Files
gocryptotrader/exchanges/bitfinex/bitfinex_wrapper.go
Adrian Gallagher a79e0d2b3e qa/spelling: Add Codespell support (#1121)
* Add codespell support

* Fix paths

* Add HTML files to exclusion list
2023-01-30 12:36:56 +11:00

1213 lines
34 KiB
Go

package bitfinex
import (
"context"
"errors"
"fmt"
"sort"
"strconv"
"strings"
"sync"
"time"
"unicode"
"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/stream/buffer"
"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 (b *Bitfinex) GetDefaultConfig() (*config.Exchange, error) {
b.SetDefaults()
exchCfg := new(config.Exchange)
exchCfg.Name = b.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = b.BaseCurrencies
err := b.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = b.UpdateTradablePairs(context.TODO(), true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for bitfinex
func (b *Bitfinex) SetDefaults() {
b.Name = "Bitfinex"
b.Enabled = true
b.Verbose = true
b.WebsocketSubdChannels = make(map[int]WebsocketChanInfo)
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
fmt1 := currency.PairStore{
RequestFormat: &currency.PairFormat{Uppercase: true},
ConfigFormat: &currency.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter},
}
fmt2 := currency.PairStore{
RequestFormat: &currency.PairFormat{Uppercase: true, Delimiter: ":"},
ConfigFormat: &currency.PairFormat{Uppercase: true, Delimiter: ":"},
}
err := b.StoreAssetPairFormat(asset.Spot, fmt1)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = b.StoreAssetPairFormat(asset.Margin, fmt2)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = b.StoreAssetPairFormat(asset.MarginFunding, fmt1)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
FiatWithdraw: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
SubmitOrders: true,
DepositHistory: true,
WithdrawalHistory: true,
TradeFetching: true,
UserTradeHistory: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CryptoDepositFee: true,
CryptoWithdrawalFee: true,
MultiChainDeposits: true,
MultiChainWithdrawals: true,
MultiChainDepositRequiresChainSet: true,
},
WebsocketCapabilities: protocol.Features{
AccountBalance: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
ModifyOrder: true,
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AccountInfo: true,
Subscribe: true,
AuthenticatedEndpoints: true,
MessageCorrelation: true,
DeadMansSwitch: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.AutoWithdrawFiatWithAPIPermission,
Kline: kline.ExchangeCapabilitiesSupported{
DateRanges: true,
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: kline.DeployExchangeIntervals(
kline.OneMin,
kline.FiveMin,
kline.FifteenMin,
kline.ThirtyMin,
kline.OneHour,
kline.ThreeHour,
kline.SixHour,
kline.TwelveHour,
kline.OneDay,
kline.OneWeek,
kline.TwoWeek,
kline.OneMonth,
),
ResultLimit: 10000,
},
},
}
b.Requester, err = request.New(b.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.API.Endpoints = b.NewEndpoints()
err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: bitfinexAPIURLBase,
exchange.WebsocketSpot: publicBitfinexWebsocketEndpoint,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Websocket = stream.New()
b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in the supplied exchange configuration details and sets params
func (b *Bitfinex) Setup(exch *config.Exchange) error {
err := exch.Validate()
if err != nil {
return err
}
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
err = b.SetupDefaults(exch)
if err != nil {
return err
}
wsEndpoint, err := b.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = b.Websocket.Setup(&stream.WebsocketSetup{
ExchangeConfig: exch,
DefaultURL: publicBitfinexWebsocketEndpoint,
RunningURL: wsEndpoint,
Connector: b.WsConnect,
Subscriber: b.Subscribe,
Unsubscriber: b.Unsubscribe,
GenerateSubscriptions: b.GenerateDefaultSubscriptions,
Features: &b.Features.Supports.WebsocketCapabilities,
OrderbookBufferConfig: buffer.Config{
UpdateEntriesByID: true,
},
})
if err != nil {
return err
}
err = b.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
URL: publicBitfinexWebsocketEndpoint,
})
if err != nil {
return err
}
return b.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
URL: authenticatedBitfinexWebsocketEndpoint,
Authenticated: true,
})
}
// Start starts the Bitfinex go routine
