mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-14 07:26:47 +00:00
* Adds signature to all exchange wrappers * Adds funky new OrderHistoryRequest type. Updates signature for GetOrderHistory to use funky new type. Adds tests for GetOrderHistory on all exchanges. Implements GetOrderHistory for ANX * Fixes alphapoint, bitstamp, itbit, zb tests. Adds exchange functions FilterOrdersByStatusAndType, FilterOrdersByTickRange, FilterOrdersByCurrencies to easily filter returned orders. Adds tests for filters. Implements GetOrderHistory wrapper for Binance, bitfinex, bithumb, bitmex. Adds new filter funcs to implementations. * Adds bitstamp wrapper support * Splits up GetOrderHistory into GetOpenOrders and GetOrderHistory wraapper functions to distinguish between active and past. Renames exchange.GetOrderHistoryRequest to exchange.GetOrdersRequest. Renames any API exchange method named GetOpenOrders to GetActiveOrders. Adds test function TestGetOpenOrders for each exchange * Reimplements the split GetOrders and GetOrderHistory for alphapoint, anx, binance, bitfinex, bithumb, bitmex, bitstamp and bittrex. Renames orderType, orderStatus constants. Adds new exchange.FilterOrdersBySide and exchange.FilterOrdersByType and removes old exchange.FilterOrdersByStatusAndType. * Changes orderHistoryRequest to use currencypair array instead of strings, also adds fees and trade breakdown. Removes if statement preventing ANX/BTCMarkets testing. Implements Active order + Order history retrieval for Bittrex and BTCMarkets. * Adds support for coinut and coinbasepro * Adds Exmo support * Adds GateIO support * Adds Gemini support * Adds hitbtc, huobi, hadax, itbit, kraken support for open orders & order history. Fixes switch case break and fallthroughs. Adds filtering to gateio and gemini results * Adds support for LakeBTC, Liqui, Localbitcoin, OKCoin, OKEX * Adds poloniex support * Adds Wex support * Adds Yobit support. Updates Wex support * Adds ZB support. Removes ArrangeActAssert from tests * Changes baseCurrency + quoteCurrency exchange.OrderDetail properties to a pair.CurrencyPair. Adds exchange name to all implementations. Fixes EXMO TestSetup * Removes verbose setting from tests as verbosity increases the amount of noise return when testing. Noise is only helpful when debugging tests to get more helpful information to resolve the issue and so it is unnecessary to have such lengthy output when testing in bulk or via Travis CI. This commit therefore improves readability when there are no issues * Fixes issue where gemini test sandbox api url was overridden. Handles blank response from Gemini * Fixes verbose typo * Removes spacing for old act assert test comments. Limits previous infinite loop to 10 * Fixes issue with filtering where orderside is never specified * Uses proper capitalisation for ServerOrderID and OpenOrders. Reverts commenting out orde_id param for bithumb.GetOrderDetails. Removes unnecessary int logic * Removes JSON ID fields. Uses map where appropriate for exchange order side/type. Updates OrderDetail/GetOrdersRequest type to use time fields. Remvoes comments. Removes inappropriate variable name. Adds AccountID field for alphapoint. Fixes log message formatting. Lowers errorfs to warnfs for time conversion * Adds missed files * Removes blank line * Adds sorting options for orders. Adds concurrency warnings in comments. Adds test for NewCurrencyPairWithDelimiter. Removes (e *Base) from filter funcs. Updates references to filter funcs * Fixes rebase issues. Condenses append loops. * Fixes more receive typos. Removes some inline strings. Adds AskOrderSide and BidOrderSide. Removes hypothetical infinite loop * Fixes issue where allTrades wasn't used in loop. Fixes assignment/typing issues * Fixes formatting
965 lines
28 KiB
Go
965 lines
28 KiB
Go
package bitmex
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import (
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"bytes"
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"encoding/json"
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"fmt"
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"strconv"
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"strings"
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"time"
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"github.com/gorilla/websocket"
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"github.com/thrasher-/gocryptotrader/common"
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"github.com/thrasher-/gocryptotrader/config"
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"github.com/thrasher-/gocryptotrader/currency/symbol"
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exchange "github.com/thrasher-/gocryptotrader/exchanges"
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"github.com/thrasher-/gocryptotrader/exchanges/request"
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"github.com/thrasher-/gocryptotrader/exchanges/ticker"
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log "github.com/thrasher-/gocryptotrader/logger"
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)
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// Bitmex is the overarching type across this package
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type Bitmex struct {
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exchange.Base
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WebsocketConn *websocket.Conn
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}
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const (
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bitmexAPIVersion = "v1"
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bitmexAPIURL = "https://www.bitmex.com/api/v1"
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bitmexAPItestnetURL = "https://testnet.bitmex.com/api/v1"
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// Public endpoints
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bitmexEndpointAnnouncement = "/announcement"
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bitmexEndpointAnnouncementUrgent = "/announcement/urgent"
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bitmexEndpointOrderbookL2 = "/orderBook/L2"
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bitmexEndpointTrollbox = "/chat"
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bitmexEndpointTrollboxChannels = "/chat/channels"
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bitmexEndpointTrollboxConnected = "/chat/connected"
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bitmexEndpointFundingHistory = "/funding"
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bitmexEndpointInstruments = "/instrument"
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bitmexEndpointActiveInstruments = "/instrument/active"
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bitmexEndpointActiveAndIndexInstruments = "/instrument/activeAndIndices"
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bitmexEndpointActiveIntervals = "/instrument/activeIntervals"
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bitmexEndpointCompositeIndex = "/instrument/compositeIndex"
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bitmexEndpointIndices = "/instrument/indices"
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bitmexEndpointInsuranceHistory = "/insurance"
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bitmexEndpointLiquidation = "/liquidation"
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bitmexEndpointLeader = "/leaderboard"
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bitmexEndpointAlias = "/leaderboard/name"
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bitmexEndpointQuote = "/quote"
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bitmexEndpointQuoteBucketed = "/quote/bucketed"
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bitmexEndpointSettlement = "/settlement"
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bitmexEndpointStats = "/stats"
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bitmexEndpointStatsHistory = "/stats/history"
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bitmexEndpointStatsSummary = "/stats/historyUSD"
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bitmexEndpointTrade = "/trade"
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bitmexEndpointTradeBucketed = "/trade/bucketed"
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bitmexEndpointUserCheckReferralCode = "/user/checkReferralCode"
