mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-18 15:10:03 +00:00
* 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
1250 lines
35 KiB
Go
1250 lines
35 KiB
Go
package ftx
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import (
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"context"
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"errors"
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"fmt"
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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 (f *FTX) GetDefaultConfig() (*config.ExchangeConfig, error) {
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f.SetDefaults()
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exchCfg := new(config.ExchangeConfig)
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exchCfg.Name = f.Name
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exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
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exchCfg.BaseCurrencies = f.BaseCurrencies
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err := f.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 f.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err = f.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 FTX
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func (f *FTX) SetDefaults() {
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f.Name = "FTX"
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f.Enabled = true
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f.Verbose = true
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f.API.CredentialsValidator.RequiresKey = true
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f.API.CredentialsValidator.RequiresSecret = true
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spot := 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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futures := 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 := f.StoreAssetPairFormat(asset.Spot, spot)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = f.StoreAssetPairFormat(asset.Futures, futures)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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f.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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CryptoDeposit: true,
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CryptoWithdrawal: true,
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MultiChainDeposits: true,
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MultiChainWithdrawals: 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.AutoWithdrawCrypto,
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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.FifteenSecond.Word(): true,
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kline.OneMin.Word(): true,
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kline.FiveMin.Word(): true,
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kline.FifteenMin.Word(): true,
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kline.OneHour.Word(): true,
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kline.FourHour.Word(): true,
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kline.OneDay.Word(): true,
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},
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ResultLimit: 5000,
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},
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},
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}
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f.Requester = request.New(f.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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request.WithLimiter(request.NewBasicRateLimit(ratePeriod, rateLimit)))
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f.API.Endpoints = f.NewEndpoints()
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err = f.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: ftxAPIURL,
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exchange.WebsocketSpot: ftxWSURL,
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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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f.Websocket = stream.New()
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f.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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f.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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f.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 (f *FTX) Setup(exch *config.ExchangeConfig) error {
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if !exch.Enabled {
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f.SetEnabled(false)
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return nil
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}
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err := f.SetupDefaults(exch)
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if err != nil {
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return err
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}
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wsEndpoint, err := f.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 = f.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: ftxWSURL,
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ExchangeName: exch.Name,
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RunningURL: wsEndpoint,
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Connector: f.WsConnect,
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Subscriber: f.Subscribe,
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UnSubscriber: f.Unsubscribe,
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GenerateSubscriptions: f.GenerateDefaultSubscriptions,
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Features: &f.Features.Supports.WebsocketCapabilities,
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OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
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BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
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OrderbookPublishPeriod: exch.OrderbookConfig.PublishPeriod,
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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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return f.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 FTX go routine
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func (f *FTX) Start(wg *sync.WaitGroup) {
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wg.Add(1)
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go func() {
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f.Run()
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wg.Done()
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}()
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}
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// Run implements the FTX wrapper
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func (f *FTX) Run() {
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if f.Verbose {
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log.Debugf(log.ExchangeSys,
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"%s Websocket: %s.",
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f.Name,
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common.IsEnabled(f.Websocket.IsEnabled()))
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f.PrintEnabledPairs()
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}
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err := f.UpdateOrderExecutionLimits(context.TODO(), "")
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to set exchange order execution limits. Err: %v",
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f.Name,
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err)
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}
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if !f.GetEnabledFeatures().AutoPairUpdates {
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return
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}
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err = f.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. Err: %s",
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f.Name,
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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 (f *FTX) FetchTradablePairs(ctx context.Context, a asset.Item) ([]string, error) {
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if !f.SupportsAsset(a) {
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return nil, fmt.Errorf("asset type of %s is not supported by %s", a, f.Name)
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}
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markets, err := f.GetMarkets(ctx)
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if err != nil {
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return nil, err
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}
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format, err := f.GetPairFormat(a, false)
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if err != nil {
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return nil, err
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}
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var pairs []string
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switch a {
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case asset.Spot:
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for x := range markets {
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if markets[x].MarketType == spotString {
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curr, err := currency.NewPairFromString(markets[x].Name)
