Files
gocryptotrader/exchanges/bitfinex/bitfinex.go
Scott 5ea5245afb Improvement: Subsystem separation (#664)
* Initial codes for a trade tracker

* Moving everything in a broken fashion

* Removes tradetracker. Removes some errors for subsystems

* Cleans up some subsystems, renames stuttering types. Removes some global Bot usage

* More basic subsystem renaming and file moving

* Removes engine dependency from events,ntpserver,ordermanager,comms manager

* Exports eventManager, fixes rpcserver. puts rpcserver back for now

* Removes redundant error message, further removes engine dependencies

* experimental end of day interface usage

* adds ability to build the application

* Withdraw and event manager handling

* cleans up apiserver and communications manager

* Cleans up some start/setup processes. Though should separate

* More consistency with Setup Start Stop IsRunning funcs

* Final consistency pass before testing phase

* Fixes engine tests. Fixes stop nil issue

* api server tests

* Communications manager testing

* Connection manager tests and nilsubsystem error

* End of day currencypairsyncer tests

* Adds databaseconnection/databaseconnection_test.go

* Adds withdrawal manager tests

* Deposit address testing. Moved orderbook sync first as its more important

* Adds test for event manager

* More full eventmanager testing

* Adds testfile. Enables skipped test.

* ntp manager tests

* Adds ordermanager tests, Extracts a whole new subsystem from engine and fanangles import cycles

* Adds websocket routine manager tests

* Basic portfolio manager testing

* Fixes issue with currency pair sync startup

* Fixes issue with event manager startup

* Starts the order manager before backtester starts

* Fixes fee tests. Expands testing. Doesnt fix races

* Fixes most test races

* Resolves data races

* Fixes subsystem test issues

* currency pair syncer coverage tests

* Refactors portfolio. Fixes tests. Withdraw validation

Portfolio didn't need to exist with a portfolio manager. Now the porfolio manager
is in charge how the portfolio is handled and all portfolio functions are attached
to the base instead of just exported at the package level

Withdrawal validation occurred at the exchange level when it can just be run at the
withdrawal manager level. All withdrawal requests go through that endpoint

* lint -fix

* golang lint fixes

* lints and comments everything

* Updates GCT logo, adds documentation for some subsystems

* More documentation and more logo updates

* Fixes backtesting and apiserver errors encountered

* Fixes errors and typos from reviewing

* More minor fixes

* Changes %h verb to %w

* reverbs to %s

* Humbly begins reverting to more flat engine package

The main reasoning for this is that the subsystem split doesn't make sense
in a golang environment. The subsystems are only meant to be used with engine
and so by placing them in a non-engine area, it does not work and is
inconsistent with the rest of the application's package layout.

This will begin salvaging the changes made by reverting to a flat
engine package, but maintaining the consistent designs introduced.
Further, I will look to remove any TestMains and decrease the scope
of testing to be more local and decrease the issues that have been
caused from our style of testing.

* Manages to re-flatten things. Everything is within its own file

* mini fixes

* Fixes tests and data races and lints

* Updates docs tool for engine to create filename readmes

* os -> ioutil

* remove err

* Appveyor version increase test

* Removes tCleanup as its unsupported on appveyor

* Adds stuff that I thought was in previous merge master commit

* Removes cancel from test

* Fixes really fun test-exclusive data race

* minor nit fixes

* niterinos

* docs gen

* rm;rf test

* Remove typoline. expands startstop helper. Splits apiserver

* Removes accidental folder

* Uses update instead of replace for order upsert

* addresses nits. Renames files. Regenerates documentation.