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bitmexEndpointUserMinWithdrawalFee = "/user/minWithdrawalFee"
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// Authenticated endpoints
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bitmexEndpointAPIkeys = "/apiKey"
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bitmexEndpointDisableAPIkey = "/apiKey/disable"
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bitmexEndpointEnableAPIkey = "/apiKey/enable"
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bitmexEndpointTrollboxSend = "/chat"
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bitmexEndpointExecution = "/execution"
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bitmexEndpointExecutionTradeHistory = "/execution/tradeHistory"
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bitmexEndpointNotifications = "/notification"
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bitmexEndpointOrder = "/order"
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bitmexEndpointCancelAllOrders = "/order/all"
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bitmexEndpointBulk = "/order/bulk"
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bitmexEndpointCancelOrderAfter = "/order/cancelAllAfter"
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bitmexEndpointClosePosition = "/order/closePosition"
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bitmexEndpointPosition = "/position"
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bitmexEndpointIsolatePosition = "/position/isolate"
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bitmexEndpointLeveragePosition = "/position/leverage"
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bitmexEndpointAdjustRiskLimit = "/position/riskLimit"
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bitmexEndpointTransferMargin = "/position/transferMargin"
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bitmexEndpointUser = "/user"
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bitmexEndpointUserAffiliate = "/user/affiliateStatus"
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bitmexEndpointUserCancelWithdraw = "/user/cancelWithdrawal"
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bitmexEndpointUserCommision = "/user/commission"
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bitmexEndpointUserConfirmEmail = "/user/confirmEmail"
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bitmexEndpointUserConfirmTFA = "/user/confirmEnableTFA"
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bitmexEndpointUserConfirmWithdrawal = "/user/confirmWithdrawal"
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bitmexEndpointUserDepositAddress = "/user/depositAddress"
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bitmexEndpointUserDisableTFA = "/user/disableTFA"
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bitmexEndpointUserLogout = "/user/logout"
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bitmexEndpointUserLogoutAll = "/user/logoutAll"
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bitmexEndpointUserMargin = "/user/margin"
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bitmexEndpointUserPreferences = "/user/preferences"
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bitmexEndpointUserRequestTFA = "/user/requestEnableTFA"
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bitmexEndpointUserWallet = "/user/wallet"
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bitmexEndpointUserWalletHistory = "/user/walletHistory"
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bitmexEndpointUserWalletSummary = "/user/walletSummary"
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bitmexEndpointUserRequestWithdraw = "/user/requestWithdrawal"
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// Rate limits - 150 requests per 5 minutes
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bitmexUnauthRate = 30
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// 300 requests per 5 minutes
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bitmexAuthRate = 40
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// ContractPerpetual perpetual contract type
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ContractPerpetual = iota
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// ContractFutures futures contract type
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ContractFutures
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// ContractDownsideProfit downside profit contract type
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ContractDownsideProfit
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// ContractUpsideProfit upside profit contract type
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ContractUpsideProfit
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)
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// SetDefaults sets the basic defaults for Bitmex
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func (b *Bitmex) SetDefaults() {
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b.Name = "Bitmex"
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b.Enabled = false
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b.Verbose = false
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b.RESTPollingDelay = 10
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b.APIWithdrawPermissions = exchange.AutoWithdrawCryptoWithAPIPermission |
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exchange.WithdrawCryptoWithEmail |
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exchange.WithdrawCryptoWith2FA |
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exchange.NoFiatWithdrawals
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b.RequestCurrencyPairFormat.Delimiter = ""
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b.RequestCurrencyPairFormat.Uppercase = true
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b.ConfigCurrencyPairFormat.Delimiter = ""
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b.ConfigCurrencyPairFormat.Uppercase = true
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b.AssetTypes = []string{ticker.Spot}
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b.Requester = request.New(b.Name,
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request.NewRateLimit(time.Second, bitmexAuthRate),
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request.NewRateLimit(time.Second, bitmexUnauthRate),
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
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b.APIUrlDefault = bitmexAPIURL
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b.APIUrl = b.APIUrlDefault
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b.SupportsAutoPairUpdating = true
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b.WebsocketInit()
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b.Websocket.Functionality = exchange.WebsocketTradeDataSupported |
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exchange.WebsocketOrderbookSupported
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}
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// Setup takes in the supplied exchange configuration details and sets params
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func (b *Bitmex) Setup(exch config.ExchangeConfig) {
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if !exch.Enabled {
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b.SetEnabled(false)
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} else {
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b.Enabled = true
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b.AuthenticatedAPISupport = exch.AuthenticatedAPISupport
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b.SetAPIKeys(exch.APIKey, exch.APISecret, "", false)
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b.RESTPollingDelay = exch.RESTPollingDelay
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b.Verbose = exch.Verbose
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b.Websocket.SetEnabled(exch.Websocket)
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b.BaseCurrencies = common.SplitStrings(exch.BaseCurrencies, ",")
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b.AvailablePairs = common.SplitStrings(exch.AvailablePairs, ",")
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b.EnabledPairs = common.SplitStrings(exch.EnabledPairs, ",")
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err := b.SetCurrencyPairFormat()
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if err != nil {
