Files
gocryptotrader/exchanges/huobi/huobi_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

1806 lines
52 KiB
Go

package huobi
import (
"context"
"errors"
"fmt"
"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 (h *HUOBI) GetDefaultConfig() (*config.ExchangeConfig, error) {
h.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = h.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = h.BaseCurrencies
err := h.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if h.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = h.UpdateTradablePairs(context.TODO(), true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets default values for the exchange
func (h *HUOBI) SetDefaults() {
h.Name = "Huobi"
h.Enabled = true
h.Verbose = true
h.API.CredentialsValidator.RequiresKey = true
h.API.CredentialsValidator.RequiresSecret = true
fmt1 := currency.PairStore{
RequestFormat: &currency.PairFormat{Uppercase: false},
ConfigFormat: &currency.PairFormat{
Delimiter: currency.DashDelimiter,
Uppercase: true,
},
}
coinFutures := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.DashDelimiter,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
},
}
futures := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
},
}
err := h.StoreAssetPairFormat(asset.Spot, fmt1)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = h.StoreAssetPairFormat(asset.CoinMarginedFutures, coinFutures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = h.StoreAssetPairFormat(asset.Futures, futures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
h.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
MultiChainDeposits: true,
MultiChainWithdrawals: true,
},
WebsocketCapabilities: protocol.Features{
KlineFetching: true,
OrderbookFetching: true,
TradeFetching: true,
Subscribe: true,
Unsubscribe: true,
AuthenticatedEndpoints: true,
AccountInfo: true,
MessageCorrelation: true,
GetOrder: true,
GetOrders: true,
TickerFetching: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithSetup |
exchange.NoFiatWithdrawals,
Kline: kline.ExchangeCapabilitiesSupported{
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.OneMin.Word(): true,
kline.FiveMin.Word(): true,
kline.FifteenMin.Word(): true,
kline.ThirtyMin.Word(): true,
kline.OneHour.Word(): true,
kline.FourHour.Word(): true,
kline.OneDay.Word(): true,
kline.OneWeek.Word(): true,
kline.OneMonth.Word(): true,
kline.OneYear.Word(): true,
},
ResultLimit: 2000,
},
},
}
h.Requester = request.New(h.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
h.API.Endpoints = h.NewEndpoints()
err = h.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: huobiAPIURL,
exchange.RestFutures: huobiFuturesURL,
exchange.RestCoinMargined: huobiFuturesURL,
exchange.WebsocketSpot: wsMarketURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
h.Websocket = stream.New()
h.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
h.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
h.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup sets user configuration
func (h *HUOBI) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
h.SetEnabled(false)
return nil
}
err := h.SetupDefaults(exch)
if err != nil {
return err
}
wsRunningURL, err := h.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = h.Websocket.Setup(&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: wsMarketURL,
ExchangeName: exch.Name,
RunningURL: wsRunningURL,
Connector: h.WsConnect,
Subscriber: h.Subscribe,
UnSubscriber: h.Unsubscribe,
GenerateSubscriptions: h.GenerateDefaultSubscriptions,
Features: &h.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
OrderbookPublishPeriod: exch.OrderbookConfig.PublishPeriod,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
})
if err != nil {
return err
}
err = h.Websocket.SetupNewConnection(stream.ConnectionSetup{
RateLimit: rateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
if err != nil {
return err
}
return h.Websocket.SetupNewConnection(stream.ConnectionSetup{
RateLimit: rateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
URL: wsAccountsOrdersURL,
Authenticated: true,
})
}
// Start starts the HUOBI go routine
func (h *HUOBI) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
h.Run()
wg.Done()
}()
}
// Run implements the HUOBI wrapper
func (h *HUOBI) Run() {
if h.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s (url: %s).\n",
h.Name,
common.IsEnabled(h.Websocket.IsEnabled()),
wsMarketURL)
h.PrintEnabledPairs()
}
var forceUpdate bool
enabled, err := h.GetEnabledPairs(asset.Spot)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update enabled currencies. Err:%s\n",
h.Name,
err)
}
avail, err := h.GetAvailablePairs(asset.Spot)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update enabled currencies. Err:%s\n",
h.Name,
err)
}
if common.StringDataContains(enabled.Strings(), currency.CNY.String()) ||
common.StringDataContains(avail.Strings(), currency.CNY.String()) {
forceUpdate = true
}
if common.StringDataContains(h.BaseCurrencies.Strings(), currency.CNY.String()) {
cfg := config.GetConfig()
var exchCfg *config.ExchangeConfig
exchCfg, err = cfg.GetExchangeConfig(h.Name)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to get exchange config. %s\n",