* lint and removal of comments

* Add new test for default scenario

* Fixes typo

* regen docs
2021-05-31 10:17:12 +10:00

1671 lines
49 KiB
Go

package bitfinex
import (
"bytes"
"context"
"encoding/json"
"errors"
"fmt"
"io"
"net/http"
"net/url"
"strconv"
"strings"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
const (
bitfinexAPIURLBase = "https://api.bitfinex.com"
// Version 1 API endpoints
bitfinexAPIVersion = "/v1/"
bitfinexStats = "stats/"
bitfinexAccountInfo = "account_infos"
bitfinexAccountFees = "account_fees"
bitfinexAccountSummary = "summary"
bitfinexDeposit = "deposit/new"
bitfinexBalances = "balances"
bitfinexTransfer = "transfer"
bitfinexWithdrawal = "withdraw"
bitfinexOrderNew = "order/new"
bitfinexOrderNewMulti = "order/new/multi"
bitfinexOrderCancel = "order/cancel"
bitfinexOrderCancelMulti = "order/cancel/multi"
bitfinexOrderCancelAll = "order/cancel/all"
bitfinexOrderCancelReplace = "order/cancel/replace"
bitfinexOrderStatus = "order/status"
bitfinexInactiveOrders = "orders/hist"
bitfinexOrders = "orders"
bitfinexPositions = "positions"
bitfinexClaimPosition = "position/claim"
bitfinexHistory = "history"
bitfinexHistoryMovements = "history/movements"
bitfinexTradeHistory = "mytrades"
bitfinexOfferNew = "offer/new"
bitfinexOfferCancel = "offer/cancel"
bitfinexActiveCredits = "credits"
bitfinexOffers = "offers"
bitfinexMarginActiveFunds = "taken_funds"
bitfinexMarginUnusedFunds = "unused_taken_funds"
bitfinexMarginTotalFunds = "total_taken_funds"
bitfinexMarginClose = "funding/close"
bitfinexLendbook = "lendbook/"
bitfinexLends = "lends/"
bitfinexLeaderboard = "rankings"
// Version 2 API endpoints
bitfinexAPIVersion2 = "/v2/"
bitfinexV2MarginFunding = "calc/trade/avg?"
bitfinexV2Balances = "auth/r/wallets"
bitfinexV2AccountInfo = "auth/r/info/user"
bitfinexV2FundingInfo = "auth/r/info/funding/%s"
bitfinexDerivativeData = "status/deriv?"
bitfinexPlatformStatus = "platform/status"
bitfinexTickerBatch = "tickers"
bitfinexTicker = "ticker/"
bitfinexTrades = "trades/"
bitfinexOrderbook = "book/"
bitfinexStatistics = "stats1/"
bitfinexCandles = "candles/trade"
bitfinexKeyPermissions = "key_info"
bitfinexMarginInfo = "margin_infos"
bitfinexDepositMethod = "conf/pub:map:currency:label"
bitfinexMarginPairs = "conf/pub:list:pair:margin"
// Bitfinex platform status values
// When the platform is marked in maintenance mode bots should stop trading
// activity. Cancelling orders will be possible.
bitfinexMaintenanceMode = 0
bitfinexOperativeMode = 1
bitfinexChecksumFlag = 131072
bitfinexWsSequenceFlag = 65536
)
// Bitfinex is the overarching type across the bitfinex package
type Bitfinex struct {
exchange.Base
WebsocketSubdChannels map[int]WebsocketChanInfo
}
// GetPlatformStatus returns the Bifinex platform status
func (b *Bitfinex) GetPlatformStatus() (int, error) {
var response []int
err := b.SendHTTPRequest(exchange.RestSpot,
bitfinexAPIVersion2+
bitfinexPlatformStatus,
&response,
platformStatus)
if err != nil {
return -1, err
}
switch response[0] {
case bitfinexOperativeMode:
return bitfinexOperativeMode, nil
case bitfinexMaintenanceMode:
return bitfinexMaintenanceMode, nil
}
return -1, fmt.Errorf("unexpected platform status value %d", response[0])
}
// GetV2MarginFunding gets borrowing rates for margin trading
func (b *Bitfinex) GetV2MarginFunding(symbol, amount string, period int32) (MarginV2FundingData, error) {
var resp []interface{}
var response MarginV2FundingData
params := make(map[string]interface{})
params["symbol"] = symbol
params["period"] = period
params["amount"] = amount
err := b.SendAuthenticatedHTTPRequestV2(exchange.RestSpot, http.MethodPost,
bitfinexV2MarginFunding,
params,
&resp,
getAccountFees)
if err != nil {
return response, err
}
if len(resp) != 2 {
return response, errors.New("invalid data received")
}
avgRate, ok := resp[0].(float64)
if !ok {
return response, errors.New("failed type assertion for rate")
}
avgAmount, ok := resp[1].(float64)
if !ok {
return response, errors.New("failed type assertion for amount")
}
response.Symbol = symbol
response.RateAverage = avgRate
response.AmountAverage = avgAmount
return response, nil
}
// GetV2FundingInfo gets funding info for margin pairs
func (b *Bitfinex) GetV2FundingInfo(key string) (MarginFundingDataV2, error) {
var resp []interface{}
var response MarginFundingDataV2
err := b.SendAuthenticatedHTTPRequestV2(exchange.RestSpot, http.MethodPost,
fmt.Sprintf(bitfinexV2FundingInfo, key),
nil,
&resp,
getAccountFees)
if err != nil {
return response, err
}
if len(resp) != 3 {
return response, errors.New("invalid data received")
}
sym, ok := resp[0].(string)
if !ok {
return response, errors.New("failed type assertion for sym")
}
symbol, ok := resp[1].(string)
if !ok {
return response, errors.New("failed type assertion for symbol")
}
fundingData, ok := resp[2].([]interface{})
if !ok {
return response, errors.New("failed type assertion for fundingData")
}
response.Sym = sym
response.Symbol = symbol
if len(fundingData) < 4 {
return response, errors.New("invalid length of fundingData")
}
for x := 0; x < 3; x++ {
_, ok := fundingData[x].(float64)
if !ok {
return response, fmt.Errorf("type conversion failed for x = %d", x)
}
}
response.Data.YieldLoan = fundingData[0].(float64)
response.Data.YieldLend = fundingData[1].(float64)
response.Data.DurationLoan = fundingData[2].(float64)
response.Data.DurationLend = fundingData[3].(float64)
return response, nil
}
// GetAccountInfoV2 gets V2 account data
func (b *Bitfinex) GetAccountInfoV2() (AccountV2Data, error) {
var resp AccountV2Data
var data []interface{}
err := b.SendAuthenticatedHTTPRequestV2(exchange.RestSpot, http.MethodPost,
bitfinexV2AccountInfo,
nil,
&data,
getAccountFees)
if err != nil {
return resp, err
}
if len(data) < 8 {
return resp, errors.New("invalid length of data")
}
var ok bool
var tempString string
var tempFloat float64
if tempFloat, ok = data[0].(float64); !ok {
return resp, errors.New("type assertion failed for id, check for api updates")
}
resp.ID = int64(tempFloat)
if tempString, ok = data[1].(string); !ok {
return resp, errors.New("type assertion failed for email, check for api updates")
}
resp.Email = tempString
if tempString, ok = data[2].(string); !ok {
return resp, errors.New("type assertion failed for username, check for api updates")
}
resp.Username = tempString
if tempFloat, ok = data[3].(float64); !ok {
return resp, errors.New("type assertion failed for accountcreate, check for api updates")
}