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log.Fatal(err)
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}
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err = b.SetAssetTypes()
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if err != nil {
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log.Fatal(err)
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}
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err = b.SetAutoPairDefaults()
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if err != nil {
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log.Fatal(err)
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}
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err = b.SetAPIURL(exch)
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if err != nil {
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log.Fatal(err)
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}
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err = b.SetClientProxyAddress(exch.ProxyAddress)
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if err != nil {
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log.Fatal(err)
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}
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err = b.WebsocketSetup(b.WsConnector,
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exch.Name,
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exch.Websocket,
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bitmexWSURL,
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exch.WebsocketURL)
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if err != nil {
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log.Fatal(err)
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}
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}
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}
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// GetAnnouncement returns the general announcements from Bitmex
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func (b *Bitmex) GetAnnouncement() ([]Announcement, error) {
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var announcement []Announcement
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return announcement, b.SendHTTPRequest(bitmexEndpointAnnouncement,
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nil,
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&announcement)
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}
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// GetUrgentAnnouncement returns an urgent announcement for your account
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func (b *Bitmex) GetUrgentAnnouncement() ([]Announcement, error) {
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var announcement []Announcement
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return announcement, b.SendAuthenticatedHTTPRequest("GET",
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bitmexEndpointAnnouncementUrgent,
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nil,
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&announcement)
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}
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// GetAPIKeys returns the APIkeys from bitmex
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func (b *Bitmex) GetAPIKeys() ([]APIKey, error) {
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var keys []APIKey
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return keys, b.SendAuthenticatedHTTPRequest("GET",
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bitmexEndpointAPIkeys,
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nil,
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&keys)
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}
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// RemoveAPIKey removes an Apikey from the bitmex trading engine
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func (b *Bitmex) RemoveAPIKey(params APIKeyParams) (bool, error) {
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var keyDeleted bool
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return keyDeleted, b.SendAuthenticatedHTTPRequest("DELETE",
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bitmexEndpointAPIkeys,
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params,
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&keyDeleted)
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}
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// DisableAPIKey disables an Apikey from the bitmex trading engine
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func (b *Bitmex) DisableAPIKey(params APIKeyParams) (APIKey, error) {
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var keyInfo APIKey
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return keyInfo, b.SendAuthenticatedHTTPRequest("POST",
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bitmexEndpointDisableAPIkey,
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params,
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&keyInfo)
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}
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// EnableAPIKey enables an Apikey from the bitmex trading engine
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func (b *Bitmex) EnableAPIKey(params APIKeyParams) (APIKey, error) {
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var keyInfo APIKey
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return keyInfo, b.SendAuthenticatedHTTPRequest("POST",
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bitmexEndpointEnableAPIkey,
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params,
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&keyInfo)
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}
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// GetTrollboxMessages returns messages from the bitmex trollbox
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func (b *Bitmex) GetTrollboxMessages(params ChatGetParams) ([]Chat, error) {
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var messages []Chat
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return messages, b.SendHTTPRequest(bitmexEndpointTrollbox, params, &messages)
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}
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// SendTrollboxMessage sends a message to the bitmex trollbox
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func (b *Bitmex) SendTrollboxMessage(params ChatSendParams) ([]Chat, error) {
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var messages []Chat
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return messages, b.SendAuthenticatedHTTPRequest("POST",
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bitmexEndpointTrollboxSend,
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params,
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&messages)
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}
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// GetTrollboxChannels the channels from the the bitmex trollbox
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func (b *Bitmex) GetTrollboxChannels() ([]ChatChannel, error) {
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var channels []ChatChannel
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return channels, b.SendHTTPRequest(bitmexEndpointTrollboxChannels,
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nil,
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&channels)
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}
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// GetTrollboxConnectedUsers the channels from the the bitmex trollbox
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func (b *Bitmex) GetTrollboxConnectedUsers() (ConnectedUsers, error) {
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var users ConnectedUsers
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return users, b.SendHTTPRequest(bitmexEndpointTrollboxConnected, nil, &users)
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}
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// GetAccountExecutions returns all raw transactions, which includes order
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// opening and cancelation, and order status changes. It can be quite noisy.
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// More focused information is available at /execution/tradeHistory.
