mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-20 07:26:46 +00:00
* 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
2499 lines
74 KiB
Go
2499 lines
74 KiB
Go
package huobi
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import (
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"context"
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"errors"
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"fmt"
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"sort"
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"strconv"
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"strings"
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"time"
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"github.com/shopspring/decimal"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/common/key"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
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"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
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"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/log"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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)
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// GetDefaultConfig returns a default exchange config
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func (h *HUOBI) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
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h.SetDefaults()
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exchCfg, err := h.GetStandardConfig()
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if err != nil {
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return nil, err
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}
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err = h.SetupDefaults(exchCfg)
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if err != nil {
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return nil, err
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}
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if h.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err = h.UpdateTradablePairs(ctx, true)
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if err != nil {
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return nil, err
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}
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}
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return exchCfg, nil
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}
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// SetDefaults sets default values for the exchange
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func (h *HUOBI) SetDefaults() {
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h.Name = "Huobi"
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h.Enabled = true
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h.Verbose = true
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h.API.CredentialsValidator.RequiresKey = true
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h.API.CredentialsValidator.RequiresSecret = true
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fmt1 := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{Uppercase: false},
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ConfigFormat: ¤cy.PairFormat{
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Delimiter: currency.DashDelimiter,
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Uppercase: true,
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},
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}
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coinFutures := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: currency.DashDelimiter,
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},
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ConfigFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: currency.DashDelimiter,
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},
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}
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futuresFormatting := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{
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Uppercase: true,
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},
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ConfigFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: currency.DashDelimiter,
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},
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}
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err := h.StoreAssetPairFormat(asset.Spot, fmt1)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = h.StoreAssetPairFormat(asset.CoinMarginedFutures, coinFutures)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = h.StoreAssetPairFormat(asset.Futures, futuresFormatting)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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h.Features = exchange.Features{
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Supports: exchange.FeaturesSupported{
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REST: true,
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Websocket: true,
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RESTCapabilities: protocol.Features{
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TickerFetching: true,
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TickerBatching: true,
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KlineFetching: true,
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TradeFetching: true,
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OrderbookFetching: true,
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AutoPairUpdates: true,
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AccountInfo: true,
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GetOrder: true,
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GetOrders: true,
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CancelOrders: true,
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CancelOrder: true,
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SubmitOrder: true,
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CryptoDeposit: true,
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CryptoWithdrawal: true,
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TradeFee: true,
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MultiChainDeposits: true,
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MultiChainWithdrawals: true,
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HasAssetTypeAccountSegregation: true,
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FundingRateFetching: true,
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PredictedFundingRate: true,
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},
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WebsocketCapabilities: protocol.Features{
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KlineFetching: true,
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OrderbookFetching: true,
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TradeFetching: true,
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Subscribe: true,
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Unsubscribe: true,
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AuthenticatedEndpoints: true,
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AccountInfo: true,
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MessageCorrelation: true,
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GetOrder: true,
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GetOrders: true,
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TickerFetching: true,
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FundingRateFetching: false, // supported but not implemented // TODO when multi-websocket support added
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},
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WithdrawPermissions: exchange.AutoWithdrawCryptoWithSetup |
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exchange.NoFiatWithdrawals,
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Kline: kline.ExchangeCapabilitiesSupported{
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Intervals: true,
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},
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FuturesCapabilities: exchange.FuturesCapabilities{
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FundingRates: true,
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SupportedFundingRateFrequencies: map[kline.Interval]bool{
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kline.EightHour: true,
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},
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FundingRateBatching: map[asset.Item]bool{
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asset.CoinMarginedFutures: true,
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},
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OpenInterest: exchange.OpenInterestSupport{
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Supported: true,
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SupportsRestBatch: true,
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},
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},
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},
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Enabled: exchange.FeaturesEnabled{
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AutoPairUpdates: true,
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Kline: kline.ExchangeCapabilitiesEnabled{
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Intervals: kline.DeployExchangeIntervals(
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kline.IntervalCapacity{Interval: kline.OneMin},
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kline.IntervalCapacity{Interval: kline.FiveMin},
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kline.IntervalCapacity{Interval: kline.FifteenMin},
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kline.IntervalCapacity{Interval: kline.ThirtyMin},
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kline.IntervalCapacity{Interval: kline.OneHour},
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kline.IntervalCapacity{Interval: kline.FourHour},
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kline.IntervalCapacity{Interval: kline.OneYear},
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// NOTE: The supported time intervals below are returned
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// offset to the Asia/Shanghai time zone. This may lead to
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// issues with candle quality and conversion as the
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// intervals may be broken up. The below intervals
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// are constructed from hourly candles.
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// kline.IntervalCapacity{Interval: kline.OneDay},
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// kline.IntervalCapacity{Interval: kline.OneWeek},
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// kline.IntervalCapacity{Interval: kline.OneMonth},
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),
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GlobalResultLimit: 2000,
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},
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},
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}
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h.Requester, err = request.New(h.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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request.WithLimiter(SetRateLimit()))
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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h.API.Endpoints = h.NewEndpoints()
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err = h.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: huobiAPIURL,
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exchange.RestFutures: huobiFuturesURL,
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exchange.RestCoinMargined: huobiFuturesURL,
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exchange.WebsocketSpot: wsMarketURL,
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})
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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h.Websocket = stream.NewWebsocket()
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h.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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h.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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h.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
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}
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// Setup sets user configuration
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func (h *HUOBI) Setup(exch *config.Exchange) error {
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err := exch.Validate()
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if err != nil {
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return err
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}
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if !exch.Enabled {
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h.SetEnabled(false)
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return nil
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}
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err = h.SetupDefaults(exch)
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if err != nil {
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return err
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}
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wsRunningURL, err := h.API.Endpoints.GetURL(exchange.WebsocketSpot)
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if err != nil {
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return err
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}
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err = h.Websocket.Setup(&stream.WebsocketSetup{
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ExchangeConfig: exch,
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DefaultURL: wsMarketURL,
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RunningURL: wsRunningURL,
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Connector: h.WsConnect,
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Subscriber: h.Subscribe,
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Unsubscriber: h.Unsubscribe,
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GenerateSubscriptions: h.GenerateDefaultSubscriptions,
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Features: &h.Features.Supports.WebsocketCapabilities,
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})
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if err != nil {
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return err
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}
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err = h.Websocket.SetupNewConnection(stream.ConnectionSetup{
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RateLimit: rateLimit,
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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})
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if err != nil {
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return err
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}
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return h.Websocket.SetupNewConnection(stream.ConnectionSetup{
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RateLimit: rateLimit,
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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URL: wsAccountsOrdersURL,
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Authenticated: true,
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})
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}
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// FetchTradablePairs returns a list of the exchanges tradable pairs
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func (h *HUOBI) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
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if !h.SupportsAsset(a) {
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return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
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}
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var pairs []currency.Pair
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var pair currency.Pair
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switch a {
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case asset.Spot:
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symbols, err := h.GetSymbols(ctx)
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if err != nil {
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return nil, err
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}
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pairs = make([]currency.Pair, 0, len(symbols))
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for x := range symbols {
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if symbols[x].State != "online" {
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continue
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}
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pair, err = currency.NewPairFromStrings(symbols[x].BaseCurrency,
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symbols[x].QuoteCurrency)
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if err != nil {
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return nil, err
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}
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pairs = append(pairs, pair)
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}
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case asset.CoinMarginedFutures:
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symbols, err := h.GetSwapMarkets(ctx, currency.EMPTYPAIR)
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if err != nil {
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return nil, err
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}
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pairs = make([]currency.Pair, 0, len(symbols))
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for z := range symbols {
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if symbols[z].ContractStatus != 1 {
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continue
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}
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pair, err := currency.NewPairFromString(symbols[z].ContractCode)
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if err != nil {
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return nil, err
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}
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pairs = append(pairs, pair)
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}
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case asset.Futures:
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symbols, err := h.FGetContractInfo(ctx, "", "", currency.EMPTYPAIR)
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if err != nil {
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return nil, err
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}
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pairs = make([]currency.Pair, 0, len(symbols.Data))
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for c := range symbols.Data {
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if symbols.Data[c].ContractStatus != 1 {
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continue
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}
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pair, err := currency.NewPairFromString(symbols.Data[c].ContractCode)
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if err != nil {
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return nil, err
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}
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pairs = append(pairs, pair)
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}
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}
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return pairs, nil
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}
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// UpdateTradablePairs updates the exchanges available pairs and stores
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// them in the exchanges config
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func (h *HUOBI) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
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assets := h.GetAssetTypes(false)
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for x := range assets {
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pairs, err := h.FetchTradablePairs(ctx, assets[x])
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if err != nil {
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return err
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}
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err = h.UpdatePairs(pairs, assets[x], false, forceUpdate)
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if err != nil {
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return err
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}
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}
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return h.EnsureOnePairEnabled()
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}
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// UpdateTickers updates the ticker for all currency pairs of a given asset type
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func (h *HUOBI) UpdateTickers(ctx context.Context, a asset.Item) error {
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switch a {
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case asset.Spot:
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ticks, err := h.GetTickers(ctx)
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if err != nil {
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return err
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}
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for i := range ticks.Data {
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var cp currency.Pair
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cp, _, err = h.MatchSymbolCheckEnabled(ticks.Data[i].Symbol, a, false)
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if err != nil {
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if errors.Is(err, currency.ErrPairNotFound) {
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continue
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}
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return err
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}
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err = ticker.ProcessTicker(&ticker.Price{
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High: ticks.Data[i].High,
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Low: ticks.Data[i].Low,
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Bid: ticks.Data[i].Bid,
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Ask: ticks.Data[i].Ask,
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Volume: ticks.Data[i].Volume,
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QuoteVolume: ticks.Data[i].Amount,
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Open: ticks.Data[i].Open,
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Close: ticks.Data[i].Close,
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BidSize: ticks.Data[i].BidSize,
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AskSize: ticks.Data[i].AskSize,
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Pair: cp,
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ExchangeName: h.Name,
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AssetType: a,
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LastUpdated: time.Now(),
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})
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if err != nil {
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return err
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}
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}
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case asset.CoinMarginedFutures:
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ticks, err := h.GetBatchCoinMarginSwapContracts(ctx)
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if err != nil {
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return err
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}
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for i := range ticks {
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var cp currency.Pair
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cp, _, err = h.MatchSymbolCheckEnabled(ticks[i].ContractCode, a, true)
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if err != nil {
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if errors.Is(err, currency.ErrPairNotFound) {
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continue
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}
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return err
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}
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tt := time.UnixMilli(ticks[i].Timestamp)
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err = ticker.ProcessTicker(&ticker.Price{
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High: ticks[i].High.Float64(),
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Low: ticks[i].Low.Float64(),
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Volume: ticks[i].Volume.Float64(),
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QuoteVolume: ticks[i].Amount.Float64(),
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Open: ticks[i].Open.Float64(),
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Close: ticks[i].Close.Float64(),
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Bid: ticks[i].Bid[0],
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BidSize: ticks[i].Bid[1],
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Ask: ticks[i].Ask[0],
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AskSize: ticks[i].Ask[1],
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Pair: cp,
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ExchangeName: h.Name,
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AssetType: a,
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LastUpdated: tt,
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})
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if err != nil {
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return err
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}
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}
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case asset.Futures:
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linearTicks, err := h.GetBatchLinearSwapContracts(ctx)
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if err != nil {
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return err
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}
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ticks, err := h.GetBatchFuturesContracts(ctx)
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if err != nil {
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return err
|
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}
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allTicks := make([]FuturesBatchTicker, 0, len(linearTicks)+len(ticks))
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allTicks = append(allTicks, linearTicks...)
