Files
gocryptotrader/exchanges/poloniex/poloniex_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

1095 lines
33 KiB
Go

package poloniex
import (
"context"
"errors"
"fmt"
"sort"
"strconv"
"strings"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (p *Poloniex) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
p.SetDefaults()
exchCfg, err := p.GetStandardConfig()
if err != nil {
return nil, err
}
err = p.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if p.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = p.UpdateTradablePairs(ctx, true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets default settings for poloniex
func (p *Poloniex) SetDefaults() {
p.Name = "Poloniex"
p.Enabled = true
p.Verbose = true
p.API.CredentialsValidator.RequiresKey = true
p.API.CredentialsValidator.RequiresSecret = true
requestFmt := &currency.PairFormat{
Delimiter: currency.UnderscoreDelimiter,
Uppercase: true,
}
configFmt := &currency.PairFormat{
Delimiter: currency.UnderscoreDelimiter,
Uppercase: true,
}
err := p.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
p.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
CancelOrders: true,
SubmitOrder: true,
DepositHistory: true,
WithdrawalHistory: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
CryptoWithdrawalFee: true,
MultiChainDeposits: true,
MultiChainWithdrawals: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
Subscribe: true,
Unsubscribe: true,
AuthenticatedEndpoints: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.NoFiatWithdrawals,
Kline: kline.ExchangeCapabilitiesSupported{
Intervals: 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.TenMin},
kline.IntervalCapacity{Interval: kline.FifteenMin},
kline.IntervalCapacity{Interval: kline.ThirtyMin},
kline.IntervalCapacity{Interval: kline.OneHour},
kline.IntervalCapacity{Interval: kline.TwoHour},
kline.IntervalCapacity{Interval: kline.FourHour},
kline.IntervalCapacity{Interval: kline.SixHour},
kline.IntervalCapacity{Interval: kline.TwelveHour},
kline.IntervalCapacity{Interval: kline.OneDay},
kline.IntervalCapacity{Interval: kline.ThreeDay},
kline.IntervalCapacity{Interval: kline.OneWeek},
kline.IntervalCapacity{Interval: kline.OneMonth},
),
GlobalResultLimit: 500,
},
},
}
p.Requester, err = request.New(p.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
p.API.Endpoints = p.NewEndpoints()
err = p.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: poloniexAPIURL,
exchange.RestSpotSupplementary: poloniexAltAPIUrl,
exchange.WebsocketSpot: poloniexWebsocketAddress,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
p.Websocket = stream.NewWebsocket()
p.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
p.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
p.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup sets user exchange configuration settings
func (p *Poloniex) Setup(exch *config.Exchange) error {
err := exch.Validate()
if err != nil {
return err
}
if !exch.Enabled {
p.SetEnabled(false)
return nil
}
err = p.SetupDefaults(exch)
if err != nil {
return err
}
wsRunningURL, err := p.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = p.Websocket.Setup(&stream.WebsocketSetup{
ExchangeConfig: exch,
DefaultURL: poloniexWebsocketAddress,
RunningURL: wsRunningURL,
Connector: p.WsConnect,
Subscriber: p.Subscribe,
Unsubscriber: p.Unsubscribe,
GenerateSubscriptions: p.GenerateDefaultSubscriptions,
Features: &p.Features.Supports.WebsocketCapabilities,
OrderbookBufferConfig: buffer.Config{
SortBuffer: true,
SortBufferByUpdateIDs: true,
},
})
if err != nil {
return err
}
return p.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (p *Poloniex) FetchTradablePairs(ctx context.Context, _ asset.Item) (currency.Pairs, error) {
// TODO: Upgrade to new API version for fetching operational pairs.
resp, err := p.GetTicker(ctx)
if err != nil {
return nil, err
}
pairs := make([]currency.Pair, 0, len(resp))
for key, info := range resp {
// Poloniex returns 0 for highest bid and lowest ask if support has been
// dropped from the front end. We don't want to add these pairs.
