Files
gocryptotrader/exchanges/btcmarkets/btcmarkets_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

1030 lines
28 KiB
Go

package btcmarkets
import (
"errors"
"fmt"
"sort"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/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 *BTCMarkets) 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 basic defaults
func (b *BTCMarkets) SetDefaults() {
b.Name = "BTC Markets"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
b.API.CredentialsValidator.RequiresBase64DecodeSecret = true
requestFmt := &currency.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true}
configFmt := &currency.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true}
err := b.SetGlobalPairsManager(requestFmt, configFmt, asset.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,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
SubmitOrder: true,
UserTradeHistory: true,
CryptoWithdrawal: true,
FiatWithdraw: true,
TradeFee: true,
FiatWithdrawalFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AccountInfo: true,
Subscribe: true,
AuthenticatedEndpoints: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto |
exchange.AutoWithdrawFiat,
Kline: kline.ExchangeCapabilitiesSupported{
DateRanges: true,
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.OneMin.Word(): true,
kline.OneHour.Word(): true,
kline.OneDay.Word(): true,
},
ResultLimit: 1000,
},
},
}
b.Requester = request.New(b.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
b.API.Endpoints = b.NewEndpoints()
err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: btcMarketsAPIURL,
exchange.WebsocketSpot: btcMarketsWSURL,
})
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 an exchange configuration and sets all parameters
func (b *BTCMarkets) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
err := b.SetupDefaults(exch)
if err != nil {
return err
}
wsURL, err := b.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = b.Websocket.Setup(&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: btcMarketsWSURL,
ExchangeName: exch.Name,
RunningURL: wsURL,
Connector: b.WsConnect,
Subscriber: b.Subscribe,
GenerateSubscriptions: b.generateDefaultSubscriptions,
Features: &b.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
SortBuffer: true,
})
if err != nil {
return err
}
return b.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
}
// Start starts the BTC Markets go routine
func (b *BTCMarkets) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the BTC Markets wrapper
func (b *BTCMarkets) Run() {
if b.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s (url: %s).\n",
b.Name,
common.IsEnabled(b.Websocket.IsEnabled()),
btcMarketsWSURL)
b.PrintEnabledPairs()
}
forceUpdate := false
pairs, err := b.GetEnabledPairs(asset.Spot)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update enabled currencies Err:%s\n",
b.Name,
err)
return
}
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update enabled currencies.\n",
b.Name)
return
}
avail, err := b.GetAvailablePairs(asset.Spot)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update enabled currencies.\n",
b.Name)
return
}
if !common.StringDataContains(pairs.Strings(), format.Delimiter) ||
!common.StringDataContains(avail.Strings(), format.Delimiter) {
log.Warnln(log.ExchangeSys, "Available pairs for BTC Markets reset due to config upgrade, please enable the pairs you would like again.")
