Files
gocryptotrader/exchanges/bittrex/bittrex_wrapper.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

1009 lines
29 KiB
Go

package bittrex
import (
"errors"
"fmt"
"sort"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (b *Bittrex) GetDefaultConfig() (*config.ExchangeConfig, error) {
b.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = b.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = b.BaseCurrencies
err := b.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = b.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for Bittrex
func (b *Bittrex) SetDefaults() {
b.Name = "Bittrex"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
spot := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.DashDelimiter,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.DashDelimiter,
},
}
err := b.StoreAssetPairFormat(asset.Spot, spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
GetOrders: true,
CancelOrder: true,
CancelOrders: true,
SubmitOrder: true,
DepositHistory: true,
WithdrawalHistory: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
OrderbookFetching: true,
Subscribe: true,
Unsubscribe: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.NoFiatWithdrawals,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.OneMin.Word(): true,
kline.FiveMin.Word(): true,
kline.OneHour.Word(): true,
kline.OneDay.Word(): true,
},
},
},
}
b.Requester = request.New(b.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(request.NewBasicRateLimit(ratePeriod, rateLimit)))
b.API.Endpoints = b.NewEndpoints()
err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: bittrexAPIRestURL,
exchange.WebsocketSpot: bittrexAPIWSURL,
exchange.WebsocketSpotSupplementary: bittrexAPIWSNegotiationsURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Websocket = stream.New()
b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in the supplied exchange configuration details and sets params
func (b *Bittrex) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
b.SetupDefaults(exch)
wsRunningEndpoint, err := b.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
// Websocket details setup below
err = b.Websocket.Setup(&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: bittrexAPIWSURL, // Default ws endpoint so we can roll back via CLI if needed.
ExchangeName: exch.Name, // Sets websocket name to the exchange name.
RunningURL: wsRunningEndpoint,
Connector: b.WsConnect, // Connector function outlined above.
Subscriber: b.Subscribe, // Subscriber function outlined above.
UnSubscriber: b.Unsubscribe, // Unsubscriber function outlined above.
GenerateSubscriptions: b.GenerateDefaultSubscriptions, // GenerateDefaultSubscriptions function outlined above.
Features: &b.Features.Supports.WebsocketCapabilities, // Defines the capabilities of the websocket outlined in supported features struct. This allows the websocket connection to be flushed appropriately if we have a pair/asset enable/disable change. This is outlined below.
// Orderbook buffer specific variables for processing orderbook updates via websocket feed.
// Other orderbook buffer vars:
// UpdateEntriesByID bool
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
SortBuffer: true,
SortBufferByUpdateIDs: true,
})
if err != nil {
return err
}
// Sets up a new connection for the websocket, there are two separate connections denoted by the ConnectionSetup struct auth bool.
return b.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
RateLimit: wsRateLimit,
// Authenticated bool sets if the connection is dedicated for an authenticated websocket stream which can be accessed from the Websocket field variable AuthConn e.g. f.Websocket.AuthConn
})
}
// Start starts the Bittrex go routine
func (b *Bittrex) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the Bittrex wrapper
func (b *Bittrex) Run() {
if b.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s.",
b.Name,
common.IsEnabled(b.Websocket.IsEnabled()))
b.PrintEnabledPairs()
}
if !b.GetEnabledFeatures().AutoPairUpdates {
return
}
err := b.UpdateTradablePairs(false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
b.Name,
err)
}
restURL, err := b.API.Endpoints.GetURL(exchange.RestSpot)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to check REST Spot URL. Err: %s",
b.Name,
err)
}
if restURL == bittrexAPIDeprecatedURL {
err = b.API.Endpoints.SetRunning(exchange.RestSpot.String(), bittrexAPIRestURL)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update deprecated REST Spot URL. Err: %s",
b.Name,
err)
}
b.Config.API.Endpoints[exchange.RestSpot.String()] = bittrexAPIRestURL
log.Warnf(log.ExchangeSys,
"Deprecated %s REST URL updated from %s to %s", b.Name, bittrexAPIDeprecatedURL, bittrexAPIRestURL)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (b *Bittrex) FetchTradablePairs(asset asset.Item) ([]string, error) {
// Bittrex only supports spot trading