h.Name,
err)
return
}
exchCfg.BaseCurrencies = currency.Currencies{currency.USD}
h.BaseCurrencies = currency.Currencies{currency.USD}
}
if forceUpdate {
var format currency.PairFormat
format, err = h.GetPairFormat(asset.Spot, false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to get exchange config. %s\n",
h.Name,
err)
return
}
enabledPairs := currency.Pairs{
currency.Pair{
Base: currency.BTC.Lower(),
Quote: currency.USDT.Lower(),
Delimiter: format.Delimiter,
},
}
log.Warn(log.ExchangeSys,
"Available and enabled pairs for Huobi reset due to config upgrade, please enable the ones you would like again")
err = h.UpdatePairs(enabledPairs, asset.Spot, true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update enabled currencies. Err:%s\n",
h.Name,
err)
}
}
if !h.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err = h.UpdateTradablePairs(context.TODO(), forceUpdate)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
h.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (h *HUOBI) FetchTradablePairs(ctx context.Context, a asset.Item) ([]string, error) {
if !h.SupportsAsset(a) {
return nil, fmt.Errorf("asset type of %s is not supported by %s", a, h.Name)
}
var pairs []string
format, err := h.GetPairFormat(a, false)
if err != nil {
return nil, err
}
switch a {
case asset.Spot:
symbols, err := h.GetSymbols(ctx)
if err != nil {
return nil, err
}
for x := range symbols {
if symbols[x].State != "online" {
continue
}
pairs = append(pairs, symbols[x].BaseCurrency+
format.Delimiter+
symbols[x].QuoteCurrency)
}
case asset.CoinMarginedFutures:
symbols, err := h.GetSwapMarkets(ctx, currency.Pair{})
if err != nil {
return nil, err
}
for z := range symbols {
if symbols[z].ContractStatus == 1 {
curr, err := currency.NewPairFromString(symbols[z].ContractCode)
if err != nil {
return nil, err
}
pairs = append(pairs, format.Format(curr))
}
}
case asset.Futures:
symbols, err := h.FGetContractInfo(ctx, "", "", currency.Pair{})
if err != nil {
return nil, err
}
for c := range symbols.Data {
if symbols.Data[c].ContractStatus == 1 {
curr, err := currency.NewPairFromString(symbols.Data[c].ContractCode)
if err != nil {
return nil, err
}
pairs = append(pairs, format.Format(curr))
}
}
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (h *HUOBI) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
spotPairs, err := h.FetchTradablePairs(ctx, asset.Spot)
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(spotPairs)
if err != nil {
return err
}
err = h.UpdatePairs(p, asset.Spot, false, forceUpdate)
if err != nil {
return err
}
futuresPairs, err := h.FetchTradablePairs(ctx, asset.Futures)
if err != nil {
return err
}
fp, err := currency.NewPairsFromStrings(futuresPairs)
if err != nil {
return err
}
err = h.UpdatePairs(fp, asset.Futures, false, forceUpdate)
if err != nil {
return err
}
coinmarginedFuturesPairs, err := h.FetchTradablePairs(ctx, asset.CoinMarginedFutures)
if err != nil {
return err
}
cp, err := currency.NewPairsFromStrings(coinmarginedFuturesPairs)
if err != nil {
return err
}
return h.UpdatePairs(cp, asset.CoinMarginedFutures, false, forceUpdate)
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (h *HUOBI) UpdateTickers(ctx context.Context, a asset.Item) error {
return common.ErrFunctionNotSupported
}
// UpdateTicker updates and returns the ticker for a currency pair
func (h *HUOBI) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
if !h.SupportsAsset(a) {
return nil, fmt.Errorf("asset type of %s is not supported by %s", a, h.Name)
}
switch a {
case asset.Spot:
tickerData, err := h.Get24HrMarketSummary(ctx, p)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
High: tickerData.Tick.High,
Low: tickerData.Tick.Low,
Volume: tickerData.Tick.Volume,
Open: tickerData.Tick.Open,
Close: tickerData.Tick.Close,
Pair: p,
ExchangeName: h.Name,
AssetType: asset.Spot,
})
if err != nil {
return nil, err
}
case asset.CoinMarginedFutures:
marketData, err := h.GetSwapMarketOverview(ctx, p)
if err != nil {
return nil, err
}
if len(marketData.Tick.Bid) == 0 {
return nil, fmt.Errorf("invalid data for bid")
}
if len(marketData.Tick.Ask) == 0 {
return nil, fmt.Errorf("invalid data for Ask")
}
err = ticker.ProcessTicker(&ticker.Price{
High: marketData.Tick.High,
Low: marketData.Tick.Low,
Volume: marketData.Tick.Vol,
Open: marketData.Tick.Open,
Close: marketData.Tick.Close,
Pair: p,
Bid: marketData.Tick.Bid[0],
Ask: marketData.Tick.Ask[0],
ExchangeName: h.Name,
AssetType: a,
})
if err != nil {
return nil, err
}
case asset.Futures:
marketData, err := h.FGetMarketOverviewData(ctx, p)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
High: marketData.Tick.High,
Low: marketData.Tick.Low,
Volume: marketData.Tick.Vol,
Open: marketData.Tick.Open,
Close: marketData.Tick.Close,
Pair: p,
Bid: marketData.Tick.Bid[0],
Ask: marketData.Tick.Ask[0],
ExchangeName: h.Name,
AssetType: a,
})
if err != nil {
return nil, err
}
}
return ticker.GetTicker(h.Name, p, a)
}
// FetchTicker returns the ticker for a currency pair
func (h *HUOBI) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(h.Name, p, assetType)