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if err != nil {
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return nil, err
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}
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pairs = append(pairs, format.Format(curr))
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}
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}
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case asset.Futures:
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for x := range markets {
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if markets[x].MarketType == futuresString {
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curr, err := currency.NewPairFromString(markets[x].Name)
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if err != nil {
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return nil, err
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}
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pairs = append(pairs, format.Format(curr))
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}
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}
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}
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return pairs, 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 (f *FTX) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
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assets := f.GetAssetTypes(false)
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for x := range assets {
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pairs, err := f.FetchTradablePairs(ctx, assets[x])
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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 = f.UpdatePairs(p, assets[x], 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 (f *FTX) UpdateTickers(ctx context.Context, a asset.Item) error {
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allPairs, err := f.GetEnabledPairs(a)
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if err != nil {
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return err
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}
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markets, err := f.GetMarkets(ctx)
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if err != nil {
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return err
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}
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for p := range allPairs {
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formattedPair, err := f.FormatExchangeCurrency(allPairs[p], a)
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if err != nil {
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return err
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}
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for x := range markets {
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if markets[x].Name != formattedPair.String() {
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continue
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}
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var resp ticker.Price
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resp.Pair, err = currency.NewPairFromString(markets[x].Name)
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if err != nil {
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return err
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}
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resp.Last = markets[x].Last
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resp.Bid = markets[x].Bid
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resp.Ask = markets[x].Ask
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resp.LastUpdated = time.Now()
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resp.AssetType = a
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resp.ExchangeName = f.Name
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err = ticker.ProcessTicker(&resp)
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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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}
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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 (f *FTX) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
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formattedPair, err := f.FormatExchangeCurrency(p, a)
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if err != nil {
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return nil, err
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}
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market, err := f.GetMarket(ctx, formattedPair.String())
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if err != nil {
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return nil, err
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}
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var resp ticker.Price
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resp.Pair, err = currency.NewPairFromString(market.Name)
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if err != nil {
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return nil, err
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}
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resp.Last = market.Last
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resp.Bid = market.Bid
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resp.Ask = market.Ask
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resp.LastUpdated = time.Now()
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resp.AssetType = a
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resp.ExchangeName = f.Name
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err = ticker.ProcessTicker(&resp)
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if err != nil {
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return nil, err
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}
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return ticker.GetTicker(f.Name, p, a)
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}
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// FetchTicker returns the ticker for a currency pair
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func (f *FTX) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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tickerNew, err := ticker.GetTicker(f.Name, p, assetType)
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if err != nil {
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return f.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 (f *FTX) FetchOrderbook(ctx context.Context, c currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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ob, err := orderbook.Get(f.Name, c, assetType)
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if err != nil {
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return f.UpdateOrderbook(ctx, c, 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 (f *FTX) 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: f.Name,
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Pair: p,
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Asset: assetType,
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VerifyOrderbook: f.CanVerifyOrderbook,
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}
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formattedPair, err := f.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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tempResp, err := f.GetOrderbook(ctx, formattedPair.String(), 100)
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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 tempResp.Bids {
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book.Bids = append(book.Bids, orderbook.Item{
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Amount: tempResp.Bids[x].Size,
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Price: tempResp.Bids[x].Price})
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}
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for y := range tempResp.Asks {
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book.Asks = append(book.Asks, orderbook.Item{
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Amount: tempResp.Asks[y].Size,
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Price: tempResp.Asks[y].Price})
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}
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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(f.Name, p, assetType)
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}
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// UpdateAccountInfo retrieves balances for all enabled currencies
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func (f *FTX) UpdateAccountInfo(ctx context.Context, a asset.Item) (account.Holdings, error) {
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var resp account.Holdings
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var data AllWalletBalances
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if f.API.Credentials.Subaccount != "" {
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balances, err := f.GetBalances(ctx)
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if err != nil {
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return resp, err
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}
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data = make(AllWalletBalances)
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data[f.API.Credentials.Subaccount] = balances
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} else {
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// Get all wallet balances used so we can transfer between accounts if
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// needed.