if !b.SupportsAsset(asset) {
return nil, fmt.Errorf("asset type of %s is not supported by %s", asset, b.Name)
}
markets, err := b.GetMarkets()
if err != nil {
return nil, err
}
var resp []string
for x := range markets {
if markets[x].Status != "ONLINE" {
continue
}
resp = append(resp, markets[x].Symbol)
}
return resp, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *Bittrex) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := b.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
return b.UpdatePairs(p, asset.Spot, false, forceUpdate)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bittrex) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
formattedPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
t, err := b.GetTicker(formattedPair.String())
if err != nil {
return nil, err
}
s, err := b.GetMarketSummary(formattedPair.String())
if err != nil {
return nil, err
}
pair, err := currency.NewPairFromString(t.Symbol)
if err != nil {
return nil, err
}
tickerPrice := b.constructTicker(t, &s, pair, assetType)
err = ticker.ProcessTicker(tickerPrice)
if err != nil {
return nil, err
}
return ticker.GetTicker(b.Name, p, assetType)
}
// constructTicker constructs a ticker price from the underlying data
func (b *Bittrex) constructTicker(t TickerData, s *MarketSummaryData, pair currency.Pair, assetType asset.Item) *ticker.Price {
return &ticker.Price{
Pair: pair,
Last: t.LastTradeRate,
Bid: t.BidRate,
Ask: t.AskRate,
High: s.High,
Low: s.Low,
Volume: s.Volume,
QuoteVolume: s.QuoteVolume,
LastUpdated: s.UpdatedAt,
AssetType: assetType,
ExchangeName: b.Name,
}
}
// FetchTicker returns the ticker for a currency pair
func (b *Bittrex) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
resp, err := ticker.GetTicker(b.Name, p, assetType)
if err != nil {
return b.UpdateTicker(p, assetType)
}
return resp, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (b *Bittrex) FetchOrderbook(currency currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
resp, err := orderbook.Get(b.Name, currency, assetType)
if err != nil {
return b.UpdateOrderbook(currency, assetType)
}
return resp, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bittrex) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
formattedPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
// Valid order book depths are 1, 25 and 500
orderbookData, sequence, err := b.GetOrderbook(formattedPair.String(), orderbookDepth)
if err != nil {
return nil, err
}
book := &orderbook.Base{
Exchange: b.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: b.CanVerifyOrderbook,
LastUpdateID: sequence,
}
for x := range orderbookData.Bid {
book.Bids = append(book.Bids,
orderbook.Item{
Amount: orderbookData.Bid[x].Quantity,
Price: orderbookData.Bid[x].Rate,
},
)
}
for x := range orderbookData.Ask {
book.Asks = append(book.Asks,
orderbook.Item{
Amount: orderbookData.Ask[x].Quantity,
Price: orderbookData.Ask[x].Rate,
},
)
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(b.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies
func (b *Bittrex) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
var resp account.Holdings
balanceData, err := b.GetBalances()
if err != nil {
return resp, err
}
var currencies []account.Balance
for i := range balanceData {
currencies = append(currencies, account.Balance{
CurrencyName: currency.NewCode(balanceData[i].CurrencySymbol),
TotalValue: balanceData[i].Total,
Hold: balanceData[i].Total - balanceData[i].Available,
})
}
resp.Accounts = append(resp.Accounts, account.SubAccount{
Currencies: currencies,
})
resp.Exchange = b.Name
return resp, account.Process(&resp)
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (b *Bittrex) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
resp, err := account.GetHoldings(b.Name, assetType)
if err != nil {
return b.UpdateAccountInfo(assetType)
}
return resp, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *Bittrex) GetFundingHistory() ([]exchange.FundHistory, error) {
var resp []exchange.FundHistory
closedDepositData, err := b.GetClosedDeposits()
if err != nil {
return resp, err
}
openDepositData, err := b.GetOpenDeposits()
if err != nil {
return resp, err
}
depositData := append(closedDepositData, openDepositData...)
for x := range depositData {
resp = append(resp, exchange.FundHistory{
ExchangeName: b.Name,
Status: depositData[x].Status,
Description: depositData[x].CryptoAddressTag,
Timestamp: depositData[x].UpdatedAt,
Currency: depositData[x].CurrencySymbol,
Amount: depositData[x].Quantity,
TransferType: "deposit",
CryptoToAddress: depositData[x].CryptoAddress,
CryptoTxID: depositData[x].TxID,
})
}
closedWithdrawalData, err := b.GetClosedWithdrawals()
if err != nil {
return resp, err
}
openWithdrawalData, err := b.GetOpenWithdrawals()
if err != nil {
return resp, err
}
withdrawalData := append(closedWithdrawalData, openWithdrawalData...)
