Files
gocryptotrader/exchanges/btse/btse_wrapper.go
Ryan O'Hara-Reid 9657a570dd exchanges: shift GetDefaultConfig wrapper function to exchange.go (#1472)
* 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>
2024-04-12 16:15:43 +10:00

1317 lines
37 KiB
Go

package btse
import (
"context"
"errors"
"fmt"
"math"
"sort"
"strconv"
"strings"
"time"
"github.com/shopspring/decimal"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/key"
"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"
)
// 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,
},
OpenInterest: exchange.OpenInterestSupport{
Supported: true,
SupportsRestBatch: true,
SupportedViaTicker: 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.NewWebsocket()
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,
})
}
// 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,
OpenInterest: tickers[x].OpenInterest,
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
}
// GetOpenInterest returns the open interest rate for a given asset pair
func (b *BTSE) GetOpenInterest(ctx context.Context, k ...key.PairAsset) ([]futures.OpenInterest, error) {
for i := range k {
if k[i].Asset != asset.Futures {
// avoid API calls or returning errors after a successful retrieval
return nil, fmt.Errorf("%w %v %v", asset.ErrNotSupported, k[i].Asset, k[i].Pair())
}
}
tickers, err := b.GetMarketSummary(ctx, "", false)
if err != nil {
return nil, err
}
resp := make([]futures.OpenInterest, 0, len(tickers))
for i := range tickers {
var symbol currency.Pair
var enabled bool
symbol, enabled, err = b.MatchSymbolCheckEnabled(tickers[i].Symbol, asset.Futures, false)
if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
return nil, err
}
if !enabled {
continue
}
var appendData bool
for j := range k {
if k[j].Pair().Equal(symbol) {
appendData = true
break
}
}
if len(k) > 0 && !appendData {
continue
}
resp = append(resp, futures.OpenInterest{
Key: key.ExchangePairAsset{
Exchange: b.Name,
Base: symbol.Base.Item,
Quote: symbol.Quote.Item,
Asset: asset.Futures,
},
OpenInterest: tickers[i].OpenInterest,
})
}
return resp, nil
}