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func (b *Bitmex) GetAccountExecutions(params GenericRequestParams) ([]Execution, error) {
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var executionList []Execution
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return executionList, b.SendAuthenticatedHTTPRequest("GET",
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bitmexEndpointExecution,
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params,
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&executionList)
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}
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// GetAccountExecutionTradeHistory returns all balance-affecting executions.
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// This includes each trade, insurance charge, and settlement.
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func (b *Bitmex) GetAccountExecutionTradeHistory(params GenericRequestParams) ([]Execution, error) {
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var tradeHistory []Execution
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return tradeHistory, b.SendAuthenticatedHTTPRequest("GET",
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bitmexEndpointExecutionTradeHistory,
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params,
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&tradeHistory)
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}
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// GetFullFundingHistory returns funding history
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func (b *Bitmex) GetFullFundingHistory() ([]Funding, error) {
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var fundingHistory []Funding
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return fundingHistory, b.SendHTTPRequest(bitmexEndpointFundingHistory,
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nil,
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&fundingHistory)
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}
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// GetInstruments returns instrument data
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func (b *Bitmex) GetInstruments(params GenericRequestParams) ([]Instrument, error) {
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var instruments []Instrument
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return instruments, b.SendHTTPRequest(bitmexEndpointInstruments,
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params,
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&instruments)
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}
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// GetActiveInstruments returns active instruments
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func (b *Bitmex) GetActiveInstruments(params GenericRequestParams) ([]Instrument, error) {
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var activeInstruments []Instrument
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return activeInstruments, b.SendHTTPRequest(bitmexEndpointActiveInstruments,
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params,
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&activeInstruments)
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}
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// GetActiveAndIndexInstruments returns all active instruments and all indices
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func (b *Bitmex) GetActiveAndIndexInstruments() ([]Instrument, error) {
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var activeAndIndices []Instrument
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return activeAndIndices,
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b.SendHTTPRequest(bitmexEndpointActiveAndIndexInstruments,
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nil,
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&activeAndIndices)
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}
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// GetActiveIntervals returns funding history
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func (b *Bitmex) GetActiveIntervals() (InstrumentInterval, error) {
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var interval InstrumentInterval
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return interval, b.SendHTTPRequest(bitmexEndpointActiveIntervals,
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nil,
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&interval)
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}
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// GetCompositeIndex returns composite index
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func (b *Bitmex) GetCompositeIndex(params GenericRequestParams) ([]IndexComposite, error) {
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var compositeIndices []IndexComposite
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return compositeIndices, b.SendHTTPRequest(bitmexEndpointCompositeIndex,
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params,
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&compositeIndices)
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}
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// GetIndices returns all price indices
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func (b *Bitmex) GetIndices() ([]Instrument, error) {
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var indices []Instrument
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return indices, b.SendHTTPRequest(bitmexEndpointIndices, nil, &indices)
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}
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// GetInsuranceFundHistory returns insurance fund history
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func (b *Bitmex) GetInsuranceFundHistory(params GenericRequestParams) ([]Insurance, error) {
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var history []Insurance
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return history, b.SendHTTPRequest(bitmexEndpointIndices, params, &history)
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}
