Files
gocryptotrader/exchanges/gemini/gemini_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

876 lines
26 KiB
Go

package gemini
import (
"context"
"errors"
"fmt"
"net/url"
"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/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (g *Gemini) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
g.SetDefaults()
exchCfg, err := g.GetStandardConfig()
if err != nil {
return nil, err
}
err = g.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if g.Features.Supports.RESTCapabilities.AutoPairUpdates {
err := g.UpdateTradablePairs(ctx, true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets package defaults for gemini exchange
func (g *Gemini) SetDefaults() {
g.Name = "Gemini"
g.Enabled = true
g.Verbose = true
g.API.CredentialsValidator.RequiresKey = true
g.API.CredentialsValidator.RequiresSecret = true
requestFmt := &currency.PairFormat{
Uppercase: true,
Separator: ",",
}
configFmt := &currency.PairFormat{
Uppercase: true,
Delimiter: currency.DashDelimiter,
}
err := g.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
g.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
FiatWithdrawalFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
OrderbookFetching: true,
TradeFetching: true,
AuthenticatedEndpoints: true,
MessageSequenceNumbers: true,
KlineFetching: true,
Subscribe: true,
Unsubscribe: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.AutoWithdrawCryptoWithSetup |
exchange.WithdrawFiatViaWebsiteOnly,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
g.Requester, err = request.New(g.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
g.API.Endpoints = g.NewEndpoints()
err = g.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: geminiAPIURL,
exchange.WebsocketSpot: geminiWebsocketEndpoint,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
g.Websocket = stream.NewWebsocket()
g.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
g.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
g.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup sets exchange configuration parameters
func (g *Gemini) Setup(exch *config.Exchange) error {
err := exch.Validate()
if err != nil {
return err
}
if !exch.Enabled {
g.SetEnabled(false)
return nil
}
err = g.SetupDefaults(exch)
if err != nil {
return err
}
if exch.UseSandbox {
err = g.API.Endpoints.SetRunning(exchange.RestSpot.String(), geminiSandboxAPIURL)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
}
wsRunningURL, err := g.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = g.Websocket.Setup(&stream.WebsocketSetup{
ExchangeConfig: exch,
DefaultURL: geminiWebsocketEndpoint,
RunningURL: wsRunningURL,
Connector: g.WsConnect,
Subscriber: g.Subscribe,
Unsubscriber: g.Unsubscribe,
GenerateSubscriptions: g.GenerateDefaultSubscriptions,
Features: &g.Features.Supports.WebsocketCapabilities,
})
if err != nil {
return err
}
err = g.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
URL: geminiWebsocketEndpoint + "/v2/" + geminiWsMarketData,
})
if err != nil {
return err
}
return g.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
URL: geminiWebsocketEndpoint + "/v1/" + geminiWsOrderEvents,
Authenticated: true,
})
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (g *Gemini) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
if !g.SupportsAsset(a) {
return nil, asset.ErrNotSupported
}
details, err := g.GetSymbolDetails(ctx, "all")
if err != nil {
return nil, err
}
pairs := make([]currency.Pair, 0, len(details))
for i := range details {
status := strings.ToLower(details[i].Status)
if status != "open" && status != "limit_only" {
continue
}
if !strings.EqualFold(details[i].ContractType, "vanilla") {
// TODO: add support for futures
continue
}
cp, err := currency.NewPairFromStrings(details[i].BaseCurrency, details[i].Symbol[len(details[i].BaseCurrency):])
if err != nil {
return nil, err
}
pairs = append(pairs, cp)
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (g *Gemini) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
pairs, err := g.FetchTradablePairs(ctx, asset.Spot)
if err != nil {
return err
}
