Files
gocryptotrader/exchanges/huobi/huobi_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

1664 lines
48 KiB
Go

package huobi
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 (h *HUOBI) GetDefaultConfig() (*config.ExchangeConfig, error) {
h.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = h.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = h.BaseCurrencies
err := h.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if h.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = h.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets default values for the exchange
func (h *HUOBI) SetDefaults() {
h.Name = "Huobi"
h.Enabled = true
h.Verbose = true
h.API.CredentialsValidator.RequiresKey = true
h.API.CredentialsValidator.RequiresSecret = true
fmt1 := currency.PairStore{
RequestFormat: &currency.PairFormat{Uppercase: false},
ConfigFormat: &currency.PairFormat{
Delimiter: currency.DashDelimiter,
Uppercase: true,
},
}
coinFutures := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.DashDelimiter,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
},
}
futures := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.UnderscoreDelimiter,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
},
}
err := h.StoreAssetPairFormat(asset.Spot, fmt1)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = h.StoreAssetPairFormat(asset.CoinMarginedFutures, coinFutures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = h.StoreAssetPairFormat(asset.Futures, futures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
h.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
},
WebsocketCapabilities: protocol.Features{
KlineFetching: true,
OrderbookFetching: true,
TradeFetching: true,
Subscribe: true,
Unsubscribe: true,
AuthenticatedEndpoints: true,
AccountInfo: true,
MessageCorrelation: true,
GetOrder: true,
GetOrders: true,
TickerFetching: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithSetup |
exchange.NoFiatWithdrawals,
Kline: kline.ExchangeCapabilitiesSupported{
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.OneMin.Word(): true,
kline.FiveMin.Word(): true,
kline.FifteenMin.Word(): true,
kline.ThirtyMin.Word(): true,
kline.OneHour.Word(): true,
kline.FourHour.Word(): true,
kline.OneDay.Word(): true,
kline.OneWeek.Word(): true,
kline.OneMonth.Word(): true,
kline.OneYear.Word(): true,
},
ResultLimit: 2000,
},
},
}
h.Requester = request.New(h.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
h.API.Endpoints = h.NewEndpoints()
err = h.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: huobiAPIURL,
exchange.RestFutures: huobiURL,
exchange.RestCoinMargined: huobiFuturesURL,
exchange.WebsocketSpot: wsMarketURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
h.Websocket = stream.New()
h.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
h.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
h.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup sets user configuration
func (h *HUOBI) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
h.SetEnabled(false)
return nil
}
err := h.SetupDefaults(exch)
if err != nil {
return err
}
wsRunningURL, err := h.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = h.Websocket.Setup(&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: wsMarketURL,
ExchangeName: exch.Name,
RunningURL: wsRunningURL,
Connector: h.WsConnect,
Subscriber: h.Subscribe,
UnSubscriber: h.Unsubscribe,
GenerateSubscriptions: h.GenerateDefaultSubscriptions,
Features: &h.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
})
if err != nil {
return err
}
err = h.Websocket.SetupNewConnection(stream.ConnectionSetup{
RateLimit: rateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
if err != nil {
return err
}
return h.Websocket.SetupNewConnection(stream.ConnectionSetup{
RateLimit: rateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
URL: wsAccountsOrdersURL,
Authenticated: true,
})
}
// Start starts the HUOBI go routine
func (h *HUOBI) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
h.Run()
wg.Done()
}()
}
// Run implements the HUOBI wrapper
func (h *HUOBI) Run() {
if h.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s (url: %s).\n",
h.Name,
common.IsEnabled(h.Websocket.IsEnabled()),
wsMarketURL)
h.PrintEnabledPairs()
}
var forceUpdate bool
enabled, err := h.GetEnabledPairs(asset.Spot)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update enabled currencies. Err:%s\n",
h.Name,
err)
}
avail, err := h.GetAvailablePairs(asset.Spot)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update enabled currencies. Err:%s\n",
h.Name,
err)
}
if common.StringDataContains(enabled.Strings(), currency.CNY.String()) ||
common.StringDataContains(avail.Strings(), currency.CNY.String()) {
forceUpdate = true
}
if common.StringDataContains(h.BaseCurrencies.Strings(), currency.CNY.String()) {
cfg := config.GetConfig()
var exchCfg *config.ExchangeConfig
exchCfg, err = cfg.GetExchangeConfig(h.Name)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to get exchange config. %s\n",
h.Name,
err)
return
}
exchCfg.BaseCurrencies = currency.Currencies{currency.USD}
h.BaseCurrencies = currency.Currencies{currency.USD}
}
if forceUpdate {
var format currency.PairFormat
format, err = h.GetPairFormat(asset.Spot, false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to get exchange config. %s\n",
