Files
gocryptotrader/exchanges/huobi/huobi_wrapper.go
Ryan O'Hara-Reid ac731ce283 websocket/gateio: Support multi connection management and integrate with GateIO (#1580)
* gateio: Add multi asset websocket support WIP.

* meow

* Add tests and shenanigans

* integrate flushing and for enabling/disabling pairs from rpc shenanigans

* some changes

* linter: fixes strikes again.

* Change name ConnectionAssociation -> ConnectionCandidate for better clarity on purpose. Change connections map to point to candidate to track subscriptions for future dynamic connections holder and drop struct ConnectionDetails.

* Add subscription tests (state functional)

* glorious:nits + proxy handling

* Spelling

* linter: fixerino

* instead of nil, dont do nil.

* clean up nils

* cya nils

* don't need to set URL or check if its running

* stop ping handler routine leak

* * Fix bug where reader routine on error that is not a disconnection error but websocket frame error or anything really makes the reader routine return and then connection never cycles and the buffer gets filled.
* Handle reconnection via an errors.Is check which is simpler and in that scope allow for quick disconnect reconnect without waiting for connection cycle.
* Dial now uses code from DialContext but just calls context.Background()
* Don't allow reader to return on parse binary response error. Just output error and return a non nil response

* Allow rollback on connect on any error across all connections

* fix shadow jutsu

* glorious/gk: nitters - adds in ws mock server

* linter: fix

* fix deadlock on connection as the previous channel had no reader and would hang connection reader for eternity.

* gk: nits

* Leak issue and edge case

* gk: nits

* gk: drain brain

* glorious: nits

* Update exchanges/stream/websocket.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* add tests

* linter: fix

* After merge

* Add error connection info

* Fix edge case where it does not reconnect made by an already closed connection

* stream coverage

* glorious: nits

* glorious: nits removed asset error handling in stream package

* linter: fix

* rm block

* Add basic readme

* fix asset enabled flush cycle for multi connection

* spella: fix

* linter: fix

* Add glorious suggestions, fix some race thing

* reinstate name before any routine gets spawned

* stop on error in mock tests

* glorious: nits

* glorious: nits found in CI build

* Add test for drain, bumped wait times as there seems to be something happening on macos CI builds, used context.WithTimeout because its instant.

* mutex across shutdown and connect for protection

* lint: fix

* test time withoffset, reinstate stop

* fix whoops

* const trafficCheckInterval; rm testmain

* y

* fix lint

* bump time check window

* stream: fix intermittant test failures while testing routines and remove code that is not needed.

* spells

* cant do what I did

* protect race due to routine.

* update testURL

* use mock websocket connection instead of test URL's

* linter: fix

* remove url because its throwing errors on CI builds

* connections drop all the time, don't need to worry about not being able to echo back ws data as it can be easily reviewed _test file side.

* remove another superfluous url thats not really set up for this

* spawn overwatch routine when there is no errors, inline checker instead of waiting for a time period, add sleep inline with echo handler as this is really quick and wanted to ensure that latency is handing correctly

