Files
gocryptotrader/exchanges/bittrex/bittrex_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

1032 lines
30 KiB
Go

package bittrex
import (
"context"
"errors"
"fmt"
"sort"
"strings"
"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 *Bittrex) 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 the basic defaults for Bittrex
func (b *Bittrex) SetDefaults() {
b.Name = "Bittrex"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
spot := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.DashDelimiter,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.DashDelimiter,
},
}
err := b.StoreAssetPairFormat(asset.Spot, spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.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,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
CancelOrders: true,
SubmitOrder: true,
DepositHistory: true,
WithdrawalHistory: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
OrderbookFetching: true,
Subscribe: true,
Unsubscribe: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.NoFiatWithdrawals,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.OneMin.Word(): true,
kline.FiveMin.Word(): true,
kline.OneHour.Word(): true,
kline.OneDay.Word(): true,
},
},
},
}
b.Requester = request.New(b.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(request.NewBasicRateLimit(ratePeriod, rateLimit)))
b.API.Endpoints = b.NewEndpoints()
err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: bittrexAPIRestURL,
exchange.WebsocketSpot: bittrexAPIWSURL,
exchange.WebsocketSpotSupplementary: bittrexAPIWSNegotiationsURL,
})
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 takes in the supplied exchange configuration details and sets params
func (b *Bittrex) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
err := b.SetupDefaults(exch)
if err != nil {
return err
}
wsRunningEndpoint, err := b.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
// Websocket details setup below
err = b.Websocket.Setup(&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: bittrexAPIWSURL, // Default ws endpoint so we can roll back via CLI if needed.
ExchangeName: exch.Name, // Sets websocket name to the exchange name.
RunningURL: wsRunningEndpoint,
Connector: b.WsConnect, // Connector function outlined above.
Subscriber: b.Subscribe, // Subscriber function outlined above.
UnSubscriber: b.Unsubscribe, // Unsubscriber function outlined above.
GenerateSubscriptions: b.GenerateDefaultSubscriptions, // GenerateDefaultSubscriptions function outlined above.
Features: &b.Features.Supports.WebsocketCapabilities, // Defines the capabilities of the websocket outlined in supported features struct. This allows the websocket connection to be flushed appropriately if we have a pair/asset enable/disable change. This is outlined below.
// Orderbook buffer specific variables for processing orderbook updates via websocket feed.
// Other orderbook buffer vars:
// UpdateEntriesByID bool
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
OrderbookPublishPeriod: exch.OrderbookConfig.PublishPeriod,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
SortBuffer: true,
SortBufferByUpdateIDs: true,
})
if err != nil {
return err
}
// Sets up a new connection for the websocket, there are two separate connections denoted by the ConnectionSetup struct auth bool.
return b.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
RateLimit: wsRateLimit,
// Authenticated bool sets if the connection is dedicated for an authenticated websocket stream which can be accessed from the Websocket field variable AuthConn e.g. f.Websocket.AuthConn
})
}
// Start starts the Bittrex go routine
func (b *Bittrex) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the Bittrex wrapper
func (b *Bittrex) Run() {
if b.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s.",
b.Name,
common.IsEnabled(b.Websocket.IsEnabled()))
b.PrintEnabledPairs()
}
if !b.GetEnabledFeatures().AutoPairUpdates {
return
}
err := b.UpdateTradablePairs(context.TODO(), false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
b.Name,
err)
}
restURL, err := b.API.Endpoints.GetURL(exchange.RestSpot)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to check REST Spot URL. Err: %s",
b.Name,
err)
}
if restURL == bittrexAPIDeprecatedURL {
err = b.API.Endpoints.SetRunning(exchange.RestSpot.String(), bittrexAPIRestURL)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update deprecated REST Spot URL. Err: %s",
b.Name,
err)
}
b.Config.API.Endpoints[exchange.RestSpot.String()] = bittrexAPIRestURL
log.Warnf(log.ExchangeSys,
"Deprecated %s REST URL updated from %s to %s", b.Name, bittrexAPIDeprecatedURL, bittrexAPIRestURL)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (b *Bittrex) FetchTradablePairs(ctx context.Context, asset asset.Item) ([]string, error) {
// Bittrex only supports spot trading
if !b.SupportsAsset(asset) {
