Files
gocryptotrader/exchanges/btcmarkets/btcmarkets_wrapper.go
Gareth Kirwan 52c6b3bf0b Websocket: Various refactors and test improvements (#1466)
* Websocket: Remove IsInit and simplify SetProxyAddress

IsInit was basically the same as IsConnected.
Any time Connect was called both would be set to true.
Any time we had a disconnect they'd both be set to false
Shutdown() incorrectly didn't setInit(false)

SetProxyAddress simplified to only reconnect a connected Websocket.
Any other state means it hasn't been Connected, or it's about to
reconnect anyway.
There's no handling for IsConnecting previously, either, so I've wrapped
that behind the main mutex.

* Websocket: Expand and Assertify tests

* Websocket: Simplify state transistions

* Websocket: Simplify Connecting/Connected state

* Websocket: Tests and errors for websocket

* Websocket: Make WebsocketNotEnabled a real error

This allows for testing and avoids the repetition.
If each returned error is a error.New() you can never use errors.Is()

* Websocket: Add more testable errors

* Websocket: Improve GenerateMessageID test

Testing just the last id doesn't feel very robust

* Websocket: Protect Setup() from races

* Websocket: Use atomics instead of mutex

This was spurred by looking at the setState call in trafficMonitor and
the effect on blocking and efficiency.
With the new atomic types in Go 1.19, and the small types in use here,
atomics should be safe for our usage. bools should be truly atomic,
and uint32 is atomic when the accepted value range is less than one byte/uint8 since
that can be written atomicly by concurrent processors.
Maybe that's not even a factor any more, however we don't even have to worry enough to check.

* Websocket: Fix and simplify traffic monitor

trafficMonitor had a check throttle at the end of the for loop to stop it just gobbling the (blocking) trafficAlert channel non-stop.
That makes sense, except that nothing is sent to the trafficAlert channel if there's no listener.
So that means that it's out by one second on the trafficAlert, because any traffic received during the pause is doesn't try to send a traffic alert.

The unstopped timer is deliberately leaked for later GC when shutdown.
It won't delay/block anything, and it's a trivial memory leak during an infrequent event.

Deliberately Choosing to recreate the timer each time instead of using Stop, drain and reset

* Websocket: Split traficMonitor test on behaviours

* Websocket: Remove trafficMonitor connected status

trafficMonitor does not need to set the connection to be connected.
Connect() does that. Anything after that should result in a full
shutdown and restart. It can't and shouldn't become connected
unexpectedly, and this is most likely a race anyway.

Also dropped trafficCheckInterval to 100ms to mitigate races of traffic
alerts being buffered for too long.

* Websocket: Set disconnected earlier in Shutdown

This caused a possible race where state is still connected, but we start
to trigger interested actors via ShutdownC and Wait.
They may check state and then call Shutdown again, such as
trafficMonitor

* Websocket: Wait 5s for slow tests to pass traffic draining

Keep getting failures upstream on test rigs.
Think they can be very contended, so this pushes the boundary right out
to 5s
2024-02-23 18:39:25 +11:00

