Files
gocryptotrader/exchanges/bitstamp/bitstamp_wrapper.go
Luis Rascão a70224d123 exchanges/websocket: Allow configuration of orderbook publish period (#805)
* Allow configuration of orderbook publish period

For some applications that import GCT it's more interesting to be
immediately notified of an exchange orderbook update instead of
only getting notified every 10 seconds. This option allows that
to happen while keeping the previous default.

* exchanges: allow configuration of orderbook update period
2021-10-20 11:44:24 +11:00

954 lines
27 KiB
Go

package bitstamp
import (
"context"
"errors"
"sort"
"strconv"
"sync"
"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/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (b *Bitstamp) GetDefaultConfig() (*config.ExchangeConfig, error) {
b.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = b.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = b.BaseCurrencies
err := b.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = b.UpdateTradablePairs(context.TODO(), true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets default for Bitstamp
func (b *Bitstamp) SetDefaults() {
b.Name = "Bitstamp"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
b.API.CredentialsValidator.RequiresClientID = true
requestFmt := &currency.PairFormat{}
configFmt := &currency.PairFormat{
Uppercase: true,
Delimiter: currency.ForwardSlashDelimiter,
}
err := b.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
DepositHistory: true,
WithdrawalHistory: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
FiatDeposit: true,
FiatWithdraw: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CryptoDepositFee: true,
},
WebsocketCapabilities: protocol.Features{
TradeFetching: true,
OrderbookFetching: true,
Subscribe: true,
Unsubscribe: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto |
exchange.AutoWithdrawFiat,
Kline: kline.ExchangeCapabilitiesSupported{
Intervals: true,
DateRanges: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.OneMin.Word(): true,
kline.ThreeMin.Word(): true,
kline.FiveMin.Word(): true,
kline.FifteenMin.Word(): true,
kline.ThirtyMin.Word(): true,
kline.OneHour.Word(): true,
kline.TwoHour.Word(): true,
kline.FourHour.Word(): true,
kline.SixHour.Word(): true,
kline.TwelveHour.Word(): true,
kline.OneDay.Word(): true,
kline.ThreeDay.Word(): true,
},
ResultLimit: 1000,
},
},
}
b.Requester = request.New(b.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(request.NewBasicRateLimit(bitstampRateInterval, bitstampRequestRate)))
b.API.Endpoints = b.NewEndpoints()
err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: bitstampAPIURL,
exchange.WebsocketSpot: bitstampWSURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Websocket = stream.New()
b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup sets configuration values to bitstamp
func (b *Bitstamp) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
err := b.SetupDefaults(exch)
if err != nil {
return err
}
wsURL, err := b.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = b.Websocket.Setup(&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: bitstampWSURL,
ExchangeName: exch.Name,
RunningURL: wsURL,
Connector: b.WsConnect,
Subscriber: b.Subscribe,
UnSubscriber: b.Unsubscribe,
GenerateSubscriptions: b.generateDefaultSubscriptions,
Features: &b.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
OrderbookPublishPeriod: exch.OrderbookConfig.PublishPeriod,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
})
if err != nil {
return err
}
return b.Websocket.SetupNewConnection(stream.ConnectionSetup{
URL: b.Websocket.GetWebsocketURL(),
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
}
// Start starts the Bitstamp go routine
func (b *Bitstamp) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the Bitstamp wrapper
func (b *Bitstamp) Run() {
if b.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s.",
b.Name,
common.IsEnabled(b.Websocket.IsEnabled()))
b.PrintEnabledPairs()
}
forceUpdate := false
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to get pair format. Err %s\n",
b.Name,
err)
return
}
enabled, err := b.CurrencyPairs.GetPairs(asset.Spot, true)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to get enabled currencies. Err %s\n",
b.Name,
err)
return
}
avail, err := b.CurrencyPairs.GetPairs(asset.Spot, false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to get available currencies. Err %s\n",
b.Name,
err)
return
}
if !common.StringDataContains(enabled.Strings(), format.Delimiter) ||
!common.StringDataContains(avail.Strings(), format.Delimiter) {
var enabledPairs currency.Pairs
enabledPairs, err = currency.NewPairsFromStrings([]string{
currency.BTC.String() + format.Delimiter + currency.USD.String(),
})
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update currencies. Err %s\n",
b.Name,
err)
} else {
log.Warn(log.ExchangeSys,