* linter: fixerino uperino

* glorious: panix

* linter: things

* whoops

* defer lock and use functions that don't require locking in SetProxyAddress

* lint: fix

* thrasher: nits

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2024-10-10 15:09:52 +11:00

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package huobi
import (
"context"
"errors"
"fmt"
"slices"
"sort"
"strconv"
"strings"
"time"
"github.com/shopspring/decimal"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/key"
"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/fundingrate"
"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
"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"
)
// 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,
Delimiter: currency.DashDelimiter,
},
}
futuresFormatting := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.DashDelimiter,
},
}
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, futuresFormatting)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
h.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
TickerBatching: 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,
HasAssetTypeAccountSegregation: true,
FundingRateFetching: true,
PredictedFundingRate: 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,
FundingRateFetching: false, // supported but not implemented // TODO when multi-websocket support added
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithSetup |
exchange.NoFiatWithdrawals,
Kline: kline.ExchangeCapabilitiesSupported{
Intervals: true,
},
FuturesCapabilities: exchange.FuturesCapabilities{
FundingRates: true,
SupportedFundingRateFrequencies: map[kline.Interval]bool{
kline.EightHour: true,
},
FundingRateBatching: map[asset.Item]bool{
asset.CoinMarginedFutures: true,
},
OpenInterest: exchange.OpenInterestSupport{
Supported: true,
SupportsRestBatch: true,
},
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: kline.DeployExchangeIntervals(
kline.IntervalCapacity{Interval: kline.OneMin},
kline.IntervalCapacity{Interval: kline.FiveMin},
kline.IntervalCapacity{Interval: kline.FifteenMin},
kline.IntervalCapacity{Interval: kline.ThirtyMin},
kline.IntervalCapacity{Interval: kline.OneHour},
kline.IntervalCapacity{Interval: kline.FourHour},
kline.IntervalCapacity{Interval: kline.OneYear},
// NOTE: The supported time intervals below are returned
// offset to the Asia/Shanghai time zone. This may lead to
// issues with candle quality and conversion as the
// intervals may be broken up. The below intervals
// are constructed from hourly candles.
// kline.IntervalCapacity{Interval: kline.OneDay},
// kline.IntervalCapacity{Interval: kline.OneWeek},
// kline.IntervalCapacity{Interval: kline.OneMonth},
),
GlobalResultLimit: 2000,
},
},
}
h.Requester, err = request.New(h.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(GetRateLimit()))
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
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.NewWebsocket()
h.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
h.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
h.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup sets user configuration
func (h *HUOBI) Setup(exch *config.Exchange) error {
err := exch.Validate()
if err != nil {
return err
}
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{
ExchangeConfig: exch,
DefaultURL: wsMarketURL,
RunningURL: wsRunningURL,
Connector: h.WsConnect,
Subscriber: h.Subscribe,
Unsubscriber: h.Unsubscribe,
GenerateSubscriptions: h.GenerateDefaultSubscriptions,
Features: &h.Features.Supports.WebsocketCapabilities,
})
if err != nil {
return err
}
err = h.Websocket.SetupNewConnection(&stream.ConnectionSetup{
RateLimit: request.NewWeightedRateLimitByDuration(20 * time.Millisecond),
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
if err != nil {
return err
}
return h.Websocket.SetupNewConnection(&stream.ConnectionSetup{
RateLimit: request.NewWeightedRateLimitByDuration(20 * time.Millisecond),
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
URL: wsAccountsOrdersURL,
Authenticated: true,
})
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (h *HUOBI) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
if !h.SupportsAsset(a) {
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
}
var pairs []currency.Pair
switch a {
case asset.Spot:
symbols, err := h.GetSymbols(ctx)
if err != nil {
return nil, err
}
pairs = make([]currency.Pair, 0, len(symbols))
for x := range symbols {
if symbols[x].State != "online" {
continue
}
pair, err := currency.NewPairFromStrings(symbols[x].BaseCurrency,
symbols[x].QuoteCurrency)
if err != nil {
return nil, err
}
pairs = append(pairs, pair)
}
case asset.CoinMarginedFutures:
symbols, err := h.GetSwapMarkets(ctx, currency.EMPTYPAIR)
if err != nil {
return nil, err
}
pairs = make([]currency.Pair, 0, len(symbols))
for z := range symbols {
if symbols[z].ContractStatus != 1 {
continue
}
pair, err := currency.NewPairFromString(symbols[z].ContractCode)
if err != nil {
return nil, err
}
pairs = append(pairs, pair)
}
case asset.Futures:
symbols, err := h.FGetContractInfo(ctx, "", "", currency.EMPTYPAIR)
if err != nil {
return nil, err
}
pairs = make([]currency.Pair, 0, len(symbols.Data))
expiryCodeDates := map[string]currency.Code{}
for _, c := range symbols.Data {
if c.ContractStatus != 1 {
continue
}
pair, err := currency.NewPairFromString(c.ContractCode)
if err != nil {
return nil, err
}
pairs = append(pairs, pair)
if cType, ok := contractExpiryNames[c.ContractType]; ok {
if v, ok := expiryCodeDates[cType]; !ok {
expiryCodeDates[cType] = currency.NewCode(pair.Quote.String())
} else if v.String() != pair.Quote.String() {
return nil, fmt.Errorf("%w: %s (%s vs %s)", errInconsistentContractExpiry, cType, v.String(), pair.Quote.String())
}
}
}
// We cache contract expiries on the exchange locally right now because there's no exchange base holder for them
// It's not as dangerous as it seems, because when contracts change, so would tradeable pairs,
// so by caching them in FetchTradablePairs we're not adding any extra-layer of out-of-date data