1143 lines
32 KiB
Go

package btcmarkets
import (
"context"
"errors"
"fmt"
"math"
"sort"
"strconv"
"strings"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer"
"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"
)
var errFailedToConvertToCandle = errors.New("cannot convert time series data to kline.Candle, insufficient data")
// GetDefaultConfig returns a default exchange config
func (b *BTCMarkets) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
b.SetDefaults()
exchCfg, err := b.GetStandardConfig()
if err != nil {
return nil, err
}
err = b.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = b.UpdateTradablePairs(ctx, true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets basic defaults
func (b *BTCMarkets) SetDefaults() {
b.Name = "BTC Markets"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
b.API.CredentialsValidator.RequiresBase64DecodeSecret = true
requestFmt := &currency.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true}
configFmt := &currency.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true}
err := b.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
SubmitOrder: true,
UserTradeHistory: true,
CryptoWithdrawal: true,
FiatWithdraw: true,
TradeFee: true,
FiatWithdrawalFee: true,
CryptoWithdrawalFee: true,
ModifyOrder: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AccountInfo: true,
Subscribe: true,
Unsubscribe: true,
AuthenticatedEndpoints: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto |
exchange.AutoWithdrawFiat,
Kline: kline.ExchangeCapabilitiesSupported{
DateRanges: true,
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: kline.DeployExchangeIntervals(
kline.IntervalCapacity{Interval: kline.OneMin},
kline.IntervalCapacity{Interval: kline.ThreeMin},
kline.IntervalCapacity{Interval: kline.FiveMin},
kline.IntervalCapacity{Interval: kline.FifteenMin},
kline.IntervalCapacity{Interval: kline.ThirtyMin},
kline.IntervalCapacity{Interval: kline.OneHour},
kline.IntervalCapacity{Interval: kline.TwoHour},
kline.IntervalCapacity{Interval: kline.ThreeHour},
kline.IntervalCapacity{Interval: kline.FourHour},
kline.IntervalCapacity{Interval: kline.SixHour},
kline.IntervalCapacity{Interval: kline.OneDay},
kline.IntervalCapacity{Interval: kline.OneWeek},
kline.IntervalCapacity{Interval: kline.OneMonth},
),
GlobalResultLimit: 1000,
},
},
}
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: btcMarketsAPIURL,
exchange.WebsocketSpot: btcMarketsWSURL,
})
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 an exchange configuration and sets all parameters
func (b *BTCMarkets) 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
}
wsURL, err := b.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = b.Websocket.Setup(&stream.WebsocketSetup{
ExchangeConfig: exch,
DefaultURL: btcMarketsWSURL,
RunningURL: wsURL,
Connector: b.WsConnect,
Subscriber: b.Subscribe,
Unsubscriber: b.Unsubscribe,
GenerateSubscriptions: b.generateDefaultSubscriptions,
Features: &b.Features.Supports.WebsocketCapabilities,
OrderbookBufferConfig: buffer.Config{
SortBuffer: true,
UpdateIDProgression: true,
Checksum: checksum,
},
})
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 *BTCMarkets) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
if a != asset.Spot {
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
}
markets, err := b.GetMarkets(ctx)
if err != nil {
return nil, err
}
pairs := make([]currency.Pair, len(markets))
for x := range markets {
var pair currency.Pair
pair, err = currency.NewPairFromString(markets[x].MarketID)
if err != nil {
return nil, err
}
pairs[x] = pair
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *BTCMarkets) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
pairs, err := b.FetchTradablePairs(ctx, asset.Spot)
if err != nil {
return err
}
err = b.UpdatePairs(pairs, asset.Spot, 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 *BTCMarkets) UpdateTickers(ctx context.Context, a asset.Item) error {
allPairs, err := b.GetEnabledPairs(a)
if err != nil {
return err
}