"Bitstamp: Enabled and available pairs reset due to config upgrade, please enable the ones you would like to use again")
forceUpdate = true
err = b.UpdatePairs(enabledPairs, asset.Spot, true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
b.Name,
err)
}
}
}
if !b.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err = b.UpdateTradablePairs(context.TODO(), forceUpdate)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
b.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (b *Bitstamp) FetchTradablePairs(ctx context.Context, asset asset.Item) ([]string, error) {
pairs, err := b.GetTradingPairs(ctx)
if err != nil {
return nil, err
}
var products []string
for x := range pairs {
if pairs[x].Trading != "Enabled" {
continue
}
products = append(products, pairs[x].Name)
}
return products, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *Bitstamp) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
pairs, err := b.FetchTradablePairs(ctx, asset.Spot)
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
return b.UpdatePairs(p, asset.Spot, false, forceUpdate)
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (b *Bitstamp) UpdateTickers(ctx context.Context, a asset.Item) error {
return common.ErrFunctionNotSupported
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bitstamp) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
fPair, err := b.FormatExchangeCurrency(p, a)
if err != nil {
return nil, err
}
tick, err := b.GetTicker(ctx, fPair.String(), false)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick.Last,
High: tick.High,
Low: tick.Low,
Bid: tick.Bid,
Ask: tick.Ask,
Volume: tick.Volume,
Open: tick.Open,
Pair: fPair,
LastUpdated: time.Unix(tick.Timestamp, 0),
ExchangeName: b.Name,
AssetType: a})
if err != nil {
return nil, err
}
return ticker.GetTicker(b.Name, fPair, a)
}
// FetchTicker returns the ticker for a currency pair
func (b *Bitstamp) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
tick, err := ticker.GetTicker(b.Name, fPair, assetType)
if err != nil {
return b.UpdateTicker(ctx, fPair, assetType)
}
return tick, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *Bitstamp) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if (!b.AllowAuthenticatedRequest() || b.SkipAuthCheck) && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return b.GetFee(ctx, feeBuilder)
}
// FetchOrderbook returns the orderbook for a currency pair
func (b *Bitstamp) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
ob, err := orderbook.Get(b.Name, fPair, assetType)
if err != nil {
return b.UpdateOrderbook(ctx, fPair, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bitstamp) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: b.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: b.CanVerifyOrderbook,
}
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
orderbookNew, err := b.GetOrderbook(ctx, fPair.String())
if err != nil {
return book, err
}
for x := range orderbookNew.Bids {
book.Bids = append(book.Bids, orderbook.Item{
Amount: orderbookNew.Bids[x].Amount,
Price: orderbookNew.Bids[x].Price,
})
}
for x := range orderbookNew.Asks {
book.Asks = append(book.Asks, orderbook.Item{
Amount: orderbookNew.Asks[x].Amount,
Price: orderbookNew.Asks[x].Price,
})
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(b.Name, fPair, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// Bitstamp exchange
func (b *Bitstamp) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var response account.Holdings
response.Exchange = b.Name
accountBalance, err := b.GetBalance(ctx)
if err != nil {
return response, err
}
var currencies []account.Balance
for k, v := range accountBalance {
currencies = append(currencies, account.Balance{
CurrencyName: currency.NewCode(k),
TotalValue: v.Available,
Hold: v.Reserved,
})
}
response.Accounts = append(response.Accounts, account.SubAccount{
Currencies: currencies,
})
err = account.Process(&response)
if err != nil {
return account.Holdings{}, err
}
return response, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (b *Bitstamp) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(b.Name, assetType)
if err != nil {
return b.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *Bitstamp) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (b *Bitstamp) GetWithdrawalsHistory(ctx context.Context, c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
return nil, common.ErrNotYetImplemented
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (b *Bitstamp) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
p, err = b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
var tradeData []Transactions
tradeData, err = b.GetTransactions(ctx, p.String(), "")
if err != nil {
return nil, err
}
var resp []trade.Data
for i := range tradeData {
s := order.Buy
if tradeData[i].Type == 1 {
s = order.Sell
}
resp = append(resp, trade.Data{
Exchange: b.Name,
TID: strconv.FormatInt(tradeData[i].TradeID, 10),