forceUpdate = true
}
if forceUpdate {
enabledPairs := currency.Pairs{currency.Pair{
Base: currency.BTC.Lower(),
Quote: currency.AUD.Lower(),
Delimiter: format.Delimiter,
},
}
err = b.UpdatePairs(enabledPairs, asset.Spot, true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update enabled currencies.\n",
b.Name)
}
}
if !b.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err = b.UpdateTradablePairs(forceUpdate)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
b.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (b *BTCMarkets) FetchTradablePairs(a asset.Item) ([]string, error) {
if a != asset.Spot {
return nil, fmt.Errorf("asset type of %s is not supported by %s", a, b.Name)
}
markets, err := b.GetMarkets()
if err != nil {
return nil, err
}
var pairs []string
for x := range markets {
pairs = append(pairs, markets[x].MarketID)
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *BTCMarkets) 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 *BTCMarkets) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
allPairs, err := b.GetEnabledPairs(assetType)
if err != nil {
return nil, err
}
tickers, err := b.GetTickers(allPairs)
if err != nil {
return nil, err
}
if len(allPairs) != len(tickers) {
return nil, errors.New("enabled pairs differ from returned tickers")
}
for x := range tickers {
var newP currency.Pair
newP, err = currency.NewPairFromString(tickers[x].MarketID)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Pair: newP,
Last: tickers[x].LastPrice,
High: tickers[x].High24h,
Low: tickers[x].Low24h,
Bid: tickers[x].BestBID,
Ask: tickers[x].BestAsk,
Volume: tickers[x].Volume,
LastUpdated: time.Now(),
ExchangeName: b.Name,
AssetType: assetType,
})
if err != nil {
return nil, err
}
}
return ticker.GetTicker(b.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (b *BTCMarkets) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
tickerNew, err := ticker.GetTicker(b.Name, fPair, assetType)
if err != nil {
return b.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (b *BTCMarkets) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
ob, err := orderbook.Get(b.Name, fPair, assetType)
if err != nil {
return b.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *BTCMarkets) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: b.Name,
Pair: p,
Asset: assetType,
PriceDuplication: true,
VerifyOrderbook: b.CanVerifyOrderbook,
}
fpair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
tempResp, err := b.GetOrderbook(fpair.String(), 2)
if err != nil {
return book, err
}
for x := range tempResp.Bids {
book.Bids = append(book.Bids, orderbook.Item{
Amount: tempResp.Bids[x].Volume,
Price: tempResp.Bids[x].Price})
}
for y := range tempResp.Asks {
book.Asks = append(book.Asks, orderbook.Item{
Amount: tempResp.Asks[y].Volume,
Price: tempResp.Asks[y].Price})
}
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 *BTCMarkets) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
var resp account.Holdings
data, err := b.GetAccountBalance()
if err != nil {
return resp, err
}
var acc account.SubAccount
for key := range data {
c := currency.NewCode(data[key].AssetName)
hold := data[key].Locked
total := data[key].Balance
acc.Currencies = append(acc.Currencies,
account.Balance{CurrencyName: c,
TotalValue: total,
Hold: hold})
}
resp.Accounts = append(resp.Accounts, acc)
resp.Exchange = b.Name
err = account.Process(&resp)
if err != nil {
return account.Holdings{}, err
}
return resp, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (b *BTCMarkets) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(b.Name, assetType)
if err != nil {
return b.UpdateAccountInfo(assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *BTCMarkets) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (b *BTCMarkets) 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 *BTCMarkets) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
p, err = b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
var resp []trade.Data
var tradeData []Trade
tradeData, err = b.GetTrades(p.String(), 0, 0, 200)
if err != nil {
return nil, err
}
for i := range tradeData {
side := order.Side("")
if tradeData[i].Side != "" {
side, err = order.StringToOrderSide(tradeData[i].Side)
if err != nil {
return nil, err
}
}
resp = append(resp, trade.Data{
Exchange: b.Name,