return nil, fmt.Errorf("asset type of %s is not supported by %s", asset, b.Name)
}
markets, err := b.GetMarkets(ctx)
if err != nil {
return nil, err
}
var resp []string
for x := range markets {
if markets[x].Status != "ONLINE" {
continue
}
resp = append(resp, markets[x].Symbol)
}
return resp, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *Bittrex) 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 *Bittrex) UpdateTickers(ctx context.Context, a asset.Item) error {
return common.ErrFunctionNotSupported
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bittrex) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
formattedPair, err := b.FormatExchangeCurrency(p, a)
if err != nil {
return nil, err
}
t, err := b.GetTicker(ctx, formattedPair.String())
if err != nil {
return nil, err
}
s, err := b.GetMarketSummary(ctx, formattedPair.String())
if err != nil {
return nil, err
}
pair, err := currency.NewPairFromString(t.Symbol)
if err != nil {
return nil, err
}
tickerPrice := b.constructTicker(t, &s, pair, a)
err = ticker.ProcessTicker(tickerPrice)
if err != nil {
return nil, err
}
return ticker.GetTicker(b.Name, p, a)
}
// constructTicker constructs a ticker price from the underlying data
func (b *Bittrex) constructTicker(t TickerData, s *MarketSummaryData, pair currency.Pair, assetType asset.Item) *ticker.Price {
return &ticker.Price{
Pair: pair,
Last: t.LastTradeRate,
Bid: t.BidRate,
Ask: t.AskRate,
High: s.High,
Low: s.Low,
Volume: s.Volume,
QuoteVolume: s.QuoteVolume,
LastUpdated: s.UpdatedAt,
AssetType: assetType,
ExchangeName: b.Name,
}
}
// FetchTicker returns the ticker for a currency pair
func (b *Bittrex) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
resp, err := ticker.GetTicker(b.Name, p, assetType)
if err != nil {
return b.UpdateTicker(ctx, p, assetType)
}
return resp, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (b *Bittrex) FetchOrderbook(ctx context.Context, c currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
resp, err := orderbook.Get(b.Name, c, assetType)
if err != nil {
return b.UpdateOrderbook(ctx, c, assetType)
}
return resp, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bittrex) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
formattedPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
// Valid order book depths are 1, 25 and 500
orderbookData, sequence, err := b.GetOrderbook(ctx,
formattedPair.String(), orderbookDepth)
if err != nil {
return nil, err
}
book := &orderbook.Base{
Exchange: b.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: b.CanVerifyOrderbook,
LastUpdateID: sequence,
}
for x := range orderbookData.Bid {
book.Bids = append(book.Bids,
orderbook.Item{
Amount: orderbookData.Bid[x].Quantity,
Price: orderbookData.Bid[x].Rate,
},
)
}
for x := range orderbookData.Ask {
book.Asks = append(book.Asks,
orderbook.Item{
Amount: orderbookData.Ask[x].Quantity,
Price: orderbookData.Ask[x].Rate,
},
)
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(b.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies
func (b *Bittrex) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var resp account.Holdings
balanceData, err := b.GetBalances(ctx)
if err != nil {
return resp, err
}
var currencies []account.Balance
for i := range balanceData {
currencies = append(currencies, account.Balance{
CurrencyName: currency.NewCode(balanceData[i].CurrencySymbol),
TotalValue: balanceData[i].Total,
Hold: balanceData[i].Total - balanceData[i].Available,
})
}
resp.Accounts = append(resp.Accounts, account.SubAccount{
Currencies: currencies,
})
resp.Exchange = b.Name
return resp, account.Process(&resp)
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (b *Bittrex) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
resp, err := account.GetHoldings(b.Name, assetType)
if err != nil {
return b.UpdateAccountInfo(ctx, assetType)
}
return resp, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *Bittrex) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
var resp []exchange.FundHistory
closedDepositData, err := b.GetClosedDeposits(ctx)
if err != nil {
return resp, err
}
openDepositData, err := b.GetOpenDeposits(ctx)
if err != nil {
return resp, err
}
// nolint: gocritic
depositData := append(closedDepositData, openDepositData...)
for x := range depositData {
resp = append(resp, exchange.FundHistory{
ExchangeName: b.Name,
Status: depositData[x].Status,
Description: depositData[x].CryptoAddressTag,
Timestamp: depositData[x].UpdatedAt,
Currency: depositData[x].CurrencySymbol,
Amount: depositData[x].Quantity,
TransferType: "deposit",
CryptoToAddress: depositData[x].CryptoAddress,
CryptoTxID: depositData[x].TxID,
})
}
closedWithdrawalData, err := b.GetClosedWithdrawals(ctx)
if err != nil {
return resp, err
}
openWithdrawalData, err := b.GetOpenWithdrawals(ctx)
if err != nil {
return resp, err
}
// nolint: gocritic
withdrawalData := append(closedWithdrawalData, openWithdrawalData...)