CurrencyPair: p,
AssetType: assetType,
Side: s,
Price: tradeData[i].Price,
Amount: tradeData[i].Amount,
Timestamp: time.Unix(tradeData[i].Date, 0),
})
}
err = b.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 (b *Bitstamp) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (b *Bitstamp) SubmitOrder(ctx context.Context, s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
fPair, err := b.FormatExchangeCurrency(s.Pair, s.AssetType)
if err != nil {
return submitOrderResponse, err
}
buy := s.Side == order.Buy
market := s.Type == order.Market
response, err := b.PlaceOrder(ctx,
fPair.String(),
s.Price,
s.Amount,
buy,
market)
if err != nil {
return submitOrderResponse, err
}
if response.ID > 0 {
submitOrderResponse.OrderID = strconv.FormatInt(response.ID, 10)
}
submitOrderResponse.IsOrderPlaced = true
if s.Type == order.Market {
submitOrderResponse.FullyMatched = true
}
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bitstamp) ModifyOrder(ctx context.Context, action *order.Modify) (order.Modify, error) {
return order.Modify{}, common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Bitstamp) CancelOrder(ctx context.Context, o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
orderIDInt, err := strconv.ParseInt(o.ID, 10, 64)
if err != nil {
return err
}
_, err = b.CancelExistingOrder(ctx, orderIDInt)
return err
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (b *Bitstamp) CancelBatchOrders(ctx context.Context, o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *Bitstamp) CancelAllOrders(ctx context.Context, _ *order.Cancel) (order.CancelAllResponse, error) {
success, err := b.CancelAllExistingOrders(ctx)
if err != nil {
return order.CancelAllResponse{}, err
}
if !success {
err = errors.New("cancel all orders failed. Bitstamp provides no further information. Check order status to verify")
}
return order.CancelAllResponse{}, err
}
// GetOrderInfo returns order information based on order ID
func (b *Bitstamp) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *Bitstamp) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, _ string) (*deposit.Address, error) {
addr, err := b.GetCryptoDepositAddress(ctx, cryptocurrency)
if err != nil {
return nil, err
}
var tag string
if addr.DestinationTag != 0 {
tag = strconv.FormatInt(addr.DestinationTag, 10)
}
return &deposit.Address{
Address: addr.Address,
Tag: tag,
}, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *Bitstamp) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
resp, err := b.CryptoWithdrawal(ctx,
withdrawRequest.Amount,
withdrawRequest.Crypto.Address,
withdrawRequest.Currency.String(),
withdrawRequest.Crypto.AddressTag)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: strconv.FormatInt(resp.ID, 10),
}, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bitstamp) WithdrawFiatFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
resp, err := b.OpenBankWithdrawal(ctx,
withdrawRequest.Amount,
withdrawRequest.Currency.String(),
withdrawRequest.Fiat.Bank.AccountName,
withdrawRequest.Fiat.Bank.IBAN,
withdrawRequest.Fiat.Bank.SWIFTCode,
withdrawRequest.Fiat.Bank.BankAddress,
withdrawRequest.Fiat.Bank.BankPostalCode,
withdrawRequest.Fiat.Bank.BankPostalCity,
withdrawRequest.Fiat.Bank.BankCountry,
withdrawRequest.Description,
sepaWithdrawal)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: strconv.FormatInt(resp.ID, 10),
}, nil
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bitstamp) WithdrawFiatFundsToInternationalBank(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
resp, err := b.OpenInternationalBankWithdrawal(ctx,
withdrawRequest.Amount,
withdrawRequest.Currency.String(),
withdrawRequest.Fiat.Bank.AccountName,
withdrawRequest.Fiat.Bank.IBAN,
withdrawRequest.Fiat.Bank.SWIFTCode,
withdrawRequest.Fiat.Bank.BankAddress,
withdrawRequest.Fiat.Bank.BankPostalCode,
withdrawRequest.Fiat.Bank.BankPostalCity,
withdrawRequest.Fiat.Bank.BankCountry,
withdrawRequest.Fiat.IntermediaryBankName,
withdrawRequest.Fiat.IntermediaryBankAddress,
withdrawRequest.Fiat.IntermediaryBankPostalCode,
withdrawRequest.Fiat.IntermediaryBankCity,
withdrawRequest.Fiat.IntermediaryBankCountry,
withdrawRequest.Fiat.WireCurrency,
withdrawRequest.Description,
internationalWithdrawal)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: strconv.FormatInt(resp.ID, 10),
}, nil
}
// GetActiveOrders retrieves any orders that are active/open
func (b *Bitstamp) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var currPair string
if len(req.Pairs) != 1 {
currPair = "all"
} else {
fPair, err := b.FormatExchangeCurrency(req.Pairs[0], asset.Spot)
if err != nil {
return nil, err
}
currPair = fPair.String()
}
resp, err := b.GetOpenOrders(ctx, currPair)
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range resp {
orderSide := order.Buy
if resp[i].Type == SellOrder {
orderSide = order.Sell
}