resp.MTSAccountCreate = int64(tempFloat)
if tempFloat, ok = data[4].(float64); !ok {
return resp, errors.New("type assertion failed for verified, check for api updates")
}
resp.Verified = int64(tempFloat)
if tempString, ok = data[7].(string); !ok {
return resp, errors.New("type assertion failed for timezone, check for api updates")
}
resp.Timezone = tempString
return resp, nil
}
// GetV2Balances gets v2 balances
func (b *Bitfinex) GetV2Balances() ([]WalletDataV2, error) {
var resp []WalletDataV2
var data [][4]interface{}
err := b.SendAuthenticatedHTTPRequestV2(exchange.RestSpot, http.MethodPost,
bitfinexV2Balances,
nil,
&data,
getAccountFees)
if err != nil {
return resp, err
}
for x := range data {
wType, ok := data[x][0].(string)
if !ok {
return resp, errors.New("type assertion failed for walletType, check for api updates")
}
curr, ok := data[x][1].(string)
if !ok {
return resp, errors.New("type assertion failed for currency, check for api updates")
}
bal, ok := data[x][2].(float64)
if !ok {
return resp, errors.New("type assertion failed for balance, check for api updates")
}
unsettledInterest, ok := data[x][3].(float64)
if !ok {
return resp, errors.New("type assertion failed for unsettledInterest, check for api updates")
}
resp = append(resp, WalletDataV2{
WalletType: wType,
Currency: curr,
Balance: bal,
UnsettledInterest: unsettledInterest,
})
}
return resp, nil
}
// GetMarginPairs gets pairs that allow margin trading
func (b *Bitfinex) GetMarginPairs() ([]string, error) {
var resp [][]string
path := bitfinexAPIVersion2 + bitfinexMarginPairs
err := b.SendHTTPRequest(exchange.RestSpot, path, &resp, status)
if err != nil {
return nil, err
}
if len(resp) != 1 {
return nil, errors.New("invalid response")
}
return resp[0], nil
}
// GetDerivativeData gets data for the queried derivative
func (b *Bitfinex) GetDerivativeData(keys, startTime, endTime string, sort, limit int64) (DerivativeDataResponse, error) {
var result [][19]interface{}
var response DerivativeDataResponse
params := url.Values{}
params.Set("keys", keys)
if startTime != "" {
params.Set("start", startTime)
}
if endTime != "" {
params.Set("end", endTime)
}
if sort != 0 {
params.Set("sort", strconv.FormatInt(sort, 10))
}
if limit != 0 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
path := bitfinexAPIVersion2 + bitfinexDerivativeData +
params.Encode()
err := b.SendHTTPRequest(exchange.RestSpot, path, &result, status)
if err != nil {
return response, err
}
if len(result) < 1 {
return response, errors.New("invalid response, array length too small, check api docs for updates")
}
if len(result[0]) < 19 {
return response, errors.New("invalid response, array length too small, check api docs for updates")
}
var floatData float64
var stringData string
var ok bool
if stringData, ok = result[0][0].(string); !ok {
return response, errors.New("type assertion failed, check for api updates")
}
response.Key = stringData
if floatData, ok = result[0][1].(float64); !ok {
return response, errors.New("type assertion failed, check for api updates")
}
response.MTS = floatData
if floatData, ok = result[0][3].(float64); !ok {
return response, errors.New("type assertion failed, check for api updates")
}
response.DerivPrice = floatData
if floatData, ok = result[0][4].(float64); !ok {
return response, errors.New("type assertion failed, check for api updates")
}
response.SpotPrice = floatData
if floatData, ok = result[0][6].(float64); !ok {
return response, errors.New("type assertion failed, check for api updates")
}
response.InsuranceFundBalance = floatData
if floatData, ok = result[0][8].(float64); !ok {
return response, errors.New("type assertion failed, check for api updates")
}
response.NextFundingEventTS = floatData
if floatData, ok = result[0][9].(float64); !ok {
return response, errors.New("type assertion failed, check for api updates")
}
response.NextFundingAccured = floatData
if floatData, ok = result[0][10].(float64); !ok {
return response, errors.New("type assertion failed, check for api updates")
}
response.NextFundingStep = floatData
if floatData, ok = result[0][12].(float64); !ok {
return response, errors.New("type assertion failed, check for api updates")
}
response.CurrentFunding = floatData
if floatData, ok = result[0][15].(float64); !ok {
return response, errors.New("type assertion failed, check for api updates")
}
response.MarkPrice = floatData
if floatData, ok = result[0][18].(float64); !ok {
return response, errors.New("type assertion failed, check for api updates")
}
response.OpenInterest = floatData
return response, nil
}
// GetTickerBatch returns all supported ticker information
func (b *Bitfinex) GetTickerBatch() (map[string]Ticker, error) {
var response [][]interface{}
path := bitfinexAPIVersion2 + bitfinexTickerBatch +
"?symbols=ALL"
err := b.SendHTTPRequest(exchange.RestSpot, path, &response, tickerBatch)
if err != nil {
return nil, err
}
var tickers = make(map[string]Ticker)
for x := range response {
if len(response[x]) > 11 {
tickers[response[x][0].(string)] = Ticker{
FlashReturnRate: response[x][1].(float64),
Bid: response[x][2].(float64),
BidPeriod: int64(response[x][3].(float64)),
BidSize: response[x][4].(float64),
Ask: response[x][5].(float64),
AskPeriod: int64(response[x][6].(float64)),
AskSize: response[x][7].(float64),
DailyChange: response[x][8].(float64),
DailyChangePerc: response[x][9].(float64),
Last: response[x][10].(float64),
Volume: response[x][11].(float64),
High: response[x][12].(float64),
Low: response[x][13].(float64),
FFRAmountAvailable: response[x][16].(float64),
}
continue
}
tickers[response[x][0].(string)] = Ticker{
Bid: response[x][1].(float64),
BidSize: response[x][2].(float64),
Ask: response[x][3].(float64),
AskSize: response[x][4].(float64),
DailyChange: response[x][5].(float64),
DailyChangePerc: response[x][6].(float64),
Last: response[x][7].(float64),
Volume: response[x][8].(float64),
High: response[x][9].(float64),
Low: response[x][10].(float64),
}
}
return tickers, nil
}
// GetTicker returns ticker information for one symbol
func (b *Bitfinex) GetTicker(symbol string) (Ticker, error) {
var response []interface{}
path := bitfinexAPIVersion2 + bitfinexTicker + symbol
err := b.SendHTTPRequest(exchange.RestSpot, path, &response, tickerFunction)
if err != nil {
return Ticker{}, err
}
if len(response) > 10 {
return Ticker{
FlashReturnRate: response[0].(float64),
Bid: response[1].(float64),
BidPeriod: int64(response[2].(float64)),
BidSize: response[3].(float64),
Ask: response[4].(float64),