for x := range withdrawalData {
resp = append(resp, exchange.FundHistory{
ExchangeName: b.Name,
Status: withdrawalData[x].Status,
Description: withdrawalData[x].CryptoAddressTag,
Timestamp: depositData[x].UpdatedAt,
Currency: withdrawalData[x].CurrencySymbol,
Amount: withdrawalData[x].Quantity,
Fee: withdrawalData[x].TxCost,
TransferType: "withdrawal",
CryptoToAddress: withdrawalData[x].CryptoAddress,
CryptoTxID: withdrawalData[x].TxID,
TransferID: withdrawalData[x].ID,
})
}
return resp, nil
}
// GetWithdrawalsHistory returns previous withdrawals data
func (b *Bittrex) 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 *Bittrex) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
formattedPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
tradeData, err := b.GetMarketHistory(ctx, formattedPair.String())
if err != nil {
return nil, err
}
var resp []trade.Data
for i := range tradeData {
var side order.Side
side, err = order.StringToOrderSide(tradeData[i].TakerSide)
if err != nil {
return nil, err
}
resp = append(resp, trade.Data{
Exchange: b.Name,
TID: tradeData[i].ID,
CurrencyPair: formattedPair,
AssetType: assetType,
Side: side,
Price: tradeData[i].Rate,
Amount: tradeData[i].Quantity,
Timestamp: tradeData[i].ExecutedAt,
})
}
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
// Bittrex only reports recent trades
func (b *Bittrex) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (b *Bittrex) SubmitOrder(ctx context.Context, s *order.Submit) (order.SubmitResponse, error) {
if err := s.Validate(); err != nil {
return order.SubmitResponse{}, err
}
if s.Side == order.Ask {
s.Side = order.Sell
}
if s.Side == order.Bid {
s.Side = order.Buy
}
formattedPair, err := b.FormatExchangeCurrency(s.Pair, s.AssetType)
if err != nil {
return order.SubmitResponse{}, err
}
orderData, err := b.Order(ctx,
formattedPair.String(),
s.Side.String(),
s.Type.String(),
GoodTilCancelled,
s.Price,
s.Amount,
0.0)
if err != nil {
return order.SubmitResponse{}, err
}
return order.SubmitResponse{
IsOrderPlaced: true,
OrderID: orderData.ID,
}, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bittrex) ModifyOrder(_ context.Context, _ *order.Modify) (order.Modify, error) {
return order.Modify{}, common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Bittrex) CancelOrder(ctx context.Context, ord *order.Cancel) error {
if err := ord.Validate(ord.StandardCancel()); err != nil {
return err
}
_, err := b.CancelExistingOrder(ctx, ord.ID)
return err
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (b *Bittrex) CancelBatchOrders(_ context.Context, _ []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair, or cancels all orders for all
// pairs if no pair was specified
func (b *Bittrex) CancelAllOrders(ctx context.Context, orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
var pair string
if orderCancellation != nil {
formattedPair, err := b.FormatExchangeCurrency(orderCancellation.Pair, orderCancellation.AssetType)
if err != nil {
return order.CancelAllResponse{}, err
}
pair = formattedPair.String()
}
orderData, err := b.CancelOpenOrders(ctx, pair)
if err != nil {
return order.CancelAllResponse{}, err
}
tempMap := make(map[string]string)
for x := range orderData {
if orderData[x].Result.Status == "CLOSED" {
tempMap[orderData[x].ID] = "Success"
}
}
resp := order.CancelAllResponse{
Status: tempMap,
Count: int64(len(tempMap)),
}
return resp, nil
}
// GetOrderInfo returns information on a current open order
func (b *Bittrex) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
orderData, err := b.GetOrder(ctx, orderID)
if err != nil {
return order.Detail{}, err
}
return b.ConstructOrderDetail(&orderData)
}
// ConstructOrderDetail constructs an order detail item from the underlying data
func (b *Bittrex) ConstructOrderDetail(orderData *OrderData) (order.Detail, error) {
immediateOrCancel := false
if orderData.TimeInForce == string(ImmediateOrCancel) {
immediateOrCancel = true
}
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
return order.Detail{}, err
}
orderPair, err := currency.NewPairDelimiter(orderData.MarketSymbol,
format.Delimiter)
if err != nil {
log.Errorf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse currency pair %v",
b.Name,
"GetActiveOrders",