err = g.UpdatePairs(pairs, asset.Spot, false, forceUpdate)
if err != nil {
return err
}
return g.EnsureOnePairEnabled()
}
// UpdateAccountInfo Retrieves balances for all enabled currencies for the
// Gemini exchange
func (g *Gemini) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var response account.Holdings
response.Exchange = g.Name
accountBalance, err := g.GetBalances(ctx)
if err != nil {
return response, err
}
currencies := make([]account.Balance, len(accountBalance))
for i := range accountBalance {
currencies[i] = account.Balance{
Currency: currency.NewCode(accountBalance[i].Currency),
Total: accountBalance[i].Amount,
Hold: accountBalance[i].Amount - accountBalance[i].Available,
Free: accountBalance[i].Available,
}
}
response.Accounts = append(response.Accounts, account.SubAccount{
AssetType: assetType,
Currencies: currencies,
})
creds, err := g.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
err = account.Process(&response, creds)
if err != nil {
return account.Holdings{}, err
}
return response, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (g *Gemini) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
creds, err := g.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
acc, err := account.GetHoldings(g.Name, creds, assetType)
if err != nil {
return g.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (g *Gemini) UpdateTickers(_ context.Context, _ asset.Item) error {
return common.ErrFunctionNotSupported
}
// UpdateTicker updates and returns the ticker for a currency pair
func (g *Gemini) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
fPair, err := g.FormatExchangeCurrency(p, a)
if err != nil {
return nil, err
}
tick, err := g.GetTicker(ctx, fPair.String())
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
High: tick.High,
Low: tick.Low,
Bid: tick.Bid,
Ask: tick.Ask,
Open: tick.Open,
Close: tick.Close,
Pair: fPair,
ExchangeName: g.Name,
AssetType: a})
if err != nil {
return nil, err
}
return ticker.GetTicker(g.Name, fPair, a)
}
// FetchTicker returns the ticker for a currency pair
func (g *Gemini) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
fPair, err := g.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
tickerNew, err := ticker.GetTicker(g.Name, fPair, assetType)
if err != nil {
return g.UpdateTicker(ctx, fPair, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (g *Gemini) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
fPair, err := g.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
ob, err := orderbook.Get(g.Name, fPair, assetType)
if err != nil {
return g.UpdateOrderbook(ctx, fPair, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (g *Gemini) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
if p.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
if err := g.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
return nil, err
}
book := &orderbook.Base{
Exchange: g.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: g.CanVerifyOrderbook,
}
fPair, err := g.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
orderbookNew, err := g.GetOrderbook(ctx, fPair.String(), url.Values{})
if err != nil {
return book, err
}
book.Bids = make(orderbook.Items, len(orderbookNew.Bids))
for x := range orderbookNew.Bids {
book.Bids[x] = orderbook.Item{
Amount: orderbookNew.Bids[x].Amount,
Price: orderbookNew.Bids[x].Price,
}
}
book.Asks = make(orderbook.Items, len(orderbookNew.Asks))
for x := range orderbookNew.Asks {
book.Asks[x] = orderbook.Item{
Amount: orderbookNew.Asks[x].Amount,
Price: orderbookNew.Asks[x].Price,
}
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(g.Name, fPair, assetType)
}
// GetAccountFundingHistory returns funding history, deposits and
// withdrawals
func (g *Gemini) GetAccountFundingHistory(ctx context.Context) ([]exchange.FundingHistory, error) {
transfers, err := g.Transfers(ctx, currency.EMPTYCODE, time.Time{}, 50, "", false)
if err != nil {
return nil, err
}
resp := make([]exchange.FundingHistory, len(transfers))
for i := range transfers {
resp[i] = exchange.FundingHistory{
Status: transfers[i].Status,
TransferID: transfers[i].WithdrawalID,