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// GetLeaderboard returns leaderboard information
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func (b *Bitmex) GetLeaderboard(params LeaderboardGetParams) ([]Leaderboard, error) {
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var leader []Leaderboard
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return leader, b.SendHTTPRequest(bitmexEndpointLeader, params, &leader)
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}
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// GetAliasOnLeaderboard returns your alias on the leaderboard
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func (b *Bitmex) GetAliasOnLeaderboard() (Alias, error) {
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var alias Alias
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return alias, b.SendHTTPRequest(bitmexEndpointAlias, nil, &alias)
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}
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// GetLiquidationOrders returns liquidation orders
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func (b *Bitmex) GetLiquidationOrders(params GenericRequestParams) ([]Liquidation, error) {
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var orders []Liquidation
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return orders, b.SendHTTPRequest(bitmexEndpointLiquidation,
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params,
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&orders)
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}
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// GetCurrentNotifications returns your current notifications
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func (b *Bitmex) GetCurrentNotifications() ([]Notification, error) {
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var notifications []Notification
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return notifications, b.SendAuthenticatedHTTPRequest("GET",
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bitmexEndpointNotifications,
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nil,
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¬ifications)
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}
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// GetOrders returns all the orders, open and closed
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func (b *Bitmex) GetOrders(params OrdersRequest) ([]Order, error) {
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var orders []Order
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return orders, b.SendAuthenticatedHTTPRequest("GET",
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fmt.Sprintf("%v%v", bitmexEndpointOrder, ""),
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params,
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&orders)
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}
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// AmendOrder amends the quantity or price of an open order
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func (b *Bitmex) AmendOrder(params OrderAmendParams) (Order, error) {
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var order Order
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return order, b.SendAuthenticatedHTTPRequest("PUT",
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bitmexEndpointOrder,
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params,
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&order)
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}
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// CreateOrder creates a new order
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func (b *Bitmex) CreateOrder(params OrderNewParams) (Order, error) {
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var orderInfo Order
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return orderInfo, b.SendAuthenticatedHTTPRequest("POST",
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bitmexEndpointOrder,
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params,
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&orderInfo)
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}
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// CancelOrders cancels one or a batch of orders on the exchange and returns
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// a cancelled order list
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func (b *Bitmex) CancelOrders(params OrderCancelParams) ([]Order, error) {
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var cancelledOrders []Order
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return cancelledOrders, b.SendAuthenticatedHTTPRequest("DELETE",
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bitmexEndpointOrder,
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params,
|
|
&cancelledOrders)
|
|
}
|
|
|
|
// CancelAllExistingOrders cancels all open orders on the exchange
|
|
func (b *Bitmex) CancelAllExistingOrders(params OrderCancelAllParams) ([]Order, error) {
|
|
var cancelledOrders []Order
|
|
|
|
return cancelledOrders, b.SendAuthenticatedHTTPRequest("DELETE",
|
|
bitmexEndpointCancelAllOrders,
|
|
params,
|
|
&cancelledOrders)
|
|
}
|
|
|
|
// AmendBulkOrders amends multiple orders for the same symbol
|
|
func (b *Bitmex) AmendBulkOrders(params OrderAmendBulkParams) ([]Order, error) {
|
|
var amendedOrders []Order
|
|
|
|
return amendedOrders, b.SendAuthenticatedHTTPRequest("PUT",
|
|
bitmexEndpointBulk,
|
|
params,
|
|
&amendedOrders)
|
|
}
|
|
|
|
// CreateBulkOrders creates multiple orders for the same symbol
|
|
func (b *Bitmex) CreateBulkOrders(params OrderNewBulkParams) ([]Order, error) {
|
|
var orders []Order
|
|
|
|
return orders, b.SendAuthenticatedHTTPRequest("POST",
|
|
bitmexEndpointBulk,
|
|
params,
|
|
&orders)
|
|
}
|
|
|
|
// CancelAllOrdersAfterTime closes all positions after a certain time period
|
|
func (b *Bitmex) CancelAllOrdersAfterTime(params OrderCancelAllAfterParams) ([]Order, error) {
|
|
var cancelledOrder []Order
|
|
|
|
return cancelledOrder, b.SendAuthenticatedHTTPRequest("POST",
|
|
bitmexEndpointCancelOrderAfter,
|
|
params,
|
|
&cancelledOrder)
|
|
}
|
|
|
|
// ClosePosition closes a position WARNING deprecated use /order endpoint
|
|
