, ":") {
split := strings.Split(addr, ":")
return split[0], split[1]
}
return addr, ""
}
if len(address) == 0 {
addressCreate, err := b.CreateWalletAddress(ctx, c.String())
if err != nil {
return nil, err
}
if len(addressCreate) != 0 {
addr, tag := extractor(addressCreate[0].Address)
return &deposit.Address{
Address: addr,
Tag: tag,
}, nil
}
return nil, errors.New("address not found")
}
addr, tag := extractor(address[0].Address)
return &deposit.Address{
Address: addr,
Tag: tag,
}, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *BTSE) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
amountToString := strconv.FormatFloat(withdrawRequest.Amount, 'f', 8, 64)
resp, err := b.WalletWithdrawal(ctx,
withdrawRequest.Currency.String(),
withdrawRequest.Crypto.Address,
withdrawRequest.Crypto.AddressTag,
amountToString)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
Name: b.Name,
ID: resp.WithdrawID,
}, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *BTSE) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is
// submitted
func (b *BTSE) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetActiveOrders retrieves any orders that are active/open
func (b *BTSE) GetActiveOrders(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
if len(req.Pairs) == 0 {
return nil, errors.New("no pair provided")
}
var orders []order.Detail
for x := range req.Pairs {
formattedPair, err := b.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
if err != nil {
return nil, err
}
resp, err := b.GetOrders(ctx, formattedPair.String(), "", "")
if err != nil {
return nil, err
}
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
for i := range resp {
var side = order.Buy
if strings.EqualFold(resp[i].Side, order.Ask.String()) {
side = order.Sell
}
status, err := order.StringToOrderStatus(resp[i].OrderState)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
p, err := currency.NewPairDelimiter(resp[i].Symbol,
format.Delimiter)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s GetActiveOrders unable to parse currency pair: %s\n",
b.Name,
err)
}
openOrder := order.Detail{
Pair: p,
Exchange: b.Name,
Amount: resp[i].Size,
ExecutedAmount: resp[i].FilledSize,
RemainingAmount: resp[i].Size - resp[i].FilledSize,
OrderID: resp[i].OrderID,
Date: time.Unix(resp[i].Timestamp, 0),
Side: side,
Price: resp[i].Price,
Status: status,
}
if resp[i].OrderType == 77 {
openOrder.Type = order.Market
} else if resp[i].OrderType == 76 {
openOrder.Type = order.Limit
}
fills, err := b.TradeHistory(ctx,
"",
time.Time{}, time.Time{},
0, 0, 0,
false,
"", resp[i].OrderID)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s: Unable to get order fills for orderID %s",
b.Name,
resp[i].OrderID)
continue
}
for i := range fills {
createdAt, err := parseOrderTime(fills[i].Timestamp)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s GetActiveOrders unable to parse time: %s\n",
b.Name,
err)
}
var orderSide order.Side
orderSide, err = order.StringToOrderSide(fills[i].Side)
if err != nil {
return nil, err
}
openOrder.Trades = append(openOrder.Trades, order.TradeHistory{
Timestamp: createdAt,
TID: fills[i].TradeID,
Price: fills[i].Price,
Amount: fills[i].Size,
Exchange: b.Name,
Side: orderSide,
Fee: fills[i].FeeAmount,
})
}
orders = append(orders, openOrder)
}
}
return req.Filter(b.Name, orders), nil
}
func matchType(input int, required order.Type) bool {
if (required == order.AnyType) || (input == 76 && required == order.Limit) || input == 77 && required == order.Market {
return true
}
return false
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *BTSE) GetOrderHistory(ctx context.Context, getOrdersRequest *order.MultiOrderRequest) (order.FilteredOrders, error) {
err := getOrdersRequest.Validate()
if err != nil {
return nil, err
}
var resp []order.Detail
if len(getOrdersRequest.Pairs) == 0 {
var err error
getOrdersRequest.Pairs, err = b.GetEnabledPairs(asset.Spot)
if err != nil {
return nil, err
}
}
orderDeref := *getOrdersRequest
for x := range orderDeref.Pairs {
fPair, err := b.FormatExchangeCurrency(orderDeref.Pairs[x], asset.Spot)
if err != nil {
return nil, err
}
currentOrder, err := b.GetOrders(ctx, fPair.String(), "", "")
if err != nil {
return nil, err
}
for y := range currentOrder {
if !matchType(currentOrder[y].OrderType, orderDeref.Type) {
continue
}
