mirror of
https://github.com/d0zingcat/gocryptotrader.git
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* 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
1087 lines
29 KiB
Go
1087 lines
29 KiB
Go
package btse
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import (
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"context"
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"errors"
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"fmt"
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"math"
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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/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 (b *BTSE) GetDefaultConfig() (*config.ExchangeConfig, error) {
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b.SetDefaults()
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exchCfg := new(config.ExchangeConfig)
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exchCfg.Name = b.Name
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exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
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exchCfg.BaseCurrencies = b.BaseCurrencies
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err := b.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 b.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err = b.UpdateTradablePairs(context.TODO(), 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 the basic defaults for BTSE
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func (b *BTSE) SetDefaults() {
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b.Name = "BTSE"
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b.Enabled = true
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b.Verbose = true
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b.API.CredentialsValidator.RequiresKey = true
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b.API.CredentialsValidator.RequiresSecret = true
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fmt1 := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: "-",
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},
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ConfigFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: "-",
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},
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}
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err := b.StoreAssetPairFormat(asset.Spot, fmt1)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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fmt2 := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{
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Uppercase: true,
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},
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ConfigFormat: ¤cy.PairFormat{
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Uppercase: true,
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},
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}
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err = b.StoreAssetPairFormat(asset.Futures, fmt2)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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b.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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TickerFetching: true,
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TickerBatching: true,
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KlineFetching: true,
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TradeFetching: 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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CancelOrders: true,
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CancelOrder: true,
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SubmitOrder: true,
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TradeFee: true,
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FiatDepositFee: true,
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FiatWithdrawalFee: true,
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CryptoWithdrawalFee: true,
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},
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WebsocketCapabilities: protocol.Features{
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OrderbookFetching: true,
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TradeFetching: true,
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Subscribe: true,
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Unsubscribe: true,
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GetOrders: true,
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GetOrder: true,
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},
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WithdrawPermissions: exchange.NoAPIWithdrawalMethods,
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Kline: kline.ExchangeCapabilitiesSupported{
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DateRanges: true,
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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: map[string]bool{
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kline.OneMin.Word(): true,
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kline.ThreeMin.Word(): true,
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kline.FiveMin.Word(): true,
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kline.FifteenMin.Word(): true,
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kline.ThirtyMin.Word(): true,
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kline.OneHour.Word(): true,
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kline.TwoHour.Word(): true,
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kline.FourHour.Word(): true,
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kline.SixHour.Word(): true,
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kline.TwelveHour.Word(): true,
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kline.OneDay.Word(): true,
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kline.ThreeDay.Word(): true,
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kline.OneWeek.Word(): true,
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kline.OneMonth.Word(): true,
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},
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ResultLimit: 300,
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},
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},
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}
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b.Requester = request.New(b.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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request.WithLimiter(SetRateLimit()))
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b.API.Endpoints = b.NewEndpoints()
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err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: btseAPIURL,
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exchange.RestFutures: btseAPIURL,
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exchange.WebsocketSpot: btseWebsocket,
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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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b.Websocket = stream.New()
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b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
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}
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// Setup takes in the supplied exchange configuration details and sets params
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func (b *BTSE) Setup(exch *config.ExchangeConfig) error {
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if !exch.Enabled {
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b.SetEnabled(false)
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return nil
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}
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err := b.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 := b.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 = b.Websocket.Setup(&stream.WebsocketSetup{
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Enabled: exch.Features.Enabled.Websocket,
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Verbose: exch.Verbose,
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AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
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WebsocketTimeout: exch.WebsocketTrafficTimeout,
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DefaultURL: btseWebsocket,
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ExchangeName: exch.Name,
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RunningURL: wsRunningURL,
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Connector: b.WsConnect,
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Subscriber: b.Subscribe,
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UnSubscriber: b.Unsubscribe,
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GenerateSubscriptions: b.GenerateDefaultSubscriptions,
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Features: &b.Features.Supports.WebsocketCapabilities,
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OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
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OrderbookPublishPeriod: exch.OrderbookConfig.PublishPeriod,
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BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
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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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err = b.seedOrderSizeLimits(context.TODO())
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if err != nil {
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return err
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}
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return b.Websocket.SetupNewConnection(stream.ConnectionSetup{
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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 BTSE go routine
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func (b *BTSE) Start(wg *sync.WaitGroup) {
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wg.Add(1)
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go func() {
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b.Run()
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wg.Done()
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}()
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}
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// Run implements the BTSE wrapper
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func (b *BTSE) Run() {
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if b.Verbose {
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b.PrintEnabledPairs()
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}
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if !b.GetEnabledFeatures().AutoPairUpdates {
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return
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}
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err := b.UpdateTradablePairs(context.TODO(), false)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s Failed to update tradable pairs. Error: %s", b.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 (b *BTSE) FetchTradablePairs(ctx context.Context, a asset.Item) ([]string, error) {
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var currencies []string
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m, err := b.GetMarketSummary(ctx, "", a == 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 x := range m {
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if !m[x].Active {
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continue
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}
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currencies = append(currencies, m[x].Symbol)
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}
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return currencies, 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 (b *BTSE) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
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a := b.GetAssetTypes(false)
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for i := range a {
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pairs, err := b.FetchTradablePairs(ctx, a[i])
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if err != nil {
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return err
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}
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p, err := currency.NewPairsFromStrings(pairs)
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if err != nil {
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return err
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}
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err = b.UpdatePairs(p, a[i], false, forceUpdate)
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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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// UpdateTickers updates the ticker for all currency pairs of a given asset type
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func (b *BTSE) UpdateTickers(ctx context.Context, a asset.Item) error {
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tickers, err := b.GetMarketSummary(ctx, "", a == asset.Spot)
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if err != nil {
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return err
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}