func (b *Bitfinex) Start(wg *sync.WaitGroup) error {
if wg == nil {
return fmt.Errorf("%T %w", wg, common.ErrNilPointer)
}
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
return nil
}
// Run implements the Bitfinex wrapper
func (b *Bitfinex) Run() {
if b.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s.",
b.Name,
common.IsEnabled(b.Websocket.IsEnabled()))
b.PrintEnabledPairs()
}
if !b.GetEnabledFeatures().AutoPairUpdates {
return
}
err := b.UpdateTradablePairs(context.TODO(), false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
b.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (b *Bitfinex) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
items, err := b.GetTickerBatch(ctx)
if err != nil {
return nil, err
}
pairs := make([]currency.Pair, 0, len(items))
var pair currency.Pair
switch a {
case asset.Spot:
for k := range items {
if !strings.HasPrefix(k, "t") {
continue
}
pair, err = currency.NewPairFromString(k[1:])
if err != nil {
return nil, err
}
pairs = append(pairs, pair)
}
case asset.Margin:
for k := range items {
if !strings.Contains(k, ":") {
continue
}
pair, err = currency.NewPairFromStrings(k[1:], "")
if err != nil {
return nil, err
}
pairs = append(pairs, pair)
}
case asset.MarginFunding:
for k := range items {
if !strings.HasPrefix(k, "f") {
continue
}
pair, err = currency.NewPairFromString(k[1:])
if err != nil {
return nil, err
}
pairs = append(pairs, pair)
}
default:
return nil, errors.New("asset type not supported by this endpoint")
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *Bitfinex) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
assets := b.CurrencyPairs.GetAssetTypes(false)
for i := range assets {
pairs, err := b.FetchTradablePairs(ctx, assets[i])
if err != nil {
return err
}
err = b.UpdatePairs(pairs, assets[i], false, forceUpdate)
if err != nil {
return err
}
}
return nil
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (b *Bitfinex) UpdateTickers(ctx context.Context, a asset.Item) error {
enabledPairs, err := b.GetEnabledPairs(a)
if err != nil {
return err
}
tickerNew, err := b.GetTickerBatch(ctx)
if err != nil {
return err
}
for k, v := range tickerNew {
pair, err := currency.NewPairFromString(k[1:]) // Remove prefix
if err != nil {
return err
}
if !enabledPairs.Contains(pair, true) {
continue
}
err = ticker.ProcessTicker(&ticker.Price{
Last: v.Last,
High: v.High,
Low: v.Low,
Bid: v.Bid,
Ask: v.Ask,
Volume: v.Volume,
Pair: pair,
AssetType: a,
ExchangeName: b.Name})
if err != nil {
return err
}
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bitfinex) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
if err := b.UpdateTickers(ctx, a); err != nil {
return nil, err
}
return ticker.GetTicker(b.Name, p, a)
}
// FetchTicker returns the ticker for a currency pair
func (b *Bitfinex) FetchTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
fPair, err := b.FormatExchangeCurrency(p, a)
if err != nil {
return nil, err
}
b.appendOptionalDelimiter(&fPair)
tick, err := ticker.GetTicker(b.Name, fPair, asset.Spot)
if err != nil {
return b.UpdateTicker(ctx, fPair, a)
}
return tick, nil
}
// FetchOrderbook returns the orderbook for a currency pair
func (b *Bitfinex) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
b.appendOptionalDelimiter(&fPair)
ob, err := orderbook.Get(b.Name, fPair, assetType)
if err != nil {
return b.UpdateOrderbook(ctx, fPair, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bitfinex) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
o := &orderbook.Base{
Exchange: b.Name,
Pair: p,
Asset: assetType,
PriceDuplication: true,
VerifyOrderbook: b.CanVerifyOrderbook,
}
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return o, err
}
if assetType != asset.Spot && assetType != asset.Margin && assetType != asset.MarginFunding {
return o, fmt.Errorf("assetType not supported: %v", assetType)
}
b.appendOptionalDelimiter(&fPair)
var prefix = "t"
if assetType == asset.MarginFunding {
prefix = "f"
}
var orderbookNew Orderbook
orderbookNew, err = b.GetOrderbook(ctx, prefix+fPair.String(), "R0", 100)
if err != nil {
return o, err
}
if assetType == asset.MarginFunding {
o.IsFundingRate = true
o.Asks = make(orderbook.Items, len(orderbookNew.Asks))
for x := range orderbookNew.Asks {
o.Asks[x] = orderbook.Item{
ID: orderbookNew.Asks[x].OrderID,