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allTicks = append(allTicks, ticks...)
|
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for i := range allTicks {
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var cp currency.Pair
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if allTicks[i].Symbol != "" {
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cp, err = currency.NewPairFromString(allTicks[i].Symbol)
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if err != nil {
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return err
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}
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cp, err = h.convertContractShortHandToExpiry(cp, time.Now())
|
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if err != nil {
|
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return err
|
|
}
|
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cp, _, err = h.MatchSymbolCheckEnabled(cp.String(), a, true)
|
|
if err != nil {
|
|
if errors.Is(err, currency.ErrPairNotFound) {
|
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continue
|
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}
|
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return err
|
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}
|
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} else {
|
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cp, _, err = h.MatchSymbolCheckEnabled(allTicks[i].ContractCode, a, true)
|
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if err != nil {
|
|
if errors.Is(err, currency.ErrPairNotFound) {
|
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continue
|
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}
|
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return err
|
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}
|
|
}
|
|
tt := time.UnixMilli(allTicks[i].Timestamp)
|
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err = ticker.ProcessTicker(&ticker.Price{
|
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High: allTicks[i].High.Float64(),
|
|
Low: allTicks[i].Low.Float64(),
|
|
Volume: allTicks[i].Volume.Float64(),
|
|
QuoteVolume: allTicks[i].Amount.Float64(),
|
|
Open: allTicks[i].Open.Float64(),
|
|
Close: allTicks[i].Close.Float64(),
|
|
Bid: allTicks[i].Bid[0],
|
|
BidSize: allTicks[i].Bid[1],
|
|
Ask: allTicks[i].Ask[0],
|
|
AskSize: allTicks[i].Ask[1],
|
|
Pair: cp,
|
|
ExchangeName: h.Name,
|
|
AssetType: a,
|
|
LastUpdated: tt,
|
|
})
|
|
if err != nil {
|
|
return err
|
|
}
|
|
}
|
|
default:
|
|
return fmt.Errorf("%w %v", asset.ErrNotSupported, a)
|
|
}
|
|
return nil
|
|
}
|
|
|
|
// UpdateTicker updates and returns the ticker for a currency pair
|
|
func (h *HUOBI) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
|
|
if p.IsEmpty() {
|
|
return nil, currency.ErrCurrencyPairEmpty
|
|
}
|
|
if !h.SupportsAsset(a) {
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
|
|
}
|
|
switch a {
|
|
case asset.Spot:
|
|
tickerData, err := h.Get24HrMarketSummary(ctx, p)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
err = ticker.ProcessTicker(&ticker.Price{
|
|
High: tickerData.Tick.High,
|
|
Low: tickerData.Tick.Low,
|
|
Volume: tickerData.Tick.Volume,
|
|
Open: tickerData.Tick.Open,
|
|
Close: tickerData.Tick.Close,
|
|
Pair: p,
|
|
ExchangeName: h.Name,
|
|
AssetType: asset.Spot,
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
case asset.CoinMarginedFutures:
|
|
marketData, err := h.GetSwapMarketOverview(ctx, p)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if len(marketData.Tick.Bid) == 0 {
|
|
return nil, errors.New("invalid data for bid")
|
|
}
|
|
if len(marketData.Tick.Ask) == 0 {
|
|
return nil, errors.New("invalid data for Ask")
|
|
}
|
|
|
|
err = ticker.ProcessTicker(&ticker.Price{
|
|
High: marketData.Tick.High,
|
|
Low: marketData.Tick.Low,
|
|
Volume: marketData.Tick.Vol,
|
|
Open: marketData.Tick.Open,
|
|
Close: marketData.Tick.Close,
|
|
Pair: p,
|
|
Bid: marketData.Tick.Bid[0],
|
|
Ask: marketData.Tick.Ask[0],
|
|
ExchangeName: h.Name,
|
|
AssetType: a,
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
case asset.Futures:
|
|
marketData, err := h.FGetMarketOverviewData(ctx, p)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
err = ticker.ProcessTicker(&ticker.Price{
|
|
High: marketData.Tick.High,
|
|
Low: marketData.Tick.Low,
|
|
Volume: marketData.Tick.Vol,
|
|
Open: marketData.Tick.Open,
|
|
Close: marketData.Tick.Close,
|
|
Pair: p,
|
|
Bid: marketData.Tick.Bid[0],
|
|
Ask: marketData.Tick.Ask[0],
|
|
ExchangeName: h.Name,
|
|
AssetType: a,
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
}
|
|
return ticker.GetTicker(h.Name, p, a)
|
|
}
|
|
|
|
// FetchTicker returns the ticker for a currency pair
|
|
func (h *HUOBI) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
|
|
tickerNew, err := ticker.GetTicker(h.Name, p, assetType)
|
|
if err != nil {
|
|
return h.UpdateTicker(ctx, p, assetType)
|
|
}
|
|
return tickerNew, nil
|
|
}
|
|
|
|
// FetchOrderbook returns orderbook base on the currency pair
|
|
func (h *HUOBI) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
|
|
ob, err := orderbook.Get(h.Name, p, assetType)
|
|
if err != nil {
|
|
return h.UpdateOrderbook(ctx, p, assetType)
|
|
}
|
|
return ob, nil
|
|
}
|
|
|
|
// UpdateOrderbook updates and returns the orderbook for a currency pair
|
|
func (h *HUOBI) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
|
|
if p.IsEmpty() {
|
|
return nil, currency.ErrCurrencyPairEmpty
|
|
}
|
|
if !assetType.IsValid() {
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
|
|
}
|
|
book := &orderbook.Base{
|
|
Exchange: h.Name,
|
|
Pair: p,
|
|
Asset: assetType,
|
|
VerifyOrderbook: h.CanVerifyOrderbook,
|
|
}
|
|
var err error
|
|
switch assetType {
|
|
case asset.Spot:
|
|
var orderbookNew *Orderbook
|
|
orderbookNew, err = h.GetDepth(ctx,
|
|
&OrderBookDataRequestParams{
|
|
Symbol: p,
|
|
Type: OrderBookDataRequestParamsTypeStep0,
|
|
})
|
|
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][1],
|
|
Price: orderbookNew.Bids[x][0],
|
|
}
|
|
}
|
|
book.Asks = make(orderbook.Items, len(orderbookNew.Asks))
|
|
for x := range orderbookNew.Asks {
|
|
book.Asks[x] = orderbook.Item{
|
|
Amount: orderbookNew.Asks[x][1],
|
|
Price: orderbookNew.Asks[x][0],
|
|
}
|
|
}
|
|
|
|
case asset.Futures:
|
|
var orderbookNew *OBData
|
|
orderbookNew, err = h.FGetMarketDepth(ctx, p, "step0")
|
|
if err != nil {
|
|
return book, err
|
|
}
|
|
|
|
book.Asks = make(orderbook.Items, len(orderbookNew.Asks))
|
|
for x := range orderbookNew.Asks {
|
|
book.Asks[x] = orderbook.Item{
|
|
Amount: orderbookNew.Asks[x].Quantity,
|
|
Price: orderbookNew.Asks[x].Price,
|
|
}
|
|
}
|
|
book.Bids = make(orderbook.Items, len(orderbookNew.Bids))
|
|
for y := range orderbookNew.Bids {
|
|
book.Bids[y] = orderbook.Item{
|
|
Amount: orderbookNew.Bids[y].Quantity,
|
|
Price: orderbookNew.Bids[y].Price,
|
|
}
|
|
}
|
|
|
|
case asset.CoinMarginedFutures:
|
|
var orderbookNew SwapMarketDepthData
|
|
orderbookNew, err = h.GetSwapMarketDepth(ctx, p, "step0")
|
|
if err != nil {
|
|
return book, err
|
|
}
|
|
|
|
book.Asks = make(orderbook.Items, len(orderbookNew.Tick.Asks))
|
|
for x := range orderbookNew.Tick.Asks {
|
|
book.Asks[x] = orderbook.Item{
|
|
Amount: orderbookNew.Tick.Asks[x][1],
|
|
Price: orderbookNew.Tick.Asks[x][0],
|
|
}
|
|
}
|
|
|
|
book.Bids = make(orderbook.Items, len(orderbookNew.Tick.Bids))
|
|
for y := range orderbookNew.Tick.Bids {
|
|
book.Bids[y] = orderbook.Item{
|
|
Amount: orderbookNew.Tick.Bids[y][1],
|
|
Price: orderbookNew.Tick.Bids[y][0],
|
|
}
|
|
}
|
|
}
|
|
err = book.Process()
|
|
if err != nil {
|
|
return book, err
|
|
}
|
|
return orderbook.Get(h.Name, p, assetType)
|
|
}
|
|
|
|
// GetAccountID returns the account ID for trades
|
|
func (h *HUOBI) GetAccountID(ctx context.Context) ([]Account, error) {
|
|
acc, err := h.GetAccounts(ctx)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if len(acc) < 1 {
|
|
return nil, errors.New("no account returned")
|
|
}
|
|
|
|
return acc, nil
|
|
}
|
|
|
|
// UpdateAccountInfo retrieves balances for all enabled currencies for the
|
|
// HUOBI exchange - to-do
|
|
func (h *HUOBI) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
|
|
var info account.Holdings
|
|
var acc account.SubAccount
|
|
info.Exchange = h.Name
|
|
switch assetType {
|
|
case asset.Spot:
|
|
if h.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
resp, err := h.wsGetAccountsList(ctx)
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
var currencyDetails []account.Balance
|
|
for i := range resp.Data {
|
|
if len(resp.Data[i].List) == 0 {
|
|
continue
|
|
}
|
|
currData := account.Balance{
|
|
Currency: currency.NewCode(resp.Data[i].List[0].Currency),
|
|
Total: resp.Data[i].List[0].Balance,
|
|
}
|
|
if len(resp.Data[i].List) > 1 && resp.Data[i].List[1].Type == "frozen" {
|
|
currData.Hold = resp.Data[i].List[1].Balance
|
|
}
|
|
currencyDetails = append(currencyDetails, currData)
|
|
}
|
|
acc.Currencies = currencyDetails
|
|
} else {
|
|
accounts, err := h.GetAccountID(ctx)
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
for i := range accounts {
|
|
if accounts[i].Type != "spot" {
|
|
continue
|
|
}
|
|
acc.ID = strconv.FormatInt(accounts[i].ID, 10)
|
|
balances, err := h.GetAccountBalance(ctx, acc.ID)
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
|
|
var currencyDetails []account.Balance
|
|
balance:
|
|
for j := range balances {
|
|
frozen := balances[j].Type == "frozen"
|
|
for i := range currencyDetails {
|
|
if currencyDetails[i].Currency.String() == balances[j].Currency {
|
|
if frozen {
|
|
currencyDetails[i].Hold = balances[j].Balance
|
|
} else {
|
|
currencyDetails[i].Total = balances[j].Balance
|
|
}
|
|
continue balance
|
|
}
|
|
}
|
|
|
|
if frozen {
|
|
currencyDetails = append(currencyDetails,
|
|
account.Balance{
|
|
Currency: currency.NewCode(balances[j].Currency),
|
|
Hold: balances[j].Balance,
|