h.futureContractCodesMutex.Lock()
h.futureContractCodes = expiryCodeDates
h.futureContractCodesMutex.Unlock()
}
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 {
assets := h.GetAssetTypes(false)
for x := range assets {
pairs, err := h.FetchTradablePairs(ctx, assets[x])
if err != nil {
return err
}
err = h.UpdatePairs(pairs, assets[x], false, forceUpdate)
if err != nil {
return err
}
}
return h.EnsureOnePairEnabled()
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (h *HUOBI) UpdateTickers(ctx context.Context, a asset.Item) error {
var errs error
switch a {
case asset.Spot:
ticks, err := h.GetTickers(ctx)
if err != nil {
return err
}
for i := range ticks.Data {
var cp currency.Pair
cp, _, err = h.MatchSymbolCheckEnabled(ticks.Data[i].Symbol, a, false)
if err != nil {
if !errors.Is(err, currency.ErrPairNotFound) {
errs = common.AppendError(errs, err)
}
continue
}
err = ticker.ProcessTicker(&ticker.Price{
High: ticks.Data[i].High,
Low: ticks.Data[i].Low,
Bid: ticks.Data[i].Bid,
Ask: ticks.Data[i].Ask,
Volume: ticks.Data[i].Volume,
QuoteVolume: ticks.Data[i].Amount,
Open: ticks.Data[i].Open,
Close: ticks.Data[i].Close,
BidSize: ticks.Data[i].BidSize,
AskSize: ticks.Data[i].AskSize,
Pair: cp,
ExchangeName: h.Name,
AssetType: a,
LastUpdated: time.Now(),
})
if err != nil {
errs = common.AppendError(errs, err)
}
}
case asset.CoinMarginedFutures:
ticks, err := h.GetBatchCoinMarginSwapContracts(ctx)
if err != nil {
return err
}
for i := range ticks {
var cp currency.Pair
cp, _, err = h.MatchSymbolCheckEnabled(ticks[i].ContractCode, a, true)
if err != nil {
if !errors.Is(err, currency.ErrPairNotFound) {
errs = common.AppendError(errs, err)
}
continue
}
tt := time.UnixMilli(ticks[i].Timestamp)
err = ticker.ProcessTicker(&ticker.Price{
High: ticks[i].High.Float64(),
Low: ticks[i].Low.Float64(),
Volume: ticks[i].Volume.Float64(),
QuoteVolume: ticks[i].Amount.Float64(),
Open: ticks[i].Open.Float64(),
Close: ticks[i].Close.Float64(),
Bid: ticks[i].Bid[0],
BidSize: ticks[i].Bid[1],
Ask: ticks[i].Ask[0],
AskSize: ticks[i].Ask[1],
Pair: cp,
ExchangeName: h.Name,
AssetType: a,
LastUpdated: tt,
})
if err != nil {
errs = common.AppendError(errs, err)
}
}
case asset.Futures:
ticks := []FuturesBatchTicker{}
// TODO: Linear swap contracts are coin-m assets
if coinMTicks, err := h.GetBatchLinearSwapContracts(ctx); err != nil {
errs = common.AppendError(errs, err)
} else {
ticks = append(ticks, coinMTicks...)
}
if futureTicks, err := h.GetBatchFuturesContracts(ctx); err != nil {
errs = common.AppendError(errs, err)
} else {
ticks = append(ticks, futureTicks...)
}
for i := range ticks {
var cp currency.Pair
var err error
if ticks[i].Symbol != "" {
cp, err = currency.NewPairFromString(ticks[i].Symbol)
if err == nil {
cp, err = h.pairFromContractExpiryCode(cp)
}
if err == nil {
cp, _, err = h.MatchSymbolCheckEnabled(cp.String(), a, true)
}
} else {
cp, _, err = h.MatchSymbolCheckEnabled(ticks[i].ContractCode, a, true)
}
if err != nil {
if !errors.Is(err, currency.ErrPairNotFound) {
errs = common.AppendError(errs, err)
}
continue
}
tt := time.UnixMilli(ticks[i].Timestamp)
err = ticker.ProcessTicker(&ticker.Price{
High: ticks[i].High.Float64(),
Low: ticks[i].Low.Float64(),
Volume: ticks[i].Volume.Float64(),
QuoteVolume: ticks[i].Amount.Float64(),
Open: ticks[i].Open.Float64(),
Close: ticks[i].Close.Float64(),
Bid: ticks[i].Bid[0],
BidSize: ticks[i].Bid[1],
Ask: ticks[i].Ask[0],
AskSize: ticks[i].Ask[1],
Pair: cp,
ExchangeName: h.Name,
AssetType: a,
LastUpdated: tt,
})
if err != nil {
errs = common.AppendError(errs, err)
}
}
default:
return fmt.Errorf("%w %v", asset.ErrNotSupported, a)
}
return errs
}
// 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 p.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
if !h.SupportsAsset(a) {
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
}
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, errors.New("invalid data for bid")
}
if len(marketData.Tick.Ask) == 0 {
return nil, errors.New("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) {
if p.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
if !assetType.IsValid() {
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
}
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 book, err
}
book.Bids = make(orderbook.Tranches, len(orderbookNew.Bids))
for x := range orderbookNew.Bids {
book.Bids[x] = orderbook.Tranche{
Amount: orderbookNew.Bids[x][1],
Price: orderbookNew.Bids[x][0],
}
}
book.Asks = make(orderbook.Tranches, len(orderbookNew.Asks))
for x := range orderbookNew.Asks {
book.Asks[x] = orderbook.Tranche{
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 book, err
}
book.Asks = make(orderbook.Tranches, len(orderbookNew.Asks))
for x := range orderbookNew.Asks {
book.Asks[x] = orderbook.Tranche{
Amount: orderbookNew.Asks[x].Quantity,
Price: orderbookNew.Asks[x].Price,
}
}
book.Bids = make(orderbook.Tranches, len(orderbookNew.Bids))
for y := range orderbookNew.Bids {
book.Bids[y] = orderbook.Tranche{
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 book, err
}
book.Asks = make(orderbook.Tranches, len(orderbookNew.Tick.Asks))
for x := range orderbookNew.Tick.Asks {
book.Asks[x] = orderbook.Tranche{
Amount: orderbookNew.Tick.Asks[x][1],
Price: orderbookNew.Tick.Asks[x][0],
}
}
book.Bids = make(orderbook.Tranches, len(orderbookNew.Tick.Bids))
for y := range orderbookNew.Tick.Bids {
book.Bids[y] = orderbook.Tranche{
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(ctx)
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{
Currency: currency.NewCode(resp.Data[i].List[0].Currency),
Total: 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].Currency.String() == balances[j].Currency {
if frozen {
currencyDetails[i].Hold = balances[j].Balance
} else {
currencyDetails[i].Total = balances[j].Balance
}
continue balance
}
}
if frozen {
currencyDetails = append(currencyDetails,
account.Balance{
Currency: currency.NewCode(balances[j].Currency),
Hold: balances[j].Balance,
})
} else {
currencyDetails = append(currencyDetails,
account.Balance{