Price: orderbookNew.Asks[x].Rate,
Amount: orderbookNew.Asks[x].Amount,
Period: int64(orderbookNew.Asks[x].Period),
}
}
o.Bids = make(orderbook.Items, len(orderbookNew.Bids))
for x := range orderbookNew.Bids {
o.Bids[x] = orderbook.Item{
ID: orderbookNew.Bids[x].OrderID,
Price: orderbookNew.Bids[x].Rate,
Amount: orderbookNew.Bids[x].Amount,
Period: int64(orderbookNew.Bids[x].Period),
}
}
} else {
o.Asks = make(orderbook.Items, len(orderbookNew.Asks))
for x := range orderbookNew.Asks {
o.Asks[x] = orderbook.Item{
ID: orderbookNew.Asks[x].OrderID,
Price: orderbookNew.Asks[x].Price,
Amount: orderbookNew.Asks[x].Amount,
}
}
o.Bids = make(orderbook.Items, len(orderbookNew.Bids))
for x := range orderbookNew.Bids {
o.Bids[x] = orderbook.Item{
ID: orderbookNew.Bids[x].OrderID,
Price: orderbookNew.Bids[x].Price,
Amount: orderbookNew.Bids[x].Amount,
}
}
}
err = o.Process()
if err != nil {
return nil, err
}
return orderbook.Get(b.Name, fPair, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies on the
// Bitfinex exchange
func (b *Bitfinex) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var response account.Holdings
response.Exchange = b.Name
accountBalance, err := b.GetAccountBalance(ctx)
if err != nil {
return response, err
}
var Accounts = []account.SubAccount{
{ID: "deposit", AssetType: assetType},
{ID: "exchange", AssetType: assetType},
{ID: "trading", AssetType: assetType},
{ID: "margin", AssetType: assetType},
{ID: "funding", AssetType: assetType},
}
for x := range accountBalance {
for i := range Accounts {
if Accounts[i].ID == accountBalance[x].Type {
Accounts[i].Currencies = append(Accounts[i].Currencies,
account.Balance{
Currency: currency.NewCode(accountBalance[x].Currency),
Total: accountBalance[x].Amount,
Hold: accountBalance[x].Amount - accountBalance[x].Available,
Free: accountBalance[x].Available,
})
}
}
}
response.Accounts = Accounts
creds, err := b.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
err = account.Process(&response, creds)
if err != nil {
return account.Holdings{}, err
}
return response, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (b *Bitfinex) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
creds, err := b.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
acc, err := account.GetHoldings(b.Name, creds, assetType)
if err != nil {
return b.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *Bitfinex) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (b *Bitfinex) GetWithdrawalsHistory(ctx context.Context, c currency.Code, a asset.Item) (resp []exchange.WithdrawalHistory, err error) {
return nil, common.ErrNotYetImplemented
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (b *Bitfinex) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
return b.GetHistoricTrades(ctx, p, assetType, time.Now().Add(-time.Minute*15), time.Now())
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (b *Bitfinex) GetHistoricTrades(ctx context.Context, p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
if assetType == asset.MarginFunding {
return nil, fmt.Errorf("asset type '%v' not supported", assetType)
}
if err := common.StartEndTimeCheck(timestampStart, timestampEnd); err != nil {
return nil, fmt.Errorf("invalid time range supplied. Start: %v End %v %w", timestampStart, timestampEnd, err)
}
var err error
p, err = b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
var currString string
currString, err = b.fixCasing(p, assetType)
if err != nil {
return nil, err
}
var resp []trade.Data
ts := timestampEnd
limit := 10000
allTrades:
for {
var tradeData []Trade
tradeData, err = b.GetTrades(ctx,
currString, int64(limit), 0, ts.Unix()*1000, false)
if err != nil {
return nil, err
}
for i := range tradeData {
tradeTS := time.UnixMilli(tradeData[i].Timestamp)
if tradeTS.Before(timestampStart) && !timestampStart.IsZero() {
break allTrades
}
tID := strconv.FormatInt(tradeData[i].TID, 10)
resp = append(resp, trade.Data{
TID: tID,
Exchange: b.Name,
CurrencyPair: p,
AssetType: assetType,
Price: tradeData[i].Price,
Amount: tradeData[i].Amount,
Timestamp: time.UnixMilli(tradeData[i].Timestamp),
})
if i == len(tradeData)-1 {
if ts.Equal(tradeTS) {
// reached end of trades to crawl
break allTrades
}
ts = tradeTS
}
}
if len(tradeData) != limit {
break allTrades
}
}
err = b.AddTradesToBuffer(resp...)