Timestamp: time.UnixMilli(transfers[i].Timestamp),
Currency: transfers[i].Currency.String(),
Amount: transfers[i].Amount,
Fee: transfers[i].FeeAmount,
TransferType: transfers[i].Type,
CryptoToAddress: transfers[i].Destination,
CryptoTxID: transfers[i].TxHash,
}
}
return resp, nil
}
// GetWithdrawalsHistory returns previous withdrawals data
func (g *Gemini) GetWithdrawalsHistory(ctx context.Context, c currency.Code, a asset.Item) ([]exchange.WithdrawalHistory, error) {
if err := g.CurrencyPairs.IsAssetEnabled(a); err != nil {
return nil, err
}
transfers, err := g.Transfers(ctx, c, time.Time{}, 50, "", false)
if err != nil {
return nil, err
}
resp := make([]exchange.WithdrawalHistory, 0, len(transfers))
for i := range transfers {
if transfers[i].Type != "Withdrawal" {
continue
}
resp = append(resp, exchange.WithdrawalHistory{
Status: transfers[i].Status,
TransferID: transfers[i].WithdrawalID,
Timestamp: time.UnixMilli(transfers[i].Timestamp),
Currency: transfers[i].Currency.String(),
Amount: transfers[i].Amount,
Fee: transfers[i].FeeAmount,
TransferType: transfers[i].Type,
CryptoToAddress: transfers[i].Destination,
CryptoTxID: transfers[i].TxHash,
})
}
return resp, nil
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (g *Gemini) GetRecentTrades(ctx context.Context, pair currency.Pair, assetType asset.Item) ([]trade.Data, error) {
return g.GetHistoricTrades(ctx, pair, assetType, time.Time{}, time.Time{})
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (g *Gemini) GetHistoricTrades(ctx context.Context, p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
if err := common.StartEndTimeCheck(timestampStart, timestampEnd); err != nil && !errors.Is(err, common.ErrDateUnset) {
return nil, fmt.Errorf("invalid time range supplied. Start: %v End %v %w", timestampStart, timestampEnd, err)
}
var err error
p, err = g.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
var resp []trade.Data
ts := timestampStart
limit := 500
allTrades:
for {
var tradeData []Trade
tradeData, err = g.GetTrades(ctx,
p.String(),
ts.Unix(),
int64(limit),
false)
if err != nil {
return nil, err
}
for i := range tradeData {
tradeTS := time.Unix(tradeData[i].Timestamp, 0)
if tradeTS.After(timestampEnd) && !timestampEnd.IsZero() {
break allTrades
}
var side order.Side
side, err = order.StringToOrderSide(tradeData[i].Type)
if err != nil {
return nil, err
}
resp = append(resp, trade.Data{
Exchange: g.Name,
TID: strconv.FormatInt(tradeData[i].TID, 10),
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Price,
Amount: tradeData[i].Amount,
Timestamp: tradeTS,
})
if i == len(tradeData)-1 {
if ts == tradeTS {
break allTrades
}
ts = tradeTS
}
}
if len(tradeData) != limit {
break allTrades
}
}
err = g.AddTradesToBuffer(resp...)
if err != nil {
return nil, err
}
resp = trade.FilterTradesByTime(resp, timestampStart, timestampEnd)
sort.Sort(trade.ByDate(resp))
return resp, nil
}
// SubmitOrder submits a new order
func (g *Gemini) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
if err := s.Validate(); err != nil {
return nil, err
}
if s.Type != order.Limit {
return nil, errors.New("only limit orders are enabled through this exchange")
}
fPair, err := g.FormatExchangeCurrency(s.Pair, asset.Spot)
if err != nil {
return nil, err
}
response, err := g.NewOrder(ctx,
fPair.String(),
s.Amount,
s.Price,
s.Side.String(),
"exchange limit")
if err != nil {
return nil, err
}
return s.DeriveSubmitResponse(strconv.FormatInt(response, 10))
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (g *Gemini) ModifyOrder(_ context.Context, _ *order.Modify) (*order.ModifyResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (g *Gemini) CancelOrder(ctx context.Context, o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
orderIDInt, err := strconv.ParseInt(o.OrderID, 10, 64)
if err != nil {
return err
}
_, err = g.CancelExistingOrder(ctx, orderIDInt)
return err
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (g *Gemini) CancelBatchOrders(_ context.Context, _ []order.Cancel) (*order.CancelBatchResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetServerTime returns the current exchange server time.