tickers, err := b.GetTickers(ctx, allPairs)
if err != nil {
return err
}
if len(allPairs) != len(tickers) {
return errors.New("enabled pairs differ from returned tickers")
}
for x := range tickers {
var newP currency.Pair
newP, err = currency.NewPairFromString(tickers[x].MarketID)
if err != nil {
return err
}
err = ticker.ProcessTicker(&ticker.Price{
Pair: newP,
Last: tickers[x].LastPrice,
High: tickers[x].High24h,
Low: tickers[x].Low24h,
Bid: tickers[x].BestBID,
Ask: tickers[x].BestAsk,
Volume: tickers[x].Volume,
LastUpdated: time.Now(),
ExchangeName: b.Name,
AssetType: a,
})
if err != nil {
return err
}
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *BTCMarkets) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
if err := b.UpdateTickers(ctx, a); err != nil {
return nil, err
}
return ticker.GetTicker(b.Name, p, a)
}
// FetchTicker returns the ticker for a currency pair
func (b *BTCMarkets) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
tickerNew, err := ticker.GetTicker(b.Name, fPair, assetType)
if err != nil {
return b.UpdateTicker(ctx, p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (b *BTCMarkets) 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 *BTCMarkets) 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,
PriceDuplication: true,
VerifyOrderbook: b.CanVerifyOrderbook,
}
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
// Retrieve level one book which is the top 50 ask and bids, this is not
// cached.
tempResp, err := b.GetOrderbook(ctx, fPair.String(), 1)
if err != nil {
return book, err
}
book.Bids = make(orderbook.Items, len(tempResp.Bids))
for x := range tempResp.Bids {
book.Bids[x] = orderbook.Item{
Amount: tempResp.Bids[x].Volume,
Price: tempResp.Bids[x].Price,
}
}
book.Asks = make(orderbook.Items, len(tempResp.Asks))
for y := range tempResp.Asks {
book.Asks[y] = orderbook.Item{
Amount: tempResp.Asks[y].Volume,
Price: tempResp.Asks[y].Price,
}
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(b.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies
func (b *BTCMarkets) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var resp account.Holdings
data, err := b.GetAccountBalance(ctx)
if err != nil {
return resp, err
}
var acc account.SubAccount
acc.AssetType = assetType
for x := range data {
acc.Currencies = append(acc.Currencies, account.Balance{
Currency: currency.NewCode(data[x].AssetName),
Total: data[x].Balance,
Hold: data[x].Locked,
Free: data[x].Available,
})
}
resp.Accounts = append(resp.Accounts, acc)
resp.Exchange = b.Name
creds, err := b.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
err = account.Process(&resp, creds)
if err != nil {
return account.Holdings{}, err
}
return resp, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (b *BTCMarkets) 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 *BTCMarkets) GetAccountFundingHistory(_ context.Context) ([]exchange.FundingHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (b *BTCMarkets) GetWithdrawalsHistory(ctx context.Context, c currency.Code, _ asset.Item) ([]exchange.WithdrawalHistory, error) {
withdrawals, err := b.ListWithdrawals(ctx, -1, -1, -1)
if err != nil {
return nil, err
}
resp := make([]exchange.WithdrawalHistory, 0, len(withdrawals))
for i := range withdrawals {
if c.IsEmpty() || c.Equal(withdrawals[i].AssetName) {
resp = append(resp, exchange.WithdrawalHistory{
Status: withdrawals[i].Status,
TransferID: withdrawals[i].ID,
Description: withdrawals[i].Description,
Timestamp: withdrawals[i].CreationTime,
Currency: withdrawals[i].AssetName.String(),
Amount: withdrawals[i].Amount,
Fee: withdrawals[i].Fee,
TransferType: withdrawals[i].RequestType,
CryptoToAddress: withdrawals[i].PaymentDetails.Address,
})
}
}
return resp, nil
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (b *BTCMarkets) 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
}
var tradeData []Trade
tradeData, err = b.GetTrades(ctx, p.String(), 0, 0, 200)
if err != nil {
return nil, err
}
resp := make([]trade.Data, len(tradeData))
for i := range tradeData {
var side order.Side
