Files
gocryptotrader/exchanges/gateio/gateio_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

905 lines
27 KiB
Go

package gateio
import (
"context"
"errors"
"fmt"
"sort"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/convert"
"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 (g *Gateio) GetDefaultConfig() (*config.ExchangeConfig, error) {
g.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = g.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = g.BaseCurrencies
err := g.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if g.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = g.UpdateTradablePairs(context.TODO(), true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets default values for the exchange
func (g *Gateio) SetDefaults() {
g.Name = "GateIO"
g.Enabled = true
g.Verbose = true
g.API.CredentialsValidator.RequiresKey = true
g.API.CredentialsValidator.RequiresSecret = true
requestFmt := &currency.PairFormat{Delimiter: currency.UnderscoreDelimiter}
configFmt := &currency.PairFormat{Delimiter: currency.UnderscoreDelimiter, Uppercase: true}
err := g.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
g.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
CryptoWithdrawalFee: true,
MultiChainDeposits: true,
MultiChainWithdrawals: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
OrderbookFetching: true,
TradeFetching: true,
KlineFetching: true,
FullPayloadSubscribe: true,
AuthenticatedEndpoints: true,
MessageCorrelation: true,
GetOrder: true,
AccountBalance: true,
Subscribe: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto |
exchange.NoFiatWithdrawals,
Kline: kline.ExchangeCapabilitiesSupported{
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.OneMin.Word(): true,
kline.ThreeMin.Word(): true,
kline.FiveMin.Word(): true,
kline.FifteenMin.Word(): true,
kline.ThirtyMin.Word(): true,
kline.OneHour.Word(): true,
kline.TwoHour.Word(): true,
kline.FourHour.Word(): true,
kline.SixHour.Word(): true,
kline.TwelveHour.Word(): true,
kline.OneDay.Word(): true,
},
},
},
}
g.Requester = request.New(g.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
g.API.Endpoints = g.NewEndpoints()
err = g.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: gateioTradeURL,
exchange.RestSpotSupplementary: gateioMarketURL,
exchange.WebsocketSpot: gateioWebsocketEndpoint,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
g.Websocket = stream.New()
g.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
g.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
g.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup sets user configuration
func (g *Gateio) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
g.SetEnabled(false)
return nil
}
err := g.SetupDefaults(exch)
if err != nil {
return err
}
wsRunningURL, err := g.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = g.Websocket.Setup(&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: gateioWebsocketEndpoint,
ExchangeName: exch.Name,
RunningURL: wsRunningURL,
Connector: g.WsConnect,
Subscriber: g.Subscribe,
GenerateSubscriptions: g.GenerateDefaultSubscriptions,
Features: &g.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
OrderbookPublishPeriod: exch.OrderbookConfig.PublishPeriod,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
})
if err != nil {
return err
}
return g.Websocket.SetupNewConnection(stream.ConnectionSetup{
RateLimit: gateioWebsocketRateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
}
// Start starts the GateIO go routine
func (g *Gateio) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
g.Run()
wg.Done()
}()
}
// Run implements the GateIO wrapper
func (g *Gateio) Run() {
if g.Verbose {
g.PrintEnabledPairs()
}
if !g.GetEnabledFeatures().AutoPairUpdates {
return
}
err := g.UpdateTradablePairs(context.TODO(), false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", g.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (g *Gateio) FetchTradablePairs(ctx context.Context, asset asset.Item) ([]string, error) {
return g.GetSymbols(ctx)
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (g *Gateio) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
pairs, err := g.FetchTradablePairs(ctx, asset.Spot)
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
return g.UpdatePairs(p, asset.Spot, false, forceUpdate)
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (g *Gateio) UpdateTickers(ctx context.Context, a asset.Item) error {
result, err := g.GetTickers(ctx)
if err != nil {
return err
}
pairs, err := g.GetEnabledPairs(a)
if err != nil {
return err
}
for p := range pairs {
for k := range result {
if !strings.EqualFold(k, pairs[p].String()) {
continue
}
err = ticker.ProcessTicker(&ticker.Price{
Last: result[k].Last,
High: result[k].High,