tm, err := parseTime(resp[i].DateTime)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s GetActiveOrders unable to parse time: %s\n", b.Name, err)
}
var p currency.Pair
if currPair == "all" {
// Currency pairs are returned as format "currency_pair": "BTC/USD"
// only when all is specified
p, err = currency.NewPairFromString(resp[i].Currency)
if err != nil {
return nil, err
}
} else {
p = req.Pairs[0]
}
orders = append(orders, order.Detail{
Amount: resp[i].Amount,
ID: strconv.FormatInt(resp[i].ID, 10),
Price: resp[i].Price,
Type: order.Limit,
Side: orderSide,
Date: tm,
Pair: p,
Exchange: b.Name,
})
}
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *Bitstamp) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var currPair string
if len(req.Pairs) == 1 {
fPair, err := b.FormatExchangeCurrency(req.Pairs[0], asset.Spot)
if err != nil {
return nil, err
}
currPair = fPair.String()
}
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
resp, err := b.GetUserTransactions(ctx, currPair)
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range resp {
if resp[i].Type != MarketTrade {
continue
}
var quoteCurrency, baseCurrency currency.Code
switch {
case resp[i].BTC > 0:
baseCurrency = currency.BTC
case resp[i].XRP > 0:
baseCurrency = currency.XRP
default:
log.Warnf(log.ExchangeSys,
"%s No base currency found for ID '%d'\n",
b.Name,
resp[i].OrderID)
}
switch {
case resp[i].USD > 0:
quoteCurrency = currency.USD
case resp[i].EUR > 0:
quoteCurrency = currency.EUR
default:
log.Warnf(log.ExchangeSys,
"%s No quote currency found for orderID '%d'\n",
b.Name,
resp[i].OrderID)
}
var currPair currency.Pair
if quoteCurrency.String() != "" && baseCurrency.String() != "" {
currPair = currency.NewPairWithDelimiter(baseCurrency.String(),
quoteCurrency.String(),
format.Delimiter)
}
tm, err := parseTime(resp[i].Date)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s GetOrderHistory unable to parse time: %s\n", b.Name, err)
}
orders = append(orders, order.Detail{
ID: strconv.FormatInt(resp[i].OrderID, 10),
Date: tm,
Exchange: b.Name,
Pair: currPair,
})
}
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (b *Bitstamp) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
_, err := b.UpdateAccountInfo(ctx, assetType)
return b.CheckTransientError(err)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (b *Bitstamp) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := b.ValidateKline(pair, a, interval); err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: b.Name,
Pair: pair,
Asset: a,
Interval: interval,
}
formattedPair, err := b.FormatExchangeCurrency(pair, a)
if err != nil {
return kline.Item{}, err
}
candles, err := b.OHLC(ctx,
formattedPair.Lower().String(),
start,
end,
b.FormatExchangeKlineInterval(interval),
strconv.FormatInt(int64(b.Features.Enabled.Kline.ResultLimit), 10),
)
if err != nil {
return kline.Item{}, err
}
for x := range candles.Data.OHLCV {
if time.Unix(candles.Data.OHLCV[x].Timestamp, 0).Before(start) ||
time.Unix(candles.Data.OHLCV[x].Timestamp, 0).After(end) {
continue
}
ret.Candles = append(ret.Candles, kline.Candle{
Time: time.Unix(candles.Data.OHLCV[x].Timestamp, 0),
Open: candles.Data.OHLCV[x].Open,
High: candles.Data.OHLCV[x].High,
Low: candles.Data.OHLCV[x].Low,
Close: candles.Data.OHLCV[x].Close,
Volume: candles.Data.OHLCV[x].Volume,
})
}
ret.SortCandlesByTimestamp(false)
return ret, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (b *Bitstamp) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := b.ValidateKline(pair, a, interval); err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: b.Name,
Pair: pair,
Asset: a,
Interval: interval,
}
dates, err := kline.CalculateCandleDateRanges(start, end, interval, b.Features.Enabled.Kline.ResultLimit)
if err != nil {
return kline.Item{}, err
}
formattedPair, err := b.FormatExchangeCurrency(pair, a)
if err != nil {
return kline.Item{}, err
}
for x := range dates.Ranges {
var candles OHLCResponse
candles, err = b.OHLC(ctx,
formattedPair.Lower().String(),
dates.Ranges[x].Start.Time,
dates.Ranges[x].End.Time,
b.FormatExchangeKlineInterval(interval),
strconv.FormatInt(int64(b.Features.Enabled.Kline.ResultLimit), 10),
)
if err != nil {
return kline.Item{}, err
}
for i := range candles.Data.OHLCV {
if time.Unix(candles.Data.OHLCV[i].Timestamp, 0).Before(start) ||
time.Unix(candles.Data.OHLCV[i].Timestamp, 0).After(end) {
continue
}
ret.Candles = append(ret.Candles, kline.Candle{
Time: time.Unix(candles.Data.OHLCV[i].Timestamp, 0),
Open: candles.Data.OHLCV[i].Open,
High: candles.Data.OHLCV[i].High,
Low: candles.Data.OHLCV[i].Low,
Close: candles.Data.OHLCV[i].Close,
Volume: candles.Data.OHLCV[i].Volume,
})
}
}
dates.SetHasDataFromCandles(ret.Candles)
summary := dates.DataSummary(false)
if len(summary) > 0 {
log.Warnf(log.ExchangeSys, "%v - %v", b.Name, summary)
}
ret.RemoveDuplicates()
ret.RemoveOutsideRange(start, end)
ret.SortCandlesByTimestamp(false)
return ret, nil
}