Files
gocryptotrader/exchanges/zb/zb_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

1005 lines
28 KiB
Go

package zb
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 (z *ZB) GetDefaultConfig() (*config.ExchangeConfig, error) {
z.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = z.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = z.BaseCurrencies
err := z.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if z.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = z.UpdateTradablePairs(context.TODO(), true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets default values for the exchange
func (z *ZB) SetDefaults() {
z.Name = "ZB"
z.Enabled = true
z.Verbose = true
z.API.CredentialsValidator.RequiresKey = true
z.API.CredentialsValidator.RequiresSecret = true
requestFmt := &currency.PairFormat{Delimiter: currency.UnderscoreDelimiter}
configFmt := &currency.PairFormat{Delimiter: currency.UnderscoreDelimiter, Uppercase: true}
err := z.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
z.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
KlineFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
CryptoDepositFee: true,
CryptoWithdrawalFee: true,
MultiChainDeposits: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
Subscribe: true,
AuthenticatedEndpoints: true,
AccountInfo: true,
CancelOrder: true,
SubmitOrder: true,
MessageCorrelation: true,
GetOrders: true,
GetOrder: 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,
kline.ThreeDay.Word(): true,
kline.OneWeek.Word(): true,
},
ResultLimit: 1000,
},
},
}
z.Requester = request.New(z.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
z.API.Endpoints = z.NewEndpoints()
err = z.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: zbTradeURL,
exchange.RestSpotSupplementary: zbMarketURL,
exchange.WebsocketSpot: zbWebsocketAPI,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
z.Websocket = stream.New()
z.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
z.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
}
// Setup sets user configuration
func (z *ZB) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
z.SetEnabled(false)
return nil
}
err := z.SetupDefaults(exch)
if err != nil {
return err
}
wsRunningURL, err := z.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = z.Websocket.Setup(&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: zbWebsocketAPI,
ExchangeName: exch.Name,
RunningURL: wsRunningURL,
Connector: z.WsConnect,
GenerateSubscriptions: z.GenerateDefaultSubscriptions,
Subscriber: z.Subscribe,
Features: &z.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
OrderbookPublishPeriod: exch.OrderbookConfig.PublishPeriod,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
})
if err != nil {
return err
}
return z.Websocket.SetupNewConnection(stream.ConnectionSetup{
URL: z.Websocket.GetWebsocketURL(),
RateLimit: zbWebsocketRateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
}
// Start starts the OKEX go routine
func (z *ZB) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
z.Run()
wg.Done()
}()
}
// Run implements the OKEX wrapper
func (z *ZB) Run() {
if z.Verbose {
z.PrintEnabledPairs()
}
if !z.GetEnabledFeatures().AutoPairUpdates {
return
}
err := z.UpdateTradablePairs(context.TODO(), false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", z.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (z *ZB) FetchTradablePairs(ctx context.Context, asset asset.Item) ([]string, error) {
markets, err := z.GetMarkets(ctx)
if err != nil {
return nil, err
}
var currencies []string
for x := range markets {
currencies = append(currencies, x)
}
return currencies, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (z *ZB) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
pairs, err := z.FetchTradablePairs(ctx, asset.Spot)
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
return z.UpdatePairs(p, asset.Spot, false, forceUpdate)
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (z *ZB) UpdateTickers(ctx context.Context, a asset.Item) error {
result, err := z.GetTickers(ctx)
if err != nil {
return err
}
enabledPairs, err := z.GetEnabledPairs(a)
if err != nil {
return err
}
for x := range enabledPairs {
// We can't use either pair format here, so format it to lower-
// case and without any delimiter
curr := enabledPairs[x].Format("", false).String()
if _, ok := result[curr]; !ok {
continue
}
err = ticker.ProcessTicker(&ticker.Price{
Pair: enabledPairs[x],
High: result[curr].High,
Last: result[curr].Last,
Ask: result[curr].Sell,
Bid: result[curr].Buy,
Low: result[curr].Low,
Volume: result[curr].Volume,
ExchangeName: z.Name,
AssetType: a})
if err != nil {
return err
}
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (z *ZB) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
if err := z.UpdateTickers(ctx, a); err != nil {
return nil, err
}
return ticker.GetTicker(z.Name, p, a)
}
// FetchTicker returns the ticker for a currency pair
func (z *ZB) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(z.Name, p, assetType)
if err != nil {
return z.UpdateTicker(ctx, p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (z *ZB) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(z.Name, p, assetType)
if err != nil {