if err != nil {
return nil, err
}
sort.Sort(trade.ByDate(resp))
return trade.FilterTradesByTime(resp, timestampStart, timestampEnd), nil
}
// SubmitOrder submits a new order
func (b *Bitfinex) SubmitOrder(ctx context.Context, o *order.Submit) (*order.SubmitResponse, error) {
err := o.Validate()
if err != nil {
return nil, err
}
fpair, err := b.FormatExchangeCurrency(o.Pair, o.AssetType)
if err != nil {
return nil, err
}
var orderID string
status := order.New
if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
orderID, err = b.WsNewOrder(&WsNewOrderRequest{
CustomID: b.Websocket.AuthConn.GenerateMessageID(false),
Type: o.Type.String(),
Symbol: fpair.String(),
Amount: o.Amount,
Price: o.Price,
})
if err != nil {
return nil, err
}
} else {
var response Order
b.appendOptionalDelimiter(&fpair)
orderType := o.Type.Lower()
if o.AssetType == asset.Spot {
orderType = "exchange " + orderType
}
response, err = b.NewOrder(ctx,
fpair.String(),
orderType,
o.Amount,
o.Price,
o.Side == order.Buy,
false)
if err != nil {
return nil, err
}
orderID = strconv.FormatInt(response.ID, 10)
if response.RemainingAmount == 0 {
status = order.Filled
}
}
resp, err := o.DeriveSubmitResponse(orderID)
if err != nil {
return nil, err
}
resp.Status = status
return resp, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bitfinex) ModifyOrder(ctx context.Context, action *order.Modify) (*order.ModifyResponse, error) {
if !b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
return nil, common.ErrNotYetImplemented
}
if err := action.Validate(); err != nil {
return nil, err
}
orderIDInt, err := strconv.ParseInt(action.OrderID, 10, 64)
if err != nil {
return &order.ModifyResponse{OrderID: action.OrderID}, err
}
wsRequest := WsUpdateOrderRequest{
OrderID: orderIDInt,
Price: action.Price,
Amount: action.Amount,
}
if action.Side == order.Sell && action.Amount > 0 {
wsRequest.Amount *= -1
}
err = b.WsModifyOrder(&wsRequest)
if err != nil {
return nil, err
}
return action.DeriveModifyResponse()
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Bitfinex) CancelOrder(ctx context.Context, o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
orderIDInt, err := strconv.ParseInt(o.OrderID, 10, 64)
if err != nil {
return err
}
if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
err = b.WsCancelOrder(orderIDInt)
} else {
_, err = b.CancelExistingOrder(ctx, orderIDInt)
}
return err
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (b *Bitfinex) 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 (b *Bitfinex) CancelAllOrders(ctx context.Context, _ *order.Cancel) (order.CancelAllResponse, error) {
var err error
if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
err = b.WsCancelAllOrders()
} else {
_, err = b.CancelAllExistingOrders(ctx)
}
return order.CancelAllResponse{}, err
}
// GetOrderInfo returns order information based on order ID
func (b *Bitfinex) 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 (b *Bitfinex) GetDepositAddress(ctx context.Context, c currency.Code, accountID, chain string) (*deposit.Address, error) {
if accountID == "" {
accountID = "funding"
}
if c == currency.USDT {
// USDT is UST on Bitfinex
c = currency.NewCode("UST")
}
if err := b.PopulateAcceptableMethods(ctx); err != nil {
return nil, err
}
methods := acceptableMethods.lookup(c)
if len(methods) == 0 {
return nil, errors.New("unsupported currency")
}
method := methods[0]
if len(methods) > 1 && chain != "" {
method = chain
} else if len(methods) > 1 && chain == "" {