func (b *Bitmex) ClosePosition(params OrderClosePositionParams) ([]Order, error) {
|
|
var closedPositions []Order
|
|
|
|
return closedPositions, b.SendAuthenticatedHTTPRequest("POST",
|
|
bitmexEndpointOrder,
|
|
params,
|
|
&closedPositions)
|
|
}
|
|
|
|
// GetOrderbook returns layer two orderbook data
|
|
func (b *Bitmex) GetOrderbook(params OrderBookGetL2Params) ([]OrderBookL2, error) {
|
|
var orderBooks []OrderBookL2
|
|
|
|
return orderBooks, b.SendHTTPRequest(bitmexEndpointOrderbookL2,
|
|
params,
|
|
&orderBooks)
|
|
}
|
|
|
|
// GetPositions returns positions
|
|
func (b *Bitmex) GetPositions(params PositionGetParams) ([]Position, error) {
|
|
var positions []Position
|
|
|
|
return positions, b.SendAuthenticatedHTTPRequest("GET",
|
|
bitmexEndpointPosition,
|
|
params,
|
|
&positions)
|
|
}
|
|
|
|
// IsolatePosition enables isolated margin or cross margin per-position
|
|
func (b *Bitmex) IsolatePosition(params PositionIsolateMarginParams) (Position, error) {
|
|
var position Position
|
|
|
|
return position, b.SendAuthenticatedHTTPRequest("POST",
|
|
bitmexEndpointIsolatePosition,
|
|
params,
|
|
&position)
|
|
}
|
|
|
|
// LeveragePosition chooses leverage for a position
|
|
func (b *Bitmex) LeveragePosition(params PositionUpdateLeverageParams) (Position, error) {
|
|
var position Position
|
|
|
|
return position, b.SendAuthenticatedHTTPRequest("POST",
|
|
bitmexEndpointLeveragePosition,
|
|
params,
|
|
&position)
|
|
}
|
|
|
|
// UpdateRiskLimit updates risk limit on a position
|
|
func (b *Bitmex) UpdateRiskLimit(params PositionUpdateRiskLimitParams) (Position, error) {
|
|
var position Position
|
|
|
|
return position, b.SendAuthenticatedHTTPRequest("POST",
|
|
bitmexEndpointAdjustRiskLimit,
|
|
params,
|
|
&position)
|
|
}
|
|
|
|
// TransferMargin transfers equity in or out of a position
|
|
func (b *Bitmex) TransferMargin(params PositionTransferIsolatedMarginParams) (Position, error) {
|
|
var position Position
|
|
|
|
return position, b.SendAuthenticatedHTTPRequest("POST",
|
|
bitmexEndpointTransferMargin,
|
|
params,
|
|
&position)
|
|
}
|
|
|
|
// GetQuotes returns quotations
|
|
func (b *Bitmex) GetQuotes(params GenericRequestParams) ([]Quote, error) {
|
|
var quotations []Quote
|
|
|
|
return quotations, b.SendHTTPRequest(bitmexEndpointQuote,
|
|
params,
|
|
"ations)
|
|
}
|
|
|
|
// GetQuotesByBuckets returns previous quotes in time buckets
|
|
func (b *Bitmex) GetQuotesByBuckets(params QuoteGetBucketedParams) ([]Quote, error) {
|
|
var quotations []Quote
|
|
|
|
return quotations, b.SendHTTPRequest(bitmexEndpointQuoteBucketed,
|
|
params,
|
|
"ations)
|
|
}
|
|
|
|
// GetSettlementHistory returns settlement history
|
|
func (b *Bitmex) GetSettlementHistory(params GenericRequestParams) ([]Settlement, error) {
|
|
var history []Settlement
|
|
|
|
return history, b.SendHTTPRequest(bitmexEndpointSettlement,
|
|
params,
|
|
&history)
|
|
}
|
|
|
|
// GetStats returns exchange wide per series turnover and volume statistics
|
|
func (b *Bitmex) GetStats() ([]Stats, error) {
|
|
var stats []Stats
|
|
|
|
return stats, b.SendHTTPRequest(bitmexEndpointStats, nil, &stats)
|
|
}
|
|
|
|
// GetStatsHistorical historic stats
|
|
func (b *Bitmex) GetStatsHistorical() ([]StatsHistory, error) {
|
|
var history []StatsHistory
|
|
|
|
return history, b.SendHTTPRequest(bitmexEndpointStatsHistory, nil, &history)
|
|
}
|
|
|
|
// GetStatSummary returns the stats summary in USD terms
|
|
func (b *Bitmex) GetStatSummary() ([]StatsUSD, error) {
|
|
var summary []StatsUSD
|
|
|
|
return summary, b.SendHTTPRequest(bitmexEndpointStatsSummary, nil, &summary)
|
|
}
|
|
|
|
// GetTrade returns executed trades on the desk
|
|
func (b *Bitmex) GetTrade(params GenericRequestParams) ([]Trade, error) {
|
|
var trade []Trade
|
|
|
|
return trade, b.SendHTTPRequest(bitmexEndpointTrade, params, &trade)
|
|
}
|
|
|
|
// GetPreviousTrades previous trade history in time buckets
|
|
func (b *Bitmex) GetPreviousTrades(params TradeGetBucketedParams) ([]Trade, error) {
|
|
var trade []Trade
|
|
|
|
return trade, b.SendHTTPRequest(bitmexEndpointTradeBucketed,
|
|
params,
|
|
&trade)
|
|
}
|
|
|
|
// GetUserInfo returns your user information
|
|
func (b *Bitmex) GetUserInfo() (User, error) {
|
|
var userInfo User
|
|
|
|
return userInfo, b.SendAuthenticatedHTTPRequest("GET",
|
|
bitmexEndpointUser,
|
|
nil,
|
|
&userInfo)
|
|
}
|
|
|
|
// UpdateUserInfo updates user information
|
|
func (b *Bitmex) UpdateUserInfo(params UserUpdateParams) (User, error) {
|
|
var userInfo User
|
|
|
|
return userInfo, b.SendAuthenticatedHTTPRequest("PUT",
|
|
bitmexEndpointUser,
|
|
params,
|
|
&userInfo)
|
|
}
|
|
|
|
// GetAffiliateStatus returns your affiliate status
|
|
func (b *Bitmex) GetAffiliateStatus() (AffiliateStatus, error) {
|
|
var status AffiliateStatus
|
|
|
|
return status, b.SendAuthenticatedHTTPRequest("GET",
|
|
bitmexEndpointUserAffiliate,
|
|
nil,
|
|
&status)
|
|
}
|
|
|
|
// CancelWithdraw cancels a current withdrawal
|
|
func (b *Bitmex) CancelWithdraw(token string) (TransactionInfo, error) {
|
|
var info TransactionInfo
|
|
|
|
return info, b.SendAuthenticatedHTTPRequest("POST",
|
|
bitmexEndpointUserCancelWithdraw,
|
|
UserTokenParams{Token: token},
|
|
&info)
|
|
}
|
|
|
|
// CheckReferalCode checks a code, will return a percentage eg 0.1 for 10% or
|
|
// if err a 404
|
|
func (b *Bitmex) CheckReferalCode(referralCode string) (float64, error) {
|
|
var percentage float64
|
|
|
|
return percentage, b.SendHTTPRequest(bitmexEndpointUserCheckReferralCode,
|
|
UserCheckReferralCodeParams{ReferralCode: referralCode},
|
|
&percentage)
|
|
}
|
|
|
|
// GetUserCommision returns your account's commission status.
|
|
func (b *Bitmex) GetUserCommision(token string) (UserCommission, error) {
|
|
var commissionInfo UserCommission
|
|
|
|
return commissionInfo, b.SendAuthenticatedHTTPRequest("GET",
|
|
bitmexEndpointUserCommision,
|
|
nil,
|
|
&commissionInfo)
|
|
}
|
|
|
|
// ConfirmEmail confirms email address with a token
|
|
func (b *Bitmex) ConfirmEmail(token string) (ConfirmEmail, error) {
|
|
var confirmation ConfirmEmail
|
|
|
|
return confirmation, b.SendAuthenticatedHTTPRequest("GET",
|
|
bitmexEndpointUserConfirmEmail,
|
|
UserTokenParams{Token: token},
|
|
&confirmation)
|
|
}
|
|
|
|
// ConfirmTwoFactorAuth confirms 2FA for this account.