return z.UpdateOrderbook(ctx, p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (z *ZB) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: z.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: z.CanVerifyOrderbook,
}
currFormat, err := z.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
orderbookNew, err := z.GetOrderbook(ctx, currFormat.String())
if err != nil {
return book, 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],
})
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(z.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// ZB exchange
func (z *ZB) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var info account.Holdings
var balances []account.Balance
var coins []AccountsResponseCoin
if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
resp, err := z.wsGetAccountInfoRequest()
if err != nil {
return info, err
}
coins = resp.Data.Coins
} else {
bal, err := z.GetAccountInformation(ctx)
if err != nil {
return info, err
}
coins = bal.Result.Coins
}
for i := range coins {
hold, err := strconv.ParseFloat(coins[i].Freeze, 64)
if err != nil {
return info, err
}
avail, err := strconv.ParseFloat(coins[i].Available, 64)
if err != nil {
return info, err
}
balances = append(balances, account.Balance{
CurrencyName: currency.NewCode(coins[i].EnName),
TotalValue: hold + avail,
Hold: hold,
})
}
info.Exchange = z.Name
info.Accounts = append(info.Accounts, account.SubAccount{
Currencies: balances,
})
if err := account.Process(&info); err != nil {
return account.Holdings{}, err
}
return info, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (z *ZB) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(z.Name, assetType)
if err != nil {
return z.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (z *ZB) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (z *ZB) 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 (z *ZB) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
p, err = z.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
var tradeData TradeHistory
tradeData, err = z.GetTrades(ctx, p.String())
if err != nil {
return nil, err
}
var resp []trade.Data
for i := range tradeData {
var side order.Side
side, err = order.StringToOrderSide(tradeData[i].Type)
if err != nil {
return nil, err
}
resp = append(resp, trade.Data{
Exchange: z.Name,
TID: strconv.FormatInt(tradeData[i].Tid, 10),
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Price,
Amount: tradeData[i].Amount,
Timestamp: time.Unix(tradeData[i].Date, 0),
})
}
err = z.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 (z *ZB) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (z *ZB) SubmitOrder(ctx context.Context, o *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
err := o.Validate()
if err != nil {
return submitOrderResponse, err
}
if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
var isBuyOrder int64
if o.Side == order.Buy {
isBuyOrder = 1
} else {
isBuyOrder = 0
}
var response *WsSubmitOrderResponse
response, err = z.wsSubmitOrder(o.Pair, o.Amount, o.Price, isBuyOrder)
if err != nil {
return submitOrderResponse, err
}
submitOrderResponse.OrderID = strconv.FormatInt(response.Data.EntrustID, 10)
} else {
var oT SpotNewOrderRequestParamsType
if o.Side == order.Buy {
oT = SpotNewOrderRequestParamsTypeBuy
} else {
oT = SpotNewOrderRequestParamsTypeSell
}
fPair, err := z.FormatExchangeCurrency(o.Pair, o.AssetType)
if err != nil {
return submitOrderResponse, err
}
var params = SpotNewOrderRequestParams{
Amount: o.Amount,
Price: o.Price,
Symbol: fPair.Lower().String(),
Type: oT,
}
var response int64
response, err = z.SpotNewOrder(ctx, params)
if err != nil {
return submitOrderResponse, err
}
if response > 0 {
submitOrderResponse.OrderID = strconv.FormatInt(response, 10)
}
}
submitOrderResponse.IsOrderPlaced = true
if o.Type == order.Market {
submitOrderResponse.FullyMatched = true
}
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (z *ZB) 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 (z *ZB) 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
}
if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
var response *WsCancelOrderResponse
response, err = z.wsCancelOrder(o.Pair, orderIDInt)
if err != nil {
return err
}
if !response.Success {
return fmt.Errorf("%v - Could not cancel order %v", z.Name, o.ID)
}
return nil
}
fpair, err := z.FormatExchangeCurrency(o.Pair, o.AssetType)
if err != nil {
return err
}
return z.CancelExistingOrder(ctx, orderIDInt, fpair.String())
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (z *ZB) 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 (z *ZB) CancelAllOrders(ctx context.Context, _ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
var allOpenOrders []Order
enabledPairs, err := z.GetEnabledPairs(asset.Spot)
if err != nil {
return cancelAllOrdersResponse, err
}
for x := range enabledPairs {
fPair, err := z.FormatExchangeCurrency(enabledPairs[x], asset.Spot)
if err != nil {
return cancelAllOrdersResponse, err
}
for y := int64(1); ; y++ {
openOrders, err := z.GetUnfinishedOrdersIgnoreTradeType(ctx,
fPair.String(), y, 10)
if err != nil {
if strings.Contains(err.Error(), "3001") {
break
}
return cancelAllOrdersResponse, err
}
if len(openOrders) == 0 {
break
}
allOpenOrders = append(allOpenOrders, openOrders...)