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var err error
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data, err = f.GetAllWalletBalances(ctx)
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if err != nil {
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return resp, err
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}
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}
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for subName, balances := range data {
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// "main" defines the main account in the sub account list
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var acc = account.SubAccount{ID: subName, AssetType: a}
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for x := range balances {
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c := currency.NewCode(balances[x].Coin)
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hold := balances[x].Total - balances[x].Free
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acc.Currencies = append(acc.Currencies,
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account.Balance{CurrencyName: c,
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TotalValue: balances[x].Total,
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Hold: hold})
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}
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resp.Accounts = append(resp.Accounts, acc)
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}
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resp.Exchange = f.Name
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if err := account.Process(&resp); err != nil {
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return account.Holdings{}, err
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}
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return resp, nil
|
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}
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|
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// FetchAccountInfo retrieves balances for all enabled currencies
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func (f *FTX) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
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acc, err := account.GetHoldings(f.Name, assetType)
|
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if err != nil {
|
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return f.UpdateAccountInfo(ctx, assetType)
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}
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return acc, nil
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}
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|
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// GetFundingHistory returns funding history, deposits and
|
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// withdrawals
|
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func (f *FTX) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
|
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var resp []exchange.FundHistory
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depositData, err := f.FetchDepositHistory(ctx)
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if err != nil {
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return resp, err
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}
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for x := range depositData {
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var tempData exchange.FundHistory
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tempData.Fee = depositData[x].Fee
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tempData.Timestamp = depositData[x].Time
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tempData.ExchangeName = f.Name
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tempData.CryptoToAddress = depositData[x].Address.Address
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tempData.CryptoTxID = depositData[x].TxID
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tempData.CryptoChain = depositData[x].Address.Method
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tempData.Status = depositData[x].Status
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tempData.Amount = depositData[x].Size
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tempData.Currency = depositData[x].Coin