if err != nil {
return h.UpdateTicker(ctx, p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (h *HUOBI) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(h.Name, p, assetType)
if err != nil {
return h.UpdateOrderbook(ctx, p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (h *HUOBI) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: h.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: h.CanVerifyOrderbook,
}
var err error
switch assetType {
case asset.Spot:
var orderbookNew Orderbook
orderbookNew, err = h.GetDepth(ctx,
OrderBookDataRequestParams{
Symbol: p,
Type: OrderBookDataRequestParamsTypeStep0,
})
if err != nil {
return nil, err
}
for x := range orderbookNew.Bids {
book.Bids = append(book.Bids, orderbook.Item{
Amount: orderbookNew.Bids[x][1],
Price: orderbookNew.Bids[x][0],
})
}
for x := range orderbookNew.Asks {
book.Asks = append(book.Asks, orderbook.Item{
Amount: orderbookNew.Asks[x][1],
Price: orderbookNew.Asks[x][0],
})
}
case asset.Futures:
var orderbookNew OBData
orderbookNew, err = h.FGetMarketDepth(ctx, p, "step0")
if err != nil {
return nil, err
}
for x := range orderbookNew.Asks {
book.Asks = append(book.Asks, orderbook.Item{
Amount: orderbookNew.Asks[x].Quantity,
Price: orderbookNew.Asks[x].Price,
})
}
for y := range orderbookNew.Bids {
book.Bids = append(book.Bids, orderbook.Item{
Amount: orderbookNew.Bids[y].Quantity,
Price: orderbookNew.Bids[y].Price,
})
}
case asset.CoinMarginedFutures:
var orderbookNew SwapMarketDepthData
orderbookNew, err = h.GetSwapMarketDepth(ctx, p, "step0")
if err != nil {
return nil, err
}
for x := range orderbookNew.Tick.Asks {
book.Asks = append(book.Asks, orderbook.Item{
Amount: orderbookNew.Tick.Asks[x][1],
Price: orderbookNew.Tick.Asks[x][0],
})
}
for y := range orderbookNew.Tick.Bids {
book.Bids = append(book.Bids, orderbook.Item{
Amount: orderbookNew.Tick.Bids[y][1],
Price: orderbookNew.Tick.Bids[y][0],
})
}
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(h.Name, p, assetType)
}
// GetAccountID returns the account ID for trades
func (h *HUOBI) GetAccountID(ctx context.Context) ([]Account, error) {
acc, err := h.GetAccounts(ctx)
if err != nil {
return nil, err
}
if len(acc) < 1 {
return nil, errors.New("no account returned")
}
return acc, nil
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// HUOBI exchange - to-do
func (h *HUOBI) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var info account.Holdings
var acc account.SubAccount
info.Exchange = h.Name
switch assetType {
case asset.Spot:
if h.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
resp, err := h.wsGetAccountsList()
if err != nil {
return info, err
}
var currencyDetails []account.Balance
for i := range resp.Data {
if len(resp.Data[i].List) == 0 {
continue
}
currData := account.Balance{
CurrencyName: currency.NewCode(resp.Data[i].List[0].Currency),
TotalValue: resp.Data[i].List[0].Balance,
}
if len(resp.Data[i].List) > 1 && resp.Data[i].List[1].Type == "frozen" {
currData.Hold = resp.Data[i].List[1].Balance
}
currencyDetails = append(currencyDetails, currData)
}
acc.Currencies = currencyDetails
} else {
accounts, err := h.GetAccountID(ctx)
if err != nil {
return info, err
}
for i := range accounts {
if accounts[i].Type != "spot" {
continue
}
acc.ID = strconv.FormatInt(accounts[i].ID, 10)
balances, err := h.GetAccountBalance(ctx, acc.ID)
if err != nil {
return info, err
}
var currencyDetails []account.Balance
balance:
for j := range balances {
frozen := balances[j].Type == "frozen"
for i := range currencyDetails {
if currencyDetails[i].CurrencyName.String() == balances[j].Currency {
if frozen {
currencyDetails[i].Hold = balances[j].Balance
} else {
currencyDetails[i].TotalValue = balances[j].Balance
}
continue balance
}
}
if frozen {
currencyDetails = append(currencyDetails,
account.Balance{
CurrencyName: currency.NewCode(balances[j].Currency),
Hold: balances[j].Balance,
})
} else {
currencyDetails = append(currencyDetails,
account.Balance{
CurrencyName: currency.NewCode(balances[j].Currency),
TotalValue: balances[j].Balance,
})
}
}
acc.Currencies = currencyDetails
}
}
case asset.CoinMarginedFutures:
// fetch swap account info
acctInfo, err := h.GetSwapAccountInfo(ctx, currency.Pair{})
if err != nil {
return info, err
}
var mainAcctBalances []account.Balance
for x := range acctInfo.Data {
mainAcctBalances = append(mainAcctBalances, account.Balance{
CurrencyName: currency.NewCode(acctInfo.Data[x].Symbol),
TotalValue: acctInfo.Data[x].MarginBalance,
Hold: acctInfo.Data[x].MarginFrozen,
})
}
info.Accounts = append(info.Accounts, account.SubAccount{
Currencies: mainAcctBalances,
AssetType: assetType,
})
// fetch subaccounts data
subAccsData, err := h.GetSwapAllSubAccAssets(ctx, currency.Pair{})
if err != nil {
return info, err
}
var currencyDetails []account.Balance
for x := range subAccsData.Data {
a, err := h.SwapSingleSubAccAssets(ctx,
currency.Pair{},
subAccsData.Data[x].SubUID)
if err != nil {
return info, err
}
for y := range a.Data {
currencyDetails = append(currencyDetails, account.Balance{
CurrencyName: currency.NewCode(a.Data[y].Symbol),
TotalValue: a.Data[y].MarginBalance,
Hold: a.Data[y].MarginFrozen,