Currency: currency.NewCode(balances[j].Currency),
Total: balances[j].Balance,
})
}
}
acc.Currencies = currencyDetails
}
}
case asset.CoinMarginedFutures:
// fetch swap account info
acctInfo, err := h.GetSwapAccountInfo(ctx, currency.EMPTYPAIR)
if err != nil {
return info, err
}
var mainAcctBalances []account.Balance
for x := range acctInfo.Data {
mainAcctBalances = append(mainAcctBalances, account.Balance{
Currency: currency.NewCode(acctInfo.Data[x].Symbol),
Total: acctInfo.Data[x].MarginBalance,
Hold: acctInfo.Data[x].MarginFrozen,
Free: acctInfo.Data[x].MarginAvailable,
})
}
info.Accounts = append(info.Accounts, account.SubAccount{
Currencies: mainAcctBalances,
AssetType: assetType,
})
// fetch subaccounts data
subAccsData, err := h.GetSwapAllSubAccAssets(ctx, currency.EMPTYPAIR)
if err != nil {
return info, err
}
var currencyDetails []account.Balance
for x := range subAccsData.Data {
a, err := h.SwapSingleSubAccAssets(ctx,
currency.EMPTYPAIR,
subAccsData.Data[x].SubUID)
if err != nil {
return info, err
}
for y := range a.Data {
currencyDetails = append(currencyDetails, account.Balance{
Currency: currency.NewCode(a.Data[y].Symbol),
Total: a.Data[y].MarginBalance,
Hold: a.Data[y].MarginFrozen,
Free: a.Data[y].MarginAvailable,
})
}
}
acc.Currencies = currencyDetails
case asset.Futures:
// fetch main account data
mainAcctData, err := h.FGetAccountInfo(ctx, currency.EMPTYCODE)
if err != nil {
return info, err
}
var mainAcctBalances []account.Balance
for x := range mainAcctData.AccData {
mainAcctBalances = append(mainAcctBalances, account.Balance{
Currency: currency.NewCode(mainAcctData.AccData[x].Symbol),
Total: mainAcctData.AccData[x].MarginBalance,
Hold: mainAcctData.AccData[x].MarginFrozen,
Free: mainAcctData.AccData[x].MarginAvailable,
})
}
info.Accounts = append(info.Accounts, account.SubAccount{
Currencies: mainAcctBalances,
AssetType: assetType,
})
// fetch subaccounts data
subAccsData, err := h.FGetAllSubAccountAssets(ctx, currency.EMPTYCODE)
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{
Currency: currency.NewCode(a.AssetsData[y].Symbol),
Total: a.AssetsData[y].MarginBalance,
Hold: a.AssetsData[y].MarginFrozen,
Free: a.AssetsData[y].MarginAvailable,
})
}
}
acc.Currencies = currencyDetails
}
acc.AssetType = assetType
info.Accounts = append(info.Accounts, acc)
creds, err := h.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
if err := account.Process(&info, creds); 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) {
creds, err := h.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
acc, err := account.GetHoldings(h.Name, creds, assetType)
if err != nil {
return h.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
}
// GetAccountFundingHistory returns funding history, deposits and
// withdrawals
func (h *HUOBI) GetAccountFundingHistory(_ context.Context) ([]exchange.FundingHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (h *HUOBI) GetWithdrawalsHistory(ctx context.Context, c currency.Code, a asset.Item) ([]exchange.WithdrawalHistory, error) {
if a != asset.Spot {
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
}
withdrawals, err := h.SearchForExistedWithdrawsAndDeposits(ctx, c, "withdraw", "", 0, 500)
if err != nil {
return nil, err
}
resp := make([]exchange.WithdrawalHistory, len(withdrawals.Data))
for i := range withdrawals.Data {
resp[i] = exchange.WithdrawalHistory{
Status: withdrawals.Data[i].State,
TransferID: withdrawals.Data[i].TransactionHash,
Timestamp: time.UnixMilli(withdrawals.Data[i].CreatedAt),
Currency: withdrawals.Data[i].Currency.String(),
Amount: withdrawals.Data[i].Amount,
Fee: withdrawals.Data[i].Fee,
TransferType: withdrawals.Data[i].Type,
CryptoToAddress: withdrawals.Data[i].Address,
CryptoTxID: withdrawals.Data[i].TransactionHash,
CryptoChain: withdrawals.Data[i].Chain,
}
}
return resp, nil
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (h *HUOBI) GetRecentTrades(ctx context.Context, p currency.Pair, a asset.Item) ([]trade.Data, error) {
var resp []trade.Data
pFmt, err := h.GetPairFormat(a, true)
if err != nil {
return nil, err
}
p = p.Format(pFmt)
switch a {
case asset.Spot:
var sTrades []TradeHistory
sTrades, err = h.GetTradeHistory(ctx, p, 2000)
if err != nil {
return nil, err
}
for i := range sTrades {
for j := range sTrades[i].Trades {
var side order.Side
side, err = order.StringToOrderSide(sTrades[i].Trades[j].Direction)
if err != nil {
return nil, err
}
resp = append(resp, trade.Data{
Exchange: h.Name,
TID: strconv.FormatFloat(sTrades[i].Trades[j].TradeID, 'f', -1, 64),
CurrencyPair: p,
AssetType: a,
Side: side,
Price: sTrades[i].Trades[j].Price,
Amount: sTrades[i].Trades[j].Amount,
Timestamp: time.UnixMilli(sTrades[i].Timestamp),
})
}
}
case asset.Futures:
var fTrades FBatchTradesForContractData
fTrades, err = h.FRequestPublicBatchTrades(ctx, p, 2000)
if err != nil {
return nil, err
}
for i := range fTrades.Data {
for j := range fTrades.Data[i].Data {
var side order.Side
if fTrades.Data[i].Data[j].Direction != "" {
side, err = order.StringToOrderSide(fTrades.Data[i].Data[j].Direction)
if err != nil {
return nil, err
}
}
resp = append(resp, trade.Data{
Exchange: h.Name,
TID: strconv.FormatInt(fTrades.Data[i].Data[j].ID, 10),
CurrencyPair: p,
AssetType: a,
Side: side,
Price: fTrades.Data[i].Data[j].Price,
Amount: fTrades.Data[i].Data[j].Amount,
Timestamp: time.UnixMilli(fTrades.Data[i].Data[j].Timestamp),
})
}
}
case asset.CoinMarginedFutures:
var cTrades BatchTradesData
cTrades, err = h.GetBatchTrades(ctx, p, 2000)
if err != nil {
return nil, err
}
for i := range cTrades.Data {
var side order.Side
if cTrades.Data[i].Direction != "" {
side, err = order.StringToOrderSide(cTrades.Data[i].Direction)
if err != nil {
return nil, err
}
}
resp = append(resp, trade.Data{
Exchange: h.Name,
TID: strconv.FormatInt(cTrades.Data[i].ID, 10),
CurrencyPair: p,
AssetType: a,
Side: side,
Price: cTrades.Data[i].Price,
Amount: cTrades.Data[i].Amount,
Timestamp: time.UnixMilli(cTrades.Data[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) {
if err := s.Validate(h.GetTradingRequirements()); err != nil {
return nil, err