func (g *Gemini) GetServerTime(_ context.Context, _ asset.Item) (time.Time, error) {
return time.Time{}, common.ErrFunctionNotSupported
}
// CancelAllOrders cancels all orders associated with a currency pair
func (g *Gemini) CancelAllOrders(ctx context.Context, _ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
resp, err := g.CancelExistingOrders(ctx, false)
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range resp.Details.CancelRejects {
cancelAllOrdersResponse.Status[resp.Details.CancelRejects[i]] = "Could not cancel order"
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns order information based on order ID
func (g *Gemini) GetOrderInfo(ctx context.Context, orderID string, _ currency.Pair, _ asset.Item) (*order.Detail, error) {
iOID, err := strconv.ParseInt(orderID, 10, 64)
if err != nil {
return nil, err
}
resp, err := g.GetOrderStatus(ctx, iOID)
if err != nil {
return nil, err
}
cp, err := currency.NewPairFromString(resp.Symbol)
if err != nil {
return nil, err
}
var orderType order.Type
if resp.Type == "exchange limit" {
orderType = order.Limit
} else if resp.Type == "market buy" || resp.Type == "market sell" {
orderType = order.Market
}
var side order.Side
side, err = order.StringToOrderSide(resp.Side)
if err != nil {
return nil, err
}
return &order.Detail{
OrderID: strconv.FormatInt(resp.OrderID, 10),
Amount: resp.OriginalAmount,
RemainingAmount: resp.RemainingAmount,
Pair: cp,
Date: time.UnixMilli(resp.TimestampMS),
Price: resp.Price,
HiddenOrder: resp.IsHidden,
ClientOrderID: resp.ClientOrderID,
Type: orderType,
Side: side,
}, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (g *Gemini) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, _ string) (*deposit.Address, error) {
addr, err := g.GetCryptoDepositAddress(ctx, "", cryptocurrency.String())
if err != nil {
return nil, err
}
return &deposit.Address{Address: addr.Address}, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (g *Gemini) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
resp, err := g.WithdrawCrypto(ctx,
withdrawRequest.Crypto.Address,
withdrawRequest.Currency.String(),
withdrawRequest.Amount)
if err != nil {
return nil, err
}
if resp.Result == "error" {
return nil, errors.New(resp.Message)
}
return &withdraw.ExchangeResponse{
ID: resp.TXHash,
}, err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (g *Gemini) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (g *Gemini) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (g *Gemini) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if feeBuilder == nil {
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
}
if (!g.AreCredentialsValid(ctx) || g.SkipAuthCheck) && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return g.GetFee(ctx, feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (g *Gemini) GetActiveOrders(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
resp, err := g.GetOrders(ctx)
if err != nil {
return nil, err
}
availPairs, err := g.GetAvailablePairs(asset.Spot)
if err != nil {
return nil, err
}
format, err := g.GetPairFormat(asset.Spot, true)
if err != nil {
return nil, err
}
orders := make([]order.Detail, len(resp))
for i := range resp {
var symbol currency.Pair
symbol, err = currency.NewPairFromFormattedPairs(resp[i].Symbol, availPairs, format)
if err != nil {
return nil, err
}
var orderType order.Type
if resp[i].Type == "exchange limit" {
orderType = order.Limit
} else if resp[i].Type == "market buy" || resp[i].Type == "market sell" {
orderType = order.Market
}
var side order.Side
side, err = order.StringToOrderSide(resp[i].Side)
if err != nil {
return nil, err
}
orderDate := time.Unix(resp[i].Timestamp, 0)
orders[i] = order.Detail{
Amount: resp[i].OriginalAmount,