orderStatus, err := order.StringToOrderStatus(currentOrder[y].OrderState)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
var orderSide order.Side
orderSide, err = order.StringToOrderSide(currentOrder[y].Side)
if err != nil {
return nil, err
}
orderTime := time.UnixMilli(currentOrder[y].Timestamp)
tempOrder := order.Detail{
OrderID: currentOrder[y].OrderID,
ClientID: currentOrder[y].ClOrderID,
Exchange: b.Name,
Price: currentOrder[y].Price,
AverageExecutedPrice: currentOrder[y].AverageFillPrice,
Amount: currentOrder[y].Size,
ExecutedAmount: currentOrder[y].FilledSize,
RemainingAmount: currentOrder[y].Size - currentOrder[y].FilledSize,
Date: orderTime,
Side: orderSide,
Status: orderStatus,
Pair: orderDeref.Pairs[x],
}
tempOrder.InferCostsAndTimes()
resp = append(resp, tempOrder)
}
}
return getOrdersRequest.Filter(b.Name, resp), nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *BTSE) 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)
}
// ValidateAPICredentials validates current credentials used for wrapper
// functionality
func (b *BTSE) ValidateAPICredentials(ctx context.Context, assetType asset.Item) error {
_, err := b.UpdateAccountInfo(ctx, assetType)
return b.CheckTransientError(err)
}
// FormatExchangeKlineInterval formats kline interval to exchange requested type
func (b *BTSE) FormatExchangeKlineInterval(in kline.Interval) string {
return strconv.FormatFloat(in.Duration().Minutes(), 'f', 0, 64)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (b *BTSE) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
switch a {
case asset.Spot, asset.Futures:
default:
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
}
req, err := b.GetKlineRequest(pair, a, interval, start, end, false)
if err != nil {
return nil, err
}
intervalInt, err := strconv.Atoi(b.FormatExchangeKlineInterval(req.ExchangeInterval))
if err != nil {
return nil, err
}
candles, err := b.GetOHLCV(ctx,
req.RequestFormatted.String(),
req.Start,
req.End.Add(-req.ExchangeInterval.Duration()), // End time is inclusive, so we need to subtract the interval.
intervalInt,
a)
if err != nil {
return nil, err
}
timeSeries := make([]kline.Candle, len(candles))
for x := range candles {
timeSeries[x] = kline.Candle{
Time: time.Unix(int64(candles[x][0]), 0),
Open: candles[x][1],
High: candles[x][2],
Low: candles[x][3],
Close: candles[x][4],
Volume: candles[x][5],
}
}
return req.ProcessResponse(timeSeries)
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (b *BTSE) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
switch a {
case asset.Spot, asset.Futures:
default:
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
}
req, err := b.GetKlineExtendedRequest(pair, a, interval, start, end)
if err != nil {
return nil, err
}
intervalInt, err := strconv.Atoi(b.FormatExchangeKlineInterval(req.ExchangeInterval))
if err != nil {
return nil, err
}
timeSeries := make([]kline.Candle, req.Size())
for i := range req.RangeHolder.Ranges {
var candles OHLCV
candles, err = b.GetOHLCV(ctx,
req.RequestFormatted.String(),
req.RangeHolder.Ranges[i].Start.Time,
req.RangeHolder.Ranges[i].End.Time,
intervalInt,
a)
if err != nil {
return nil, err
}
for x := range candles {
timeSeries[x] = kline.Candle{
Time: time.Unix(int64(candles[x][0]), 0),
Open: candles[x][1],
High: candles[x][2],
Low: candles[x][3],
Close: candles[x][4],
Volume: candles[x][5],
}
}
}
return req.ProcessResponse(timeSeries)
}
func (b *BTSE) seedOrderSizeLimits(ctx context.Context) error {
pairs, err := b.GetMarketSummary(ctx, "", true)
if err != nil {
return err
}
for x := range pairs {
tempValues := OrderSizeLimit{
MinOrderSize: pairs[x].MinOrderSize,
MaxOrderSize: pairs[x].MaxOrderSize,
MinSizeIncrement: pairs[x].MinSizeIncrement,
}
orderSizeLimitMap.Store(pairs[x].Symbol, tempValues)
}
pairs, err = b.GetMarketSummary(ctx, "", false)
if err != nil {
return err
}
for x := range pairs {
tempValues := OrderSizeLimit{
MinOrderSize: pairs[x].MinOrderSize,
MaxOrderSize: pairs[x].MaxOrderSize,
MinSizeIncrement: pairs[x].MinSizeIncrement,
}
orderSizeLimitMap.Store(pairs[x].Symbol, tempValues)
}
return nil
}
// OrderSizeLimits looks up currency pair in orderSizeLimitMap and returns OrderSizeLimit
func OrderSizeLimits(pair string) (limits OrderSizeLimit, found bool) {
resp, ok := orderSizeLimitMap.Load(pair)
if !ok {
return
}
val, ok := resp.(OrderSizeLimit)
return val, ok
}
// GetServerTime returns the current exchange server time.