}
var orderID string
status := order.New
switch s.AssetType {
case asset.Spot:
accountID, err := strconv.ParseInt(s.ClientID, 10, 64)
if err != nil {
return nil, err
}
var formattedType SpotNewOrderRequestParamsType
var params = SpotNewOrderRequestParams{
Amount: s.Amount,
Source: "api",
Symbol: s.Pair,
AccountID: int(accountID),
}
switch {
case s.Side.IsLong() && s.Type == order.Market:
formattedType = SpotNewOrderRequestTypeBuyMarket
case s.Side.IsShort() && s.Type == order.Market:
formattedType = SpotNewOrderRequestTypeSellMarket
case s.Side.IsLong() && s.Type == order.Limit:
formattedType = SpotNewOrderRequestTypeBuyLimit
params.Price = s.Price
case s.Side.IsShort() && s.Type == order.Limit:
formattedType = SpotNewOrderRequestTypeSellLimit
params.Price = s.Price
}
params.Type = formattedType
response, err := h.SpotNewOrder(ctx, &params)
if err != nil {
return nil, err
}
orderID = strconv.FormatInt(response, 10)
if s.Type == order.Market {
status = order.Filled
}
case asset.CoinMarginedFutures:
var oDirection string
switch {
case s.Side.IsLong():
oDirection = "BUY"
case s.Side.IsShort():
oDirection = "SELL"
}
var oType string
switch s.Type {
case order.Limit:
oType = "limit"
case order.PostOnly:
oType = "post_only"
}
offset := "open"
if s.ReduceOnly {
offset = "close"
}
orderResp, err := h.PlaceSwapOrders(ctx,
s.Pair,
s.ClientOrderID,
oDirection,
offset,
oType,
s.Price,
s.Amount,
s.Leverage)
if err != nil {
return nil, err
}
orderID = orderResp.Data.OrderIDString
case asset.Futures:
var oDirection string
switch {
case s.Side.IsLong():
oDirection = "BUY"
case s.Side.IsShort():
oDirection = "SELL"
}
var oType string
switch s.Type {
case order.Market:
// https://huobiapi.github.io/docs/dm/v1/en/#order-and-trade
// At present, Huobi Futures does not support market price when placing an order.
// To increase the probability of a transaction, users can choose to place an order based on BBO price (opponent),
// optimal 5 (optimal_5), optimal 10 (optimal_10), optimal 20 (optimal_20), among which the success probability of
// optimal 20 is the largest, while the slippage always is the largest as well.
//
// It is important to note that the above methods will not guarantee the order to be filled in 100%.
// The system will obtain the optimal N price at that moment and place the order.
oType = "optimal_20"
if s.ImmediateOrCancel {
oType = "optimal_20_ioc"
}
case order.Limit:
oType = "limit"
case order.PostOnly:
oType = "post_only"
}
offset := "open"
if s.ReduceOnly {
offset = "close"
}
o, err := h.FOrder(ctx,
s.Pair,
"",
"",
s.ClientOrderID,
oDirection,
offset,
oType,
s.Price,
s.Amount,
s.Leverage)
if err != nil {
return nil, err
}
orderID = o.Data.OrderIDStr
}
resp, err := s.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 (h *HUOBI) ModifyOrder(_ context.Context, _ *order.Modify) (*order.ModifyResponse, error) {
return nil, 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.OrderID, 10, 64)
if err != nil {
return err
}
_, err = h.CancelExistingOrder(ctx, orderIDInt)
case asset.CoinMarginedFutures:
_, err = h.CancelSwapOrder(ctx, o.OrderID, o.ClientID, o.Pair)
case asset.Futures:
_, err = h.FCancelOrder(ctx, o.Pair.Base, o.ClientID, o.ClientOrderID)
default:
return fmt.Errorf("%w %v", asset.ErrNotSupported, 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) {
if len(o) == 0 {
return nil, order.ErrCancelOrderIsNil
}
ids := make([]string, 0, len(o))
cIDs := make([]string, 0, len(o))
for i := range o {
switch {
case o[i].ClientOrderID != "":
cIDs = append(cIDs, o[i].ClientID)
case o[i].OrderID != "":
ids = append(ids, o[i].OrderID)
default:
return nil, order.ErrOrderIDNotSet
}
}
cancelledOrders, err := h.CancelOrderBatch(ctx, ids, cIDs)
if err != nil {
return nil, err
}
resp := &order.CancelBatchResponse{Status: make(map[string]string)}
for i := range cancelledOrders.Success {
resp.Status[cancelledOrders.Success[i]] = "true"
}
for i := range cancelledOrders.Failed {
resp.Status[cancelledOrders.Failed[i].OrderID] = cancelledOrders.Failed[i].ErrorMessage
}
return resp, nil
}
// 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] = "fail: " + 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] = "fail: " + 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)] = "fail: " + 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)] = "fail: " + 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) {
if pair.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
if err := h.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
return nil, err
}
var orderDetail order.Detail
switch assetType {
case asset.Spot:
var respData *OrderInfo
if h.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
resp, err := h.wsGetOrderDetails(ctx, orderID)
if err != nil {
return nil, err
}
respData = &resp.Data
} else {
oID, err := strconv.ParseInt(orderID, 10, 64)
if err != nil {
return nil, err
}
resp, err := h.GetOrder(ctx, oID)
if err != nil {
return nil, err
}
respData = &resp
}
if respData.ID == 0 {
return nil, fmt.Errorf("%s - order not found for orderid %s", h.Name, orderID)
}
var responseID = strconv.FormatInt(respData.ID, 10)
if responseID != orderID {
return nil, 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 nil, 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 nil, 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 nil, err
}
}
var p currency.Pair
var a asset.Item
p, a, err = h.GetRequestFormattedPairAndAssetType(respData.Symbol)
if err != nil {
return nil, err
}
orderDetail = order.Detail{
Exchange: h.Name,
OrderID: 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 nil, 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 nil, 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:
fPair, err := h.FormatSymbol(pair, asset.Futures)
if err != nil {
return nil, err
}
orderInfo, err := h.FGetOrderInfo(ctx, fPair, orderID, "")
if err != nil {
return nil, 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 nil, 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,
})
}
default:
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
}