h.Name,
err)
return
}
enabledPairs := currency.Pairs{
currency.Pair{
Base: currency.BTC.Lower(),
Quote: currency.USDT.Lower(),
Delimiter: format.Delimiter,
},
}
log.Warn(log.ExchangeSys,
"Available and enabled pairs for Huobi reset due to config upgrade, please enable the ones you would like again")
err = h.UpdatePairs(enabledPairs, asset.Spot, true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update enabled currencies. Err:%s\n",
h.Name,
err)
}
}
if !h.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err = h.UpdateTradablePairs(forceUpdate)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
h.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (h *HUOBI) FetchTradablePairs(a asset.Item) ([]string, error) {
if !h.SupportsAsset(a) {
return nil, fmt.Errorf("asset type of %s is not supported by %s", a, h.Name)
}
var pairs []string
switch a {
case asset.Spot:
symbols, err := h.GetSymbols()
if err != nil {
return nil, err
}
format, err := h.GetPairFormat(a, false)
if err != nil {
return nil, err
}
for x := range symbols {
if symbols[x].State != "online" {
continue
}
pairs = append(pairs, symbols[x].BaseCurrency+
format.Delimiter+
symbols[x].QuoteCurrency)
}
case asset.CoinMarginedFutures:
symbols, err := h.GetSwapMarkets(currency.Pair{})
if err != nil {
return nil, err
}
for z := range symbols {
if symbols[z].ContractStatus == 1 {
pairs = append(pairs, symbols[z].ContractCode)
}
}
case asset.Futures:
symbols, err := h.FGetContractInfo("", "", currency.Pair{})
if err != nil {
return nil, err
}
for c := range symbols.Data {
if symbols.Data[c].ContractStatus == 1 {
pairs = append(pairs, symbols.Data[c].ContractCode)
}
}
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (h *HUOBI) UpdateTradablePairs(forceUpdate bool) error {
spotPairs, err := h.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(spotPairs)
if err != nil {
return err
}
err = h.UpdatePairs(p, asset.Spot, false, forceUpdate)
if err != nil {
return err
}
futuresPairs, err := h.FetchTradablePairs(asset.Futures)
if err != nil {
return err
}
fp, err := currency.NewPairsFromStrings(futuresPairs)
if err != nil {
return err
}
err = h.UpdatePairs(fp, asset.Futures, false, forceUpdate)
if err != nil {
return err
}
coinmarginedFuturesPairs, err := h.FetchTradablePairs(asset.CoinMarginedFutures)
if err != nil {
return err
}
cp, err := currency.NewPairsFromStrings(coinmarginedFuturesPairs)
if err != nil {
return err
}
return h.UpdatePairs(cp, asset.CoinMarginedFutures, false, forceUpdate)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (h *HUOBI) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
if !h.SupportsAsset(assetType) {
return nil, fmt.Errorf("asset type of %s is not supported by %s", assetType, h.Name)
}
switch assetType {
case asset.Spot:
tickerData, err := h.Get24HrMarketSummary(p)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
High: tickerData.Tick.High,
Low: tickerData.Tick.Low,
Volume: tickerData.Tick.Volume,
Open: tickerData.Tick.Open,
Close: tickerData.Tick.Close,
Pair: p,
ExchangeName: h.Name,
AssetType: asset.Spot,
})
if err != nil {
return nil, err
}
case asset.CoinMarginedFutures:
marketData, err := h.GetSwapMarketOverview(p)
if err != nil {
return nil, err
}
if len(marketData.Tick.Bid) == 0 {
return nil, fmt.Errorf("invalid data for bid")
}
if len(marketData.Tick.Ask) == 0 {
return nil, fmt.Errorf("invalid data for Ask")
}
err = ticker.ProcessTicker(&ticker.Price{
High: marketData.Tick.High,
Low: marketData.Tick.Low,
Volume: marketData.Tick.Vol,
Open: marketData.Tick.Open,
Close: marketData.Tick.Close,
Pair: p,
Bid: marketData.Tick.Bid[0],
Ask: marketData.Tick.Ask[0],
ExchangeName: h.Name,
AssetType: assetType,
})
if err != nil {
return nil, err
}
case asset.Futures:
marketData, err := h.FGetMarketOverviewData(p)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
High: marketData.Tick.High,
Low: marketData.Tick.Low,
Volume: marketData.Tick.Vol,
Open: marketData.Tick.Open,
Close: marketData.Tick.Close,
Pair: p,
Bid: marketData.Tick.Bid[0],
Ask: marketData.Tick.Ask[0],
ExchangeName: h.Name,
AssetType: assetType,
})
if err != nil {
return nil, err
}
}
return ticker.GetTicker(h.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (h *HUOBI) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(h.Name, p, assetType)
if err != nil {
return h.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (h *HUOBI) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(h.Name, p, assetType)
if err != nil {
return h.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (h *HUOBI) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: h.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: h.CanVerifyOrderbook,
}
var err error
switch assetType {
case asset.Spot:
var orderbookNew Orderbook
orderbookNew, err = h.GetDepth(OrderBookDataRequestParams{
Symbol: p,
Type: OrderBookDataRequestParamsTypeStep0,
})
if err != nil {
return nil, err
}
for x := range orderbookNew.Bids {
book.Bids = append(book.Bids, orderbook.Item{
Amount: orderbookNew.Bids[x][1],
Price: orderbookNew.Bids[x][0],
})
}
for x := range orderbookNew.Asks {
book.Asks = append(book.Asks, orderbook.Item{
Amount: orderbookNew.Asks[x][1],
Price: orderbookNew.Asks[x][0],
})
}
case asset.Futures:
var orderbookNew OBData
orderbookNew, err = h.FGetMarketDepth(p, "step0")
if err != nil {