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tempData.TransferID = strconv.FormatInt(depositData[x].ID, 10)
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resp = append(resp, tempData)
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}
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withdrawalData, err := f.FetchWithdrawalHistory(ctx)
|
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if err != nil {
|
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return resp, err
|
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}
|
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for y := range withdrawalData {
|
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var tempData exchange.FundHistory
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tempData.Fee = withdrawalData[y].Fee
|
|
tempData.Timestamp = withdrawalData[y].Time
|
|
tempData.ExchangeName = f.Name
|
|
tempData.CryptoToAddress = withdrawalData[y].Address
|
|
tempData.CryptoTxID = withdrawalData[y].TXID
|
|
tempData.CryptoChain = withdrawalData[y].Method
|
|
tempData.Status = withdrawalData[y].Status
|
|
tempData.Amount = withdrawalData[y].Size
|
|
tempData.Currency = withdrawalData[y].Coin
|
|
tempData.TransferID = strconv.FormatInt(withdrawalData[y].ID, 10)
|
|
resp = append(resp, tempData)
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetWithdrawalsHistory returns previous withdrawals data
|
|
func (f *FTX) 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 (f *FTX) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
|
|
return f.GetHistoricTrades(ctx, p, assetType, time.Now().Add(-time.Minute*15), time.Now())
|
|
}
|
|
|
|
// GetHistoricTrades returns historic trade data within the timeframe provided
|
|
// FTX returns trades from the end date and iterates towards the start date
|
|
func (f *FTX) GetHistoricTrades(ctx context.Context, p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
|
|
if err := common.StartEndTimeCheck(timestampStart, timestampEnd); err != nil {
|
|
return nil, fmt.Errorf("invalid time range supplied. Start: %v End %v %w", timestampStart, timestampEnd, err)
|
|
}
|
|
var err error
|
|
p, err = f.FormatExchangeCurrency(p, assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
endTime := timestampEnd
|
|
var resp []trade.Data
|
|
allTrades:
|
|
for {
|
|
var trades []TradeData
|
|
trades, err = f.GetTrades(ctx,
|
|
p.String(),
|
|
timestampStart.Unix(),
|
|
endTime.Unix(),
|
|
0)
|
|
if err != nil {
|
|
if errors.Is(err, errStartTimeCannotBeAfterEndTime) {
|
|
break
|
|
}
|
|
return nil, err
|
|
}
|
|
if len(trades) == 0 {
|
|
break
|
|
}
|
|
for i := 0; i < len(trades); i++ {
|
|
if timestampStart.Equal(trades[i].Time) || trades[i].Time.Before(timestampStart) {
|
|
// reached end of trades to crawl
|
|
break allTrades
|
|
}
|
|
if trades[i].Time.After(endTime) {
|
|
continue
|
|
}
|
|
var side order.Side
|
|
side, err = order.StringToOrderSide(trades[i].Side)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp = append(resp, trade.Data{
|
|
TID: strconv.FormatInt(trades[i].ID, 10),
|
|
Exchange: f.Name,
|
|
CurrencyPair: p,
|
|
AssetType: assetType,
|
|
Side: side,
|
|
Price: trades[i].Price,
|
|
Amount: trades[i].Size,
|
|
Timestamp: trades[i].Time,
|
|
})
|
|
}
|
|
endTime = trades[len(trades)-1].Time
|
|
}
|
|
|
|
err = f.AddTradesToBuffer(resp...)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
sort.Sort(trade.ByDate(resp))
|
|
return trade.FilterTradesByTime(resp, timestampStart, timestampEnd), nil
|
|
}
|
|
|
|
// SubmitOrder submits a new order
|
|
func (f *FTX) SubmitOrder(ctx context.Context, s *order.Submit) (order.SubmitResponse, error) {
|
|
var resp order.SubmitResponse
|
|
if err := s.Validate(); err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
if s.Side == order.Ask {
|
|
s.Side = order.Sell
|
|
}
|
|
if s.Side == order.Bid {
|
|
s.Side = order.Buy
|
|
}
|
|
|
|
fPair, err := f.FormatExchangeCurrency(s.Pair, s.AssetType)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
tempResp, err := f.Order(ctx,
|
|
fPair.String(),
|
|
s.Side.Lower(),
|
|
s.Type.Lower(),
|
|
s.ReduceOnly,
|
|
s.ImmediateOrCancel,
|
|
s.PostOnly,
|
|
s.ClientOrderID,
|
|
s.Price,
|
|
s.Amount)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
resp.IsOrderPlaced = true
|
|
resp.OrderID = strconv.FormatInt(tempResp.ID, 10)
|
|
return resp, nil
|
|
}
|
|
|
|
// ModifyOrder will allow of changing orderbook placement and limit to
|
|
// market conversion
|
|
