mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-14 07:26:47 +00:00
* cmd/exchange_template: Add wrapper function * exchanges: force UpdateOrderExecutionLimits to wrappers as this is important for order deployment * kucoin: Add spot order execution limits * linter: fix * glorious: nits * kucoin: change from name to symbol for correct fee fetching and order deployment * WHAAAAAAAT says Vitalik * kucoin: Add futures limit support, fix insertion of non margin tradable pairs, update naming and add comments. * kucoin: implement master branch changes * Update exchanges/kucoin/kucoin_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * kucoin/test: update commentary --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
1166 lines
33 KiB
Go
1166 lines
33 KiB
Go
package zb
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import (
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"context"
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"fmt"
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"sort"
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"strconv"
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"strings"
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"sync"
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"time"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
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"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
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"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/log"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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)
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// GetDefaultConfig returns a default exchange config
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func (z *ZB) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
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z.SetDefaults()
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exchCfg, err := z.GetStandardConfig()
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if err != nil {
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return nil, err
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}
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err = z.SetupDefaults(exchCfg)
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if err != nil {
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return nil, err
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}
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if z.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err = z.UpdateTradablePairs(ctx, true)
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if err != nil {
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return nil, err
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}
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}
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return exchCfg, nil
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}
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// SetDefaults sets default values for the exchange
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func (z *ZB) SetDefaults() {
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z.Name = "ZB"
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z.Enabled = true
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z.Verbose = true
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z.API.CredentialsValidator.RequiresKey = true
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z.API.CredentialsValidator.RequiresSecret = true
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requestFmt := ¤cy.PairFormat{Delimiter: currency.UnderscoreDelimiter}
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configFmt := ¤cy.PairFormat{Delimiter: currency.UnderscoreDelimiter, Uppercase: true}
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err := z.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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z.Features = exchange.Features{
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Supports: exchange.FeaturesSupported{
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REST: true,
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Websocket: true,
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RESTCapabilities: protocol.Features{
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TickerBatching: true,
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TickerFetching: true,
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KlineFetching: true,
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OrderbookFetching: true,
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AutoPairUpdates: true,
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AccountInfo: true,
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GetOrder: true,
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GetOrders: true,
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CancelOrder: true,
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CryptoDeposit: true,
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CryptoWithdrawal: true,
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TradeFee: true,
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CryptoDepositFee: true,
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CryptoWithdrawalFee: true,
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MultiChainDeposits: true,
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},
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WebsocketCapabilities: protocol.Features{
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TickerFetching: true,
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TradeFetching: true,
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OrderbookFetching: true,
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Subscribe: true,
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AuthenticatedEndpoints: true,
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AccountInfo: true,
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CancelOrder: true,
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SubmitOrder: true,
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MessageCorrelation: true,
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GetOrders: true,
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GetOrder: true,
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},
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WithdrawPermissions: exchange.AutoWithdrawCrypto |
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exchange.NoFiatWithdrawals,
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Kline: kline.ExchangeCapabilitiesSupported{
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Intervals: true,
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},
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},
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Enabled: exchange.FeaturesEnabled{
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AutoPairUpdates: true,
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Kline: kline.ExchangeCapabilitiesEnabled{
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Intervals: kline.DeployExchangeIntervals(
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kline.IntervalCapacity{Interval: kline.OneMin},
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kline.IntervalCapacity{Interval: kline.ThreeMin},
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kline.IntervalCapacity{Interval: kline.FiveMin},
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kline.IntervalCapacity{Interval: kline.FifteenMin},
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kline.IntervalCapacity{Interval: kline.ThirtyMin},
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kline.IntervalCapacity{Interval: kline.OneHour},
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// NOTE: The supported time intervals below are returned
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// offset to the Asia/Shanghai time zone. This may lead to
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// issues with candle quality and conversion as the
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// intervals may be broken up. Therefore the below intervals
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// are constructed from hourly candles.
