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

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

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

* Websocket: Expand and Assertify tests

* Websocket: Simplify state transistions

* Websocket: Simplify Connecting/Connected state

* Websocket: Tests and errors for websocket

* Websocket: Make WebsocketNotEnabled a real error

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

* Websocket: Add more testable errors

* Websocket: Improve GenerateMessageID test

Testing just the last id doesn't feel very robust

* Websocket: Protect Setup() from races

* Websocket: Use atomics instead of mutex

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

* Websocket: Fix and simplify traffic monitor

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

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

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

* Websocket: Split traficMonitor test on behaviours

* Websocket: Remove trafficMonitor connected status

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

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

* Websocket: Set disconnected earlier in Shutdown

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

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

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

2499 lines
74 KiB
Go

package huobi
import (
"context"
"errors"
"fmt"
"sort"
"strconv"
"strings"
"time"
"github.com/shopspring/decimal"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/key"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (h *HUOBI) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
h.SetDefaults()
exchCfg, err := h.GetStandardConfig()
if err != nil {
return nil, err
}
err = h.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if h.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = h.UpdateTradablePairs(ctx, true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets default values for the exchange
func (h *HUOBI) SetDefaults() {
h.Name = "Huobi"
h.Enabled = true
h.Verbose = true
h.API.CredentialsValidator.RequiresKey = true
h.API.CredentialsValidator.RequiresSecret = true
fmt1 := currency.PairStore{
RequestFormat: &currency.PairFormat{Uppercase: false},
ConfigFormat: &currency.PairFormat{
Delimiter: currency.DashDelimiter,
Uppercase: true,
},
}
coinFutures := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.DashDelimiter,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.DashDelimiter,
},
}
futuresFormatting := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.DashDelimiter,
},
}
err := h.StoreAssetPairFormat(asset.Spot, fmt1)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = h.StoreAssetPairFormat(asset.CoinMarginedFutures, coinFutures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = h.StoreAssetPairFormat(asset.Futures, futuresFormatting)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
h.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
TickerBatching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
MultiChainDeposits: true,
MultiChainWithdrawals: true,
HasAssetTypeAccountSegregation: true,
FundingRateFetching: true,
PredictedFundingRate: true,
},
WebsocketCapabilities: protocol.Features{
KlineFetching: true,
OrderbookFetching: true,
TradeFetching: true,
Subscribe: true,
Unsubscribe: true,
AuthenticatedEndpoints: true,
AccountInfo: true,
MessageCorrelation: true,
GetOrder: true,
GetOrders: true,
TickerFetching: true,
FundingRateFetching: false, // supported but not implemented // TODO when multi-websocket support added
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithSetup |
exchange.NoFiatWithdrawals,
Kline: kline.ExchangeCapabilitiesSupported{
Intervals: true,
},
FuturesCapabilities: exchange.FuturesCapabilities{
FundingRates: true,
SupportedFundingRateFrequencies: map[kline.Interval]bool{
kline.EightHour: true,
},
FundingRateBatching: map[asset.Item]bool{
asset.CoinMarginedFutures: true,
},
OpenInterest: exchange.OpenInterestSupport{
Supported: true,
SupportsRestBatch: true,
},
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: kline.DeployExchangeIntervals(
kline.IntervalCapacity{Interval: kline.OneMin},
kline.IntervalCapacity{Interval: kline.FiveMin},
kline.IntervalCapacity{Interval: kline.FifteenMin},
kline.IntervalCapacity{Interval: kline.ThirtyMin},
kline.IntervalCapacity{Interval: kline.OneHour},
kline.IntervalCapacity{Interval: kline.FourHour},
kline.IntervalCapacity{Interval: kline.OneYear},
// NOTE: The supported time intervals below are returned
// offset to the Asia/Shanghai time zone. This may lead to
// issues with candle quality and conversion as the
// intervals may be broken up. The below intervals
// are constructed from hourly candles.
// kline.IntervalCapacity{Interval: kline.OneDay},
// kline.IntervalCapacity{Interval: kline.OneWeek},
// kline.IntervalCapacity{Interval: kline.OneMonth},
),
GlobalResultLimit: 2000,
},
},
}
h.Requester, err = request.New(h.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
h.API.Endpoints = h.NewEndpoints()
err = h.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: huobiAPIURL,
exchange.RestFutures: huobiFuturesURL,
exchange.RestCoinMargined: huobiFuturesURL,
exchange.WebsocketSpot: wsMarketURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
h.Websocket = stream.NewWebsocket()
h.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
h.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