})
}
}
acc.Currencies = currencyDetails
case asset.Futures:
// fetch main account data
mainAcctData, err := h.FGetAccountInfo(ctx, currency.Code{})
if err != nil {
return info, err
}
var mainAcctBalances []account.Balance
for x := range mainAcctData.AccData {
mainAcctBalances = append(mainAcctBalances, account.Balance{
CurrencyName: currency.NewCode(mainAcctData.AccData[x].Symbol),
TotalValue: mainAcctData.AccData[x].MarginBalance,
Hold: mainAcctData.AccData[x].MarginFrozen,
})
}
info.Accounts = append(info.Accounts, account.SubAccount{
Currencies: mainAcctBalances,
AssetType: assetType,
})
// fetch subaccounts data
subAccsData, err := h.FGetAllSubAccountAssets(ctx, currency.Code{})
if err != nil {
return info, err
}
var currencyDetails []account.Balance
for x := range subAccsData.Data {
a, err := h.FGetSingleSubAccountInfo(ctx,
"",
strconv.FormatInt(subAccsData.Data[x].SubUID, 10))
if err != nil {
return info, err
}
for y := range a.AssetsData {
currencyDetails = append(currencyDetails, account.Balance{
CurrencyName: currency.NewCode(a.AssetsData[y].Symbol),
TotalValue: a.AssetsData[y].MarginBalance,
Hold: a.AssetsData[y].MarginFrozen,
})
}
}
acc.Currencies = currencyDetails
}
acc.AssetType = assetType
info.Accounts = append(info.Accounts, acc)
if err := account.Process(&info); err != nil {
return info, err
}
return info, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (h *HUOBI) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(h.Name, assetType)
if err != nil {
return h.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (h *HUOBI) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (h *HUOBI) 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 (h *HUOBI) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
var tradeData []TradeHistory
tradeData, err = h.GetTradeHistory(ctx, p, 2000)
if err != nil {
return nil, err
}
var resp []trade.Data
for i := range tradeData {
for j := range tradeData[i].Trades {
var side order.Side
side, err = order.StringToOrderSide(tradeData[i].Trades[j].Direction)
if err != nil {
return nil, err
}
resp = append(resp, trade.Data{
Exchange: h.Name,
TID: strconv.FormatFloat(tradeData[i].Trades[j].TradeID, 'f', -1, 64),
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Trades[j].Price,
Amount: tradeData[i].Trades[j].Amount,
Timestamp: time.UnixMilli(tradeData[i].Timestamp),
})
}
}
err = h.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 (h *HUOBI) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (h *HUOBI) SubmitOrder(ctx context.Context, s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
switch s.AssetType {
case asset.Spot:
accountID, err := strconv.ParseInt(s.ClientID, 10, 64)
if err != nil {
return submitOrderResponse, err
}
var formattedType SpotNewOrderRequestParamsType
var params = SpotNewOrderRequestParams{
Amount: s.Amount,
Source: "api",
Symbol: s.Pair,
AccountID: int(accountID),
}
switch {
case s.Side == order.Buy && s.Type == order.Market:
formattedType = SpotNewOrderRequestTypeBuyMarket
case s.Side == order.Sell && s.Type == order.Market:
formattedType = SpotNewOrderRequestTypeSellMarket
case s.Side == order.Buy && s.Type == order.Limit:
formattedType = SpotNewOrderRequestTypeBuyLimit
params.Price = s.Price
case s.Side == order.Sell && s.Type == order.Limit:
formattedType = SpotNewOrderRequestTypeSellLimit
params.Price = s.Price
}
params.Type = formattedType
response, err := h.SpotNewOrder(ctx, &params)
if err != nil {
return submitOrderResponse, err
}
if response > 0 {
submitOrderResponse.OrderID = strconv.FormatInt(response, 10)
}
submitOrderResponse.IsOrderPlaced = true
if s.Type == order.Market {
submitOrderResponse.FullyMatched = true
}
case asset.CoinMarginedFutures:
var oDirection string
switch s.Side {
case order.Buy:
oDirection = "BUY"
case order.Sell:
oDirection = "SELL"
}
var oType string
switch s.Type {
case order.Limit:
oType = "limit"
case order.PostOnly:
oType = "post_only"
}
order, err := h.PlaceSwapOrders(ctx,
s.Pair,
s.ClientOrderID,
oDirection,
s.Offset,
oType,
s.Price,
s.Amount,
s.Leverage)
if err != nil {
return submitOrderResponse, err
}
submitOrderResponse.OrderID = order.Data.OrderIDString
submitOrderResponse.IsOrderPlaced = true
case asset.Futures:
var oDirection string
switch s.Side {
case order.Buy:
oDirection = "BUY"
case order.Sell:
oDirection = "SELL"
}
var oType string
switch s.Type {
case order.Limit:
oType = "limit"
case order.PostOnly:
oType = "post_only"
}
order, err := h.FOrder(ctx,
s.Pair,
"",
"",
s.ClientOrderID,
oDirection,
s.Offset,
oType,
s.Price,
s.Amount,
s.Leverage)
if err != nil {
return submitOrderResponse, err
}
submitOrderResponse.OrderID = order.Data.OrderIDStr
submitOrderResponse.IsOrderPlaced = true
}
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (h *HUOBI) 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 (h *HUOBI) CancelOrder(ctx context.Context, o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
var err error
switch o.AssetType {
case asset.Spot:
var orderIDInt int64
orderIDInt, err = strconv.ParseInt(o.ID, 10, 64)
if err != nil {
return err
}
_, err = h.CancelExistingOrder(ctx, orderIDInt)