Low: result[k].Low,
Volume: result[k].BaseVolume,
QuoteVolume: result[k].QuoteVolume,
Open: result[k].Open,
Close: result[k].Close,
Pair: pairs[p],
ExchangeName: g.Name,
AssetType: a})
if err != nil {
return err
}
}
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (g *Gateio) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
if err := g.UpdateTickers(ctx, a); err != nil {
return nil, err
}
return ticker.GetTicker(g.Name, p, a)
}
// FetchTicker returns the ticker for a currency pair
func (g *Gateio) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(g.Name, p, assetType)
if err != nil {
return g.UpdateTicker(ctx, p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (g *Gateio) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(g.Name, p, assetType)
if err != nil {
return g.UpdateOrderbook(ctx, p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (g *Gateio) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: g.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: g.CanVerifyOrderbook,
}
curr, err := g.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
orderbookNew, err := g.GetOrderbook(ctx, curr.String())
if err != nil {
return book, err
}
for x := range orderbookNew.Bids {
book.Bids = append(book.Bids, orderbook.Item{
Amount: orderbookNew.Bids[x].Amount,
Price: orderbookNew.Bids[x].Price,
})
}
for x := range orderbookNew.Asks {
book.Asks = append(book.Asks, orderbook.Item{
Amount: orderbookNew.Asks[x].Amount,
Price: orderbookNew.Asks[x].Price,
})
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(g.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// ZB exchange
func (g *Gateio) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var info account.Holdings
var balances []account.Balance
if g.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
resp, err := g.wsGetBalance([]string{})
if err != nil {
return info, err
}
var currData []account.Balance
for k := range resp.Result {
currData = append(currData, account.Balance{
CurrencyName: currency.NewCode(k),
TotalValue: resp.Result[k].Available + resp.Result[k].Freeze,
Hold: resp.Result[k].Freeze,
})
}
info.Accounts = append(info.Accounts, account.SubAccount{
Currencies: currData,
})
} else {
balance, err := g.GetBalances(ctx)
if err != nil {
return info, err
}
switch l := balance.Locked.(type) {
case map[string]interface{}:
for x := range l {
lockedF, err := strconv.ParseFloat(l[x].(string), 64)
if err != nil {
return info, err
}
balances = append(balances, account.Balance{
CurrencyName: currency.NewCode(x),
Hold: lockedF,
})
}
default:
break
}
switch v := balance.Available.(type) {
case map[string]interface{}:
for x := range v {
availAmount, err := strconv.ParseFloat(v[x].(string), 64)
if err != nil {
return info, err
}
var updated bool
for i := range balances {
if balances[i].CurrencyName == currency.NewCode(x) {
balances[i].TotalValue = balances[i].Hold + availAmount
updated = true
break
}
}
if !updated {
balances = append(balances, account.Balance{
CurrencyName: currency.NewCode(x),
TotalValue: availAmount,
})
}
}
default:
break
}
info.Accounts = append(info.Accounts, account.SubAccount{
Currencies: balances,
})
}
info.Exchange = g.Name
if err := account.Process(&info); err != nil {
return account.Holdings{}, err
}
return info, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (g *Gateio) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(g.Name, assetType)
if err != nil {
return g.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (g *Gateio) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (g *Gateio) 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 (g *Gateio) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
p, err = g.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
var tradeData TradeHistory
tradeData, err = g.GetTrades(ctx, p.String())
if err != nil {
return nil, err
}
var resp []trade.Data
for i := range tradeData.Data {
var side order.Side
side, err = order.StringToOrderSide(tradeData.Data[i].Type)
if err != nil {
return nil, err
}
resp = append(resp, trade.Data{
Exchange: g.Name,
TID: tradeData.Data[i].TradeID,
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData.Data[i].Rate,
Amount: tradeData.Data[i].Amount,
Timestamp: time.Unix(tradeData.Data[i].Timestamp, 0),
})
}
err = g.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 (g *Gateio) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
// TODO: support multiple order types (IOC)
func (g *Gateio) SubmitOrder(ctx context.Context, s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
var orderTypeFormat string
if s.Side == order.Buy {
orderTypeFormat = order.Buy.Lower()
} else {
orderTypeFormat = order.Sell.Lower()
}
fPair, err := g.FormatExchangeCurrency(s.Pair, s.AssetType)