AskPeriod: int64(response[5].(float64)),
AskSize: response[6].(float64),
DailyChange: response[7].(float64),
DailyChangePerc: response[8].(float64),
Last: response[9].(float64),
Volume: response[10].(float64),
High: response[11].(float64),
Low: response[12].(float64),
FFRAmountAvailable: response[15].(float64),
}, nil
}
return Ticker{
Bid: response[0].(float64),
BidSize: response[1].(float64),
Ask: response[2].(float64),
AskSize: response[3].(float64),
DailyChange: response[4].(float64),
DailyChangePerc: response[5].(float64),
Last: response[6].(float64),
Volume: response[7].(float64),
High: response[8].(float64),
Low: response[9].(float64),
}, nil
}
// GetTrades gets historic trades that occurred on the exchange
//
// currencyPair e.g. "tBTCUSD"
// timestampStart is a millisecond timestamp
// timestampEnd is a millisecond timestamp
// reOrderResp reorders the returned data.
func (b *Bitfinex) GetTrades(currencyPair string, limit, timestampStart, timestampEnd int64, reOrderResp bool) ([]Trade, error) {
v := url.Values{}
if limit > 0 {
v.Set("limit", strconv.FormatInt(limit, 10))
}
if timestampStart > 0 {
v.Set("start", strconv.FormatInt(timestampStart, 10))
}
if timestampEnd > 0 {
v.Set("end", strconv.FormatInt(timestampEnd, 10))
}
sortVal := "0"
if reOrderResp {
sortVal = "1"
}
v.Set("sort", sortVal)
path := bitfinexAPIVersion2 + bitfinexTrades + currencyPair + "/hist" + "?" + v.Encode()
var resp [][]interface{}
err := b.SendHTTPRequest(exchange.RestSpot, path, &resp, tradeRateLimit)
if err != nil {
return nil, err
}
var history []Trade
for i := range resp {
amount := resp[i][2].(float64)
side := order.Buy.String()
if amount < 0 {
side = order.Sell.String()
amount *= -1
}
if len(resp[i]) > 4 {
history = append(history, Trade{
TID: int64(resp[i][0].(float64)),
Timestamp: int64(resp[i][1].(float64)),
Amount: amount,
Rate: resp[i][3].(float64),
Period: int64(resp[i][4].(float64)),
Type: side,
})
continue
}
history = append(history, Trade{
TID: int64(resp[i][0].(float64)),
Timestamp: int64(resp[i][1].(float64)),
Amount: amount,
Price: resp[i][3].(float64),
Type: side,
})
}
return history, nil
}
// GetOrderbook retieves the orderbook bid and ask price points for a currency
// pair - By default the response will return 25 bid and 25 ask price points.
// symbol - Example "tBTCUSD"
// precision - P0,P1,P2,P3,R0
// Values can contain limit amounts for both the asks and bids - Example
// "len" = 100
func (b *Bitfinex) GetOrderbook(symbol, precision string, limit int64) (Orderbook, error) {
var u = url.Values{}
if limit > 0 {
u.Set("len", strconv.FormatInt(limit, 10))
}
path := bitfinexAPIVersion2 + bitfinexOrderbook + symbol + "/" + precision + "?" + u.Encode()
var response [][]interface{}
err := b.SendHTTPRequest(exchange.RestSpot, path, &response, orderbookFunction)
if err != nil {
return Orderbook{}, err
}
var o Orderbook
if precision == "R0" {
// Raw book changes the return
for x := range response {
var b Book
if len(response[x]) > 3 {
// Funding currency
b.Amount = response[x][3].(float64)
b.Rate = response[x][2].(float64)
b.Period = response[x][1].(float64)
b.OrderID = int64(response[x][0].(float64))
if b.Amount > 0 {
o.Asks = append(o.Asks, b)
} else {
b.Amount *= -1
o.Bids = append(o.Bids, b)
}
} else {
// Trading currency
b.Amount = response[x][2].(float64)
b.Price = response[x][1].(float64)
b.OrderID = int64(response[x][0].(float64))
if b.Amount > 0 {
o.Bids = append(o.Bids, b)
} else {
b.Amount *= -1
o.Asks = append(o.Asks, b)
}
}
}
} else {
for x := range response {
var b Book
if len(response[x]) > 3 {
// Funding currency
b.Amount = response[x][3].(float64)
b.Count = int64(response[x][2].(float64))
b.Period = response[x][1].(float64)
b.Rate = response[x][0].(float64)
if b.Amount > 0 {
o.Asks = append(o.Asks, b)
} else {
b.Amount *= -1
o.Bids = append(o.Bids, b)
}
} else {
// Trading currency
b.Amount = response[x][2].(float64)
b.Count = int64(response[x][1].(float64))
b.Price = response[x][0].(float64)
if b.Amount > 0 {
o.Bids = append(o.Bids, b)
} else {
b.Amount *= -1
o.Asks = append(o.Asks, b)
}
}
}
}
return o, nil
}
// GetStats returns various statistics about the requested pair
func (b *Bitfinex) GetStats(symbol string) ([]Stat, error) {
var response []Stat
path := bitfinexAPIVersion + bitfinexStats + symbol
return response, b.SendHTTPRequest(exchange.RestSpot, path, &response, statsV1)
}
// GetFundingBook the entire margin funding book for both bids and asks sides
// per currency string
// symbol - example "USD"
// WARNING: Orderbook now has this support, will be deprecated once a full
// conversion to full V2 API update is done.
func (b *Bitfinex) GetFundingBook(symbol string) (FundingBook, error) {
response := FundingBook{}
path := bitfinexAPIVersion + bitfinexLendbook + symbol
if err := b.SendHTTPRequest(exchange.RestSpot, path, &response, fundingbook); err != nil {
return response, err
}
return response, nil
}
// GetLends returns a list of the most recent funding data for the given
// currency: total amount provided and Flash Return Rate (in % by 365 days)
// over time
// Symbol - example "USD"
func (b *Bitfinex) GetLends(symbol string, values url.Values) ([]Lends, error) {
var response []Lends
path := common.EncodeURLValues(bitfinexAPIVersion+
bitfinexLends+
symbol,
values)
return response, b.SendHTTPRequest(exchange.RestSpot, path, &response, lends)
}
// GetCandles returns candle chart data
// timeFrame values: '1m', '5m', '15m', '30m', '1h', '3h', '6h', '12h', '1D',
// '7D', '14D', '1M'
// section values: last or hist
func (b *Bitfinex) GetCandles(symbol, timeFrame string, start, end int64, limit uint32, historic bool) ([]Candle, error) {
var fundingPeriod string
if symbol[0] == 'f' {
fundingPeriod = ":p30"
}
var path = bitfinexAPIVersion2 +
bitfinexCandles +
":" +
timeFrame +
":" +
symbol +
fundingPeriod
if historic {
v := url.Values{}
if start > 0 {
v.Set("start", strconv.FormatInt(start, 10))
}
if end > 0 {
v.Set("end", strconv.FormatInt(end, 10))
}
if limit > 0 {
v.Set("limit", strconv.FormatInt(int64(limit), 10))
}
path += "/hist"
if len(v) > 0 {
path += "?" + v.Encode()
}
var response [][]interface{}
err := b.SendHTTPRequest(exchange.RestSpot, path, &response, candle)
if err != nil {
return nil, err
}
var c []Candle
for i := range response {
c = append(c, Candle{
Timestamp: time.Unix(int64(response[i][0].(float64)/1000), 0),
Open: response[i][1].(float64),
Close: response[i][2].(float64),
High: response[i][3].(float64),
