Files
gocryptotrader/exchanges/coinut/coinut_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

1105 lines
32 KiB
Go

package coinut
import (
"context"
"errors"
"fmt"
"math/rand"
"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 (c *COINUT) GetDefaultConfig() (*config.ExchangeConfig, error) {
c.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = c.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = c.BaseCurrencies
err := c.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if c.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = c.UpdateTradablePairs(context.TODO(), true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets current default values
func (c *COINUT) SetDefaults() {
c.Name = "COINUT"
c.Enabled = true
c.Verbose = true
c.API.CredentialsValidator.RequiresKey = true
c.API.CredentialsValidator.RequiresClientID = true
requestFmt := &currency.PairFormat{Uppercase: true}
configFmt := &currency.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter}
err := c.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
c.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
SubmitOrders: true,
UserTradeHistory: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
AccountBalance: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
SubmitOrders: true,
UserTradeHistory: true,
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AccountInfo: true,
Subscribe: true,
Unsubscribe: true,
AuthenticatedEndpoints: true,
MessageCorrelation: true,
},
WithdrawPermissions: exchange.WithdrawCryptoViaWebsiteOnly |
exchange.WithdrawFiatViaWebsiteOnly,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
c.Requester = request.New(c.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
c.API.Endpoints = c.NewEndpoints()
err = c.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: coinutAPIURL,
exchange.WebsocketSpot: coinutWebsocketURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
c.Websocket = stream.New()
c.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
c.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
c.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
rand.Seed(time.Now().UnixNano())
}
// Setup sets the current exchange configuration
func (c *COINUT) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
c.SetEnabled(false)
return nil
}
err := c.SetupDefaults(exch)
if err != nil {
return err
}
wsRunningURL, err := c.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = c.Websocket.Setup(&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: coinutWebsocketURL,
ExchangeName: exch.Name,
RunningURL: wsRunningURL,
Connector: c.WsConnect,
Subscriber: c.Subscribe,
UnSubscriber: c.Unsubscribe,
GenerateSubscriptions: c.GenerateDefaultSubscriptions,
Features: &c.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
OrderbookPublishPeriod: exch.OrderbookConfig.PublishPeriod,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
SortBuffer: true,
SortBufferByUpdateIDs: true,
})
if err != nil {
return err
}
return c.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
RateLimit: wsRateLimitInMilliseconds,
})
}
// Start starts the COINUT go routine
func (c *COINUT) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
c.Run()
wg.Done()
}()
}
// Run implements the COINUT wrapper
func (c *COINUT) Run() {
if c.Verbose {
log.Debugf(log.ExchangeSys, "%s Websocket: %s. (url: %s).\n", c.Name, common.IsEnabled(c.Websocket.IsEnabled()), coinutWebsocketURL)
c.PrintEnabledPairs()
}
forceUpdate := false
format, err := c.GetPairFormat(asset.Spot, false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
c.Name,
err)
return
}
enabled, err := c.CurrencyPairs.GetPairs(asset.Spot, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
c.Name,
err)
return
}
avail, err := c.CurrencyPairs.GetPairs(asset.Spot, false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
c.Name,
err)
return
}
if !common.StringDataContains(enabled.Strings(), format.Delimiter) ||
!common.StringDataContains(avail.Strings(), format.Delimiter) {
var p currency.Pairs
p, err = currency.NewPairsFromStrings([]string{currency.LTC.String() +
