Files
gocryptotrader/exchanges/btse/btse_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

1087 lines
29 KiB
Go

package btse
import (
"context"
"errors"
"fmt"
"math"
"sort"
"strconv"
"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 *BTSE) 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 BTSE
func (b *BTSE) SetDefaults() {
b.Name = "BTSE"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
fmt1 := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "-",
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "-",
},
}
err := b.StoreAssetPairFormat(asset.Spot, fmt1)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
fmt2 := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
},
}
err = b.StoreAssetPairFormat(asset.Futures, fmt2)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
TickerBatching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
OrderbookFetching: true,
TradeFetching: true,
Subscribe: true,
Unsubscribe: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.NoAPIWithdrawalMethods,
Kline: kline.ExchangeCapabilitiesSupported{
DateRanges: true,
Intervals: 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,
kline.OneWeek.Word(): true,
kline.OneMonth.Word(): true,
},
ResultLimit: 300,
},
},
}
b.Requester = request.New(b.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
b.API.Endpoints = b.NewEndpoints()
err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: btseAPIURL,
exchange.RestFutures: btseAPIURL,
exchange.WebsocketSpot: btseWebsocket,
})
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 *BTSE) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
err := b.SetupDefaults(exch)
if err != nil {
return err
}
wsRunningURL, 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: btseWebsocket,
ExchangeName: exch.Name,
RunningURL: wsRunningURL,
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
}
err = b.seedOrderSizeLimits(context.TODO())
if err != nil {
return err
}
return b.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
}
// Start starts the BTSE go routine
func (b *BTSE) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the BTSE wrapper
func (b *BTSE) Run() {
if b.Verbose {
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. Error: %s", b.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (b *BTSE) FetchTradablePairs(ctx context.Context, a asset.Item) ([]string, error) {
var currencies []string
m, err := b.GetMarketSummary(ctx, "", a == asset.Spot)
if err != nil {
return nil, err
}
for x := range m {
if !m[x].Active {
continue
}
currencies = append(currencies, m[x].Symbol)
}
return currencies, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *BTSE) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
a := b.GetAssetTypes(false)
for i := range a {
pairs, err := b.FetchTradablePairs(ctx, a[i])
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
err = b.UpdatePairs(p, a[i], false, forceUpdate)
if err != nil {
return err
}
}
return nil
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (b *BTSE) UpdateTickers(ctx context.Context, a asset.Item) error {
tickers, err := b.GetMarketSummary(ctx, "", a == asset.Spot)
if err != nil {
return err
}
for x := range tickers {
var pair currency.Pair
pair, err = currency.NewPairFromString(tickers[x].Symbol)
if err != nil {
return err
}
err = ticker.ProcessTicker(&ticker.Price{
Pair: pair,
Ask: tickers[x].LowestAsk,
Bid: tickers[x].HighestBid,
Low: tickers[x].Low24Hr,
Last: tickers[x].Last,
Volume: tickers[x].Volume,
High: tickers[x].High24Hr,
ExchangeName: b.Name,
AssetType: a})
if err != nil {
return err
}
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *BTSE) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
if err := b.UpdateTickers(ctx, a); err != nil {
return nil, err
}
return ticker.GetTicker(b.Name, p, a)
}
// FetchTicker returns the ticker for a currency pair