orderData.ID,
err)
}
orderType := order.Type(strings.ToUpper(orderData.Type))
var orderStatus order.Status
switch orderData.Status {
case order.Open.String():
switch orderData.FillQuantity {
case 0:
orderStatus = order.Open
default:
orderStatus = order.PartiallyFilled
}
case order.Closed.String():
switch orderData.FillQuantity {
case 0:
orderStatus = order.Cancelled
case orderData.Quantity:
orderStatus = order.Filled
default:
orderStatus = order.PartiallyCancelled
}
}
resp := order.Detail{
ImmediateOrCancel: immediateOrCancel,
Amount: orderData.Quantity,
ExecutedAmount: orderData.FillQuantity,
RemainingAmount: orderData.Quantity - orderData.FillQuantity,
Price: orderData.Limit,
Date: orderData.CreatedAt,
ID: orderData.ID,
Exchange: b.Name,
Type: orderType,
Pair: orderPair,
Status: orderStatus,
}
return resp, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *Bittrex) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, _ string) (*deposit.Address, error) {
depositAddr, err := b.GetCryptoDepositAddress(ctx, cryptocurrency.String())
if err != nil {
return nil, err
}
return &deposit.Address{
Address: depositAddr.CryptoAddress,
Tag: depositAddr.CryptoAddressTag,
}, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *Bittrex) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
result, err := b.Withdraw(ctx,
withdrawRequest.Currency.String(),
withdrawRequest.Crypto.AddressTag,
withdrawRequest.Crypto.Address,
withdrawRequest.Amount)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
Name: b.Name,
ID: result.ID,
Status: result.Status,
}, err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bittrex) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bittrex) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetActiveOrders retrieves any orders that are active/open
func (b *Bittrex) 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 {
formattedPair, err := b.FormatExchangeCurrency(req.Pairs[0], asset.Spot)
if err != nil {
return nil, err
}
currPair = formattedPair.String()
}
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
orderData, sequence, err := b.GetOpenOrders(ctx, currPair)
if err != nil {
return nil, err
}
var resp []order.Detail
for i := range orderData {
pair, err := currency.NewPairDelimiter(orderData[i].MarketSymbol,
format.Delimiter)
if err != nil {
log.Errorf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse currency pair %v",
b.Name,
"GetActiveOrders",
orderData[i].ID,
err)
}
orderType := order.Type(strings.ToUpper(orderData[i].Type))
orderSide, err := order.StringToOrderSide(orderData[i].Direction)
if err != nil {
log.Errorf(log.ExchangeSys, "GetActiveOrders - %s - cannot get order side - %s\n", b.Name, err.Error())
continue
}
resp = append(resp, order.Detail{
Amount: orderData[i].Quantity,
RemainingAmount: orderData[i].Quantity - orderData[i].FillQuantity,
ExecutedAmount: orderData[i].FillQuantity,
Price: orderData[i].Limit,
Date: orderData[i].CreatedAt,
ID: orderData[i].ID,
Exchange: b.Name,
Type: orderType,
Side: orderSide,
Status: order.Active,
Pair: pair,
})
}
order.FilterOrdersByType(&resp, req.Type)
order.FilterOrdersByTimeRange(&resp, req.StartTime, req.EndTime)
order.FilterOrdersByCurrencies(&resp, req.Pairs)
b.WsSequenceOrders = sequence
return resp, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *Bittrex) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
if len(req.Pairs) == 0 {
return nil, errors.New("at least one currency is required to fetch order history")
}
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
var resp []order.Detail
for x := range req.Pairs {
formattedPair, err := b.FormatExchangeCurrency(req.Pairs[x], req.AssetType)
if err != nil {
return nil, err
}
orderData, err := b.GetOrderHistoryForCurrency(ctx, formattedPair.String())
if err != nil {
return nil, err
}
for i := range orderData {
pair, err := currency.NewPairDelimiter(orderData[i].MarketSymbol,
format.Delimiter)
if err != nil {
log.Errorf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse currency pair %v",
b.Name,
"GetOrderHistory",
orderData[i].ID,
err)
}
orderType := order.Type(strings.ToUpper(orderData[i].Type))
orderSide, err := order.StringToOrderSide(orderData[i].Direction)
if err != nil {