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, errors.New("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 feeBuilder == nil {
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
}
if !h.AreCredentialsValid(ctx) && // 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.MultiOrderRequest) (order.FilteredOrders, error) {
err := req.Validate()
if 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.Sell {
side = req.Side.Lower()
}
if h.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
for i := range req.Pairs {
resp, err := h.wsGetOrdersList(ctx, -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),
OrderID: 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 {
creds, err := h.GetCredentials(ctx)
if err != nil {
return nil, err
}
for i := range req.Pairs {
resp, err := h.GetOpenOrders(ctx,
req.Pairs[i],
creds.ClientID,
side,
500)
if err != nil {
return nil, err
}
for x := range resp {
orderDetail := order.Detail{
OrderID: strconv.FormatInt(resp[x].ID, 10),
Price: resp[x].Price,
Amount: resp[x].Amount,
ExecutedAmount: resp[x].FilledAmount,
RemainingAmount: resp[x].Amount - resp[x].FilledAmount,
Pair: req.Pairs[i],
Exchange: h.Name,
Date: time.UnixMilli(resp[x].CreatedAt),
AccountID: strconv.FormatInt(resp[x].AccountID, 10),
Fee: resp[x].FilledFees,
}
setOrderSideStatusAndType(resp[x].State, 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,
OrderID: 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,
OrderID: openOrders.Data.Orders[x].OrderIDString,
Side: orderVars.Side,
Type: orderVars.OrderType,
Status: orderVars.Status,
Pair: p,
})
}
currentPage++
done = currentPage == openOrders.Data.TotalPage
}
}
}
return req.Filter(h.Name, orders), nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (h *HUOBI) GetOrderHistory(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
err := req.Validate()
if 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{
OrderID: strconv.FormatInt(resp[x].ID, 10),
Price: resp[x].Price,
Amount: resp[x].Amount,
ExecutedAmount: resp[x].FilledAmount,
RemainingAmount: resp[x].Amount - resp[x].FilledAmount,
Cost: resp[x].FilledCashAmount,
CostAsset: req.Pairs[i].Quote,
Pair: req.Pairs[i],
Exchange: h.Name,
Date: time.UnixMilli(resp[x].CreatedAt),
CloseTime: time.UnixMilli(resp[x].FinishedAt),
AccountID: strconv.FormatInt(resp[x].AccountID, 10),
Fee: resp[x].FilledFees,
}
setOrderSideStatusAndType(resp[x].State, resp[x].Type, &orderDetail)
orderDetail.InferCostsAndTimes()
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,
OrderID: 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,
OrderID: openOrders.Data.Orders[x].OrderIDString,
Side: orderVars.Side,
Type: orderVars.OrderType,
Status: orderVars.Status,
Pair: p,
Date: orderCreateTime,
})
}
currentPage++
done = currentPage == openOrders.Data.TotalPage
}
}
}
return req.Filter(h.Name, orders), nil
}
func setOrderSideStatusAndType(orderState, requestType string, orderDetail *order.Detail) {
var err error
if orderDetail.Status, err = order.StringToOrderStatus(orderState); err != nil {
log.Errorf(log.ExchangeSys, "%s %v", orderDetail.Exchange, err)
}
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(ctx context.Context) error {
return h.wsLogin(ctx)
}
// ValidateAPICredentials validates current credentials used for wrapper
// functionality
func (h *HUOBI) ValidateAPICredentials(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.OneHour:
return "60min"
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, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := h.GetKlineRequest(pair, a, interval, start, end, true)
if err != nil {
return nil, err
}
timeSeries := make([]kline.Candle, 0, req.Size())
switch a {
case asset.Spot:
candles, err := h.GetSpotKline(ctx, KlinesRequestParams{
Period: h.FormatExchangeKlineInterval(req.ExchangeInterval),
Symbol: req.Pair,
Size: int(req.RequestLimit),
})
if err != nil {
return nil, err
}
for x := range candles {
timestamp := time.Unix(candles[x].IDTimestamp, 0)
if timestamp.Before(req.Start) || timestamp.After(req.End) {
continue
}
timeSeries = append(timeSeries, kline.Candle{
Time: timestamp,
Open: candles[x].Open,
High: candles[x].High,
Low: candles[x].Low,
Close: candles[x].Close,
Volume: candles[x].Volume,
})
}
case asset.Futures:
// if size, from, to are all populated, only size is considered
size := int64(-1)
candles, err := h.FGetKlineData(ctx, req.Pair, h.FormatExchangeKlineInterval(req.ExchangeInterval), size, req.Start, req.End)
if err != nil {
return nil, err
}
for x := range candles.Data {
timestamp := time.Unix(candles.Data[x].IDTimestamp, 0)
if timestamp.Before(req.Start) || timestamp.After(req.End) {
continue
}
timeSeries = append(timeSeries, kline.Candle{
Time: timestamp,
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,
})
}
case asset.CoinMarginedFutures:
// if size, from, to are all populated, only size is considered
size := int64(-1)
candles, err := h.GetSwapKlineData(ctx, req.Pair, h.FormatExchangeKlineInterval(req.ExchangeInterval), size, req.Start, req.End)
if err != nil {
return nil, err
}
for x := range candles.Data {
timestamp := time.Unix(candles.Data[x].IDTimestamp, 0)
if timestamp.Before(req.Start) || timestamp.After(req.End) {
continue
}
timeSeries = append(timeSeries, kline.Candle{
Time: timestamp,
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,
})
}
}
return req.ProcessResponse(timeSeries)
}
// 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, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := h.GetKlineExtendedRequest(pair, a, interval, start, end)
if err != nil {
return nil, err
}
timeSeries := make([]kline.Candle, 0, req.Size())
switch a {
case asset.Spot:
return nil, common.ErrFunctionNotSupported
case asset.Futures:
for i := range req.RangeHolder.Ranges {
// if size, from, to are all populated, only size is considered
size := int64(-1)
var candles FKlineData
candles, err = h.FGetKlineData(ctx, req.Pair, h.FormatExchangeKlineInterval(req.ExchangeInterval), size, req.RangeHolder.Ranges[i].Start.Time, req.RangeHolder.Ranges[i].End.Time)
if err != nil {
return nil, err