|
})
|
|
} else {
|
|
currencyDetails = append(currencyDetails,
|
|
account.Balance{
|
|
Currency: currency.NewCode(balances[j].Currency),
|
|
Total: balances[j].Balance,
|
|
})
|
|
}
|
|
}
|
|
acc.Currencies = currencyDetails
|
|
}
|
|
}
|
|
|
|
case asset.CoinMarginedFutures:
|
|
// fetch swap account info
|
|
acctInfo, err := h.GetSwapAccountInfo(ctx, currency.EMPTYPAIR)
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
|
|
var mainAcctBalances []account.Balance
|
|
for x := range acctInfo.Data {
|
|
mainAcctBalances = append(mainAcctBalances, account.Balance{
|
|
Currency: currency.NewCode(acctInfo.Data[x].Symbol),
|
|
Total: acctInfo.Data[x].MarginBalance,
|
|
Hold: acctInfo.Data[x].MarginFrozen,
|
|
Free: acctInfo.Data[x].MarginAvailable,
|
|
})
|
|
}
|
|
|
|
info.Accounts = append(info.Accounts, account.SubAccount{
|
|
Currencies: mainAcctBalances,
|
|
AssetType: assetType,
|
|
})
|
|
|
|
// fetch subaccounts data
|
|
subAccsData, err := h.GetSwapAllSubAccAssets(ctx, currency.EMPTYPAIR)
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
var currencyDetails []account.Balance
|
|
for x := range subAccsData.Data {
|
|
a, err := h.SwapSingleSubAccAssets(ctx,
|
|
currency.EMPTYPAIR,
|
|
subAccsData.Data[x].SubUID)
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
for y := range a.Data {
|
|
currencyDetails = append(currencyDetails, account.Balance{
|
|
Currency: currency.NewCode(a.Data[y].Symbol),
|
|
Total: a.Data[y].MarginBalance,
|
|
Hold: a.Data[y].MarginFrozen,
|
|
Free: a.Data[y].MarginAvailable,
|
|
})
|
|
}
|
|
}
|
|
acc.Currencies = currencyDetails
|
|
case asset.Futures:
|
|
// fetch main account data
|
|
mainAcctData, err := h.FGetAccountInfo(ctx, currency.EMPTYCODE)
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
|
|
var mainAcctBalances []account.Balance
|
|
for x := range mainAcctData.AccData {
|
|
mainAcctBalances = append(mainAcctBalances, account.Balance{
|
|
Currency: currency.NewCode(mainAcctData.AccData[x].Symbol),
|
|
Total: mainAcctData.AccData[x].MarginBalance,
|
|
Hold: mainAcctData.AccData[x].MarginFrozen,
|
|
Free: mainAcctData.AccData[x].MarginAvailable,
|
|
})
|
|
}
|
|
|
|
info.Accounts = append(info.Accounts, account.SubAccount{
|
|
Currencies: mainAcctBalances,
|
|
AssetType: assetType,
|
|
})
|
|
|
|
// fetch subaccounts data
|
|
subAccsData, err := h.FGetAllSubAccountAssets(ctx, currency.EMPTYCODE)
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
var currencyDetails []account.Balance
|
|
for x := range subAccsData.Data {
|
|
a, err := h.FGetSingleSubAccountInfo(ctx,
|
|
"",
|
|
strconv.FormatInt(subAccsData.Data[x].SubUID, 10))
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
for y := range a.AssetsData {
|
|
currencyDetails = append(currencyDetails, account.Balance{
|
|
Currency: currency.NewCode(a.AssetsData[y].Symbol),
|
|
Total: a.AssetsData[y].MarginBalance,
|
|
Hold: a.AssetsData[y].MarginFrozen,
|
|
Free: a.AssetsData[y].MarginAvailable,
|
|
})
|
|
}
|
|
}
|
|
acc.Currencies = currencyDetails
|
|
}
|
|
acc.AssetType = assetType
|
|
info.Accounts = append(info.Accounts, acc)
|
|
creds, err := h.GetCredentials(ctx)
|
|
if err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
if err := account.Process(&info, creds); err != nil {
|
|
return info, err
|
|
}
|
|
return info, nil
|
|
}
|
|
|
|
// FetchAccountInfo retrieves balances for all enabled currencies
|
|
func (h *HUOBI) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
|
|
creds, err := h.GetCredentials(ctx)
|
|
if err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
acc, err := account.GetHoldings(h.Name, creds, assetType)
|
|
if err != nil {
|
|
return h.UpdateAccountInfo(ctx, assetType)
|
|
}
|
|
return acc, nil
|
|
}
|
|
|
|
// GetAccountFundingHistory returns funding history, deposits and
|
|
// withdrawals
|
|
func (h *HUOBI) GetAccountFundingHistory(_ context.Context) ([]exchange.FundingHistory, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetWithdrawalsHistory returns previous withdrawals data
|
|
func (h *HUOBI) GetWithdrawalsHistory(ctx context.Context, c currency.Code, a asset.Item) ([]exchange.WithdrawalHistory, error) {
|
|
if a != asset.Spot {
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
|
|
}
|
|
withdrawals, err := h.SearchForExistedWithdrawsAndDeposits(ctx, c, "withdraw", "", 0, 500)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]exchange.WithdrawalHistory, len(withdrawals.Data))
|
|
for i := range withdrawals.Data {
|
|
resp[i] = exchange.WithdrawalHistory{
|
|
Status: withdrawals.Data[i].State,
|
|
TransferID: withdrawals.Data[i].TransactionHash,
|
|
Timestamp: time.UnixMilli(withdrawals.Data[i].CreatedAt),
|
|
Currency: withdrawals.Data[i].Currency.String(),
|
|
Amount: withdrawals.Data[i].Amount,
|
|
Fee: withdrawals.Data[i].Fee,
|
|
TransferType: withdrawals.Data[i].Type,
|
|
CryptoToAddress: withdrawals.Data[i].Address,
|
|
CryptoTxID: withdrawals.Data[i].TransactionHash,
|
|
CryptoChain: withdrawals.Data[i].Chain,
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetRecentTrades returns the most recent trades for a currency and asset
|
|
func (h *HUOBI) GetRecentTrades(ctx context.Context, p currency.Pair, a asset.Item) ([]trade.Data, error) {
|
|
var resp []trade.Data
|
|
pFmt, err := h.GetPairFormat(a, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
p = p.Format(pFmt)
|
|
switch a {
|
|
case asset.Spot:
|
|
var sTrades []TradeHistory
|
|
sTrades, err = h.GetTradeHistory(ctx, p, 2000)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range sTrades {
|
|
for j := range sTrades[i].Trades {
|
|
var side order.Side
|
|
side, err = order.StringToOrderSide(sTrades[i].Trades[j].Direction)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp = append(resp, trade.Data{
|
|
Exchange: h.Name,
|
|
TID: strconv.FormatFloat(sTrades[i].Trades[j].TradeID, 'f', -1, 64),
|
|
CurrencyPair: p,
|
|
AssetType: a,
|
|
Side: side,
|
|
Price: sTrades[i].Trades[j].Price,
|
|
Amount: sTrades[i].Trades[j].Amount,
|
|
Timestamp: time.UnixMilli(sTrades[i].Timestamp),
|
|
})
|
|
}
|
|
}
|
|
case asset.Futures:
|
|
var fTrades FBatchTradesForContractData
|
|
fTrades, err = h.FRequestPublicBatchTrades(ctx, p, 2000)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range fTrades.Data {
|
|
for j := range fTrades.Data[i].Data {
|
|
var side order.Side
|
|
if fTrades.Data[i].Data[j].Direction != "" {
|
|
side, err = order.StringToOrderSide(fTrades.Data[i].Data[j].Direction)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
}
|
|
resp = append(resp, trade.Data{
|
|
Exchange: h.Name,
|
|
TID: strconv.FormatInt(fTrades.Data[i].Data[j].ID, 10),
|
|
CurrencyPair: p,
|
|
AssetType: a,
|
|
Side: side,
|
|
Price: fTrades.Data[i].Data[j].Price,
|
|
Amount: fTrades.Data[i].Data[j].Amount,
|
|
Timestamp: time.UnixMilli(fTrades.Data[i].Data[j].Timestamp),
|
|
})
|
|
}
|
|
}
|
|
case asset.CoinMarginedFutures:
|
|
var cTrades BatchTradesData
|
|
cTrades, err = h.GetBatchTrades(ctx, p, 2000)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range cTrades.Data {
|
|
var side order.Side
|
|
if cTrades.Data[i].Direction != "" {
|
|
side, err = order.StringToOrderSide(cTrades.Data[i].Direction)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
}
|
|
resp = append(resp, trade.Data{
|
|
Exchange: h.Name,
|
|
TID: strconv.FormatInt(cTrades.Data[i].ID, 10),
|
|
CurrencyPair: p,
|
|
AssetType: a,
|
|
Side: side,
|
|
Price: cTrades.Data[i].Price,
|
|
Amount: cTrades.Data[i].Amount,
|
|
Timestamp: time.UnixMilli(cTrades.Data[i].Timestamp),
|
|
})
|
|
}
|
|
}
|
|
|
|
err = h.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 (h *HUOBI) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// SubmitOrder submits a new order
|
|
func (h *HUOBI) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
|
|
if err := s.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var orderID string
|
|
status := order.New
|
|
switch s.AssetType {
|
|
case asset.Spot:
|
|
accountID, err := strconv.ParseInt(s.ClientID, 10, 64)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var formattedType SpotNewOrderRequestParamsType
|
|
var params = SpotNewOrderRequestParams{
|
|
Amount: s.Amount,
|
|
Source: "api",
|
|
Symbol: s.Pair,
|
|
AccountID: int(accountID),
|
|
}
|
|
switch {
|
|
case s.Side.IsLong() && s.Type == order.Market:
|
|
formattedType = SpotNewOrderRequestTypeBuyMarket
|
|
case s.Side.IsShort() && s.Type == order.Market:
|
|
formattedType = SpotNewOrderRequestTypeSellMarket
|
|
case s.Side.IsLong() && s.Type == order.Limit:
|
|
formattedType = SpotNewOrderRequestTypeBuyLimit
|
|
params.Price = s.Price
|
|
case s.Side.IsShort() && s.Type == order.Limit:
|
|
formattedType = SpotNewOrderRequestTypeSellLimit
|
|
params.Price = s.Price
|
|
}
|
|
params.Type = formattedType
|
|
response, err := h.SpotNewOrder(ctx, ¶ms)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
orderID = strconv.FormatInt(response, 10)
|
|
|
|
if s.Type == order.Market {
|
|
status = order.Filled
|
|
}
|
|
case asset.CoinMarginedFutures:
|
|
var oDirection string
|
|
switch {
|
|
case s.Side.IsLong():
|
|
oDirection = "BUY"
|
|
case s.Side.IsShort():
|
|
oDirection = "SELL"
|
|
}
|
|
var oType string
|
|
switch s.Type {
|
|
case order.Limit:
|
|
oType = "limit"
|
|
case order.PostOnly:
|
|
oType = "post_only"
|
|
}
|
|
offset := "open"
|
|
if s.ReduceOnly {
|
|
offset = "close"
|
|
}
|
|
orderResp, err := h.PlaceSwapOrders(ctx,
|
|
s.Pair,
|
|
s.ClientOrderID,
|
|
oDirection,
|
|
offset,
|
|
oType,
|
|
s.Price,
|
|
s.Amount,
|
|
s.Leverage)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
orderID = orderResp.Data.OrderIDString
|
|
case asset.Futures:
|
|
var oDirection string
|
|
switch {
|
|
case s.Side.IsLong():
|
|
oDirection = "BUY"
|
|
case s.Side.IsShort():
|
|
oDirection = "SELL"
|
|
}
|
|
var oType string
|
|
switch s.Type {
|
|
case order.Market:
|
|
// https://huobiapi.github.io/docs/dm/v1/en/#order-and-trade
|
|
// At present, Huobi Futures does not support market price when placing an order.