return nil, err
}
for x := range orderbookNew.Asks {
book.Asks = append(book.Asks, orderbook.Item{
Amount: orderbookNew.Asks[x].Quantity,
Price: orderbookNew.Asks[x].Price,
})
}
for y := range orderbookNew.Bids {
book.Bids = append(book.Bids, orderbook.Item{
Amount: orderbookNew.Bids[y].Quantity,
Price: orderbookNew.Bids[y].Price,
})
}
case asset.CoinMarginedFutures:
var orderbookNew SwapMarketDepthData
orderbookNew, err = h.GetSwapMarketDepth(p, "step0")
if err != nil {
return nil, err
}
for x := range orderbookNew.Tick.Asks {
book.Asks = append(book.Asks, orderbook.Item{
Amount: orderbookNew.Tick.Asks[x][1],
Price: orderbookNew.Tick.Asks[x][0],
})
}
for y := range orderbookNew.Tick.Bids {
book.Bids = append(book.Bids, orderbook.Item{
Amount: orderbookNew.Tick.Bids[y][1],
Price: orderbookNew.Tick.Bids[y][0],
})
}
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(h.Name, p, assetType)
}
// GetAccountID returns the account ID for trades
func (h *HUOBI) GetAccountID() ([]Account, error) {
acc, err := h.GetAccounts()
if err != nil {
return nil, err
}
if len(acc) < 1 {
return nil, errors.New("no account returned")
}
return acc, nil
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// HUOBI exchange - to-do
func (h *HUOBI) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
var info account.Holdings
var acc account.SubAccount
info.Exchange = h.Name
switch assetType {
case asset.Spot:
if h.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
resp, err := h.wsGetAccountsList()
if err != nil {
return info, err
}
var currencyDetails []account.Balance
for i := range resp.Data {
if len(resp.Data[i].List) == 0 {
continue
}
currData := account.Balance{
CurrencyName: currency.NewCode(resp.Data[i].List[0].Currency),
TotalValue: resp.Data[i].List[0].Balance,
}
if len(resp.Data[i].List) > 1 && resp.Data[i].List[1].Type == "frozen" {
currData.Hold = resp.Data[i].List[1].Balance
}
currencyDetails = append(currencyDetails, currData)
}
acc.Currencies = currencyDetails
} else {
accounts, err := h.GetAccountID()
if err != nil {
return info, err
}
for i := range accounts {
acc.ID = strconv.FormatInt(accounts[i].ID, 10)
balances, err := h.GetAccountBalance(acc.ID)
if err != nil {
return info, err
}
var currencyDetails []account.Balance
balance:
for j := range balances {
frozen := balances[j].Type == "frozen"
for i := range currencyDetails {
if currencyDetails[i].CurrencyName.String() == balances[j].Currency {
if frozen {
currencyDetails[i].Hold = balances[j].Balance
} else {
currencyDetails[i].TotalValue = balances[j].Balance
}
continue balance
}
}
if frozen {
currencyDetails = append(currencyDetails,
account.Balance{
CurrencyName: currency.NewCode(balances[j].Currency),
Hold: balances[j].Balance,
})
} else {
currencyDetails = append(currencyDetails,
account.Balance{
CurrencyName: currency.NewCode(balances[j].Currency),
TotalValue: balances[j].Balance,
})
}
}
acc.Currencies = currencyDetails
}
}
case asset.CoinMarginedFutures:
subAccsData, err := h.GetSwapAllSubAccAssets(currency.Pair{})
if err != nil {
return info, err
}
var currencyDetails []account.Balance
for x := range subAccsData.Data {
a, err := h.SwapSingleSubAccAssets(currency.Pair{}, subAccsData.Data[x].SubUID)
if err != nil {
return info, err
}
for y := range a.Data {
currencyDetails = append(currencyDetails, account.Balance{
CurrencyName: currency.NewCode(a.Data[y].Symbol),
TotalValue: a.Data[y].MarginBalance,
Hold: a.Data[y].MarginFrozen,
})
}
}
acc.Currencies = currencyDetails
case asset.Futures:
subAccsData, err := h.FGetAllSubAccountAssets(currency.Code{})
if err != nil {
return info, err
}
var currencyDetails []account.Balance
for x := range subAccsData.Data {
a, err := h.FGetSingleSubAccountInfo("", strconv.FormatInt(subAccsData.Data[x].SubUID, 10))
if err != nil {
return info, err
}
for y := range a.AssetsData {
currencyDetails = append(currencyDetails, account.Balance{
CurrencyName: currency.NewCode(a.AssetsData[y].Symbol),
TotalValue: a.AssetsData[y].MarginBalance,
Hold: a.AssetsData[y].MarginFrozen,
})
}
}
acc.Currencies = currencyDetails
}
acc.AssetType = asset.Futures
info.Accounts = append(info.Accounts, acc)
err := account.Process(&info)
if err != nil {
return info, err
}
return info, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (h *HUOBI) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(h.Name, assetType)
if err != nil {
return h.UpdateAccountInfo(assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (h *HUOBI) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (h *HUOBI) 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 (h *HUOBI) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
var tradeData []TradeHistory
tradeData, err = h.GetTradeHistory(p, 2000)
if err != nil {
return nil, err
}
var resp []trade.Data
for i := range tradeData {
for j := range tradeData[i].Trades {
var side order.Side
side, err = order.StringToOrderSide(tradeData[i].Trades[j].Direction)
if err != nil {
return nil, err
}
resp = append(resp, trade.Data{
Exchange: h.Name,
TID: strconv.FormatFloat(tradeData[i].Trades[j].TradeID, 'f', -1, 64),
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Trades[j].Price,
Amount: tradeData[i].Trades[j].Amount,
Timestamp: time.Unix(0, tradeData[i].Timestamp*int64(time.Millisecond)),
})
}
}
err = h.AddTradesToBuffer(resp...)