if err != nil {
return submitOrderResponse, err
}
var spotNewOrderRequestParams = SpotNewOrderRequestParams{
Amount: s.Amount,
Price: s.Price,
Symbol: fPair.String(),
Type: orderTypeFormat,
}
response, err := g.SpotNewOrder(ctx, spotNewOrderRequestParams)
if err != nil {
return submitOrderResponse, err
}
if response.OrderNumber > 0 {
submitOrderResponse.OrderID = strconv.FormatInt(response.OrderNumber, 10)
}
if response.LeftAmount == 0 {
submitOrderResponse.FullyMatched = true
}
submitOrderResponse.IsOrderPlaced = true
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (g *Gateio) 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 (g *Gateio) CancelOrder(ctx context.Context, o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
orderIDInt, err := strconv.ParseInt(o.ID, 10, 64)
if err != nil {
return err
}
fpair, err := g.FormatExchangeCurrency(o.Pair, o.AssetType)
if err != nil {
return err
}
_, err = g.CancelExistingOrder(ctx, orderIDInt, fpair.String())
return err
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (g *Gateio) 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 (g *Gateio) CancelAllOrders(ctx context.Context, _ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
openOrders, err := g.GetOpenOrders(ctx, "")
if err != nil {
return cancelAllOrdersResponse, err
}
uniqueSymbols := make(map[string]int)
for i := range openOrders.Orders {
uniqueSymbols[openOrders.Orders[i].CurrencyPair]++
}
for unique := range uniqueSymbols {
err = g.CancelAllExistingOrders(ctx, -1, unique)
if err != nil {
cancelAllOrdersResponse.Status[unique] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns order information based on order ID
func (g *Gateio) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var orderDetail order.Detail
orders, err := g.GetOpenOrders(ctx, "")
if err != nil {
return orderDetail, errors.New("failed to get open orders")
}
if assetType == "" {
assetType = asset.Spot
}
format, err := g.GetPairFormat(assetType, false)
if err != nil {
return orderDetail, err
}
for x := range orders.Orders {
if orders.Orders[x].OrderNumber != orderID {
continue
}
orderDetail.Exchange = g.Name
orderDetail.ID = orders.Orders[x].OrderNumber
orderDetail.RemainingAmount = orders.Orders[x].InitialAmount - orders.Orders[x].FilledAmount
orderDetail.ExecutedAmount = orders.Orders[x].FilledAmount
orderDetail.Amount = orders.Orders[x].InitialAmount
orderDetail.Date = time.Unix(orders.Orders[x].Timestamp, 0)
orderDetail.Status = order.Status(orders.Orders[x].Status)
orderDetail.Price = orders.Orders[x].Rate
orderDetail.Pair, err = currency.NewPairDelimiter(orders.Orders[x].CurrencyPair,
format.Delimiter)
if err != nil {
return orderDetail, err
}
if strings.EqualFold(orders.Orders[x].Type, order.Ask.String()) {
orderDetail.Side = order.Ask
} else if strings.EqualFold(orders.Orders[x].Type, order.Bid.String()) {
orderDetail.Side = order.Buy
}
return orderDetail, nil
}
return orderDetail, fmt.Errorf("no order found with id %v", orderID)
}
// GetDepositAddress returns a deposit address for a specified currency
func (g *Gateio) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, chain string) (*deposit.Address, error) {
addr, err := g.GetCryptoDepositAddress(ctx, cryptocurrency.String())
if err != nil {
return nil, err
}
if addr.Address == gateioGenerateAddress {
return nil,
errors.New("new deposit address is being generated, please retry again shortly")
}
if chain != "" {
for x := range addr.MultichainAddresses {
if strings.EqualFold(addr.MultichainAddresses[x].Chain, chain) {
return &deposit.Address{
Address: addr.MultichainAddresses[x].Address,
Tag: addr.MultichainAddresses[x].PaymentName,
}, nil
}
}
return nil, fmt.Errorf("network %s not found", chain)
}
return &deposit.Address{
Address: addr.Address,
Tag: addr.Tag,
}, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (g *Gateio) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
return g.WithdrawCrypto(ctx,
withdrawRequest.Currency.String(),
withdrawRequest.Crypto.Address,
withdrawRequest.Crypto.AddressTag,
withdrawRequest.Crypto.Chain,
withdrawRequest.Amount,
)
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (g *Gateio) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (g *Gateio) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (g *Gateio) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if !g.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return g.GetFee(ctx, feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (g *Gateio) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var orders []order.Detail
var currPair string
if len(req.Pairs) == 1 {
fPair, err := g.FormatExchangeCurrency(req.Pairs[0], asset.Spot)
if err != nil {
return nil, err
}
currPair = fPair.String()
}