Low: response[i][4].(float64),
Volume: response[i][5].(float64),
})
}
return c, nil
}
path += "/last"
var response []interface{}
err := b.SendHTTPRequest(exchange.RestSpot, path, &response, candle)
if err != nil {
return nil, err
}
if len(response) == 0 {
return nil, errors.New("no data returned")
}
return []Candle{{
Timestamp: time.Unix(int64(response[0].(float64))/1000, 0),
Open: response[1].(float64),
Close: response[2].(float64),
High: response[3].(float64),
Low: response[4].(float64),
Volume: response[5].(float64),
}}, nil
}
// GetConfigurations fetchs currency and symbol site configuration data.
func (b *Bitfinex) GetConfigurations() error {
return common.ErrNotYetImplemented
}
// GetStatus returns different types of platform information - currently
// supports derivatives pair status only.
func (b *Bitfinex) GetStatus() error {
return common.ErrNotYetImplemented
}
// GetLiquidationFeed returns liquidations. By default it will retrieve the most
// recent liquidations, but time-specific data can be retrieved using
// timestamps.
func (b *Bitfinex) GetLiquidationFeed() error {
return common.ErrNotYetImplemented
}
// GetLeaderboard returns leaderboard standings for unrealized profit (period
// delta), unrealized profit (inception), volume, and realized profit.
// Allowed key values: "plu_diff" for unrealized profit (period delta), "plu"
// for unrealized profit (inception); "vol" for volume; "plr" for realized
// profit
// Allowed time frames are 3h, 1w and 1M
// Allowed symbols are trading pairs (e.g. tBTCUSD, tETHUSD and tGLOBAL:USD)
func (b *Bitfinex) GetLeaderboard(key, timeframe, symbol string, sort, limit int, start, end string) ([]LeaderboardEntry, error) {
validLeaderboardKey := func(input string) bool {
switch input {
case LeaderboardUnrealisedProfitPeriodDelta,
LeaderboardUnrealisedProfitInception,
LeaderboardVolume,
LeaderbookRealisedProfit:
return true
default:
return false
}
}
if !validLeaderboardKey(key) {
return nil, errors.New("invalid leaderboard key")
}
path := fmt.Sprintf("%s/%s:%s:%s/hist", bitfinexAPIVersion2+bitfinexLeaderboard,
key,
timeframe,
symbol)
vals := url.Values{}
if sort != 0 {
vals.Set("sort", strconv.Itoa(sort))
}
if limit != 0 {
vals.Set("limit", strconv.Itoa(limit))
}
if start != "" {
vals.Set("start", start)
}
if end != "" {
vals.Set("end", end)
}
path = common.EncodeURLValues(path, vals)
var resp []interface{}
if err := b.SendHTTPRequest(exchange.RestSpot, path, &resp, leaderBoardReqRate); err != nil {
return nil, err
}
parseTwitterHandle := func(i interface{}) string {
r, ok := i.(string)
if !ok {
return ""
}
return r
}
var result []LeaderboardEntry
for x := range resp {
r := resp[x].([]interface{})
result = append(result, LeaderboardEntry{
Timestamp: time.Unix(0, int64(r[0].(float64))*int64(time.Millisecond)),
Username: r[2].(string),
Ranking: int(r[3].(float64)),
Value: r[6].(float64),
TwitterHandle: parseTwitterHandle(r[9]),
})
}
return result, nil
}
// GetMarketAveragePrice calculates the average execution price for Trading or
// rate for Margin funding
func (b *Bitfinex) GetMarketAveragePrice() error {
return common.ErrNotYetImplemented
}
// GetForeignExchangeRate calculates the exchange rate between two currencies
func (b *Bitfinex) GetForeignExchangeRate() error {
return common.ErrNotYetImplemented
}
// GetAccountFees returns information about your account trading fees
func (b *Bitfinex) GetAccountFees() ([]AccountInfo, error) {
var responses []AccountInfo
return responses, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexAccountInfo,
nil,
&responses,
getAccountFees)
}
// GetWithdrawalFees - Gets all fee rates for withdrawals
func (b *Bitfinex) GetWithdrawalFees() (AccountFees, error) {
response := AccountFees{}
return response, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexAccountFees,
nil,
&response,
getWithdrawalFees)
}
// GetAccountSummary returns a 30-day summary of your trading volume and return
// on margin funding
func (b *Bitfinex) GetAccountSummary() (AccountSummary, error) {
response := AccountSummary{}
return response, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexAccountSummary,
nil,
&response,
getAccountSummary)
}
// NewDeposit returns a new deposit address
// Method - Example methods accepted: “bitcoin”, “litecoin”, “ethereum”,
// “tethers", "ethereumc", "zcash", "monero", "iota", "bcash"
// WalletName - accepted: “trading”, “exchange”, “deposit”
// renew - Default is 0. If set to 1, will return a new unused deposit address
func (b *Bitfinex) NewDeposit(method, walletName string, renew int) (DepositResponse, error) {
if !common.StringDataCompare(AcceptedWalletNames, walletName) {
return DepositResponse{},
fmt.Errorf("walletname: [%s] is not allowed, supported: %s",
walletName,
AcceptedWalletNames)
}
response := DepositResponse{}
req := make(map[string]interface{})
req["method"] = method
req["wallet_name"] = walletName
req["renew"] = renew
return response, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexDeposit,
req,
&response,
newDepositAddress)
}
// GetKeyPermissions checks the permissions of the key being used to generate
// this request.
func (b *Bitfinex) GetKeyPermissions() (KeyPermissions, error) {
response := KeyPermissions{}
return response, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexKeyPermissions,
nil,
&response,
getAccountFees)
}
// GetMarginInfo shows your trading wallet information for margin trading
func (b *Bitfinex) GetMarginInfo() ([]MarginInfo, error) {
var response []MarginInfo
return response, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexMarginInfo,
nil,
&response,
getMarginInfo)
}
// GetAccountBalance returns full wallet balance information
func (b *Bitfinex) GetAccountBalance() ([]Balance, error) {
var response []Balance
return response, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexBalances,
nil,
&response,
getAccountBalance)
}
// WalletTransfer move available balances between your wallets
// Amount - Amount to move
// Currency - example "BTC"
// WalletFrom - example "exchange"
// WalletTo - example "deposit"
func (b *Bitfinex) WalletTransfer(amount float64, currency, walletFrom, walletTo string) (WalletTransfer, error) {
var response []WalletTransfer
req := make(map[string]interface{})
req["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
req["currency"] = currency
req["walletfrom"] = walletFrom
req["walletto"] = walletTo
err := b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexTransfer,
req,
&response,