if err != nil {
return nil, err
}
sort.Sort(trade.ByDate(resp))
return resp, nil
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (h *HUOBI) GetHistoricTrades(_ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (h *HUOBI) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
switch s.AssetType {
case asset.Spot:
accountID, err := strconv.ParseInt(s.ClientID, 10, 64)
if err != nil {
return submitOrderResponse, err
}
var formattedType SpotNewOrderRequestParamsType
var params = SpotNewOrderRequestParams{
Amount: s.Amount,
Source: "api",
Symbol: s.Pair,
AccountID: int(accountID),
}
switch {
case s.Side == order.Buy && s.Type == order.Market:
formattedType = SpotNewOrderRequestTypeBuyMarket
case s.Side == order.Sell && s.Type == order.Market:
formattedType = SpotNewOrderRequestTypeSellMarket
case s.Side == order.Buy && s.Type == order.Limit:
formattedType = SpotNewOrderRequestTypeBuyLimit
params.Price = s.Price
case s.Side == order.Sell && s.Type == order.Limit:
formattedType = SpotNewOrderRequestTypeSellLimit
params.Price = s.Price
}
params.Type = formattedType
response, err := h.SpotNewOrder(&params)
if err != nil {
return submitOrderResponse, err
}
if response > 0 {
submitOrderResponse.OrderID = strconv.FormatInt(response, 10)
}
submitOrderResponse.IsOrderPlaced = true
if s.Type == order.Market {
submitOrderResponse.FullyMatched = true
}
case asset.CoinMarginedFutures:
var oDirection string
switch s.Side {
case order.Buy:
oDirection = "BUY"
case order.Sell:
oDirection = "SELL"
}
var oType string
switch s.Type {
case order.Limit:
oType = "limit"
case order.PostOnly:
oType = "post_only"
}
order, err := h.PlaceSwapOrders(s.Pair, s.ClientOrderID, oDirection, s.Offset, oType, s.Price, s.Amount, s.Leverage)
if err != nil {
return submitOrderResponse, err
}
submitOrderResponse.OrderID = order.Data.OrderIDString
submitOrderResponse.IsOrderPlaced = true
case asset.Futures:
var oDirection string
switch s.Side {
case order.Buy:
oDirection = "BUY"
case order.Sell:
oDirection = "SELL"
}
var oType string
switch s.Type {
case order.Limit:
oType = "limit"
case order.PostOnly:
oType = "post_only"
}
order, err := h.FOrder(s.Pair, "", "", s.ClientOrderID, oDirection, s.Offset, oType, s.Price, s.Amount, s.Leverage)
if err != nil {
return submitOrderResponse, err
}
submitOrderResponse.OrderID = order.Data.OrderIDStr
submitOrderResponse.IsOrderPlaced = true
}
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (h *HUOBI) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (h *HUOBI) CancelOrder(o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
var err error
switch o.AssetType {
case asset.Spot:
var orderIDInt int64
orderIDInt, err = strconv.ParseInt(o.ID, 10, 64)
if err != nil {
return err
}
_, err = h.CancelExistingOrder(orderIDInt)
case asset.CoinMarginedFutures:
_, err = h.CancelSwapOrder(o.ID, o.ClientID, o.Pair)
case asset.Futures:
_, err = h.FCancelOrder(o.Symbol, o.ClientID, o.ClientOrderID)
default:
return fmt.Errorf("%v assetType not supported", o.AssetType)
}
return err
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (h *HUOBI) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (h *HUOBI) CancelAllOrders(orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
if err := orderCancellation.Validate(); err != nil {
return order.CancelAllResponse{}, err
}
var cancelAllOrdersResponse order.CancelAllResponse
cancelAllOrdersResponse.Status = make(map[string]string)
switch orderCancellation.AssetType {
case asset.Spot:
enabledPairs, err := h.GetEnabledPairs(asset.Spot)
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range enabledPairs {
resp, err := h.CancelOpenOrdersBatch(orderCancellation.AccountID,
enabledPairs[i])
if err != nil {
return cancelAllOrdersResponse, err
}
if resp.Data.FailedCount > 0 {
return cancelAllOrdersResponse,
fmt.Errorf("%v orders failed to cancel",
resp.Data.FailedCount)
}
if resp.Status == "error" {
return cancelAllOrdersResponse, errors.New(resp.ErrorMessage)
}
}
case asset.CoinMarginedFutures:
if orderCancellation.Pair.IsEmpty() {
enabledPairs, err := h.GetEnabledPairs(asset.CoinMarginedFutures)
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range enabledPairs {
a, err := h.CancelAllSwapOrders(enabledPairs[i])
if err != nil {
return cancelAllOrdersResponse, err
}
split := strings.Split(a.Successes, ",")
for x := range split {
cancelAllOrdersResponse.Status[split[x]] = "success"
}
for y := range a.Errors {