|
|
// To increase the probability of a transaction, users can choose to place an order based on BBO price (opponent),
|
|
// optimal 5 (optimal_5), optimal 10 (optimal_10), optimal 20 (optimal_20), among which the success probability of
|
|
// optimal 20 is the largest, while the slippage always is the largest as well.
|
|
//
|
|
// It is important to note that the above methods will not guarantee the order to be filled in 100%.
|
|
// The system will obtain the optimal N price at that moment and place the order.
|
|
oType = "optimal_20"
|
|
if s.ImmediateOrCancel {
|
|
oType = "optimal_20_ioc"
|
|
}
|
|
case order.Limit:
|
|
oType = "limit"
|
|
case order.PostOnly:
|
|
oType = "post_only"
|
|
}
|
|
offset := "open"
|
|
if s.ReduceOnly {
|
|
offset = "close"
|
|
}
|
|
o, err := h.FOrder(ctx,
|
|
s.Pair,
|
|
"",
|
|
"",
|
|
s.ClientOrderID,
|
|
oDirection,
|
|
offset,
|
|
oType,
|
|
s.Price,
|
|
s.Amount,
|
|
s.Leverage)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
orderID = o.Data.OrderIDStr
|
|
}
|
|
resp, err := s.DeriveSubmitResponse(orderID)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp.Status = status
|
|
return resp, nil
|
|
}
|
|
|
|
// ModifyOrder will allow of changing orderbook placement and limit to
|
|
// market conversion
|
|
func (h *HUOBI) ModifyOrder(_ context.Context, _ *order.Modify) (*order.ModifyResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// CancelOrder cancels an order by its corresponding ID number
|
|
func (h *HUOBI) CancelOrder(ctx context.Context, o *order.Cancel) error {
|
|
if err := o.Validate(o.StandardCancel()); err != nil {
|
|
return err
|
|
}
|
|
var err error
|
|
switch o.AssetType {
|
|
case asset.Spot:
|
|
var orderIDInt int64
|
|
orderIDInt, err = strconv.ParseInt(o.OrderID, 10, 64)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
_, err = h.CancelExistingOrder(ctx, orderIDInt)
|
|
case asset.CoinMarginedFutures:
|
|
_, err = h.CancelSwapOrder(ctx, o.OrderID, o.ClientID, o.Pair)
|
|
case asset.Futures:
|
|
_, err = h.FCancelOrder(ctx, o.Pair.Base, o.ClientID, o.ClientOrderID)
|
|
default:
|
|
return fmt.Errorf("%w %v", asset.ErrNotSupported, o.AssetType)
|
|
}
|
|
return err
|
|
}
|
|
|
|
// CancelBatchOrders cancels an orders by their corresponding ID numbers
|
|
func (h *HUOBI) CancelBatchOrders(ctx context.Context, o []order.Cancel) (*order.CancelBatchResponse, error) {
|
|
if len(o) == 0 {
|
|
return nil, order.ErrCancelOrderIsNil
|
|
}
|
|
ids := make([]string, 0, len(o))
|
|
cIDs := make([]string, 0, len(o))
|
|
for i := range o {
|
|
switch {
|
|
case o[i].ClientOrderID != "":
|
|
cIDs = append(cIDs, o[i].ClientID)
|
|
case o[i].OrderID != "":
|
|
ids = append(ids, o[i].OrderID)
|
|
default:
|
|
return nil, order.ErrOrderIDNotSet
|
|
}
|
|
}
|
|
|
|
cancelledOrders, err := h.CancelOrderBatch(ctx, ids, cIDs)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := &order.CancelBatchResponse{Status: make(map[string]string)}
|
|
for i := range cancelledOrders.Success {
|
|
resp.Status[cancelledOrders.Success[i]] = "true"
|
|
}
|
|
for i := range cancelledOrders.Failed {
|
|
resp.Status[cancelledOrders.Failed[i].OrderID] = cancelledOrders.Failed[i].ErrorMessage
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// CancelAllOrders cancels all orders associated with a currency pair
|
|
func (h *HUOBI) CancelAllOrders(ctx context.Context, orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
|
|
if err := orderCancellation.Validate(); err != nil {
|
|
return order.CancelAllResponse{}, err
|
|
}
|
|
var cancelAllOrdersResponse order.CancelAllResponse
|
|
cancelAllOrdersResponse.Status = make(map[string]string)
|
|
switch orderCancellation.AssetType {
|
|
case asset.Spot:
|
|
enabledPairs, err := h.GetEnabledPairs(asset.Spot)
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
for i := range enabledPairs {
|
|
resp, err := h.CancelOpenOrdersBatch(ctx,
|
|
orderCancellation.AccountID,
|
|
enabledPairs[i])
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
if resp.Data.FailedCount > 0 {
|
|
return cancelAllOrdersResponse,
|
|
fmt.Errorf("%v orders failed to cancel",
|
|
resp.Data.FailedCount)
|
|
}
|
|
if resp.Status == "error" {
|
|
return cancelAllOrdersResponse, errors.New(resp.ErrorMessage)
|
|
}
|
|
}
|
|
case asset.CoinMarginedFutures:
|
|
if orderCancellation.Pair.IsEmpty() {
|
|
enabledPairs, err := h.GetEnabledPairs(asset.CoinMarginedFutures)
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
for i := range enabledPairs {
|
|
a, err := h.CancelAllSwapOrders(ctx, enabledPairs[i])
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
split := strings.Split(a.Successes, ",")
|
|
for x := range split {
|
|
cancelAllOrdersResponse.Status[split[x]] = "success"
|
|
}
|
|
for y := range a.Errors {
|
|
cancelAllOrdersResponse.Status[a.Errors[y].OrderID] = "fail: " + a.Errors[y].ErrMsg
|
|
}
|
|
}
|
|
} else {
|
|
a, err := h.CancelAllSwapOrders(ctx, orderCancellation.Pair)
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
split := strings.Split(a.Successes, ",")
|
|
for x := range split {
|
|
cancelAllOrdersResponse.Status[split[x]] = "success"
|
|
}
|
|
for y := range a.Errors {
|
|
cancelAllOrdersResponse.Status[a.Errors[y].OrderID] = "fail: " + a.Errors[y].ErrMsg
|
|
}
|
|
}
|
|
case asset.Futures:
|
|
if orderCancellation.Pair.IsEmpty() {
|
|
enabledPairs, err := h.GetEnabledPairs(asset.Futures)
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
for i := range enabledPairs {
|
|
a, err := h.FCancelAllOrders(ctx, enabledPairs[i], "", "")
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
split := strings.Split(a.Data.Successes, ",")
|
|
for x := range split {
|
|
cancelAllOrdersResponse.Status[split[x]] = "success"
|
|
}
|
|
for y := range a.Data.Errors {
|
|
cancelAllOrdersResponse.Status[strconv.FormatInt(a.Data.Errors[y].OrderID, 10)] = "fail: " + a.Data.Errors[y].ErrMsg
|
|
}
|
|
}
|
|
} else {
|
|
a, err := h.FCancelAllOrders(ctx, orderCancellation.Pair, "", "")
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
split := strings.Split(a.Data.Successes, ",")
|
|
for x := range split {
|
|
cancelAllOrdersResponse.Status[split[x]] = "success"
|
|
}
|
|
for y := range a.Data.Errors {
|
|
cancelAllOrdersResponse.Status[strconv.FormatInt(a.Data.Errors[y].OrderID, 10)] = "fail: " + a.Data.Errors[y].ErrMsg
|
|
}
|
|
}
|
|
}
|
|
return cancelAllOrdersResponse, nil
|
|
}
|
|
|
|
// GetOrderInfo returns order information based on order ID
|
|
func (h *HUOBI) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (*order.Detail, error) {
|
|
if pair.IsEmpty() {
|
|
return nil, currency.ErrCurrencyPairEmpty
|
|
}
|
|
if err := h.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var orderDetail order.Detail
|
|
switch assetType {
|
|
case asset.Spot:
|
|
var respData *OrderInfo
|
|
if h.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
resp, err := h.wsGetOrderDetails(ctx, orderID)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
respData = &resp.Data
|
|
} else {
|
|
oID, err := strconv.ParseInt(orderID, 10, 64)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp, err := h.GetOrder(ctx, oID)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
respData = &resp
|
|
}
|
|
if respData.ID == 0 {
|
|
return nil, fmt.Errorf("%s - order not found for orderid %s", h.Name, orderID)
|
|
}
|
|
var responseID = strconv.FormatInt(respData.ID, 10)
|
|
if responseID != orderID {
|
|
return nil, errors.New(h.Name + " - GetOrderInfo orderID mismatch. Expected: " +
|
|
orderID + " Received: " + responseID)
|
|
}
|
|
typeDetails := strings.Split(respData.Type, "-")
|
|
orderSide, err := order.StringToOrderSide(typeDetails[0])
|
|
if err != nil {
|
|
if h.Websocket.IsConnected() {
|
|
h.Websocket.DataHandler <- order.ClassificationError{
|
|
Exchange: h.Name,
|
|
OrderID: orderID,
|
|
Err: err,
|
|
}
|
|