if tradeData[i].Side != "" {
side, err = order.StringToOrderSide(tradeData[i].Side)
if err != nil {
return nil, err
}
}
resp[i] = trade.Data{
Exchange: b.Name,
TID: tradeData[i].TradeID,
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Price,
Amount: tradeData[i].Amount,
Timestamp: tradeData[i].Timestamp,
}
}
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 *BTCMarkets) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (b *BTCMarkets) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
if err := s.Validate(); err != nil {
return nil, err
}
if s.Side.IsLong() {
s.Side = order.Bid
}
if s.Side.IsShort() {
s.Side = order.Ask
}
fPair, err := b.FormatExchangeCurrency(s.Pair, asset.Spot)
if err != nil {
return nil, err
}
fOrderType, err := b.formatOrderType(s.Type)
if err != nil {
return nil, err
}
fOrderSide, err := b.formatOrderSide(s.Side)
if err != nil {
return nil, err
}
tempResp, err := b.NewOrder(ctx,
s.Price,
s.Amount,
s.TriggerPrice,
s.QuoteAmount,
fPair.String(),
fOrderType,
fOrderSide,
b.getTimeInForce(s),
"",
s.ClientID,
s.PostOnly)
if err != nil {
return nil, err
}
submitResp, err := s.DeriveSubmitResponse(tempResp.OrderID)
if err != nil {
return nil, err
}
if tempResp.Amount != 0 {
err = submitResp.AdjustBaseAmount(tempResp.Amount)
if err != nil {
log.Errorf(log.ExchangeSys, "Exchange %s: OrderID: %s base amount conversion error: %s\n", b.Name, submitResp.OrderID, err)
}
}
if tempResp.TargetAmount != 0 {
err = submitResp.AdjustQuoteAmount(tempResp.TargetAmount)
if err != nil {
log.Errorf(log.ExchangeSys, "Exchange %s: OrderID: %s quote amount conversion error: %s\n", b.Name, submitResp.OrderID, err)
}
}
// With market orders the price is optional, so we can set it to the
// actual price that was filled.
submitResp.Price = tempResp.Price
return submitResp, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *BTCMarkets) ModifyOrder(ctx context.Context, action *order.Modify) (*order.ModifyResponse, error) {
if err := action.Validate(); err != nil {
return nil, err
}
resp, err := b.ReplaceOrder(ctx, action.OrderID, action.ClientOrderID, action.Price, action.Amount)
if err != nil {
return nil, err
}
mod, err := action.DeriveModifyResponse()
if err != nil {
return nil, err
}
mod.Pair, err = currency.NewPairFromString(resp.MarketID)
if err != nil {
return nil, err
}
mod.Side, err = order.StringToOrderSide(resp.Side)
if err != nil {
return nil, err
}
mod.Type, err = order.StringToOrderType(resp.Type)
if err != nil {
return nil, err
}
mod.Status, err = order.StringToOrderStatus(resp.Status)
if err != nil {
return nil, err
}
mod.OrderID = resp.OrderID
mod.LastUpdated = resp.CreationTime
mod.Price = resp.Price
mod.Amount = resp.Amount
mod.RemainingAmount = resp.OpenAmount
return mod, nil
}
// CancelOrder cancels an order by its corresponding ID number
func (b *BTCMarkets) CancelOrder(ctx context.Context, o *order.Cancel) error {
err := o.Validate(o.StandardCancel())
if err != nil {
return err
}
_, err = b.RemoveOrder(ctx, o.OrderID)
return err
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (b *BTCMarkets) CancelBatchOrders(ctx context.Context, o []order.Cancel) (*order.CancelBatchResponse, error) {
if len(o) == 0 {
return nil, order.ErrCancelOrderIsNil
}
ids := make([]string, len(o))
for i := range o {
switch {
case o[i].ClientOrderID != "":
return nil, order.ErrClientOrderIDNotSupported
case o[i].OrderID != "":
ids[i] = o[i].OrderID
default:
return nil, order.ErrOrderIDNotSet
}
}
batchResp, err := b.CancelBatch(ctx, ids)
if err != nil {
return nil, err
}
resp := &order.CancelBatchResponse{
Status: make(map[string]string),
}
for i := range batchResp.CancelOrders {
resp.Status[batchResp.CancelOrders[i].OrderID] = "success"
}
for i := range batchResp.UnprocessedRequests {
resp.Status[batchResp.UnprocessedRequests[i].RequestID] = batchResp.UnprocessedRequests[i].Code + " - " + batchResp.UnprocessedRequests[i].Message
}
return resp, nil
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *BTCMarkets) CancelAllOrders(ctx context.Context, _ *order.Cancel) (order.CancelAllResponse, error) {