if info.HighestBid == 0 || info.LowestAsk == 0 {
continue
}
var pair currency.Pair
pair, err = currency.NewPairFromString(key)
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 (p *Poloniex) UpdateTradablePairs(ctx context.Context, forceUpgrade bool) error {
pairs, err := p.FetchTradablePairs(ctx, asset.Spot)
if err != nil {
return err
}
err = p.UpdatePairs(pairs, asset.Spot, false, forceUpgrade)
if err != nil {
return err
}
return p.EnsureOnePairEnabled()
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (p *Poloniex) UpdateTickers(ctx context.Context, a asset.Item) error {
tick, err := p.GetTicker(ctx)
if err != nil {
return err
}
enabledPairs, err := p.GetEnabledPairs(a)
if err != nil {
return err
}
for i := range enabledPairs {
fPair, err := p.FormatExchangeCurrency(enabledPairs[i], a)
if err != nil {
return err
}
curr := fPair.String()
if _, ok := tick[curr]; !ok {
continue
}
err = ticker.ProcessTicker(&ticker.Price{
Pair: enabledPairs[i],
Ask: tick[curr].LowestAsk,
Bid: tick[curr].HighestBid,
High: tick[curr].High24Hr,
Last: tick[curr].Last,
Low: tick[curr].Low24Hr,
Volume: tick[curr].BaseVolume,
QuoteVolume: tick[curr].QuoteVolume,
ExchangeName: p.Name,
AssetType: a})
if err != nil {
return err
}
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (p *Poloniex) UpdateTicker(ctx context.Context, currencyPair currency.Pair, a asset.Item) (*ticker.Price, error) {
if err := p.UpdateTickers(ctx, a); err != nil {
return nil, err
}
return ticker.GetTicker(p.Name, currencyPair, a)
}
// FetchTicker returns the ticker for a currency pair
func (p *Poloniex) FetchTicker(ctx context.Context, currencyPair currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(p.Name, currencyPair, assetType)
if err != nil {
return p.UpdateTicker(ctx, currencyPair, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (p *Poloniex) FetchOrderbook(ctx context.Context, currencyPair currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(p.Name, currencyPair, assetType)
if err != nil {
return p.UpdateOrderbook(ctx, currencyPair, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (p *Poloniex) UpdateOrderbook(ctx context.Context, pair currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
if pair.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
if err := p.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
return nil, err
}
callingBook := &orderbook.Base{
Exchange: p.Name,
Pair: pair,
Asset: assetType,
VerifyOrderbook: p.CanVerifyOrderbook,
}
orderbookNew, err := p.GetOrderbook(ctx, "", poloniexMaxOrderbookDepth)
if err != nil {
return callingBook, err
}
enabledPairs, err := p.GetEnabledPairs(assetType)
if err != nil {
return callingBook, err
}
for i := range enabledPairs {
pFmt, err := p.GetPairFormat(assetType, true)
if err != nil {
return nil, err
}
fP := enabledPairs[i].Format(pFmt)
data, ok := orderbookNew.Data[fP.Base.String()+fP.Delimiter+fP.Quote.String()]
if !ok {
data, ok = orderbookNew.Data[fP.Quote.String()+fP.Delimiter+fP.Base.String()]
if !ok {
continue
}
}
book := &orderbook.Base{
Exchange: p.Name,
Pair: enabledPairs[i],
Asset: assetType,
VerifyOrderbook: p.CanVerifyOrderbook,
}
book.Bids = make(orderbook.Items, len(data.Bids))
for y := range data.Bids {
book.Bids[y] = orderbook.Item{
Amount: data.Bids[y].Amount,
Price: data.Bids[y].Price,
}
}
book.Asks = make(orderbook.Items, len(data.Asks))
for y := range data.Asks {
book.Asks[y] = orderbook.Item{
Amount: data.Asks[y].Amount,
Price: data.Asks[y].Price,
}
}
err = book.Process()
if err != nil {
return book, err
}
}
return orderbook.Get(p.Name, pair, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// Poloniex exchange