cancelAllOrdersResponse.Status[a.Errors[y].OrderID] = fmt.Sprintf("fail: %s", a.Errors[y].ErrMsg)
}
}
} else {
a, err := h.CancelAllSwapOrders(orderCancellation.Pair)
if err != nil {
return cancelAllOrdersResponse, err
}
split := strings.Split(a.Successes, ",")
for x := range split {
cancelAllOrdersResponse.Status[split[x]] = "success"
}
for y := range a.Errors {
cancelAllOrdersResponse.Status[a.Errors[y].OrderID] = fmt.Sprintf("fail: %s", a.Errors[y].ErrMsg)
}
}
case asset.Futures:
if orderCancellation.Pair.IsEmpty() {
enabledPairs, err := h.GetEnabledPairs(asset.Futures)
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range enabledPairs {
a, err := h.FCancelAllOrders(enabledPairs[i], "", "")
if err != nil {
return cancelAllOrdersResponse, err
}
split := strings.Split(a.Data.Successes, ",")
for x := range split {
cancelAllOrdersResponse.Status[split[x]] = "success"
}
for y := range a.Data.Errors {
cancelAllOrdersResponse.Status[strconv.FormatInt(a.Data.Errors[y].OrderID, 10)] = fmt.Sprintf("fail: %s", a.Data.Errors[y].ErrMsg)
}
}
} else {
a, err := h.FCancelAllOrders(orderCancellation.Pair, "", "")
if err != nil {
return cancelAllOrdersResponse, err
}
split := strings.Split(a.Data.Successes, ",")
for x := range split {
cancelAllOrdersResponse.Status[split[x]] = "success"
}
for y := range a.Data.Errors {
cancelAllOrdersResponse.Status[strconv.FormatInt(a.Data.Errors[y].OrderID, 10)] = fmt.Sprintf("fail: %s", a.Data.Errors[y].ErrMsg)
}
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns order information based on order ID
func (h *HUOBI) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var orderDetail order.Detail
switch assetType {
case asset.Spot:
var respData *OrderInfo
if h.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
resp, err := h.wsGetOrderDetails(orderID)
if err != nil {
return orderDetail, err
}
respData = &resp.Data
} else {
oID, err := strconv.ParseInt(orderID, 10, 64)
if err != nil {
return orderDetail, err
}
resp, err := h.GetOrder(oID)
if err != nil {
return orderDetail, err
}
respData = &resp
}
if respData.ID == 0 {
return orderDetail, fmt.Errorf("%s - order not found for orderid %s", h.Name, orderID)
}
var responseID = strconv.FormatInt(respData.ID, 10)
if responseID != orderID {
return orderDetail, errors.New(h.Name + " - GetOrderInfo orderID mismatch. Expected: " +
orderID + " Received: " + responseID)
}
typeDetails := strings.Split(respData.Type, "-")
orderSide, err := order.StringToOrderSide(typeDetails[0])
if err != nil {
if h.Websocket.IsConnected() {
h.Websocket.DataHandler <- order.ClassificationError{
Exchange: h.Name,
OrderID: orderID,
Err: err,
}
} else {
return orderDetail, err
}
}
orderType, err := order.StringToOrderType(typeDetails[1])
if err != nil {
if h.Websocket.IsConnected() {
h.Websocket.DataHandler <- order.ClassificationError{
Exchange: h.Name,
OrderID: orderID,
Err: err,
}
} else {
return orderDetail, err
}
}
orderStatus, err := order.StringToOrderStatus(respData.State)
if err != nil {
if h.Websocket.IsConnected() {
h.Websocket.DataHandler <- order.ClassificationError{
Exchange: h.Name,
OrderID: orderID,
Err: err,
}
} else {
return orderDetail, err
}
}
var p currency.Pair
var a asset.Item
p, a, err = h.GetRequestFormattedPairAndAssetType(respData.Symbol)
if err != nil {
return orderDetail, err
}
orderDetail = order.Detail{
Exchange: h.Name,
ID: orderID,
AccountID: strconv.FormatInt(respData.AccountID, 10),
Pair: p,
Type: orderType,
Side: orderSide,
Date: time.Unix(0, respData.CreatedAt*int64(time.Millisecond)),
Status: orderStatus,
Price: respData.Price,
Amount: respData.Amount,
ExecutedAmount: respData.FilledAmount,
Fee: respData.FilledFees,
AssetType: a,
}
case asset.CoinMarginedFutures:
orderInfo, err := h.GetSwapOrderInfo(pair, orderID, "")
if err != nil {
return orderDetail, err
}
var orderVars OrderVars
for x := range orderInfo.Data {
orderVars, err = compatibleVars(orderInfo.Data[x].Direction, orderInfo.Data[x].OrderPriceType, orderInfo.Data[x].Status)
if err != nil {
return orderDetail, err
}
maker := true
if orderVars.OrderType == order.Limit || orderVars.OrderType == order.PostOnly {
maker = false
}
orderDetail.Trades = append(orderDetail.Trades, order.TradeHistory{
Price: orderInfo.Data[x].Price,
Amount: orderInfo.Data[x].Volume,
Fee: orderInfo.Data[x].Fee,
Exchange: h.Name,
TID: orderInfo.Data[x].OrderIDString,
Type: orderVars.OrderType,
Side: orderVars.Side,
IsMaker: maker,
})
}
case asset.Futures:
orderInfo, err := h.FGetOrderInfo("", orderID, "")
if err != nil {
return orderDetail, err
}
var orderVars OrderVars
for x := range orderInfo.Data {
orderVars, err = compatibleVars(orderInfo.Data[x].Direction, orderInfo.Data[x].OrderPriceType, orderInfo.Data[x].Status)
if err != nil {
return orderDetail, err
}
orderDetail.Trades = append(orderDetail.Trades, order.TradeHistory{
Price: orderInfo.Data[x].Price,
Amount: orderInfo.Data[x].Volume,
Fee: orderInfo.Data[x].Fee,
Exchange: h.Name,
TID: orderInfo.Data[x].OrderIDString,
Type: orderVars.OrderType,
Side: orderVars.Side,
IsMaker: orderVars.OrderType == order.Limit || orderVars.OrderType == order.PostOnly,
})
}
}
return orderDetail, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (h *HUOBI) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
resp, err := h.QueryDepositAddress(cryptocurrency.Lower().String())
return resp.Address, err
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (h *HUOBI) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
resp, err := h.Withdraw(withdrawRequest.Currency,
withdrawRequest.Crypto.Address,
withdrawRequest.Crypto.AddressTag,
withdrawRequest.Amount,
withdrawRequest.Crypto.FeeAmount)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: strconv.FormatInt(resp, 10),
}, err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (h *HUOBI) WithdrawFiatFunds(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (h *HUOBI) WithdrawFiatFundsToInternationalBank(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (h *HUOBI) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !h.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return h.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (h *HUOBI) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var orders []order.Detail
switch req.AssetType {
case asset.Spot:
if len(req.Pairs) == 0 {
return nil, errors.New("currency must be supplied")
}
side := ""
if req.Side == order.AnySide || req.Side == "" {
side = ""
} else if req.Side == order.Sell {
side = req.Side.Lower()
}
if h.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
for i := range req.Pairs {
resp, err := h.wsGetOrdersList(-1, req.Pairs[i])
if err != nil {
return orders, err
}
for j := range resp.Data {
sideData := strings.Split(resp.Data[j].OrderState, "-")
side = sideData[0]
var orderID = strconv.FormatInt(resp.Data[j].OrderID, 10)
orderSide, err := order.StringToOrderSide(side)
if err != nil {
h.Websocket.DataHandler <- order.ClassificationError{
Exchange: h.Name,
OrderID: orderID,
Err: err,
}
}
orderType, err := order.StringToOrderType(sideData[1])
if err != nil {
h.Websocket.DataHandler <- order.ClassificationError{
Exchange: h.Name,
OrderID: orderID,
Err: err,
}
}
orderStatus, err := order.StringToOrderStatus(resp.Data[j].OrderState)
if err != nil {
h.Websocket.DataHandler <- order.ClassificationError{
Exchange: h.Name,
OrderID: orderID,
Err: err,
}
}
orders = append(orders, order.Detail{
Exchange: h.Name,
AccountID: strconv.FormatInt(resp.Data[j].AccountID, 10),
ID: orderID,
Pair: req.Pairs[i],
Type: orderType,
Side: orderSide,
Date: time.Unix(0, resp.Data[j].CreatedAt*int64(time.Millisecond)),
Status: orderStatus,
Price: resp.Data[j].Price,
Amount: resp.Data[j].OrderAmount,
ExecutedAmount: resp.Data[j].FilledAmount,
RemainingAmount: resp.Data[j].UnfilledAmount,
Fee: resp.Data[j].FilledFees,
})
}
}
} else {
for i := range req.Pairs {
resp, err := h.GetOpenOrders(req.Pairs[i],
h.API.Credentials.ClientID,
side,
500)
if err != nil {
return nil, err
}
for x := range resp {
orderDetail := order.Detail{
ID: strconv.FormatInt(resp[x].ID, 10),
Price: resp[x].Price,
Amount: resp[x].Amount,
Pair: req.Pairs[i],
Exchange: h.Name,
ExecutedAmount: resp[x].FilledAmount,
Date: time.Unix(0, resp[x].CreatedAt*int64(time.Millisecond)),
Status: order.Status(resp[x].State),
AccountID: strconv.FormatInt(resp[x].AccountID, 10),
Fee: resp[x].FilledFees,
}
setOrderSideAndType(resp[x].Type, &orderDetail)
orders = append(orders, orderDetail)
}
}
}
case asset.CoinMarginedFutures:
for x := range req.Pairs {
var currentPage int64 = 0
for done := false; !done; {
openOrders, err := h.GetSwapOpenOrders(req.Pairs[x], currentPage, 50)
if err != nil {
return orders, err
}
var orderVars OrderVars
for x := range openOrders.Data.Orders {
orderVars, err = compatibleVars(openOrders.Data.Orders[x].Direction,
openOrders.Data.Orders[x].OrderPriceType,
openOrders.Data.Orders[x].Status)
if err != nil {
return orders, err
}