return nil, fmt.Errorf("a chain must be specified, %s available", methods)
}
resp, err := b.NewDeposit(ctx, method, accountID, 0)
if err != nil {
return nil, err
}
return &deposit.Address{
Address: resp.Address,
Tag: resp.PoolAddress,
}, err
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is submitted
func (b *Bitfinex) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
if err := b.PopulateAcceptableMethods(ctx); err != nil {
return nil, err
}
tmpCurr := withdrawRequest.Currency
if tmpCurr == currency.USDT {
// USDT is UST on Bitfinex
tmpCurr = currency.NewCode("UST")
}
methods := acceptableMethods.lookup(tmpCurr)
if len(methods) == 0 {
return nil, errors.New("no transfer methods returned for currency")
}
method := methods[0]
if len(methods) > 1 && withdrawRequest.Crypto.Chain != "" {
if !common.StringDataCompareInsensitive(methods, withdrawRequest.Crypto.Chain) {
return nil, fmt.Errorf("invalid chain %s supplied, %v available", withdrawRequest.Crypto.Chain, methods)
}
method = withdrawRequest.Crypto.Chain
} else if len(methods) > 1 && withdrawRequest.Crypto.Chain == "" {
return nil, fmt.Errorf("a chain must be specified, %s available", methods)
}
// Bitfinex has support for three types, exchange, margin and deposit
// As this is for trading, I've made the wrapper default 'exchange'
// TODO: Discover an automated way to make the decision for wallet type to withdraw from
walletType := "exchange"
resp, err := b.WithdrawCryptocurrency(ctx,
walletType,
withdrawRequest.Crypto.Address,
withdrawRequest.Crypto.AddressTag,
method,
withdrawRequest.Amount)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: strconv.FormatInt(resp.WithdrawalID, 10),
Status: resp.Status,
}, err
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is submitted
// Returns comma delimited withdrawal IDs
func (b *Bitfinex) WithdrawFiatFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
withdrawalType := "wire"
// Bitfinex has support for three types, exchange, margin and deposit
// As this is for trading, I've made the wrapper default 'exchange'
// TODO: Discover an automated way to make the decision for wallet type to withdraw from
walletType := "exchange"
resp, err := b.WithdrawFIAT(ctx, withdrawalType, walletType, withdrawRequest)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: strconv.FormatInt(resp.WithdrawalID, 10),
Status: resp.Status,
}, err
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is submitted
// Returns comma delimited withdrawal IDs
func (b *Bitfinex) WithdrawFiatFundsToInternationalBank(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
v, err := b.WithdrawFiatFunds(ctx, withdrawRequest)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: v.ID,
Status: v.Status,
}, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *Bitfinex) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if feeBuilder == nil {
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
}
if !b.AreCredentialsValid(ctx) && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return b.GetFee(ctx, feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (b *Bitfinex) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
resp, err := b.GetOpenOrders(ctx)
if err != nil {
return nil, err
}
orders := make([]order.Detail, len(resp))
for i := range resp {
var side order.Side
side, err = order.StringToOrderSide(resp[i].Side)
if err != nil {
return nil, err
}
var timestamp float64
timestamp, err = strconv.ParseFloat(resp[i].Timestamp, 64)
if err != nil {
log.Warnf(log.ExchangeSys,