case asset.CoinMarginedFutures:
_, err = h.CancelSwapOrder(ctx, o.ID, o.ClientID, o.Pair)
case asset.Futures:
_, err = h.FCancelOrder(ctx, o.Symbol, o.ClientID, o.ClientOrderID)
default:
return fmt.Errorf("%v assetType not supported", o.AssetType)
}
return err
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (h *HUOBI) 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 (h *HUOBI) CancelAllOrders(ctx context.Context, orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
if err := orderCancellation.Validate(); err != nil {
return order.CancelAllResponse{}, err
}
var cancelAllOrdersResponse order.CancelAllResponse
cancelAllOrdersResponse.Status = make(map[string]string)
switch orderCancellation.AssetType {
case asset.Spot:
enabledPairs, err := h.GetEnabledPairs(asset.Spot)
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range enabledPairs {
resp, err := h.CancelOpenOrdersBatch(ctx,
orderCancellation.AccountID,
enabledPairs[i])
if err != nil {
return cancelAllOrdersResponse, err
}
if resp.Data.FailedCount > 0 {
return cancelAllOrdersResponse,
fmt.Errorf("%v orders failed to cancel",
resp.Data.FailedCount)
}
if resp.Status == "error" {
return cancelAllOrdersResponse, errors.New(resp.ErrorMessage)
}
}
case asset.CoinMarginedFutures:
if orderCancellation.Pair.IsEmpty() {
enabledPairs, err := h.GetEnabledPairs(asset.CoinMarginedFutures)
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range enabledPairs {
a, err := h.CancelAllSwapOrders(ctx, enabledPairs[i])
if err != nil {
return cancelAllOrdersResponse, err
}
split := strings.Split(a.Successes, ",")
for x := range split {
cancelAllOrdersResponse.Status[split[x]] = "success"
}
for y := range a.Errors {
cancelAllOrdersResponse.Status[a.Errors[y].OrderID] = fmt.Sprintf("fail: %s", a.Errors[y].ErrMsg)
}
}
} else {
a, err := h.CancelAllSwapOrders(ctx, orderCancellation.Pair)
if err != nil {
return cancelAllOrdersResponse, err
}
split := strings.Split(a.Successes, ",")
for x := range split {
cancelAllOrdersResponse.Status[split[x]] = "success"
}
for y := range a.Errors {
cancelAllOrdersResponse.Status[a.Errors[y].OrderID] = fmt.Sprintf("fail: %s", a.Errors[y].ErrMsg)
}
}
case asset.Futures:
if orderCancellation.Pair.IsEmpty() {
enabledPairs, err := h.GetEnabledPairs(asset.Futures)
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range enabledPairs {
a, err := h.FCancelAllOrders(ctx, enabledPairs[i], "", "")
if err != nil {
return cancelAllOrdersResponse, err
}
split := strings.Split(a.Data.Successes, ",")
for x := range split {
cancelAllOrdersResponse.Status[split[x]] = "success"
}
for y := range a.Data.Errors {
cancelAllOrdersResponse.Status[strconv.FormatInt(a.Data.Errors[y].OrderID, 10)] = fmt.Sprintf("fail: %s", a.Data.Errors[y].ErrMsg)
}
}
} else {
a, err := h.FCancelAllOrders(ctx, orderCancellation.Pair, "", "")
if err != nil {
return cancelAllOrdersResponse, err
}
split := strings.Split(a.Data.Successes, ",")
for x := range split {
cancelAllOrdersResponse.Status[split[x]] = "success"
}
for y := range a.Data.Errors {
cancelAllOrdersResponse.Status[strconv.FormatInt(a.Data.Errors[y].OrderID, 10)] = fmt.Sprintf("fail: %s", a.Data.Errors[y].ErrMsg)
}
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns order information based on order ID
func (h *HUOBI) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var orderDetail order.Detail
switch assetType {
case asset.Spot:
var respData *OrderInfo
if h.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
resp, err := h.wsGetOrderDetails(orderID)
if err != nil {
return orderDetail, err
}
respData = &resp.Data
} else {
oID, err := strconv.ParseInt(orderID, 10, 64)
if err != nil {
return orderDetail, err
}
resp, err := h.GetOrder(ctx, oID)
if err != nil {
return orderDetail, err
}
respData = &resp
}
if respData.ID == 0 {
return orderDetail, fmt.Errorf("%s - order not found for orderid %s", h.Name, orderID)
}
var responseID = strconv.FormatInt(respData.ID, 10)
if responseID != orderID {
return orderDetail, errors.New(h.Name + " - GetOrderInfo orderID mismatch. Expected: " +
orderID + " Received: " + responseID)
}
typeDetails := strings.Split(respData.Type, "-")
orderSide, err := order.StringToOrderSide(typeDetails[0])
if err != nil {
if h.Websocket.IsConnected() {
h.Websocket.DataHandler <- order.ClassificationError{
Exchange: h.Name,
OrderID: orderID,
Err: err,
}
} else {
return orderDetail, err
}
}
orderType, err := order.StringToOrderType(typeDetails[1])
if err != nil {
if h.Websocket.IsConnected() {
h.Websocket.DataHandler <- order.ClassificationError{
Exchange: h.Name,
OrderID: orderID,
Err: err,
}
} else {
return orderDetail, err
}
}
orderStatus, err := order.StringToOrderStatus(respData.State)
if err != nil {
if h.Websocket.IsConnected() {
h.Websocket.DataHandler <- order.ClassificationError{
Exchange: h.Name,
OrderID: orderID,
Err: err,
}
} else {
return orderDetail, err
}
}
var p currency.Pair
var a asset.Item
p, a, err = h.GetRequestFormattedPairAndAssetType(respData.Symbol)
if err != nil {
return orderDetail, err
}
orderDetail = order.Detail{
Exchange: h.Name,
ID: orderID,
AccountID: strconv.FormatInt(respData.AccountID, 10),
Pair: p,