if len(openOrders) != 10 {
break
}
}
}
for i := range allOpenOrders {
p, err := currency.NewPairFromString(allOpenOrders[i].Currency)
if err != nil {
cancelAllOrdersResponse.Status[strconv.FormatInt(allOpenOrders[i].ID, 10)] = err.Error()
continue
}
err = z.CancelOrder(ctx,
&order.Cancel{
ID: strconv.FormatInt(allOpenOrders[i].ID, 10),
Pair: p,
AssetType: asset.Spot,
})
if err != nil {
cancelAllOrdersResponse.Status[strconv.FormatInt(allOpenOrders[i].ID, 10)] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns order information based on order ID
func (z *ZB) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (z *ZB) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, chain string) (*deposit.Address, error) {
if chain != "" {
addresses, err := z.GetMultiChainDepositAddress(ctx, cryptocurrency)
if err != nil {
return nil, err
}
for x := range addresses {
if strings.EqualFold(addresses[x].Blockchain, chain) {
return &deposit.Address{
Address: addresses[x].Address,
Tag: addresses[x].Memo,
}, nil
}
}
return nil, fmt.Errorf("%s does not support chain %s", cryptocurrency.String(), chain)
}
address, err := z.GetCryptoAddress(ctx, cryptocurrency)
if err != nil {
return nil, err
}
return &deposit.Address{
Address: address.Message.Data.Address,
Tag: address.Message.Data.Tag,
}, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (z *ZB) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
v, err := z.Withdraw(ctx,
withdrawRequest.Currency.Lower().String(),
withdrawRequest.Crypto.Address,
withdrawRequest.TradePassword,
withdrawRequest.Amount,
withdrawRequest.Crypto.FeeAmount,
false)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: v,
}, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (z *ZB) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (z *ZB) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (z *ZB) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if (!z.AllowAuthenticatedRequest() || z.SkipAuthCheck) && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return z.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
// This function is not concurrency safe due to orderSide/orderType maps
func (z *ZB) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var allOrders []Order
for x := range req.Pairs {
for i := int64(1); ; i++ {
fPair, err := z.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
if err != nil {
return nil, err
}
resp, err := z.GetUnfinishedOrdersIgnoreTradeType(ctx,
fPair.String(), i, 10)
if err != nil {
if strings.Contains(err.Error(), "3001") {
break
}
return nil, err
}
if len(resp) == 0 {
break
}
allOrders = append(allOrders, resp...)
if len(resp) != 10 {
break
}
}
}
format, err := z.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range allOrders {
var symbol currency.Pair
symbol, err = currency.NewPairDelimiter(allOrders[i].Currency,
format.Delimiter)
if err != nil {
return nil, err
}
orderDate := time.Unix(int64(allOrders[i].TradeDate), 0)
orderSide := orderSideMap[allOrders[i].Type]
orders = append(orders, order.Detail{
ID: strconv.FormatInt(allOrders[i].ID, 10),
Amount: allOrders[i].TotalAmount,
Exchange: z.Name,
Date: orderDate,
Price: allOrders[i].Price,
Side: orderSide,
Pair: symbol,
})
}
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
// This function is not concurrency safe due to orderSide/orderType maps
func (z *ZB) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
if req.Side == order.AnySide || req.Side == "" {
return nil, errors.New("specific order side is required")
}
var allOrders []Order
var orders []order.Detail
var side int64
if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
for x := range req.Pairs {
for y := int64(1); ; y++ {
resp, err := z.wsGetOrdersIgnoreTradeType(req.Pairs[x], y, 10)
if err != nil {
return nil, err
}
allOrders = append(allOrders, resp.Data...)
if len(resp.Data) != 10 {
break
}
}
}
} else {
if req.Side == order.Buy {
side = 1
}
for x := range req.Pairs {
for y := int64(1); ; y++ {
fPair, err := z.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
if err != nil {
return nil, err
}
resp, err := z.GetOrders(ctx, fPair.String(), y, side)
if err != nil {
return nil, err
}
if len(resp) == 0 {
break
}
allOrders = append(allOrders, resp...)