}
for x := range candles.Data {
// align response data
timestamp := time.Unix(candles.Data[x].IDTimestamp, 0).UTC()
if timestamp.Before(req.Start) || timestamp.After(req.End) {
continue
}
timeSeries = append(timeSeries, kline.Candle{
Time: timestamp,
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,
})
}
}
case asset.CoinMarginedFutures:
for i := range req.RangeHolder.Ranges {
// if size, from, to are all populated, only size is considered
size := int64(-1)
var candles SwapKlineData
candles, err = h.GetSwapKlineData(ctx, req.Pair, h.FormatExchangeKlineInterval(req.ExchangeInterval), size, req.RangeHolder.Ranges[i].Start.Time, req.RangeHolder.Ranges[i].End.Time)
if err != nil {
return nil, err
}
for x := range candles.Data {
// align response data
timestamp := time.Unix(candles.Data[x].IDTimestamp, 0)
if timestamp.Before(req.Start) || timestamp.After(req.End) {
continue
}
timeSeries = append(timeSeries, kline.Candle{
Time: timestamp,
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,
})
}
}
}
return req.ProcessResponse(timeSeries)
}
// 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, errors.New("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, errors.New("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, errors.New("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")
}
availableChains := make([]string, len(chains[0].ChainData))
for x := range chains[0].ChainData {
availableChains[x] = chains[0].ChainData[x].Chain
}
return availableChains, nil
}
// GetServerTime returns the current exchange server time.
func (h *HUOBI) GetServerTime(ctx context.Context, _ asset.Item) (time.Time, error) {
return h.GetCurrentServerTime(ctx)
}
// GetFuturesContractDetails returns details about futures contracts
func (h *HUOBI) GetFuturesContractDetails(ctx context.Context, item asset.Item) ([]futures.Contract, error) {
if !item.IsFutures() {
return nil, futures.ErrNotFuturesAsset
}
if !h.SupportsAsset(item) {
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, item)
}
switch item {
case asset.CoinMarginedFutures:
result, err := h.GetSwapMarkets(ctx, currency.EMPTYPAIR)
if err != nil {
return nil, err
}
resp := make([]futures.Contract, 0, len(result))
for x := range result {
contractSplitIndex := strings.Split(result[x].ContractCode, currency.DashDelimiter)
var cp, underlying currency.Pair
cp, err = currency.NewPairFromStrings(contractSplitIndex[0], contractSplitIndex[1])
if err != nil {
return nil, err
}
underlying, err = currency.NewPairFromStrings(result[x].Symbol, "USD")
if err != nil {
return nil, err
}
var s time.Time
s, err = time.Parse("20060102", result[x].CreateDate)
if err != nil {
return nil, err
}
resp = append(resp, futures.Contract{
Exchange: h.Name,
Name: cp,
Underlying: underlying,
Asset: item,
StartDate: s,
SettlementType: futures.Inverse,
IsActive: result[x].ContractStatus == 1,
Type: futures.Perpetual,
SettlementCurrencies: currency.Currencies{currency.USD},
Multiplier: result[x].ContractSize,
})
}
return resp, nil
case asset.Futures:
result, err := h.FGetContractInfo(ctx, "", "", currency.EMPTYPAIR)
if err != nil {
return nil, err
}
resp := make([]futures.Contract, 0, len(result.Data))
for x := range result.Data {
contractSplitIndex := strings.Split(result.Data[x].ContractCode, result.Data[x].Symbol)
var cp, underlying currency.Pair
cp, err = currency.NewPairFromStrings(result.Data[x].Symbol, contractSplitIndex[1])
if err != nil {
return nil, err
}
underlying, err = currency.NewPairFromStrings(result.Data[x].Symbol, "USD")
if err != nil {
return nil, err
}
var s, e time.Time
s, err = time.Parse("20060102", result.Data[x].CreateDate)
if err != nil {
return nil, err
}
if result.Data[x].DeliveryTime > 0 {
e = time.UnixMilli(result.Data[x].DeliveryTime)
} else {
e = time.UnixMilli(result.Data[x].SettlementTime)
}
contractLength := e.Sub(s)
var ct futures.ContractType
switch {
case contractLength <= kline.OneWeek.Duration()+kline.ThreeDay.Duration():
ct = futures.Weekly
case contractLength <= kline.TwoWeek.Duration()+kline.ThreeDay.Duration():
ct = futures.Fortnightly
case contractLength <= kline.ThreeMonth.Duration()+kline.ThreeWeek.Duration():
ct = futures.Quarterly
case contractLength <= kline.SixMonth.Duration()+kline.ThreeWeek.Duration():
ct = futures.HalfYearly
default:
ct = futures.Perpetual
}
resp = append(resp, futures.Contract{
Exchange: h.Name,
Name: cp,
Underlying: underlying,
Asset: item,
StartDate: s,
EndDate: e,
SettlementType: futures.Linear,
IsActive: result.Data[x].ContractStatus == 1,
Type: ct,
SettlementCurrencies: currency.Currencies{currency.USD},
Multiplier: result.Data[x].ContractSize,
})
}
return resp, nil
}
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, item)
}
// GetLatestFundingRates returns the latest funding rates data
func (h *HUOBI) GetLatestFundingRates(ctx context.Context, r *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
if r == nil {
return nil, fmt.Errorf("%w LatestRateRequest", common.ErrNilPointer)
}
if r.Asset != asset.CoinMarginedFutures {
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, r.Asset)
}
var rates []FundingRatesData
if r.Pair.IsEmpty() {
batchRates, err := h.GetSwapFundingRates(ctx)
if err != nil {
return nil, err
}
rates = batchRates.Data
} else {
rateResp, err := h.GetSwapFundingRate(ctx, r.Pair)
if err != nil {
return nil, err
}
rates = append(rates, rateResp)
}
resp := make([]fundingrate.LatestRateResponse, 0, len(rates))
for i := range rates {
if rates[i].ContractCode == "" {
// formatting to match documentation
rates[i].ContractCode = rates[i].Symbol + "-USD"
}
cp, isEnabled, err := h.MatchSymbolCheckEnabled(rates[i].ContractCode, r.Asset, true)
if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
return nil, err
}
if !isEnabled {
continue
}
var isPerp bool
isPerp, err = h.IsPerpetualFutureCurrency(r.Asset, cp)
if err != nil {
return nil, err
}
if !isPerp {
continue
}
var ft, nft time.Time
nft = time.UnixMilli(rates[i].NextFundingTime)
ft = time.UnixMilli(rates[i].FundingTime)
var fri time.Duration
if len(h.Features.Supports.FuturesCapabilities.SupportedFundingRateFrequencies) == 1 {