RemainingAmount: resp[i].RemainingAmount,
OrderID: strconv.FormatInt(resp[i].OrderID, 10),
ExecutedAmount: resp[i].ExecutedAmount,
Exchange: g.Name,
Type: orderType,
Side: side,
Price: resp[i].Price,
Pair: symbol,
Date: orderDate,
}
}
return req.Filter(g.Name, orders), nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (g *Gemini) GetOrderHistory(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("currency must be supplied")
}
var trades []TradeHistory
for j := range req.Pairs {
var fPair currency.Pair
fPair, err = g.FormatExchangeCurrency(req.Pairs[j], asset.Spot)
if err != nil {
return nil, err
}
var resp []TradeHistory
resp, err = g.GetTradeHistory(ctx, fPair.String(), req.StartTime.Unix())
if err != nil {
return nil, err
}
for i := range resp {
resp[i].BaseCurrency = req.Pairs[j].Base.String()
resp[i].QuoteCurrency = req.Pairs[j].Quote.String()
trades = append(trades, resp[i])
}
}
format, err := g.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
orders := make([]order.Detail, len(trades))
for i := range trades {
var side order.Side
side, err = order.StringToOrderSide(trades[i].Type)
if err != nil {
return nil, err
}
orderDate := time.Unix(trades[i].Timestamp, 0)
detail := order.Detail{
OrderID: strconv.FormatInt(trades[i].OrderID, 10),
Amount: trades[i].Amount,
ExecutedAmount: trades[i].Amount,
Exchange: g.Name,
Date: orderDate,
Side: side,
Fee: trades[i].FeeAmount,
Price: trades[i].Price,
AverageExecutedPrice: trades[i].Price,
Pair: currency.NewPairWithDelimiter(
trades[i].BaseCurrency,
trades[i].QuoteCurrency,
format.Delimiter,
),
}
detail.InferCostsAndTimes()
orders[i] = detail
}
return req.Filter(g.Name, orders), nil
}
// ValidateAPICredentials validates current credentials used for wrapper
// functionality
func (g *Gemini) ValidateAPICredentials(ctx context.Context, assetType asset.Item) error {
_, err := g.UpdateAccountInfo(ctx, assetType)
return g.CheckTransientError(err)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (g *Gemini) GetHistoricCandles(_ context.Context, _ currency.Pair, _ asset.Item, _ kline.Interval, _, _ time.Time) (*kline.Item, error) {
return nil, common.ErrFunctionNotSupported
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (g *Gemini) GetHistoricCandlesExtended(_ context.Context, _ currency.Pair, _ asset.Item, _ kline.Interval, _, _ time.Time) (*kline.Item, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFuturesContractDetails returns all contracts from the exchange by asset type
func (g *Gemini) GetFuturesContractDetails(context.Context, asset.Item) ([]futures.Contract, error) {
return nil, common.ErrFunctionNotSupported
}
// UpdateOrderExecutionLimits sets exchange executions for a required asset type
func (g *Gemini) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error {
if a != asset.Spot {
return fmt.Errorf("%w %v", asset.ErrNotSupported, a)
}
details, err := g.GetSymbolDetails(ctx, "all")
if err != nil {
return fmt.Errorf("cannot update exchange execution limits: %w", err)
}
resp := make([]order.MinMaxLevel, 0, len(details))
for i := range details {
status := strings.ToLower(details[i].Status)
if status != "open" && status != "limit_only" {
continue
}
cp, err := currency.NewPairFromStrings(details[i].BaseCurrency, details[i].QuoteCurrency)
if err != nil {
return err
}
resp = append(resp, order.MinMaxLevel{
Pair: cp,
Asset: a,
AmountStepIncrementSize: details[i].TickSize,
MinimumBaseAmount: details[i].MinOrderSize.Float64(),
QuoteStepIncrementSize: details[i].QuoteIncrement,
})
}
return g.LoadLimits(resp)
}
// GetLatestFundingRates returns the latest funding rates data
func (g *Gemini) GetLatestFundingRates(context.Context, *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
return nil, common.ErrFunctionNotSupported
}