|
|
func (b *Bitmex) ConfirmTwoFactorAuth(token, typ string) (bool, error) {
|
|
var working bool
|
|
|
|
return working, b.SendAuthenticatedHTTPRequest("POST",
|
|
bitmexEndpointUserConfirmTFA,
|
|
UserConfirmTFAParams{Token: token, Type: typ},
|
|
&working)
|
|
}
|
|
|
|
// ConfirmWithdrawal confirms a withdrawal
|
|
func (b *Bitmex) ConfirmWithdrawal(token string) (TransactionInfo, error) {
|
|
var info TransactionInfo
|
|
|
|
return info, b.SendAuthenticatedHTTPRequest("POST",
|
|
bitmexEndpointUserCancelWithdraw,
|
|
UserTokenParams{Token: token},
|
|
&info)
|
|
}
|
|
|
|
// GetCryptoDepositAddress returns a deposit address for a cryptocurency
|
|
func (b *Bitmex) GetCryptoDepositAddress(currency string) (string, error) {
|
|
var address string
|
|
|
|
if !strings.EqualFold(currency, symbol.XBT) {
|
|
return "",
|
|
fmt.Errorf("cryptocurrency %s deposits are not supported by exchange only bitcoin",
|
|
currency)
|
|
}
|
|
|
|
return address, b.SendAuthenticatedHTTPRequest("GET",
|
|
bitmexEndpointUserDepositAddress,
|
|
UserCurrencyParams{Currency: "XBt"},
|
|
&address)
|
|
}
|
|
|
|
// DisableTFA dsiables 2 factor authentication for your account
|
|
func (b *Bitmex) DisableTFA(token, typ string) (bool, error) {
|
|
var disabled bool
|
|
|
|
return disabled, b.SendAuthenticatedHTTPRequest("POST",
|
|
bitmexEndpointUserDisableTFA,
|
|
UserConfirmTFAParams{Token: token, Type: typ},
|
|
&disabled)
|
|
}
|
|
|
|
// UserLogOut logs you out of BitMEX
|
|
func (b *Bitmex) UserLogOut() error {
|
|
return b.SendAuthenticatedHTTPRequest("POST",
|
|
bitmexEndpointUserLogout,
|
|
nil,
|
|
nil)
|
|
}
|
|
|
|
// UserLogOutAll logs you out of all systems for BitMEX
|
|
func (b *Bitmex) UserLogOutAll() (int64, error) {
|
|
var status int64
|
|
|
|
return status, b.SendAuthenticatedHTTPRequest("POST",
|
|
bitmexEndpointUserLogoutAll,
|
|
nil,
|
|
&status)
|
|
}
|
|
|
|
// GetUserMargin returns user margin information
|
|
func (b *Bitmex) GetUserMargin(currency string) (UserMargin, error) {
|
|
var info UserMargin
|
|
|
|
return info, b.SendAuthenticatedHTTPRequest("GET",
|
|
bitmexEndpointUserMargin,
|
|
UserCurrencyParams{Currency: currency},
|
|
&info)
|
|
}
|
|
|
|
// GetAllUserMargin returns user margin information
|
|
func (b *Bitmex) GetAllUserMargin() ([]UserMargin, error) {
|
|
var info []UserMargin
|
|
|
|
return info, b.SendAuthenticatedHTTPRequest("GET",
|
|
bitmexEndpointUserMargin,
|
|
UserCurrencyParams{Currency: "all"},
|
|
&info)
|
|
}
|
|
|
|
// GetMinimumWithdrawalFee returns minimum withdrawal fee information
|
|
func (b *Bitmex) GetMinimumWithdrawalFee(currency string) (MinWithdrawalFee, error) {
|
|
var fee MinWithdrawalFee
|
|
|
|
return fee, b.SendAuthenticatedHTTPRequest("GET",
|
|
bitmexEndpointUserMinWithdrawalFee,
|
|
UserCurrencyParams{Currency: currency},
|
|
&fee)
|
|
}
|
|
|
|
// GetUserPreferences returns user preferences
|
|
func (b *Bitmex) GetUserPreferences(params UserPreferencesParams) (User, error) {
|
|
var userInfo User
|
|
|
|
return userInfo, b.SendAuthenticatedHTTPRequest("POST",
|
|
bitmexEndpointUserPreferences,
|
|
params,
|
|
&userInfo)
|
|
}
|
|
|
|
// EnableTFA enables 2 factor authentication
|
|
func (b *Bitmex) EnableTFA(typ string) (bool, error) {
|
|
var enabled bool
|
|
|
|
return enabled, b.SendAuthenticatedHTTPRequest("POST",
|
|
bitmexEndpointUserRequestTFA,
|
|
UserConfirmTFAParams{Type: typ},
|
|
&enabled)
|
|
}
|
|
|
|
// UserRequestWithdrawal This will send a confirmation email to the email
|
|
// address on record, unless requested via an API Key with the withdraw
|
|
// permission.