func (f *FTX) ModifyOrder(ctx context.Context, action *order.Modify) (order.Modify, error) {
|
|
if err := action.Validate(); err != nil {
|
|
return order.Modify{}, err
|
|
}
|
|
|
|
if action.TriggerPrice != 0 {
|
|
a, err := f.ModifyTriggerOrder(ctx,
|
|
action.ID,
|
|
action.Type.String(),
|
|
action.Amount,
|
|
action.TriggerPrice,
|
|
action.Price,
|
|
0)
|
|
if err != nil {
|
|
return order.Modify{}, err
|
|
}
|
|
return order.Modify{
|
|
Exchange: action.Exchange,
|
|
AssetType: action.AssetType,
|
|
Pair: action.Pair,
|
|
ID: strconv.FormatInt(a.ID, 10),
|
|
|
|
Price: action.Price,
|
|
Amount: action.Amount,
|
|
TriggerPrice: action.TriggerPrice,
|
|
Type: action.Type,
|
|
}, err
|
|
}
|
|
var o OrderData
|
|
var err error
|
|
if action.ID == "" {
|
|
o, err = f.ModifyOrderByClientID(ctx,
|
|
action.ClientOrderID,
|
|
action.ClientOrderID,
|
|
action.Price,
|
|
action.Amount)
|
|
if err != nil {
|
|
return order.Modify{}, err
|
|
}
|
|
} else {
|
|
o, err = f.ModifyPlacedOrder(ctx,
|
|
action.ID,
|
|
action.ClientOrderID,
|
|
action.Price,
|
|
action.Amount)
|
|
if err != nil {
|
|
return order.Modify{}, err
|
|
}
|
|
}
|
|
return order.Modify{
|
|
Exchange: action.Exchange,
|
|
AssetType: action.AssetType,
|
|
Pair: action.Pair,
|
|
ID: strconv.FormatInt(o.ID, 10),
|
|
|
|
Price: action.Price,
|
|
Amount: action.Amount,
|
|
}, err
|
|
}
|
|
|
|
// CancelOrder cancels an order by its corresponding ID number
|
|
func (f *FTX) CancelOrder(ctx context.Context, o *order.Cancel) error {
|
|
if err := o.Validate(o.StandardCancel()); err != nil {
|
|
return err
|
|
}
|
|
|
|
if o.ClientOrderID != "" {
|
|
_, err := f.DeleteOrderByClientID(ctx, o.ClientOrderID)
|
|
return err
|
|
}
|
|
|
|
_, err := f.DeleteOrder(ctx, o.ID)
|
|
return err
|
|
}
|
|
|
|
// CancelBatchOrders cancels an orders by their corresponding ID numbers
|
|
func (f *FTX) CancelBatchOrders(ctx context.Context, o []order.Cancel) (order.CancelBatchResponse, error) {
|
|
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
|
|
}
|
|
|
|
// CancelAllOrders cancels all orders associated with a currency pair
|
|
func (f *FTX) CancelAllOrders(ctx context.Context, orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
|
|
if err := orderCancellation.Validate(); err != nil {
|
|
return order.CancelAllResponse{}, err
|
|
}
|
|
|
|
var resp order.CancelAllResponse
|
|
formattedPair, err := f.FormatExchangeCurrency(orderCancellation.Pair, orderCancellation.AssetType)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
orders, err := f.GetOpenOrders(ctx, formattedPair.String())
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
tempMap := make(map[string]string)
|
|
for x := range orders {
|
|
_, err := f.DeleteOrder(ctx, strconv.FormatInt(orders[x].ID, 10))
|
|
if err != nil {
|
|
tempMap[strconv.FormatInt(orders[x].ID, 10)] = "Cancellation Failed"
|
|
continue
|
|
}
|
|
tempMap[strconv.FormatInt(orders[x].ID, 10)] = "Success"
|
|
}
|
|
resp.Status = tempMap
|
|
return resp, nil
|
|
}
|
|
|
|
// GetCompatible gets compatible variables for order vars
|
|
func (s *OrderData) GetCompatible(ctx context.Context, f *FTX) (OrderVars, error) {
|
|
var resp OrderVars
|
|
switch s.Side {
|
|
case order.Buy.Lower():
|
|
resp.Side = order.Buy
|
|
case order.Sell.Lower():
|
|
resp.Side = order.Sell
|
|
default:
|
|
resp.Side = order.UnknownSide
|
|
}
|
|
switch s.Status {
|
|
case strings.ToLower(order.New.String()):
|
|
resp.Status = order.New
|
|
case strings.ToLower(order.Open.String()):
|
|
resp.Status = order.Open
|
|
case closedStatus:
|
|
if s.FilledSize != 0 && s.FilledSize != s.Size {
|
|
resp.Status = order.PartiallyCancelled
|
|
}
|
|
if s.FilledSize == 0 {
|
|
resp.Status = order.Cancelled
|
|
}
|
|
if s.FilledSize == s.Size {
|
|
resp.Status = order.Filled
|
|
}
|
|
default:
|
|
resp.Status = order.AnyStatus
|
|
}
|
|
var feeBuilder exchange.FeeBuilder
|
|
feeBuilder.PurchasePrice = s.AvgFillPrice
|
|
feeBuilder.Amount = s.Size
|
|
resp.OrderType = order.Market
|
|
if strings.EqualFold(s.OrderType, order.Limit.String()) {
|
|
resp.OrderType = order.Limit
|
|
feeBuilder.IsMaker = true
|
|
}
|
|
fee, err := f.GetFee(ctx, &feeBuilder)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
resp.Fee = fee
|
|
return resp, nil
|
|
}
|
|
|
|
// GetOrderInfo returns order information based on order ID
|
|
func (f *FTX) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
|
|
var resp order.Detail
|
|
orderData, err := f.GetOrderStatus(ctx, orderID)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