func (b *BTSE) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(b.Name, p, assetType)
if err != nil {
return b.UpdateTicker(ctx, p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (b *BTSE) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(b.Name, p, assetType)
if err != nil {
return b.UpdateOrderbook(ctx, p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *BTSE) 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
}
a, err := b.FetchOrderBook(ctx, fPair.String(), 0, 0, 0, assetType == asset.Spot)
if err != nil {
return book, err
}
for x := range a.BuyQuote {
if b.orderbookFilter(a.BuyQuote[x].Price, a.BuyQuote[x].Size) {
continue
}
book.Bids = append(book.Bids, orderbook.Item{
Price: a.BuyQuote[x].Price,
Amount: a.BuyQuote[x].Size})
}
for x := range a.SellQuote {
if b.orderbookFilter(a.SellQuote[x].Price, a.SellQuote[x].Size) {
continue
}
book.Asks = append(book.Asks, orderbook.Item{
Price: a.SellQuote[x].Price,
Amount: a.SellQuote[x].Size})
}
book.Asks.Reverse() // Reverse asks for correct alignment
book.Pair = p
book.Exchange = b.Name
book.Asset = assetType
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(b.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// BTSE exchange
func (b *BTSE) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var a account.Holdings
balance, err := b.GetWalletInformation(ctx)
if err != nil {
return a, err
}
var currencies []account.Balance
for b := range balance {
currencies = append(currencies,
account.Balance{
CurrencyName: currency.NewCode(balance[b].Currency),
TotalValue: balance[b].Total,
Hold: balance[b].Total - balance[b].Available,
},
)
}
a.Exchange = b.Name
a.Accounts = []account.SubAccount{
{
Currencies: currencies,
},
}
err = account.Process(&a)
if err != nil {
return account.Holdings{}, err
}
return a, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (b *BTSE) 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 *BTSE) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
func (b *BTSE) withinLimits(pair currency.Pair, amount float64) bool {
val, found := OrderSizeLimits(pair.String())
if !found {
return false
}
return (math.Mod(amount, val.MinSizeIncrement) == 0) ||
amount < val.MinOrderSize ||
amount > val.MaxOrderSize
}
// GetWithdrawalsHistory returns previous withdrawals data
func (b *BTSE) 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 *BTSE) 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 resp []trade.Data
limit := 500
var tradeData []Trade
tradeData, err = b.GetTrades(ctx,
p.String(),
time.Time{}, time.Time{},
0, 0, limit,
false,
assetType == asset.Spot)
if err != nil {
return nil, err
}
for i := range tradeData {
tradeTimestamp := time.Unix(tradeData[i].Time/1000, 0)
var side order.Side
side, err = order.StringToOrderSide(tradeData[i].Side)
if err != nil {
return nil, err
}
resp = append(resp, trade.Data{
Exchange: b.Name,
TID: strconv.FormatInt(tradeData[i].SerialID, 10),
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Price,
Amount: tradeData[i].Amount,
Timestamp: tradeTimestamp,
})
}
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 *BTSE) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (b *BTSE) SubmitOrder(ctx context.Context, s *order.Submit) (order.SubmitResponse, error) {
var resp order.SubmitResponse
if err := s.Validate(); err != nil {
return resp, err
}
fPair, err := b.FormatExchangeCurrency(s.Pair, s.AssetType)
if err != nil {
return resp, err
}
inLimits := b.withinLimits(fPair, s.Amount)
if !inLimits {
return resp, errors.New("order outside of limits")
}
r, err := b.CreateOrder(ctx,
s.ClientID, 0.0,
false,
s.Price,
s.Side.String(),
s.Amount, 0, 0,
fPair.String(),
goodTillCancel,
0.0,
s.TriggerPrice,
"",
s.Type.String())
if err != nil {
return resp, err
}
resp.IsOrderPlaced = true
resp.OrderID = r[0].OrderID
if s.Type == order.Market {