TID: tradeData[i].TradeID,
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Price,
Amount: tradeData[i].Amount,
Timestamp: tradeData[i].Timestamp,
})
}
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
func (b *BTCMarkets) GetHistoricTrades(_ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (b *BTCMarkets) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var resp order.SubmitResponse
if err := s.Validate(); err != nil {
return resp, err
}
if s.Side == order.Sell {
s.Side = order.Ask
}
if s.Side == order.Buy {
s.Side = order.Bid
}
fpair, err := b.FormatExchangeCurrency(s.Pair, asset.Spot)
if err != nil {
return resp, err
}
tempResp, err := b.NewOrder(fpair.String(),
s.Price,
s.Amount,
s.Type.String(),
s.Side.String(),
s.TriggerPrice,
s.TargetAmount,
"",
false,
"",
s.ClientID)
if err != nil {
return resp, err
}
resp.IsOrderPlaced = true
resp.OrderID = tempResp.OrderID
return resp, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *BTCMarkets) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *BTCMarkets) CancelOrder(o *order.Cancel) error {
err := o.Validate(o.StandardCancel())
if err != nil {
return err
}
_, err = b.RemoveOrder(o.ID)
return err
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (b *BTCMarkets) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *BTCMarkets) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
var resp order.CancelAllResponse
tempMap := make(map[string]string)
var orderIDs []string
orders, err := b.GetOrders("", -1, -1, -1, true)
if err != nil {
return resp, err
}
for x := range orders {
orderIDs = append(orderIDs, orders[x].OrderID)
}
splitOrders := common.SplitStringSliceByLimit(orderIDs, 20)
for z := range splitOrders {
tempResp, err := b.CancelBatch(splitOrders[z])
if err != nil {
return resp, err
}
for y := range tempResp.CancelOrders {
tempMap[tempResp.CancelOrders[y].OrderID] = "Success"
}
for z := range tempResp.UnprocessedRequests {
tempMap[tempResp.UnprocessedRequests[z].RequestID] = "Cancellation Failed"
}
}
resp.Status = tempMap
return resp, nil
}
// GetOrderInfo returns order information based on order ID
func (b *BTCMarkets) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var resp order.Detail
o, err := b.FetchOrder(orderID)
if err != nil {
return resp, err
}
p, err := currency.NewPairFromString(o.MarketID)
if err != nil {
return order.Detail{}, err
}
resp.Exchange = b.Name
resp.ID = orderID
resp.Pair = p
resp.Price = o.Price
resp.Date = o.CreationTime
resp.ExecutedAmount = o.Amount - o.OpenAmount
resp.Side = order.Bid
if o.Side == ask {
resp.Side = order.Ask
}
switch o.Type {
case limit:
resp.Type = order.Limit
case market:
resp.Type = order.Market
case stopLimit:
resp.Type = order.Stop
case stop:
resp.Type = order.Stop
case takeProfit:
resp.Type = order.ImmediateOrCancel
default:
resp.Type = order.UnknownType
}
resp.RemainingAmount = o.OpenAmount
switch o.Status {
case orderAccepted:
resp.Status = order.Active
case orderPlaced:
resp.Status = order.Active
case orderPartiallyMatched:
resp.Status = order.PartiallyFilled
case orderFullyMatched:
resp.Status = order.Filled
case orderCancelled:
resp.Status = order.Cancelled
case orderPartiallyCancelled:
resp.Status = order.PartiallyCancelled
case orderFailed:
resp.Status = order.Rejected
default:
resp.Status = order.UnknownStatus
}
return resp, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *BTCMarkets) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
temp, err := b.FetchDepositAddress(strings.ToUpper(cryptocurrency.String()), -1, -1, -1)
if err != nil {
return "", err
}
return temp.Address, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is submitted
func (b *BTCMarkets) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
a, err := b.RequestWithdraw(withdrawRequest.Currency.String(),
withdrawRequest.Amount,
withdrawRequest.Crypto.Address,
"",
"",
"",
"")
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: a.ID,
Status: a.Status,
}, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (b *BTCMarkets) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
if withdrawRequest.Currency != currency.AUD {
return nil, errors.New("only aud is supported for withdrawals")
}
a, err := b.RequestWithdraw(withdrawRequest.Currency.String(),
withdrawRequest.Amount,
"",
withdrawRequest.Fiat.Bank.AccountName,