func (p *Poloniex) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var response account.Holdings
response.Exchange = p.Name
accountBalance, err := p.GetBalances(ctx)
if err != nil {
return response, err
}
currencies := make([]account.Balance, 0, len(accountBalance.Currency))
for x, y := range accountBalance.Currency {
currencies = append(currencies, account.Balance{
Currency: currency.NewCode(x),
Total: y,
})
}
response.Accounts = append(response.Accounts, account.SubAccount{
AssetType: assetType,
Currencies: currencies,
})
creds, err := p.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
err = account.Process(&response, creds)
if err != nil {
return account.Holdings{}, err
}
return response, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (p *Poloniex) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
creds, err := p.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
acc, err := account.GetHoldings(p.Name, creds, assetType)
if err != nil {
return p.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
}
// GetAccountFundingHistory returns funding history, deposits and
// withdrawals
func (p *Poloniex) GetAccountFundingHistory(ctx context.Context) ([]exchange.FundingHistory, error) {
end := time.Now()
walletActivity, err := p.WalletActivity(ctx, end.Add(-time.Hour*24*365), end, "")
if err != nil {
return nil, err
}
resp := make([]exchange.FundingHistory, len(walletActivity.Deposits))
for i := range walletActivity.Deposits {
resp[i] = exchange.FundingHistory{
ExchangeName: p.Name,
Status: walletActivity.Deposits[i].Status,
Timestamp: time.Unix(walletActivity.Deposits[i].Timestamp, 0),
Currency: walletActivity.Deposits[i].Currency.String(),
Amount: walletActivity.Deposits[i].Amount,
CryptoToAddress: walletActivity.Deposits[i].Address,
CryptoTxID: walletActivity.Deposits[i].TransactionID,
}
}
for i := range walletActivity.Withdrawals {
resp[i] = exchange.FundingHistory{
ExchangeName: p.Name,
Status: walletActivity.Withdrawals[i].Status,
Timestamp: time.Unix(walletActivity.Withdrawals[i].Timestamp, 0),
Currency: walletActivity.Withdrawals[i].Currency.String(),
Amount: walletActivity.Withdrawals[i].Amount,
Fee: walletActivity.Withdrawals[i].Fee,
CryptoToAddress: walletActivity.Withdrawals[i].Address,
CryptoTxID: walletActivity.Withdrawals[i].TransactionID,
}
}
return resp, nil
}
// GetWithdrawalsHistory returns previous withdrawals data
func (p *Poloniex) GetWithdrawalsHistory(ctx context.Context, c currency.Code, _ asset.Item) ([]exchange.WithdrawalHistory, error) {
end := time.Now()
withdrawals, err := p.WalletActivity(ctx, end.Add(-time.Hour*24*365), end, "withdrawals")
if err != nil {
return nil, err
}
resp := make([]exchange.WithdrawalHistory, 0, len(withdrawals.Withdrawals))
for i := range withdrawals.Withdrawals {
if !withdrawals.Withdrawals[i].Currency.Equal(c) {
continue
}
resp[i] = exchange.WithdrawalHistory{
Status: withdrawals.Withdrawals[i].Status,
Timestamp: time.Unix(withdrawals.Withdrawals[i].Timestamp, 0),
Currency: withdrawals.Withdrawals[i].Currency.String(),
Amount: withdrawals.Withdrawals[i].Amount,
Fee: withdrawals.Withdrawals[i].Fee,
CryptoToAddress: withdrawals.Withdrawals[i].Address,
CryptoTxID: withdrawals.Withdrawals[i].TransactionID,
}
}
return resp, nil
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (p *Poloniex) GetRecentTrades(ctx context.Context, pair currency.Pair, assetType asset.Item) ([]trade.Data, error) {
return p.GetHistoricTrades(ctx, pair, assetType, time.Now().Add(-time.Minute*15), time.Now())
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (p *Poloniex) GetHistoricTrades(ctx context.Context, pair currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