Type: orderType,
Side: orderSide,
Date: time.UnixMilli(respData.CreatedAt),
Status: orderStatus,
Price: respData.Price,
Amount: respData.Amount,
ExecutedAmount: respData.FilledAmount,
Fee: respData.FilledFees,
AssetType: a,
}
case asset.CoinMarginedFutures:
orderInfo, err := h.GetSwapOrderInfo(ctx, pair, orderID, "")
if err != nil {
return orderDetail, err
}
var orderVars OrderVars
for x := range orderInfo.Data {
orderVars, err = compatibleVars(orderInfo.Data[x].Direction, orderInfo.Data[x].OrderPriceType, orderInfo.Data[x].Status)
if err != nil {
return orderDetail, err
}
maker := true
if orderVars.OrderType == order.Limit || orderVars.OrderType == order.PostOnly {
maker = false
}
orderDetail.Trades = append(orderDetail.Trades, order.TradeHistory{
Price: orderInfo.Data[x].Price,
Amount: orderInfo.Data[x].Volume,
Fee: orderInfo.Data[x].Fee,
Exchange: h.Name,
TID: orderInfo.Data[x].OrderIDString,
Type: orderVars.OrderType,
Side: orderVars.Side,
IsMaker: maker,
})
}
case asset.Futures:
orderInfo, err := h.FGetOrderInfo(ctx, "", orderID, "")
if err != nil {
return orderDetail, err
}
var orderVars OrderVars
for x := range orderInfo.Data {
orderVars, err = compatibleVars(orderInfo.Data[x].Direction, orderInfo.Data[x].OrderPriceType, orderInfo.Data[x].Status)
if err != nil {
return orderDetail, err
}
orderDetail.Trades = append(orderDetail.Trades, order.TradeHistory{
Price: orderInfo.Data[x].Price,
Amount: orderInfo.Data[x].Volume,
Fee: orderInfo.Data[x].Fee,
Exchange: h.Name,
TID: orderInfo.Data[x].OrderIDString,
Type: orderVars.OrderType,
Side: orderVars.Side,
IsMaker: orderVars.OrderType == order.Limit || orderVars.OrderType == order.PostOnly,
})
}
}
return orderDetail, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (h *HUOBI) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, chain string) (*deposit.Address, error) {
resp, err := h.QueryDepositAddress(ctx, cryptocurrency)
if err != nil {
return nil, err
}
for x := range resp {
if chain != "" && strings.EqualFold(resp[x].Chain, chain) {
return &deposit.Address{
Address: resp[x].Address,
Tag: resp[x].AddressTag,
}, nil
} else if chain == "" && strings.EqualFold(resp[x].Currency, cryptocurrency.String()) {
return &deposit.Address{
Address: resp[x].Address,
Tag: resp[x].AddressTag,
}, nil
}
}
return nil, fmt.Errorf("unable to match deposit address currency or chain")
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (h *HUOBI) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
resp, err := h.Withdraw(ctx,
withdrawRequest.Currency,
withdrawRequest.Crypto.Address,
withdrawRequest.Crypto.AddressTag,
withdrawRequest.Crypto.Chain,
withdrawRequest.Amount,
withdrawRequest.Crypto.FeeAmount)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: strconv.FormatInt(resp, 10),
}, err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (h *HUOBI) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (h *HUOBI) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (h *HUOBI) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if !h.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return h.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (h *HUOBI) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var orders []order.Detail
switch req.AssetType {
case asset.Spot:
if len(req.Pairs) == 0 {
return nil, errors.New("currency must be supplied")
}
side := ""
if req.Side == order.AnySide || req.Side == "" {
side = ""
} else if req.Side == order.Sell {
side = req.Side.Lower()
}
if h.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
for i := range req.Pairs {
resp, err := h.wsGetOrdersList(-1, req.Pairs[i])
if err != nil {
return orders, err
}
for j := range resp.Data {
sideData := strings.Split(resp.Data[j].OrderState, "-")
side = sideData[0]
var orderID = strconv.FormatInt(resp.Data[j].OrderID, 10)
orderSide, err := order.StringToOrderSide(side)
if err != nil {
h.Websocket.DataHandler <- order.ClassificationError{
Exchange: h.Name,
OrderID: orderID,
Err: err,
}
}
orderType, err := order.StringToOrderType(sideData[1])
if err != nil {
h.Websocket.DataHandler <- order.ClassificationError{
Exchange: h.Name,
OrderID: orderID,
Err: err,
}
}
orderStatus, err := order.StringToOrderStatus(resp.Data[j].OrderState)
if err != nil {
h.Websocket.DataHandler <- order.ClassificationError{
Exchange: h.Name,
OrderID: orderID,
Err: err,
}
}
orders = append(orders, order.Detail{
Exchange: h.Name,
AccountID: strconv.FormatInt(resp.Data[j].AccountID, 10),
ID: orderID,
Pair: req.Pairs[i],
Type: orderType,
Side: orderSide,
Date: time.UnixMilli(resp.Data[j].CreatedAt),
Status: orderStatus,
Price: resp.Data[j].Price,
Amount: resp.Data[j].OrderAmount,
ExecutedAmount: resp.Data[j].FilledAmount,
RemainingAmount: resp.Data[j].UnfilledAmount,
Fee: resp.Data[j].FilledFees,
})
}
}
} else {
for i := range req.Pairs {
resp, err := h.GetOpenOrders(ctx,
req.Pairs[i],
h.API.Credentials.ClientID,
side,
500)
if err != nil {
return nil, err
}
for x := range resp {
orderDetail := order.Detail{
ID: strconv.FormatInt(resp[x].ID, 10),
Price: resp[x].Price,
Amount: resp[x].Amount,
Pair: req.Pairs[i],
Exchange: h.Name,
ExecutedAmount: resp[x].FilledAmount,