resp.FullyMatched = true
}
return resp, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *BTSE) 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 *BTSE) CancelOrder(ctx context.Context, o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
fPair, err := b.FormatExchangeCurrency(o.Pair,
o.AssetType)
if err != nil {
return err
}
_, err = b.CancelExistingOrder(ctx, o.ID, fPair.String(), o.ClientOrderID)
if err != nil {
return err
}
return nil
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (b *BTSE) CancelBatchOrders(ctx context.Context, o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
// If product ID is sent, all orders of that specified market will be cancelled
// If not specified, all orders of all markets will be cancelled
func (b *BTSE) CancelAllOrders(ctx context.Context, orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
if err := orderCancellation.Validate(); err != nil {
return order.CancelAllResponse{}, err
}
var resp order.CancelAllResponse
fPair, err := b.FormatExchangeCurrency(orderCancellation.Pair,
orderCancellation.AssetType)
if err != nil {
return resp, err
}
allOrders, err := b.CancelExistingOrder(ctx, "", fPair.String(), "")
if err != nil {
return resp, err
}
resp.Status = make(map[string]string)
for x := range allOrders {
if allOrders[x].Status == orderCancelled {
resp.Status[allOrders[x].OrderID] = order.Cancelled.String()
}
}
return resp, nil
}
func orderIntToType(i int) order.Type {
if i == 77 {
return order.Market
} else if i == 76 {
return order.Limit
}
return order.UnknownType
}
// GetOrderInfo returns order information based on order ID
func (b *BTSE) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
o, err := b.GetOrders(ctx, "", orderID, "")
if err != nil {
return order.Detail{}, err
}
var od order.Detail
if len(o) == 0 {
return od, errors.New("no orders found")
}
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
return order.Detail{}, err
}
for i := range o {
if o[i].OrderID != orderID {
continue
}
var side = order.Buy
if strings.EqualFold(o[i].Side, order.Ask.String()) {
side = order.Sell
}
od.Pair, err = currency.NewPairDelimiter(o[i].Symbol,
format.Delimiter)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s GetOrderInfo unable to parse currency pair: %s\n",
b.Name,
err)
}
od.Exchange = b.Name
od.Amount = o[i].Size
od.ID = o[i].OrderID
od.Date = time.Unix(o[i].Timestamp, 0)
od.Side = side
od.Type = orderIntToType(o[i].OrderType)
od.Price = o[i].Price
od.Status = order.Status(o[i].OrderState)
th, err := b.TradeHistory(ctx,
"",
time.Time{}, time.Time{},
0, 0, 0,
false,
"", orderID)
if err != nil {
return od,
fmt.Errorf("unable to get order fills for orderID %s", orderID)
}
for i := range th {
createdAt, err := parseOrderTime(th[i].TradeID)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s GetOrderInfo unable to parse time: %s\n", b.Name, err)
}
od.Trades = append(od.Trades, order.TradeHistory{
Timestamp: createdAt,
TID: th[i].TradeID,
Price: th[i].Price,
Amount: th[i].Size,
Exchange: b.Name,
Side: order.Side(th[i].Side),
Fee: th[i].FeeAmount,
})
}
}
return od, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *BTSE) GetDepositAddress(ctx context.Context, c currency.Code, accountID, _ string) (*deposit.Address, error) {
address, err := b.GetWalletAddress(ctx, c.String())
if err != nil {
return nil, err
}
exctractor := func(addr string) (string, string) {
if strings.Contains(addr, ":") {
split := strings.Split(addr, ":")
return split[0], split[1]
}
return addr, ""
}
if len(address) == 0 {
addressCreate, err := b.CreateWalletAddress(ctx, c.String())
if err != nil {
return nil, err
}
if len(addressCreate) != 0 {
addr, tag := exctractor(addressCreate[0].Address)
return &deposit.Address{
Address: addr,
Tag: tag,
}, nil
}
return nil, errors.New("address not found")
}