if err := common.StartEndTimeCheck(timestampStart, timestampEnd); err != nil {
return nil, fmt.Errorf("invalid time range supplied. Start: %v End %v %w", timestampStart, timestampEnd, err)
}
var err error
pair, err = p.FormatExchangeCurrency(pair, assetType)
if err != nil {
return nil, err
}
var resp []trade.Data
ts := timestampStart
allTrades:
for {
var tradeData []TradeHistory
tradeData, err = p.GetTradeHistory(ctx,
pair.String(),
ts.Unix(),
timestampEnd.Unix())
if err != nil {
return nil, err
}
for i := range tradeData {
var tt time.Time
tt, err = time.Parse(time.DateTime, tradeData[i].Date)
if err != nil {
return nil, err
}
if (tt.Before(timestampStart) && !timestampStart.IsZero()) || (tt.After(timestampEnd) && !timestampEnd.IsZero()) {
break allTrades
}
var side order.Side
side, err = order.StringToOrderSide(tradeData[i].Type)
if err != nil {
return nil, err
}
resp = append(resp, trade.Data{
Exchange: p.Name,
TID: tradeData[i].TradeID,
CurrencyPair: pair,
AssetType: assetType,
Side: side,
Price: tradeData[i].Rate,
Amount: tradeData[i].Amount,
Timestamp: tt,
})
if i == len(tradeData)-1 {
if ts.Equal(tt) {
// reached end of trades to crawl
break allTrades
}
if timestampStart.IsZero() {
break allTrades
}
ts = tt
}
}
}
err = p.AddTradesToBuffer(resp...)
if err != nil {
return nil, err
}
resp = trade.FilterTradesByTime(resp, timestampStart, timestampEnd)
sort.Sort(trade.ByDate(resp))
return resp, nil
}
// SubmitOrder submits a new order
func (p *Poloniex) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
if err := s.Validate(); err != nil {
return nil, err
}
fPair, err := p.FormatExchangeCurrency(s.Pair, s.AssetType)
if err != nil {
return nil, err
}
response, err := p.PlaceOrder(ctx,
fPair.String(),
s.Price,
s.Amount,
false,
s.Type == order.Market,
s.Side.IsLong())
if err != nil {
return nil, err
}
return s.DeriveSubmitResponse(strconv.FormatInt(response.OrderNumber, 10))
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (p *Poloniex) ModifyOrder(ctx context.Context, action *order.Modify) (*order.ModifyResponse, error) {
if err := action.Validate(); err != nil {
return nil, err
}
oID, err := strconv.ParseInt(action.OrderID, 10, 64)
if err != nil {
return nil, err
}
resp, err := p.MoveOrder(ctx,
oID,
action.Price,
action.Amount,
action.PostOnly,
action.ImmediateOrCancel)
if err != nil {
return nil, err
}
modResp, err := action.DeriveModifyResponse()
if err != nil {
return nil, err
}
modResp.OrderID = strconv.FormatInt(resp.OrderNumber, 10)
return modResp, nil
}
// CancelOrder cancels an order by its corresponding ID number
func (p *Poloniex) CancelOrder(ctx context.Context, o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
orderIDInt, err := strconv.ParseInt(o.OrderID, 10, 64)
if err != nil {
return err
}
return p.CancelExistingOrder(ctx, orderIDInt)
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (p *Poloniex) CancelBatchOrders(ctx context.Context, o []order.Cancel) (*order.CancelBatchResponse, error) {
if len(o) == 0 {
return nil, order.ErrCancelOrderIsNil
}
orderIDs := make([]string, 0, len(o))
clientOrderIDs := make([]string, 0, len(o))
for i := range o {
switch {
case o[i].ClientOrderID != "":
clientOrderIDs = append(clientOrderIDs, o[i].ClientOrderID)
case o[i].OrderID != "":
orderIDs = append(orderIDs, o[i].OrderID)
default:
return nil, order.ErrOrderIDNotSet
}
}
cancelledOrders, err := p.CancelMultipleOrdersByIDs(ctx, orderIDs, clientOrderIDs)
if err != nil {
return nil, err
}
resp := &order.CancelBatchResponse{
Status: make(map[string]string),
}
for i := range cancelledOrders {
if cancelledOrders[i].ClientOrderID != "" {