for x := range withdrawalData {
resp = append(resp, exchange.FundHistory{
ExchangeName: b.Name,
Status: withdrawalData[x].Status,
Description: withdrawalData[x].CryptoAddressTag,
Timestamp: depositData[x].UpdatedAt,
Currency: withdrawalData[x].CurrencySymbol,
Amount: withdrawalData[x].Quantity,
Fee: withdrawalData[x].TxCost,
TransferType: "withdrawal",
CryptoToAddress: withdrawalData[x].CryptoAddress,
CryptoTxID: withdrawalData[x].TxID,
TransferID: withdrawalData[x].ID,
})
}
return resp, nil
}
// GetWithdrawalsHistory returns previous withdrawals data
func (b *Bittrex) GetWithdrawalsHistory(c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
return nil, common.ErrNotYetImplemented
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (b *Bittrex) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
formattedPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
tradeData, err := b.GetMarketHistory(formattedPair.String())
if err != nil {
return nil, err
}
var resp []trade.Data
for i := range tradeData {
var side order.Side
side, err = order.StringToOrderSide(tradeData[i].TakerSide)
if err != nil {
return nil, err
}
resp = append(resp, trade.Data{
Exchange: b.Name,
TID: tradeData[i].ID,
CurrencyPair: formattedPair,
AssetType: assetType,
Side: side,
Price: tradeData[i].Rate,
Amount: tradeData[i].Quantity,
Timestamp: tradeData[i].ExecutedAt,
})
}
err = b.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
// Bittrex only reports recent trades
func (b *Bittrex) GetHistoricTrades(_ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (b *Bittrex) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
if err := s.Validate(); err != nil {
return order.SubmitResponse{}, err
}
if s.Side == order.Ask {
s.Side = order.Sell
}
if s.Side == order.Bid {
s.Side = order.Buy
}
formattedPair, err := b.FormatExchangeCurrency(s.Pair, s.AssetType)
if err != nil {
return order.SubmitResponse{}, err
}
orderData, err := b.Order(formattedPair.String(),
s.Side.String(),
s.Type.String(),
GoodTilCancelled,
s.Price,
s.Amount,
0.0)
if err != nil {
return order.SubmitResponse{}, err
}
return order.SubmitResponse{
IsOrderPlaced: true,
OrderID: orderData.ID,
}, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bittrex) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Bittrex) CancelOrder(ord *order.Cancel) error {
if err := ord.Validate(ord.StandardCancel()); err != nil {
return err
}
_, err := b.CancelExistingOrder(ord.ID)
return err
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (b *Bittrex) CancelBatchOrders(orders []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair, or cancels all orders for all
// pairs if no pair was specified
func (b *Bittrex) CancelAllOrders(orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
var pair string
if orderCancellation != nil {
formattedPair, err := b.FormatExchangeCurrency(orderCancellation.Pair, orderCancellation.AssetType)
if err != nil {
return order.CancelAllResponse{}, err
}
pair = formattedPair.String()
}
orderData, err := b.CancelOpenOrders(pair)
if err != nil {
return order.CancelAllResponse{}, err
}
tempMap := make(map[string]string)
for x := range orderData {
if orderData[x].Result.Status == "CLOSED" {
tempMap[orderData[x].ID] = "Success"
}
}
resp := order.CancelAllResponse{
Status: tempMap,
Count: int64(len(tempMap)),
}
return resp, nil
}
// GetOrderInfo returns information on a current open order
func (b *Bittrex) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
orderData, err := b.GetOrder(orderID)
if err != nil {
return order.Detail{}, err
}
return b.ConstructOrderDetail(&orderData)
}
// ConstructOrderDetail constructs an order detail item from the underlying data
func (b *Bittrex) ConstructOrderDetail(orderData *OrderData) (order.Detail, error) {
immediateOrCancel := false
if orderData.TimeInForce == string(ImmediateOrCancel) {
immediateOrCancel = true
}
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
return order.Detail{}, err
}
orderPair, err := currency.NewPairDelimiter(orderData.MarketSymbol,
format.Delimiter)
if err != nil {
log.Errorf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse currency pair %v",
b.Name,
"GetActiveOrders",
orderData.ID,
err)
}