p, err := currency.NewPairFromString(openOrders.Data.Orders[x].ContractCode)
if err != nil {
return orders, err
}
orders = append(orders, order.Detail{
PostOnly: (orderVars.OrderType == order.PostOnly),
Leverage: openOrders.Data.Orders[x].LeverageRate,
Price: openOrders.Data.Orders[x].Price,
Amount: openOrders.Data.Orders[x].Volume,
ExecutedAmount: openOrders.Data.Orders[x].TradeVolume,
RemainingAmount: openOrders.Data.Orders[x].Volume - openOrders.Data.Orders[x].TradeVolume,
Fee: openOrders.Data.Orders[x].Fee,
Exchange: h.Name,
AssetType: req.AssetType,
ID: openOrders.Data.Orders[x].OrderIDString,
Side: orderVars.Side,
Type: orderVars.OrderType,
Status: orderVars.Status,
Pair: p,
})
}
}
}
case asset.Futures:
for x := range req.Pairs {
var currentPage int64 = 0
for done := false; !done; {
openOrders, err := h.FGetOpenOrders(req.Pairs[x].Base, currentPage, 50)
if err != nil {
return orders, err
}
var orderVars OrderVars
for x := range openOrders.Data.Orders {
orderVars, err = compatibleVars(openOrders.Data.Orders[x].Direction,
openOrders.Data.Orders[x].OrderPriceType,
openOrders.Data.Orders[x].Status)
if err != nil {
return orders, err
}
p, err := currency.NewPairFromString(openOrders.Data.Orders[x].ContractCode)
if err != nil {
return orders, err
}
orders = append(orders, order.Detail{
PostOnly: (orderVars.OrderType == order.PostOnly),
Leverage: openOrders.Data.Orders[x].LeverageRate,
Price: openOrders.Data.Orders[x].Price,
Amount: openOrders.Data.Orders[x].Volume,
ExecutedAmount: openOrders.Data.Orders[x].TradeVolume,
RemainingAmount: openOrders.Data.Orders[x].Volume - openOrders.Data.Orders[x].TradeVolume,
Fee: openOrders.Data.Orders[x].Fee,
Exchange: h.Name,
AssetType: req.AssetType,
ID: openOrders.Data.Orders[x].OrderIDString,
Side: orderVars.Side,
Type: orderVars.OrderType,
Status: orderVars.Status,
Pair: p,
})
}
}
}
}
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (h *HUOBI) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var orders []order.Detail
switch req.AssetType {
case asset.Spot:
if len(req.Pairs) == 0 {
return nil, errors.New("currency must be supplied")
}
states := "partial-canceled,filled,canceled"
for i := range req.Pairs {
resp, err := h.GetOrders(
req.Pairs[i],
"",
"",
"",
states,
"",
"",
"")
if err != nil {
return nil, err
}
for x := range resp {
orderDetail := order.Detail{
ID: strconv.FormatInt(resp[x].ID, 10),
Price: resp[x].Price,
Amount: resp[x].Amount,
Pair: req.Pairs[i],
Exchange: h.Name,
ExecutedAmount: resp[x].FilledAmount,
Date: time.Unix(0, resp[x].CreatedAt*int64(time.Millisecond)),
Status: order.Status(resp[x].State),
AccountID: strconv.FormatInt(resp[x].AccountID, 10),
Fee: resp[x].FilledFees,
}
setOrderSideAndType(resp[x].Type, &orderDetail)
orders = append(orders, orderDetail)
}
}
case asset.CoinMarginedFutures:
for x := range req.Pairs {
var currentPage int64 = 0
for done := false; !done; {
orderHistory, err := h.GetSwapOrderHistory(req.Pairs[x], "all", "all", []order.Status{order.AnyStatus}, int64(req.EndTime.Sub(req.StartTime).Hours()/24), currentPage, 50)
if err != nil {
return orders, err
}
var orderVars OrderVars
for x := range orderHistory.Data.Orders {
p, err := currency.NewPairFromString(orderHistory.Data.Orders[x].ContractCode)
if err != nil {
return orders, err
}
orderVars, err = compatibleVars(orderHistory.Data.Orders[x].Direction,
orderHistory.Data.Orders[x].OrderPriceType,
orderHistory.Data.Orders[x].Status)
if err != nil {
return orders, err
}
orders = append(orders, order.Detail{
PostOnly: (orderVars.OrderType == order.PostOnly),
Leverage: orderHistory.Data.Orders[x].LeverageRate,
Price: orderHistory.Data.Orders[x].Price,
Amount: orderHistory.Data.Orders[x].Volume,
ExecutedAmount: orderHistory.Data.Orders[x].TradeVolume,
RemainingAmount: orderHistory.Data.Orders[x].Volume - orderHistory.Data.Orders[x].TradeVolume,
Fee: orderHistory.Data.Orders[x].Fee,
Exchange: h.Name,
AssetType: req.AssetType,
ID: orderHistory.Data.Orders[x].OrderIDString,
Side: orderVars.Side,
Type: orderVars.OrderType,
Status: orderVars.Status,
Pair: p,
})
}
currentPage++
if currentPage == orderHistory.Data.TotalPage {
done = true
}
}
}
case asset.Futures:
for x := range req.Pairs {
var currentPage int64 = 0
for done := false; !done; {
openOrders, err := h.FGetOrderHistory(req.Pairs[x], "", "all", "all", "limit", []order.Status{order.AnyStatus}, int64(req.EndTime.Sub(req.StartTime).Hours()/24), currentPage, 50)
if err != nil {