resp.Status[cancelledOrders[i].ClientOrderID] = cancelledOrders[i].State + " " + cancelledOrders[i].Message
continue
}
resp.Status[cancelledOrders[i].OrderID] = cancelledOrders[i].State + " " + cancelledOrders[i].Message
}
return resp, nil
}
// CancelAllOrders cancels all orders associated with a currency pair
func (p *Poloniex) CancelAllOrders(ctx context.Context, _ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
openOrders, err := p.GetOpenOrdersForAllCurrencies(ctx)
if err != nil {
return cancelAllOrdersResponse, err
}
for key := range openOrders.Data {
for i := range openOrders.Data[key] {
err = p.CancelExistingOrder(ctx, openOrders.Data[key][i].OrderNumber)
if err != nil {
id := strconv.FormatInt(openOrders.Data[key][i].OrderNumber, 10)
cancelAllOrdersResponse.Status[id] = err.Error()
}
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns order information based on order ID
func (p *Poloniex) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, _ asset.Item) (*order.Detail, error) {
if pair.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
orderInfo := order.Detail{
Exchange: p.Name,
Pair: pair,
}
trades, err := p.GetAuthenticatedOrderTrades(ctx, orderID)
if err != nil && !strings.Contains(err.Error(), "Order not found") {
return nil, err
}
for i := range trades {
var tradeHistory order.TradeHistory
tradeHistory.Exchange = p.Name
tradeHistory.Side, err = order.StringToOrderSide(trades[i].Type)
if err != nil {
return nil, err
}
tradeHistory.TID = trades[i].GlobalTradeID
tradeHistory.Timestamp, err = time.Parse(time.DateTime, trades[i].Date)
if err != nil {
return nil, err
}
tradeHistory.Price = trades[i].Rate
tradeHistory.Amount = trades[i].Amount
tradeHistory.Total = trades[i].Total
tradeHistory.Fee = trades[i].Fee
orderInfo.Trades = append(orderInfo.Trades, tradeHistory)
}
resp, err := p.GetAuthenticatedOrderStatus(ctx, orderID)
if err != nil {
if len(orderInfo.Trades) > 0 { // on closed orders return trades only
if strings.Contains(err.Error(), "Order not found") {
orderInfo.Status = order.Closed
}
return &orderInfo, nil
}
return nil, err
}
if orderInfo.Status, err = order.StringToOrderStatus(resp.Status); err != nil {
log.Errorf(log.ExchangeSys, "%s %v", p.Name, err)
}
orderInfo.Price = resp.Rate
orderInfo.Amount = resp.Amount
orderInfo.Cost = resp.Total
orderInfo.Fee = resp.Fee
orderInfo.QuoteAmount = resp.StartingAmount
orderInfo.Side, err = order.StringToOrderSide(resp.Type)
if err != nil {
return nil, err
}
orderInfo.Date, err = time.Parse(time.DateTime, resp.Date)
if err != nil {
return nil, err
}
return &orderInfo, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (p *Poloniex) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, chain string) (*deposit.Address, error) {
depositAddrs, err := p.GetDepositAddresses(ctx)
if err != nil {
return nil, err
}
// Some coins use a main address, so we must use this in conjunction with the returned
// deposit address to produce the full deposit address and tag
currencies, err := p.GetCurrencies(ctx)
if err != nil {
return nil, err
}
coinParams, ok := currencies[cryptocurrency.Upper().String()]
if !ok {
return nil, fmt.Errorf("unable to find currency %s in map", cryptocurrency)
}
// Handle coins with payment ID's like XRP
var address, tag string
if coinParams.CurrencyType == "address-payment-id" && coinParams.DepositAddress != "" {
address = coinParams.DepositAddress
tag, ok = depositAddrs.Addresses[cryptocurrency.Upper().String()]
if !ok {
newAddr, err := p.GenerateNewAddress(ctx, cryptocurrency.Upper().String())
if err != nil {
return nil, err
}
tag = newAddr
}
return &deposit.Address{
Address: address,
Tag: tag,
}, nil
}