} else {
|
|
return nil, err
|
|
}
|
|
}
|
|
orderType, err := order.StringToOrderType(typeDetails[1])
|
|
if err != nil {
|
|
if h.Websocket.IsConnected() {
|
|
h.Websocket.DataHandler <- order.ClassificationError{
|
|
Exchange: h.Name,
|
|
OrderID: orderID,
|
|
Err: err,
|
|
}
|
|
} else {
|
|
return nil, err
|
|
}
|
|
}
|
|
orderStatus, err := order.StringToOrderStatus(respData.State)
|
|
if err != nil {
|
|
if h.Websocket.IsConnected() {
|
|
h.Websocket.DataHandler <- order.ClassificationError{
|
|
Exchange: h.Name,
|
|
OrderID: orderID,
|
|
Err: err,
|
|
}
|
|
} else {
|
|
return nil, err
|
|
}
|
|
}
|
|
var p currency.Pair
|
|
var a asset.Item
|
|
p, a, err = h.GetRequestFormattedPairAndAssetType(respData.Symbol)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
orderDetail = order.Detail{
|
|
Exchange: h.Name,
|
|
OrderID: orderID,
|
|
AccountID: strconv.FormatInt(respData.AccountID, 10),
|
|
Pair: p,
|
|
Type: orderType,
|
|
Side: orderSide,
|
|
Date: time.UnixMilli(respData.CreatedAt),
|
|
Status: orderStatus,
|
|
Price: respData.Price,
|
|
Amount: respData.Amount,
|
|
ExecutedAmount: respData.FilledAmount,
|
|
Fee: respData.FilledFees,
|
|
AssetType: a,
|
|
}
|
|
case asset.CoinMarginedFutures:
|
|
orderInfo, err := h.GetSwapOrderInfo(ctx, pair, orderID, "")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var orderVars OrderVars
|
|
for x := range orderInfo.Data {
|
|
orderVars, err = compatibleVars(orderInfo.Data[x].Direction, orderInfo.Data[x].OrderPriceType, orderInfo.Data[x].Status)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
maker := true
|
|
if orderVars.OrderType == order.Limit || orderVars.OrderType == order.PostOnly {
|
|
maker = false
|
|
}
|
|
orderDetail.Trades = append(orderDetail.Trades, order.TradeHistory{
|
|
Price: orderInfo.Data[x].Price,
|
|
Amount: orderInfo.Data[x].Volume,
|
|
Fee: orderInfo.Data[x].Fee,
|
|
Exchange: h.Name,
|
|
TID: orderInfo.Data[x].OrderIDString,
|
|
Type: orderVars.OrderType,
|
|
Side: orderVars.Side,
|
|
IsMaker: maker,
|
|
})
|
|
}
|
|
case asset.Futures:
|
|
fPair, err := h.FormatSymbol(pair, asset.Futures)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
orderInfo, err := h.FGetOrderInfo(ctx, fPair, orderID, "")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var orderVars OrderVars
|
|
for x := range orderInfo.Data {
|
|
orderVars, err = compatibleVars(orderInfo.Data[x].Direction, orderInfo.Data[x].OrderPriceType, orderInfo.Data[x].Status)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
orderDetail.Trades = append(orderDetail.Trades, order.TradeHistory{
|
|
Price: orderInfo.Data[x].Price,
|
|
Amount: orderInfo.Data[x].Volume,
|
|
Fee: orderInfo.Data[x].Fee,
|
|
Exchange: h.Name,
|
|
TID: orderInfo.Data[x].OrderIDString,
|
|
Type: orderVars.OrderType,
|
|
Side: orderVars.Side,
|
|
IsMaker: orderVars.OrderType == order.Limit || orderVars.OrderType == order.PostOnly,
|
|
})
|
|
}
|
|
default:
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
|
|
}
|
|
return &orderDetail, nil
|
|
}
|
|
|
|
// GetDepositAddress returns a deposit address for a specified currency
|
|
func (h *HUOBI) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, chain string) (*deposit.Address, error) {
|
|
resp, err := h.QueryDepositAddress(ctx, cryptocurrency)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for x := range resp {
|
|
if chain != "" && strings.EqualFold(resp[x].Chain, chain) {
|
|
return &deposit.Address{
|
|
Address: resp[x].Address,
|
|
Tag: resp[x].AddressTag,
|
|
}, nil
|
|
} else if chain == "" && strings.EqualFold(resp[x].Currency, cryptocurrency.String()) {
|
|
return &deposit.Address{
|
|
Address: resp[x].Address,
|
|
Tag: resp[x].AddressTag,
|
|
}, nil
|
|
}
|
|
}
|
|
return nil, errors.New("unable to match deposit address currency or chain")
|
|
}
|
|
|
|
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
|
|
// submitted
|
|
func (h *HUOBI) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
resp, err := h.Withdraw(ctx,
|
|
withdrawRequest.Currency,
|
|
withdrawRequest.Crypto.Address,
|
|
withdrawRequest.Crypto.AddressTag,
|
|
withdrawRequest.Crypto.Chain,
|
|
withdrawRequest.Amount,
|
|
withdrawRequest.Crypto.FeeAmount)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &withdraw.ExchangeResponse{
|
|
ID: strconv.FormatInt(resp, 10),
|
|
}, err
|
|
}
|
|
|
|
// WithdrawFiatFunds returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (h *HUOBI) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (h *HUOBI) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on type of transaction
|
|
func (h *HUOBI) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
if feeBuilder == nil {
|
|
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
|
|
}
|
|
if !h.AreCredentialsValid(ctx) && // Todo check connection status
|
|
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
|
|
feeBuilder.FeeType = exchange.OfflineTradeFee
|
|
}
|
|
return h.GetFee(feeBuilder)
|
|
}
|
|
|
|
// GetActiveOrders retrieves any orders that are active/open
|
|
func (h *HUOBI) GetActiveOrders(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
|
|
err := req.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var orders []order.Detail
|
|
switch req.AssetType {
|
|
case asset.Spot:
|
|
if len(req.Pairs) == 0 {
|
|
return nil, errors.New("currency must be supplied")
|
|
}
|
|
side := ""
|
|
if req.Side == order.Sell {
|
|
side = req.Side.Lower()
|
|
}
|
|
if h.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
for i := range req.Pairs {
|
|
resp, err := h.wsGetOrdersList(ctx, -1, req.Pairs[i])
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
for j := range resp.Data {
|
|
sideData := strings.Split(resp.Data[j].OrderState, "-")
|
|
side = sideData[0]
|
|
var orderID = strconv.FormatInt(resp.Data[j].OrderID, 10)
|
|
orderSide, err := order.StringToOrderSide(side)
|
|
if err != nil {
|
|
h.Websocket.DataHandler <- order.ClassificationError{
|
|
Exchange: h.Name,
|
|
OrderID: orderID,
|
|
Err: err,
|
|
}
|
|
}
|
|
orderType, err := order.StringToOrderType(sideData[1])
|
|
if err != nil {
|
|
h.Websocket.DataHandler <- order.ClassificationError{
|
|
Exchange: h.Name,
|
|
OrderID: orderID,
|
|
Err: err,
|
|
}
|
|
}
|
|
orderStatus, err := order.StringToOrderStatus(resp.Data[j].OrderState)
|
|
if err != nil {
|
|
h.Websocket.DataHandler <- order.ClassificationError{
|
|
Exchange: h.Name,
|
|
OrderID: orderID,
|
|
Err: err,
|
|
}
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
Exchange: h.Name,
|
|
AccountID: strconv.FormatInt(resp.Data[j].AccountID, 10),
|
|
OrderID: orderID,
|
|
Pair: req.Pairs[i],
|
|
Type: orderType,
|
|
Side: orderSide,
|
|
Date: time.UnixMilli(resp.Data[j].CreatedAt),
|
|
Status: orderStatus,
|
|
Price: resp.Data[j].Price,
|
|
Amount: resp.Data[j].OrderAmount,
|
|
ExecutedAmount: resp.Data[j].FilledAmount,
|
|
RemainingAmount: resp.Data[j].UnfilledAmount,
|
|
Fee: resp.Data[j].FilledFees,
|
|
})
|
|
}
|
|
}
|
|
} else {
|
|
creds, err := h.GetCredentials(ctx)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range req.Pairs {
|
|
resp, err := h.GetOpenOrders(ctx,
|
|
req.Pairs[i],
|
|
creds.ClientID,
|
|
side,
|
|
500)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for x := range resp {
|
|
orderDetail := order.Detail{
|
|
OrderID: strconv.FormatInt(resp[x].ID, 10),
|
|
Price: resp[x].Price,
|
|
Amount: resp[x].Amount,
|
|
ExecutedAmount: resp[x].FilledAmount,
|
|
RemainingAmount: resp[x].Amount - resp[x].FilledAmount,
|
|
Pair: req.Pairs[i],
|
|
Exchange: h.Name,
|
|
Date: time.UnixMilli(resp[x].CreatedAt),
|
|
AccountID: strconv.FormatInt(resp[x].AccountID, 10),
|
|
Fee: resp[x].FilledFees,
|
|
}
|
|
setOrderSideStatusAndType(resp[x].State, resp[x].Type, &orderDetail)
|
|
orders = append(orders, orderDetail)
|
|
}
|
|
}
|
|
}
|
|
case asset.CoinMarginedFutures:
|
|
for x := range req.Pairs {