format.Delimiter +
currency.USDT.String()})
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
c.Name,
err)
} else {
log.Warn(log.ExchangeSys,
"Enabled pairs for Coinut reset due to config upgrade, please enable the ones you would like to use again")
forceUpdate = true
err = c.UpdatePairs(p, asset.Spot, true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
c.Name,
err)
}
}
}
if !c.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err = c.UpdateTradablePairs(context.TODO(), forceUpdate)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", c.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (c *COINUT) FetchTradablePairs(ctx context.Context, asset asset.Item) ([]string, error) {
var instruments map[string][]InstrumentBase
var resp Instruments
var err error
if c.Websocket.IsConnected() {
resp, err = c.WsGetInstruments()
if err != nil {
return nil, err
}
} else {
resp, err = c.GetInstruments(ctx)
if err != nil {
return nil, err
}
}
format, err := c.GetPairFormat(asset, false)
if err != nil {
return nil, err
}
instruments = resp.Instruments
var pairs []string
for i := range instruments {
c.instrumentMap.Seed(instruments[i][0].Base+instruments[i][0].Quote, instruments[i][0].InstrumentID)
p := instruments[i][0].Base + format.Delimiter + instruments[i][0].Quote
pairs = append(pairs, p)
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (c *COINUT) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
pairs, err := c.FetchTradablePairs(ctx, asset.Spot)
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
return c.UpdatePairs(p, asset.Spot, false, forceUpdate)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// COINUT exchange
func (c *COINUT) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var info account.Holdings
var bal *UserBalance
var err error
if c.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
var resp *UserBalance
resp, err = c.wsGetAccountBalance()
if err != nil {
return info, err
}
bal = resp
} else {
bal, err = c.GetUserBalance(ctx)
if err != nil {
return info, err
}
}
var balances = []account.Balance{
{
CurrencyName: currency.BCH,
TotalValue: bal.BCH,
},
{
CurrencyName: currency.BTC,
TotalValue: bal.BTC,
},
{
CurrencyName: currency.BTG,
TotalValue: bal.BTG,
},
{
CurrencyName: currency.CAD,
TotalValue: bal.CAD,
},
{
CurrencyName: currency.ETC,
TotalValue: bal.ETC,
},
{
CurrencyName: currency.ETH,
TotalValue: bal.ETH,
},
{
CurrencyName: currency.LCH,
TotalValue: bal.LCH,
},
{
CurrencyName: currency.LTC,
TotalValue: bal.LTC,
},
{
CurrencyName: currency.MYR,
TotalValue: bal.MYR,
},
{
CurrencyName: currency.SGD,
TotalValue: bal.SGD,
},
{
CurrencyName: currency.USD,
TotalValue: bal.USD,
},
{
CurrencyName: currency.USDT,
TotalValue: bal.USDT,
},
{
CurrencyName: currency.XMR,
TotalValue: bal.XMR,
},
{
CurrencyName: currency.ZEC,
TotalValue: bal.ZEC,
},
}
info.Exchange = c.Name
info.Accounts = append(info.Accounts, account.SubAccount{
Currencies: balances,
})
err = account.Process(&info)
if err != nil {
return account.Holdings{}, err
}
return info, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (c *COINUT) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(c.Name, assetType)
if err != nil {
return c.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (c *COINUT) UpdateTickers(ctx context.Context, a asset.Item) error {
return common.ErrFunctionNotSupported
}
// UpdateTicker updates and returns the ticker for a currency pair
func (c *COINUT) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
err := c.loadInstrumentsIfNotLoaded()
if err != nil {
return nil, err
}
fpair, err := c.FormatExchangeCurrency(p, a)
if err != nil {
return nil, err
}
instID := c.instrumentMap.LookupID(fpair.String())
if instID == 0 {
return nil, errors.New("unable to lookup instrument ID")
}
var tick Ticker
tick, err = c.GetInstrumentTicker(ctx, instID)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick.Last,
High: tick.High24,
Low: tick.Low24,
Bid: tick.HighestBuy,
Ask: tick.LowestSell,
Volume: tick.Volume24,
Pair: p,
LastUpdated: time.Unix(0, tick.Timestamp),