"Unable to convert timestamp '%s', leaving blank",
resp[i].Timestamp)
}
var pair currency.Pair
pair, err = currency.NewPairFromString(resp[i].Symbol)
if err != nil {
return nil, err
}
orderDetail := order.Detail{
Amount: resp[i].OriginalAmount,
Date: time.Unix(int64(timestamp), 0),
Exchange: b.Name,
OrderID: strconv.FormatInt(resp[i].ID, 10),
Side: side,
Price: resp[i].Price,
RemainingAmount: resp[i].RemainingAmount,
Pair: pair,
ExecutedAmount: resp[i].ExecutedAmount,
}
switch {
case resp[i].IsLive:
orderDetail.Status = order.Active
case resp[i].IsCancelled:
orderDetail.Status = order.Cancelled
case resp[i].IsHidden:
orderDetail.Status = order.Hidden
default:
orderDetail.Status = order.UnknownStatus
}
// API docs discrepancy. Example contains prefixed "exchange "
// Return type suggests “market” / “limit” / “stop” / “trailing-stop”
orderType := strings.Replace(resp[i].Type, "exchange ", "", 1)
if orderType == "trailing-stop" {
orderDetail.Type = order.TrailingStop
} else {
orderDetail.Type, err = order.StringToOrderType(orderType)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
}
orders[i] = orderDetail
}
return req.Filter(b.Name, orders), nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *Bitfinex) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
resp, err := b.GetInactiveOrders(ctx)
if err != nil {
return nil, err
}
orders := make([]order.Detail, len(resp))
for i := range resp {
var side order.Side
side, err = order.StringToOrderSide(resp[i].Side)
if err != nil {
return nil, err
}
var timestamp int64
timestamp, err = strconv.ParseInt(resp[i].Timestamp, 10, 64)
if err != nil {
log.Warnf(log.ExchangeSys, "Unable to convert timestamp '%v', leaving blank", resp[i].Timestamp)
}
orderDate := time.Unix(timestamp, 0)
var pair currency.Pair
pair, err = currency.NewPairFromString(resp[i].Symbol)
if err != nil {
return nil, err
}
orderDetail := order.Detail{
Amount: resp[i].OriginalAmount,
Date: orderDate,
Exchange: b.Name,
OrderID: strconv.FormatInt(resp[i].ID, 10),
Side: side,
Price: resp[i].Price,
AverageExecutedPrice: resp[i].AverageExecutionPrice,
RemainingAmount: resp[i].RemainingAmount,
ExecutedAmount: resp[i].ExecutedAmount,
Pair: pair,
}
orderDetail.InferCostsAndTimes()
switch {
case resp[i].IsLive:
orderDetail.Status = order.Active
case resp[i].IsCancelled:
orderDetail.Status = order.Cancelled
case resp[i].IsHidden:
orderDetail.Status = order.Hidden
default:
orderDetail.Status = order.UnknownStatus
}
// API docs discrepancy. Example contains prefixed "exchange "
// Return type suggests “market” / “limit” / “stop” / “trailing-stop”
orderType := strings.Replace(resp[i].Type, "exchange ", "", 1)
if orderType == "trailing-stop" {
orderDetail.Type = order.TrailingStop
} else {
orderDetail.Type, err = order.StringToOrderType(orderType)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
}
orders[i] = orderDetail
}
for i := range req.Pairs {
b.appendOptionalDelimiter(&req.Pairs[i])
}
return req.Filter(b.Name, orders), nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (b *Bitfinex) AuthenticateWebsocket(ctx context.Context) error {
return b.WsSendAuth(ctx)
}
// appendOptionalDelimiter ensures that a delimiter is present for long character currencies
func (b *Bitfinex) appendOptionalDelimiter(p *currency.Pair) {
if len(p.Quote.String()) > 3 ||
len(p.Base.String()) > 3 {
p.Delimiter = ":"
}
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (b *Bitfinex) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
_, err := b.UpdateAccountInfo(ctx, assetType)