// can infer funding rate interval from the only funding rate frequency defined
for k := range h.Features.Supports.FuturesCapabilities.SupportedFundingRateFrequencies {
fri = k.Duration()
}
}
if rates[i].FundingTime == 0 {
ft = nft.Add(-fri)
}
if ft.After(time.Now()) {
ft = ft.Add(-fri)
nft = nft.Add(-fri)
}
rate := fundingrate.LatestRateResponse{
Exchange: h.Name,
Asset: r.Asset,
Pair: cp,
LatestRate: fundingrate.Rate{
Time: ft,
Rate: decimal.NewFromFloat(rates[i].FundingRate),
},
TimeOfNextRate: nft,
TimeChecked: time.Now(),
}
if r.IncludePredictedRate {
rate.PredictedUpcomingRate = fundingrate.Rate{
Time: rate.TimeOfNextRate,
Rate: decimal.NewFromFloat(rates[i].EstimatedRate),
}
}
resp = append(resp, rate)
}
return resp, nil
}
// IsPerpetualFutureCurrency ensures a given asset and currency is a perpetual future
func (h *HUOBI) IsPerpetualFutureCurrency(a asset.Item, _ currency.Pair) (bool, error) {
return a == asset.CoinMarginedFutures, nil
}
// UpdateOrderExecutionLimits updates order execution limits
func (h *HUOBI) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
return common.ErrNotYetImplemented
}
// GetOpenInterest returns the open interest rate for a given asset pair
func (h *HUOBI) GetOpenInterest(ctx context.Context, k ...key.PairAsset) ([]futures.OpenInterest, error) {
for i := range k {
if k[i].Asset != asset.Futures && k[i].Asset != asset.CoinMarginedFutures {
// avoid API calls or returning errors after a successful retrieval
return nil, fmt.Errorf("%w %v %v", asset.ErrNotSupported, k[i].Asset, k[i].Pair())
}
}
if len(k) == 1 {
switch k[0].Asset {
case asset.Futures:
if !slices.Contains(validContractExpiryCodes, strings.ToUpper(k[0].Pair().Quote.String())) {
// Huobi does not like requests being made with contract expiry in them (eg BTC240109)
return nil, fmt.Errorf("%w %v, must use shorthand such as CW (current week)", currency.ErrCurrencyNotSupported, k[0].Pair())
}
data, err := h.FContractOpenInterest(ctx, "", "", k[0].Pair())
if err != nil {
data2, err2 := h.ContractOpenInterestUSDT(ctx, k[0].Pair(), currency.EMPTYPAIR, "", "")
if err2 != nil {
return nil, fmt.Errorf("%w %w", err, err2)
}
data.Data = data2
}
for i := range data.Data {
var p currency.Pair
p, err = h.MatchSymbolWithAvailablePairs(data.Data[i].ContractCode, k[0].Asset, true)
if err != nil {
if errors.Is(err, currency.ErrPairNotFound) {
continue
}
return nil, err
}
return []futures.OpenInterest{
{
Key: key.ExchangePairAsset{
Exchange: h.Name,
Base: p.Base.Item,
Quote: p.Quote.Item,
Asset: k[0].Asset,
},
OpenInterest: data.Data[i].Amount,
},
}, nil
}
case asset.CoinMarginedFutures:
data, err := h.SwapOpenInterestInformation(ctx, k[0].Pair())
if err != nil {
return nil, err
}
for i := range data.Data {
var p currency.Pair
p, err = h.MatchSymbolWithAvailablePairs(data.Data[i].ContractCode, k[0].Asset, true)
if err != nil {
if errors.Is(err, currency.ErrPairNotFound) {
continue
}
return nil, err
}
return []futures.OpenInterest{
{
Key: key.ExchangePairAsset{
Exchange: h.Name,
Base: p.Base.Item,
Quote: p.Quote.Item,
Asset: k[0].Asset,
},
OpenInterest: data.Data[i].Amount,
},
}, nil
}
}
}
var resp []futures.OpenInterest
for _, a := range h.GetAssetTypes(true) {
switch a {
case asset.Futures:
data, err := h.FContractOpenInterest(ctx, "", "", currency.EMPTYPAIR)
if err != nil {
return nil, err
}
uData, err := h.ContractOpenInterestUSDT(ctx, currency.EMPTYPAIR, currency.EMPTYPAIR, "", "")
if err != nil {
return nil, err
}
allData := make([]UContractOpenInterest, 0, len(data.Data)+len(uData))
allData = append(allData, data.Data...)
allData = append(allData, uData...)
for i := range allData {
var p currency.Pair
var isEnabled, appendData bool
p, isEnabled, err = h.MatchSymbolCheckEnabled(allData[i].ContractCode, a, true)
if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
return nil, err
}
if !isEnabled {
continue
}
for j := range k {
if k[j].Pair().Equal(p) {
appendData = true
break
}
}
if len(k) > 0 && !appendData {
continue
}
resp = append(resp, futures.OpenInterest{
Key: key.ExchangePairAsset{
Exchange: h.Name,
Base: p.Base.Item,
Quote: p.Quote.Item,
Asset: a,
},
OpenInterest: allData[i].Amount,
})
}
case asset.CoinMarginedFutures:
data, err := h.SwapOpenInterestInformation(ctx, currency.EMPTYPAIR)
if err != nil {
return nil, err
}
for i := range data.Data {
p, isEnabled, err := h.MatchSymbolCheckEnabled(data.Data[i].ContractCode, a, true)
if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
return nil, err
}
if !isEnabled {
continue
}
var appendData bool
for j := range k {
if k[j].Pair().Equal(p) {
appendData = true
break
}
}
if len(k) > 0 && !appendData {
continue
}
resp = append(resp, futures.OpenInterest{
Key: key.ExchangePairAsset{
Exchange: h.Name,
Base: p.Base.Item,
Quote: p.Quote.Item,
Asset: a,
},
OpenInterest: data.Data[i].Amount,
})
}
}
}
return resp, nil
}
// GetCurrencyTradeURL returns the UR˜L to the exchange's trade page for the given asset and currency pair
func (h *HUOBI) GetCurrencyTradeURL(_ context.Context, a asset.Item, cp currency.Pair) (string, error) {
_, err := h.CurrencyPairs.IsPairEnabled(cp, a)
if err != nil {
return "", err
}
switch a {
case asset.Spot:
cp.Delimiter = currency.UnderscoreDelimiter
return tradeBaseURL + tradeSpot + cp.Lower().String(), nil
case asset.Futures:
if !cp.Quote.Equal(currency.USD) && !cp.Quote.Equal(currency.USDT) {
// todo: support long dated currencies
return "", fmt.Errorf("%w %v requires translating currency into static contracts eg 'weekly'", common.ErrNotYetImplemented, a)
}
cp.Delimiter = currency.DashDelimiter
return tradeBaseURL + tradeFutures + cp.Upper().String(), nil
case asset.CoinMarginedFutures:
if !cp.Quote.Equal(currency.USD) && !cp.Quote.Equal(currency.USDT) {
// todo: support long dated currencies
return "", fmt.Errorf("%w %v requires translating currency into static contracts eg 'weekly'", common.ErrNotYetImplemented, a)
}
return tradeBaseURL + tradeCoinMargined + cp.Base.Upper().String(), nil
default:
return "", fmt.Errorf("%w %v", asset.ErrNotSupported, a)
}
}