ExchangeName: c.Name,
AssetType: a})
if err != nil {
return nil, err
}
return ticker.GetTicker(c.Name, p, a)
}
// FetchTicker returns the ticker for a currency pair
func (c *COINUT) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(c.Name, p, assetType)
if err != nil {
return c.UpdateTicker(ctx, p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (c *COINUT) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(c.Name, p, assetType)
if err != nil {
return c.UpdateOrderbook(ctx, p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (c *COINUT) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: c.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: c.CanVerifyOrderbook,
}
err := c.loadInstrumentsIfNotLoaded()
if err != nil {
return book, err
}
fpair, err := c.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
instID := c.instrumentMap.LookupID(fpair.String())
if instID == 0 {
return book, errLookupInstrumentID
}
orderbookNew, err := c.GetInstrumentOrderbook(ctx, instID, 200)
if err != nil {
return book, err
}
for x := range orderbookNew.Buy {
book.Bids = append(book.Bids, orderbook.Item{
Amount: orderbookNew.Buy[x].Quantity,
Price: orderbookNew.Buy[x].Price})
}
for x := range orderbookNew.Sell {
book.Asks = append(book.Asks, orderbook.Item{
Amount: orderbookNew.Sell[x].Quantity,
Price: orderbookNew.Sell[x].Price})
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(c.Name, p, assetType)
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (c *COINUT) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (c *COINUT) GetWithdrawalsHistory(_ context.Context, _ currency.Code) (resp []exchange.WithdrawalHistory, err error) {
return nil, common.ErrNotYetImplemented
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (c *COINUT) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
p, err = c.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
currencyID := c.instrumentMap.LookupID(p.String())
if currencyID == 0 {
return nil, errLookupInstrumentID
}
var tradeData Trades
tradeData, err = c.GetTrades(ctx, currencyID)
if err != nil {
return nil, err
}
var resp []trade.Data
for i := range tradeData.Trades {
var side order.Side
side, err = order.StringToOrderSide(tradeData.Trades[i].Side)
if err != nil {
return nil, err
}
resp = append(resp, trade.Data{
Exchange: c.Name,
TID: strconv.FormatInt(tradeData.Trades[i].TransactionID, 10),
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData.Trades[i].Price,
Amount: tradeData.Trades[i].Quantity,
Timestamp: time.Unix(0, tradeData.Trades[i].Timestamp*int64(time.Microsecond)),
})
}
err = c.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 (c *COINUT) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (c *COINUT) SubmitOrder(ctx context.Context, o *order.Submit) (order.SubmitResponse, error) {
if err := o.Validate(); err != nil {
return order.SubmitResponse{}, err
}
var submitOrderResponse order.SubmitResponse
var err error
if _, err = strconv.Atoi(o.ClientID); err != nil {
return submitOrderResponse, fmt.Errorf("%s - ClientID must be a number, received: %s", c.Name, o.ClientID)
}
if c.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
var response *order.Detail
response, err = c.wsSubmitOrder(&WsSubmitOrderParameters{
Currency: o.Pair,
Side: o.Side,
Amount: o.Amount,
Price: o.Price,
})
if err != nil {
return submitOrderResponse, err
}
submitOrderResponse.OrderID = response.ID
submitOrderResponse.IsOrderPlaced = true
} else {
err = c.loadInstrumentsIfNotLoaded()
if err != nil {
return submitOrderResponse, err
}
fpair, err := c.FormatExchangeCurrency(o.Pair, asset.Spot)
if err != nil {
return submitOrderResponse, err
}
currencyID := c.instrumentMap.LookupID(fpair.String())
if currencyID == 0 {
return submitOrderResponse, errLookupInstrumentID
}
var APIResponse interface{}
var clientIDInt uint64
isBuyOrder := o.Side == order.Buy
clientIDInt, err = strconv.ParseUint(o.ClientID, 0, 32)
if err != nil {
return submitOrderResponse, err
}
clientIDUint := uint32(clientIDInt)
APIResponse, err = c.NewOrder(ctx,
currencyID,
o.Amount,
o.Price,