return b.CheckTransientError(err)
}
// FormatExchangeKlineInterval returns Interval to exchange formatted string
func (b *Bitfinex) FormatExchangeKlineInterval(in kline.Interval) string {
switch in {
case kline.OneDay:
return "1D"
case kline.OneWeek:
return "7D"
case kline.OneWeek * 2:
return "14D"
default:
return in.Short()
}
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (b *Bitfinex) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := b.GetKlineRequest(pair, a, interval, start, end)
if err != nil {
return nil, err
}
cf, err := b.fixCasing(req.Pair, req.Asset)
if err != nil {
return nil, err
}
candles, err := b.GetCandles(ctx,
cf,
b.FormatExchangeKlineInterval(req.ExchangeInterval),
req.Start.UnixMilli(),
req.End.UnixMilli(),
b.Features.Enabled.Kline.ResultLimit, true)
if err != nil {
return nil, err
}
timeSeries := make([]kline.Candle, len(candles))
for x := range candles {
timeSeries[x] = kline.Candle{
Time: candles[x].Timestamp,
Open: candles[x].Open,
High: candles[x].High,
Low: candles[x].Low,
Close: candles[x].Close,
Volume: candles[x].Volume,
}
}
return req.ProcessResponse(timeSeries)
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (b *Bitfinex) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := b.GetKlineExtendedRequest(pair, a, interval, start, end)
if err != nil {
return nil, err
}
cf, err := b.fixCasing(req.Pair, req.Asset)
if err != nil {
return nil, err
}
timeSeries := make([]kline.Candle, 0, req.Size())
for x := range req.RangeHolder.Ranges {
var candles []Candle
candles, err = b.GetCandles(ctx,
cf,
b.FormatExchangeKlineInterval(req.ExchangeInterval),
req.RangeHolder.Ranges[x].Start.Ticks*1000,
req.RangeHolder.Ranges[x].End.Ticks*1000,
b.Features.Enabled.Kline.ResultLimit,
true)
if err != nil {
return nil, err
}
for i := range candles {
timeSeries = append(timeSeries, kline.Candle{
Time: candles[i].Timestamp,
Open: candles[i].Open,
High: candles[i].High,
Low: candles[i].Low,
Close: candles[i].Close,
Volume: candles[i].Volume,
})
}
}
return req.ProcessResponse(timeSeries)
}
func (b *Bitfinex) fixCasing(in currency.Pair, a asset.Item) (string, error) {
if in.IsEmpty() || in.Base.IsEmpty() {
return "", currency.ErrCurrencyPairEmpty
}
var checkString [2]byte
if a == asset.Spot || a == asset.Margin {
checkString[0] = 't'
checkString[1] = 'T'
} else if a == asset.MarginFunding {
checkString[0] = 'f'
checkString[1] = 'F'
}
fmt, err := b.FormatExchangeCurrency(in, a)
if err != nil {
return "", err
}
y := in.Base.String()
if (y[0] != checkString[0] && y[0] != checkString[1]) ||
(y[0] == checkString[1] && y[1] == checkString[1]) || in.Base == currency.TNB {
if fmt.Quote.IsEmpty() {
return string(checkString[0]) + fmt.Base.Upper().String(), nil
}
return string(checkString[0]) + fmt.Upper().String(), nil
}
runes := []rune(fmt.Upper().String())
if fmt.Quote.IsEmpty() {
runes = []rune(fmt.Base.Upper().String())
}
runes[0] = unicode.ToLower(runes[0])
return string(runes), nil
}
// GetAvailableTransferChains returns the available transfer blockchains for the specific
// cryptocurrency
func (b *Bitfinex) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
if err := b.PopulateAcceptableMethods(ctx); err != nil {
return nil, err
}
if cryptocurrency == currency.USDT {
// USDT is UST on Bitfinex
cryptocurrency = currency.NewCode("UST")
}
availChains := acceptableMethods.lookup(cryptocurrency)
if len(availChains) == 0 {
return nil, fmt.Errorf("unable to find any available chains")
}
return availChains, nil
}