withdrawRequest.Fiat.Bank.AccountNumber,
withdrawRequest.Fiat.Bank.BSBNumber,
withdrawRequest.Fiat.Bank.BankName)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: a.ID,
Status: a.Status,
}, nil
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (b *BTCMarkets) WithdrawFiatFundsToInternationalBank(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *BTCMarkets) 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)
}
// GetActiveOrders retrieves any orders that are active/open
func (b *BTCMarkets) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
if len(req.Pairs) == 0 {
allPairs, err := b.GetEnabledPairs(asset.Spot)
if err != nil {
return nil, err
}
for a := range allPairs {
req.Pairs = append(req.Pairs,
allPairs[a])
}
}
var resp []order.Detail
for x := range req.Pairs {
fpair, err := b.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
if err != nil {
return nil, err
}
tempData, err := b.GetOrders(fpair.String(), -1, -1, -1, true)
if err != nil {
return resp, err
}
for y := range tempData {
var tempResp order.Detail
tempResp.Exchange = b.Name
tempResp.Pair = req.Pairs[x]
tempResp.ID = tempData[y].OrderID
tempResp.Side = order.Bid
if tempData[y].Side == ask {
tempResp.Side = order.Ask
}
tempResp.Date = tempData[y].CreationTime
switch tempData[y].Type {
case limit:
tempResp.Type = order.Limit
case market:
tempResp.Type = order.Market
default:
log.Errorf(log.ExchangeSys,
"%s unknown order type %s getting order",
b.Name,
tempData[y].Type)
tempResp.Type = order.UnknownType
}
switch tempData[y].Status {
case orderAccepted:
tempResp.Status = order.Active
case orderPlaced:
tempResp.Status = order.Active
case orderPartiallyMatched:
tempResp.Status = order.PartiallyFilled
default:
log.Errorf(log.ExchangeSys,
"%s unexpected status %s on order %v",
b.Name,
tempData[y].Status,
tempData[y].OrderID)
tempResp.Status = order.UnknownStatus
}
tempResp.Price = tempData[y].Price
tempResp.Amount = tempData[y].Amount
tempResp.ExecutedAmount = tempData[y].Amount - tempData[y].OpenAmount
tempResp.RemainingAmount = tempData[y].OpenAmount
resp = append(resp, tempResp)
}
}
order.FilterOrdersByType(&resp, req.Type)
order.FilterOrdersByTimeRange(&resp, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&resp, req.Side)
return resp, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *BTCMarkets) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var resp []order.Detail
var tempResp order.Detail
var tempArray []string
if len(req.Pairs) == 0 {
orders, err := b.GetOrders("", -1, -1, -1, false)
if err != nil {
return resp, err
}
for x := range orders {
tempArray = append(tempArray, orders[x].OrderID)
}
}
for y := range req.Pairs {
fpair, err := b.FormatExchangeCurrency(req.Pairs[y], asset.Spot)
if err != nil {
return nil, err
}
orders, err := b.GetOrders(fpair.String(), -1, -1, -1, false)
if err != nil {
return resp, err
}
for z := range orders {
tempArray = append(tempArray, orders[z].OrderID)
}
}
splitOrders := common.SplitStringSliceByLimit(tempArray, 50)
for x := range splitOrders {
tempData, err := b.GetBatchTrades(splitOrders[x])
if err != nil {
return resp, err
}
for c := range tempData.Orders {
switch tempData.Orders[c].Status {
case orderFailed:
tempResp.Status = order.Rejected
case orderPartiallyCancelled:
tempResp.Status = order.PartiallyCancelled
case orderCancelled:
tempResp.Status = order.Cancelled
case orderFullyMatched:
tempResp.Status = order.Filled
case orderPartiallyMatched:
continue
case orderPlaced:
continue
case orderAccepted:
continue
}
p, err := currency.NewPairFromString(tempData.Orders[c].MarketID)
if err != nil {
return nil, err
}
tempResp.Exchange = b.Name
tempResp.Pair = p
tempResp.Side = order.Bid
if tempData.Orders[c].Side == ask {
tempResp.Side = order.Ask
}
tempResp.ID = tempData.Orders[c].OrderID
tempResp.Date = tempData.Orders[c].CreationTime
tempResp.Price = tempData.Orders[c].Price
tempResp.ExecutedAmount = tempData.Orders[c].Amount
resp = append(resp, tempResp)
}
}
return resp, nil
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (b *BTCMarkets) ValidateCredentials(assetType asset.Item) error {
_, err := b.UpdateAccountInfo(assetType)
if err != nil {
if b.CheckTransientError(err) == nil {
return nil
}
// Check for specific auth errors; all other errors can be disregarded
// as this does not affect authenticated requests.