walletTransfer)
if err != nil {
return WalletTransfer{}, err
}
if response[0].Status == "error" {
return WalletTransfer{}, errors.New(response[0].Message)
}
return response[0], nil
}
// WithdrawCryptocurrency requests a withdrawal from one of your wallets.
// For FIAT, use WithdrawFIAT
func (b *Bitfinex) WithdrawCryptocurrency(wallet, address, paymentID string, amount float64, c currency.Code) (Withdrawal, error) {
var response []Withdrawal
req := make(map[string]interface{})
req["withdraw_type"] = b.ConvertSymbolToWithdrawalType(c)
req["walletselected"] = wallet
req["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
req["address"] = address
if paymentID != "" {
req["payment_id"] = paymentID
}
err := b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexWithdrawal,
req,
&response,
withdrawV1)
if err != nil {
return Withdrawal{}, err
}
if response[0].Status == "error" {
return Withdrawal{}, errors.New(response[0].Message)
}
return response[0], nil
}
// WithdrawFIAT Sends an authenticated request to withdraw FIAT currency
func (b *Bitfinex) WithdrawFIAT(withdrawalType, walletType string, withdrawRequest *withdraw.Request) (Withdrawal, error) {
var response []Withdrawal
req := make(map[string]interface{})
req["withdraw_type"] = withdrawalType
req["walletselected"] = walletType
req["amount"] = strconv.FormatFloat(withdrawRequest.Amount, 'f', -1, 64)
req["account_name"] = withdrawRequest.Fiat.Bank.AccountName
req["account_number"] = withdrawRequest.Fiat.Bank.AccountNumber
req["bank_name"] = withdrawRequest.Fiat.Bank.BankName
req["bank_address"] = withdrawRequest.Fiat.Bank.BankAddress
req["bank_city"] = withdrawRequest.Fiat.Bank.BankPostalCity
req["bank_country"] = withdrawRequest.Fiat.Bank.BankCountry
req["expressWire"] = withdrawRequest.Fiat.IsExpressWire
req["swift"] = withdrawRequest.Fiat.Bank.SWIFTCode
req["detail_payment"] = withdrawRequest.Description
req["currency"] = withdrawRequest.Currency
req["account_address"] = withdrawRequest.Fiat.Bank.BankAddress
if withdrawRequest.Fiat.RequiresIntermediaryBank {
req["intermediary_bank_name"] = withdrawRequest.Fiat.IntermediaryBankName
req["intermediary_bank_address"] = withdrawRequest.Fiat.IntermediaryBankAddress
req["intermediary_bank_city"] = withdrawRequest.Fiat.IntermediaryBankCity
req["intermediary_bank_country"] = withdrawRequest.Fiat.IntermediaryBankCountry
req["intermediary_bank_account"] = strconv.FormatFloat(withdrawRequest.Fiat.IntermediaryBankAccountNumber, 'f', -1, 64)
req["intermediary_bank_swift"] = withdrawRequest.Fiat.IntermediarySwiftCode
}
err := b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexWithdrawal,
req,
&response,
withdrawV1)
if err != nil {
return Withdrawal{}, err
}
if response[0].Status == "error" {
return Withdrawal{}, errors.New(response[0].Message)
}
return response[0], nil
}
// NewOrder submits a new order and returns a order information
// Major Upgrade needed on this function to include all query params
func (b *Bitfinex) NewOrder(currencyPair, orderType string, amount, price float64, buy, hidden bool) (Order, error) {
if !common.StringDataCompare(AcceptedOrderType, orderType) {
return Order{}, fmt.Errorf("order type %s not accepted", orderType)
}
response := Order{}
req := make(map[string]interface{})
req["symbol"] = currencyPair
req["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
req["price"] = strconv.FormatFloat(price, 'f', -1, 64)
req["type"] = orderType
req["is_hidden"] = hidden
req["side"] = order.Sell.Lower()
if buy {
req["side"] = order.Buy.Lower()
}
return response, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexOrderNew,
req,
&response,
orderV1)
}
// NewOrderMulti allows several new orders at once
func (b *Bitfinex) NewOrderMulti(orders []PlaceOrder) (OrderMultiResponse, error) {
response := OrderMultiResponse{}
req := make(map[string]interface{})
req["orders"] = orders
return response, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexOrderNewMulti,
req,
&response,
orderMulti)
}
// CancelExistingOrder cancels a single order by OrderID
func (b *Bitfinex) CancelExistingOrder(orderID int64) (Order, error) {
response := Order{}
req := make(map[string]interface{})
req["order_id"] = orderID
return response, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexOrderCancel,
req,
&response,
orderMulti)
}
// CancelMultipleOrders cancels multiple orders
func (b *Bitfinex) CancelMultipleOrders(orderIDs []int64) (string, error) {
response := GenericResponse{}
req := make(map[string]interface{})
req["order_ids"] = orderIDs
return response.Result, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexOrderCancelMulti,
req,
nil,
orderMulti)
}
// CancelAllExistingOrders cancels all active and open orders
func (b *Bitfinex) CancelAllExistingOrders() (string, error) {
response := GenericResponse{}
return response.Result, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexOrderCancelAll,
nil,
nil,
orderMulti)
}
// ReplaceOrder replaces an older order with a new order
func (b *Bitfinex) ReplaceOrder(orderID int64, symbol string, amount, price float64, buy bool, orderType string, hidden bool) (Order, error) {
response := Order{}
req := make(map[string]interface{})
req["order_id"] = orderID
req["symbol"] = symbol
req["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
req["price"] = strconv.FormatFloat(price, 'f', -1, 64)
req["exchange"] = "bitfinex"
req["type"] = orderType
req["is_hidden"] = hidden
if buy {
req["side"] = order.Buy.Lower()
} else {
req["side"] = order.Sell.Lower()
}
return response, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexOrderCancelReplace,
req,
&response,
orderMulti)
}
// GetOrderStatus returns order status information
func (b *Bitfinex) GetOrderStatus(orderID int64) (Order, error) {
orderStatus := Order{}
req := make(map[string]interface{})
req["order_id"] = orderID
return orderStatus, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexOrderStatus,
req,
&orderStatus,
orderMulti)
}
// GetInactiveOrders returns order status information
func (b *Bitfinex) GetInactiveOrders() ([]Order, error) {
var response []Order
req := make(map[string]interface{})
req["limit"] = "100"
return response, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexInactiveOrders,
req,
&response,
orderMulti)
}
// GetOpenOrders returns all active orders and statuses
func (b *Bitfinex) GetOpenOrders() ([]Order, error) {
var response []Order
return response, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexOrders,
nil,
&response,
orderMulti)