p, err := currency.NewPairFromString(orderData.Market)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
orderAssetType, err := f.GetPairAssetType(p)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
resp.ID = strconv.FormatInt(orderData.ID, 10)
|
|
resp.Amount = orderData.Size
|
|
resp.ClientOrderID = orderData.ClientID
|
|
resp.Date = orderData.CreatedAt
|
|
resp.Exchange = f.Name
|
|
resp.ExecutedAmount = orderData.Size - orderData.RemainingSize
|
|
resp.Pair = p
|
|
resp.AssetType = orderAssetType
|
|
resp.Price = orderData.Price
|
|
resp.RemainingAmount = orderData.RemainingSize
|
|
orderVars, err := orderData.GetCompatible(ctx, f)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
resp.Status = orderVars.Status
|
|
resp.Side = orderVars.Side
|
|
resp.Type = orderVars.OrderType
|
|
resp.Fee = orderVars.Fee
|
|
return resp, nil
|
|
}
|
|
|
|
// GetDepositAddress returns a deposit address for a specified currency
|
|
func (f *FTX) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, chain string) (*deposit.Address, error) {
|
|
a, err := f.FetchDepositAddress(ctx, cryptocurrency, chain)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &deposit.Address{
|
|
Address: a.Address,
|
|
Tag: a.Tag,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
|
|
// submitted
|
|
func (f *FTX) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
resp, err := f.Withdraw(ctx,
|
|
withdrawRequest.Currency,
|
|
withdrawRequest.Crypto.Address,
|
|
withdrawRequest.Crypto.AddressTag,
|
|
withdrawRequest.TradePassword,
|
|
withdrawRequest.Crypto.Chain,
|
|
strconv.FormatInt(withdrawRequest.OneTimePassword, 10),
|
|
withdrawRequest.Amount)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return &withdraw.ExchangeResponse{
|
|
ID: strconv.FormatInt(resp.ID, 10),
|
|
Status: resp.Status,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
|
|
// submitted
|
|
func (f *FTX) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (f *FTX) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetWebsocket returns a pointer to the exchange websocket
|
|
func (f *FTX) GetWebsocket() (*stream.Websocket, error) {
|
|
return f.Websocket, nil
|
|
}
|
|
|
|
// GetActiveOrders retrieves any orders that are active/open
|
|
func (f *FTX) GetActiveOrders(ctx context.Context, getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
|
|
if err := getOrdersRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var resp []order.Detail
|
|
for x := range getOrdersRequest.Pairs {
|
|
assetType, err := f.GetPairAssetType(getOrdersRequest.Pairs[x])
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
formattedPair, err := f.FormatExchangeCurrency(getOrdersRequest.Pairs[x], assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var tempResp order.Detail
|
|
orderData, err := f.GetOpenOrders(ctx, formattedPair.String())
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for y := range orderData {
|
|
var p currency.Pair
|
|
p, err = currency.NewPairFromString(orderData[y].Market)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
tempResp.ID = strconv.FormatInt(orderData[y].ID, 10)
|
|
tempResp.Amount = orderData[y].Size
|
|
tempResp.AssetType = assetType
|
|
tempResp.ClientOrderID = orderData[y].ClientID
|
|
tempResp.Date = orderData[y].CreatedAt
|
|
tempResp.Exchange = f.Name
|
|
tempResp.ExecutedAmount = orderData[y].Size - orderData[y].RemainingSize
|
|
tempResp.Pair = p
|
|
tempResp.Price = orderData[y].Price
|
|
tempResp.RemainingAmount = orderData[y].RemainingSize
|
|
var orderVars OrderVars
|
|
orderVars, err = f.compatibleOrderVars(ctx,
|
|
orderData[y].Side,
|
|
orderData[y].Status,
|
|
orderData[y].OrderType,
|
|
orderData[y].Size,
|
|
orderData[y].FilledSize,
|
|
orderData[y].AvgFillPrice)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
tempResp.Status = orderVars.Status
|
|
tempResp.Side = orderVars.Side
|
|
tempResp.Type = orderVars.OrderType
|
|
tempResp.Fee = orderVars.Fee
|
|
resp = append(resp, tempResp)
|
|
}
|
|
|
|
triggerOrderData, err := f.GetOpenTriggerOrders(ctx,
|
|
formattedPair.String(),
|
|
getOrdersRequest.Type.String())
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for z := range triggerOrderData {
|
|
var p currency.Pair
|
|
p, err = currency.NewPairFromString(triggerOrderData[z].Market)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
tempResp.ID = strconv.FormatInt(triggerOrderData[z].ID, 10)
|
|
tempResp.Amount = triggerOrderData[z].Size
|
|
tempResp.AssetType = assetType
|
|