|
|
var currentPage int64
|
|
for done := false; !done; {
|
|
openOrders, err := h.GetSwapOpenOrders(ctx,
|
|
req.Pairs[x], currentPage, 50)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
|
|
var orderVars OrderVars
|
|
for x := range openOrders.Data.Orders {
|
|
orderVars, err = compatibleVars(openOrders.Data.Orders[x].Direction,
|
|
openOrders.Data.Orders[x].OrderPriceType,
|
|
openOrders.Data.Orders[x].Status)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
p, err := currency.NewPairFromString(openOrders.Data.Orders[x].ContractCode)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
PostOnly: orderVars.OrderType == order.PostOnly,
|
|
Leverage: openOrders.Data.Orders[x].LeverageRate,
|
|
Price: openOrders.Data.Orders[x].Price,
|
|
Amount: openOrders.Data.Orders[x].Volume,
|
|
ExecutedAmount: openOrders.Data.Orders[x].TradeVolume,
|
|
RemainingAmount: openOrders.Data.Orders[x].Volume - openOrders.Data.Orders[x].TradeVolume,
|
|
Fee: openOrders.Data.Orders[x].Fee,
|
|
Exchange: h.Name,
|
|
AssetType: req.AssetType,
|
|
OrderID: openOrders.Data.Orders[x].OrderIDString,
|
|
Side: orderVars.Side,
|
|
Type: orderVars.OrderType,
|
|
Status: orderVars.Status,
|
|
Pair: p,
|
|
})
|
|
}
|
|
currentPage++
|
|
done = currentPage == openOrders.Data.TotalPage
|
|
}
|
|
}
|
|
case asset.Futures:
|
|
for x := range req.Pairs {
|
|
var currentPage int64
|
|
for done := false; !done; {
|
|
openOrders, err := h.FGetOpenOrders(ctx,
|
|
req.Pairs[x].Base, currentPage, 50)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
var orderVars OrderVars
|
|
for x := range openOrders.Data.Orders {
|
|
orderVars, err = compatibleVars(openOrders.Data.Orders[x].Direction,
|
|
openOrders.Data.Orders[x].OrderPriceType,
|
|
openOrders.Data.Orders[x].Status)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
p, err := currency.NewPairFromString(openOrders.Data.Orders[x].ContractCode)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
PostOnly: orderVars.OrderType == order.PostOnly,
|
|
Leverage: openOrders.Data.Orders[x].LeverageRate,
|
|
Price: openOrders.Data.Orders[x].Price,
|
|
Amount: openOrders.Data.Orders[x].Volume,
|
|
ExecutedAmount: openOrders.Data.Orders[x].TradeVolume,
|
|
RemainingAmount: openOrders.Data.Orders[x].Volume - openOrders.Data.Orders[x].TradeVolume,
|
|
Fee: openOrders.Data.Orders[x].Fee,
|
|
Exchange: h.Name,
|
|
AssetType: req.AssetType,
|
|
OrderID: openOrders.Data.Orders[x].OrderIDString,
|
|
Side: orderVars.Side,
|
|
Type: orderVars.OrderType,
|
|
Status: orderVars.Status,
|
|
Pair: p,
|
|
})
|
|
}
|
|
currentPage++
|
|
done = currentPage == openOrders.Data.TotalPage
|
|
}
|
|
}
|
|
}
|
|
return req.Filter(h.Name, orders), nil
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information
|
|
// Can Limit response to specific order status
|
|
func (h *HUOBI) GetOrderHistory(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
|
|
err := req.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var orders []order.Detail
|
|
switch req.AssetType {
|
|
case asset.Spot:
|
|
if len(req.Pairs) == 0 {
|
|
return nil, errors.New("currency must be supplied")
|
|
}
|
|
states := "partial-canceled,filled,canceled"
|
|
for i := range req.Pairs {
|
|
resp, err := h.GetOrders(ctx,
|
|
req.Pairs[i],
|
|
"",
|
|
"",
|
|
"",
|
|
states,
|
|
"",
|
|
"",
|
|
"")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for x := range resp {
|
|
orderDetail := order.Detail{
|
|
OrderID: strconv.FormatInt(resp[x].ID, 10),
|
|
Price: resp[x].Price,
|
|
Amount: resp[x].Amount,
|
|
ExecutedAmount: resp[x].FilledAmount,
|
|
RemainingAmount: resp[x].Amount - resp[x].FilledAmount,
|
|
Cost: resp[x].FilledCashAmount,
|
|
CostAsset: req.Pairs[i].Quote,
|
|
Pair: req.Pairs[i],
|
|
Exchange: h.Name,
|
|
Date: time.UnixMilli(resp[x].CreatedAt),
|
|
CloseTime: time.UnixMilli(resp[x].FinishedAt),
|
|
AccountID: strconv.FormatInt(resp[x].AccountID, 10),
|
|
Fee: resp[x].FilledFees,
|
|
}
|
|
setOrderSideStatusAndType(resp[x].State, resp[x].Type, &orderDetail)
|
|
orderDetail.InferCostsAndTimes()
|
|
orders = append(orders, orderDetail)
|
|
}
|
|
}
|
|
case asset.CoinMarginedFutures:
|
|
for x := range req.Pairs {
|
|
var currentPage int64
|
|
for done := false; !done; {
|
|
orderHistory, err := h.GetSwapOrderHistory(ctx,
|
|
req.Pairs[x],
|
|
"all",
|
|
"all",
|
|
[]order.Status{order.AnyStatus},
|
|
int64(req.EndTime.Sub(req.StartTime).Hours()/24),
|
|
currentPage,
|
|
50)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
var orderVars OrderVars
|
|
for x := range orderHistory.Data.Orders {
|
|
p, err := currency.NewPairFromString(orderHistory.Data.Orders[x].ContractCode)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
|
|
orderVars, err = compatibleVars(orderHistory.Data.Orders[x].Direction,
|
|
orderHistory.Data.Orders[x].OrderPriceType,
|
|
orderHistory.Data.Orders[x].Status)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
PostOnly: orderVars.OrderType == order.PostOnly,
|
|
Leverage: orderHistory.Data.Orders[x].LeverageRate,
|
|
Price: orderHistory.Data.Orders[x].Price,
|
|
Amount: orderHistory.Data.Orders[x].Volume,
|
|
ExecutedAmount: orderHistory.Data.Orders[x].TradeVolume,
|
|
RemainingAmount: orderHistory.Data.Orders[x].Volume - orderHistory.Data.Orders[x].TradeVolume,
|
|
Fee: orderHistory.Data.Orders[x].Fee,
|
|
Exchange: h.Name,
|
|
AssetType: req.AssetType,
|
|
OrderID: orderHistory.Data.Orders[x].OrderIDString,
|
|
Side: orderVars.Side,
|
|
Type: orderVars.OrderType,
|
|
Status: orderVars.Status,
|
|
Pair: p,
|
|
})
|
|
}
|
|
currentPage++
|
|
done = currentPage == orderHistory.Data.TotalPage
|
|
}
|
|
}
|
|
case asset.Futures:
|
|
for x := range req.Pairs {
|
|
var currentPage int64
|
|
for done := false; !done; {
|
|
openOrders, err := h.FGetOrderHistory(ctx,
|
|
req.Pairs[x],
|
|
"",
|
|
"all",
|
|
"all",
|
|
"limit",
|
|
[]order.Status{order.AnyStatus},
|
|
int64(req.EndTime.Sub(req.StartTime).Hours()/24),
|
|
currentPage,
|
|
50)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
var orderVars OrderVars
|
|
for x := range openOrders.Data.Orders {
|
|
orderVars, err = compatibleVars(openOrders.Data.Orders[x].Direction,
|
|
openOrders.Data.Orders[x].OrderPriceType,
|
|
openOrders.Data.Orders[x].Status)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
if req.Side != orderVars.Side {
|
|
continue
|
|
}
|
|
if req.Type != orderVars.OrderType {
|
|
continue
|
|
}
|
|
orderCreateTime := time.Unix(openOrders.Data.Orders[x].CreateDate, 0)
|
|
|
|
p, err := currency.NewPairFromString(openOrders.Data.Orders[x].ContractCode)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
PostOnly: orderVars.OrderType == order.PostOnly,
|
|
Leverage: openOrders.Data.Orders[x].LeverageRate,
|
|
Price: openOrders.Data.Orders[x].Price,
|
|
Amount: openOrders.Data.Orders[x].Volume,
|
|
ExecutedAmount: openOrders.Data.Orders[x].TradeVolume,
|
|
RemainingAmount: openOrders.Data.Orders[x].Volume - openOrders.Data.Orders[x].TradeVolume,
|
|
Fee: openOrders.Data.Orders[x].Fee,
|
|
Exchange: h.Name,
|
|
AssetType: req.AssetType,
|
|
OrderID: openOrders.Data.Orders[x].OrderIDString,
|
|
Side: orderVars.Side,
|
|
Type: orderVars.OrderType,
|
|
Status: orderVars.Status,
|
|
Pair: p,
|
|
Date: orderCreateTime,
|
|
})
|
|
}
|
|
currentPage++
|
|
done = currentPage == openOrders.Data.TotalPage
|
|
}
|
|
}
|
|
}
|
|
return req.Filter(h.Name, orders), nil
|
|
}
|
|
|
|
func setOrderSideStatusAndType(orderState, requestType string, orderDetail *order.Detail) {
|
|
var err error
|
|
if orderDetail.Status, err = order.StringToOrderStatus(orderState); err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", orderDetail.Exchange, err)
|
|
}
|
|
|
|
switch SpotNewOrderRequestParamsType(requestType) {
|
|
case SpotNewOrderRequestTypeBuyMarket:
|
|
orderDetail.Side = order.Buy
|
|
orderDetail.Type = order.Market