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// kline.IntervalCapacity{Interval: kline.TwoHour},
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// kline.IntervalCapacity{Interval: kline.FourHour},
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// kline.IntervalCapacity{Interval: kline.SixHour},
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// kline.IntervalCapacity{Interval: kline.TwelveHour},
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// kline.IntervalCapacity{Interval: kline.OneDay},
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// kline.IntervalCapacity{Interval: kline.ThreeDay},
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// kline.IntervalCapacity{Interval: kline.OneWeek},
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),
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GlobalResultLimit: 1000,
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},
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},
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}
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z.Requester, err = request.New(z.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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request.WithLimiter(SetRateLimit()))
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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z.API.Endpoints = z.NewEndpoints()
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err = z.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: zbTradeURL,
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exchange.RestSpotSupplementary: zbMarketURL,
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exchange.WebsocketSpot: zbWebsocketAPI,
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})
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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z.Websocket = stream.New()
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z.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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z.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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}
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// Setup sets user configuration
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func (z *ZB) Setup(exch *config.Exchange) error {
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err := exch.Validate()
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if err != nil {
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return err
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}
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if !exch.Enabled {
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z.SetEnabled(false)
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return nil
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}
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err = z.SetupDefaults(exch)
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if err != nil {
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return err
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}
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wsRunningURL, err := z.API.Endpoints.GetURL(exchange.WebsocketSpot)
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if err != nil {
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return err
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}
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err = z.Websocket.Setup(&stream.WebsocketSetup{
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ExchangeConfig: exch,
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DefaultURL: zbWebsocketAPI,
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RunningURL: wsRunningURL,
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Connector: z.WsConnect,
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GenerateSubscriptions: z.GenerateDefaultSubscriptions,
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Subscriber: z.Subscribe,
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Features: &z.Features.Supports.WebsocketCapabilities,
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})
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if err != nil {
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return err
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}
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return z.Websocket.SetupNewConnection(stream.ConnectionSetup{
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URL: z.Websocket.GetWebsocketURL(),
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RateLimit: zbWebsocketRateLimit,
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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})
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}
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// Start starts the ZB go routine
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func (z *ZB) Start(ctx context.Context, wg *sync.WaitGroup) error {
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if wg == nil {
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return fmt.Errorf("%T %w", wg, common.ErrNilPointer)
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}
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wg.Add(1)
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go func() {
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z.Run(ctx)
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wg.Done()
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}()
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return nil
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}
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// Run implements the ZB wrapper
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func (z *ZB) Run(ctx context.Context) {
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if z.Verbose {
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z.PrintEnabledPairs()
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}
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if !z.GetEnabledFeatures().AutoPairUpdates {
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return
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}
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err := z.UpdateTradablePairs(ctx, false)
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if err != nil {
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log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", z.Name, err)
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}
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}
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// FetchTradablePairs returns a list of the exchanges tradable pairs
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func (z *ZB) FetchTradablePairs(ctx context.Context, _ asset.Item) (currency.Pairs, error) {
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markets, err := z.GetMarkets(ctx)
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if err != nil {
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return nil, err
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}
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pairs := make([]currency.Pair, len(markets))
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var target int
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for key := range markets {
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var pair currency.Pair
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pair, err = currency.NewPairFromString(key)
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if err != nil {
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return nil, err
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}
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pairs[target] = pair
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target++
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}
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return pairs, nil
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}
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// UpdateTradablePairs updates the exchanges available pairs and stores
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// them in the exchanges config
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func (z *ZB) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
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pairs, err := z.FetchTradablePairs(ctx, asset.Spot)
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if err != nil {
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return err
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}
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err = z.UpdatePairs(pairs, asset.Spot, false, forceUpdate)
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if err != nil {
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return err
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}
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return z.EnsureOnePairEnabled()