if g.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
for i := 0; ; i += 100 {
resp, err := g.wsGetOrderInfo(req.Type.String(), i, 100)
if err != nil {
return orders, err
}
for j := range resp.WebSocketOrderQueryRecords {
orderSide := order.Buy
if resp.WebSocketOrderQueryRecords[j].Type == 1 {
orderSide = order.Sell
}
orderType := order.Market
if resp.WebSocketOrderQueryRecords[j].OrderType == 1 {
orderType = order.Limit
}
p, err := currency.NewPairFromString(resp.WebSocketOrderQueryRecords[j].Market)
if err != nil {
return nil, err
}
orders = append(orders, order.Detail{
Exchange: g.Name,
AccountID: strconv.FormatInt(resp.WebSocketOrderQueryRecords[j].User, 10),
ID: strconv.FormatInt(resp.WebSocketOrderQueryRecords[j].ID, 10),
Pair: p,
Side: orderSide,
Type: orderType,
Date: convert.TimeFromUnixTimestampDecimal(resp.WebSocketOrderQueryRecords[j].Ctime),
Price: resp.WebSocketOrderQueryRecords[j].Price,
Amount: resp.WebSocketOrderQueryRecords[j].Amount,
ExecutedAmount: resp.WebSocketOrderQueryRecords[j].FilledAmount,
RemainingAmount: resp.WebSocketOrderQueryRecords[j].Left,
Fee: resp.WebSocketOrderQueryRecords[j].DealFee,
})
}
if len(resp.WebSocketOrderQueryRecords) < 100 {
break
}
}
} else {
resp, err := g.GetOpenOrders(ctx, currPair)
if err != nil {
return nil, err
}
format, err := g.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
for i := range resp.Orders {
if resp.Orders[i].Status != "open" {
continue
}
var symbol currency.Pair
symbol, err = currency.NewPairDelimiter(resp.Orders[i].CurrencyPair,
format.Delimiter)
if err != nil {
return nil, err
}
side := order.Side(strings.ToUpper(resp.Orders[i].Type))
orderDate := time.Unix(resp.Orders[i].Timestamp, 0)
orders = append(orders, order.Detail{
ID: resp.Orders[i].OrderNumber,
Amount: resp.Orders[i].Amount,
Price: resp.Orders[i].Rate,
RemainingAmount: resp.Orders[i].FilledAmount,
Date: orderDate,
Side: side,
Exchange: g.Name,
Pair: symbol,
Status: order.Status(resp.Orders[i].Status),
})
}
}
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 (g *Gateio) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var trades []TradesResponse
for i := range req.Pairs {
resp, err := g.GetTradeHistory(ctx, req.Pairs[i].String())
if err != nil {
return nil, err
}
trades = append(trades, resp.Trades...)
}
format, err := g.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range trades {
var symbol currency.Pair
symbol, err = currency.NewPairDelimiter(trades[i].Pair, format.Delimiter)
if err != nil {
return nil, err
}
side := order.Side(strings.ToUpper(trades[i].Type))
orderDate := time.Unix(trades[i].TimeUnix, 0)
orders = append(orders, order.Detail{
ID: strconv.FormatInt(trades[i].OrderID, 10),
Amount: trades[i].Amount,
Price: trades[i].Rate,
Date: orderDate,
Side: side,
Exchange: g.Name,
Pair: symbol,
})
}
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (g *Gateio) AuthenticateWebsocket(_ context.Context) error {
return g.wsServerSignIn()
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (g *Gateio) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
_, err := g.UpdateAccountInfo(ctx, assetType)
return g.CheckTransientError(err)
}
// FormatExchangeKlineInterval returns Interval to exchange formatted string
func (g *Gateio) FormatExchangeKlineInterval(in kline.Interval) string {
return strconv.FormatFloat(in.Duration().Seconds(), 'f', 0, 64)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (g *Gateio) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := g.ValidateKline(pair, a, interval); err != nil {
return kline.Item{}, err
}
hours := time.Since(start).Hours()
formattedPair, err := g.FormatExchangeCurrency(pair, a)
if err != nil {
return kline.Item{}, err
}
params := KlinesRequestParams{
Symbol: formattedPair.String(),
GroupSec: g.FormatExchangeKlineInterval(interval),
HourSize: int(hours),
}
klineData, err := g.GetSpotKline(ctx, params)
if err != nil {
return kline.Item{}, err
}
klineData.Interval = interval
klineData.Pair = pair
klineData.Asset = a
klineData.SortCandlesByTimestamp(false)
klineData.RemoveOutsideRange(start, end)
return klineData, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (g *Gateio) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return g.GetHistoricCandles(ctx, pair, a, start, end, interval)
}
// GetAvailableTransferChains returns the available transfer blockchains for the specific
// cryptocurrency
func (g *Gateio) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
chains, err := g.GetCryptoDepositAddress(ctx, cryptocurrency.String())
if err != nil {
return nil, err
}
var availableChains []string
for x := range chains.MultichainAddresses {
availableChains = append(availableChains, chains.MultichainAddresses[x].Chain)
}
return availableChains, nil
}