|
|
case SpotNewOrderRequestTypeSellMarket:
|
|
orderDetail.Side = order.Sell
|
|
orderDetail.Type = order.Market
|
|
case SpotNewOrderRequestTypeBuyLimit:
|
|
orderDetail.Side = order.Buy
|
|
orderDetail.Type = order.Limit
|
|
case SpotNewOrderRequestTypeSellLimit:
|
|
orderDetail.Side = order.Sell
|
|
orderDetail.Type = order.Limit
|
|
}
|
|
}
|
|
|
|
// AuthenticateWebsocket sends an authentication message to the websocket
|
|
func (h *HUOBI) AuthenticateWebsocket(ctx context.Context) error {
|
|
return h.wsLogin(ctx)
|
|
}
|
|
|
|
// ValidateAPICredentials validates current credentials used for wrapper
|
|
// functionality
|
|
func (h *HUOBI) ValidateAPICredentials(ctx context.Context, assetType asset.Item) error {
|
|
_, err := h.UpdateAccountInfo(ctx, assetType)
|
|
return h.CheckTransientError(err)
|
|
}
|
|
|
|
// FormatExchangeKlineInterval returns Interval to exchange formatted string
|
|
func (h *HUOBI) FormatExchangeKlineInterval(in kline.Interval) string {
|
|
switch in {
|
|
case kline.OneMin, kline.FiveMin, kline.FifteenMin, kline.ThirtyMin:
|
|
return in.Short() + "in"
|
|
case kline.OneHour:
|
|
return "60min"
|
|
case kline.FourHour:
|
|
return "4hour"
|
|
case kline.OneDay:
|
|
return "1day"
|
|
case kline.OneMonth:
|
|
return "1mon"
|
|
case kline.OneWeek:
|
|
return "1week"
|
|
case kline.OneYear:
|
|
return "1year"
|
|
}
|
|
return ""
|
|
}
|
|
|
|
// GetHistoricCandles returns candles between a time period for a set time interval
|
|
func (h *HUOBI) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
|
|
req, err := h.GetKlineRequest(pair, a, interval, start, end, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
timeSeries := make([]kline.Candle, 0, req.Size())
|
|
switch a {
|
|
case asset.Spot:
|
|
candles, err := h.GetSpotKline(ctx, KlinesRequestParams{
|
|
Period: h.FormatExchangeKlineInterval(req.ExchangeInterval),
|
|
Symbol: req.Pair,
|
|
Size: int(req.RequestLimit),
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for x := range candles {
|
|
timestamp := time.Unix(candles[x].IDTimestamp, 0)
|
|
if timestamp.Before(req.Start) || timestamp.After(req.End) {
|
|
continue
|
|
}
|
|
timeSeries = append(timeSeries, kline.Candle{
|
|
Time: timestamp,
|
|
Open: candles[x].Open,
|
|
High: candles[x].High,
|
|
Low: candles[x].Low,
|
|
Close: candles[x].Close,
|
|
Volume: candles[x].Volume,
|
|
})
|
|
}
|
|
case asset.Futures:
|
|
// if size, from, to are all populated, only size is considered
|
|
size := int64(-1)
|
|
candles, err := h.FGetKlineData(ctx, req.Pair, h.FormatExchangeKlineInterval(req.ExchangeInterval), size, req.Start, req.End)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for x := range candles.Data {
|
|
timestamp := time.Unix(candles.Data[x].IDTimestamp, 0)
|
|
if timestamp.Before(req.Start) || timestamp.After(req.End) {
|
|
continue
|
|
}
|
|
timeSeries = append(timeSeries, kline.Candle{
|
|
Time: timestamp,
|
|
Open: candles.Data[x].Open,
|
|
High: candles.Data[x].High,
|
|
Low: candles.Data[x].Low,
|
|
Close: candles.Data[x].Close,
|
|
Volume: candles.Data[x].Volume,
|
|
})
|
|
}
|
|
case asset.CoinMarginedFutures:
|
|
// if size, from, to are all populated, only size is considered
|
|
size := int64(-1)
|
|
candles, err := h.GetSwapKlineData(ctx, req.Pair, h.FormatExchangeKlineInterval(req.ExchangeInterval), size, req.Start, req.End)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for x := range candles.Data {
|
|
timestamp := time.Unix(candles.Data[x].IDTimestamp, 0)
|
|
if timestamp.Before(req.Start) || timestamp.After(req.End) {
|
|
continue
|
|
}
|
|
timeSeries = append(timeSeries, kline.Candle{
|
|
Time: timestamp,
|
|
Open: candles.Data[x].Open,
|
|
High: candles.Data[x].High,
|
|
Low: candles.Data[x].Low,
|
|
Close: candles.Data[x].Close,
|
|
Volume: candles.Data[x].Volume,
|
|
})
|
|
}
|
|
}
|
|
|
|
return req.ProcessResponse(timeSeries)
|
|
}
|
|
|
|
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
|
|
func (h *HUOBI) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
|
|
req, err := h.GetKlineExtendedRequest(pair, a, interval, start, end)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
timeSeries := make([]kline.Candle, 0, req.Size())
|
|
switch a {
|
|
case asset.Spot:
|
|
return nil, common.ErrFunctionNotSupported
|
|
case asset.Futures:
|
|
for i := range req.RangeHolder.Ranges {
|
|
// if size, from, to are all populated, only size is considered
|
|
size := int64(-1)
|
|
var candles FKlineData
|
|
candles, err = h.FGetKlineData(ctx, req.Pair, h.FormatExchangeKlineInterval(req.ExchangeInterval), size, req.RangeHolder.Ranges[i].Start.Time, req.RangeHolder.Ranges[i].End.Time)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for x := range candles.Data {
|
|
// align response data
|
|
timestamp := time.Unix(candles.Data[x].IDTimestamp, 0).UTC()
|
|
if timestamp.Before(req.Start) || timestamp.After(req.End) {
|
|
continue
|
|
}
|
|
timeSeries = append(timeSeries, kline.Candle{
|
|
Time: timestamp,
|
|
Open: candles.Data[x].Open,
|
|
High: candles.Data[x].High,
|
|
Low: candles.Data[x].Low,
|
|
Close: candles.Data[x].Close,
|
|
Volume: candles.Data[x].Volume,
|
|
})
|
|
}
|
|
}
|
|
case asset.CoinMarginedFutures:
|
|
for i := range req.RangeHolder.Ranges {
|
|
// if size, from, to are all populated, only size is considered
|
|
size := int64(-1)
|
|
var candles SwapKlineData
|
|
candles, err = h.GetSwapKlineData(ctx, req.Pair, h.FormatExchangeKlineInterval(req.ExchangeInterval), size, req.RangeHolder.Ranges[i].Start.Time, req.RangeHolder.Ranges[i].End.Time)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for x := range candles.Data {
|
|
// align response data
|
|
timestamp := time.Unix(candles.Data[x].IDTimestamp, 0)
|
|
if timestamp.Before(req.Start) || timestamp.After(req.End) {
|
|
continue
|
|
}
|
|
timeSeries = append(timeSeries, kline.Candle{
|
|
Time: timestamp,
|
|
Open: candles.Data[x].Open,
|
|
High: candles.Data[x].High,
|
|
Low: candles.Data[x].Low,
|
|
Close: candles.Data[x].Close,
|
|
Volume: candles.Data[x].Volume,
|
|
})
|
|
}
|
|
}
|
|
}
|
|
|
|
return req.ProcessResponse(timeSeries)
|
|
}
|
|
|
|
// compatibleVars gets compatible variables for order vars
|
|
func compatibleVars(side, orderPriceType string, status int64) (OrderVars, error) {
|
|
var resp OrderVars
|
|
switch side {
|
|
case "buy":
|
|
resp.Side = order.Buy
|
|
case "sell":
|
|
resp.Side = order.Sell
|
|
default:
|
|
return resp, errors.New("invalid orderSide")
|
|
}
|
|
switch orderPriceType {
|
|
case "limit":
|
|
resp.OrderType = order.Limit
|
|
case "opponent":
|
|
resp.OrderType = order.Market
|
|
case "post_only":
|
|
resp.OrderType = order.PostOnly
|
|
default:
|
|
return resp, errors.New("invalid orderPriceType")
|
|
}
|
|
switch status {
|
|
case 1, 2, 11:
|
|
resp.Status = order.UnknownStatus
|
|
case 3:
|
|
resp.Status = order.Active
|
|
case 4:
|
|
resp.Status = order.PartiallyFilled
|
|
case 5:
|
|
resp.Status = order.PartiallyCancelled
|
|
case 6:
|
|
resp.Status = order.Filled
|
|
case 7:
|
|
resp.Status = order.Cancelled
|
|
default:
|
|
return resp, errors.New("invalid orderStatus")
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetAvailableTransferChains returns the available transfer blockchains for the specific
|
|
// cryptocurrency
|
|
func (h *HUOBI) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
|
|
chains, err := h.GetCurrenciesIncludingChains(ctx, cryptocurrency)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if len(chains) == 0 {
|
|
return nil, errors.New("chain data isn't populated")
|
|
}
|
|
|
|
availableChains := make([]string, len(chains[0].ChainData))
|
|
for x := range chains[0].ChainData {
|
|
availableChains[x] = chains[0].ChainData[x].Chain
|
|
}
|
|
return availableChains, nil
|
|
}
|
|
|
|
// GetServerTime returns the current exchange server time.