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}
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// UpdateTickers updates the ticker for all currency pairs of a given asset type
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func (z *ZB) UpdateTickers(ctx context.Context, a asset.Item) error {
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result, err := z.GetTickers(ctx)
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if err != nil {
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return err
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}
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enabledPairs, err := z.GetEnabledPairs(a)
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if err != nil {
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return err
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}
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for x := range enabledPairs {
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// We can't use either pair format here, so format it to lower-
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// case and without any delimiter
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curr := enabledPairs[x].Format(currency.EMPTYFORMAT).String()
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if _, ok := result[curr]; !ok {
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continue
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Pair: enabledPairs[x],
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High: result[curr].High,
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Last: result[curr].Last,
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Ask: result[curr].Sell,
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Bid: result[curr].Buy,
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Low: result[curr].Low,
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Volume: result[curr].Volume,
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ExchangeName: z.Name,
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AssetType: a})
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if err != nil {
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return err
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}
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}
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return nil
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (z *ZB) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
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if err := z.UpdateTickers(ctx, a); err != nil {
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return nil, err
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}
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return ticker.GetTicker(z.Name, p, a)
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}
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// FetchTicker returns the ticker for a currency pair
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func (z *ZB) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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tickerNew, err := ticker.GetTicker(z.Name, p, assetType)
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if err != nil {
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return z.UpdateTicker(ctx, p, assetType)
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}
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return tickerNew, nil
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}
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// FetchOrderbook returns orderbook base on the currency pair
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func (z *ZB) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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ob, err := orderbook.Get(z.Name, p, assetType)
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if err != nil {
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return z.UpdateOrderbook(ctx, p, assetType)
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}
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return ob, nil
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}
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// UpdateOrderbook updates and returns the orderbook for a currency pair
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func (z *ZB) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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if p.IsEmpty() {
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return nil, currency.ErrCurrencyPairEmpty
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}
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if err := z.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
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return nil, err
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}
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book := &orderbook.Base{
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Exchange: z.Name,
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Pair: p,
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Asset: assetType,
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VerifyOrderbook: z.CanVerifyOrderbook,
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}
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currFormat, err := z.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return book, err
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}
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orderbookNew, err := z.GetOrderbook(ctx, currFormat.String())
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if err != nil {
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return book, err
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}
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book.Bids = make(orderbook.Items, len(orderbookNew.Bids))
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for x := range orderbookNew.Bids {
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book.Bids[x] = orderbook.Item{
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Amount: orderbookNew.Bids[x][1],
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Price: orderbookNew.Bids[x][0],
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}
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}
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book.Asks = make(orderbook.Items, len(orderbookNew.Asks))
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for x := range orderbookNew.Asks {
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book.Asks[x] = orderbook.Item{
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Amount: orderbookNew.Asks[x][1],
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Price: orderbookNew.Asks[x][0],
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}
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}
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err = book.Process()
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if err != nil {
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return book, err
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}
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return orderbook.Get(z.Name, p, assetType)
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}
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// UpdateAccountInfo retrieves balances for all enabled currencies for the
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// ZB exchange
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func (z *ZB) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
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var info account.Holdings
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var coins []AccountsResponseCoin
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if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
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resp, err := z.wsGetAccountInfoRequest(ctx)
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if err != nil {
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return info, err
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}
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coins = resp.Data.Coins
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} else {
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bal, err := z.GetAccountInformation(ctx)
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if err != nil {
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return info, err
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}
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coins = bal.Result.Coins
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}
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balances := make([]account.Balance, len(coins))
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for i := range coins {
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hold, err := strconv.ParseFloat(coins[i].Freeze, 64)
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if err != nil {