Date: time.UnixMilli(resp[x].CreatedAt),
Status: order.Status(resp[x].State),
AccountID: strconv.FormatInt(resp[x].AccountID, 10),
Fee: resp[x].FilledFees,
}
setOrderSideAndType(resp[x].Type, &orderDetail)
orders = append(orders, orderDetail)
}
}
}
case asset.CoinMarginedFutures:
for x := range req.Pairs {
var currentPage int64
for done := false; !done; {
openOrders, err := h.GetSwapOpenOrders(ctx,
req.Pairs[x], currentPage, 50)
if err != nil {
return orders, err
}
var orderVars OrderVars
for x := range openOrders.Data.Orders {
orderVars, err = compatibleVars(openOrders.Data.Orders[x].Direction,
openOrders.Data.Orders[x].OrderPriceType,
openOrders.Data.Orders[x].Status)
if err != nil {
return orders, err
}
p, err := currency.NewPairFromString(openOrders.Data.Orders[x].ContractCode)
if err != nil {
return orders, err
}
orders = append(orders, order.Detail{
PostOnly: (orderVars.OrderType == order.PostOnly),
Leverage: openOrders.Data.Orders[x].LeverageRate,
Price: openOrders.Data.Orders[x].Price,
Amount: openOrders.Data.Orders[x].Volume,
ExecutedAmount: openOrders.Data.Orders[x].TradeVolume,
RemainingAmount: openOrders.Data.Orders[x].Volume - openOrders.Data.Orders[x].TradeVolume,
Fee: openOrders.Data.Orders[x].Fee,
Exchange: h.Name,
AssetType: req.AssetType,
ID: openOrders.Data.Orders[x].OrderIDString,
Side: orderVars.Side,
Type: orderVars.OrderType,
Status: orderVars.Status,
Pair: p,
})
}
currentPage++
done = currentPage == openOrders.Data.TotalPage
}
}
case asset.Futures:
for x := range req.Pairs {
var currentPage int64
for done := false; !done; {
openOrders, err := h.FGetOpenOrders(ctx,
req.Pairs[x].Base, currentPage, 50)
if err != nil {
return orders, err
}
var orderVars OrderVars
for x := range openOrders.Data.Orders {
orderVars, err = compatibleVars(openOrders.Data.Orders[x].Direction,
openOrders.Data.Orders[x].OrderPriceType,
openOrders.Data.Orders[x].Status)
if err != nil {
return orders, err
}
p, err := currency.NewPairFromString(openOrders.Data.Orders[x].ContractCode)
if err != nil {
return orders, err
}
orders = append(orders, order.Detail{
PostOnly: (orderVars.OrderType == order.PostOnly),
Leverage: openOrders.Data.Orders[x].LeverageRate,
Price: openOrders.Data.Orders[x].Price,
Amount: openOrders.Data.Orders[x].Volume,
ExecutedAmount: openOrders.Data.Orders[x].TradeVolume,
RemainingAmount: openOrders.Data.Orders[x].Volume - openOrders.Data.Orders[x].TradeVolume,
Fee: openOrders.Data.Orders[x].Fee,
Exchange: h.Name,
AssetType: req.AssetType,
ID: openOrders.Data.Orders[x].OrderIDString,
Side: orderVars.Side,
Type: orderVars.OrderType,
Status: orderVars.Status,
Pair: p,
})
}
currentPage++
done = currentPage == openOrders.Data.TotalPage
}
}
}
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (h *HUOBI) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var orders []order.Detail
switch req.AssetType {
case asset.Spot:
if len(req.Pairs) == 0 {
return nil, errors.New("currency must be supplied")
}
states := "partial-canceled,filled,canceled"
for i := range req.Pairs {
resp, err := h.GetOrders(ctx,
req.Pairs[i],
"",
"",
"",
states,
"",
"",
"")
if err != nil {
return nil, err
}
for x := range resp {
orderDetail := order.Detail{
ID: strconv.FormatInt(resp[x].ID, 10),
Price: resp[x].Price,
Amount: resp[x].Amount,
Pair: req.Pairs[i],
Exchange: h.Name,
ExecutedAmount: resp[x].FilledAmount,
Date: time.UnixMilli(resp[x].CreatedAt),
Status: order.Status(resp[x].State),
AccountID: strconv.FormatInt(resp[x].AccountID, 10),
Fee: resp[x].FilledFees,
}
setOrderSideAndType(resp[x].Type, &orderDetail)
orders = append(orders, orderDetail)
}
}
case asset.CoinMarginedFutures:
for x := range req.Pairs {
var currentPage int64
for done := false; !done; {
orderHistory, err := h.GetSwapOrderHistory(ctx,
req.Pairs[x],
"all",
"all",
[]order.Status{order.AnyStatus},
int64(req.EndTime.Sub(req.StartTime).Hours()/24),
currentPage,
50)
if err != nil {
return orders, err
}
var orderVars OrderVars
for x := range orderHistory.Data.Orders {
p, err := currency.NewPairFromString(orderHistory.Data.Orders[x].ContractCode)
if err != nil {
return orders, err
}
orderVars, err = compatibleVars(orderHistory.Data.Orders[x].Direction,
orderHistory.Data.Orders[x].OrderPriceType,
orderHistory.Data.Orders[x].Status)
if err != nil {
return orders, err
}
orders = append(orders, order.Detail{
PostOnly: (orderVars.OrderType == order.PostOnly),
Leverage: orderHistory.Data.Orders[x].LeverageRate,
Price: orderHistory.Data.Orders[x].Price,
Amount: orderHistory.Data.Orders[x].Volume,
ExecutedAmount: orderHistory.Data.Orders[x].TradeVolume,
RemainingAmount: orderHistory.Data.Orders[x].Volume - orderHistory.Data.Orders[x].TradeVolume,
Fee: orderHistory.Data.Orders[x].Fee,
Exchange: h.Name,
AssetType: req.AssetType,
ID: orderHistory.Data.Orders[x].OrderIDString,
Side: orderVars.Side,
Type: orderVars.OrderType,
Status: orderVars.Status,
Pair: p,
})
}
currentPage++
done = currentPage == orderHistory.Data.TotalPage
}
}
case asset.Futures:
for x := range req.Pairs {
var currentPage int64
for done := false; !done; {
openOrders, err := h.FGetOrderHistory(ctx,
req.Pairs[x],
"",