var resp order.CancelAllResponse
orders, err := b.GetOrders(ctx, "", -1, -1, -1, true)
if err != nil {
return resp, err
}
orderIDs := make([]string, len(orders))
for x := range orders {
orderIDs[x] = orders[x].OrderID
}
splitOrders := common.SplitStringSliceByLimit(orderIDs, 20)
tempMap := make(map[string]string)
for z := range splitOrders {
tempResp, err := b.CancelBatch(ctx, splitOrders[z])
if err != nil {
return resp, err
}
for y := range tempResp.CancelOrders {
tempMap[tempResp.CancelOrders[y].OrderID] = "Success"
}
for z := range tempResp.UnprocessedRequests {
tempMap[tempResp.UnprocessedRequests[z].RequestID] = "Cancellation Failed"
}
}
resp.Status = tempMap
return resp, nil
}
// GetOrderInfo returns order information based on order ID
func (b *BTCMarkets) GetOrderInfo(ctx context.Context, orderID string, _ currency.Pair, _ asset.Item) (*order.Detail, error) {
var resp order.Detail
o, err := b.FetchOrder(ctx, orderID)
if err != nil {
return nil, err
}
p, err := currency.NewPairFromString(o.MarketID)
if err != nil {
return nil, err
}
resp.Exchange = b.Name
resp.OrderID = orderID
resp.Pair = p
resp.Price = o.Price
resp.Date = o.CreationTime
resp.ExecutedAmount = o.Amount - o.OpenAmount
resp.Side = order.Bid
if o.Side == ask {
resp.Side = order.Ask
}
switch o.Type {
case limit:
resp.Type = order.Limit
case market:
resp.Type = order.Market
case stopLimit:
resp.Type = order.Stop
case stop:
resp.Type = order.Stop
case takeProfit:
resp.Type = order.ImmediateOrCancel
default:
resp.Type = order.UnknownType
}
resp.RemainingAmount = o.OpenAmount
switch o.Status {
case orderAccepted:
resp.Status = order.Active
case orderPlaced:
resp.Status = order.Active
case orderPartiallyMatched:
resp.Status = order.PartiallyFilled
case orderFullyMatched:
resp.Status = order.Filled
case orderCancelled:
resp.Status = order.Cancelled
case orderPartiallyCancelled:
resp.Status = order.PartiallyCancelled
case orderFailed:
resp.Status = order.Rejected
default:
resp.Status = order.UnknownStatus
}
return &resp, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *BTCMarkets) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, _ string) (*deposit.Address, error) {
depositAddr, err := b.FetchDepositAddress(ctx, cryptocurrency, -1, -1, -1)
if err != nil {
return nil, err
}
return &deposit.Address{
Address: depositAddr.Address,
Tag: depositAddr.Tag,
}, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is submitted
func (b *BTCMarkets) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
a, err := b.RequestWithdraw(ctx,
withdrawRequest.Currency.String(),
withdrawRequest.Amount,
withdrawRequest.Crypto.Address,
"",
"",
"",
"")
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: a.ID,
Status: a.Status,
}, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (b *BTCMarkets) WithdrawFiatFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
if withdrawRequest.Currency != currency.AUD {
return nil, errors.New("only aud is supported for withdrawals")
}
a, err := b.RequestWithdraw(ctx,
withdrawRequest.Currency.String(),
withdrawRequest.Amount,
"",
withdrawRequest.Fiat.Bank.AccountName,
withdrawRequest.Fiat.Bank.AccountNumber,
withdrawRequest.Fiat.Bank.BSBNumber,
withdrawRequest.Fiat.Bank.BankName)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: a.ID,
Status: a.Status,
}, nil
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (b *BTCMarkets) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *BTCMarkets) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if feeBuilder == nil {
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
}
if !b.AreCredentialsValid(ctx) && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return b.GetFee(ctx, feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (b *BTCMarkets) GetActiveOrders(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
if len(req.Pairs) == 0 {
allPairs, err := b.GetEnabledPairs(asset.Spot)
if err != nil {
return nil, err
}
req.Pairs = append(req.Pairs, allPairs...)
}