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return info, err
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}
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avail, err := strconv.ParseFloat(coins[i].Available, 64)
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if err != nil {
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return info, err
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}
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balances[i] = account.Balance{
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Currency: currency.NewCode(coins[i].EnName),
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Total: hold + avail,
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Hold: hold,
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Free: avail,
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}
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}
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info.Exchange = z.Name
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info.Accounts = append(info.Accounts, account.SubAccount{
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AssetType: assetType,
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Currencies: balances,
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})
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creds, err := z.GetCredentials(ctx)
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if err != nil {
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return account.Holdings{}, err
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}
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if err := account.Process(&info, creds); err != nil {
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return account.Holdings{}, err
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}
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return info, nil
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}
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// FetchAccountInfo retrieves balances for all enabled currencies
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func (z *ZB) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
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creds, err := z.GetCredentials(ctx)
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if err != nil {
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return account.Holdings{}, err
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}
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acc, err := account.GetHoldings(z.Name, creds, assetType)
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if err != nil {
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return z.UpdateAccountInfo(ctx, assetType)
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}
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return acc, nil
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}
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|
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// GetAccountFundingHistory returns funding history, deposits and
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// withdrawals
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func (z *ZB) GetAccountFundingHistory(ctx context.Context) ([]exchange.FundingHistory, error) {
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pairs, err := z.GetEnabledPairs(asset.Spot)
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if err != nil {
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return nil, err
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}
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currs := pairs.GetCurrencies()
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var records []exchange.FundingHistory
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for x := range currs {
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totalPages := int64(1)
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for y := int64(0); y < totalPages; y++ {
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var deposits *DepositRecordsResponse
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deposits, err = z.GetDepositRecords(ctx, &WalletRecordsRequest{
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Currency: currs[x],
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PageIndex: y,
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})
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if err != nil {
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return nil, err
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}
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totalPages = deposits.Total
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for i := range deposits.List {
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var status string
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switch deposits.List[i].Status {
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case 0:
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status = "pending confirm"
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case 1:
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status = "failed"
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case 2:
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status = "confirmed"
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}
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records = append(records, exchange.FundingHistory{
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ExchangeName: z.GetName(),
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Status: status,
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TransferID: strconv.FormatInt(deposits.List[i].ID, 10),
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Description: deposits.List[i].Description,
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Timestamp: time.Unix(deposits.List[i].SubmitTime, 0),
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Currency: deposits.List[i].Currency,
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Amount: deposits.List[i].Amount,
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CryptoToAddress: deposits.List[i].Address,
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TransferType: "deposit",
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})
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}
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}
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}
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for x := range currs {
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var resp []exchange.WithdrawalHistory
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resp, err = z.GetWithdrawalsHistory(ctx, currs[x], asset.Spot)
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if err != nil {
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return nil, err
|
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}
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for y := range resp {
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records = append(records, exchange.FundingHistory{
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ExchangeName: z.GetName(),
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Status: resp[y].Status,
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TransferID: resp[y].TransferID,
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Timestamp: resp[y].Timestamp,
|
|
Currency: resp[y].Currency,
|
|
Amount: resp[y].Amount,
|
|
CryptoToAddress: resp[y].CryptoToAddress,
|
|
Fee: resp[y].Fee,
|
|
TransferType: resp[y].TransferType,
|
|
})
|
|
}
|
|
}
|
|
|
|
sort.Slice(records, func(i, j int) bool {
|
|
return records[i].Timestamp.Before(records[j].Timestamp)
|
|
})
|
|
return records, nil
|
|
}
|
|
|
|
// GetWithdrawalsHistory returns previous withdrawals data
|
|
func (z *ZB) GetWithdrawalsHistory(ctx context.Context, c currency.Code, _ asset.Item) ([]exchange.WithdrawalHistory, error) {
|
|
totalPages := int64(1)
|
|
var records []exchange.WithdrawalHistory
|
|
for y := int64(0); y < totalPages; y++ {
|
|
withdrawals, err := z.GetWithdrawalRecords(ctx, &WalletRecordsRequest{
|
|
Currency: c,
|
|
PageIndex: y,
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
totalPages = withdrawals.Total
|
|
for i := range withdrawals.List {
|
|
var status string
|
|
switch withdrawals.List[i].Status {
|
|
case 0:
|
|
status = "submitted"
|
|
case 1:
|
|
status = "failed"
|
|
case 2:
|
|
status = "successful"
|
|
case 3:
|
|
status = "cancelled"
|
|
case 5:
|
|
status = "confirmed"
|
|
}
|
|
records = append(records, exchange.WithdrawalHistory{
|
|
Status: status,
|
|
TransferID: strconv.FormatInt(withdrawals.List[i].ID, 10),
|
|
Timestamp: time.Unix(withdrawals.List[i].SubmitTime, 0),
|
|
Currency: c.String(),
|
|
Amount: withdrawals.List[i].Amount,
|
|
CryptoToAddress: withdrawals.List[i].ToAddress,
|
|
Fee: withdrawals.List[i].Fees,
|
|
TransferType: "withdrawal",
|
|
})
|
|
}
|
|
}
|
|
return records, nil
|
|
}
|
|
|
|
// GetServerTime returns the current exchange server time.