addr, tag := exctractor(address[0].Address)
return &deposit.Address{
Address: addr,
Tag: tag,
}, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *BTSE) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
amountToString := strconv.FormatFloat(withdrawRequest.Amount, 'f', 8, 64)
resp, err := b.WalletWithdrawal(ctx,
withdrawRequest.Currency.String(),
withdrawRequest.Crypto.Address,
withdrawRequest.Crypto.AddressTag,
amountToString)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
Name: b.Name,
ID: resp.WithdrawID,
}, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *BTSE) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is
// submitted
func (b *BTSE) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetActiveOrders retrieves any orders that are active/open
func (b *BTSE) GetActiveOrders(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("no pair provided")
}
var orders []order.Detail
for x := range req.Pairs {
formattedPair, err := b.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
if err != nil {
return nil, err
}
resp, err := b.GetOrders(ctx, formattedPair.String(), "", "")
if err != nil {
return nil, err
}
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
for i := range resp {
var side = order.Buy
if strings.EqualFold(resp[i].Side, order.Ask.String()) {
side = order.Sell
}
p, err := currency.NewPairDelimiter(resp[i].Symbol,
format.Delimiter)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s GetActiveOrders unable to parse currency pair: %s\n",
b.Name,
err)
}
openOrder := order.Detail{
Pair: p,
Exchange: b.Name,
Amount: resp[i].Size,
ID: resp[i].OrderID,
Date: time.Unix(resp[i].Timestamp, 0),
Side: side,
Price: resp[i].Price,
Status: order.Status(resp[i].OrderState),
}
if resp[i].OrderType == 77 {
openOrder.Type = order.Market
} else if resp[i].OrderType == 76 {
openOrder.Type = order.Limit
}
fills, err := b.TradeHistory(ctx,
"",
time.Time{}, time.Time{},
0, 0, 0,
false,
"", resp[i].OrderID)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s: Unable to get order fills for orderID %s",
b.Name,
resp[i].OrderID)
continue
}
for i := range fills {
createdAt, err := parseOrderTime(fills[i].Timestamp)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s GetActiveOrders unable to parse time: %s\n",
b.Name,
err)
}
openOrder.Trades = append(openOrder.Trades, order.TradeHistory{
Timestamp: createdAt,
TID: fills[i].TradeID,
Price: fills[i].Price,
Amount: fills[i].Size,
Exchange: b.Name,
Side: order.Side(fills[i].Side),
Fee: fills[i].FeeAmount,
})
}
orders = append(orders, openOrder)
}
}
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}
func matchType(input int, required order.Type) bool {
if (required == order.AnyType) || (input == 76 && required == order.Limit) || input == 77 && required == order.Market {
return true
}
return false
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *BTSE) GetOrderHistory(ctx context.Context, getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
if err := getOrdersRequest.Validate(); err != nil {
return nil, err
}
var resp []order.Detail
if len(getOrdersRequest.Pairs) == 0 {
var err error
getOrdersRequest.Pairs, err = b.GetEnabledPairs(asset.Spot)
if err != nil {
return nil, err
}
}
orderDeref := *getOrdersRequest
for x := range orderDeref.Pairs {
fPair, err := b.FormatExchangeCurrency(orderDeref.Pairs[x], asset.Spot)
if err != nil {
return nil, err
}
currentOrder, err := b.GetOrders(ctx, fPair.String(), "", "")
if err != nil {
return nil, err
}
for y := range currentOrder {
if !matchType(currentOrder[y].OrderType, orderDeref.Type) {
continue
}
tempOrder := order.Detail{
Price: currentOrder[y].Price,
Amount: currentOrder[y].Size,
Side: order.Side(currentOrder[y].Side),
Pair: orderDeref.Pairs[x],
}
switch currentOrder[x].OrderState {
case "STATUS_ACTIVE":
tempOrder.Status = order.Active
case "ORDER_CANCELLED":