var resp []order.Detail
for x := range req.Pairs {
fPair, err := b.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
if err != nil {
return nil, err
}
tempData, err := b.GetOrders(ctx, fPair.String(), -1, -1, -1, true)
if err != nil {
return resp, err
}
for y := range tempData {
var tempResp order.Detail
tempResp.Exchange = b.Name
tempResp.Pair = req.Pairs[x]
tempResp.OrderID = tempData[y].OrderID
tempResp.Side = order.Bid
if tempData[y].Side == ask {
tempResp.Side = order.Ask
}
tempResp.Date = tempData[y].CreationTime
switch tempData[y].Type {
case limit:
tempResp.Type = order.Limit
case market:
tempResp.Type = order.Market
default:
log.Errorf(log.ExchangeSys,
"%s unknown order type %s getting order",
b.Name,
tempData[y].Type)
tempResp.Type = order.UnknownType
}
switch tempData[y].Status {
case orderAccepted:
tempResp.Status = order.Active
case orderPlaced:
tempResp.Status = order.Active
case orderPartiallyMatched:
tempResp.Status = order.PartiallyFilled
default:
log.Errorf(log.ExchangeSys,
"%s unexpected status %s on order %v",
b.Name,
tempData[y].Status,
tempData[y].OrderID)
tempResp.Status = order.UnknownStatus
}
tempResp.Price = tempData[y].Price
tempResp.Amount = tempData[y].Amount
tempResp.ExecutedAmount = tempData[y].Amount - tempData[y].OpenAmount
tempResp.RemainingAmount = tempData[y].OpenAmount
resp = append(resp, tempResp)
}
}
return req.Filter(b.Name, resp), nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *BTCMarkets) GetOrderHistory(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
var resp []order.Detail
var tempResp order.Detail
var tempArray []string
if len(req.Pairs) == 0 {
orders, err := b.GetOrders(ctx, "", -1, -1, -1, false)
if err != nil {
return resp, err
}
for x := range orders {
tempArray = append(tempArray, orders[x].OrderID)
}
}
for y := range req.Pairs {
fPair, err := b.FormatExchangeCurrency(req.Pairs[y], asset.Spot)
if err != nil {
return nil, err
}
orders, err := b.GetOrders(ctx, fPair.String(), -1, -1, -1, false)
if err != nil {
return resp, err
}
for z := range orders {
tempArray = append(tempArray, orders[z].OrderID)
}
}
splitOrders := common.SplitStringSliceByLimit(tempArray, 50)
for x := range splitOrders {
tempData, err := b.GetBatchTrades(ctx, splitOrders[x])
if err != nil {
return resp, err
}
for c := range tempData.Orders {
switch tempData.Orders[c].Status {
case orderFailed:
tempResp.Status = order.Rejected
case orderPartiallyCancelled:
tempResp.Status = order.PartiallyCancelled
case orderCancelled:
tempResp.Status = order.Cancelled
case orderFullyMatched:
tempResp.Status = order.Filled
case orderPartiallyMatched:
continue
case orderPlaced:
continue
case orderAccepted:
continue
}
p, err := currency.NewPairFromString(tempData.Orders[c].MarketID)
if err != nil {
return nil, err
}
tempResp.Exchange = b.Name
tempResp.Pair = p
tempResp.Side = order.Bid
if tempData.Orders[c].Side == ask {
tempResp.Side = order.Ask
}
tempResp.OrderID = tempData.Orders[c].OrderID
tempResp.Date = tempData.Orders[c].CreationTime
tempResp.Price = tempData.Orders[c].Price
tempResp.Amount = tempData.Orders[c].Amount
tempResp.ExecutedAmount = tempData.Orders[c].Amount - tempData.Orders[c].OpenAmount
tempResp.RemainingAmount = tempData.Orders[c].OpenAmount
tempResp.InferCostsAndTimes()
resp = append(resp, tempResp)
}
}
return req.Filter(b.Name, resp), nil
}
// ValidateAPICredentials validates current credentials used for wrapper
// functionality
func (b *BTCMarkets) ValidateAPICredentials(ctx context.Context, assetType asset.Item) error {
_, err := b.UpdateAccountInfo(ctx, assetType)
if err != nil {
if b.CheckTransientError(err) == nil {
return nil
}
// Check for specific auth errors; all other errors can be disregarded
// as this does not affect authenticated requests.
if strings.Contains(err.Error(), "InvalidAPIKey") ||
strings.Contains(err.Error(), "InvalidAuthTimestamp") ||
strings.Contains(err.Error(), "InvalidAuthSignature") ||
strings.Contains(err.Error(), "InsufficientAPIPermission") {
return err
}
}
return nil
}