|
|
func (z *ZB) GetServerTime(_ context.Context, _ asset.Item) (time.Time, error) {
|
|
return time.Time{}, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetRecentTrades returns the most recent trades for a currency and asset
|
|
func (z *ZB) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
|
|
var err error
|
|
p, err = z.FormatExchangeCurrency(p, assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var tradeData TradeHistory
|
|
tradeData, err = z.GetTrades(ctx, p.String())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]trade.Data, len(tradeData))
|
|
for i := range tradeData {
|
|
var side order.Side
|
|
side, err = order.StringToOrderSide(tradeData[i].Type)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
resp[i] = trade.Data{
|
|
Exchange: z.Name,
|
|
TID: strconv.FormatInt(tradeData[i].Tid, 10),
|
|
CurrencyPair: p,
|
|
AssetType: assetType,
|
|
Side: side,
|
|
Price: tradeData[i].Price,
|
|
Amount: tradeData[i].Amount,
|
|
Timestamp: time.Unix(tradeData[i].Date, 0),
|
|
}
|
|
}
|
|
|
|
err = z.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 (z *ZB) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// SubmitOrder submits a new order
|
|
func (z *ZB) SubmitOrder(ctx context.Context, o *order.Submit) (*order.SubmitResponse, error) {
|
|
err := o.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
var isBuyOrder int64
|
|
if o.Side == order.Buy {
|
|
isBuyOrder = 1
|
|
} else {
|
|
isBuyOrder = 0
|
|
}
|
|
var response *WsSubmitOrderResponse
|
|
response, err = z.wsSubmitOrder(ctx, o.Pair, o.Amount, o.Price, isBuyOrder)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return o.DeriveSubmitResponse(strconv.FormatInt(response.Data.EntrustID, 10))
|
|
}
|
|
var orderType = SpotNewOrderRequestParamsTypeSell
|
|
if o.Side == order.Buy {
|
|
orderType = SpotNewOrderRequestParamsTypeBuy
|
|
}
|
|
|
|
fPair, err := z.FormatExchangeCurrency(o.Pair, o.AssetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var params = SpotNewOrderRequestParams{
|
|
Amount: o.Amount,
|
|
Price: o.Price,
|
|
Symbol: fPair.Lower().String(),
|
|
Type: orderType,
|
|
}
|
|
var response int64
|
|
response, err = z.SpotNewOrder(ctx, params)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return o.DeriveSubmitResponse(strconv.FormatInt(response, 10))
|
|
}
|
|
|
|
// ModifyOrder will allow of changing orderbook placement and limit to
|
|
// market conversion
|
|
func (z *ZB) ModifyOrder(_ context.Context, _ *order.Modify) (*order.ModifyResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// CancelOrder cancels an order by its corresponding ID number
|
|
func (z *ZB) 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
|
|
}
|
|
|
|
if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
var response *WsCancelOrderResponse
|
|
response, err = z.wsCancelOrder(ctx, o.Pair, orderIDInt)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
if !response.Success {
|
|
return fmt.Errorf("%w %v %v", request.ErrAuthRequestFailed, o.OrderID, response.Message)
|
|
}
|
|
return nil
|
|
}
|
|
fPair, err := z.FormatExchangeCurrency(o.Pair, o.AssetType)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
return z.CancelExistingOrder(ctx, orderIDInt, fPair.String())
|
|
}
|
|
|
|
// CancelBatchOrders cancels an orders by their corresponding ID numbers
|
|
func (z *ZB) CancelBatchOrders(_ context.Context, _ []order.Cancel) (*order.CancelBatchResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// CancelAllOrders cancels all orders associated with a currency pair
|
|
func (z *ZB) CancelAllOrders(ctx context.Context, _ *order.Cancel) (order.CancelAllResponse, error) {
|
|
cancelAllOrdersResponse := order.CancelAllResponse{
|
|
Status: make(map[string]string),
|
|
}
|
|
var allOpenOrders []Order
|
|
enabledPairs, err := z.GetEnabledPairs(asset.Spot)
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
|
|
for x := range enabledPairs {
|
|
fPair, err := z.FormatExchangeCurrency(enabledPairs[x], asset.Spot)
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
for y := int64(1); ; y++ {
|
|
openOrders, err := z.GetUnfinishedOrdersIgnoreTradeType(ctx,
|
|
fPair.String(), y, 10)
|
|
if err != nil {
|
|
if strings.Contains(err.Error(), "3001") {
|
|
break
|
|
}
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
|
|
if len(openOrders) == 0 {
|
|
break
|
|
}
|
|
|
|
allOpenOrders = append(allOpenOrders, openOrders...)