"all",
"all",
"limit",
[]order.Status{order.AnyStatus},
int64(req.EndTime.Sub(req.StartTime).Hours()/24),
currentPage,
50)
if err != nil {
return orders, err
}
var orderVars OrderVars
for x := range openOrders.Data.Orders {
orderVars, err = compatibleVars(openOrders.Data.Orders[x].Direction,
openOrders.Data.Orders[x].OrderPriceType,
openOrders.Data.Orders[x].Status)
if err != nil {
return orders, err
}
if req.Side != orderVars.Side {
continue
}
if req.Type != orderVars.OrderType {
continue
}
orderCreateTime := time.Unix(openOrders.Data.Orders[x].CreateDate, 0)
p, err := currency.NewPairFromString(openOrders.Data.Orders[x].ContractCode)
if err != nil {
return orders, err
}
orders = append(orders, order.Detail{
PostOnly: (orderVars.OrderType == order.PostOnly),
Leverage: openOrders.Data.Orders[x].LeverageRate,
Price: openOrders.Data.Orders[x].Price,
Amount: openOrders.Data.Orders[x].Volume,
ExecutedAmount: openOrders.Data.Orders[x].TradeVolume,
RemainingAmount: openOrders.Data.Orders[x].Volume - openOrders.Data.Orders[x].TradeVolume,
Fee: openOrders.Data.Orders[x].Fee,
Exchange: h.Name,
AssetType: req.AssetType,
ID: openOrders.Data.Orders[x].OrderIDString,
Side: orderVars.Side,
Type: orderVars.OrderType,
Status: orderVars.Status,
Pair: p,
Date: orderCreateTime,
})
}
currentPage++
done = currentPage == openOrders.Data.TotalPage
}
}
}
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
return orders, nil
}
func setOrderSideAndType(requestType string, orderDetail *order.Detail) {
switch SpotNewOrderRequestParamsType(requestType) {
case SpotNewOrderRequestTypeBuyMarket:
orderDetail.Side = order.Buy
orderDetail.Type = order.Market
case SpotNewOrderRequestTypeSellMarket:
orderDetail.Side = order.Sell
orderDetail.Type = order.Market
case SpotNewOrderRequestTypeBuyLimit:
orderDetail.Side = order.Buy
orderDetail.Type = order.Limit
case SpotNewOrderRequestTypeSellLimit:
orderDetail.Side = order.Sell
orderDetail.Type = order.Limit
}
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (h *HUOBI) AuthenticateWebsocket(_ context.Context) error {
return h.wsLogin()
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (h *HUOBI) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
_, err := h.UpdateAccountInfo(ctx, assetType)
return h.CheckTransientError(err)
}
// FormatExchangeKlineInterval returns Interval to exchange formatted string
func (h *HUOBI) FormatExchangeKlineInterval(in kline.Interval) string {
switch in {
case kline.OneMin, kline.FiveMin, kline.FifteenMin, kline.ThirtyMin:
return in.Short() + "in"
case kline.FourHour:
return "4hour"
case kline.OneDay:
return "1day"
case kline.OneMonth:
return "1mon"
case kline.OneWeek:
return "1week"
case kline.OneYear:
return "1year"
}
return ""
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (h *HUOBI) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := h.ValidateKline(pair, a, interval); err != nil {
return kline.Item{}, err
}
klineParams := KlinesRequestParams{
Period: h.FormatExchangeKlineInterval(interval),
Symbol: pair,
}
candles, err := h.GetSpotKline(ctx, klineParams)
if err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: h.Name,
Pair: pair,
Asset: a,
Interval: interval,
}
for x := range candles {
if time.Unix(candles[x].ID, 0).Before(start) ||
time.Unix(candles[x].ID, 0).After(end) {
continue
}
ret.Candles = append(ret.Candles, kline.Candle{
Time: time.Unix(candles[x].ID, 0),
Open: candles[x].Open,
High: candles[x].High,
Low: candles[x].Low,
Close: candles[x].Close,
Volume: candles[x].Volume,
})
}
ret.SortCandlesByTimestamp(false)
return ret, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (h *HUOBI) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return h.GetHistoricCandles(ctx, pair, a, start, end, interval)
}
// compatibleVars gets compatible variables for order vars
func compatibleVars(side, orderPriceType string, status int64) (OrderVars, error) {
var resp OrderVars
switch side {
case "buy":
resp.Side = order.Buy
case "sell":
resp.Side = order.Sell
default:
return resp, fmt.Errorf("invalid orderSide")
}
switch orderPriceType {
case "limit":
resp.OrderType = order.Limit
case "opponent":
resp.OrderType = order.Market
case "post_only":
resp.OrderType = order.PostOnly
default:
return resp, fmt.Errorf("invalid orderPriceType")
}
switch status {
case 1, 2, 11:
resp.Status = order.UnknownStatus
case 3:
resp.Status = order.Active
case 4:
resp.Status = order.PartiallyFilled
case 5:
resp.Status = order.PartiallyCancelled
case 6:
resp.Status = order.Filled
case 7:
resp.Status = order.Cancelled
default:
return resp, fmt.Errorf("invalid orderStatus")
}
return resp, nil
}
// GetAvailableTransferChains returns the available transfer blockchains for the specific
// cryptocurrency
func (h *HUOBI) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
chains, err := h.GetCurrenciesIncludingChains(ctx, cryptocurrency)
if err != nil {
return nil, err
}
if len(chains) == 0 {
return nil, errors.New("chain data isn't populated")
}
var availableChains []string
for x := range chains[0].ChainData {
availableChains = append(availableChains, chains[0].ChainData[x].Chain)
}
return availableChains, nil
}