// FormatExchangeKlineInterval returns Interval to exchange formatted string
func (b *BTCMarkets) FormatExchangeKlineInterval(in kline.Interval) string {
switch in {
case kline.OneMin:
return "1m"
case kline.FiveMin:
return "5m"
case kline.FifteenMin:
return "15m"
case kline.ThirtyMin:
return "30m"
case kline.OneHour:
return "1h"
case kline.SixHour:
return "6h"
case kline.OneDay:
return "1d"
case kline.OneWeek:
return "1w"
case kline.OneMonth:
return "1mo"
}
return in.Short()
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (b *BTCMarkets) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := b.GetKlineRequest(pair, a, interval, start, end, false)
if err != nil {
return nil, err
}
candles, err := b.GetMarketCandles(ctx,
req.RequestFormatted.String(),
b.FormatExchangeKlineInterval(req.ExchangeInterval),
req.Start,
req.End,
-1,
-1,
-1)
if err != nil {
return nil, err
}
timeSeries := make([]kline.Candle, len(candles))
for x := range candles {
timeSeries[x], err = convertToKlineCandle(&candles[x])
if err != nil {
return nil, err
}
}
return req.ProcessResponse(timeSeries)
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (b *BTCMarkets) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := b.GetKlineExtendedRequest(pair, a, interval, start, end)
if err != nil {
return nil, err
}
timeSeries := make([]kline.Candle, 0, req.Size())
for x := range req.RangeHolder.Ranges {
var candles CandleResponse
candles, err = b.GetMarketCandles(ctx,
req.RequestFormatted.String(),
b.FormatExchangeKlineInterval(req.ExchangeInterval),
req.RangeHolder.Ranges[x].Start.Time,
req.RangeHolder.Ranges[x].End.Time,
-1,
-1,
-1)
if err != nil {
return nil, err
}
for i := range candles {
elem, err := convertToKlineCandle(&candles[i])
if err != nil {
return nil, err
}
timeSeries = append(timeSeries, elem)
}
}
return req.ProcessResponse(timeSeries)
}
// GetServerTime returns the current exchange server time.
func (b *BTCMarkets) GetServerTime(ctx context.Context, _ asset.Item) (time.Time, error) {
return b.GetCurrentServerTime(ctx)
}
// UpdateOrderExecutionLimits sets exchange executions for a required asset type
func (b *BTCMarkets) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error {
if a != asset.Spot {
return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
}
markets, err := b.GetMarkets(ctx)
if err != nil {
return err
}
limits := make([]order.MinMaxLevel, len(markets))
for x := range markets {
var pair currency.Pair
pair, err = currency.NewPairFromStrings(markets[x].BaseAsset, markets[x].QuoteAsset)
if err != nil {
return err
}
limits[x] = order.MinMaxLevel{
Pair: pair,
Asset: asset.Spot,
MinimumBaseAmount: markets[x].MinOrderAmount,
MaximumBaseAmount: markets[x].MaxOrderAmount,
AmountStepIncrementSize: math.Pow(10, -markets[x].AmountDecimals),
PriceStepIncrementSize: math.Pow(10, -markets[x].PriceDecimals),
}
}
return b.LoadLimits(limits)
}
func convertToKlineCandle(candle *[6]string) (kline.Candle, error) {
var elem kline.Candle
if candle == nil {
return elem, errFailedToConvertToCandle
}
var err error
elem.Time, err = time.Parse(time.RFC3339, candle[0])
if err != nil {
return elem, err
}
elem.Open, err = strconv.ParseFloat(candle[1], 64)
if err != nil {
return elem, err
}
elem.High, err = strconv.ParseFloat(candle[2], 64)
if err != nil {
return elem, err
}
elem.Low, err = strconv.ParseFloat(candle[3], 64)
if err != nil {
return elem, err
}
elem.Close, err = strconv.ParseFloat(candle[4], 64)
if err != nil {
return elem, err
}
elem.Volume, err = strconv.ParseFloat(candle[5], 64)
if err != nil {
return elem, err
}
return elem, nil
}
// GetFuturesContractDetails returns all contracts from the exchange by asset type
func (b *BTCMarkets) GetFuturesContractDetails(context.Context, asset.Item) ([]futures.Contract, error) {
return nil, common.ErrFunctionNotSupported
}
// GetLatestFundingRates returns the latest funding rates data
func (b *BTCMarkets) GetLatestFundingRates(context.Context, *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
return nil, common.ErrFunctionNotSupported
}