|
|
|
|
if len(openOrders) != 10 {
|
|
break
|
|
}
|
|
}
|
|
}
|
|
|
|
for i := range allOpenOrders {
|
|
p, err := currency.NewPairFromString(allOpenOrders[i].Currency)
|
|
if err != nil {
|
|
cancelAllOrdersResponse.Status[allOpenOrders[i].ID] = err.Error()
|
|
continue
|
|
}
|
|
|
|
err = z.CancelOrder(ctx, &order.Cancel{
|
|
OrderID: allOpenOrders[i].ID,
|
|
Pair: p,
|
|
AssetType: asset.Spot,
|
|
})
|
|
if err != nil {
|
|
cancelAllOrdersResponse.Status[allOpenOrders[i].ID] = err.Error()
|
|
}
|
|
}
|
|
|
|
return cancelAllOrdersResponse, nil
|
|
}
|
|
|
|
// GetOrderInfo returns order information based on order ID
|
|
func (z *ZB) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (*order.Detail, error) {
|
|
if pair.IsEmpty() {
|
|
return nil, currency.ErrCurrencyPairEmpty
|
|
}
|
|
if err := z.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
resp, err := z.GetSingleOrder(ctx, orderID, "", pair)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
side := order.Sell
|
|
if resp.Type == 1 {
|
|
side = order.Buy
|
|
}
|
|
var status order.Status
|
|
switch resp.Status {
|
|
case 1:
|
|
status = order.Cancelled
|
|
case 2:
|
|
status = order.Closed
|
|
case 3:
|
|
status = order.Pending
|
|
}
|
|
return &order.Detail{
|
|
Price: resp.Price,
|
|
Amount: resp.TotalAmount,
|
|
ExecutedAmount: resp.TradeAmount,
|
|
RemainingAmount: resp.TotalAmount - resp.TradeAmount,
|
|
Fee: resp.Fees,
|
|
FeeAsset: pair.Quote,
|
|
Exchange: z.Name,
|
|
OrderID: resp.ID,
|
|
Side: side,
|
|
Status: status,
|
|
AssetType: assetType,
|
|
Date: time.Unix(resp.TradeDate, 0),
|
|
Pair: pair,
|
|
}, nil
|
|
}
|
|
|
|
// GetDepositAddress returns a deposit address for a specified currency
|
|
func (z *ZB) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, chain string) (*deposit.Address, error) {
|
|
if chain != "" {
|
|
addresses, err := z.GetMultiChainDepositAddress(ctx, cryptocurrency)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for x := range addresses {
|
|
if strings.EqualFold(addresses[x].Blockchain, chain) {
|
|
return &deposit.Address{
|
|
Address: addresses[x].Address,
|
|
Tag: addresses[x].Memo,
|
|
}, nil
|
|
}
|
|
}
|
|
return nil, fmt.Errorf("%w %s does not support chain %s", request.ErrAuthRequestFailed, cryptocurrency.String(), chain)
|
|
}
|
|
address, err := z.GetCryptoAddress(ctx, cryptocurrency)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return &deposit.Address{
|
|
Address: address.Message.Data.Address,
|
|
Tag: address.Message.Data.Tag,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
|
|
// submitted
|
|
func (z *ZB) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
v, err := z.Withdraw(ctx,
|
|
withdrawRequest.Currency.Lower().String(),
|
|
withdrawRequest.Crypto.Address,
|
|
withdrawRequest.TradePassword,
|
|
withdrawRequest.Amount,
|
|
withdrawRequest.Crypto.FeeAmount,
|
|
false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &withdraw.ExchangeResponse{
|
|
ID: v,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawFiatFunds returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (z *ZB) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (z *ZB) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on type of transaction
|
|
func (z *ZB) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
if feeBuilder == nil {
|
|
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
|
|
}
|
|
if (!z.AreCredentialsValid(ctx) || z.SkipAuthCheck) && // Todo check connection status
|
|
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
|
|
feeBuilder.FeeType = exchange.OfflineTradeFee
|
|
}
|
|
return z.GetFee(feeBuilder)
|
|
}
|
|
|
|
// GetActiveOrders retrieves any orders that are active/open
|
|
// This function is not concurrency safe due to orderSide/orderType maps
|
|
func (z *ZB) GetActiveOrders(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
|
|
err := req.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var allOrders []Order
|
|
for x := range req.Pairs {
|
|
for i := int64(1); ; i++ {
|
|
var fPair currency.Pair
|
|
fPair, err = z.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var resp []Order
|
|
resp, err = z.GetUnfinishedOrdersIgnoreTradeType(ctx,
|
|
fPair.String(), i, 10)
|
|
if err != nil {
|
|
if strings.Contains(err.Error(), "3001") {
|
|
break
|
|
}
|
|
return nil, err
|
|
}
|
|
|
|
if len(resp) == 0 {
|
|
break
|
|
}
|
|
|
|
allOrders = append(allOrders, resp...)