orderType := order.Type(strings.ToUpper(orderData.Type))
var orderStatus order.Status
switch orderData.Status {
case order.Open.String():
switch orderData.FillQuantity {
case 0:
orderStatus = order.Open
default:
orderStatus = order.PartiallyFilled
}
case order.Closed.String():
switch orderData.FillQuantity {
case 0:
orderStatus = order.Cancelled
case orderData.Quantity:
orderStatus = order.Filled
default:
orderStatus = order.PartiallyCancelled
}
}
resp := order.Detail{
ImmediateOrCancel: immediateOrCancel,
Amount: orderData.Quantity,
ExecutedAmount: orderData.FillQuantity,
RemainingAmount: orderData.Quantity - orderData.FillQuantity,
Price: orderData.Limit,
Date: orderData.CreatedAt,
ID: orderData.ID,
Exchange: b.Name,
Type: orderType,
Pair: orderPair,
Status: orderStatus,
}
return resp, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *Bittrex) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
depositAddr, err := b.GetCryptoDepositAddress(cryptocurrency.String())
if err != nil {
return "", err
}
if depositAddr.Status != "PROVISIONED" {
return "", errors.New("no deposit address found for currency" + cryptocurrency.String())
}
return depositAddr.CryptoAddress, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *Bittrex) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
result, err := b.Withdraw(withdrawRequest.Currency.String(),
withdrawRequest.Crypto.AddressTag,
withdrawRequest.Crypto.Address,
withdrawRequest.Amount)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
Name: b.Name,
ID: result.ID,
Status: result.Status,
}, err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bittrex) WithdrawFiatFunds(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bittrex) WithdrawFiatFundsToInternationalBank(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetActiveOrders retrieves any orders that are active/open
func (b *Bittrex) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var currPair string
if len(req.Pairs) == 1 {
formattedPair, err := b.FormatExchangeCurrency(req.Pairs[0], asset.Spot)
if err != nil {
return nil, err
}
currPair = formattedPair.String()
}
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
orderData, sequence, err := b.GetOpenOrders(currPair)
if err != nil {
return nil, err
}
var resp []order.Detail
for i := range orderData {
pair, err := currency.NewPairDelimiter(orderData[i].MarketSymbol,
format.Delimiter)
if err != nil {
log.Errorf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse currency pair %v",
b.Name,
"GetActiveOrders",
orderData[i].ID,
err)
}
orderType := order.Type(strings.ToUpper(orderData[i].Type))
orderSide, err := order.StringToOrderSide(orderData[i].Direction)
if err != nil {
log.Errorf(log.ExchangeSys, "GetActiveOrders - %s - cannot get order side - %s\n", b.Name, err.Error())
continue
}
resp = append(resp, order.Detail{
Amount: orderData[i].Quantity,
RemainingAmount: orderData[i].Quantity - orderData[i].FillQuantity,
ExecutedAmount: orderData[i].FillQuantity,
Price: orderData[i].Limit,
Date: orderData[i].CreatedAt,
ID: orderData[i].ID,
Exchange: b.Name,
Type: orderType,
Side: orderSide,
Status: order.Active,
Pair: pair,
})
}
order.FilterOrdersByType(&resp, req.Type)
order.FilterOrdersByTimeRange(&resp, req.StartTime, req.EndTime)
order.FilterOrdersByCurrencies(&resp, req.Pairs)
b.WsSequenceOrders = sequence
return resp, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *Bittrex) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
if len(req.Pairs) == 0 {
return nil, errors.New("at least one currency is required to fetch order history")
}
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
var resp []order.Detail
for x := range req.Pairs {
formattedPair, err := b.FormatExchangeCurrency(req.Pairs[x], req.AssetType)
if err != nil {
return nil, err
}
orderData, err := b.GetOrderHistoryForCurrency(formattedPair.String())
if err != nil {
return nil, err
}
for i := range orderData {
pair, err := currency.NewPairDelimiter(orderData[i].MarketSymbol,
format.Delimiter)
if err != nil {
log.Errorf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse currency pair %v",
b.Name,
"GetOrderHistory",
orderData[i].ID,
err)
}
orderType := order.Type(strings.ToUpper(orderData[i].Type))