tempResp.Date = triggerOrderData[z].CreatedAt
|
|
tempResp.Exchange = f.Name
|
|
tempResp.ExecutedAmount = triggerOrderData[z].FilledSize
|
|
tempResp.Pair = p
|
|
tempResp.Price = triggerOrderData[z].AvgFillPrice
|
|
tempResp.RemainingAmount = triggerOrderData[z].Size - triggerOrderData[z].FilledSize
|
|
tempResp.TriggerPrice = triggerOrderData[z].TriggerPrice
|
|
orderVars, err := f.compatibleOrderVars(ctx,
|
|
triggerOrderData[z].Side,
|
|
triggerOrderData[z].Status,
|
|
triggerOrderData[z].OrderType,
|
|
triggerOrderData[z].Size,
|
|
triggerOrderData[z].FilledSize,
|
|
triggerOrderData[z].AvgFillPrice)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
tempResp.Status = orderVars.Status
|
|
tempResp.Side = orderVars.Side
|
|
tempResp.Type = orderVars.OrderType
|
|
tempResp.Fee = orderVars.Fee
|
|
resp = append(resp, tempResp)
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information
|
|
// Can Limit response to specific order status
|
|
func (f *FTX) GetOrderHistory(ctx context.Context, getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
|
|
if err := getOrdersRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
var resp []order.Detail
|
|
for x := range getOrdersRequest.Pairs {
|
|
var tempResp order.Detail
|
|
assetType, err := f.GetPairAssetType(getOrdersRequest.Pairs[x])
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
formattedPair, err := f.FormatExchangeCurrency(getOrdersRequest.Pairs[x],
|
|
assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
orderData, err := f.FetchOrderHistory(ctx,
|
|
formattedPair.String(),
|
|
getOrdersRequest.StartTime,
|
|
getOrdersRequest.EndTime,
|
|
"")
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for y := range orderData {
|
|
var p currency.Pair
|
|
p, err = currency.NewPairFromString(orderData[y].Market)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
tempResp.ID = strconv.FormatInt(orderData[y].ID, 10)
|
|
tempResp.Amount = orderData[y].Size
|
|
tempResp.AssetType = assetType
|
|
tempResp.ClientOrderID = orderData[y].ClientID
|
|
tempResp.Date = orderData[y].CreatedAt
|
|
tempResp.Exchange = f.Name
|
|
tempResp.ExecutedAmount = orderData[y].Size - orderData[y].RemainingSize
|
|
tempResp.Pair = p
|
|
tempResp.Price = orderData[y].Price
|
|
tempResp.RemainingAmount = orderData[y].RemainingSize
|
|
var orderVars OrderVars
|
|
orderVars, err = f.compatibleOrderVars(ctx,
|
|
orderData[y].Side,
|
|
orderData[y].Status,
|
|
orderData[y].OrderType,
|
|
orderData[y].Size,
|
|
orderData[y].FilledSize,
|
|
orderData[y].AvgFillPrice)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
tempResp.Status = orderVars.Status
|
|
tempResp.Side = orderVars.Side
|
|
tempResp.Type = orderVars.OrderType
|
|
tempResp.Fee = orderVars.Fee
|
|
resp = append(resp, tempResp)
|
|
}
|
|
triggerOrderData, err := f.GetTriggerOrderHistory(ctx,
|
|
formattedPair.String(),
|
|
getOrdersRequest.StartTime,
|
|
getOrdersRequest.EndTime,
|
|
strings.ToLower(getOrdersRequest.Side.String()),
|
|
strings.ToLower(getOrdersRequest.Type.String()),
|
|
"")
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for z := range triggerOrderData {
|
|
var p currency.Pair
|
|
p, err = currency.NewPairFromString(triggerOrderData[z].Market)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
tempResp.ID = strconv.FormatInt(triggerOrderData[z].ID, 10)
|
|
tempResp.Amount = triggerOrderData[z].Size
|
|
tempResp.AssetType = assetType
|
|
tempResp.Date = triggerOrderData[z].CreatedAt
|
|
tempResp.Exchange = f.Name
|
|
tempResp.ExecutedAmount = triggerOrderData[z].FilledSize
|
|
tempResp.Pair = p
|
|
tempResp.Price = triggerOrderData[z].AvgFillPrice
|
|
tempResp.RemainingAmount = triggerOrderData[z].Size - triggerOrderData[z].FilledSize
|
|
tempResp.TriggerPrice = triggerOrderData[z].TriggerPrice
|
|
orderVars, err := f.compatibleOrderVars(ctx,
|
|
triggerOrderData[z].Side,
|
|
triggerOrderData[z].Status,
|
|
triggerOrderData[z].OrderType,
|
|
triggerOrderData[z].Size,
|
|
triggerOrderData[z].FilledSize,
|
|
triggerOrderData[z].AvgFillPrice)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
tempResp.Status = orderVars.Status
|
|
tempResp.Side = orderVars.Side
|
|
tempResp.Type = orderVars.OrderType
|
|
tempResp.Fee = orderVars.Fee
|
|
resp = append(resp, tempResp)
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on the type of transaction
|
|
func (f *FTX) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
return f.GetFee(ctx, feeBuilder)
|
|
}
|
|
|
|
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