|
|
|
|
if len(resp) != 10 {
|
|
break
|
|
}
|
|
}
|
|
}
|
|
|
|
format, err := z.GetPairFormat(asset.Spot, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
orders := make([]order.Detail, len(allOrders))
|
|
for i := range allOrders {
|
|
var symbol currency.Pair
|
|
symbol, err = currency.NewPairDelimiter(allOrders[i].Currency,
|
|
format.Delimiter)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
orderDate := time.Unix(allOrders[i].TradeDate, 0)
|
|
orderSide := orderSideMap[allOrders[i].Type]
|
|
orders[i] = order.Detail{
|
|
OrderID: allOrders[i].ID,
|
|
Amount: allOrders[i].TotalAmount,
|
|
Exchange: z.Name,
|
|
Date: orderDate,
|
|
Price: allOrders[i].Price,
|
|
Side: orderSide,
|
|
Pair: symbol,
|
|
}
|
|
}
|
|
return req.Filter(z.Name, orders), nil
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information
|
|
// Can Limit response to specific order status
|
|
// This function is not concurrency safe due to orderSide/orderType maps
|
|
func (z *ZB) GetOrderHistory(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
|
|
err := req.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
sides := make([]int64, 0, 2)
|
|
switch {
|
|
case req.Side == order.AnySide:
|
|
sides = append(sides, 0, 1)
|
|
case req.Side.IsLong():
|
|
sides = append(sides, 1)
|
|
case req.Side.IsShort():
|
|
sides = append(sides, 0)
|
|
default:
|
|
return nil, fmt.Errorf("%w %v", order.ErrUnsupportedOrderType, req.Side)
|
|
}
|
|
var allOrders []Order
|
|
if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
for x := range req.Pairs {
|
|
for y := int64(1); ; y++ {
|
|
var resp *WsGetOrdersIgnoreTradeTypeResponse
|
|
resp, err = z.wsGetOrdersIgnoreTradeType(ctx, req.Pairs[x], y, 10)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
allOrders = append(allOrders, resp.Data...)
|
|
if len(resp.Data) != 10 {
|
|
break
|
|
}
|
|
}
|
|
}
|
|
} else {
|
|
for i := range sides {
|
|
for x := range req.Pairs {
|
|
for y := int64(1); ; y++ {
|
|
var fPair currency.Pair
|
|
fPair, err = z.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var resp []Order
|
|
resp, err = z.GetOrders(ctx, fPair.String(), y, sides[i])
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if len(resp) == 0 {
|
|
break
|
|
}
|
|
allOrders = append(allOrders, resp...)
|
|
if len(resp) != 10 {
|
|
break
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
format, err := z.GetPairFormat(asset.Spot, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
orders := make([]order.Detail, len(allOrders))
|
|
for i := range allOrders {
|
|
var pair currency.Pair
|
|
pair, err = currency.NewPairDelimiter(allOrders[i].Currency,
|
|
format.Delimiter)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
orderDate := time.Unix(allOrders[i].TradeDate, 0)
|
|
orderSide := orderSideMap[allOrders[i].Type]
|
|
detail := order.Detail{
|
|
OrderID: allOrders[i].ID,
|
|
Amount: allOrders[i].TotalAmount,
|
|
ExecutedAmount: allOrders[i].TradeAmount,
|
|
RemainingAmount: allOrders[i].TotalAmount - allOrders[i].TradeAmount,
|
|
Exchange: z.Name,
|
|
Date: orderDate,
|
|
Price: allOrders[i].Price,
|
|
AverageExecutedPrice: allOrders[i].TradePrice,
|
|
Side: orderSide,
|
|
Pair: pair,
|
|
}
|
|
detail.InferCostsAndTimes()
|
|
orders[i] = detail
|
|
}
|
|
return req.Filter(z.Name, orders), nil
|
|
}
|
|
|
|
// ValidateAPICredentials validates current credentials used for wrapper
|
|
// functionality
|
|
func (z *ZB) ValidateAPICredentials(ctx context.Context, assetType asset.Item) error {
|
|
_, err := z.UpdateAccountInfo(ctx, assetType)
|
|
return z.CheckTransientError(err)
|
|
}
|
|
|
|
// FormatExchangeKlineInterval returns Interval to exchange formatted string
|
|
func (z *ZB) FormatExchangeKlineInterval(in kline.Interval) string {
|
|
switch in {
|
|
case kline.OneMin, kline.ThreeMin,
|
|
