Files
gocryptotrader/exchanges/btse/btse_wrapper.go
Gareth Kirwan 98f025e38f BTSE: Various fixes (#1550)
* Common: DriveBy sanitisation of vars

* BTSE: Unify to exchange OrderLimits

* BTSE: Remove SeedAssets and test GetOrderExcutionLimit

* BTSE: Fix handling for K_* pairs

In addition to the M_ pairs we previously handled, BTSE has now
introduced K_* pairs (K_SATS-USD*).

This change moves the handling over to look for an exponent, and moves
the filtering to happen on all market data.
The original MarketSummary is still availiable, but I can't see any of
our current use-cases wanting to get the unfiltered list

* BTSE: Fix marketSummary futures field

BTSE returns no futures field for futures api marketInfo, and the documentation for the futures api shows returning false.
When we know we asked for futures, it makes the data flow much saner if
we can trust this field and not have to track what asset we asked for

* BTSE: Abstract marketPair.Pair()

* BTSE: Fix UpdateTicker symbol format
2024-06-14 13:09:19 +10:00

1366 lines
39 KiB
Go

package btse
import (
"context"
"errors"
"fmt"
"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"
)
// Private Errors
var (
errInvalidPairSymbol = errors.New("invalid currency pair symbol")
)
// 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(GetRateLimit()))
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
}
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
}
var errs error
pairs := make(currency.Pairs, 0, len(m))
for _, marketInfo := range m {
if pair, err := marketInfo.Pair(); err != nil {
errs = common.AppendError(errs, fmt.Errorf("%s: %w", marketInfo.Symbol, err))
} else {
pairs = append(pairs, pair)
}
}
return pairs, errs
}
// 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)
}
symbol, err := b.FormatSymbol(p, a)
if err != nil {
return nil, err
}
ticks, err := b.GetMarketSummary(ctx, symbol, 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.Tranches, 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.Tranche{
Price: a.BuyQuote[x].Price,
Amount: a.BuyQuote[x].Size,
})
}
book.Asks = make(orderbook.Tranches, 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.Tranche{
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
}
// 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
}
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)
}
// 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
}
// ExponentPairs returns a map of symbol names which have a Exponent equivalent
// e.g. PIT-USD will be returned if M_PIT-USD exists, and SATS-USD if K_SATS-USD exists
func (m *MarketSummary) ExponentPairs() (map[string]bool, error) {
pairs := map[string]bool{}
var errs error
for _, s := range *m {
if s.Active && s.HasLiquidity() {
if symbol, err := s.StripExponent(); err != nil {
errs = common.AppendError(errs, err)
} else if symbol != "" {
pairs[symbol] = true
}
}
}
return pairs, errs
}
// StripExponent returns the symbol without a exponent prefix; e.g. B_, M_, K_
// Returns an empty string if no exponent prefix is found
// Errors if there's too many underscores, or if the exponent is not recognised
func (m *MarketPair) StripExponent() (string, error) {
parts := strings.Split(m.Symbol, "_")
switch len(parts) {
case 1:
return "", nil
case 2:
switch parts[0] {
case "B", "M", "K":
return parts[1], nil
}
}
return "", errInvalidPairSymbol
}
// Pair returns the currency Pair for a MarketPair
func (m *MarketPair) Pair() (currency.Pair, error) {
baseCurr := m.Base
var quoteCurr string
if m.Futures {
s := strings.Split(m.Symbol, m.Base) // e.g. RUNEPFC for RUNE-USD futures pair
if len(s) <= 1 {
return currency.EMPTYPAIR, errInvalidPairSymbol
}
quoteCurr = s[1]
} else {
s := strings.Split(m.Symbol, currency.DashDelimiter)
if len(s) != 2 {
return currency.EMPTYPAIR, errInvalidPairSymbol
}
baseCurr = s[0]
quoteCurr = s[1]
}
return currency.NewPairFromStrings(baseCurr, quoteCurr)
}
// GetMarketSummary returns filtered market pair details; Specifically:
// - Pairs which aren't active are removed
// - Pairs which don't have liquidity are removed
// - OTC pairs only traded on web UI are removed
// - Pairs with an exponent counterpart pair are removed
// 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)
func (b *BTSE) GetMarketSummary(ctx context.Context, symbol string, spot bool) (MarketSummary, error) {
m, err := b.GetRawMarketSummary(ctx, symbol, spot)
if err != nil {
return m, err
}
ePairs, err := m.ExponentPairs()
if err != nil {
return m, err
}
filtered := make(MarketSummary, 0, len(m))
for _, l := range m {
if !l.Active || !l.HasLiquidity() || (spot && !l.IsMarketOpenToSpot) { // Skip OTC assets only tradable on web UI
continue
}
if ePairs[l.Symbol] { // Skip pair with an exponent sibling
continue
}
if !spot {
// BTSE API for futures does not return futures field at all, and the docs show it coming back as false
// Much easier for our data flow if we can trust this field
l.Futures = true
}
filtered = append(filtered, l)
}
return filtered, 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(ctx context.Context, a asset.Item) error {
summary, err := b.GetMarketSummary(ctx, "", a == asset.Spot)
if err != nil {
return err
}
var errs error
limits := make([]order.MinMaxLevel, 0, len(summary))
for _, marketInfo := range summary {
p, err := marketInfo.Pair() //nolint:govet // Deliberately shadow err
if err != nil {
errs = common.AppendError(err, fmt.Errorf("%s: %w", p, err))
continue
}
limits = append(limits, order.MinMaxLevel{
Pair: p,
Asset: a,
MinimumBaseAmount: marketInfo.MinOrderSize,
MaximumBaseAmount: marketInfo.MaxOrderSize,
AmountStepIncrementSize: marketInfo.MinSizeIncrement,
MinPrice: marketInfo.MinValidPrice,
PriceStepIncrementSize: marketInfo.MinPriceIncrement,
})
}
if err = b.LoadLimits(limits); err != nil {
errs = common.AppendError(errs, err)
}
return errs
}
// 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
}
// GetCurrencyTradeURL returns the URL to the exchange's trade page for the given asset and currency pair
func (b *BTSE) GetCurrencyTradeURL(_ context.Context, a asset.Item, cp currency.Pair) (string, error) {
_, err := b.CurrencyPairs.IsPairEnabled(cp, a)
if err != nil {
return "", err
}
cp.Delimiter = currency.DashDelimiter
switch a {
case asset.Spot:
return tradeBaseURL + tradeSpot + cp.Upper().String(), nil
case asset.Futures:
return tradeBaseURL + tradeFutures + cp.Upper().String(), nil
default:
return "", fmt.Errorf("%w %v", asset.ErrNotSupported, a)
}
}