if len(resp) != 10 {
break
}
}
}
}
format, err := z.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
for i := range allOrders {
var symbol currency.Pair
symbol, err = currency.NewPairDelimiter(allOrders[i].Currency,
format.Delimiter)
if err != nil {
return nil, err
}
orderDate := time.Unix(int64(allOrders[i].TradeDate), 0)
orderSide := orderSideMap[allOrders[i].Type]
orders = append(orders, order.Detail{
ID: strconv.FormatInt(allOrders[i].ID, 10),
Amount: allOrders[i].TotalAmount,
Exchange: z.Name,
Date: orderDate,
Price: allOrders[i].Price,
Side: orderSide,
Pair: symbol,
})
}
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
return orders, nil
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (z *ZB) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
_, err := z.UpdateAccountInfo(ctx, assetType)
return z.CheckTransientError(err)
}
// FormatExchangeKlineInterval returns Interval to exchange formatted string
func (z *ZB) FormatExchangeKlineInterval(in kline.Interval) string {
switch in {
case kline.OneMin, kline.ThreeMin,
kline.FiveMin, kline.FifteenMin, kline.ThirtyMin:
return in.Short() + "in"
case kline.OneHour, kline.TwoHour, kline.FourHour, kline.SixHour, kline.TwelveHour:
return in.Short()[:len(in.Short())-1] + "hour"
case kline.OneDay:
return "1day"
case kline.ThreeDay:
return "3day"
case kline.OneWeek:
return "1week"
}
return ""
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (z *ZB) GetHistoricCandles(ctx context.Context, p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
ret, err := z.validateCandlesRequest(p, a, start, end, interval)
if err != nil {
return kline.Item{}, err
}
p, err = z.FormatExchangeCurrency(p, a)
if err != nil {
return kline.Item{}, err
}
klineParams := KlinesRequestParams{
Type: z.FormatExchangeKlineInterval(interval),
Symbol: p.String(),
Since: start.UnixMilli(),
Size: int64(z.Features.Enabled.Kline.ResultLimit),
}
var candles KLineResponse
candles, err = z.GetSpotKline(ctx, klineParams)
if err != nil {
return kline.Item{}, err
}
for x := range candles.Data {
if candles.Data[x].KlineTime.Before(start) || candles.Data[x].KlineTime.After(end) {
continue
}
ret.Candles = append(ret.Candles, kline.Candle{
Time: candles.Data[x].KlineTime,
Open: candles.Data[x].Open,
High: candles.Data[x].High,
Low: candles.Data[x].Low,
Close: candles.Data[x].Close,
Volume: candles.Data[x].Volume,
})
}
ret.SortCandlesByTimestamp(false)
return ret, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (z *ZB) GetHistoricCandlesExtended(ctx context.Context, p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
ret, err := z.validateCandlesRequest(p, a, start, end, interval)
if err != nil {
return kline.Item{}, err
}
p, err = z.FormatExchangeCurrency(p, a)
if err != nil {
return kline.Item{}, err
}
startTime := start
allKlines:
for {
klineParams := KlinesRequestParams{
Type: z.FormatExchangeKlineInterval(interval),
Symbol: p.String(),
Since: startTime.UnixMilli(),
Size: int64(z.Features.Enabled.Kline.ResultLimit),
}
candles, err := z.GetSpotKline(ctx, klineParams)
if err != nil {
return kline.Item{}, err
}
for x := range candles.Data {
if candles.Data[x].KlineTime.Before(start) || candles.Data[x].KlineTime.After(end) {
continue
}
if startTime.Equal(candles.Data[x].KlineTime) {
// no new data has been sent
break allKlines
}
ret.Candles = append(ret.Candles, kline.Candle{
Time: candles.Data[x].KlineTime,
Open: candles.Data[x].Open,
High: candles.Data[x].High,
Low: candles.Data[x].Low,
Close: candles.Data[x].Close,
Volume: candles.Data[x].Volume,
})
if x == len(candles.Data)-1 {
startTime = candles.Data[x].KlineTime
}
}
if len(candles.Data) != int(z.Features.Enabled.Kline.ResultLimit) {
break allKlines
}
}
ret.SortCandlesByTimestamp(false)
return ret, nil
}
func (z *ZB) validateCandlesRequest(p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := common.StartEndTimeCheck(start, end); err != nil {
return kline.Item{}, fmt.Errorf("invalid time range supplied. Start: %v End %v %w", start, end, err)
}
if err := z.ValidateKline(p, a, interval); err != nil {
return kline.Item{}, err
}
return kline.Item{
Exchange: z.Name,
Pair: p,
Asset: a,
Interval: interval,
}, nil
}
// GetAvailableTransferChains returns the available transfer blockchains for the specific
// cryptocurrency
func (z *ZB) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
chains, err := z.GetMultiChainDepositAddress(ctx, cryptocurrency)
if err != nil {
// returned on valid currencies like BTC, despite having a deposit
// address created it will advise the user to create one via their
// app or website. In this case, we'll just return nil transfer
// chains and no error message
if strings.Contains(err.Error(), "APP") {
return nil, nil
}
return nil, err
}
var availableChains []string
for x := range chains {
availableChains = append(availableChains, chains[x].Blockchain)
}
return availableChains, nil
}