|
|
// which lets websocket.manageSubscriptions handle subscribing
|
|
func (f *FTX) SubscribeToWebsocketChannels(channels []stream.ChannelSubscription) error {
|
|
return f.Websocket.SubscribeToChannels(channels)
|
|
}
|
|
|
|
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
|
|
// which lets websocket.manageSubscriptions handle unsubscribing
|
|
func (f *FTX) UnsubscribeToWebsocketChannels(channels []stream.ChannelSubscription) error {
|
|
return f.Websocket.UnsubscribeChannels(channels)
|
|
}
|
|
|
|
// AuthenticateWebsocket sends an authentication message to the websocket
|
|
func (f *FTX) AuthenticateWebsocket(_ context.Context) error {
|
|
return f.WsAuth()
|
|
}
|
|
|
|
// ValidateCredentials validates current credentials used for wrapper
|
|
// functionality
|
|
func (f *FTX) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
|
|
_, err := f.UpdateAccountInfo(ctx, assetType)
|
|
return f.CheckTransientError(err)
|
|
}
|
|
|
|
// GetHistoricCandles returns candles between a time period for a set time interval
|
|
func (f *FTX) GetHistoricCandles(ctx context.Context, p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
|
|
if err := f.ValidateKline(p, a, interval); err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
formattedPair, err := f.FormatExchangeCurrency(p, a)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
ohlcData, err := f.GetHistoricalData(ctx,
|
|
formattedPair.String(),
|
|
int64(interval.Duration().Seconds()),
|
|
int64(f.Features.Enabled.Kline.ResultLimit),
|
|
start,
|
|
end)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
ret := kline.Item{
|
|
Exchange: f.Name,
|
|
Pair: p,
|
|
Asset: a,
|
|
Interval: interval,
|
|
}
|
|
|
|
for x := range ohlcData {
|
|
ret.Candles = append(ret.Candles, kline.Candle{
|
|
Time: ohlcData[x].StartTime,
|
|
Open: ohlcData[x].Open,
|
|
High: ohlcData[x].High,
|
|
Low: ohlcData[x].Low,
|
|
Close: ohlcData[x].Close,
|
|
Volume: ohlcData[x].Volume,
|
|
})
|
|
}
|
|
return ret, nil
|
|
}
|
|
|
|
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
|
|
func (f *FTX) GetHistoricCandlesExtended(ctx context.Context, p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
|
|
if err := f.ValidateKline(p, a, interval); err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
ret := kline.Item{
|
|
Exchange: f.Name,
|
|
Pair: p,
|
|
Asset: a,
|
|
Interval: interval,
|
|
}
|
|
|
|
dates, err := kline.CalculateCandleDateRanges(start, end, interval, f.Features.Enabled.Kline.ResultLimit)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
formattedPair, err := f.FormatExchangeCurrency(p, a)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
for x := range dates.Ranges {
|
|
var ohlcData []OHLCVData
|
|
ohlcData, err = f.GetHistoricalData(ctx,
|
|
formattedPair.String(),
|
|
int64(interval.Duration().Seconds()),
|
|
int64(f.Features.Enabled.Kline.ResultLimit),
|
|
dates.Ranges[x].Start.Time,
|
|
dates.Ranges[x].End.Time)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
for i := range ohlcData {
|
|
ret.Candles = append(ret.Candles, kline.Candle{
|
|
Time: ohlcData[i].StartTime,
|
|
Open: ohlcData[i].Open,
|
|
High: ohlcData[i].High,
|
|
Low: ohlcData[i].Low,
|
|
Close: ohlcData[i].Close,
|
|
Volume: ohlcData[i].Volume,
|
|
})
|
|
}
|
|
}
|
|
dates.SetHasDataFromCandles(ret.Candles)
|
|
summary := dates.DataSummary(false)
|
|
if len(summary) > 0 {
|
|
log.Warnf(log.ExchangeSys, "%v - %v", f.Name, summary)
|
|
}
|
|
ret.RemoveDuplicates()
|
|
ret.RemoveOutsideRange(start, end)
|
|
ret.SortCandlesByTimestamp(false)
|
|
return ret, nil
|
|
}
|
|
|
|
// UpdateOrderExecutionLimits sets exchange executions for a required asset type
|
|
func (f *FTX) UpdateOrderExecutionLimits(ctx context.Context, _ asset.Item) error {
|
|
limits, err := f.FetchExchangeLimits(ctx)
|
|
if err != nil {
|
|
return fmt.Errorf("cannot update exchange execution limits: %w", err)
|
|
}
|
|
return f.LoadLimits(limits)
|
|
}
|
|
|
|
// GetAvailableTransferChains returns the available transfer blockchains for the specific
|
|
// cryptocurrency
|
|
func (f *FTX) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
|
|
coins, err := f.GetCoins(ctx)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var availableChains []string
|
|
for x := range coins {
|
|
if strings.EqualFold(coins[x].ID, cryptocurrency.String()) {
|
|
for y := range coins[x].Methods {
|
|
availableChains = append(availableChains, coins[x].Methods[y])
|
|
}
|
|
}
|
|
}
|
|
return availableChains, nil
|
|
}
|