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https://github.com/d0zingcat/gocryptotrader.git
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* Shift wrapper function GetDefaultConfig to exchange.Base method definition, to ensure set defaults doesn't get called twice and to reduce code * rm alphapoint bootstrap method as is defined as exchange.Base method * add tests * glorious: make it a function and make it IBOTEXCHANGE --------- Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
1120 lines
32 KiB
Go
1120 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(SetRateLimit()))
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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.Items, len(tempResp.Bids))
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for x := range tempResp.Bids {
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book.Bids[x] = orderbook.Item{
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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.Items, len(tempResp.Asks))
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for y := range tempResp.Asks {
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book.Asks[y] = orderbook.Item{
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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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|
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// SubmitOrder submits a new order
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func (b *BTCMarkets) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
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if err := s.Validate(); err != nil {
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return nil, err
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}
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if s.Side.IsLong() {
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s.Side = order.Bid
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}
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if s.Side.IsShort() {
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s.Side = order.Ask
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}
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fPair, err := b.FormatExchangeCurrency(s.Pair, asset.Spot)
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if err != nil {
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return nil, err
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}
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fOrderType, err := b.formatOrderType(s.Type)
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if err != nil {
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return nil, err
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}
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fOrderSide, err := b.formatOrderSide(s.Side)
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if err != nil {
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return nil, err
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}
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tempResp, err := b.NewOrder(ctx,
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s.Price,
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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) {
|
|
var resp order.CancelAllResponse
|
|
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
|
|
}
|
|
splitOrders := common.SplitStringSliceByLimit(orderIDs, 20)
|
|
tempMap := make(map[string]string)
|
|
for z := range splitOrders {
|
|
tempResp, err := b.CancelBatch(ctx, splitOrders[z])
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for y := range tempResp.CancelOrders {
|
|
tempMap[tempResp.CancelOrders[y].OrderID] = "Success"
|
|
}
|
|
for z := range tempResp.UnprocessedRequests {
|
|
tempMap[tempResp.UnprocessedRequests[z].RequestID] = "Cancellation Failed"
|
|
}
|
|
}
|
|
resp.Status = tempMap
|
|
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)
|
|
}
|
|
}
|
|
splitOrders := common.SplitStringSliceByLimit(tempArray, 50)
|
|
for x := range splitOrders {
|
|
tempData, err := b.GetBatchTrades(ctx, splitOrders[x])
|
|
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
|
|
}
|