isBuyOrder,
clientIDUint)
if err != nil {
return submitOrderResponse, err
}
responseMap, ok := APIResponse.(map[string]interface{})
if !ok {
return submitOrderResponse, errors.New("unable to type assert responseMap")
}
orderType, ok := responseMap["reply"].(string)
if !ok {
return submitOrderResponse, errors.New("unable to type assert orderType")
}
switch orderType {
case "order_rejected":
return submitOrderResponse, fmt.Errorf("clientOrderID: %v was rejected: %v", o.ClientID, responseMap["reasons"])
case "order_filled":
orderID, ok := responseMap["order_id"].(float64)
if !ok {
return submitOrderResponse, errors.New("unable to type assert orderID")
}
submitOrderResponse.OrderID = strconv.FormatFloat(orderID, 'f', -1, 64)
submitOrderResponse.IsOrderPlaced = true
submitOrderResponse.FullyMatched = true
return submitOrderResponse, nil
case "order_accepted":
orderID, ok := responseMap["order_id"].(float64)
if !ok {
return submitOrderResponse, errors.New("unable to type assert orderID")
}
submitOrderResponse.OrderID = strconv.FormatFloat(orderID, 'f', -1, 64)
submitOrderResponse.IsOrderPlaced = true
return submitOrderResponse, nil
}
}
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (c *COINUT) 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 (c *COINUT) CancelOrder(ctx context.Context, o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
err := c.loadInstrumentsIfNotLoaded()
if err != nil {
return err
}
orderIDInt, err := strconv.ParseInt(o.ID, 10, 64)
if err != nil {
return err
}
fpair, err := c.FormatExchangeCurrency(o.Pair, asset.Spot)
if err != nil {
return err
}
currencyID := c.instrumentMap.LookupID(fpair.String())
if c.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
var resp *CancelOrdersResponse
resp, err = c.wsCancelOrder(&WsCancelOrderParameters{
Currency: o.Pair,
OrderID: orderIDInt,
})
if err != nil {
return err
}
if len(resp.Status) >= 1 && resp.Status[0] != "OK" {
return errors.New(c.Name + " - Failed to cancel order " + o.ID)
}
} else {
if currencyID == 0 {
return errLookupInstrumentID
}
_, err = c.CancelExistingOrder(ctx, currencyID, orderIDInt)
if err != nil {
return err
}
}
return nil
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (c *COINUT) CancelBatchOrders(_ context.Context, _ []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (c *COINUT) CancelAllOrders(ctx context.Context, details *order.Cancel) (order.CancelAllResponse, error) {
if err := details.Validate(); err != nil {
return order.CancelAllResponse{}, err
}
var cancelAllOrdersResponse order.CancelAllResponse
err := c.loadInstrumentsIfNotLoaded()
if err != nil {
return cancelAllOrdersResponse, err
}
cancelAllOrdersResponse.Status = make(map[string]string)
if c.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
openOrders, err := c.wsGetOpenOrders(details.Pair.String())
if err != nil {
return cancelAllOrdersResponse, err
}
var ordersToCancel []WsCancelOrderParameters
for i := range openOrders.Orders {
var fpair currency.Pair
fpair, err = c.FormatExchangeCurrency(details.Pair, asset.Spot)
if err != nil {
return cancelAllOrdersResponse, err
}
if openOrders.Orders[i].InstrumentID == c.instrumentMap.LookupID(fpair.String()) {
ordersToCancel = append(ordersToCancel, WsCancelOrderParameters{
Currency: details.Pair,
OrderID: openOrders.Orders[i].OrderID,
})
}
}
resp, err := c.wsCancelOrders(ordersToCancel)
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range resp.Results {
if openOrders.Orders[i].Status[0] != "OK" {
cancelAllOrdersResponse.Status[strconv.FormatInt(openOrders.Orders[i].OrderID, 10)] = strings.Join(openOrders.Orders[i].Status, ",")
}
}
} else {
var allTheOrders []OrderResponse
ids := c.instrumentMap.GetInstrumentIDs()
for x := range ids {
fpair, err := c.FormatExchangeCurrency(details.Pair, asset.Spot)
if err != nil {
return cancelAllOrdersResponse, err
}
if ids[x] == c.instrumentMap.LookupID(fpair.String()) {
openOrders, err := c.GetOpenOrders(ctx, ids[x])
if err != nil {
return cancelAllOrdersResponse, err
}
allTheOrders = append(allTheOrders, openOrders.Orders...)