}
// GetActivePositions returns an array of active positions
func (b *Bitfinex) GetActivePositions() ([]Position, error) {
var response []Position
return response, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexPositions,
nil,
&response,
orderMulti)
}
// ClaimPosition allows positions to be claimed
func (b *Bitfinex) ClaimPosition(positionID int) (Position, error) {
response := Position{}
req := make(map[string]interface{})
req["position_id"] = positionID
return response, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexClaimPosition,
nil,
nil,
orderMulti)
}
// GetBalanceHistory returns balance history for the account
func (b *Bitfinex) GetBalanceHistory(symbol string, timeSince, timeUntil time.Time, limit int, wallet string) ([]BalanceHistory, error) {
var response []BalanceHistory
req := make(map[string]interface{})
req["currency"] = symbol
if !timeSince.IsZero() {
req["since"] = timeSince
}
if !timeUntil.IsZero() {
req["until"] = timeUntil
}
if limit > 0 {
req["limit"] = limit
}
if len(wallet) > 0 {
req["wallet"] = wallet
}
return response, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexHistory,
req,
&response,
orderMulti)
}
// GetMovementHistory returns an array of past deposits and withdrawals
func (b *Bitfinex) GetMovementHistory(symbol, method string, timeSince, timeUntil time.Time, limit int) ([]MovementHistory, error) {
var response []MovementHistory
req := make(map[string]interface{})
req["currency"] = symbol
if len(method) > 0 {
req["method"] = method
}
if !timeSince.IsZero() {
req["since"] = timeSince
}
if !timeUntil.IsZero() {
req["until"] = timeUntil
}
if limit > 0 {
req["limit"] = limit
}
return response, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexHistoryMovements,
req,
&response,
orderMulti)
}
// GetTradeHistory returns past executed trades
func (b *Bitfinex) GetTradeHistory(currencyPair string, timestamp, until time.Time, limit, reverse int) ([]TradeHistory, error) {
var response []TradeHistory
req := make(map[string]interface{})
req["currency"] = currencyPair
req["timestamp"] = timestamp
if !until.IsZero() {
req["until"] = until
}
if limit > 0 {
req["limit"] = limit
}
if reverse > 0 {
req["reverse"] = reverse
}
return response, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexTradeHistory,
req,
&response,
orderMulti)
}
// NewOffer submits a new offer
func (b *Bitfinex) NewOffer(symbol string, amount, rate float64, period int64, direction string) (Offer, error) {
response := Offer{}
req := make(map[string]interface{})
req["currency"] = symbol
req["amount"] = amount
req["rate"] = rate
req["period"] = period
req["direction"] = direction
return response, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexOfferNew,
req,
&response,
orderMulti)
}
// CancelOffer cancels offer by offerID
func (b *Bitfinex) CancelOffer(offerID int64) (Offer, error) {
response := Offer{}
req := make(map[string]interface{})
req["offer_id"] = offerID
return response, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexOfferCancel,
req,
&response,
orderMulti)
}
// GetOfferStatus checks offer status whether it has been cancelled, execute or
// is still active
func (b *Bitfinex) GetOfferStatus(offerID int64) (Offer, error) {
response := Offer{}
req := make(map[string]interface{})
req["offer_id"] = offerID
return response, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexOrderStatus,
req,
&response,
orderMulti)
}
// GetActiveCredits returns all available credits
func (b *Bitfinex) GetActiveCredits() ([]Offer, error) {
var response []Offer
return response, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexActiveCredits,
nil,
&response,
orderMulti)
}
// GetActiveOffers returns all current active offers
func (b *Bitfinex) GetActiveOffers() ([]Offer, error) {
var response []Offer
return response, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexOffers,
nil,
&response,
orderMulti)
}
// GetActiveMarginFunding returns an array of active margin funds
func (b *Bitfinex) GetActiveMarginFunding() ([]MarginFunds, error) {
var response []MarginFunds
return response, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexMarginActiveFunds,
nil,
&response,
orderMulti)
}
// GetUnusedMarginFunds returns an array of funding borrowed but not currently
// used
func (b *Bitfinex) GetUnusedMarginFunds() ([]MarginFunds, error) {
var response []MarginFunds
return response, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexMarginUnusedFunds,
nil,
&response,
orderMulti)
}
// GetMarginTotalTakenFunds returns an array of active funding used in a
// position
func (b *Bitfinex) GetMarginTotalTakenFunds() ([]MarginTotalTakenFunds, error) {
var response []MarginTotalTakenFunds
return response, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexMarginTotalFunds,
nil,
&response,
orderMulti)
}
// CloseMarginFunding closes an unused or used taken fund
func (b *Bitfinex) CloseMarginFunding(swapID int64) (Offer, error) {
response := Offer{}
req := make(map[string]interface{})
req["swap_id"] = swapID
return response, b.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost,
bitfinexMarginClose,
req,
&response,
closeFunding)
}
// SendHTTPRequest sends an unauthenticated request
func (b *Bitfinex) SendHTTPRequest(ep exchange.URL, path string, result interface{}, e request.EndpointLimit) error {
endpoint, err := b.API.Endpoints.GetURL(ep)
if err != nil {
return err
}
return b.SendPayload(context.Background(), &request.Item{
Method: http.MethodGet,
Path: endpoint + path,
Result: result,
Verbose: b.Verbose,
HTTPDebugging: b.HTTPDebugging,
HTTPRecording: b.HTTPRecording,
Endpoint: e})
}
// SendAuthenticatedHTTPRequest sends an autheticated http request and json
// unmarshals result to a supplied variable
func (b *Bitfinex) SendAuthenticatedHTTPRequest(ep exchange.URL, method, path string, params map[string]interface{}, result interface{}, endpoint request.EndpointLimit) error {
if !b.AllowAuthenticatedRequest() {
return fmt.Errorf("%s %w", b.Name, exchange.ErrAuthenticatedRequestWithoutCredentialsSet)
}
ePoint, err := b.API.Endpoints.GetURL(ep)
if err != nil {
return err
}
n := b.Requester.GetNonce(true)
req := make(map[string]interface{})
req["request"] = bitfinexAPIVersion + path
req["nonce"] = n.String()
for key, value := range params {
req[key] = value
}
PayloadJSON, err := json.Marshal(req)
if err != nil {
return errors.New("sendAuthenticatedAPIRequest: unable to JSON request")
}
if b.Verbose {
log.Debugf(log.ExchangeSys, "Request JSON: %s\n", PayloadJSON)