// Handle coins like BTC or multichain coins
targetCurrency := cryptocurrency.String()
if chain != "" && !strings.EqualFold(chain, cryptocurrency.String()) {
targetCurrency = chain
}
address, ok = depositAddrs.Addresses[strings.ToUpper(targetCurrency)]
if !ok {
if len(coinParams.ChildChains) > 1 && chain != "" && !common.StringDataCompare(coinParams.ChildChains, targetCurrency) {
// rather than assume, return an error
return nil, fmt.Errorf("currency %s has %v chains available, one of these must be specified",
cryptocurrency,
coinParams.ChildChains)
}
coinParams, ok = currencies[strings.ToUpper(targetCurrency)]
if !ok {
return nil, fmt.Errorf("unable to find currency %s in map", cryptocurrency)
}
if coinParams.WithdrawalDepositDisabled == 1 {
return nil, fmt.Errorf("deposits and withdrawals for %v are currently disabled", targetCurrency)
}
newAddr, err := p.GenerateNewAddress(ctx, targetCurrency)
if err != nil {
return nil, err
}
address = newAddr
}
return &deposit.Address{Address: address}, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (p *Poloniex) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
targetCurrency := withdrawRequest.Currency.String()
if withdrawRequest.Crypto.Chain != "" {
targetCurrency = withdrawRequest.Crypto.Chain
}
v, err := p.Withdraw(ctx, targetCurrency, withdrawRequest.Crypto.Address, withdrawRequest.Amount)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
Status: v.Response,
}, err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (p *Poloniex) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (p *Poloniex) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (p *Poloniex) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if feeBuilder == nil {
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
}
if (!p.AreCredentialsValid(ctx) || p.SkipAuthCheck) && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return p.GetFee(ctx, feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (p *Poloniex) GetActiveOrders(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
resp, err := p.GetOpenOrdersForAllCurrencies(ctx)
if err != nil {
return nil, err
}
format, err := p.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
var orders []order.Detail
for key := range resp.Data {
var symbol currency.Pair
symbol, err = currency.NewPairDelimiter(key, format.Delimiter)
if err != nil {
return nil, err
}
for i := range resp.Data[key] {
var orderSide order.Side
orderSide, err = order.StringToOrderSide(resp.Data[key][i].Type)
if err != nil {
return nil, err
}
var orderDate time.Time
orderDate, err = time.Parse(time.DateTime, resp.Data[key][i].Date)
if err != nil {
log.Errorf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
p.Name,
"GetActiveOrders",
resp.Data[key][i].OrderNumber,
resp.Data[key][i].Date)
}
orders = append(orders, order.Detail{
OrderID: strconv.FormatInt(resp.Data[key][i].OrderNumber, 10),
Side: orderSide,
Amount: resp.Data[key][i].Amount,
Date: orderDate,
Price: resp.Data[key][i].Rate,
Pair: symbol,
Exchange: p.Name,
})
}
}
return req.Filter(p.Name, orders), nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (p *Poloniex) GetOrderHistory(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
resp, err := p.GetAuthenticatedTradeHistory(ctx,
req.StartTime.Unix(),
req.EndTime.Unix(),
10000)
if err != nil {
return nil, err
}
format, err := p.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
var orders []order.Detail
for key := range resp.Data {
var pair currency.Pair
pair, err = currency.NewPairDelimiter(key, format.Delimiter)
if err != nil {
return nil, err
}
for i := range resp.Data[key] {
orderSide, err := order.StringToOrderSide(resp.Data[key][i].Type)