}
}
var allTheOrdersToCancel []CancelOrders
for i := range allTheOrders {
cancelOrder := CancelOrders{
InstrumentID: allTheOrders[i].InstrumentID,
OrderID: allTheOrders[i].OrderID,
}
allTheOrdersToCancel = append(allTheOrdersToCancel, cancelOrder)
}
if len(allTheOrdersToCancel) > 0 {
resp, err := c.CancelOrders(ctx, allTheOrdersToCancel)
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range resp.Results {
if resp.Results[i].Status != "OK" {
cancelAllOrdersResponse.Status[strconv.FormatInt(resp.Results[i].OrderID, 10)] = resp.Results[i].Status
}
}
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns order information based on order ID
func (c *COINUT) GetOrderInfo(_ context.Context, _ string, _ currency.Pair, _ asset.Item) (order.Detail, error) {
return order.Detail{}, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (c *COINUT) GetDepositAddress(_ context.Context, _ currency.Code, _, _ string) (*deposit.Address, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (c *COINUT) WithdrawCryptocurrencyFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (c *COINUT) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (c *COINUT) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (c *COINUT) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if !c.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return c.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (c *COINUT) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
err := c.loadInstrumentsIfNotLoaded()
if err != nil {
return nil, err
}
var orders []order.Detail
var currenciesToCheck []string
if len(req.Pairs) == 0 {
for i := range req.Pairs {
fpair, err := c.FormatExchangeCurrency(req.Pairs[i], asset.Spot)
if err != nil {
return nil, err
}
currenciesToCheck = append(currenciesToCheck, fpair.String())
}
} else {
for k := range c.instrumentMap.Instruments {
currenciesToCheck = append(currenciesToCheck, k)
}
}
if c.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
for x := range currenciesToCheck {
openOrders, err := c.wsGetOpenOrders(currenciesToCheck[x])
if err != nil {
return nil, err
}
for i := range openOrders.Orders {
p, err := currency.NewPairFromString(currenciesToCheck[x])
if err != nil {
return nil, err
}
fpair, err := c.FormatExchangeCurrency(p, asset.Spot)
if err != nil {
return nil, err
}
orders = append(orders, order.Detail{
Exchange: c.Name,
ID: strconv.FormatInt(openOrders.Orders[i].OrderID, 10),
Pair: fpair,
Side: order.Side(openOrders.Orders[i].Side),
Date: time.Unix(0, openOrders.Orders[i].Timestamp),
Status: order.Active,
Price: openOrders.Orders[i].Price,
Amount: openOrders.Orders[i].Quantity,
ExecutedAmount: openOrders.Orders[i].Quantity - openOrders.Orders[i].OpenQuantity,
RemainingAmount: openOrders.Orders[i].OpenQuantity,
})
}
}
} else {
var instrumentsToUse []int64
for x := range req.Pairs {
curr, err := c.FormatExchangeCurrency(req.Pairs[x],
asset.Spot)
if err != nil {
return nil, err
}
instrumentsToUse = append(instrumentsToUse,
c.instrumentMap.LookupID(curr.String()))
}
if len(instrumentsToUse) == 0 {
instrumentsToUse = c.instrumentMap.GetInstrumentIDs()
}
pairs, err := c.GetEnabledPairs(asset.Spot)
if err != nil {
return nil, err
}
format, err := c.GetPairFormat(asset.Spot, true)
if err != nil {
return nil, err
}
for x := range instrumentsToUse {
openOrders, err := c.GetOpenOrders(ctx, instrumentsToUse[x])
if err != nil {
return nil, err
}
for y := range openOrders.Orders {
curr := c.instrumentMap.LookupInstrument(instrumentsToUse[x])
p, err := currency.NewPairFromFormattedPairs(curr,
pairs,
format)
if err != nil {
return nil, err
}
orderSide := order.Side(strings.ToUpper(openOrders.Orders[y].Side))