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for x := range tickers {
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var pair currency.Pair
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pair, err = currency.NewPairFromString(tickers[x].Symbol)
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if err != nil {
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return err
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Pair: pair,
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Ask: tickers[x].LowestAsk,
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Bid: tickers[x].HighestBid,
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Low: tickers[x].Low24Hr,
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Last: tickers[x].Last,
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Volume: tickers[x].Volume,
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High: tickers[x].High24Hr,
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ExchangeName: b.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 (b *BTSE) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
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if err := b.UpdateTickers(ctx, a); err != nil {
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return nil, err
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}
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return ticker.GetTicker(b.Name, p, a)
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}
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// FetchTicker returns the ticker for a currency pair
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func (b *BTSE) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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tickerNew, err := ticker.GetTicker(b.Name, p, assetType)
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if err != nil {
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return b.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 (b *BTSE) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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ob, err := orderbook.Get(b.Name, p, assetType)
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if err != nil {
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return b.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 (b *BTSE) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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book := &orderbook.Base{
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Exchange: b.Name,
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Pair: p,
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Asset: assetType,
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VerifyOrderbook: b.CanVerifyOrderbook,
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}
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fPair, err := b.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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a, err := b.FetchOrderBook(ctx, fPair.String(), 0, 0, 0, assetType == asset.Spot)
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if err != nil {
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return book, err
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}
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for x := range a.BuyQuote {
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if b.orderbookFilter(a.BuyQuote[x].Price, a.BuyQuote[x].Size) {
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continue
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}
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book.Bids = append(book.Bids, orderbook.Item{
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Price: a.BuyQuote[x].Price,
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Amount: a.BuyQuote[x].Size})
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}
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for x := range a.SellQuote {
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if b.orderbookFilter(a.SellQuote[x].Price, a.SellQuote[x].Size) {
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continue
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}
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book.Asks = append(book.Asks, orderbook.Item{
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Price: a.SellQuote[x].Price,
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Amount: a.SellQuote[x].Size})
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}
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book.Asks.Reverse() // Reverse asks for correct alignment
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book.Pair = p
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book.Exchange = b.Name
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book.Asset = assetType
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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(b.Name, p, assetType)
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}
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// UpdateAccountInfo retrieves balances for all enabled currencies for the
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// BTSE exchange
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func (b *BTSE) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
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var a account.Holdings
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balance, err := b.GetWalletInformation(ctx)
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if err != nil {
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return a, err
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}
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var currencies []account.Balance
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for b := range balance {
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currencies = append(currencies,
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account.Balance{
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CurrencyName: currency.NewCode(balance[b].Currency),
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TotalValue: balance[b].Total,
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Hold: balance[b].Total - balance[b].Available,
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},
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)
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}
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a.Exchange = b.Name
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a.Accounts = []account.SubAccount{
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{
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Currencies: currencies,
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},
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}
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err = account.Process(&a)
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if err != nil {
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return account.Holdings{}, err
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}
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return a, nil
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}
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// FetchAccountInfo retrieves balances for all enabled currencies
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func (b *BTSE) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
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acc, err := account.GetHoldings(b.Name, assetType)
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if err != nil {
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return b.UpdateAccountInfo(ctx, assetType)
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}
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return acc, nil
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}
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// GetFundingHistory returns funding history, deposits and
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// withdrawals
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func (b *BTSE) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
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return nil, common.ErrFunctionNotSupported
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}
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func (b *BTSE) withinLimits(pair currency.Pair, amount float64) bool {
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val, found := OrderSizeLimits(pair.String())
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if !found {
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return false
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}
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return (math.Mod(amount, val.MinSizeIncrement) == 0) ||
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amount < val.MinOrderSize ||
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amount > val.MaxOrderSize
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}
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// GetWithdrawalsHistory returns previous withdrawals data
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func (b *BTSE) GetWithdrawalsHistory(ctx context.Context, c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
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return nil, common.ErrNotYetImplemented
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}
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// GetRecentTrades returns the most recent trades for a currency and asset
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func (b *BTSE) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
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var err error
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p, err = b.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return nil, err
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}
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var resp []trade.Data
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limit := 500
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var tradeData []Trade
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tradeData, err = b.GetTrades(ctx,
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p.String(),
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time.Time{}, time.Time{},
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0, 0, limit,
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false,
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assetType == 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 i := range tradeData {
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tradeTimestamp := time.Unix(tradeData[i].Time/1000, 0)
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var side order.Side
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side, err = order.StringToOrderSide(tradeData[i].Side)
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if err != nil {
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return nil, err
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}
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resp = append(resp, trade.Data{
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Exchange: b.Name,
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TID: strconv.FormatInt(tradeData[i].SerialID, 10),
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CurrencyPair: p,
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AssetType: assetType,
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Side: side,
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Price: tradeData[i].Price,
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Amount: tradeData[i].Amount,
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Timestamp: tradeTimestamp,
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})
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}
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err = b.AddTradesToBuffer(resp...)
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if err != nil {
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return nil, err
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}
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sort.Sort(trade.ByDate(resp))
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return resp, nil
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}
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// GetHistoricTrades returns historic trade data within the timeframe provided
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func (b *BTSE) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
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return nil, common.ErrFunctionNotSupported
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}
|
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|
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// SubmitOrder submits a new order
|
|
func (b *BTSE) SubmitOrder(ctx context.Context, s *order.Submit) (order.SubmitResponse, error) {
|
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var resp order.SubmitResponse
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if err := s.Validate(); err != nil {
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return resp, err
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}
|
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fPair, err := b.FormatExchangeCurrency(s.Pair, s.AssetType)
|
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if err != nil {
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return resp, err
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}
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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
|
|
}
|