return orders, err
}
var orderVars OrderVars
for x := range openOrders.Data.Orders {
orderVars, err = compatibleVars(openOrders.Data.Orders[x].Direction,
openOrders.Data.Orders[x].OrderPriceType,
openOrders.Data.Orders[x].Status)
if err != nil {
return orders, err
}
if req.Side != orderVars.Side {
continue
}
if req.Type != orderVars.OrderType {
continue
}
orderCreateTime := time.Unix(openOrders.Data.Orders[x].CreateDate, 0)
p, err := currency.NewPairFromString(openOrders.Data.Orders[x].ContractCode)
if err != nil {
return orders, err
}
orders = append(orders, order.Detail{
PostOnly: (orderVars.OrderType == order.PostOnly),
Leverage: openOrders.Data.Orders[x].LeverageRate,
Price: openOrders.Data.Orders[x].Price,
Amount: openOrders.Data.Orders[x].Volume,
ExecutedAmount: openOrders.Data.Orders[x].TradeVolume,
RemainingAmount: openOrders.Data.Orders[x].Volume - openOrders.Data.Orders[x].TradeVolume,
Fee: openOrders.Data.Orders[x].Fee,
Exchange: h.Name,
AssetType: req.AssetType,
ID: openOrders.Data.Orders[x].OrderIDString,
Side: orderVars.Side,
Type: orderVars.OrderType,
Status: orderVars.Status,
Pair: p,
Date: orderCreateTime,
})
}
currentPage++
if currentPage == openOrders.Data.TotalPage {
done = true
}
}
}
}
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
return orders, nil
}
func setOrderSideAndType(requestType string, orderDetail *order.Detail) {
switch SpotNewOrderRequestParamsType(requestType) {
case SpotNewOrderRequestTypeBuyMarket:
orderDetail.Side = order.Buy
orderDetail.Type = order.Market
case SpotNewOrderRequestTypeSellMarket:
orderDetail.Side = order.Sell
orderDetail.Type = order.Market
case SpotNewOrderRequestTypeBuyLimit:
orderDetail.Side = order.Buy
orderDetail.Type = order.Limit
case SpotNewOrderRequestTypeSellLimit:
orderDetail.Side = order.Sell
orderDetail.Type = order.Limit
}
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (h *HUOBI) AuthenticateWebsocket() error {
return h.wsLogin()
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (h *HUOBI) ValidateCredentials(assetType asset.Item) error {
_, err := h.UpdateAccountInfo(assetType)
return h.CheckTransientError(err)
}
// FormatExchangeKlineInterval returns Interval to exchange formatted string
func (h *HUOBI) FormatExchangeKlineInterval(in kline.Interval) string {
switch in {
case kline.OneMin, kline.FiveMin, kline.FifteenMin, kline.ThirtyMin:
return in.Short() + "in"
case kline.FourHour:
return "4hour"
case kline.OneDay:
return "1day"
case kline.OneMonth:
return "1mon"
case kline.OneWeek:
return "1week"
case kline.OneYear:
return "1year"
}
return ""
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (h *HUOBI) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := h.ValidateKline(pair, a, interval); err != nil {
return kline.Item{}, err
}
klineParams := KlinesRequestParams{
Period: h.FormatExchangeKlineInterval(interval),
Symbol: pair,
}
candles, err := h.GetSpotKline(klineParams)
if err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: h.Name,
Pair: pair,
Asset: a,
Interval: interval,
}
for x := range candles {
if time.Unix(candles[x].ID, 0).Before(start) ||
time.Unix(candles[x].ID, 0).After(end) {
continue
}
ret.Candles = append(ret.Candles, kline.Candle{
Time: time.Unix(candles[x].ID, 0),
Open: candles[x].Open,
High: candles[x].High,
Low: candles[x].Low,
Close: candles[x].Close,
Volume: candles[x].Volume,
})
}
ret.SortCandlesByTimestamp(false)
return ret, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (h *HUOBI) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return h.GetHistoricCandles(pair, a, start, end, interval)
}
// compatibleVars gets compatible variables for order vars
func compatibleVars(side, orderPriceType string, status int64) (OrderVars, error) {
var resp OrderVars
switch side {
case "buy":
resp.Side = order.Buy
case "sell":
resp.Side = order.Sell
default:
return resp, fmt.Errorf("invalid orderSide")
}
switch orderPriceType {
case "limit":
resp.OrderType = order.Limit
case "opponent":
resp.OrderType = order.Market
case "post_only":
resp.OrderType = order.PostOnly
default:
return resp, fmt.Errorf("invalid orderPriceType")
}
switch status {
case 1, 2, 11:
resp.Status = order.UnknownStatus
case 3:
resp.Status = order.Active
case 4:
resp.Status = order.PartiallyFilled
case 5:
resp.Status = order.PartiallyCancelled
case 6:
resp.Status = order.Filled
case 7:
resp.Status = order.Cancelled
default:
return resp, fmt.Errorf("invalid orderStatus")
}
return resp, nil
}