}
PayloadBase64 := crypto.Base64Encode(PayloadJSON)
hmac := crypto.GetHMAC(crypto.HashSHA512_384, []byte(PayloadBase64),
[]byte(b.API.Credentials.Secret))
headers := make(map[string]string)
headers["X-BFX-APIKEY"] = b.API.Credentials.Key
headers["X-BFX-PAYLOAD"] = PayloadBase64
headers["X-BFX-SIGNATURE"] = crypto.HexEncodeToString(hmac)
return b.SendPayload(context.Background(), &request.Item{
Method: method,
Path: ePoint + bitfinexAPIVersion + path,
Headers: headers,
Result: result,
AuthRequest: true,
NonceEnabled: true,
Verbose: b.Verbose,
HTTPDebugging: b.HTTPDebugging,
HTTPRecording: b.HTTPRecording,
Endpoint: endpoint})
}
// SendAuthenticatedHTTPRequestV2 sends an autheticated http request and json
// unmarshals result to a supplied variable
func (b *Bitfinex) SendAuthenticatedHTTPRequestV2(ep exchange.URL, method, path string, params map[string]interface{}, result interface{}, endpoint request.EndpointLimit) error {
if !b.AllowAuthenticatedRequest() {
return fmt.Errorf("%s %w", b.Name, exchange.ErrAuthenticatedRequestWithoutCredentialsSet)
}
ePoint, err := b.API.Endpoints.GetURL(ep)
if err != nil {
return err
}
var body io.Reader
var payload []byte
if len(params) != 0 {
payload, err = json.Marshal(params)
if err != nil {
return err
}
body = bytes.NewBuffer(payload)
}
// This is done in a weird way because bitfinex doesn't accept unixnano
n := strconv.FormatInt(int64(b.Requester.GetNonce(false))*1e9, 10)
headers := make(map[string]string)
headers["Content-Type"] = "application/json"
headers["Accept"] = "application/json"
headers["bfx-apikey"] = b.API.Credentials.Key
headers["bfx-nonce"] = n
strPath := "/api" + bitfinexAPIVersion2 + path + string(payload)
signStr := strPath + n
hmac := crypto.GetHMAC(
crypto.HashSHA512_384,
[]byte(signStr),
[]byte(b.API.Credentials.Secret),
)
headers["bfx-signature"] = crypto.HexEncodeToString(hmac)
return b.SendPayload(context.Background(), &request.Item{
Method: method,
Path: ePoint + bitfinexAPIVersion2 + path,
Headers: headers,
Body: body,
Result: result,
AuthRequest: true,
NonceEnabled: true,
Verbose: b.Verbose,
HTTPDebugging: b.HTTPDebugging,
HTTPRecording: b.HTTPRecording,
Endpoint: endpoint,
})
}
// GetFee returns an estimate of fee based on type of transaction
func (b *Bitfinex) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
accountInfos, err := b.GetAccountFees()
if err != nil {
return 0, err
}
fee, err = b.CalculateTradingFee(accountInfos,
feeBuilder.PurchasePrice,
feeBuilder.Amount,
feeBuilder.Pair.Base,
feeBuilder.IsMaker)
if err != nil {
return 0, err
}
case exchange.CryptocurrencyDepositFee:
//TODO: fee is charged when < $1000USD is transferred, need to infer value in some way
fee = 0
case exchange.CryptocurrencyWithdrawalFee:
acc, err := b.GetWithdrawalFees()
if err != nil {
return 0, err
}
fee, err = b.GetCryptocurrencyWithdrawalFee(feeBuilder.Pair.Base, acc)
if err != nil {
return 0, err
}
case exchange.InternationalBankDepositFee:
fee = getInternationalBankDepositFee(feeBuilder.Amount)
case exchange.InternationalBankWithdrawalFee:
fee = getInternationalBankWithdrawalFee(feeBuilder.Amount)
case exchange.OfflineTradeFee:
fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
// getOfflineTradeFee calculates the worst case-scenario trading fee
// does not require an API request, requires manual updating
func getOfflineTradeFee(price, amount float64) float64 {
return 0.001 * price * amount
}
// GetCryptocurrencyWithdrawalFee returns an estimate of fee based on type of transaction
func (b *Bitfinex) GetCryptocurrencyWithdrawalFee(c currency.Code, accountFees AccountFees) (fee float64, err error) {
switch result := accountFees.Withdraw[c.String()].(type) {
case string:
fee, err = strconv.ParseFloat(result, 64)
if err != nil {
return 0, err
}
case float64:
fee = result
}
return fee, nil
}
func getInternationalBankDepositFee(amount float64) float64 {
return 0.001 * amount
}
func getInternationalBankWithdrawalFee(amount float64) float64 {
return 0.001 * amount
}
// CalculateTradingFee returns an estimate of fee based on type of whether is maker or taker fee
func (b *Bitfinex) CalculateTradingFee(i []AccountInfo, purchasePrice, amount float64, c currency.Code, isMaker bool) (fee float64, err error) {
for x := range i {
for y := range i[x].Fees {
if c.String() == i[x].Fees[y].Pairs {
if isMaker {
fee = i[x].Fees[y].MakerFees
} else {
fee = i[x].Fees[y].TakerFees
}
break
}
}
if fee > 0 {
break
}
}
return (fee / 100) * purchasePrice * amount, err
}
// ConvertSymbolToWithdrawalType You need to have specific withdrawal types to withdraw from Bitfinex
func (b *Bitfinex) ConvertSymbolToWithdrawalType(c currency.Code) string {
switch c {
case currency.BTC:
return "bitcoin"
case currency.LTC:
return "litecoin"
case currency.ETH:
return "ethereum"
case currency.ETC:
return "ethereumc"
case currency.USDT:
return "tetheruso"
case currency.ZEC:
return "zcash"
case currency.XMR:
return "monero"
case currency.DSH:
return "dash"
case currency.XRP:
return "ripple"
case currency.SAN:
return "santiment"
case currency.OMG:
return "omisego"
case currency.BCH:
return "bcash"
case currency.ETP:
return "metaverse"
case currency.AVT:
return "aventus"
case currency.EDO:
return "eidoo"
case currency.BTG:
return "bgold"
case currency.DATA:
return "datacoin"
case currency.GNT:
return "golem"
case currency.SNT:
return "status"
default:
return c.Lower().String()
}
}
// ConvertSymbolToDepositMethod returns a converted currency deposit method
func (b *Bitfinex) ConvertSymbolToDepositMethod(c currency.Code) (string, error) {
if err := b.PopulateAcceptableMethods(); err != nil {
return "", err
}
method, ok := AcceptableMethods[c.String()]
if !ok {
return "", fmt.Errorf("currency %s not supported in method list",
c)
}
return strings.ToLower(method), nil
}
// PopulateAcceptableMethods retrieves all accepted currency strings and
// populates a map to check
func (b *Bitfinex) PopulateAcceptableMethods() error {
if len(AcceptableMethods) == 0 {
var response [][][2]string
err := b.SendHTTPRequest(exchange.RestSpot,
bitfinexAPIVersion2+bitfinexDepositMethod,
&response,
configs)
if err != nil {
return err
}
if len(response) == 0 {
return errors.New("response contains no data cannot populate acceptable method map")
}
for i := range response[0] {
if len(response[0][i]) != 2 {
return errors.New("response contains no data cannot populate acceptable method map")
}
AcceptableMethods[response[0][i][0]] = response[0][i][1]
}
}
return nil
}