|
|
func (b *Bitmex) UserRequestWithdrawal(params UserRequestWithdrawalParams) (TransactionInfo, error) {
|
|
var info TransactionInfo
|
|
|
|
return info, b.SendAuthenticatedHTTPRequest("POST",
|
|
bitmexEndpointUserRequestWithdraw,
|
|
params,
|
|
&info)
|
|
}
|
|
|
|
// GetWalletInfo returns user wallet information
|
|
func (b *Bitmex) GetWalletInfo(currency string) (WalletInfo, error) {
|
|
var info WalletInfo
|
|
|
|
return info, b.SendAuthenticatedHTTPRequest("GET",
|
|
bitmexEndpointUserWallet,
|
|
UserCurrencyParams{Currency: currency},
|
|
&info)
|
|
}
|
|
|
|
// GetWalletHistory returns user wallet history transaction data
|
|
func (b *Bitmex) GetWalletHistory(currency string) ([]TransactionInfo, error) {
|
|
var info []TransactionInfo
|
|
|
|
return info, b.SendAuthenticatedHTTPRequest("GET",
|
|
bitmexEndpointUserWalletHistory,
|
|
UserCurrencyParams{Currency: currency},
|
|
&info)
|
|
}
|
|
|
|
// GetWalletSummary returns user wallet summary
|
|
func (b *Bitmex) GetWalletSummary(currency string) ([]TransactionInfo, error) {
|
|
var info []TransactionInfo
|
|
|
|
return info, b.SendAuthenticatedHTTPRequest("GET",
|
|
bitmexEndpointUserWalletSummary,
|
|
UserCurrencyParams{Currency: currency},
|
|
&info)
|
|
}
|
|
|
|
// SendHTTPRequest sends an unauthenticated HTTP request
|
|
func (b *Bitmex) SendHTTPRequest(path string, params Parameter, result interface{}) error {
|
|
var respCheck interface{}
|
|
path = b.APIUrl + path
|
|
if params != nil {
|
|
if !params.IsNil() {
|
|
encodedPath, err := params.ToURLVals(path)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
err = b.SendPayload("GET", encodedPath, nil, nil, &respCheck, false, b.Verbose)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
return b.CaptureError(respCheck, result)
|
|
}
|
|
}
|
|
err := b.SendPayload("GET", path, nil, nil, &respCheck, false, b.Verbose)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
return b.CaptureError(respCheck, result)
|
|
}
|
|
|
|
// SendAuthenticatedHTTPRequest sends an authenticated HTTP request to bitmex
|
|
func (b *Bitmex) SendAuthenticatedHTTPRequest(verb, path string, params Parameter, result interface{}) error {
|
|
if !b.AuthenticatedAPISupport {
|
|
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet,
|
|
b.Name)
|
|
}
|
|
|
|
timestamp := time.Now().Add(time.Second * 10).UnixNano()
|
|
timestampStr := strconv.FormatInt(timestamp, 10)
|
|
timestampNew := timestampStr[:13]
|
|
|
|
headers := make(map[string]string)
|
|
headers["Content-Type"] = "application/json"
|
|
headers["api-expires"] = timestampNew
|
|
headers["api-key"] = b.APIKey
|
|
|
|
var payload string
|
|
if params != nil {
|
|
err := params.VerifyData()
|
|
if err != nil {
|
|
return err
|
|
}
|
|
data, err := common.JSONEncode(params)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
payload = string(data)
|
|
}
|
|
|
|
hmac := common.GetHMAC(common.HashSHA256,
|
|
[]byte(verb+"/api/v1"+path+timestampNew+payload),
|
|
[]byte(b.APISecret))
|
|
|
|
headers["api-signature"] = common.HexEncodeToString(hmac)
|
|
|
|
var respCheck interface{}
|
|
|
|
err := b.SendPayload(verb,
|
|
b.APIUrl+path,
|
|
headers,
|
|
bytes.NewBuffer([]byte(payload)),
|
|
&respCheck,
|
|
true,
|
|
b.Verbose)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
return b.CaptureError(respCheck, result)
|
|
}
|
|
|
|
// CaptureError little hack that captures an error
|
|
func (b *Bitmex) CaptureError(resp, reType interface{}) error {
|
|
var Error RequestError
|
|
|
|
marshalled, err := json.Marshal(resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
err = common.JSONDecode(marshalled, &Error)
|
|
if err == nil {
|
|
return fmt.Errorf("bitmex error %s: %s",
|
|
Error.Error.Name,
|
|
Error.Error.Message)
|
|
}
|
|
|
|
err = common.JSONDecode(marshalled, reType)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
return nil
|
|
}
|
|
|
|
// GetFee returns an estimate of fee based on type of transaction
|
|
func (b *Bitmex) GetFee(feeBuilder exchange.FeeBuilder) (float64, error) {
|
|
var fee float64
|
|
var err error
|
|
|
|
switch feeBuilder.FeeType {
|
|
case exchange.CryptocurrencyTradeFee:
|
|
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount, feeBuilder.IsMaker)
|
|
}
|
|
if fee < 0 {
|
|
fee = 0
|
|
}
|
|
return fee, err
|
|
}
|
|
|
|
// calculateTradingFee returns the fee for trading any currency on Bittrex
|
|
func calculateTradingFee(purchasePrice float64, amount float64, isMaker bool) float64 {
|
|
var fee = 0.000750
|
|
|
|
if isMaker {
|
|
fee -= 0.000250
|
|
}
|
|
|
|
return fee * purchasePrice * amount
|
|
}
|