func (b *BTSE) GetServerTime(ctx context.Context, _ asset.Item) (time.Time, error) {
st, err := b.GetCurrentServerTime(ctx)
if err != nil {
return time.Time{}, err
}
return st.ISO, nil
}
// GetFuturesContractDetails returns details about futures contracts
func (b *BTSE) GetFuturesContractDetails(ctx context.Context, item asset.Item) ([]futures.Contract, error) {
if !item.IsFutures() {
return nil, futures.ErrNotFuturesAsset
}
if item != asset.Futures {
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, item)
}
marketSummary, err := b.GetMarketSummary(ctx, "", false)
if err != nil {
return nil, err
}
resp := make([]futures.Contract, 0, len(marketSummary))
for i := range marketSummary {
var cp currency.Pair
cp, err = currency.NewPairFromStrings(marketSummary[i].Base, marketSummary[i].Symbol[len(marketSummary[i].Base):])
if err != nil {
return nil, err
}
settlementCurrencies := make(currency.Currencies, len(marketSummary[i].AvailableSettlement))
var s, e time.Time
var ct futures.ContractType
if marketSummary[i].OpenTime > 0 {
s = time.UnixMilli(marketSummary[i].OpenTime)
}
if marketSummary[i].CloseTime > 0 {
e = time.UnixMilli(marketSummary[i].CloseTime)
}
if marketSummary[i].TimeBasedContract {
if e.Sub(s) > kline.OneMonth.Duration() {
ct = futures.Quarterly
} else {
ct = futures.Monthly
}
} else {
ct = futures.Perpetual
}
var contractSettlementType futures.ContractSettlementType
for j := range marketSummary[i].AvailableSettlement {
settlementCurrencies[j] = currency.NewCode(marketSummary[i].AvailableSettlement[j])
if contractSettlementType == futures.LinearOrInverse {
continue
}
containsUSD := strings.Contains(marketSummary[i].AvailableSettlement[j], "USD")
if !containsUSD {
contractSettlementType = futures.LinearOrInverse
continue
}
if containsUSD {
contractSettlementType = futures.Linear
}
}
c := futures.Contract{
Exchange: b.Name,
Name: cp,
Underlying: currency.NewPair(currency.NewCode(marketSummary[i].Base), currency.NewCode(marketSummary[i].Quote)),
Asset: item,
SettlementCurrencies: settlementCurrencies,
StartDate: s,
EndDate: e,
SettlementType: contractSettlementType,
IsActive: marketSummary[i].Active,
Type: ct,
}
if marketSummary[i].FundingRate > 0 {
c.LatestRate = fundingrate.Rate{
Rate: decimal.NewFromFloat(marketSummary[i].FundingRate),
Time: time.Now().Truncate(time.Hour),
}
}
resp = append(resp, c)
}
return resp, nil
}
// GetLatestFundingRates returns the latest funding rates data
func (b *BTSE) GetLatestFundingRates(ctx context.Context, r *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
if r == nil {
return nil, fmt.Errorf("%w LatestRateRequest", common.ErrNilPointer)
}
if r.Asset != asset.Futures {
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, r.Asset)
}
if r.IncludePredictedRate {
return nil, fmt.Errorf("%w IncludePredictedRate", common.ErrFunctionNotSupported)
}
format, err := b.GetPairFormat(r.Asset, true)
if err != nil {
return nil, err
}
fPair := format.Format(r.Pair)
rates, err := b.GetMarketSummary(ctx, fPair, false)
if err != nil {
return nil, err
}
resp := make([]fundingrate.LatestRateResponse, 0, len(rates))
for i := range rates {
var cp currency.Pair
var isEnabled bool
cp, isEnabled, err = b.MatchSymbolCheckEnabled(rates[i].Symbol, r.Asset, true)
if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
return nil, err
}
if !isEnabled {
continue
}
var isPerp bool
isPerp, err = b.IsPerpetualFutureCurrency(r.Asset, cp)
if err != nil {
return nil, err
}
if !isPerp {
continue
}
tt := time.Now().Truncate(time.Hour)
resp = append(resp, fundingrate.LatestRateResponse{
Exchange: b.Name,
Asset: r.Asset,
Pair: cp,
LatestRate: fundingrate.Rate{
Time: time.Now().Truncate(time.Hour),
Rate: decimal.NewFromFloat(rates[i].FundingRate),
},
TimeOfNextRate: tt.Add(time.Hour),
TimeChecked: time.Now(),
})
}
return resp, nil
}
// IsPerpetualFutureCurrency ensures a given asset and currency is a perpetual future
func (b *BTSE) IsPerpetualFutureCurrency(a asset.Item, p currency.Pair) (bool, error) {
return a == asset.Futures && p.Quote.Equal(currency.PFC), nil
}
// UpdateOrderExecutionLimits updates order execution limits
func (b *BTSE) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
return common.ErrNotYetImplemented
}