if err != nil {
return nil, err
}
orderDate, err := time.Parse(time.DateTime,
resp.Data[key][i].Date)
if err != nil {
log.Errorf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
p.Name,
"GetActiveOrders",
resp.Data[key][i].OrderNumber,
resp.Data[key][i].Date)
}
detail := order.Detail{
OrderID: resp.Data[key][i].GlobalTradeID,
Side: orderSide,
Amount: resp.Data[key][i].Amount,
ExecutedAmount: resp.Data[key][i].Amount,
Date: orderDate,
Price: resp.Data[key][i].Rate,
AverageExecutedPrice: resp.Data[key][i].Rate,
Pair: pair,
Status: order.Filled,
Exchange: p.Name,
}
detail.InferCostsAndTimes()
orders = append(orders, detail)
}
}
return req.Filter(p.Name, orders), nil
}
// ValidateAPICredentials validates current credentials used for wrapper
// functionality
func (p *Poloniex) ValidateAPICredentials(ctx context.Context, assetType asset.Item) error {
_, err := p.UpdateAccountInfo(ctx, assetType)
return p.CheckTransientError(err)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (p *Poloniex) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := p.GetKlineRequest(pair, a, interval, start, end, false)
if err != nil {
return nil, err
}
resp, err := p.GetChartData(ctx,
req.RequestFormatted.String(),
req.Start,
req.End,
p.FormatExchangeKlineInterval(req.ExchangeInterval))
if err != nil {
return nil, err
}
timeSeries := make([]kline.Candle, len(resp))
for x := range resp {
timeSeries[x] = kline.Candle{
Time: time.UnixMilli(resp[x].Date),
Open: resp[x].Open,
High: resp[x].High,
Low: resp[x].Low,
Close: resp[x].Close,
Volume: resp[x].Volume,
}
}
return req.ProcessResponse(timeSeries)
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (p *Poloniex) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := p.GetKlineExtendedRequest(pair, a, interval, start, end)
if err != nil {
return nil, err
}
timeSeries := make([]kline.Candle, 0, req.Size())
for i := range req.RangeHolder.Ranges {
resp, err := p.GetChartData(ctx,
req.RequestFormatted.String(),
req.RangeHolder.Ranges[i].Start.Time,
req.RangeHolder.Ranges[i].End.Time,
p.FormatExchangeKlineInterval(req.ExchangeInterval))
if err != nil {
return nil, err
}
for x := range resp {
timeSeries = append(timeSeries, kline.Candle{
Time: time.UnixMilli(resp[x].Date),
Open: resp[x].Open,
High: resp[x].High,
Low: resp[x].Low,
Close: resp[x].Close,
Volume: resp[x].Volume,
})
}
}
return req.ProcessResponse(timeSeries)
}
// GetAvailableTransferChains returns the available transfer blockchains for the specific
// cryptocurrency
func (p *Poloniex) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
currencies, err := p.GetCurrencies(ctx)
if err != nil {
return nil, err
}
curr, ok := currencies[cryptocurrency.Upper().String()]
if !ok {
return nil, errors.New("unable to locate currency in map")
}
return curr.ChildChains, nil
}
// GetServerTime returns the current exchange server time.
func (p *Poloniex) GetServerTime(ctx context.Context, _ asset.Item) (time.Time, error) {
return p.GetTimestamp(ctx)
}
// GetFuturesContractDetails returns all contracts from the exchange by asset type
func (p *Poloniex) GetFuturesContractDetails(context.Context, asset.Item) ([]futures.Contract, error) {
// TODO: implement with API upgrade
return nil, common.ErrNotYetImplemented
}
// GetLatestFundingRates returns the latest funding rates data
func (p *Poloniex) GetLatestFundingRates(context.Context, *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
// TODO: implement with API upgrade
return nil, common.ErrNotYetImplemented
}
// UpdateOrderExecutionLimits updates order execution limits
func (p *Poloniex) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
return common.ErrNotYetImplemented
}