orderSide, err := order.StringToOrderSide(orderData[i].Direction)
if err != nil {
log.Errorf(log.ExchangeSys, "GetActiveOrders - %s - cannot get order side - %s\n", b.Name, err.Error())
continue
}
orderStatus, err := order.StringToOrderStatus(orderData[i].Status)
if err != nil {
log.Errorf(log.ExchangeSys, "GetActiveOrders - %s - cannot get order status - %s\n", b.Name, err.Error())
continue
}
resp = append(resp, order.Detail{
Amount: orderData[i].Quantity,
RemainingAmount: orderData[i].Quantity - orderData[i].FillQuantity,
ExecutedAmount: orderData[i].FillQuantity,
Price: orderData[i].Limit,
Date: orderData[i].CreatedAt,
ID: orderData[i].ID,
Exchange: b.Name,
Type: orderType,
Side: orderSide,
Status: orderStatus,
Fee: orderData[i].Commission,
Pair: pair,
})
}
order.FilterOrdersByType(&resp, req.Type)
order.FilterOrdersByTimeRange(&resp, req.StartTime, req.EndTime)
order.FilterOrdersByCurrencies(&resp, req.Pairs)
}
return resp, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *Bittrex) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !b.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return b.GetFee(feeBuilder)
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (b *Bittrex) ValidateCredentials(assetType asset.Item) error {
_, err := b.UpdateAccountInfo(assetType)
return b.CheckTransientError(err)
}
// FormatExchangeKlineInterval returns Interval to string
// Overrides Base function
func (b *Bittrex) FormatExchangeKlineInterval(in kline.Interval) string {
switch in {
case kline.OneMin:
return "MINUTE_1"
case kline.FiveMin:
return "MINUTE_5"
case kline.OneHour:
return "HOUR_1"
case kline.OneDay:
return "DAY_1"
default:
return "notfound"
}
}
// GetHistoricCandles returns candles between a time period for a set time interval
// Candles set size returned by Bittrex depends on interval length:
// - 1m interval: candles for 1 day (0:00 - 23:59)
// - 5m interval: candles for 1 day (0:00 - 23:55)
// - 1 hour interval: candles for 31 days
// - 1 day interval: candles for 366 days
// This implementation rounds returns candles up to the next interval or to the end
// time (whichever comes first)
func (b *Bittrex) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := b.ValidateKline(pair, a, interval); err != nil {
return kline.Item{}, err
}
candleInterval := b.FormatExchangeKlineInterval(interval)
if candleInterval == "notfound" {
return kline.Item{}, errors.New("invalid interval")
}
formattedPair, err := b.FormatExchangeCurrency(pair, a)
if err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: b.Name,
Pair: pair,
Asset: a,
Interval: interval,
}
year, month, day := start.Date()
curYear, curMonth, curDay := time.Now().Date()
getHistoric := false
getRecent := false
switch interval {
case kline.OneMin, kline.FiveMin:
if time.Since(start) > 24*time.Hour {
getHistoric = true
}
if year >= curYear && month >= curMonth && day >= curDay {
getRecent = true
}
case kline.OneHour:
if time.Since(start) > 31*24*time.Hour {
getHistoric = true
}
if year >= curYear && month >= curMonth {
getRecent = true
}
case kline.OneDay:
if time.Since(start) > 366*24*time.Hour {
getHistoric = true
}
if year >= curYear {
getRecent = true
}
}
var ohlcData []CandleData
if getHistoric {
var historicData []CandleData
historicData, err = b.GetHistoricalCandles(formattedPair.String(),
b.FormatExchangeKlineInterval(interval), "TRADE", year, int(month), day)
if err != nil {
return kline.Item{}, err
}
ohlcData = append(ohlcData, historicData...)
}
if getRecent {
var recentData []CandleData
recentData, err = b.GetRecentCandles(formattedPair.String(),
b.FormatExchangeKlineInterval(interval), "TRADE")
if err != nil {
return kline.Item{}, err
}
ohlcData = append(ohlcData, recentData...)
}
for x := range ohlcData {
timestamp := ohlcData[x].StartsAt
if timestamp.Before(start) || timestamp.After(end) {
continue
}
ret.Candles = append(ret.Candles, kline.Candle{
Time: timestamp,
Open: ohlcData[x].Open,
High: ohlcData[x].High,
Low: ohlcData[x].Low,
Close: ohlcData[x].Close,
Volume: ohlcData[x].Volume,
})
}
ret.SortCandlesByTimestamp(false)
ret.RemoveDuplicates()
return ret, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (b *Bittrex) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrNotYetImplemented
}