if strings.Contains(err.Error(), "InvalidAPIKey") ||
strings.Contains(err.Error(), "InvalidAuthTimestamp") ||
strings.Contains(err.Error(), "InvalidAuthSignature") ||
strings.Contains(err.Error(), "InsufficientAPIPermission") {
return err
}
}
return nil
}
// FormatExchangeKlineInterval returns Interval to exchange formatted string
func (b *BTCMarkets) FormatExchangeKlineInterval(in kline.Interval) string {
if in == kline.OneDay {
return "1d"
}
return in.Short()
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (b *BTCMarkets) 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
}
if kline.TotalCandlesPerInterval(start, end, interval) > float64(b.Features.Enabled.Kline.ResultLimit) {
return kline.Item{}, errors.New(kline.ErrRequestExceedsExchangeLimits)
}
formattedPair, err := b.FormatExchangeCurrency(pair, a)
if err != nil {
return kline.Item{}, err
}
candles, err := b.GetMarketCandles(formattedPair.String(),
b.FormatExchangeKlineInterval(interval),
start,
end,
-1,
-1,
-1)
if err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: b.Name,
Pair: formattedPair,
Asset: asset.Spot,
Interval: interval,
}
for x := range candles {
var tempTime time.Time
var tempData kline.Candle
tempTime, err = time.Parse(time.RFC3339, candles[x][0])
if err != nil {
return kline.Item{}, err
}
tempData.Time = tempTime
tempData.Open, err = strconv.ParseFloat(candles[x][1], 64)
if err != nil {
return kline.Item{}, err
}
tempData.High, err = strconv.ParseFloat(candles[x][2], 64)
if err != nil {
return kline.Item{}, err
}
tempData.Low, err = strconv.ParseFloat(candles[x][3], 64)
if err != nil {
return kline.Item{}, err
}
tempData.Close, err = strconv.ParseFloat(candles[x][4], 64)
if err != nil {
return kline.Item{}, err
}
tempData.Volume, err = strconv.ParseFloat(candles[x][5], 64)
if err != nil {
return kline.Item{}, err
}
ret.Candles = append(ret.Candles, tempData)
}
ret.SortCandlesByTimestamp(false)
return ret, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (b *BTCMarkets) GetHistoricCandlesExtended(p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := b.ValidateKline(p, a, interval); err != nil {
return kline.Item{}, err
}
fPair, err := b.FormatExchangeCurrency(p, a)
if err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: b.Name,
Pair: fPair,
Asset: a,
Interval: interval,
}
dates := kline.CalculateCandleDateRanges(start, end, interval, b.Features.Enabled.Kline.ResultLimit)
for x := range dates.Ranges {
var candles CandleResponse
candles, err = b.GetMarketCandles(fPair.String(),
b.FormatExchangeKlineInterval(interval),
dates.Ranges[x].Start.Time, dates.Ranges[x].End.Time, -1, -1, -1)
if err != nil {
return kline.Item{}, err
}
for i := range candles {
var tempTime time.Time
var tempData kline.Candle
tempTime, err = time.Parse(time.RFC3339, candles[i][0])
if err != nil {
return kline.Item{}, err
}
tempData.Time = tempTime
tempData.Open, err = strconv.ParseFloat(candles[i][1], 64)
if err != nil {
return kline.Item{}, err
}
tempData.High, err = strconv.ParseFloat(candles[i][2], 64)
if err != nil {
return kline.Item{}, err
}
tempData.Low, err = strconv.ParseFloat(candles[i][3], 64)
if err != nil {
return kline.Item{}, err
}
tempData.Close, err = strconv.ParseFloat(candles[i][4], 64)
if err != nil {
return kline.Item{}, err
}
tempData.Volume, err = strconv.ParseFloat(candles[i][5], 64)
if err != nil {
return kline.Item{}, err
}
ret.Candles = append(ret.Candles, tempData)
}
}
err = dates.VerifyResultsHaveData(ret.Candles)
if err != nil {
log.Warnf(log.ExchangeSys, "%s - %s", b.Name, err)
}
ret.RemoveDuplicates()
ret.RemoveOutsideRange(start, end)
ret.SortCandlesByTimestamp(false)
return ret, nil
}