|
|
func (h *HUOBI) GetServerTime(ctx context.Context, _ asset.Item) (time.Time, error) {
|
|
return h.GetCurrentServerTime(ctx)
|
|
}
|
|
|
|
// GetFuturesContractDetails returns details about futures contracts
|
|
func (h *HUOBI) GetFuturesContractDetails(ctx context.Context, item asset.Item) ([]futures.Contract, error) {
|
|
if !item.IsFutures() {
|
|
return nil, futures.ErrNotFuturesAsset
|
|
}
|
|
if !h.SupportsAsset(item) {
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, item)
|
|
}
|
|
|
|
switch item {
|
|
case asset.CoinMarginedFutures:
|
|
result, err := h.GetSwapMarkets(ctx, currency.EMPTYPAIR)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]futures.Contract, 0, len(result))
|
|
for x := range result {
|
|
contractSplitIndex := strings.Split(result[x].ContractCode, currency.DashDelimiter)
|
|
var cp, underlying currency.Pair
|
|
cp, err = currency.NewPairFromStrings(contractSplitIndex[0], contractSplitIndex[1])
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
underlying, err = currency.NewPairFromStrings(result[x].Symbol, "USD")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var s time.Time
|
|
s, err = time.Parse("20060102", result[x].CreateDate)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
resp = append(resp, futures.Contract{
|
|
Exchange: h.Name,
|
|
Name: cp,
|
|
Underlying: underlying,
|
|
Asset: item,
|
|
StartDate: s,
|
|
SettlementType: futures.Inverse,
|
|
IsActive: result[x].ContractStatus == 1,
|
|
Type: futures.Perpetual,
|
|
SettlementCurrencies: currency.Currencies{currency.USD},
|
|
Multiplier: result[x].ContractSize,
|
|
})
|
|
}
|
|
return resp, nil
|
|
case asset.Futures:
|
|
result, err := h.FGetContractInfo(ctx, "", "", currency.EMPTYPAIR)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]futures.Contract, 0, len(result.Data))
|
|
for x := range result.Data {
|
|
contractSplitIndex := strings.Split(result.Data[x].ContractCode, result.Data[x].Symbol)
|
|
var cp, underlying currency.Pair
|
|
cp, err = currency.NewPairFromStrings(result.Data[x].Symbol, contractSplitIndex[1])
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
underlying, err = currency.NewPairFromStrings(result.Data[x].Symbol, "USD")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var s, e time.Time
|
|
s, err = time.Parse("20060102", result.Data[x].CreateDate)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if result.Data[x].DeliveryTime > 0 {
|
|
e = time.UnixMilli(result.Data[x].DeliveryTime)
|
|
} else {
|
|
e = time.UnixMilli(result.Data[x].SettlementTime)
|
|
}
|
|
contractLength := e.Sub(s)
|
|
var ct futures.ContractType
|
|
switch {
|
|
case contractLength <= kline.OneWeek.Duration()+kline.ThreeDay.Duration():
|
|
ct = futures.Weekly
|
|
case contractLength <= kline.TwoWeek.Duration()+kline.ThreeDay.Duration():
|
|
ct = futures.Fortnightly
|
|
case contractLength <= kline.ThreeMonth.Duration()+kline.ThreeWeek.Duration():
|
|
ct = futures.Quarterly
|
|
case contractLength <= kline.SixMonth.Duration()+kline.ThreeWeek.Duration():
|
|
ct = futures.HalfYearly
|
|
default:
|
|
ct = futures.Perpetual
|
|
}
|
|
|
|
resp = append(resp, futures.Contract{
|
|
Exchange: h.Name,
|
|
Name: cp,
|
|
Underlying: underlying,
|
|
Asset: item,
|
|
StartDate: s,
|
|
EndDate: e,
|
|
SettlementType: futures.Linear,
|
|
IsActive: result.Data[x].ContractStatus == 1,
|
|
Type: ct,
|
|
SettlementCurrencies: currency.Currencies{currency.USD},
|
|
Multiplier: result.Data[x].ContractSize,
|
|
})
|
|
}
|
|
return resp, nil
|
|
}
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, item)
|
|
}
|
|
|
|
// GetLatestFundingRates returns the latest funding rates data
|
|
func (h *HUOBI) 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.CoinMarginedFutures {
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, r.Asset)
|
|
}
|
|
|
|
var rates []FundingRatesData
|
|
if r.Pair.IsEmpty() {
|
|
batchRates, err := h.GetSwapFundingRates(ctx)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
rates = batchRates.Data
|
|
} else {
|
|
rateResp, err := h.GetSwapFundingRate(ctx, r.Pair)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
rates = append(rates, rateResp)
|
|
}
|
|
resp := make([]fundingrate.LatestRateResponse, 0, len(rates))
|
|
for i := range rates {
|
|
if rates[i].ContractCode == "" {
|
|
// formatting to match documentation
|
|
rates[i].ContractCode = rates[i].Symbol + "-USD"
|
|
}
|
|
cp, isEnabled, err := h.MatchSymbolCheckEnabled(rates[i].ContractCode, r.Asset, true)
|
|
if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
|
|
return nil, err
|
|
}
|
|
if !isEnabled {
|
|
continue
|
|
}
|
|
var isPerp bool
|
|
isPerp, err = h.IsPerpetualFutureCurrency(r.Asset, cp)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if !isPerp {
|
|
continue
|
|
}
|
|
var ft, nft time.Time
|
|
nft = time.UnixMilli(rates[i].NextFundingTime)
|
|
ft = time.UnixMilli(rates[i].FundingTime)
|
|
var fri time.Duration
|
|
if len(h.Features.Supports.FuturesCapabilities.SupportedFundingRateFrequencies) == 1 {
|
|
// can infer funding rate interval from the only funding rate frequency defined
|
|
for k := range h.Features.Supports.FuturesCapabilities.SupportedFundingRateFrequencies {
|
|
fri = k.Duration()
|
|
}
|
|
}
|
|
if rates[i].FundingTime == 0 {
|
|
ft = nft.Add(-fri)
|
|
}
|
|
if ft.After(time.Now()) {
|
|
ft = ft.Add(-fri)
|
|
nft = nft.Add(-fri)
|
|
}
|
|
rate := fundingrate.LatestRateResponse{
|
|
Exchange: h.Name,
|
|
Asset: r.Asset,
|
|
Pair: cp,
|
|
LatestRate: fundingrate.Rate{
|
|
Time: ft,
|
|
Rate: decimal.NewFromFloat(rates[i].FundingRate),
|
|
},
|
|
TimeOfNextRate: nft,
|
|
TimeChecked: time.Now(),
|
|
}
|
|
if r.IncludePredictedRate {
|
|
rate.PredictedUpcomingRate = fundingrate.Rate{
|
|
Time: rate.TimeOfNextRate,
|
|
Rate: decimal.NewFromFloat(rates[i].EstimatedRate),
|
|
}
|
|
}
|
|
resp = append(resp, rate)
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// IsPerpetualFutureCurrency ensures a given asset and currency is a perpetual future
|
|
func (h *HUOBI) IsPerpetualFutureCurrency(a asset.Item, _ currency.Pair) (bool, error) {
|
|
return a == asset.CoinMarginedFutures, nil
|
|
}
|
|
|
|
// UpdateOrderExecutionLimits updates order execution limits
|
|
func (h *HUOBI) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
|
|
return common.ErrNotYetImplemented
|
|
}
|
|
|
|
// GetOpenInterest returns the open interest rate for a given asset pair
|
|
func (h *HUOBI) GetOpenInterest(ctx context.Context, k ...key.PairAsset) ([]futures.OpenInterest, error) {
|
|
for i := range k {
|
|
if k[i].Asset != asset.Futures && k[i].Asset != asset.CoinMarginedFutures {
|
|
// 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())
|
|
}
|
|
}
|
|
if len(k) == 1 {
|
|
switch k[0].Asset {
|
|
case asset.Futures:
|
|
_, err := strconv.ParseInt(k[0].Quote.Symbol, 10, 64)
|
|
if err == nil {
|
|
// Huobi does not like requests being made with contract expiry in them (eg BTC240109)
|
|
return nil, fmt.Errorf("%w %v, must use shorthand such as CW (current week)", currency.ErrCurrencyNotSupported, k[0].Pair())
|
|
}
|
|
data, err := h.FContractOpenInterest(ctx, "", "", k[0].Pair())
|
|
if err != nil {
|
|
data2, err2 := h.ContractOpenInterestUSDT(ctx, k[0].Pair(), currency.EMPTYPAIR, "", "")
|
|
if err2 != nil {
|
|
return nil, fmt.Errorf("%w %w", err, err2)
|
|
}
|
|
data.Data = data2
|
|
}
|
|
|
|
for i := range data.Data {
|
|
var p currency.Pair
|
|
p, err = h.MatchSymbolWithAvailablePairs(data.Data[i].ContractCode, k[0].Asset, true)
|
|
if err != nil {
|
|
if errors.Is(err, currency.ErrPairNotFound) {
|
|
continue
|
|
}
|
|
return nil, err
|
|
}
|
|
return []futures.OpenInterest{
|
|
{
|
|
Key: key.ExchangePairAsset{
|
|
Exchange: h.Name,
|
|
Base: p.Base.Item,
|
|
Quote: p.Quote.Item,
|
|
Asset: k[0].Asset,
|
|
},
|
|
OpenInterest: data.Data[i].Amount,
|
|
},
|
|
}, nil
|
|
}
|
|
case asset.CoinMarginedFutures:
|
|
data, err := h.SwapOpenInterestInformation(ctx, k[0].Pair())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range data.Data {
|
|
var p currency.Pair
|
|
p, err = h.MatchSymbolWithAvailablePairs(data.Data[i].ContractCode, k[0].Asset, true)
|
|
if err != nil {
|
|
if errors.Is(err, currency.ErrPairNotFound) {
|
|
continue
|
|
}
|
|
return nil, err
|
|
}
|
|
return []futures.OpenInterest{
|
|
{
|
|
Key: key.ExchangePairAsset{
|
|
Exchange: h.Name,
|
|
Base: p.Base.Item,
|
|
Quote: p.Quote.Item,
|
|
Asset: k[0].Asset,
|
|
},
|
|
OpenInterest: data.Data[i].Amount,
|
|
},
|
|
}, nil
|
|
}
|
|
}
|
|
}
|
|
var resp []futures.OpenInterest
|
|
for _, a := range h.GetAssetTypes(true) {
|
|
switch a {
|
|
case asset.Futures:
|
|
data, err := h.FContractOpenInterest(ctx, "", "", currency.EMPTYPAIR)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
uData, err := h.ContractOpenInterestUSDT(ctx, currency.EMPTYPAIR, currency.EMPTYPAIR, "", "")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
allData := make([]UContractOpenInterest, 0, len(data.Data)+len(uData))
|
|
allData = append(allData, data.Data...)
|
|
allData = append(allData, uData...)
|
|
for i := range allData {
|
|
var p currency.Pair
|
|
var isEnabled, appendData bool
|
|
p, isEnabled, err = h.MatchSymbolCheckEnabled(allData[i].ContractCode, a, true)
|
|
if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
|
|
return nil, err
|
|
}
|
|
if !isEnabled {
|
|
continue
|
|
}
|
|
for j := range k {
|
|
if k[j].Pair().Equal(p) {
|
|
appendData = true
|
|
break
|
|
}
|
|
}
|
|
if len(k) > 0 && !appendData {
|
|
continue
|
|
}
|
|
resp = append(resp, futures.OpenInterest{
|
|
Key: key.ExchangePairAsset{
|
|
Exchange: h.Name,
|
|
Base: p.Base.Item,
|
|
Quote: p.Quote.Item,
|
|
Asset: a,
|
|
},
|
|
OpenInterest: allData[i].Amount,
|
|
})
|
|
}
|
|
case asset.CoinMarginedFutures:
|
|
data, err := h.SwapOpenInterestInformation(ctx, currency.EMPTYPAIR)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range data.Data {
|
|
p, isEnabled, err := h.MatchSymbolCheckEnabled(data.Data[i].ContractCode, a, true)
|
|
if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
|
|
return nil, err
|
|
}
|
|
if !isEnabled {
|
|
continue
|
|
}
|
|
var appendData bool
|
|
for j := range k {
|
|
if k[j].Pair().Equal(p) {
|
|
appendData = true
|
|
break
|
|
}
|
|
}
|
|
if len(k) > 0 && !appendData {
|
|
continue
|
|
}
|
|
resp = append(resp, futures.OpenInterest{
|
|
Key: key.ExchangePairAsset{
|
|
Exchange: h.Name,
|
|
Base: p.Base.Item,
|
|
Quote: p.Quote.Item,
|
|
Asset: a,
|
|
},
|
|
OpenInterest: data.Data[i].Amount,
|
|
})
|
|
}
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|