tempOrder.Status = order.Cancelled
case "ORDER_FULLY_TRANSACTED":
tempOrder.Status = order.Filled
case "ORDER_PARTIALLY_TRANSACTED":
tempOrder.Status = order.PartiallyFilled
default:
tempOrder.Status = order.UnknownStatus
}
resp = append(resp, tempOrder)
}
}
return resp, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *BTSE) 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 *BTSE) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
_, err := b.UpdateAccountInfo(ctx, assetType)
return b.CheckTransientError(err)
}
// FormatExchangeKlineInterval formats kline interval to exchange requested type
func (b *BTSE) FormatExchangeKlineInterval(in kline.Interval) string {
return strconv.FormatFloat(in.Duration().Minutes(), 'f', 0, 64)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (b *BTSE) 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
}
fPair, err := b.FormatExchangeCurrency(pair, a)
if err != nil {
return kline.Item{}, err
}
intervalInt, err := strconv.Atoi(b.FormatExchangeKlineInterval(interval))
if err != nil {
return kline.Item{}, err
}
klineRet := kline.Item{
Exchange: b.Name,
Pair: fPair,
Asset: a,
Interval: interval,
}
switch a {
case asset.Spot:
req, err := b.OHLCV(ctx,
fPair.String(),
start,
end,
intervalInt)
if err != nil {
return kline.Item{}, err
}
for x := range req {
klineRet.Candles = append(klineRet.Candles, kline.Candle{
Time: time.Unix(int64(req[x][0]), 0),
Open: req[x][1],
High: req[x][2],
Low: req[x][3],
Close: req[x][4],
Volume: req[x][5],
})
}
case asset.Futures:
return kline.Item{}, common.ErrNotYetImplemented
default:
return kline.Item{}, fmt.Errorf("asset %v not supported", a.String())
}
klineRet.SortCandlesByTimestamp(false)
return klineRet, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (b *BTSE) 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
}
if kline.TotalCandlesPerInterval(start, end, interval) > float64(b.Features.Enabled.Kline.ResultLimit) {
return kline.Item{}, errors.New(kline.ErrRequestExceedsExchangeLimits)
}
fPair, err := b.FormatExchangeCurrency(pair, a)
if err != nil {
return kline.Item{}, err
}
intervalInt, err := strconv.Atoi(b.FormatExchangeKlineInterval(interval))
if err != nil {
return kline.Item{}, err
}
klineRet := kline.Item{
Exchange: b.Name,
Pair: fPair,
Asset: a,
Interval: interval,
}
switch a {
case asset.Spot:
req, err := b.OHLCV(ctx,
fPair.String(),
start,
end,
intervalInt)
if err != nil {
return kline.Item{}, err
}
for x := range req {
klineRet.Candles = append(klineRet.Candles, kline.Candle{
Time: time.Unix(int64(req[x][0]), 0),
Open: req[x][1],
High: req[x][2],
Low: req[x][3],
Close: req[x][4],
Volume: req[x][5],
})
}
case asset.Futures:
return kline.Item{}, common.ErrNotYetImplemented
default:
return kline.Item{}, fmt.Errorf("asset %v not supported", a.String())
}
klineRet.SortCandlesByTimestamp(false)
return klineRet, nil
}
func (b *BTSE) seedOrderSizeLimits(ctx context.Context) error {
pairs, err := b.GetMarketSummary(ctx, "", true)
if err != nil {
return err
}
for x := range pairs {
tempValues := OrderSizeLimit{
MinOrderSize: pairs[x].MinOrderSize,
MaxOrderSize: pairs[x].MaxOrderSize,
MinSizeIncrement: pairs[x].MinSizeIncrement,
}
orderSizeLimitMap.Store(pairs[x].Symbol, tempValues)
}
pairs, err = b.GetMarketSummary(ctx, "", false)
if err != nil {
return err
}
for x := range pairs {
tempValues := OrderSizeLimit{
MinOrderSize: pairs[x].MinOrderSize,
MaxOrderSize: pairs[x].MaxOrderSize,
MinSizeIncrement: pairs[x].MinSizeIncrement,
}
orderSizeLimitMap.Store(pairs[x].Symbol, tempValues)
}
return nil
}
// OrderSizeLimits looks up currency pair in orderSizeLimitMap and returns OrderSizeLimit
func OrderSizeLimits(pair string) (limits OrderSizeLimit, found bool) {
resp, ok := orderSizeLimitMap.Load(pair)
if !ok {
return
}
val, ok := resp.(OrderSizeLimit)
return val, ok
}