h.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup sets user configuration
func (h *HUOBI) Setup(exch *config.Exchange) error {
err := exch.Validate()
if err != nil {
return err
}
if !exch.Enabled {
h.SetEnabled(false)
return nil
}
err = h.SetupDefaults(exch)
if err != nil {
return err
}
wsRunningURL, err := h.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = h.Websocket.Setup(&stream.WebsocketSetup{
ExchangeConfig: exch,
DefaultURL: wsMarketURL,
RunningURL: wsRunningURL,
Connector: h.WsConnect,
Subscriber: h.Subscribe,
Unsubscriber: h.Unsubscribe,
GenerateSubscriptions: h.GenerateDefaultSubscriptions,
Features: &h.Features.Supports.WebsocketCapabilities,
})
if err != nil {
return err
}
err = h.Websocket.SetupNewConnection(stream.ConnectionSetup{
RateLimit: rateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
if err != nil {
return err
}
return h.Websocket.SetupNewConnection(stream.ConnectionSetup{
RateLimit: rateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
URL: wsAccountsOrdersURL,
Authenticated: true,
})
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (h *HUOBI) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
if !h.SupportsAsset(a) {
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
}
var pairs []currency.Pair
var pair currency.Pair
switch a {
case asset.Spot:
symbols, err := h.GetSymbols(ctx)
if err != nil {
return nil, err
}
pairs = make([]currency.Pair, 0, len(symbols))
for x := range symbols {
if symbols[x].State != "online" {
continue
}
pair, err = currency.NewPairFromStrings(symbols[x].BaseCurrency,
symbols[x].QuoteCurrency)
if err != nil {
return nil, err
}
pairs = append(pairs, pair)
}
case asset.CoinMarginedFutures:
symbols, err := h.GetSwapMarkets(ctx, currency.EMPTYPAIR)
if err != nil {
return nil, err
}
pairs = make([]currency.Pair, 0, len(symbols))
for z := range symbols {
if symbols[z].ContractStatus != 1 {
continue
}
pair, err := currency.NewPairFromString(symbols[z].ContractCode)
if err != nil {
return nil, err
}
pairs = append(pairs, pair)
}
case asset.Futures:
symbols, err := h.FGetContractInfo(ctx, "", "", currency.EMPTYPAIR)
if err != nil {
return nil, err
}
pairs = make([]currency.Pair, 0, len(symbols.Data))
for c := range symbols.Data {
if symbols.Data[c].ContractStatus != 1 {
continue
}
pair, err := currency.NewPairFromString(symbols.Data[c].ContractCode)
if err != nil {
return nil, err
}
pairs = append(pairs, pair)
}
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (h *HUOBI) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
assets := h.GetAssetTypes(false)
for x := range assets {
pairs, err := h.FetchTradablePairs(ctx, assets[x])
if err != nil {
return err
}
err = h.UpdatePairs(pairs, assets[x], false, forceUpdate)
if err != nil {
return err
}
}
return h.EnsureOnePairEnabled()
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (h *HUOBI) UpdateTickers(ctx context.Context, a asset.Item) error {
switch a {
case asset.Spot:
ticks, err := h.GetTickers(ctx)
if err != nil {
return err
}
for i := range ticks.Data {
var cp currency.Pair
cp, _, err = h.MatchSymbolCheckEnabled(ticks.Data[i].Symbol, a, false)
if err != nil {
if errors.Is(err, currency.ErrPairNotFound) {
continue
}
return err
}
err = ticker.ProcessTicker(&ticker.Price{
High: ticks.Data[i].High,
Low: ticks.Data[i].Low,
Bid: ticks.Data[i].Bid,
Ask: ticks.Data[i].Ask,
Volume: ticks.Data[i].Volume,
QuoteVolume: ticks.Data[i].Amount,
Open: ticks.Data[i].Open,
Close: ticks.Data[i].Close,
BidSize: ticks.Data[i].BidSize,
AskSize: ticks.Data[i].AskSize,
Pair: cp,
ExchangeName: h.Name,
AssetType: a,
LastUpdated: time.Now(),
})
if err != nil {
return err
}
}
case asset.CoinMarginedFutures:
ticks, err := h.GetBatchCoinMarginSwapContracts(ctx)
if err != nil {
return err
}
for i := range ticks {
var cp currency.Pair
cp, _, err = h.MatchSymbolCheckEnabled(ticks[i].ContractCode, a, true)
if err != nil {
if errors.Is(err, currency.ErrPairNotFound) {
continue
}
return err
}
tt := time.UnixMilli(ticks[i].Timestamp)
err = ticker.ProcessTicker(&ticker.Price{
High: ticks[i].High.Float64(),
Low: ticks[i].Low.Float64(),
Volume: ticks[i].Volume.Float64(),
QuoteVolume: ticks[i].Amount.Float64(),
Open: ticks[i].Open.Float64(),
Close: ticks[i].Close.Float64(),
Bid: ticks[i].Bid[0],
BidSize: ticks[i].Bid[1],
Ask: ticks[i].Ask[0],
AskSize: ticks[i].Ask[1],
Pair: cp,
ExchangeName: h.Name,
AssetType: a,
LastUpdated: tt,
})
if err != nil {
return err
}
}
case asset.Futures:
linearTicks, err := h.GetBatchLinearSwapContracts(ctx)
if err != nil {
return err
}
ticks, err := h.GetBatchFuturesContracts(ctx)
if err != nil {
return err
}
allTicks := make([]FuturesBatchTicker, 0, len(linearTicks)+len(ticks))
allTicks = append(allTicks, linearTicks...)
allTicks = append(allTicks, ticks...)
for i := range allTicks {
var cp currency.Pair
if allTicks[i].Symbol != "" {
cp, err = currency.NewPairFromString(allTicks[i].Symbol)
if err != nil {
return err
}
cp, err = h.convertContractShortHandToExpiry(cp, time.Now())
if err != nil {
return err
}
cp, _, err = h.MatchSymbolCheckEnabled(cp.String(), a, true)
if err != nil {
if errors.Is(err, currency.ErrPairNotFound) {
continue
}
return err
}
} else {
cp, _, err = h.MatchSymbolCheckEnabled(allTicks[i].ContractCode, a, true)
if err != nil {
if errors.Is(err, currency.ErrPairNotFound) {
continue
}
return err
}
}
tt := time.UnixMilli(allTicks[i].Timestamp)
err = ticker.ProcessTicker(&ticker.Price{
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, &params)
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
}