orderDate := time.Unix(openOrders.Orders[y].Timestamp, 0)
orders = append(orders, order.Detail{
ID: strconv.FormatInt(openOrders.Orders[y].OrderID, 10),
Amount: openOrders.Orders[y].Quantity,
Price: openOrders.Orders[y].Price,
Exchange: c.Name,
Side: orderSide,
Date: orderDate,
Pair: p,
})
}
}
}
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (c *COINUT) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
err := c.loadInstrumentsIfNotLoaded()
if err != nil {
return nil, err
}
var allOrders []order.Detail
if c.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
for i := range req.Pairs {
for j := int64(0); ; j += 100 {
trades, err := c.wsGetTradeHistory(req.Pairs[i], j, 100)
if err != nil {
return allOrders, err
}
for x := range trades.Trades {
curr := c.instrumentMap.LookupInstrument(trades.Trades[x].InstrumentID)
p, err := currency.NewPairFromString(curr)
if err != nil {
return nil, err
}
allOrders = append(allOrders, order.Detail{
Exchange: c.Name,
ID: strconv.FormatInt(trades.Trades[x].OrderID, 10),
Pair: p,
Side: order.Side(trades.Trades[x].Side),
Date: time.Unix(0, trades.Trades[x].Timestamp),
Status: order.Filled,
Price: trades.Trades[x].Price,
Amount: trades.Trades[x].Quantity,
ExecutedAmount: trades.Trades[x].Quantity,
RemainingAmount: trades.Trades[x].OpenQuantity,
})
}
if len(trades.Trades) < 100 {
break
}
}
}
} else {
var instrumentsToUse []int64
for x := range req.Pairs {
curr, err := c.FormatExchangeCurrency(req.Pairs[x],
asset.Spot)
if err != nil {
return nil, err
}
instrumentID := c.instrumentMap.LookupID(curr.String())
if instrumentID > 0 {
instrumentsToUse = append(instrumentsToUse, instrumentID)
}
}
if len(instrumentsToUse) == 0 {
instrumentsToUse = c.instrumentMap.GetInstrumentIDs()
}
pairs, err := c.GetEnabledPairs(asset.Spot)
if err != nil {
return nil, err
}
format, err := c.GetPairFormat(asset.Spot, true)
if err != nil {
return nil, err
}
for x := range instrumentsToUse {
orders, err := c.GetTradeHistory(ctx, instrumentsToUse[x], -1, -1)
if err != nil {
return nil, err
}
for y := range orders.Trades {
curr := c.instrumentMap.LookupInstrument(instrumentsToUse[x])
p, err := currency.NewPairFromFormattedPairs(curr,
pairs,
format)
if err != nil {
return nil, err
}
orderSide := order.Side(strings.ToUpper(orders.Trades[y].Order.Side))
orderDate := time.Unix(orders.Trades[y].Order.Timestamp, 0)
allOrders = append(allOrders, order.Detail{
ID: strconv.FormatInt(orders.Trades[y].Order.OrderID, 10),
Amount: orders.Trades[y].Order.Quantity,
Price: orders.Trades[y].Order.Price,
Exchange: c.Name,
Side: orderSide,
Date: orderDate,
Pair: p,
})
}
}
}
order.FilterOrdersByTimeRange(&allOrders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&allOrders, req.Side)
return allOrders, nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (c *COINUT) AuthenticateWebsocket(_ context.Context) error {
return c.wsAuthenticate()
}
func (c *COINUT) loadInstrumentsIfNotLoaded() error {
if !c.instrumentMap.IsLoaded() {
if c.Websocket.IsConnected() {
_, err := c.WsGetInstruments()
if err != nil {
return err
}
} else {
err := c.SeedInstruments(context.TODO())
if err != nil {
return err
}
}
}
return nil
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (c *COINUT) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
_, err := c.UpdateAccountInfo(ctx, assetType)
return c.CheckTransientError(err)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (c *COINUT) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrFunctionNotSupported
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (c *COINUT) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrFunctionNotSupported
}