kline.FiveMin, kline.FifteenMin, kline.ThirtyMin:
|
|
return in.Short() + "in"
|
|
case kline.OneHour, kline.TwoHour, kline.FourHour, kline.SixHour, kline.TwelveHour:
|
|
return in.Short()[:len(in.Short())-1] + "hour"
|
|
case kline.OneDay:
|
|
return "1day"
|
|
case kline.ThreeDay:
|
|
return "3day"
|
|
case kline.OneWeek:
|
|
return "1week"
|
|
}
|
|
return ""
|
|
}
|
|
|
|
// GetHistoricCandles returns candles between a time period for a set time interval
|
|
func (z *ZB) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
|
|
req, err := z.GetKlineRequest(pair, a, interval, start, end, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
candles, err := z.GetSpotKline(ctx, KlinesRequestParams{
|
|
Type: z.FormatExchangeKlineInterval(req.ExchangeInterval),
|
|
Symbol: req.RequestFormatted.String(),
|
|
Since: start.UnixMilli(),
|
|
Size: req.RequestLimit,
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
timeSeries := make([]kline.Candle, 0, len(candles.Data))
|
|
for x := range candles.Data {
|
|
if candles.Data[x].KlineTime.Before(start) || candles.Data[x].KlineTime.After(end) {
|
|
continue
|
|
}
|
|
timeSeries = append(timeSeries, kline.Candle{
|
|
Time: candles.Data[x].KlineTime,
|
|
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 (z *ZB) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
|
|
req, err := z.GetKlineExtendedRequest(pair, a, interval, start, end)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
count := kline.TotalCandlesPerInterval(req.Start, req.End, req.ExchangeInterval)
|
|
if count > 1000 {
|
|
return nil,
|
|
fmt.Errorf("candles count: %d max lookback: %d, %w",
|
|
count, 1000, kline.ErrRequestExceedsMaxLookback)
|
|
}
|
|
|
|
timeSeries := make([]kline.Candle, 0, req.Size())
|
|
for i := range req.RangeHolder.Ranges {
|
|
var candles KLineResponse
|
|
candles, err = z.GetSpotKline(ctx, KlinesRequestParams{
|
|
Type: z.FormatExchangeKlineInterval(req.ExchangeInterval),
|
|
Symbol: req.RequestFormatted.String(),
|
|
Since: req.RangeHolder.Ranges[i].Start.Time.UnixMilli(),
|
|
Size: int64(req.RangeHolder.Limit),
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for x := range candles.Data {
|
|
if candles.Data[x].KlineTime.Before(req.Start) || candles.Data[x].KlineTime.After(req.End) {
|
|
continue
|
|
}
|
|
timeSeries = append(timeSeries, kline.Candle{
|
|
Time: candles.Data[x].KlineTime,
|
|
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)
|
|
}
|
|
|
|
// GetAvailableTransferChains returns the available transfer blockchains for the specific
|
|
// cryptocurrency
|
|
func (z *ZB) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
|
|
chains, err := z.GetMultiChainDepositAddress(ctx, cryptocurrency)
|
|
if err != nil {
|
|
// returned on valid currencies like BTC, despite having a deposit
|
|
// address created it will advise the user to create one via their
|
|
// app or website. In this case, we'll just return nil transfer
|
|
// chains and no error message
|
|
if strings.Contains(err.Error(), "APP") {
|
|
return nil, nil
|
|
}
|
|
return nil, err
|
|
}
|
|
|
|
availableChains := make([]string, len(chains))
|
|
for x := range chains {
|
|
availableChains[x] = chains[x].Blockchain
|
|
}
|
|
return availableChains, nil
|
|
}
|
|
|
|
// GetFuturesContractDetails returns all contracts from the exchange by asset type
|
|
func (z *ZB) GetFuturesContractDetails(context.Context, asset.Item) ([]futures.Contract, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetLatestFundingRates returns the latest funding rates data
|
|
func (z *ZB) GetLatestFundingRates(context.Context, *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// UpdateOrderExecutionLimits updates order execution limits
|
|
func (z *ZB) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
|
|
return common.ErrNotYetImplemented
|
|
}
|