log.Errorf(log.ExchangeSys, "GetActiveOrders - %s - cannot get order side - %s\n", b.Name, err.Error())
continue
}
orderStatus, err := order.StringToOrderStatus(orderData[i].Status)
if err != nil {
log.Errorf(log.ExchangeSys, "GetActiveOrders - %s - cannot get order status - %s\n", b.Name, err.Error())
continue
}
resp = append(resp, order.Detail{
Amount: orderData[i].Quantity,
RemainingAmount: orderData[i].Quantity - orderData[i].FillQuantity,
ExecutedAmount: orderData[i].FillQuantity,
Price: orderData[i].Limit,
Date: orderData[i].CreatedAt,
ID: orderData[i].ID,
Exchange: b.Name,
Type: orderType,
Side: orderSide,
Status: orderStatus,
Fee: orderData[i].Commission,
Pair: pair,
})
}
order.FilterOrdersByType(&resp, req.Type)
order.FilterOrdersByTimeRange(&resp, req.StartTime, req.EndTime)
order.FilterOrdersByCurrencies(&resp, req.Pairs)
}
return resp, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *Bittrex) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if !b.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return b.GetFee(ctx, feeBuilder)
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (b *Bittrex) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
_, err := b.UpdateAccountInfo(ctx, assetType)
return b.CheckTransientError(err)
}
// FormatExchangeKlineInterval returns Interval to string
// Overrides Base function
func (b *Bittrex) FormatExchangeKlineInterval(in kline.Interval) string {
switch in {
case kline.OneMin:
return "MINUTE_1"
case kline.FiveMin:
return "MINUTE_5"
case kline.OneHour:
return "HOUR_1"
case kline.OneDay:
return "DAY_1"
default:
return "notfound"
}
}
// GetHistoricCandles returns candles between a time period for a set time interval
// Candles set size returned by Bittrex depends on interval length:
// - 1m interval: candles for 1 day (0:00 - 23:59)
// - 5m interval: candles for 1 day (0:00 - 23:55)
// - 1 hour interval: candles for 31 days
// - 1 day interval: candles for 366 days
// This implementation rounds returns candles up to the next interval or to the end
// time (whichever comes first)
func (b *Bittrex) 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
}
candleInterval := b.FormatExchangeKlineInterval(interval)
if candleInterval == "notfound" {
return kline.Item{}, errors.New("invalid interval")
}
formattedPair, err := b.FormatExchangeCurrency(pair, a)
if err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: b.Name,
Pair: pair,
Asset: a,
Interval: interval,
}
year, month, day := start.Date()
curYear, curMonth, curDay := time.Now().Date()
getHistoric := false // nolint:ifshort,nolintlint // false positive and triggers only on Windows
getRecent := false // nolint:ifshort,nolintlint // false positive and triggers only on Windows
switch interval {
case kline.OneMin, kline.FiveMin:
if time.Since(start) > 24*time.Hour {
getHistoric = true
}
if year >= curYear && month >= curMonth && day >= curDay {
getRecent = true
}
case kline.OneHour:
if time.Since(start) > 31*24*time.Hour {
getHistoric = true
}
if year >= curYear && month >= curMonth {
getRecent = true
}
case kline.OneDay:
if time.Since(start) > 366*24*time.Hour {
getHistoric = true
}
if year >= curYear {
getRecent = true
}
}
var ohlcData []CandleData
if getHistoric {
var historicData []CandleData
historicData, err = b.GetHistoricalCandles(ctx,
formattedPair.String(),
b.FormatExchangeKlineInterval(interval),
"TRADE",
year,
int(month),
day)
if err != nil {
return kline.Item{}, err
}
ohlcData = append(ohlcData, historicData...)
}
if getRecent {
var recentData []CandleData
recentData, err = b.GetRecentCandles(ctx,
formattedPair.String(),
b.FormatExchangeKlineInterval(interval),
"TRADE")
if err != nil {
return kline.Item{}, err
}
ohlcData = append(ohlcData, recentData...)
}
for x := range ohlcData {
timestamp := ohlcData[x].StartsAt
if timestamp.Before(start) || timestamp.After(end) {
continue
}
ret.Candles = append(ret.Candles, kline.Candle{
Time: timestamp,
Open: ohlcData[x].Open,
High: ohlcData[x].High,
Low: ohlcData[x].Low,
Close: ohlcData[x].Close,
Volume: ohlcData[x].Volume,
})
}
ret.SortCandlesByTimestamp(false)
ret.RemoveDuplicates()
return ret, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (b *Bittrex) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrNotYetImplemented
}